diff --git a/lean/OAI/Probability/SKValue/GroundState/GaussianTree.lean b/lean/OAI/Probability/SKValue/GroundState/GaussianTree.lean index fc00b833ffc3a628b94a8f375bc767d94471aec9..8e59e8590dba012e264d9aa2ff4fae1b59675ef4 100644 --- a/lean/OAI/Probability/SKValue/GroundState/GaussianTree.lean +++ b/lean/OAI/Probability/SKValue/GroundState/GaussianTree.lean @@ -1,149 +1,149 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.AffineComparison - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValueG - -structure TreeLevel where - branchExcess : ℕ - endpoint : ℝ - height : ℝ - -abbrev GaussianTree := List TreeLevel - -abbrev TreeLeaves : GaussianTree → Type - | [] => PUnit - | l::T => Fin (l.branchExcess+1) × TreeLeaves T - -abbrev TreeEdges : GaussianTree → Type - | [] => PEmpty - | l::T => Fin (l.branchExcess+1) ⊕ (Fin (l.branchExcess+1) × TreeEdges T) - -instance treeLeavesFintype (T : GaussianTree) : Fintype (TreeLeaves T) := by - induction T with - | nil => exact inferInstanceAs (Fintype PUnit) - | cons l T ih => exact inferInstanceAs (Fintype (Fin (l.branchExcess+1) × TreeLeaves T)) -instance treeLeavesNonempty (T : GaussianTree) : Nonempty (TreeLeaves T) := by - induction T with - | nil => exact inferInstanceAs (Nonempty PUnit) - | cons l T ih => exact inferInstanceAs (Nonempty (Fin (l.branchExcess+1) × TreeLeaves T)) -instance treeEdgesFintype (T : GaussianTree) : Fintype (TreeEdges T) := by - induction T with - | nil => exact inferInstanceAs (Fintype PEmpty) - | cons l T ih => exact inferInstanceAs (Fintype (Fin (l.branchExcess+1) ⊕ (Fin (l.branchExcess+1) × TreeEdges T))) - -noncomputable def treePathCoeff (c : ℝ → TreeLevel → ℝ) (q : ℝ) : - (T : GaussianTree) → TreeLeaves T → TreeEdges T → ℝ - | [],_,e => PEmpty.elim e - | l::T,α,e => match e with - | Sum.inl i => if α.1=i then c q l else 0 - | Sum.inr (i,e) => if α.1=i then treePathCoeff c l.endpoint T α.2 e else 0 - -noncomputable def treeOverlap (q : ℝ) : (T : GaussianTree) → TreeLeaves T → TreeLeaves T → ℝ - | [],_,_ => q - | l::T,α,β => if α.1=β.1 then treeOverlap l.endpoint T α.2 β.2 else q - -def ValidTreeGrid (q : ℝ) : GaussianTree → Prop - | [] => q=1 - | l::T => q≤l.endpoint ∧ ValidTreeGrid l.endpoint T - -lemma treePath_inner_node (c : ℝ → TreeLevel → ℝ) (q : ℝ) (l : TreeLevel) (T : GaussianTree) - (α β : TreeLeaves (l::T)) : - (∑ e,treePathCoeff c q (l::T) α e*treePathCoeff c q (l::T) β e)= - if α.1=β.1 then (c q l)^2+∑ e,treePathCoeff c l.endpoint T α.2 e*treePathCoeff c l.endpoint T β.2 e else 0 := by - classical - change (∑ e : Fin (l.branchExcess+1) ⊕ (Fin (l.branchExcess+1) × TreeEdges T),_)=_ - rw [Fintype.sum_sum_type,Fintype.sum_prod_type] - simp only [treePathCoeff] - by_cases h : α.1=β.1 - · simp only [h,ite_true] - simp [←h,ite_mul,mul_ite,sq] - · simp only [h,ite_false] - have he (i : Fin (l.branchExcess+1)) : ¬(α.1=i ∧ β.1=i) := by - rintro ⟨ha,hb⟩; exact h (ha.trans hb.symm) - simp_rw [ite_mul,zero_mul] - simp only [mul_ite,mul_zero] - have hzero (i : Fin (l.branchExcess+1)) (r s : ℝ) : - (if α.1=i then if β.1=i then r*s else 0 else 0)=0 := by - split_ifs with ha hb <;> try rfl - exact (he i ⟨ha,hb⟩).elim - simp only [hzero,Finset.sum_const_zero,add_zero] - -noncomputable def treeFieldVector (q : ℝ) (T : GaussianTree) : TreeLeaves T → TreeEdges T → ℝ := - treePathCoeff (fun q l ↦ Real.sqrt (l.endpoint-q)) q T - -noncomputable def treeAuxVector (n : ℕ) (q : ℝ) (T : GaussianTree) : TreeLeaves T → TreeEdges T → ℝ := - treePathCoeff (fun q l ↦ Real.sqrt ((n : ℝ)/2)*Real.sqrt (l.endpoint^2-q^2)) q T - -lemma treeField_inner (q : ℝ) (T : GaussianTree) (hT : ValidTreeGrid q T) - (α β : TreeLeaves T) : - (∑ e,treeFieldVector q T α e*treeFieldVector q T β e)=treeOverlap q T α β-q := by - induction T generalizing q with - | nil => - simp only [treeFieldVector,treePathCoeff,treeOverlap,sub_self] - exact Finset.sum_eq_zero (by intro e he; exact PEmpty.elim e) - | cons l T ih => - change q≤l.endpoint ∧ ValidTreeGrid l.endpoint T at hT - rw [treeFieldVector,treePath_inner_node] - dsimp [treeOverlap] - split_ifs with h - · rw [Real.sq_sqrt (sub_nonneg.mpr hT.1)] - have hh := ih l.endpoint hT.2 α.2 β.2 - change (l.endpoint-q)+(∑ e,treeFieldVector l.endpoint T α.2 e*treeFieldVector l.endpoint T β.2 e)=_ - rw [hh]; ring - · ring - -lemma treeAux_inner (n : ℕ) (q : ℝ) (hq : 0≤q) (T : GaussianTree) (hT : ValidTreeGrid q T) - (α β : TreeLeaves T) : - (∑ e,treeAuxVector n q T α e*treeAuxVector n q T β e)= - ((n : ℝ)/2)*((treeOverlap q T α β)^2-q^2) := by - induction T generalizing q with - | nil => - simp only [treeAuxVector,treePathCoeff,treeOverlap,sub_self,mul_zero] - exact Finset.sum_eq_zero (by intro e he; exact PEmpty.elim e) - | cons l T ih => - change q≤l.endpoint ∧ ValidTreeGrid l.endpoint T at hT - rw [treeAuxVector,treePath_inner_node] - dsimp [treeOverlap] - split_ifs with h - · rw [mul_pow,Real.sq_sqrt (by positivity),Real.sq_sqrt (by nlinarith [hT.1])] - have hh := ih l.endpoint (hq.trans hT.1) hT.2 α.2 β.2 - change ((n : ℝ)/2)*(l.endpoint^2-q^2)+ - (∑ e,treeAuxVector n l.endpoint T α.2 e*treeAuxVector n l.endpoint T β.2 e)=_ - rw [hh]; ring - · ring - -lemma treeOverlap_self (q : ℝ) (T : GaussianTree) (hT : ValidTreeGrid q T) (α : TreeLeaves T) : - treeOverlap q T α α=1 := by - induction T generalizing q with - | nil => exact hT - | cons l T ih => simp only [treeOverlap,ite_true]; exact ih l.endpoint hT.2 α.2 - -lemma treeField_unit (T : GaussianTree) (hT : ValidTreeGrid 0 T) (α : TreeLeaves T) : - (∑ e,(treeFieldVector 0 T α e)^2)=1 := by - simp only [sq] - rw [treeField_inner 0 T hT,treeOverlap_self 0 T hT] - norm_num - -lemma treeAux_distance (n : ℕ) (T : GaussianTree) (hT : ValidTreeGrid 0 T) - (α β : TreeLeaves T) : - (∑ e,(treeAuxVector n 0 T α e-treeAuxVector n 0 T β e)^2)= - (n : ℝ)*(1-(treeOverlap 0 T α β)^2) := by - rw [sq_distance_sum] - simp only [sq] - rw [treeAux_inner n 0 (by norm_num) T hT, - treeAux_inner n 0 (by norm_num) T hT, - treeAux_inner n 0 (by norm_num) T hT, - treeOverlap_self 0 T hT,treeOverlap_self 0 T hT] - ring - -end SKValueG - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.GroundState.AffineComparison + +namespace OAI + +section + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal ENNReal BigOperators +namespace SKValueG + +structure TreeLevel where + branchExcess : ℕ + endpoint : ℝ + height : ℝ + +abbrev GaussianTree := List TreeLevel + +abbrev TreeLeaves : GaussianTree → Type + | [] => PUnit + | l::T => Fin (l.branchExcess+1) × TreeLeaves T + +abbrev TreeEdges : GaussianTree → Type + | [] => PEmpty + | l::T => Fin (l.branchExcess+1) ⊕ (Fin (l.branchExcess+1) × TreeEdges T) + +instance treeLeavesFintype (T : GaussianTree) : Fintype (TreeLeaves T) := by + induction T with + | nil => exact inferInstanceAs (Fintype PUnit) + | cons l T ih => exact inferInstanceAs (Fintype (Fin (l.branchExcess+1) × TreeLeaves T)) +instance treeLeavesNonempty (T : GaussianTree) : Nonempty (TreeLeaves T) := by + induction T with + | nil => exact inferInstanceAs (Nonempty PUnit) + | cons l T ih => exact inferInstanceAs (Nonempty (Fin (l.branchExcess+1) × TreeLeaves T)) +instance treeEdgesFintype (T : GaussianTree) : Fintype (TreeEdges T) := by + induction T with + | nil => exact inferInstanceAs (Fintype PEmpty) + | cons l T ih => exact inferInstanceAs (Fintype (Fin (l.branchExcess+1) ⊕ (Fin (l.branchExcess+1) × TreeEdges T))) + +noncomputable def treePathCoeff (c : ℝ → TreeLevel → ℝ) (q : ℝ) : + (T : GaussianTree) → TreeLeaves T → TreeEdges T → ℝ + | [],_,e => PEmpty.elim e + | l::T,α,e => match e with + | Sum.inl i => if α.1=i then c q l else 0 + | Sum.inr (i,e) => if α.1=i then treePathCoeff c l.endpoint T α.2 e else 0 + +noncomputable def treeOverlap (q : ℝ) : (T : GaussianTree) → TreeLeaves T → TreeLeaves T → ℝ + | [],_,_ => q + | l::T,α,β => if α.1=β.1 then treeOverlap l.endpoint T α.2 β.2 else q + +def ValidTreeGrid (q : ℝ) : GaussianTree → Prop + | [] => q=1 + | l::T => q≤l.endpoint ∧ ValidTreeGrid l.endpoint T + +lemma treePath_inner_node (c : ℝ → TreeLevel → ℝ) (q : ℝ) (l : TreeLevel) (T : GaussianTree) + (α β : TreeLeaves (l::T)) : + (∑ e,treePathCoeff c q (l::T) α e*treePathCoeff c q (l::T) β e)= + if α.1=β.1 then (c q l)^2+∑ e,treePathCoeff c l.endpoint T α.2 e*treePathCoeff c l.endpoint T β.2 e else 0 := by + classical + change (∑ e : Fin (l.branchExcess+1) ⊕ (Fin (l.branchExcess+1) × TreeEdges T),_)=_ + rw [Fintype.sum_sum_type,Fintype.sum_prod_type] + simp only [treePathCoeff] + by_cases h : α.1=β.1 + · simp only [h,ite_true] + simp [←h,ite_mul,mul_ite,sq] + · simp only [h,ite_false] + have he (i : Fin (l.branchExcess+1)) : ¬(α.1=i ∧ β.1=i) := by + rintro ⟨ha,hb⟩; exact h (ha.trans hb.symm) + simp_rw [ite_mul,zero_mul] + simp only [mul_ite,mul_zero] + have hzero (i : Fin (l.branchExcess+1)) (r s : ℝ) : + (if α.1=i then if β.1=i then r*s else 0 else 0)=0 := by + split_ifs with ha hb <;> try rfl + exact (he i ⟨ha,hb⟩).elim + simp only [hzero,Finset.sum_const_zero,add_zero] + +noncomputable def treeFieldVector (q : ℝ) (T : GaussianTree) : TreeLeaves T → TreeEdges T → ℝ := + treePathCoeff (fun q l ↦ Real.sqrt (l.endpoint-q)) q T + +noncomputable def treeAuxVector (n : ℕ) (q : ℝ) (T : GaussianTree) : TreeLeaves T → TreeEdges T → ℝ := + treePathCoeff (fun q l ↦ Real.sqrt ((n : ℝ)/2)*Real.sqrt (l.endpoint^2-q^2)) q T + +lemma treeField_inner (q : ℝ) (T : GaussianTree) (hT : ValidTreeGrid q T) + (α β : TreeLeaves T) : + (∑ e,treeFieldVector q T α e*treeFieldVector q T β e)=treeOverlap q T α β-q := by + induction T generalizing q with + | nil => + simp only [treeFieldVector,treePathCoeff,treeOverlap,sub_self] + exact Finset.sum_eq_zero (by intro e he; exact PEmpty.elim e) + | cons l T ih => + change q≤l.endpoint ∧ ValidTreeGrid l.endpoint T at hT + rw [treeFieldVector,treePath_inner_node] + dsimp [treeOverlap] + split_ifs with h + · rw [Real.sq_sqrt (sub_nonneg.mpr hT.1)] + have hh := ih l.endpoint hT.2 α.2 β.2 + change (l.endpoint-q)+(∑ e,treeFieldVector l.endpoint T α.2 e*treeFieldVector l.endpoint T β.2 e)=_ + rw [hh]; ring + · ring + +lemma treeAux_inner (n : ℕ) (q : ℝ) (hq : 0≤q) (T : GaussianTree) (hT : ValidTreeGrid q T) + (α β : TreeLeaves T) : + (∑ e,treeAuxVector n q T α e*treeAuxVector n q T β e)= + ((n : ℝ)/2)*((treeOverlap q T α β)^2-q^2) := by + induction T generalizing q with + | nil => + simp only [treeAuxVector,treePathCoeff,treeOverlap,sub_self,mul_zero] + exact Finset.sum_eq_zero (by intro e he; exact PEmpty.elim e) + | cons l T ih => + change q≤l.endpoint ∧ ValidTreeGrid l.endpoint T at hT + rw [treeAuxVector,treePath_inner_node] + dsimp [treeOverlap] + split_ifs with h + · rw [mul_pow,Real.sq_sqrt (by positivity),Real.sq_sqrt (by nlinarith [hT.1])] + have hh := ih l.endpoint (hq.trans hT.1) hT.2 α.2 β.2 + change ((n : ℝ)/2)*(l.endpoint^2-q^2)+ + (∑ e,treeAuxVector n l.endpoint T α.2 e*treeAuxVector n l.endpoint T β.2 e)=_ + rw [hh]; ring + · ring + +lemma treeOverlap_self (q : ℝ) (T : GaussianTree) (hT : ValidTreeGrid q T) (α : TreeLeaves T) : + treeOverlap q T α α=1 := by + induction T generalizing q with + | nil => exact hT + | cons l T ih => simp only [treeOverlap,ite_true]; exact ih l.endpoint hT.2 α.2 + +lemma treeField_unit (T : GaussianTree) (hT : ValidTreeGrid 0 T) (α : TreeLeaves T) : + (∑ e,(treeFieldVector 0 T α e)^2)=1 := by + simp only [sq] + rw [treeField_inner 0 T hT,treeOverlap_self 0 T hT] + norm_num + +lemma treeAux_distance (n : ℕ) (T : GaussianTree) (hT : ValidTreeGrid 0 T) + (α β : TreeLeaves T) : + (∑ e,(treeAuxVector n 0 T α e-treeAuxVector n 0 T β e)^2)= + (n : ℝ)*(1-(treeOverlap 0 T α β)^2) := by + rw [sq_distance_sum] + simp only [sq] + rw [treeAux_inner n 0 (by norm_num) T hT, + treeAux_inner n 0 (by norm_num) T hT, + treeAux_inner n 0 (by norm_num) T hT, + treeOverlap_self 0 T hT,treeOverlap_self 0 T hT] + ring + +end SKValueG + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/GroundState/GramSchmidtLimit.lean b/lean/OAI/Probability/SKValue/GroundState/GramSchmidtLimit.lean index 522e34d7ae349d6ce31075ac1e6282e16749f060..f067f3f49397f966a4f4341eefa2983691bbd43a 100644 --- a/lean/OAI/Probability/SKValue/GroundState/GramSchmidtLimit.lean +++ b/lean/OAI/Probability/SKValue/GroundState/GramSchmidtLimit.lean @@ -1,182 +1,182 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.GaussianColumn - -namespace OAI - -section - -open Filter Set InnerProductSpace -open scoped Topology BigOperators RealInnerProductSpace -namespace SKValueG -variable {E : ℕ → Type*} [∀ n, NormedAddCommGroup (E n)] [∀ n, InnerProductSpace ℝ (E n)] - -lemma inner_approx_tendsto {x x' y : (n : ℕ) → E n} {a b : ℝ} - (hx : Tendsto (fun n ↦ ‖x n-x' n‖) atTop (𝓝 0)) - (hy : Tendsto (fun n ↦ ‖y n‖) atTop (𝓝 b)) - (hxy : Tendsto (fun n ↦ ⟪x' n,y n⟫) atTop (𝓝 a)) : - Tendsto (fun n ↦ ⟪x n,y n⟫) atTop (𝓝 a) := by - have hdiff : Tendsto (fun n ↦ ⟪x n,y n⟫-⟪x' n,y n⟫) atTop (𝓝 0) := by - apply squeeze_zero_norm (fun n ↦ ?_) (by simpa using hx.mul hy) - rw [←inner_sub_left,Real.norm_eq_abs] - exact abs_real_inner_le_norm _ _ - simpa only [sub_add_cancel,zero_add] using hdiff.add hxy - -omit [∀ n, InnerProductSpace ℝ (E n)] in -lemma norm_approx_tendsto {x x' : (n : ℕ) → E n} {a : ℝ} - (hx : Tendsto (fun n ↦ ‖x n-x' n‖) atTop (𝓝 0)) - (hx' : Tendsto (fun n ↦ ‖x' n‖) atTop (𝓝 a)) : - Tendsto (fun n ↦ ‖x n‖) atTop (𝓝 a) := by - have hd : Tendsto (fun n ↦ ‖x n‖-‖x' n‖) atTop (𝓝 0) := by - exact squeeze_zero_norm (fun n ↦ by simpa only [Real.norm_eq_abs] using abs_norm_sub_norm_le (x n) (x' n)) hx - simpa only [sub_add_cancel,zero_add] using hd.add hx' - -theorem gramSchmidt_approx (a : (n : ℕ) → ℕ → E n) (K : ℕ) - (hn : ∀ i≤K,Tendsto (fun n ↦ ‖a n i‖) atTop (𝓝 1)) - (hi : ∀ i j,i - have hnorm (i : ℕ) (hij : i.div_const _).mul (hz' K le_rfl)) -end Limit -end SKValueG - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.GroundState.GaussianColumn + +namespace OAI + +section + +open Filter Set InnerProductSpace +open scoped Topology BigOperators RealInnerProductSpace +namespace SKValueG +variable {E : ℕ → Type*} [∀ n, NormedAddCommGroup (E n)] [∀ n, InnerProductSpace ℝ (E n)] + +lemma inner_approx_tendsto {x x' y : (n : ℕ) → E n} {a b : ℝ} + (hx : Tendsto (fun n ↦ ‖x n-x' n‖) atTop (𝓝 0)) + (hy : Tendsto (fun n ↦ ‖y n‖) atTop (𝓝 b)) + (hxy : Tendsto (fun n ↦ ⟪x' n,y n⟫) atTop (𝓝 a)) : + Tendsto (fun n ↦ ⟪x n,y n⟫) atTop (𝓝 a) := by + have hdiff : Tendsto (fun n ↦ ⟪x n,y n⟫-⟪x' n,y n⟫) atTop (𝓝 0) := by + apply squeeze_zero_norm (fun n ↦ ?_) (by simpa using hx.mul hy) + rw [←inner_sub_left,Real.norm_eq_abs] + exact abs_real_inner_le_norm _ _ + simpa only [sub_add_cancel,zero_add] using hdiff.add hxy + +omit [∀ n, InnerProductSpace ℝ (E n)] in +lemma norm_approx_tendsto {x x' : (n : ℕ) → E n} {a : ℝ} + (hx : Tendsto (fun n ↦ ‖x n-x' n‖) atTop (𝓝 0)) + (hx' : Tendsto (fun n ↦ ‖x' n‖) atTop (𝓝 a)) : + Tendsto (fun n ↦ ‖x n‖) atTop (𝓝 a) := by + have hd : Tendsto (fun n ↦ ‖x n‖-‖x' n‖) atTop (𝓝 0) := by + exact squeeze_zero_norm (fun n ↦ by simpa only [Real.norm_eq_abs] using abs_norm_sub_norm_le (x n) (x' n)) hx + simpa only [sub_add_cancel,zero_add] using hd.add hx' + +theorem gramSchmidt_approx (a : (n : ℕ) → ℕ → E n) (K : ℕ) + (hn : ∀ i≤K,Tendsto (fun n ↦ ‖a n i‖) atTop (𝓝 1)) + (hi : ∀ i j,i + have hnorm (i : ℕ) (hij : i.div_const _).mul (hz' K le_rfl)) +end Limit +end SKValueG + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/GroundState/GumbelMax.lean b/lean/OAI/Probability/SKValue/GroundState/GumbelMax.lean index b3629617b0e83f56c67e3296daa231b240eb3bf9..bcb055804c486994ab3ad3816bccba983c9dc26a 100644 --- a/lean/OAI/Probability/SKValue/GroundState/GumbelMax.lean +++ b/lean/OAI/Probability/SKValue/GroundState/GumbelMax.lean @@ -1,152 +1,152 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.RotatedCoefficients -import OAI.Probability.SKValue.GroundState.ExponentialMoments - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology ENNReal NNReal BigOperators -namespace SKValueG - -lemma finiteMaximum_le_iff {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) (t : ℝ) : - finiteMaximum x ≤ t ↔ ∀ i, x i≤t := by - constructor - · intro h i; exact (le_finiteMaximum x i).trans h - · intro h; obtain ⟨i,hi⟩ := exists_finiteMaximum x; simpa only [←hi] using h i - -noncomputable def logSumExp {ι : Type*} [Fintype ι] (d : ι → ℝ) : ℝ := - Real.log (∑ i, Real.exp (d i)) - -lemma exp_sum_pos {ι : Type*} [Fintype ι] [Nonempty ι] (d : ι → ℝ) : - 0<∑ i, Real.exp (d i) := Finset.sum_pos (fun _ _ ↦ Real.exp_pos _) Finset.univ_nonempty - -lemma gumbel_shift_cdf (d t : ℝ) : - cdf (gumbelLaw.map (fun x ↦ x+d)) t=Real.exp (-Real.exp (-(t-d))) := by - have : IsProbabilityMeasure (gumbelLaw.map (fun x ↦ x+d)) := inferInstance - rw [cdf_eq_real,measureReal_def,Measure.map_apply (by fun_prop) measurableSet_Iic] - have he : (fun x : ℝ ↦ x+d) ⁻¹' Iic t=Iic (t-d) := by ext x; simp only [mem_preimage,mem_Iic]; constructor <;> intro h <;> linarith - rw [he,←measureReal_def,←cdf_eq_real,gumbel_cdf] - -lemma gumbel_max_cdf {ι : Type*} [Fintype ι] [Nonempty ι] (d : ι → ℝ) (t : ℝ) : - cdf ((Measure.pi (fun _ : ι ↦ gumbelLaw)).map - (fun z ↦ finiteMaximum (fun i ↦ d i+z i))) t= - Real.exp (-Real.exp (-(t-logSumExp d))) := by - have hm : Measurable (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) := - (continuous_finiteMaximum.comp (continuous_const.add continuous_id)).measurable - have : IsProbabilityMeasure ((Measure.pi (fun _ : ι ↦ gumbelLaw)).map - (fun z ↦ finiteMaximum (fun i ↦ d i+z i))) := inferInstance - rw [cdf_eq_real,measureReal_def,Measure.map_apply hm measurableSet_Iic] - have he : (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) ⁻¹' Iic t= - univ.pi (fun i ↦ Iic (t-d i)) := by - ext z - simp only [mem_preimage,mem_Iic,finiteMaximum_le_iff,mem_univ_pi] - exact forall_congr' (fun i ↦ by constructor <;> intro h <;> linarith) - rw [he,Measure.pi_pi,ENNReal.toReal_prod] - simp only [←measureReal_def,←cdf_eq_real,gumbel_cdf] - rw [←Real.exp_sum] - congr 1 - simp only [logSumExp] - rw [show -(t-Real.log (∑ i, Real.exp (d i)))=-t+Real.log (∑ i, Real.exp (d i)) by ring, - Real.exp_add,Real.exp_log (exp_sum_pos d)] - simp_rw [show ∀ i, -(t-d i)=-t+d i by intro i; ring,Real.exp_add] - rw [Finset.sum_neg_distrib,←Finset.mul_sum] - -theorem gumbel_max_law {ι : Type*} [Fintype ι] [Nonempty ι] (d : ι → ℝ) : - (Measure.pi (fun _ : ι ↦ gumbelLaw)).map - (fun z ↦ finiteMaximum (fun i ↦ d i+z i))= - gumbelLaw.map (fun x ↦ x+logSumExp d) := by - have hm : Measurable (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) := - (continuous_finiteMaximum.comp (continuous_const.add continuous_id)).measurable - have : IsProbabilityMeasure ((Measure.pi (fun _ : ι ↦ gumbelLaw)).map - (fun z ↦ finiteMaximum (fun i ↦ d i+z i))) := inferInstance - have : IsProbabilityMeasure (gumbelLaw.map (fun x ↦ x+logSumExp d)) := inferInstance - apply prob_measure_eq_of_cdf - intro t - rw [gumbel_max_cdf,gumbel_shift_cdf] - -lemma gumbel_max_integrable {ι : Type*} [Fintype ι] [Nonempty ι] (d : ι → ℝ) : - Integrable (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) - (Measure.pi (fun _ : ι ↦ gumbelLaw)) := by - have hm : Measurable (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) := - (continuous_finiteMaximum.comp (continuous_const.add continuous_id)).measurable - have h : Integrable (fun x : ℝ ↦ x) ((Measure.pi (fun _ : ι ↦ gumbelLaw)).map - (fun z ↦ finiteMaximum (fun i ↦ d i+z i))) := by - rw [gumbel_max_law,integrable_map_measure (by fun_prop) (by fun_prop)] - exact gumbel_integrable.add (integrable_const _) - exact (integrable_map_measure (by fun_prop) hm.aemeasurable).mp h - -lemma integral_gumbel_max {ι : Type*} [Fintype ι] [Nonempty ι] (d : ι → ℝ) : - (∫ z, finiteMaximum (fun i ↦ d i+z i) ∂Measure.pi (fun _ : ι ↦ gumbelLaw))= - gumbelMean+logSumExp d := by - have hm : Measurable (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) := - (continuous_finiteMaximum.comp (continuous_const.add continuous_id)).measurable - have h := congrArg (fun μ : Measure ℝ ↦ ∫ x, x ∂μ) (gumbel_max_law d) - rw [integral_map hm.aemeasurable (by fun_prop),integral_map (by fun_prop) (by fun_prop)] at h - rw [h,integral_add gumbel_integrable (integrable_const _)] - simp only [integral_const,probReal_univ,smul_eq_mul,one_mul,gumbelMean] - -end SKValueG - -end - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology BigOperators ENNReal NNReal -namespace SKValueG - -lemma log_tangent_bound {x m : ℝ} (hx : 0.mpr (by - have hs : Function.support f =ᵐ[μ] univ := hp.mono (fun ω hω ↦ by apply propext; change (f ω≠0) ↔ True; simp [hω.ne']) - rw [measure_congr hs] - simp) - have h := integral_mono_ae hl - (((hf.div_const (∫ ω, f ω ∂μ)).sub (integrable_const 1)).add - (integrable_const (Real.log (∫ ω, f ω ∂μ)))) - (hp.mono (fun ω hω ↦ log_tangent_bound hω hm)) - have he : (∫ ω, (f ω/(∫ ω, f ω ∂μ)-1)+Real.log (∫ ω, f ω ∂μ) ∂μ)= - Real.log (∫ ω, f ω ∂μ) := by - rw [integral_add (f := fun ω ↦ f ω/(∫ ω, f ω ∂μ)-1) - (g := fun _ ↦ Real.log (∫ ω, f ω ∂μ)) - ((hf.div_const _).sub (integrable_const 1)) (integrable_const _), - integral_sub (f := fun ω ↦ f ω/(∫ ω, f ω ∂μ)) (g := fun _ ↦ (1 : ℝ)) - (hf.div_const _) (integrable_const 1),integral_div] - simp [hm.ne'] - exact h.trans_eq he - -end SKValueG - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.GroundState.RotatedCoefficients +import OAI.Probability.SKValue.GroundState.ExponentialMoments + +namespace OAI + +section + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology ENNReal NNReal BigOperators +namespace SKValueG + +lemma finiteMaximum_le_iff {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) (t : ℝ) : + finiteMaximum x ≤ t ↔ ∀ i, x i≤t := by + constructor + · intro h i; exact (le_finiteMaximum x i).trans h + · intro h; obtain ⟨i,hi⟩ := exists_finiteMaximum x; simpa only [←hi] using h i + +noncomputable def logSumExp {ι : Type*} [Fintype ι] (d : ι → ℝ) : ℝ := + Real.log (∑ i, Real.exp (d i)) + +lemma exp_sum_pos {ι : Type*} [Fintype ι] [Nonempty ι] (d : ι → ℝ) : + 0<∑ i, Real.exp (d i) := Finset.sum_pos (fun _ _ ↦ Real.exp_pos _) Finset.univ_nonempty + +lemma gumbel_shift_cdf (d t : ℝ) : + cdf (gumbelLaw.map (fun x ↦ x+d)) t=Real.exp (-Real.exp (-(t-d))) := by + have : IsProbabilityMeasure (gumbelLaw.map (fun x ↦ x+d)) := inferInstance + rw [cdf_eq_real,measureReal_def,Measure.map_apply (by fun_prop) measurableSet_Iic] + have he : (fun x : ℝ ↦ x+d) ⁻¹' Iic t=Iic (t-d) := by ext x; simp only [mem_preimage,mem_Iic]; constructor <;> intro h <;> linarith + rw [he,←measureReal_def,←cdf_eq_real,gumbel_cdf] + +lemma gumbel_max_cdf {ι : Type*} [Fintype ι] [Nonempty ι] (d : ι → ℝ) (t : ℝ) : + cdf ((Measure.pi (fun _ : ι ↦ gumbelLaw)).map + (fun z ↦ finiteMaximum (fun i ↦ d i+z i))) t= + Real.exp (-Real.exp (-(t-logSumExp d))) := by + have hm : Measurable (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) := + (continuous_finiteMaximum.comp (continuous_const.add continuous_id)).measurable + have : IsProbabilityMeasure ((Measure.pi (fun _ : ι ↦ gumbelLaw)).map + (fun z ↦ finiteMaximum (fun i ↦ d i+z i))) := inferInstance + rw [cdf_eq_real,measureReal_def,Measure.map_apply hm measurableSet_Iic] + have he : (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) ⁻¹' Iic t= + univ.pi (fun i ↦ Iic (t-d i)) := by + ext z + simp only [mem_preimage,mem_Iic,finiteMaximum_le_iff,mem_univ_pi] + exact forall_congr' (fun i ↦ by constructor <;> intro h <;> linarith) + rw [he,Measure.pi_pi,ENNReal.toReal_prod] + simp only [←measureReal_def,←cdf_eq_real,gumbel_cdf] + rw [←Real.exp_sum] + congr 1 + simp only [logSumExp] + rw [show -(t-Real.log (∑ i, Real.exp (d i)))=-t+Real.log (∑ i, Real.exp (d i)) by ring, + Real.exp_add,Real.exp_log (exp_sum_pos d)] + simp_rw [show ∀ i, -(t-d i)=-t+d i by intro i; ring,Real.exp_add] + rw [Finset.sum_neg_distrib,←Finset.mul_sum] + +theorem gumbel_max_law {ι : Type*} [Fintype ι] [Nonempty ι] (d : ι → ℝ) : + (Measure.pi (fun _ : ι ↦ gumbelLaw)).map + (fun z ↦ finiteMaximum (fun i ↦ d i+z i))= + gumbelLaw.map (fun x ↦ x+logSumExp d) := by + have hm : Measurable (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) := + (continuous_finiteMaximum.comp (continuous_const.add continuous_id)).measurable + have : IsProbabilityMeasure ((Measure.pi (fun _ : ι ↦ gumbelLaw)).map + (fun z ↦ finiteMaximum (fun i ↦ d i+z i))) := inferInstance + have : IsProbabilityMeasure (gumbelLaw.map (fun x ↦ x+logSumExp d)) := inferInstance + apply prob_measure_eq_of_cdf + intro t + rw [gumbel_max_cdf,gumbel_shift_cdf] + +lemma gumbel_max_integrable {ι : Type*} [Fintype ι] [Nonempty ι] (d : ι → ℝ) : + Integrable (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) + (Measure.pi (fun _ : ι ↦ gumbelLaw)) := by + have hm : Measurable (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) := + (continuous_finiteMaximum.comp (continuous_const.add continuous_id)).measurable + have h : Integrable (fun x : ℝ ↦ x) ((Measure.pi (fun _ : ι ↦ gumbelLaw)).map + (fun z ↦ finiteMaximum (fun i ↦ d i+z i))) := by + rw [gumbel_max_law,integrable_map_measure (by fun_prop) (by fun_prop)] + exact gumbel_integrable.add (integrable_const _) + exact (integrable_map_measure (by fun_prop) hm.aemeasurable).mp h + +lemma integral_gumbel_max {ι : Type*} [Fintype ι] [Nonempty ι] (d : ι → ℝ) : + (∫ z, finiteMaximum (fun i ↦ d i+z i) ∂Measure.pi (fun _ : ι ↦ gumbelLaw))= + gumbelMean+logSumExp d := by + have hm : Measurable (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ d i+z i)) := + (continuous_finiteMaximum.comp (continuous_const.add continuous_id)).measurable + have h := congrArg (fun μ : Measure ℝ ↦ ∫ x, x ∂μ) (gumbel_max_law d) + rw [integral_map hm.aemeasurable (by fun_prop),integral_map (by fun_prop) (by fun_prop)] at h + rw [h,integral_add gumbel_integrable (integrable_const _)] + simp only [integral_const,probReal_univ,smul_eq_mul,one_mul,gumbelMean] + +end SKValueG + +end + +section + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology BigOperators ENNReal NNReal +namespace SKValueG + +lemma log_tangent_bound {x m : ℝ} (hx : 0.mpr (by + have hs : Function.support f =ᵐ[μ] univ := hp.mono (fun ω hω ↦ by apply propext; change (f ω≠0) ↔ True; simp [hω.ne']) + rw [measure_congr hs] + simp) + have h := integral_mono_ae hl + (((hf.div_const (∫ ω, f ω ∂μ)).sub (integrable_const 1)).add + (integrable_const (Real.log (∫ ω, f ω ∂μ)))) + (hp.mono (fun ω hω ↦ log_tangent_bound hω hm)) + have he : (∫ ω, (f ω/(∫ ω, f ω ∂μ)-1)+Real.log (∫ ω, f ω ∂μ) ∂μ)= + Real.log (∫ ω, f ω ∂μ) := by + rw [integral_add (f := fun ω ↦ f ω/(∫ ω, f ω ∂μ)-1) + (g := fun _ ↦ Real.log (∫ ω, f ω ∂μ)) + ((hf.div_const _).sub (integrable_const 1)) (integrable_const _), + integral_sub (f := fun ω ↦ f ω/(∫ ω, f ω ∂μ)) (g := fun _ ↦ (1 : ℝ)) + (hf.div_const _) (integrable_const 1),integral_div] + simp [hm.ne'] + exact h.trans_eq he + +end SKValueG + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/GroundState/GumbelReplacement.lean b/lean/OAI/Probability/SKValue/GroundState/GumbelReplacement.lean index 2f1c7a0ce66a469e81c9e929cc1ae5941fa1afc4..0497d9943b69064d7ca9e0b393cac6d34f518c8a 100644 --- a/lean/OAI/Probability/SKValue/GroundState/GumbelReplacement.lean +++ b/lean/OAI/Probability/SKValue/GroundState/GumbelReplacement.lean @@ -1,132 +1,132 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.FiniteBranching - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology ENNReal NNReal BigOperators -namespace SKValueG - -lemma lipschitz_integrable_comp {Ω : Type*} [MeasurableSpace Ω] - {μ : Measure Ω} [IsFiniteMeasure μ] {f : Ω → ℝ} (hi : Integrable f μ) - {ψ : ℝ → ℝ} {L : ℝ≥0} (hψ : LipschitzWith L ψ) : Integrable (fun ω ↦ ψ (f ω)) μ := by - apply ((hi.norm.const_mul (L : ℝ)).add (integrable_const ‖ψ 0‖)).mono' - (hψ.continuous.comp_aestronglyMeasurable hi.aestronglyMeasurable) - exact Eventually.of_forall (fun ω ↦ by - have h : ‖ψ (f ω)-ψ 0‖ ≤ (L : ℝ)*‖f ω‖ := by simpa only [sub_zero] using hψ.norm_sub_le (f ω) 0 - have htri := norm_add_le (ψ (f ω)-ψ 0) (ψ 0) - simp only [sub_add_cancel] at htri - change ‖ψ (f ω)‖ ≤ (L : ℝ)*‖f ω‖+‖ψ 0‖ - linarith) - -noncomputable def gumbelSmooth (m : ℝ) (ψ : ℝ → ℝ) (s : ℝ) : ℝ := - ∫ g, ψ (g/m+s) ∂gumbelLaw - -lemma gumbelSmooth_lipschitz {m : ℝ} {ψ : ℝ → ℝ} {L : ℝ≥0} - (hψ : LipschitzWith L ψ) : LipschitzWith L (gumbelSmooth m ψ) := by - rw [lipschitzWith_iff_dist_le_mul] - intro x y - have hix := lipschitz_integrable_comp ((gumbel_integrable.div_const m).add (integrable_const x)) hψ - have hiy := lipschitz_integrable_comp ((gumbel_integrable.div_const m).add (integrable_const y)) hψ - change |(∫ g, ψ (g/m+x) ∂gumbelLaw)-(∫ g, ψ (g/m+y) ∂gumbelLaw)|≤L*|x-y| - rw [←integral_sub (f := fun g ↦ ψ (g/m+x)) (g := fun g ↦ ψ (g/m+y)) hix hiy] - have hbound (g : ℝ) : ‖ψ (g/m+x)-ψ (g/m+y)‖≤(L : ℝ)*|x-y| := by - simpa only [Real.norm_eq_abs,add_sub_add_left_eq_sub] using hψ.norm_sub_le (g/m+x) (g/m+y) - simpa using norm_integral_le_of_norm_le_const (μ := gumbelLaw) (Eventually.of_forall hbound) - -lemma integral_comp_diff_le {Ω : Type*} [MeasurableSpace Ω] - {μ : Measure Ω} [IsProbabilityMeasure μ] {s : Ω → ℝ} (hi : Integrable s μ) - {ψ : ℝ → ℝ} {L : ℝ≥0} (hψ : LipschitzWith L ψ) (c : ℝ) : - |(∫ ω,ψ (s ω) ∂μ)-ψ c|≤(L : ℝ)*(∫ ω,|s ω-c| ∂μ) := by - have his := lipschitz_integrable_comp hi hψ - have hie : Integrable (fun ω ↦ |s ω-c|) μ := (hi.sub (integrable_const c)).abs - calc - _ = |∫ ω,ψ (s ω)-ψ c ∂μ| := by rw [integral_sub his (integrable_const _)]; simp - _ ≤ ∫ ω,|ψ (s ω)-ψ c| ∂μ := by simpa only [Real.norm_eq_abs] using - norm_integral_le_integral_norm (fun ω ↦ ψ (s ω)-ψ c) - _ ≤ ∫ ω,(L : ℝ)*|s ω-c| ∂μ := integral_mono - (his.sub (integrable_const _)).abs (hie.const_mul _) - (fun ω ↦ by simpa only [Real.norm_eq_abs] using hψ.norm_sub_le (s ω) c) - _ = _ := integral_const_mul _ _ - -lemma scaled_gumbel_test_integral {ι : Type*} [Fintype ι] [Nonempty ι] - (d : ι → ℝ) {m : ℝ} (hm : 0 < m) (ψ : ℝ → ℝ) (hψ : Measurable ψ) : - (∫ z,ψ (finiteMaximum (fun i ↦ d i+z i/m)-Real.log (Fintype.card ι : ℝ)/m) - ∂Measure.pi (fun _ : ι ↦ gumbelLaw))= - gumbelSmooth m ψ (Real.log ((∑ i,Real.exp (m*d i))/(Fintype.card ι : ℝ))/m) := by - have hmmax : Measurable (fun z : ι → ℝ ↦ finiteMaximum (fun i ↦ m*d i+z i)) := - (continuous_finiteMaximum.comp (continuous_const.add continuous_id)).measurable - have ht : Measurable (fun y : ℝ ↦ ψ (y/m-Real.log (Fintype.card ι : ℝ)/m)) := by fun_prop - have h := congrArg (fun μ : Measure ℝ ↦ ∫ y,ψ (y/m-Real.log (Fintype.card ι : ℝ)/m) ∂μ) - (gumbel_max_law (fun i ↦ m*d i)) - rw [integral_map hmmax.aemeasurable ht.aestronglyMeasurable, - integral_map (by fun_prop) ht.aestronglyMeasurable] at h - have he (z : ι → ℝ) : finiteMaximum (fun i ↦ d i+z i/m)= - finiteMaximum (fun i ↦ m*d i+z i)/m := by - rw [←finiteMaximum_div_pos _ hm] - congr 1; ext i; field_simp - simp_rw [he] - rw [h] - apply integral_congr_ae - exact Eventually.of_forall (fun g ↦ by - apply congrArg ψ - rw [Real.log_div (exp_sum_pos _).ne' (by positivity)] - dsimp [logSumExp] - ring) - -theorem marked_branching_limit {Ω : Type*} [MeasurableSpace Ω] - {μ : Measure Ω} [IsProbabilityMeasure μ] (X : ℕ → Ω → ℝ) - {m : ℝ} (hm : 0 < m) (hi : Integrable (X 0) μ) - (he : Integrable (fun ω ↦ Real.exp (m*X 0 ω)) μ) - (hind : Pairwise (Function.onFun (fun x1 x2 ↦ x1 ⟂ᵢ[μ] x2) X)) - (hid : ∀ i,IdentDistrib (X i) (X 0) μ μ) - {ψ : ℝ → ℝ} {L : ℝ≥0} (hψ : LipschitzWith L ψ) : - Tendsto (fun n ↦ ∫ ω, - (∫ z,ψ (finiteMaximum (fun i : Fin (n+1) ↦ X i ω+z i/m)-Real.log (n+1 : ℝ)/m) - ∂Measure.pi (fun _ : Fin (n+1) ↦ gumbelLaw)) ∂μ) - atTop (𝓝 (gumbelSmooth m ψ (Real.log (∫ ω,Real.exp (m*X 0 ω) ∂μ)/m))) := by - let Y := fun i ω ↦ Real.exp (m*X i ω) - have hf : Measurable (fun x : ℝ ↦ Real.exp (m*x)) := by fun_prop - have hl : Integrable (fun ω ↦ Real.log (Y 0 ω)) μ := by - simpa only [Y,Real.log_exp] using hi.const_mul m - have hiY (i) : Integrable (Y i) μ := ((hid i).comp hf).integrable_iff.mpr he - have hilogY (i) : Integrable (fun ω ↦ Real.log (Y i ω)) μ := - (((hid i).comp hf).comp Real.measurable_log).integrable_iff.mpr hl - have hpY (i) : ∀ᵐ ω ∂μ,0 rfl - | succ j ih => - have hp := ih (fun i hi ↦ h i (by omega)) - simp only [euler, hp,h j (by omega)] - -lemma measurable_euler (T : ℝ) (N : ℕ) (γ : ℝ → ℝ) (u : ℝ → ℝ → ℝ) - (hU : ∀ k < N, Measurable (u (meshTime T N k))) : - ∀ j ≤ N, Measurable (fun z ↦ euler T N γ u z j) := by - intro j hj - induction j with - | zero => exact measurable_const - | succ j ih => - have hjN : j < N := by omega - have hy := ih (by omega) - have hz := measurable_coordinate N j - have hu := (hU j hjN).comp hy - simp only [euler] - fun_prop - -lemma euler_coefficient_independent {T : ℝ} {N j : ℕ} {γ : ℝ → ℝ} - {u a : ℝ → ℝ → ℝ} (hj : j < N+1) - (hU : ∀ k < N, Measurable (u (meshTime T N k))) - (hA : Measurable (a (meshTime T N j))) : - IndepFun (fun z ↦ a (meshTime T N j) (euler T N γ u z j)) - (coordinate N j) (gaussianProduct (Fin (N+1))) := by - let S : Finset (Fin (N+1)) := Finset.univ.filter (fun i ↦ (i : ℕ) rfl + | succ j ih => + have hp := ih (fun i hi ↦ h i (by omega)) + simp only [euler, hp,h j (by omega)] + +lemma measurable_euler (T : ℝ) (N : ℕ) (γ : ℝ → ℝ) (u : ℝ → ℝ → ℝ) + (hU : ∀ k < N, Measurable (u (meshTime T N k))) : + ∀ j ≤ N, Measurable (fun z ↦ euler T N γ u z j) := by + intro j hj + induction j with + | zero => exact measurable_const + | succ j ih => + have hjN : j < N := by omega + have hy := ih (by omega) + have hz := measurable_coordinate N j + have hu := (hU j hjN).comp hy + simp only [euler] + fun_prop + +lemma euler_coefficient_independent {T : ℝ} {N j : ℕ} {γ : ℝ → ℝ} + {u a : ℝ → ℝ → ℝ} (hj : j < N+1) + (hU : ∀ k < N, Measurable (u (meshTime T N k))) + (hA : Measurable (a (meshTime T N j))) : + IndepFun (fun z ↦ a (meshTime T N j) (euler T N γ u z j)) + (coordinate N j) (gaussianProduct (Fin (N+1))) := by + let S : Finset (Fin (N+1)) := Finset.univ.filter (fun i ↦ (i : ℕ) simp [adaptiveResidual,predictableDirection,columnResidual,orthogonalRemainder] - | succ j ih => - change columnResidual (predictableDirection K n f (j+1) - (rowHistory K n (fun i ↦ x i) (j+1))) - (adaptiveResidual w (predictableDirection K n f) (j+1) - (rowHistory K n (fun i ↦ x i) (j+1)) s)=_ - rw [predictableDirection_rows K n f ha x j,ih] - apply columnResidual_orthogonalRemainder - intro i hi - exact gramSchmidtNormed_pairwise_orthogonal _ (Ne.symm (Nat.ne_of_lt hi)) - -include ha in -lemma predictableOffset_rows {ι : Type*} [Fintype ι] [Nonempty ι] - (w : ι → EuclideanSpace ℝ (Fin n)) (J : ℕ) (s : ι) : - adaptiveOffset w (predictableDirection K n f) (J+1) - (rowHistory K n (fun i ↦ x i) (J+1)) s= - ∑ j∈Finset.range J, - ⟪columnVector (gramSchmidtNormed ℝ (fun l ↦ empiricalVector (f l) x n) j) - (orthogonalRemainder (gramSchmidtNormed ℝ (fun l ↦ empiricalVector (f l) x n)) (w s) j), - WithLp.toLp 2 (rowColumn K n (fun i ↦ x i) (j+1))⟫ := by - induction J with - | zero => simp [adaptiveOffset,predictableDirection,columnVector,columnResidual,linearProcess] - | succ J ih => - change adaptiveOffset w (predictableDirection K n f) (J+1) - (rowHistory K n (fun i ↦ x i) (J+1)) s+ - linearProcess (fun i k ↦ columnVector - (predictableDirection K n f (J+1) (rowHistory K n (fun i ↦ x i) (J+1))) - (adaptiveResidual w (predictableDirection K n f) (J+1) - (rowHistory K n (fun i ↦ x i) (J+1)) i) k) - (rowColumn K n (fun i ↦ x i) (J+1)) s=_ - rw [ih,Finset.sum_range_succ,predictableDirection_rows K n f ha x J] - congr 1 - unfold linearProcess - dsimp only - rw [predictableResidual_rows K n f ha x w J s] - rw [euclidean_inner_sum] - -noncomputable def empiricalColumnEnergy (F : (Fin (K+1) → ℝ) → ℝ) (j : ℕ) : ℝ := - ⟪columnVector (gramSchmidtNormed ℝ (fun l ↦ empiricalVector (f l) x n) j) - (orthogonalRemainder (gramSchmidtNormed ℝ (fun l ↦ empiricalVector (f l) x n)) - (empiricalVector F x n) j), - empiricalVector (fun y ↦ if hj : j+1 simp [adaptiveResidual,predictableDirection,columnResidual,orthogonalRemainder] + | succ j ih => + change columnResidual (predictableDirection K n f (j+1) + (rowHistory K n (fun i ↦ x i) (j+1))) + (adaptiveResidual w (predictableDirection K n f) (j+1) + (rowHistory K n (fun i ↦ x i) (j+1)) s)=_ + rw [predictableDirection_rows K n f ha x j,ih] + apply columnResidual_orthogonalRemainder + intro i hi + exact gramSchmidtNormed_pairwise_orthogonal _ (Ne.symm (Nat.ne_of_lt hi)) + +include ha in +lemma predictableOffset_rows {ι : Type*} [Fintype ι] [Nonempty ι] + (w : ι → EuclideanSpace ℝ (Fin n)) (J : ℕ) (s : ι) : + adaptiveOffset w (predictableDirection K n f) (J+1) + (rowHistory K n (fun i ↦ x i) (J+1)) s= + ∑ j∈Finset.range J, + ⟪columnVector (gramSchmidtNormed ℝ (fun l ↦ empiricalVector (f l) x n) j) + (orthogonalRemainder (gramSchmidtNormed ℝ (fun l ↦ empiricalVector (f l) x n)) (w s) j), + WithLp.toLp 2 (rowColumn K n (fun i ↦ x i) (j+1))⟫ := by + induction J with + | zero => simp [adaptiveOffset,predictableDirection,columnVector,columnResidual,linearProcess] + | succ J ih => + change adaptiveOffset w (predictableDirection K n f) (J+1) + (rowHistory K n (fun i ↦ x i) (J+1)) s+ + linearProcess (fun i k ↦ columnVector + (predictableDirection K n f (J+1) (rowHistory K n (fun i ↦ x i) (J+1))) + (adaptiveResidual w (predictableDirection K n f) (J+1) + (rowHistory K n (fun i ↦ x i) (J+1)) i) k) + (rowColumn K n (fun i ↦ x i) (J+1)) s=_ + rw [ih,Finset.sum_range_succ,predictableDirection_rows K n f ha x J] + congr 1 + unfold linearProcess + dsimp only + rw [predictableResidual_rows K n f ha x w J s] + rw [euclidean_inner_sum] + +noncomputable def empiricalColumnEnergy (F : (Fin (K+1) → ℝ) → ℝ) (j : ℕ) : ℝ := + ⟪columnVector (gramSchmidtNormed ℝ (fun l ↦ empiricalVector (f l) x n) j) + (orthogonalRemainder (gramSchmidtNormed ℝ (fun l ↦ empiricalVector (f l) x n)) + (empiricalVector F x n) j), + empiricalVector (fun y ↦ if hj : j+1.comp_snd μ).mono' - (((ha i k).comp measurable_fst).mul ((measurable_pi_apply k).comp measurable_snd)).aestronglyMeasurable - exact Eventually.of_forall (fun p ↦ by - change |a p.1 i k * p.2 k| ≤ C * |p.2 k| - rw [abs_mul] - exact mul_le_mul_of_nonneg_right (hC p.1 i k) (abs_nonneg _)) - -lemma measurable_quadraticValue (w : Ω → ι → EuclideanSpace ℝ κ) (d : Ω → ι → ℝ) - (hw : ∀ i,Measurable (fun ω ↦ w ω i)) (hd : ∀ i,Measurable (fun ω ↦ d ω i)) : - Measurable (fun ω ↦ quadraticValue (w ω) (d ω)) := by - have hm : Measurable (fun p : Ω×((κ×κ) → ℝ) ↦ - finiteMaximum (fun i ↦ linearProcess (fun i ↦ quadraticCoeff (w p.1 i)) p.2 i+d p.1 i)) := by - apply measurable_finiteMaximum - intro i - unfold linearProcess quadraticCoeff - fun_prop - exact hm.stronglyMeasurable.integral_prod_right.measurable - -lemma random_quadratic_integrable (w : Ω → ι → EuclideanSpace ℝ κ) (d : Ω → ι → ℝ) - (hw : ∀ i,Measurable (fun ω ↦ w ω i)) (hd : ∀ i,Integrable (fun ω ↦ d ω i) μ) - (R : ℝ) (hR : ∀ ω i,‖w ω i‖≤R) : - Integrable (fun ω ↦ quadraticValue (w ω) (d ω)) μ := by - have hi : Integrable (fun p : Ω×((κ×κ) → ℝ) ↦ - finiteMaximum (fun i ↦ linearProcess (fun i ↦ quadraticCoeff (w p.1 i)) p.2 i+d p.1 i)) - (μ.prod (gaussianProduct (κ×κ))) := by - apply integrable_randomMaximum - intro i - apply Integrable.add _ ((hd i).comp_fst _) - apply random_linear_integrable (fun ω i ↦ quadraticCoeff (w ω i)) _ (R^2) _ i - · intro i k; unfold quadraticCoeff; fun_prop - · intro ω i k - exact (quadraticCoeff_coord_bound _ _).trans (sq_le_sq₀ (norm_nonneg _) (le_trans (norm_nonneg _) (hR ω i)) |>.mpr (hR ω i)) - exact hi.integral_prod_left - -lemma columnVector_coord_bound {v : EuclideanSpace ℝ κ} (hv : v=0 ∨ ⟪v,v⟫=1) - (w : EuclideanSpace ℝ κ) (k : κ) : |columnVector v w k|≤‖w‖^2 := - (PiLp.norm_apply_le _ k).trans (columnVector_norm_le hv w) - -theorem random_column_identity (w : Ω → ι → EuclideanSpace ℝ κ) (d : Ω → ι → ℝ) - (v : Ω → EuclideanSpace ℝ κ) (hw : ∀ i,Measurable (fun ω ↦ w ω i)) - (_hdm : ∀ i,Measurable (fun ω ↦ d ω i)) - (hd : ∀ i,Integrable (fun ω ↦ d ω i) μ) (hv : Measurable v) - (hu : ∀ ω,v ω=0 ∨ ⟪v ω,v ω⟫=1) (R : ℝ) (hR : ∀ ω i,‖w ω i‖≤R) : - (∫ ω,quadraticValue (w ω) (d ω) ∂μ)= - ∫ p : Ω×(κ → ℝ),quadraticValue (fun i ↦ columnResidual (v p.1) (w p.1 i)) - (fun i ↦ d p.1 i+linearProcess (fun i k ↦ columnVector (v p.1) (w p.1 i) k) p.2 i) - ∂μ.prod (gaussianProduct κ) := by - have hw' (i : ι) : Measurable (fun p : Ω×(κ → ℝ) ↦ columnResidual (v p.1) (w p.1 i)) := - measurable_columnResidual (hv.comp measurable_fst) ((hw i).comp measurable_fst) - have hd' (i : ι) : Integrable (fun p : Ω×(κ → ℝ) ↦ - d p.1 i+linearProcess (fun i k ↦ columnVector (v p.1) (w p.1 i) k) p.2 i) - (μ.prod (gaussianProduct κ)) := by - apply ((hd i).comp_fst _).add - apply random_linear_integrable (fun ω i k ↦ columnVector (v ω) (w ω i) k) _ (R^2) _ i - · intro i k - exact (PiLp.continuous_apply 2 (fun _ : κ ↦ ℝ) k).measurable.comp (measurable_columnVector hv (hw i)) - · intro ω i k - exact (columnVector_coord_bound (hu ω) _ _).trans - ((sq_le_sq₀ (norm_nonneg _) ((norm_nonneg _).trans (hR ω i))).mpr (hR ω i)) - have hi := random_quadratic_integrable _ _ hw' hd' R - (fun p i ↦ (columnResidual_norm_le (hu p.1) (w p.1 i)).trans (hR p.1 i)) - rw [integral_prod _ hi] - apply integral_congr_ae - exact Eventually.of_forall (fun ω ↦ quadraticValue_column (w ω) (d ω) (v ω) (hu ω)) - -end SKValueG - -end - -section - -open MeasureTheory ProbabilityTheory Filter Set InnerProductSpace -open scoped Topology NNReal ENNReal BigOperators RealInnerProductSpace -namespace SKValueG -variable (κ : Type*) [Fintype κ] - -abbrev ColumnHistory (j : ℕ) := Fin j → κ → ℝ -noncomputable def columnHistoryLaw (j : ℕ) : Measure (ColumnHistory κ j) := - Measure.pi (fun _ ↦ gaussianProduct κ) -instance (j : ℕ) : IsProbabilityMeasure (columnHistoryLaw κ j) := by - unfold columnHistoryLaw; infer_instance - -def historyInit {j : ℕ} (h : ColumnHistory κ (j+1)) : ColumnHistory κ j := fun i ↦ h i.castSucc - -def historySplit (j : ℕ) : ColumnHistory κ (j+1) ≃ᵐ ColumnHistory κ j × (κ → ℝ) := - (MeasurableEquiv.piFinSuccAbove (fun _ : Fin (j+1) ↦ κ → ℝ) (Fin.last j)).trans - MeasurableEquiv.prodComm - -omit [Fintype κ] in -lemma historySplit_apply [Fintype κ] (j : ℕ) (h : ColumnHistory κ (j+1)) : - historySplit κ j h=(historyInit κ h,h (Fin.last j)) := by - simp [historySplit,MeasurableEquiv.piFinSuccAbove,Fin.insertNthEquiv] - rfl - -lemma historySplit_preserving (j : ℕ) : - MeasurePreserving (historySplit κ j) (columnHistoryLaw κ (j+1)) - ((columnHistoryLaw κ j).prod (gaussianProduct κ)) := by - exact (Measure.measurePreserving_swap).comp - (measurePreserving_piFinSuccAbove (fun _ : Fin (j+1) ↦ gaussianProduct κ) (Fin.last j)) - -omit [Fintype κ] in -lemma historyInit_measurable [Fintype κ] (j : ℕ) : Measurable (historyInit κ (j:=j)) := by - unfold historyInit; fun_prop - -lemma history_integral_succ (j : ℕ) (f : ColumnHistory κ j × (κ → ℝ) → ℝ) : - (∫ h,f (historyInit κ h,h (Fin.last j)) ∂columnHistoryLaw κ (j+1))= - ∫ p,f p ∂(columnHistoryLaw κ j).prod (gaussianProduct κ) := by - simpa only [historySplit_apply] using (historySplit_preserving κ j).integral_comp' f - -lemma history_integrable_succ (j : ℕ) {f : ColumnHistory κ j × (κ → ℝ) → ℝ} - (hf : Integrable f ((columnHistoryLaw κ j).prod (gaussianProduct κ))) : - Integrable (fun h ↦ f (historyInit κ h,h (Fin.last j))) (columnHistoryLaw κ (j+1)) := by - simpa only [Function.comp_def,historySplit_apply] using (historySplit_preserving κ j).integrable_comp - hf.aestronglyMeasurable |>.mpr hf - -end SKValueG - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.GroundState.ColumnBounds + +namespace OAI + +section + +open MeasureTheory ProbabilityTheory Filter Set InnerProductSpace +open scoped Topology NNReal ENNReal BigOperators RealInnerProductSpace +namespace SKValueG +variable {Ω ι κ ν : Type*} [MeasurableSpace Ω] [Fintype ι] [Nonempty ι] + [Fintype κ] [Fintype ν] {μ : Measure Ω} [IsProbabilityMeasure μ] + +lemma measurable_finiteMaximum {f : Ω → ι → ℝ} (hf : ∀ i,Measurable (fun ω ↦ f ω i)) : + Measurable (fun ω ↦ finiteMaximum (f ω)) := + continuous_finiteMaximum.measurable.comp (Measurable.of_eval hf) + +omit [IsProbabilityMeasure μ] in +lemma integrable_randomMaximum [IsProbabilityMeasure μ] {f : Ω → ι → ℝ} + (hf : ∀ i,Integrable (fun ω ↦ f ω i) μ) : + Integrable (fun ω ↦ finiteMaximum (f ω)) μ := by + apply (integrable_finsetSum Finset.univ (fun i _ ↦ (hf i).abs)).mono' + (continuous_finiteMaximum.comp_aestronglyMeasurable + ((integrable_pi_iff.mpr hf).aestronglyMeasurable)) + exact Eventually.of_forall (fun ω ↦ by simpa only [Real.norm_eq_abs] using abs_finiteMaximum_le (f ω)) + +omit [Fintype ι] [Nonempty ι] in +lemma random_linear_integrable [Fintype ι] [Nonempty ι] (a : Ω → ι → ν → ℝ) + (ha : ∀ i k,Measurable (fun ω ↦ a ω i k)) (C : ℝ) + (hC : ∀ ω i k,|a ω i k|≤C) (i : ι) : + Integrable (fun p : Ω×(ν → ℝ) ↦ linearProcess (a p.1) p.2 i) + (μ.prod (gaussianProduct ν)) := by + unfold linearProcess + apply integrable_finsetSum + intro k _ + apply ((gaussian_coordinate_integrable k).abs.const_mul C |>.comp_snd μ).mono' + (((ha i k).comp measurable_fst).mul ((measurable_pi_apply k).comp measurable_snd)).aestronglyMeasurable + exact Eventually.of_forall (fun p ↦ by + change |a p.1 i k * p.2 k| ≤ C * |p.2 k| + rw [abs_mul] + exact mul_le_mul_of_nonneg_right (hC p.1 i k) (abs_nonneg _)) + +lemma measurable_quadraticValue (w : Ω → ι → EuclideanSpace ℝ κ) (d : Ω → ι → ℝ) + (hw : ∀ i,Measurable (fun ω ↦ w ω i)) (hd : ∀ i,Measurable (fun ω ↦ d ω i)) : + Measurable (fun ω ↦ quadraticValue (w ω) (d ω)) := by + have hm : Measurable (fun p : Ω×((κ×κ) → ℝ) ↦ + finiteMaximum (fun i ↦ linearProcess (fun i ↦ quadraticCoeff (w p.1 i)) p.2 i+d p.1 i)) := by + apply measurable_finiteMaximum + intro i + unfold linearProcess quadraticCoeff + fun_prop + exact hm.stronglyMeasurable.integral_prod_right.measurable + +lemma random_quadratic_integrable (w : Ω → ι → EuclideanSpace ℝ κ) (d : Ω → ι → ℝ) + (hw : ∀ i,Measurable (fun ω ↦ w ω i)) (hd : ∀ i,Integrable (fun ω ↦ d ω i) μ) + (R : ℝ) (hR : ∀ ω i,‖w ω i‖≤R) : + Integrable (fun ω ↦ quadraticValue (w ω) (d ω)) μ := by + have hi : Integrable (fun p : Ω×((κ×κ) → ℝ) ↦ + finiteMaximum (fun i ↦ linearProcess (fun i ↦ quadraticCoeff (w p.1 i)) p.2 i+d p.1 i)) + (μ.prod (gaussianProduct (κ×κ))) := by + apply integrable_randomMaximum + intro i + apply Integrable.add _ ((hd i).comp_fst _) + apply random_linear_integrable (fun ω i ↦ quadraticCoeff (w ω i)) _ (R^2) _ i + · intro i k; unfold quadraticCoeff; fun_prop + · intro ω i k + exact (quadraticCoeff_coord_bound _ _).trans (sq_le_sq₀ (norm_nonneg _) (le_trans (norm_nonneg _) (hR ω i)) |>.mpr (hR ω i)) + exact hi.integral_prod_left + +lemma columnVector_coord_bound {v : EuclideanSpace ℝ κ} (hv : v=0 ∨ ⟪v,v⟫=1) + (w : EuclideanSpace ℝ κ) (k : κ) : |columnVector v w k|≤‖w‖^2 := + (PiLp.norm_apply_le _ k).trans (columnVector_norm_le hv w) + +theorem random_column_identity (w : Ω → ι → EuclideanSpace ℝ κ) (d : Ω → ι → ℝ) + (v : Ω → EuclideanSpace ℝ κ) (hw : ∀ i,Measurable (fun ω ↦ w ω i)) + (_hdm : ∀ i,Measurable (fun ω ↦ d ω i)) + (hd : ∀ i,Integrable (fun ω ↦ d ω i) μ) (hv : Measurable v) + (hu : ∀ ω,v ω=0 ∨ ⟪v ω,v ω⟫=1) (R : ℝ) (hR : ∀ ω i,‖w ω i‖≤R) : + (∫ ω,quadraticValue (w ω) (d ω) ∂μ)= + ∫ p : Ω×(κ → ℝ),quadraticValue (fun i ↦ columnResidual (v p.1) (w p.1 i)) + (fun i ↦ d p.1 i+linearProcess (fun i k ↦ columnVector (v p.1) (w p.1 i) k) p.2 i) + ∂μ.prod (gaussianProduct κ) := by + have hw' (i : ι) : Measurable (fun p : Ω×(κ → ℝ) ↦ columnResidual (v p.1) (w p.1 i)) := + measurable_columnResidual (hv.comp measurable_fst) ((hw i).comp measurable_fst) + have hd' (i : ι) : Integrable (fun p : Ω×(κ → ℝ) ↦ + d p.1 i+linearProcess (fun i k ↦ columnVector (v p.1) (w p.1 i) k) p.2 i) + (μ.prod (gaussianProduct κ)) := by + apply ((hd i).comp_fst _).add + apply random_linear_integrable (fun ω i k ↦ columnVector (v ω) (w ω i) k) _ (R^2) _ i + · intro i k + exact (PiLp.continuous_apply 2 (fun _ : κ ↦ ℝ) k).measurable.comp (measurable_columnVector hv (hw i)) + · intro ω i k + exact (columnVector_coord_bound (hu ω) _ _).trans + ((sq_le_sq₀ (norm_nonneg _) ((norm_nonneg _).trans (hR ω i))).mpr (hR ω i)) + have hi := random_quadratic_integrable _ _ hw' hd' R + (fun p i ↦ (columnResidual_norm_le (hu p.1) (w p.1 i)).trans (hR p.1 i)) + rw [integral_prod _ hi] + apply integral_congr_ae + exact Eventually.of_forall (fun ω ↦ quadraticValue_column (w ω) (d ω) (v ω) (hu ω)) + +end SKValueG + +end + +section + +open MeasureTheory ProbabilityTheory Filter Set InnerProductSpace +open scoped Topology NNReal ENNReal BigOperators RealInnerProductSpace +namespace SKValueG +variable (κ : Type*) [Fintype κ] + +abbrev ColumnHistory (j : ℕ) := Fin j → κ → ℝ +noncomputable def columnHistoryLaw (j : ℕ) : Measure (ColumnHistory κ j) := + Measure.pi (fun _ ↦ gaussianProduct κ) +instance (j : ℕ) : IsProbabilityMeasure (columnHistoryLaw κ j) := by + unfold columnHistoryLaw; infer_instance + +def historyInit {j : ℕ} (h : ColumnHistory κ (j+1)) : ColumnHistory κ j := fun i ↦ h i.castSucc + +def historySplit (j : ℕ) : ColumnHistory κ (j+1) ≃ᵐ ColumnHistory κ j × (κ → ℝ) := + (MeasurableEquiv.piFinSuccAbove (fun _ : Fin (j+1) ↦ κ → ℝ) (Fin.last j)).trans + MeasurableEquiv.prodComm + +omit [Fintype κ] in +lemma historySplit_apply [Fintype κ] (j : ℕ) (h : ColumnHistory κ (j+1)) : + historySplit κ j h=(historyInit κ h,h (Fin.last j)) := by + simp [historySplit,MeasurableEquiv.piFinSuccAbove,Fin.insertNthEquiv] + rfl + +lemma historySplit_preserving (j : ℕ) : + MeasurePreserving (historySplit κ j) (columnHistoryLaw κ (j+1)) + ((columnHistoryLaw κ j).prod (gaussianProduct κ)) := by + exact (Measure.measurePreserving_swap).comp + (measurePreserving_piFinSuccAbove (fun _ : Fin (j+1) ↦ gaussianProduct κ) (Fin.last j)) + +omit [Fintype κ] in +lemma historyInit_measurable [Fintype κ] (j : ℕ) : Measurable (historyInit κ (j:=j)) := by + unfold historyInit; fun_prop + +lemma history_integral_succ (j : ℕ) (f : ColumnHistory κ j × (κ → ℝ) → ℝ) : + (∫ h,f (historyInit κ h,h (Fin.last j)) ∂columnHistoryLaw κ (j+1))= + ∫ p,f p ∂(columnHistoryLaw κ j).prod (gaussianProduct κ) := by + simpa only [historySplit_apply] using (historySplit_preserving κ j).integral_comp' f + +lemma history_integrable_succ (j : ℕ) {f : ColumnHistory κ j × (κ → ℝ) → ℝ} + (hf : Integrable f ((columnHistoryLaw κ j).prod (gaussianProduct κ))) : + Integrable (fun h ↦ f (historyInit κ h,h (Fin.last j))) (columnHistoryLaw κ (j+1)) := by + simpa only [Function.comp_def,historySplit_apply] using (historySplit_preserving κ j).integrable_comp + hf.aestronglyMeasurable |>.mpr hf + +end SKValueG + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/GroundState/RandomGuerra.lean b/lean/OAI/Probability/SKValue/GroundState/RandomGuerra.lean index ec008d33fce253691dbe79ce79af0590287294c9..386a42b1a570314eb721cdf29d84d6350ae66002 100644 --- a/lean/OAI/Probability/SKValue/GroundState/RandomGuerra.lean +++ b/lean/OAI/Probability/SKValue/GroundState/RandomGuerra.lean @@ -1,178 +1,178 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.FieldTreeLaw - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValueG - -lemma scalar_pairing_law (T : GaussianTree) : - MeasurePreserving (fun p : (TreeEdges T → ℝ)×(TreeEdges T → ℝ) ↦ fun e ↦ (p.1 e,p.2 e)) - ((gaussianProduct (TreeEdges T)).prod (Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))) - (Measure.pi (fun _ : TreeEdges T ↦ edgeNoiseLaw)) := - (measurePreserving_arrowProdEquivProdArrow ℝ ℝ (TreeEdges T) - (fun _ ↦ standardGaussian) (fun _ ↦ gumbelLaw)).symm - -lemma field_pairing_law (n : ℕ) (T : GaussianTree) : - MeasurePreserving (fun p : (Fin n×TreeEdges T → ℝ)×(TreeEdges T → ℝ) ↦ fun e ↦ ((fun i ↦ p.1 (i,e)),p.2 e)) - ((gaussianProduct (Fin n×TreeEdges T)).prod (Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))) - (Measure.pi (fun _ : TreeEdges T ↦ fieldNoiseLaw n)) := by - have hs := measurePreserving_piCongrLeft (fun _ : TreeEdges T×Fin n ↦ standardGaussian) - (Equiv.prodComm (Fin n) (TreeEdges T)) - have hc := (measurePreserving_finite_curry (I := TreeEdges T) (E := Fin n) standardGaussian).comp hs - have hp := (measurePreserving_arrowProdEquivProdArrow (Fin n → ℝ) ℝ (TreeEdges T) - (fun _ ↦ gaussianProduct (Fin n)) (fun _ ↦ gumbelLaw)).symm - exact hp.comp (hc.prod (MeasurePreserving.id (Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw)))) - -lemma scalarTreeEval_integrable (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : - Integrable (scalarTreeEval c q T) (Measure.pi (fun _ : TreeEdges T ↦ edgeNoiseLaw)) := - (scalarTreeEval_law c q T).integrable_comp aestronglyMeasurable_id |>.mpr (scalarTreeLaw_integrable c q T) - -lemma scalarTreeValue_integrable_prod (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : - Integrable (fun p : (TreeEdges T → ℝ)×(TreeEdges T → ℝ) ↦ scalarTreeValue c q T p.1 p.2) - ((gaussianProduct (TreeEdges T)).prod (Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))) := by - exact (scalar_pairing_law T).integrable_comp (continuous_scalarTreeEval c q T).aestronglyMeasurable - |>.mpr (scalarTreeEval_integrable c q T) - -lemma fieldTreeValue_integrable_prod (n : ℕ) (q : ℝ) (T : GaussianTree) (x : Fin n → ℝ) : - Integrable (fun p : (Fin n×TreeEdges T → ℝ)×(TreeEdges T → ℝ) ↦ fieldTreeValue n q T x p.1 p.2) - ((gaussianProduct (Fin n×TreeEdges T)).prod (Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))) := by - have hc : Continuous (fieldTreeEval n q T x) := - (continuous_fieldTreeEval n q T).comp (continuous_const.prodMk continuous_id) - exact (field_pairing_law n T).integrable_comp hc.aestronglyMeasurable - |>.mpr (fieldTreeEval_integrable n q T x) - -lemma scalarTreeValue_mean (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : - (∫ g,∫ z,scalarTreeValue c q T z g ∂gaussianProduct (TreeEdges T) - ∂Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))=∫ y,y ∂scalarTreeLaw c q T := by - rw [←integral_prod_symm _ (scalarTreeValue_integrable_prod c q T)] - have hcomp := (scalarTreeEval_law c q T).comp (scalar_pairing_law T) - have he := hcomp.hasLaw.integral_comp aestronglyMeasurable_id - exact he - -lemma fieldTreeValue_mean (n : ℕ) (q : ℝ) (T : GaussianTree) (x : Fin n → ℝ) : - (∫ g,∫ z,fieldTreeValue n q T x z g ∂gaussianProduct (Fin n×TreeEdges T) - ∂Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))= - ∫ w,fieldTreeEval n q T x w ∂Measure.pi (fun _ : TreeEdges T ↦ fieldNoiseLaw n) := by - rw [←integral_prod_symm _ (fieldTreeValue_integrable_prod n q T x)] - have hc : Continuous (fieldTreeEval n q T x) := - (continuous_fieldTreeEval n q T).comp (continuous_const.prodMk continuous_id) - exact (field_pairing_law n T).hasLaw.integral_comp hc.aestronglyMeasurable - -theorem randomized_tree_guerra_upper {n : ℕ} (hn : 0 < n) (T : GaussianTree) (hT : ValidTreeGrid 0 T) : - expectedMaximum n+(∫ y,y ∂scalarTreeLaw (fun q l ↦ Real.sqrt ((n : ℝ)/2)*Real.sqrt (l.endpoint^2-q^2)) 0 T) ≤ - ∫ w,fieldTreeEval n 0 T (fun _ ↦ 0) w ∂Measure.pi (fun _ : TreeEdges T ↦ fieldNoiseLaw n) := by - let c : ℝ → TreeLevel → ℝ := fun q l ↦ Real.sqrt ((n : ℝ)/2)*Real.sqrt (l.endpoint^2-q^2) - have hiA := scalarTreeValue_integrable_prod c 0 T - have hiF := fieldTreeValue_integrable_prod n 0 T (fun _ ↦ 0) - have hg : ∀ g : TreeEdges T → ℝ, expectedMaximum n+ - (∫ z,scalarTreeValue c 0 T z g ∂gaussianProduct (TreeEdges T)) ≤ - ∫ z,fieldTreeValue n 0 T (fun _ ↦ 0) z g ∂gaussianProduct (Fin n×TreeEdges T) := by - intro g - simpa only [scalarTreeValue,fieldTreeValue,zero_add,treeAuxVector,c] using - finite_tree_guerra_upper hn T hT (treeOffset T g) - have hu := integral_mono ((integrable_const (expectedMaximum n)).add hiA.integral_prod_right) - hiF.integral_prod_right hg - simp only [Pi.add_apply] at hu - rw [integral_add (integrable_const _) hiA.integral_prod_right,integral_const,probReal_univ,one_smul, - scalarTreeValue_mean,fieldTreeValue_mean] at hu - exact hu - -end SKValueG - -end - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValueG - -lemma coleHopf_one_sided {ψ : ℝ → ℝ} (hψ : LipschitzWith 1 ψ) {m : ℝ} (hm : 0 < m) - (h x y : ℝ) : SKValue.coleHopf m h ψ x ≤ SKValue.coleHopf m h ψ y+|x-y| := by - have hiX := SKValue.lipschitz_exp_integrable hψ hm.le x (Real.sqrt h) - have hiY := SKValue.lipschitz_exp_integrable hψ hm.le y (Real.sqrt h) - have hpX := SKValue.lipschitz_exp_integral_pos hψ hm.le x (Real.sqrt h) - have hpY := SKValue.lipschitz_exp_integral_pos hψ hm.le y (Real.sqrt h) - have e : SKValue.standardGaussian=standardGaussian := rfl - rw [e] at hiX hiY hpX hpY - have hbound : (∫ z,Real.exp (m*ψ (x+Real.sqrt h*z)) ∂standardGaussian) ≤ - Real.exp (m*|x-y|)*(∫ z,Real.exp (m*ψ (y+Real.sqrt h*z)) ∂standardGaussian) := by - rw [←integral_const_mul] - apply integral_mono hiX (hiY.const_mul _) - intro z - have hl := hψ.dist_le_mul (x+Real.sqrt h*z) (y+Real.sqrt h*z) - simp only [Real.dist_eq,NNReal.coe_one,one_mul] at hl - rw [show x+Real.sqrt h*z-(y+Real.sqrt h*z)=x-y by ring] at hl - dsimp only - rw [←Real.exp_add] - apply Real.exp_le_exp.mpr - have hh := le_abs_self (ψ (x+Real.sqrt h*z)-ψ (y+Real.sqrt h*z)) - nlinarith - have hh := Real.log_le_log hpX hbound - rw [Real.log_mul (Real.exp_pos _).ne' hpY.ne',Real.log_exp] at hh - simp only [SKValue.coleHopf,ite_eq_right hm.ne',SKValue.heat,e] - apply (div_le_iff₀ hm).mpr - have he : (Real.log (∫ z,Real.exp (m*ψ (y+Real.sqrt h*z)) ∂standardGaussian)/m+|x-y|)*m= - m*|x-y|+Real.log (∫ z,Real.exp (m*ψ (y+Real.sqrt h*z)) ∂standardGaussian) := by field_simp; ring - rw [he] - exact hh - -lemma coleHopf_lipschitz {ψ : ℝ → ℝ} (hψ : LipschitzWith 1 ψ) {m : ℝ} (hm : 0 < m) - (h : ℝ) : LipschitzWith 1 (SKValue.coleHopf m h ψ) := by - apply LipschitzWith.of_dist_le_mul - intro x y - simp only [NNReal.coe_one,one_mul,Real.dist_eq] - have hxy := coleHopf_one_sided hψ hm h x y - have hyx := coleHopf_one_sided hψ hm h y x - rw [abs_sub_comm y x] at hyx - exact abs_le.mpr ⟨by linarith,by linarith⟩ - -noncomputable def fieldProfile (q : ℝ) : GaussianTree → ℝ → ℝ - | [] => abs - | l::T => SKValue.coleHopf l.height (l.endpoint-q) (fieldProfile l.endpoint T) - -def TreeScale (a : ℝ) : GaussianTree → Prop - | [] => 0 ≤ a - | l::T => 0 ≤ a ∧ a < l.height ∧ TreeScale l.height T - -lemma fieldProfile_lipschitz {T : GaussianTree} {a : ℝ} (h : TreeScale a T) (q : ℝ) : - LipschitzWith 1 (fieldProfile q T) := by - induction T generalizing a q with - | nil => - apply LipschitzWith.of_dist_le_mul - intro x y - simpa only [fieldProfile,NNReal.coe_one,one_mul,Real.dist_eq] using abs_abs_sub_abs_le_abs_sub x y - | cons l T ih => - obtain ⟨ha,ham,hT⟩ := h - exact coleHopf_lipschitz (ih hT _) (ha.trans_lt ham) _ - -lemma gaussian_exp_sum_profile_integrable {ψ : ℝ → ℝ} (hψ : LipschitzWith 1 ψ) - {m : ℝ} (hm : 0 ≤ m) (n : ℕ) (x : Fin n → ℝ) (s : ℝ) : - Integrable (fun z : Fin n → ℝ ↦ Real.exp (m*∑ i,ψ (x i+s*z i))) (gaussianProduct (Fin n)) := by - have hi := Integrable.fintype_prod (fun i : Fin n ↦ SKValue.lipschitz_exp_integrable hψ hm (x i) s) - convert hi using 1 - · funext z - simp only [Finset.mul_sum,Real.exp_sum] - · rfl - -lemma gaussian_exp_sum_coleHopf {ψ : ℝ → ℝ} (hψ : LipschitzWith 1 ψ) - {m : ℝ} (hm : 0 < m) (n : ℕ) (x : Fin n → ℝ) (h : ℝ) : - (∫ z : Fin n → ℝ,Real.exp (m*∑ i,ψ (x i+Real.sqrt h*z i)) ∂gaussianProduct (Fin n))= - Real.exp (m*∑ i,SKValue.coleHopf m h ψ (x i)) := by - simp only [Finset.mul_sum,Real.exp_sum] - rw [gaussianProduct,integral_fintype_prod_eq_prod (fun i : Fin n ↦ fun z : ℝ ↦ Real.exp (m*ψ (x i+Real.sqrt h*z)))] - apply Finset.prod_congr rfl - intro i _ - simp only [SKValue.coleHopf,ite_eq_right hm.ne',SKValue.heat] - rw [mul_div_cancel₀ _ hm.ne',Real.exp_log (SKValue.lipschitz_exp_integral_pos hψ hm.le (x i) (Real.sqrt h))] - rfl - -end SKValueG - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.GroundState.FieldTreeLaw + +namespace OAI + +section + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal ENNReal BigOperators +namespace SKValueG + +lemma scalar_pairing_law (T : GaussianTree) : + MeasurePreserving (fun p : (TreeEdges T → ℝ)×(TreeEdges T → ℝ) ↦ fun e ↦ (p.1 e,p.2 e)) + ((gaussianProduct (TreeEdges T)).prod (Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))) + (Measure.pi (fun _ : TreeEdges T ↦ edgeNoiseLaw)) := + (measurePreserving_arrowProdEquivProdArrow ℝ ℝ (TreeEdges T) + (fun _ ↦ standardGaussian) (fun _ ↦ gumbelLaw)).symm + +lemma field_pairing_law (n : ℕ) (T : GaussianTree) : + MeasurePreserving (fun p : (Fin n×TreeEdges T → ℝ)×(TreeEdges T → ℝ) ↦ fun e ↦ ((fun i ↦ p.1 (i,e)),p.2 e)) + ((gaussianProduct (Fin n×TreeEdges T)).prod (Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))) + (Measure.pi (fun _ : TreeEdges T ↦ fieldNoiseLaw n)) := by + have hs := measurePreserving_piCongrLeft (fun _ : TreeEdges T×Fin n ↦ standardGaussian) + (Equiv.prodComm (Fin n) (TreeEdges T)) + have hc := (measurePreserving_finite_curry (I := TreeEdges T) (E := Fin n) standardGaussian).comp hs + have hp := (measurePreserving_arrowProdEquivProdArrow (Fin n → ℝ) ℝ (TreeEdges T) + (fun _ ↦ gaussianProduct (Fin n)) (fun _ ↦ gumbelLaw)).symm + exact hp.comp (hc.prod (MeasurePreserving.id (Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw)))) + +lemma scalarTreeEval_integrable (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : + Integrable (scalarTreeEval c q T) (Measure.pi (fun _ : TreeEdges T ↦ edgeNoiseLaw)) := + (scalarTreeEval_law c q T).integrable_comp aestronglyMeasurable_id |>.mpr (scalarTreeLaw_integrable c q T) + +lemma scalarTreeValue_integrable_prod (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : + Integrable (fun p : (TreeEdges T → ℝ)×(TreeEdges T → ℝ) ↦ scalarTreeValue c q T p.1 p.2) + ((gaussianProduct (TreeEdges T)).prod (Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))) := by + exact (scalar_pairing_law T).integrable_comp (continuous_scalarTreeEval c q T).aestronglyMeasurable + |>.mpr (scalarTreeEval_integrable c q T) + +lemma fieldTreeValue_integrable_prod (n : ℕ) (q : ℝ) (T : GaussianTree) (x : Fin n → ℝ) : + Integrable (fun p : (Fin n×TreeEdges T → ℝ)×(TreeEdges T → ℝ) ↦ fieldTreeValue n q T x p.1 p.2) + ((gaussianProduct (Fin n×TreeEdges T)).prod (Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))) := by + have hc : Continuous (fieldTreeEval n q T x) := + (continuous_fieldTreeEval n q T).comp (continuous_const.prodMk continuous_id) + exact (field_pairing_law n T).integrable_comp hc.aestronglyMeasurable + |>.mpr (fieldTreeEval_integrable n q T x) + +lemma scalarTreeValue_mean (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : + (∫ g,∫ z,scalarTreeValue c q T z g ∂gaussianProduct (TreeEdges T) + ∂Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))=∫ y,y ∂scalarTreeLaw c q T := by + rw [←integral_prod_symm _ (scalarTreeValue_integrable_prod c q T)] + have hcomp := (scalarTreeEval_law c q T).comp (scalar_pairing_law T) + have he := hcomp.hasLaw.integral_comp aestronglyMeasurable_id + exact he + +lemma fieldTreeValue_mean (n : ℕ) (q : ℝ) (T : GaussianTree) (x : Fin n → ℝ) : + (∫ g,∫ z,fieldTreeValue n q T x z g ∂gaussianProduct (Fin n×TreeEdges T) + ∂Measure.pi (fun _ : TreeEdges T ↦ gumbelLaw))= + ∫ w,fieldTreeEval n q T x w ∂Measure.pi (fun _ : TreeEdges T ↦ fieldNoiseLaw n) := by + rw [←integral_prod_symm _ (fieldTreeValue_integrable_prod n q T x)] + have hc : Continuous (fieldTreeEval n q T x) := + (continuous_fieldTreeEval n q T).comp (continuous_const.prodMk continuous_id) + exact (field_pairing_law n T).hasLaw.integral_comp hc.aestronglyMeasurable + +theorem randomized_tree_guerra_upper {n : ℕ} (hn : 0 < n) (T : GaussianTree) (hT : ValidTreeGrid 0 T) : + expectedMaximum n+(∫ y,y ∂scalarTreeLaw (fun q l ↦ Real.sqrt ((n : ℝ)/2)*Real.sqrt (l.endpoint^2-q^2)) 0 T) ≤ + ∫ w,fieldTreeEval n 0 T (fun _ ↦ 0) w ∂Measure.pi (fun _ : TreeEdges T ↦ fieldNoiseLaw n) := by + let c : ℝ → TreeLevel → ℝ := fun q l ↦ Real.sqrt ((n : ℝ)/2)*Real.sqrt (l.endpoint^2-q^2) + have hiA := scalarTreeValue_integrable_prod c 0 T + have hiF := fieldTreeValue_integrable_prod n 0 T (fun _ ↦ 0) + have hg : ∀ g : TreeEdges T → ℝ, expectedMaximum n+ + (∫ z,scalarTreeValue c 0 T z g ∂gaussianProduct (TreeEdges T)) ≤ + ∫ z,fieldTreeValue n 0 T (fun _ ↦ 0) z g ∂gaussianProduct (Fin n×TreeEdges T) := by + intro g + simpa only [scalarTreeValue,fieldTreeValue,zero_add,treeAuxVector,c] using + finite_tree_guerra_upper hn T hT (treeOffset T g) + have hu := integral_mono ((integrable_const (expectedMaximum n)).add hiA.integral_prod_right) + hiF.integral_prod_right hg + simp only [Pi.add_apply] at hu + rw [integral_add (integrable_const _) hiA.integral_prod_right,integral_const,probReal_univ,one_smul, + scalarTreeValue_mean,fieldTreeValue_mean] at hu + exact hu + +end SKValueG + +end + +section + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal ENNReal BigOperators +namespace SKValueG + +lemma coleHopf_one_sided {ψ : ℝ → ℝ} (hψ : LipschitzWith 1 ψ) {m : ℝ} (hm : 0 < m) + (h x y : ℝ) : SKValue.coleHopf m h ψ x ≤ SKValue.coleHopf m h ψ y+|x-y| := by + have hiX := SKValue.lipschitz_exp_integrable hψ hm.le x (Real.sqrt h) + have hiY := SKValue.lipschitz_exp_integrable hψ hm.le y (Real.sqrt h) + have hpX := SKValue.lipschitz_exp_integral_pos hψ hm.le x (Real.sqrt h) + have hpY := SKValue.lipschitz_exp_integral_pos hψ hm.le y (Real.sqrt h) + have e : SKValue.standardGaussian=standardGaussian := rfl + rw [e] at hiX hiY hpX hpY + have hbound : (∫ z,Real.exp (m*ψ (x+Real.sqrt h*z)) ∂standardGaussian) ≤ + Real.exp (m*|x-y|)*(∫ z,Real.exp (m*ψ (y+Real.sqrt h*z)) ∂standardGaussian) := by + rw [←integral_const_mul] + apply integral_mono hiX (hiY.const_mul _) + intro z + have hl := hψ.dist_le_mul (x+Real.sqrt h*z) (y+Real.sqrt h*z) + simp only [Real.dist_eq,NNReal.coe_one,one_mul] at hl + rw [show x+Real.sqrt h*z-(y+Real.sqrt h*z)=x-y by ring] at hl + dsimp only + rw [←Real.exp_add] + apply Real.exp_le_exp.mpr + have hh := le_abs_self (ψ (x+Real.sqrt h*z)-ψ (y+Real.sqrt h*z)) + nlinarith + have hh := Real.log_le_log hpX hbound + rw [Real.log_mul (Real.exp_pos _).ne' hpY.ne',Real.log_exp] at hh + simp only [SKValue.coleHopf,ite_eq_right hm.ne',SKValue.heat,e] + apply (div_le_iff₀ hm).mpr + have he : (Real.log (∫ z,Real.exp (m*ψ (y+Real.sqrt h*z)) ∂standardGaussian)/m+|x-y|)*m= + m*|x-y|+Real.log (∫ z,Real.exp (m*ψ (y+Real.sqrt h*z)) ∂standardGaussian) := by field_simp; ring + rw [he] + exact hh + +lemma coleHopf_lipschitz {ψ : ℝ → ℝ} (hψ : LipschitzWith 1 ψ) {m : ℝ} (hm : 0 < m) + (h : ℝ) : LipschitzWith 1 (SKValue.coleHopf m h ψ) := by + apply LipschitzWith.of_dist_le_mul + intro x y + simp only [NNReal.coe_one,one_mul,Real.dist_eq] + have hxy := coleHopf_one_sided hψ hm h x y + have hyx := coleHopf_one_sided hψ hm h y x + rw [abs_sub_comm y x] at hyx + exact abs_le.mpr ⟨by linarith,by linarith⟩ + +noncomputable def fieldProfile (q : ℝ) : GaussianTree → ℝ → ℝ + | [] => abs + | l::T => SKValue.coleHopf l.height (l.endpoint-q) (fieldProfile l.endpoint T) + +def TreeScale (a : ℝ) : GaussianTree → Prop + | [] => 0 ≤ a + | l::T => 0 ≤ a ∧ a < l.height ∧ TreeScale l.height T + +lemma fieldProfile_lipschitz {T : GaussianTree} {a : ℝ} (h : TreeScale a T) (q : ℝ) : + LipschitzWith 1 (fieldProfile q T) := by + induction T generalizing a q with + | nil => + apply LipschitzWith.of_dist_le_mul + intro x y + simpa only [fieldProfile,NNReal.coe_one,one_mul,Real.dist_eq] using abs_abs_sub_abs_le_abs_sub x y + | cons l T ih => + obtain ⟨ha,ham,hT⟩ := h + exact coleHopf_lipschitz (ih hT _) (ha.trans_lt ham) _ + +lemma gaussian_exp_sum_profile_integrable {ψ : ℝ → ℝ} (hψ : LipschitzWith 1 ψ) + {m : ℝ} (hm : 0 ≤ m) (n : ℕ) (x : Fin n → ℝ) (s : ℝ) : + Integrable (fun z : Fin n → ℝ ↦ Real.exp (m*∑ i,ψ (x i+s*z i))) (gaussianProduct (Fin n)) := by + have hi := Integrable.fintype_prod (fun i : Fin n ↦ SKValue.lipschitz_exp_integrable hψ hm (x i) s) + convert hi using 1 + · funext z + simp only [Finset.mul_sum,Real.exp_sum] + · rfl + +lemma gaussian_exp_sum_coleHopf {ψ : ℝ → ℝ} (hψ : LipschitzWith 1 ψ) + {m : ℝ} (hm : 0 < m) (n : ℕ) (x : Fin n → ℝ) (h : ℝ) : + (∫ z : Fin n → ℝ,Real.exp (m*∑ i,ψ (x i+Real.sqrt h*z i)) ∂gaussianProduct (Fin n))= + Real.exp (m*∑ i,SKValue.coleHopf m h ψ (x i)) := by + simp only [Finset.mul_sum,Real.exp_sum] + rw [gaussianProduct,integral_fintype_prod_eq_prod (fun i : Fin n ↦ fun z : ℝ ↦ Real.exp (m*ψ (x i+Real.sqrt h*z)))] + apply Finset.prod_congr rfl + intro i _ + simp only [SKValue.coleHopf,ite_eq_right hm.ne',SKValue.heat] + rw [mul_div_cancel₀ _ hm.ne',Real.exp_log (SKValue.lipschitz_exp_integral_pos hψ hm.le (x i) (Real.sqrt h))] + rfl + +end SKValueG + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/GroundState/RotatedCoefficients.lean b/lean/OAI/Probability/SKValue/GroundState/RotatedCoefficients.lean index f50e51965c7b383bd63a80a73fcf533de3a4a398..fb75473d9e4fd9f3ba97febbb9bcd44ed1a4092d 100644 --- a/lean/OAI/Probability/SKValue/GroundState/RotatedCoefficients.lean +++ b/lean/OAI/Probability/SKValue/GroundState/RotatedCoefficients.lean @@ -1,396 +1,396 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.StandardGaussian - -namespace OAI - -section -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValueG - -lemma gaussian_gibbs_derivative_nonneg {ι : Type*} [Fintype ι] [Nonempty ι] - {n : ℕ} (c d : ι → Fin n → ℝ) - (h : ∀ i j, 0 ≤ ∑ k, (d i k-d j k)*(c i k-c j k)) : - 0 ≤ ∫ z, ∑ i, gibbsWeight (linearProcess c z) i*linearProcess d z i ∂gaussianProduct (Fin n) := by - have hi : ∀ i, Integrable (fun z ↦ gibbsWeight (linearProcess c z) i*linearProcess d z i) - (gaussianProduct (Fin n)) := fun i ↦ gibbsWeight_mul_integrable c i (linearProcess_integrable d i) - have hi' : ∀ i, Integrable (fun z ↦ gibbsWeight (linearProcess c z) i * - ((∑ k, d i k*c i k)-∑ j, gibbsWeight (linearProcess c z) j*(∑ k, d i k*c j k))) - (gaussianProduct (Fin n)) := by - intro i - apply gibbsWeight_mul_integrable - exact (integrable_const _).sub (integrable_finsetSum _ (fun j _ ↦ (integrable_linear_gibbsWeight c j).mul_const _)) - rw [integral_finsetSum _ (fun i _ ↦ hi i)] - simp_rw [gaussian_linear_gibbsWeight] - rw [← integral_finsetSum _ (fun i _ ↦ hi' i)] - apply integral_nonneg - intro z - change (0 : ℝ) ≤ ∑ i, gibbsWeight (linearProcess c z) i * - ((∑ k, d i k*c i k)-∑ j, gibbsWeight (linearProcess c z) j*(∑ k, d i k*c j k)) - rw [weighted_covariance_pairs _ (fun i j ↦ ∑ k, d i k*c j k) (sum_gibbsWeight (linearProcess c z))] - apply mul_nonneg (by norm_num) - apply Finset.sum_nonneg - intro i _ - apply Finset.sum_nonneg - intro j _ - apply mul_nonneg (mul_nonneg (gibbsWeight_nonneg _ _) (gibbsWeight_nonneg _ _)) - have he : (∑ k, d i k*c i k)+(∑ k, d j k*c j k)- - (∑ k, d i k*c j k)-(∑ k, d j k*c i k) = ∑ k, (d i k-d j k)*(c i k-c j k) := by - rw [← Finset.sum_add_distrib,← Finset.sum_sub_distrib,← Finset.sum_sub_distrib] - apply Finset.sum_congr rfl; intro k _; ring - rw [he] - exact h i j - -noncomputable def rotatedCoefficients {ι κ : Type*} (a b : ι → κ → ℝ) (t : ℝ) (i : ι) (k : κ) : ℝ := - Real.cos t*a i k + Real.sin t*b i k - -noncomputable def rotationVelocity {ι κ : Type*} (a b : ι → κ → ℝ) (t : ℝ) (i : ι) (k : κ) : ℝ := - -Real.sin t*a i k + Real.cos t*b i k - -lemma hasDerivAt_rotatedProcess {ι κ : Type*} [Fintype κ] (a b : ι → κ → ℝ) - (t : ℝ) (z : κ → ℝ) (i : ι) : - HasDerivAt (fun s ↦ linearProcess (rotatedCoefficients a b s) z i) - (linearProcess (rotationVelocity a b t) z i) t := by - exact HasDerivAt.fun_sum (u := Finset.univ) (fun k _ ↦ - (((Real.hasDerivAt_cos t).mul_const (a i k)).add ((Real.hasDerivAt_sin t).mul_const (b i k))).mul_const (z k)) - -lemma abs_rotationVelocity_le {ι κ : Type*} (a b : ι → κ → ℝ) (t : ℝ) (i : ι) (k : κ) : - |rotationVelocity a b t i k| ≤ |a i k|+|b i k| := by - calc - _ ≤ |-Real.sin t*a i k| + |Real.cos t*b i k| := abs_add_le _ _ - _ = |Real.sin t| *|a i k| + |Real.cos t| *|b i k| := by rw [abs_mul,abs_neg,abs_mul] - _ ≤ 1*|a i k| + 1*|b i k| := add_le_add - (mul_le_mul_of_nonneg_right (Real.abs_sin_le_one t) (abs_nonneg _)) - (mul_le_mul_of_nonneg_right (Real.abs_cos_le_one t) (abs_nonneg _)) - _ = _ := by ring - -lemma rotation_derivative_bound {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] - (a b : ι → κ → ℝ) (t : ℝ) (z : κ → ℝ) : - |∑ i, gibbsWeight (linearProcess (rotatedCoefficients a b t) z) i * - linearProcess (rotationVelocity a b t) z i| ≤ - ∑ i, ∑ k, (|a i k|+|b i k|)*|z k| := by - apply abs_gibbsMean_le - intro i - calc - _ ≤ ∑ k, |rotationVelocity a b t i k*z k| := Finset.abs_sum_le_sum_abs _ _ - _ ≤ ∑ k, (|a i k|+|b i k|)*|z k| := by - apply Finset.sum_le_sum - intro k _ - rw [abs_mul] - exact mul_le_mul_of_nonneg_right (abs_rotationVelocity_le _ _ _ _ _) (abs_nonneg _) - _ ≤ _ := Finset.single_le_sum (f := fun j ↦ ∑ k, (|a j k|+|b j k|)*|z k|) (fun j _ ↦ Finset.sum_nonneg (fun k _ ↦ mul_nonneg (add_nonneg (abs_nonneg _) (abs_nonneg _)) (abs_nonneg _))) (Finset.mem_univ i) - -lemma hasDerivAt_expected_rotated_logPartition {ι : Type*} [Fintype ι] [Nonempty ι] - {n : ℕ} (a b : ι → Fin n → ℝ) (t : ℝ) : - HasDerivAt (fun s ↦ ∫ z, logPartition (linearProcess (rotatedCoefficients a b s) z) ∂gaussianProduct (Fin n)) - (∫ z, ∑ i, gibbsWeight (linearProcess (rotatedCoefficients a b t) z) i * - linearProcess (rotationVelocity a b t) z i ∂gaussianProduct (Fin n)) t := by - have hb : Integrable (fun z : Fin n → ℝ ↦ ∑ i, ∑ k, (|a i k|+|b i k|)*|z k|) - (gaussianProduct (Fin n)) := - integrable_finsetSum _ (fun i _ ↦ integrable_finsetSum _ (fun k _ ↦ - (gaussian_coordinate_integrable k).abs.const_mul _)) - have hmc : Continuous (fun z : Fin n → ℝ ↦ ∑ i, - gibbsWeight (linearProcess (rotatedCoefficients a b t) z) i * - linearProcess (rotationVelocity a b t) z i) := by - apply continuous_finsetSum - intro i _ - apply (continuous_linear_gibbsWeight _ _).mul - exact (continuous_apply i).comp (continuous_linearProcess _) - exact (hasDerivAt_integral_of_dominated_loc_of_deriv_le (s := Set.univ) (μ := gaussianProduct (Fin n)) - (F := fun s z ↦ logPartition (linearProcess (rotatedCoefficients a b s) z)) - (F' := fun s z ↦ ∑ i, gibbsWeight (linearProcess (rotatedCoefficients a b s) z) i * - linearProcess (rotationVelocity a b s) z i) - (bound := fun z ↦ ∑ i, ∑ k, (|a i k|+|b i k|)*|z k|) - (Filter.univ_mem) - (Eventually.of_forall (fun s ↦ (continuous_logPartition.comp (continuous_linearProcess _)).aestronglyMeasurable)) - (logPartition_integrable _) hmc.aestronglyMeasurable - (Eventually.of_forall (fun z s _ ↦ by simpa only [Real.norm_eq_abs] using rotation_derivative_bound a b s z)) hb - (Eventually.of_forall (fun z s _ ↦ hasDerivAt_logPartition (hasDerivAt_rotatedProcess a b s z)))).2 - -lemma rotation_pair_covariance {ι κ : Type*} [Fintype κ] (a b : ι → κ → ℝ) (t : ℝ) (i j : ι) : - (∑ k, (rotationVelocity a b t i k-rotationVelocity a b t j k)* - (rotatedCoefficients a b t i k-rotatedCoefficients a b t j k)) = - Real.sin t*Real.cos t*((∑ k, (b i k-b j k)^2)-(∑ k, (a i k-a j k)^2)) + - ((Real.cos t)^2-(Real.sin t)^2)*∑ k, (a i k-a j k)*(b i k-b j k) := by - simp only [rotationVelocity,rotatedCoefficients,← Finset.sum_sub_distrib,Finset.mul_sum,← Finset.sum_add_distrib] - apply Finset.sum_congr rfl - intro k _ - ring - -lemma expected_logPartition_le_of_pair_distances {ι : Type*} [Fintype ι] [Nonempty ι] - {n : ℕ} (a b : ι → Fin n → ℝ) - (horth : ∀ i j, (∑ k, (a i k-a j k)*(b i k-b j k)) = 0) - (hdist : ∀ i j, (∑ k, (a i k-a j k)^2) ≤ ∑ k, (b i k-b j k)^2) : - (∫ z, logPartition (linearProcess a z) ∂gaussianProduct (Fin n)) ≤ - ∫ z, logPartition (linearProcess b z) ∂gaussianProduct (Fin n) := by - let F := fun t ↦ ∫ z, logPartition (linearProcess (rotatedCoefficients a b t) z) ∂gaussianProduct (Fin n) - have hd : ∀ t, HasDerivAt F (∫ z, ∑ i, gibbsWeight (linearProcess (rotatedCoefficients a b t) z) i * - linearProcess (rotationVelocity a b t) z i ∂gaussianProduct (Fin n)) t := - hasDerivAt_expected_rotated_logPartition a b - have hc : Continuous F := continuous_iff_continuousAt.mpr (fun t ↦ (hd t).continuousAt) - have hm : MonotoneOn F (Icc (0 : ℝ) (Real.pi/2)) := by - apply monotoneOn_of_deriv_nonneg (convex_Icc _ _) hc.continuousOn - (fun t _ ↦ (hd t).differentiableAt.differentiableWithinAt) - intro t ht - have ht' : t ∈ Icc (0 : ℝ) (Real.pi/2) := interior_subset ht - rw [(hd t).deriv] - apply gaussian_gibbs_derivative_nonneg - intro i j - rw [rotation_pair_covariance,horth,mul_zero,add_zero] - exact mul_nonneg (mul_nonneg - (Real.sin_nonneg_of_nonneg_of_le_pi ht'.1 (ht'.2.trans (by linarith [Real.pi_pos]))) - (Real.cos_nonneg_of_mem_Icc ⟨by linarith [Real.pi_pos, ht'.1],ht'.2⟩)) (sub_nonneg.mpr (hdist i j)) - have hπ : (0 : ℝ) ≤ Real.pi/2 := by positivity - have hh := hm ⟨le_rfl,hπ⟩ ⟨hπ,le_rfl⟩ hπ - have ha0 : rotatedCoefficients a b 0 = a := by funext i k; simp [rotatedCoefficients] - have hb0 : rotatedCoefficients a b (Real.pi/2) = b := by funext i k; simp [rotatedCoefficients] - simpa only [F,ha0,hb0] using hh - -noncomputable def finiteMaximum {ι : Type*} (x : ι → ℝ) : ℝ := sSup (Set.range x) - -lemma le_finiteMaximum {ι : Type*} [Fintype ι] (x : ι → ℝ) (i : ι) : x i ≤ finiteMaximum x := - le_csSup (Set.finite_range x).bddAbove (Set.mem_range_self i) - -lemma exists_finiteMaximum {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) : - ∃ i, x i = finiteMaximum x := (Set.range_nonempty x).csSup_mem (Set.finite_range x) - -lemma continuous_finiteMaximum {ι : Type*} [Fintype ι] [Nonempty ι] : - Continuous (@finiteMaximum ι) := by - have he (x : ι → ℝ) : finiteMaximum x = Finset.univ.sup' Finset.univ_nonempty x := by - rw [Finset.sup'_eq_csSup_image] - simp only [Finset.coe_univ,Set.image_univ,finiteMaximum] - simp_rw [funext he] - exact Continuous.finset_sup'_apply Finset.univ_nonempty (fun i _ ↦ continuous_apply i) - -lemma abs_finiteMaximum_le {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) : - |finiteMaximum x| ≤ ∑ i, |x i| := by - obtain ⟨i,hi⟩ := exists_finiteMaximum x - rw [← hi] - exact Finset.single_le_sum (fun j _ ↦ abs_nonneg (x j)) (Finset.mem_univ i) - -lemma finiteMaximum_integrable {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] - (c : ι → κ → ℝ) : Integrable (fun z ↦ finiteMaximum (linearProcess c z)) (gaussianProduct κ) := by - apply (integrable_finsetSum Finset.univ (fun i _ ↦ (linearProcess_integrable c i).abs)).mono' - ((continuous_finiteMaximum.comp (continuous_linearProcess c)).aestronglyMeasurable) - exact Eventually.of_forall (fun z ↦ by simpa only [Real.norm_eq_abs,Function.comp_def] using abs_finiteMaximum_le (linearProcess c z)) - -lemma scaled_max_le_logPartition {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) - (β : ℝ) : β*finiteMaximum x ≤ logPartition (fun i ↦ β*x i) := by - obtain ⟨i,hi⟩ := exists_finiteMaximum x - rw [← hi] - exact le_logPartition (fun i ↦ β*x i) i - -lemma logPartition_le_scaled_max {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) - {β : ℝ} (hβ : 0 ≤ β) : logPartition (fun i ↦ β*x i) ≤ β*finiteMaximum x+Real.log (Fintype.card ι) := by - exact (logPartition_le _ (fun i ↦ mul_le_mul_of_nonneg_left (le_finiteMaximum x i) hβ)).trans_eq (add_comm _ _) - -lemma linearProcess_scaled {ι κ : Type*} [Fintype κ] (c : ι → κ → ℝ) (β : ℝ) (z : κ → ℝ) : - linearProcess (fun i k ↦ β*c i k) z = fun i ↦ β*linearProcess c z i := by - funext i - simp only [linearProcess,Finset.mul_sum,mul_assoc] - -lemma expected_max_le_of_pair_distances_orthogonal {ι : Type*} [Fintype ι] [Nonempty ι] - {n : ℕ} (a b : ι → Fin n → ℝ) - (horth : ∀ i j, (∑ k, (a i k-a j k)*(b i k-b j k)) = 0) - (hdist : ∀ i j, (∑ k, (a i k-a j k)^2) ≤ ∑ k, (b i k-b j k)^2) : - (∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct (Fin n)) ≤ - ∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct (Fin n) := by - have hb (β : ℝ) (hβ : 0 ≤ β) : - β*(∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct (Fin n)) ≤ - β*(∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct (Fin n)) + Real.log (Fintype.card ι) := by - have hiA := logPartition_integrable (fun i k ↦ β*a i k) - have hiB := logPartition_integrable (fun i k ↦ β*b i k) - have hcomp := expected_logPartition_le_of_pair_distances - (fun i k ↦ β*a i k) (fun i k ↦ β*b i k) - (fun i j ↦ by - calc - (∑ k, (β*a i k-β*a j k)*(β*b i k-β*b j k)) = - β^2*(∑ k, (a i k-a j k)*(b i k-b j k)) := by - rw [Finset.mul_sum]; apply Finset.sum_congr rfl; intro k _; ring - _ = 0 := by rw [horth,mul_zero]) - (fun i j ↦ by - have he (c : ι → Fin n → ℝ) : (∑ k, (β*c i k-β*c j k)^2) = β^2*∑ k, (c i k-c j k)^2 := by - rw [Finset.mul_sum]; apply Finset.sum_congr rfl; intro k _; ring - rw [he,he] - exact mul_le_mul_of_nonneg_left (hdist i j) (sq_nonneg β)) - calc - _ = ∫ z, β*finiteMaximum (linearProcess a z) ∂gaussianProduct (Fin n) := by rw [integral_const_mul] - _ ≤ ∫ z, logPartition (linearProcess (fun i k ↦ β*a i k) z) ∂gaussianProduct (Fin n) := by - apply integral_mono ((finiteMaximum_integrable a).const_mul _) hiA - intro z - change β*finiteMaximum (linearProcess a z) ≤ logPartition (linearProcess (fun i k ↦ β*a i k) z) - rw [linearProcess_scaled] - exact scaled_max_le_logPartition _ _ - _ ≤ _ := hcomp - _ ≤ ∫ z, β*finiteMaximum (linearProcess b z)+Real.log (Fintype.card ι) ∂gaussianProduct (Fin n) := by - apply integral_mono hiB (((finiteMaximum_integrable b).const_mul _).add (integrable_const _)) - intro z - change logPartition (linearProcess (fun i k ↦ β*b i k) z) ≤ β*finiteMaximum (linearProcess b z)+Real.log (Fintype.card ι) - rw [linearProcess_scaled] - exact logPartition_le_scaled_max _ hβ - _ = _ := by rw [integral_add ((finiteMaximum_integrable b).const_mul _) (integrable_const _),integral_const_mul,integral_const]; simp - by_contra hh - have hΔ : 0 < (∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct (Fin n)) - - (∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct (Fin n)) := sub_pos.mpr (lt_of_not_ge hh) - let Δ := (∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct (Fin n)) - - (∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct (Fin n)) - let β := (|Real.log (Fintype.card ι)|+1)/Δ - have hβ : 0 < β := div_pos (by positivity) hΔ - have hh' := hb β hβ.le - have he : β*Δ = |Real.log (Fintype.card ι)|+1 := div_mul_cancel₀ _ hΔ.ne' - have hlog := le_abs_self (Real.log (Fintype.card ι)) - dsimp [Δ] at he - nlinarith - -lemma gaussian_integral_reindex {κ ν : Type*} [Fintype κ] [Fintype ν] (e : κ ≃ ν) - (f : (κ → ℝ) → ℝ) : - (∫ z : ν → ℝ, f (fun k ↦ z (e k)) ∂gaussianProduct ν) = ∫ z, f z ∂gaussianProduct κ := by - have he := measurePreserving_piCongrLeft (α := fun _ : κ ↦ ℝ) - (fun _ : κ ↦ standardGaussian) e.symm - have hf (z : ν → ℝ) : (MeasurableEquiv.piCongrLeft (π := fun _ : κ ↦ ℝ) e.symm) z = fun k ↦ z (e k) := by - funext k - simp [MeasurableEquiv.coe_piCongrLeft, Equiv.piCongrLeft_apply] - simpa only [gaussianProduct,hf] using he.integral_comp' f - -lemma linearProcess_reindex {ι κ ν : Type*} [Fintype κ] [Fintype ν] - (c : ι → κ → ℝ) (e : κ ≃ ν) (z : ν → ℝ) : - linearProcess c (fun k ↦ z (e k)) = linearProcess (fun i l ↦ c i (e.symm l)) z := by - funext i - simpa only [linearProcess, Equiv.symm_apply_apply] using e.sum_comp (fun l ↦ c i (e.symm l)*z l) - -lemma expected_max_reindex {ι κ ν : Type*} [Fintype ι] [Fintype κ] [Fintype ν] - (c : ι → κ → ℝ) (e : κ ≃ ν) : - (∫ z, finiteMaximum (linearProcess (fun i l ↦ c i (e.symm l)) z) ∂gaussianProduct ν) = - ∫ z, finiteMaximum (linearProcess c z) ∂gaussianProduct κ := by - simpa only [linearProcess_reindex] using gaussian_integral_reindex e (fun z ↦ finiteMaximum (linearProcess c z)) - -lemma expected_max_le_of_pair_distances_orthogonal_fintype {ι κ : Type*} - [Fintype ι] [Nonempty ι] [Fintype κ] (a b : ι → κ → ℝ) - (horth : ∀ i j, (∑ k, (a i k-a j k)*(b i k-b j k)) = 0) - (hdist : ∀ i j, (∑ k, (a i k-a j k)^2) ≤ ∑ k, (b i k-b j k)^2) : - (∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct κ) ≤ - ∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct κ := by - let e := Fintype.equivFin κ - have hh := expected_max_le_of_pair_distances_orthogonal - (fun i k ↦ a i (e.symm k)) (fun i k ↦ b i (e.symm k)) - (fun i j ↦ by - rw [e.symm.sum_comp (fun k ↦ (a i k-a j k)*(b i k-b j k))] - exact horth i j) - (fun i j ↦ by - rw [e.symm.sum_comp (fun k ↦ (a i k-a j k)^2), e.symm.sum_comp (fun k ↦ (b i k-b j k)^2)] - exact hdist i j) - simpa only [expected_max_reindex] using hh - -noncomputable def embedLeft {ι κ ν : Type*} (a : ι → κ → ℝ) (i : ι) : κ ⊕ ν → ℝ := - Sum.elim (a i) (fun _ ↦ 0) -noncomputable def embedRight {ι κ ν : Type*} (b : ι → ν → ℝ) (i : ι) : κ ⊕ ν → ℝ := - Sum.elim (fun _ ↦ 0) (b i) - -lemma expected_max_embedLeft {ι κ ν : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] [Fintype ν] - (a : ι → κ → ℝ) : - (∫ z, finiteMaximum (linearProcess (embedLeft (ν := ν) a) z) ∂gaussianProduct (κ ⊕ ν)) = - ∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct κ := by - have he := measurePreserving_sumPiEquivProdPi_symm (fun _ : κ ⊕ ν ↦ standardGaussian) - change (∫ z, finiteMaximum (linearProcess (embedLeft a) z) ∂Measure.pi (fun _ : κ ⊕ ν ↦ standardGaussian)) = _ - rw [← he.integral_comp' (fun z ↦ finiteMaximum (linearProcess (embedLeft a) z))] - have hlin (p : (κ → ℝ) × (ν → ℝ)) : - linearProcess (embedLeft a) ((MeasurableEquiv.sumPiEquivProdPi (fun _ : κ ⊕ ν ↦ ℝ)).symm p) = - linearProcess a p.1 := by - funext i - simp [linearProcess,embedLeft,Fintype.sum_sum_type,MeasurableEquiv.coe_sumPiEquivProdPi_symm] - simp only [hlin] - simpa [gaussianProduct] using integral_fun_fst (μ := gaussianProduct κ) (ν := gaussianProduct ν) (fun z ↦ finiteMaximum (linearProcess a z)) - -lemma expected_max_embedRight {ι κ ν : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] [Fintype ν] - (b : ι → ν → ℝ) : - (∫ z, finiteMaximum (linearProcess (embedRight (κ := κ) b) z) ∂gaussianProduct (κ ⊕ ν)) = - ∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct ν := by - have he := measurePreserving_sumPiEquivProdPi_symm (fun _ : κ ⊕ ν ↦ standardGaussian) - change (∫ z, finiteMaximum (linearProcess (embedRight b) z) ∂Measure.pi (fun _ : κ ⊕ ν ↦ standardGaussian)) = _ - rw [← he.integral_comp' (fun z ↦ finiteMaximum (linearProcess (embedRight b) z))] - have hlin (p : (κ → ℝ) × (ν → ℝ)) : - linearProcess (embedRight b) ((MeasurableEquiv.sumPiEquivProdPi (fun _ : κ ⊕ ν ↦ ℝ)).symm p) = - linearProcess b p.2 := by - funext i - simp [linearProcess,embedRight,Fintype.sum_sum_type,MeasurableEquiv.coe_sumPiEquivProdPi_symm] - simp only [hlin] - simpa [gaussianProduct] using integral_fun_snd (μ := gaussianProduct κ) (ν := gaussianProduct ν) (fun z ↦ finiteMaximum (linearProcess b z)) - -lemma expected_max_le_of_pair_distances {ι κ ν : Type*} - [Fintype ι] [Nonempty ι] [Fintype κ] [Fintype ν] - (a : ι → κ → ℝ) (b : ι → ν → ℝ) - (hdist : ∀ i j, (∑ k, (a i k-a j k)^2) ≤ ∑ k, (b i k-b j k)^2) : - (∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct κ) ≤ - ∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct ν := by - have h := expected_max_le_of_pair_distances_orthogonal_fintype - (embedLeft (ν := ν) a) (embedRight (κ := κ) b) - (fun i j ↦ by simp [embedLeft,embedRight,Fintype.sum_sum_type]) - (fun i j ↦ by simpa only [Fintype.sum_sum_type,embedLeft,embedRight, - Sum.elim_inl,Sum.elim_inr,sub_self,zero_pow (by decide : 2 ≠ 0),Finset.sum_const_zero,zero_add,add_zero] using hdist i j) - simpa only [expected_max_embedLeft,expected_max_embedRight] using h - -noncomputable def spin (b : Bool) : ℝ := if b then 1 else -1 -noncomputable def hamiltonian (n : ℕ) (J : (Fin n × Fin n) → ℝ) - (σ : Fin n → Bool) : ℝ := - (Real.sqrt (n : ℝ))⁻¹ * - ∑ i : Fin n, ∑ j : Fin n, if i < j then J (i,j) * spin (σ i) * spin (σ j) else 0 -noncomputable def groundStateSequence (n : ℕ) : ℝ := - (n : ℝ)⁻¹ * ∫ J, sSup (range (hamiltonian n J)) ∂gaussianProduct (Fin n × Fin n) -noncomputable def groundStateValue : ℝ := limUnder atTop groundStateSequence - -noncomputable def hamCoeff (n : ℕ) (σ : Fin n → Bool) (k : Fin n × Fin n) : ℝ := - if k.1 < k.2 then (Real.sqrt (n : ℝ))⁻¹ * spin (σ k.1) * spin (σ k.2) else 0 -noncomputable def expectedMaximum (n : ℕ) : ℝ := - ∫ J, finiteMaximum (linearProcess (hamCoeff n) J) ∂gaussianProduct (Fin n × Fin n) - -lemma spin_sq (b : Bool) : spin b ^ 2 = 1 := by cases b <;> norm_num [spin] -lemma abs_spin (b : Bool) : |spin b| = 1 := by cases b <;> norm_num [spin] - -lemma linearProcess_hamCoeff (n : ℕ) (J : (Fin n × Fin n) → ℝ) : - linearProcess (hamCoeff n) J = hamiltonian n J := by - funext σ - simp only [linearProcess,hamCoeff,hamiltonian,Fintype.sum_prod_type,Finset.mul_sum] - apply Finset.sum_congr rfl - intro i _ - apply Finset.sum_congr rfl - intro j _ - split_ifs <;> ring - -lemma groundStateSequence_eq (n : ℕ) : groundStateSequence n = (n : ℝ)⁻¹ * expectedMaximum n := by - simp only [groundStateSequence,expectedMaximum,linearProcess_hamCoeff,finiteMaximum] - -lemma twice_upper_sum {ι : Type*} [Fintype ι] [LinearOrder ι] (f : ι → ι → ℝ) - (hsymm : ∀ i j, f i j = f j i) (hdiag : ∀ i, f i i = 0) : - 2*(∑ i, ∑ j, if i < j then f i j else 0) = ∑ i, ∑ j, f i j := by - have hs : (∑ i, ∑ j, if j < i then f i j else 0) = ∑ i, ∑ j, if i < j then f i j else 0 := by - rw [Finset.sum_comm] - apply Finset.sum_congr rfl - intro i _ - apply Finset.sum_congr rfl - intro j _ - rw [hsymm j i] - have hsplit (i j : ι) : f i j = (if i < j then f i j else 0)+(if j < i then f i j else 0) := by - rcases lt_trichotomy i j with h | h | h - · simp [h,not_lt_of_ge h.le] - · subst j; simp [hdiag] - · simp [h,not_lt_of_ge h.le] - conv_rhs => arg 2; ext i; arg 2; ext j; rw [hsplit i j] - simp only [Finset.sum_add_distrib,hs] - ring - -lemma spin_pair_difference {dimension : ℕ} (σ τ : Fin dimension → Bool) (i j : Fin dimension) : - (spin (σ i)*spin (σ j)-spin (τ i)*spin (τ j))^2 = - 2-2*(spin (σ i)*spin (τ i))*(spin (σ j)*spin (τ j)) := by - have h1 := spin_sq (σ i) - have h2 := spin_sq (σ j) - have h3 := spin_sq (τ i) - have h4 := spin_sq (τ j) - calc - _ = (spin (σ i))^2*(spin (σ j))^2+(spin (τ i))^2*(spin (τ j))^2 - - 2*(spin (σ i)*spin (τ i))*(spin (σ j)*spin (τ j)) := by ring - _ = _ := by rw [h1,h2,h3,h4]; ring - -end SKValueG -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.GroundState.StandardGaussian + +namespace OAI + +section +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal ENNReal BigOperators +namespace SKValueG + +lemma gaussian_gibbs_derivative_nonneg {ι : Type*} [Fintype ι] [Nonempty ι] + {n : ℕ} (c d : ι → Fin n → ℝ) + (h : ∀ i j, 0 ≤ ∑ k, (d i k-d j k)*(c i k-c j k)) : + 0 ≤ ∫ z, ∑ i, gibbsWeight (linearProcess c z) i*linearProcess d z i ∂gaussianProduct (Fin n) := by + have hi : ∀ i, Integrable (fun z ↦ gibbsWeight (linearProcess c z) i*linearProcess d z i) + (gaussianProduct (Fin n)) := fun i ↦ gibbsWeight_mul_integrable c i (linearProcess_integrable d i) + have hi' : ∀ i, Integrable (fun z ↦ gibbsWeight (linearProcess c z) i * + ((∑ k, d i k*c i k)-∑ j, gibbsWeight (linearProcess c z) j*(∑ k, d i k*c j k))) + (gaussianProduct (Fin n)) := by + intro i + apply gibbsWeight_mul_integrable + exact (integrable_const _).sub (integrable_finsetSum _ (fun j _ ↦ (integrable_linear_gibbsWeight c j).mul_const _)) + rw [integral_finsetSum _ (fun i _ ↦ hi i)] + simp_rw [gaussian_linear_gibbsWeight] + rw [← integral_finsetSum _ (fun i _ ↦ hi' i)] + apply integral_nonneg + intro z + change (0 : ℝ) ≤ ∑ i, gibbsWeight (linearProcess c z) i * + ((∑ k, d i k*c i k)-∑ j, gibbsWeight (linearProcess c z) j*(∑ k, d i k*c j k)) + rw [weighted_covariance_pairs _ (fun i j ↦ ∑ k, d i k*c j k) (sum_gibbsWeight (linearProcess c z))] + apply mul_nonneg (by norm_num) + apply Finset.sum_nonneg + intro i _ + apply Finset.sum_nonneg + intro j _ + apply mul_nonneg (mul_nonneg (gibbsWeight_nonneg _ _) (gibbsWeight_nonneg _ _)) + have he : (∑ k, d i k*c i k)+(∑ k, d j k*c j k)- + (∑ k, d i k*c j k)-(∑ k, d j k*c i k) = ∑ k, (d i k-d j k)*(c i k-c j k) := by + rw [← Finset.sum_add_distrib,← Finset.sum_sub_distrib,← Finset.sum_sub_distrib] + apply Finset.sum_congr rfl; intro k _; ring + rw [he] + exact h i j + +noncomputable def rotatedCoefficients {ι κ : Type*} (a b : ι → κ → ℝ) (t : ℝ) (i : ι) (k : κ) : ℝ := + Real.cos t*a i k + Real.sin t*b i k + +noncomputable def rotationVelocity {ι κ : Type*} (a b : ι → κ → ℝ) (t : ℝ) (i : ι) (k : κ) : ℝ := + -Real.sin t*a i k + Real.cos t*b i k + +lemma hasDerivAt_rotatedProcess {ι κ : Type*} [Fintype κ] (a b : ι → κ → ℝ) + (t : ℝ) (z : κ → ℝ) (i : ι) : + HasDerivAt (fun s ↦ linearProcess (rotatedCoefficients a b s) z i) + (linearProcess (rotationVelocity a b t) z i) t := by + exact HasDerivAt.fun_sum (u := Finset.univ) (fun k _ ↦ + (((Real.hasDerivAt_cos t).mul_const (a i k)).add ((Real.hasDerivAt_sin t).mul_const (b i k))).mul_const (z k)) + +lemma abs_rotationVelocity_le {ι κ : Type*} (a b : ι → κ → ℝ) (t : ℝ) (i : ι) (k : κ) : + |rotationVelocity a b t i k| ≤ |a i k|+|b i k| := by + calc + _ ≤ |-Real.sin t*a i k| + |Real.cos t*b i k| := abs_add_le _ _ + _ = |Real.sin t| *|a i k| + |Real.cos t| *|b i k| := by rw [abs_mul,abs_neg,abs_mul] + _ ≤ 1*|a i k| + 1*|b i k| := add_le_add + (mul_le_mul_of_nonneg_right (Real.abs_sin_le_one t) (abs_nonneg _)) + (mul_le_mul_of_nonneg_right (Real.abs_cos_le_one t) (abs_nonneg _)) + _ = _ := by ring + +lemma rotation_derivative_bound {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] + (a b : ι → κ → ℝ) (t : ℝ) (z : κ → ℝ) : + |∑ i, gibbsWeight (linearProcess (rotatedCoefficients a b t) z) i * + linearProcess (rotationVelocity a b t) z i| ≤ + ∑ i, ∑ k, (|a i k|+|b i k|)*|z k| := by + apply abs_gibbsMean_le + intro i + calc + _ ≤ ∑ k, |rotationVelocity a b t i k*z k| := Finset.abs_sum_le_sum_abs _ _ + _ ≤ ∑ k, (|a i k|+|b i k|)*|z k| := by + apply Finset.sum_le_sum + intro k _ + rw [abs_mul] + exact mul_le_mul_of_nonneg_right (abs_rotationVelocity_le _ _ _ _ _) (abs_nonneg _) + _ ≤ _ := Finset.single_le_sum (f := fun j ↦ ∑ k, (|a j k|+|b j k|)*|z k|) (fun j _ ↦ Finset.sum_nonneg (fun k _ ↦ mul_nonneg (add_nonneg (abs_nonneg _) (abs_nonneg _)) (abs_nonneg _))) (Finset.mem_univ i) + +lemma hasDerivAt_expected_rotated_logPartition {ι : Type*} [Fintype ι] [Nonempty ι] + {n : ℕ} (a b : ι → Fin n → ℝ) (t : ℝ) : + HasDerivAt (fun s ↦ ∫ z, logPartition (linearProcess (rotatedCoefficients a b s) z) ∂gaussianProduct (Fin n)) + (∫ z, ∑ i, gibbsWeight (linearProcess (rotatedCoefficients a b t) z) i * + linearProcess (rotationVelocity a b t) z i ∂gaussianProduct (Fin n)) t := by + have hb : Integrable (fun z : Fin n → ℝ ↦ ∑ i, ∑ k, (|a i k|+|b i k|)*|z k|) + (gaussianProduct (Fin n)) := + integrable_finsetSum _ (fun i _ ↦ integrable_finsetSum _ (fun k _ ↦ + (gaussian_coordinate_integrable k).abs.const_mul _)) + have hmc : Continuous (fun z : Fin n → ℝ ↦ ∑ i, + gibbsWeight (linearProcess (rotatedCoefficients a b t) z) i * + linearProcess (rotationVelocity a b t) z i) := by + apply continuous_finsetSum + intro i _ + apply (continuous_linear_gibbsWeight _ _).mul + exact (continuous_apply i).comp (continuous_linearProcess _) + exact (hasDerivAt_integral_of_dominated_loc_of_deriv_le (s := Set.univ) (μ := gaussianProduct (Fin n)) + (F := fun s z ↦ logPartition (linearProcess (rotatedCoefficients a b s) z)) + (F' := fun s z ↦ ∑ i, gibbsWeight (linearProcess (rotatedCoefficients a b s) z) i * + linearProcess (rotationVelocity a b s) z i) + (bound := fun z ↦ ∑ i, ∑ k, (|a i k|+|b i k|)*|z k|) + (Filter.univ_mem) + (Eventually.of_forall (fun s ↦ (continuous_logPartition.comp (continuous_linearProcess _)).aestronglyMeasurable)) + (logPartition_integrable _) hmc.aestronglyMeasurable + (Eventually.of_forall (fun z s _ ↦ by simpa only [Real.norm_eq_abs] using rotation_derivative_bound a b s z)) hb + (Eventually.of_forall (fun z s _ ↦ hasDerivAt_logPartition (hasDerivAt_rotatedProcess a b s z)))).2 + +lemma rotation_pair_covariance {ι κ : Type*} [Fintype κ] (a b : ι → κ → ℝ) (t : ℝ) (i j : ι) : + (∑ k, (rotationVelocity a b t i k-rotationVelocity a b t j k)* + (rotatedCoefficients a b t i k-rotatedCoefficients a b t j k)) = + Real.sin t*Real.cos t*((∑ k, (b i k-b j k)^2)-(∑ k, (a i k-a j k)^2)) + + ((Real.cos t)^2-(Real.sin t)^2)*∑ k, (a i k-a j k)*(b i k-b j k) := by + simp only [rotationVelocity,rotatedCoefficients,← Finset.sum_sub_distrib,Finset.mul_sum,← Finset.sum_add_distrib] + apply Finset.sum_congr rfl + intro k _ + ring + +lemma expected_logPartition_le_of_pair_distances {ι : Type*} [Fintype ι] [Nonempty ι] + {n : ℕ} (a b : ι → Fin n → ℝ) + (horth : ∀ i j, (∑ k, (a i k-a j k)*(b i k-b j k)) = 0) + (hdist : ∀ i j, (∑ k, (a i k-a j k)^2) ≤ ∑ k, (b i k-b j k)^2) : + (∫ z, logPartition (linearProcess a z) ∂gaussianProduct (Fin n)) ≤ + ∫ z, logPartition (linearProcess b z) ∂gaussianProduct (Fin n) := by + let F := fun t ↦ ∫ z, logPartition (linearProcess (rotatedCoefficients a b t) z) ∂gaussianProduct (Fin n) + have hd : ∀ t, HasDerivAt F (∫ z, ∑ i, gibbsWeight (linearProcess (rotatedCoefficients a b t) z) i * + linearProcess (rotationVelocity a b t) z i ∂gaussianProduct (Fin n)) t := + hasDerivAt_expected_rotated_logPartition a b + have hc : Continuous F := continuous_iff_continuousAt.mpr (fun t ↦ (hd t).continuousAt) + have hm : MonotoneOn F (Icc (0 : ℝ) (Real.pi/2)) := by + apply monotoneOn_of_deriv_nonneg (convex_Icc _ _) hc.continuousOn + (fun t _ ↦ (hd t).differentiableAt.differentiableWithinAt) + intro t ht + have ht' : t ∈ Icc (0 : ℝ) (Real.pi/2) := interior_subset ht + rw [(hd t).deriv] + apply gaussian_gibbs_derivative_nonneg + intro i j + rw [rotation_pair_covariance,horth,mul_zero,add_zero] + exact mul_nonneg (mul_nonneg + (Real.sin_nonneg_of_nonneg_of_le_pi ht'.1 (ht'.2.trans (by linarith [Real.pi_pos]))) + (Real.cos_nonneg_of_mem_Icc ⟨by linarith [Real.pi_pos, ht'.1],ht'.2⟩)) (sub_nonneg.mpr (hdist i j)) + have hπ : (0 : ℝ) ≤ Real.pi/2 := by positivity + have hh := hm ⟨le_rfl,hπ⟩ ⟨hπ,le_rfl⟩ hπ + have ha0 : rotatedCoefficients a b 0 = a := by funext i k; simp [rotatedCoefficients] + have hb0 : rotatedCoefficients a b (Real.pi/2) = b := by funext i k; simp [rotatedCoefficients] + simpa only [F,ha0,hb0] using hh + +noncomputable def finiteMaximum {ι : Type*} (x : ι → ℝ) : ℝ := sSup (Set.range x) + +lemma le_finiteMaximum {ι : Type*} [Fintype ι] (x : ι → ℝ) (i : ι) : x i ≤ finiteMaximum x := + le_csSup (Set.finite_range x).bddAbove (Set.mem_range_self i) + +lemma exists_finiteMaximum {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) : + ∃ i, x i = finiteMaximum x := (Set.range_nonempty x).csSup_mem (Set.finite_range x) + +lemma continuous_finiteMaximum {ι : Type*} [Fintype ι] [Nonempty ι] : + Continuous (@finiteMaximum ι) := by + have he (x : ι → ℝ) : finiteMaximum x = Finset.univ.sup' Finset.univ_nonempty x := by + rw [Finset.sup'_eq_csSup_image] + simp only [Finset.coe_univ,Set.image_univ,finiteMaximum] + simp_rw [funext he] + exact Continuous.finset_sup'_apply Finset.univ_nonempty (fun i _ ↦ continuous_apply i) + +lemma abs_finiteMaximum_le {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) : + |finiteMaximum x| ≤ ∑ i, |x i| := by + obtain ⟨i,hi⟩ := exists_finiteMaximum x + rw [← hi] + exact Finset.single_le_sum (fun j _ ↦ abs_nonneg (x j)) (Finset.mem_univ i) + +lemma finiteMaximum_integrable {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] + (c : ι → κ → ℝ) : Integrable (fun z ↦ finiteMaximum (linearProcess c z)) (gaussianProduct κ) := by + apply (integrable_finsetSum Finset.univ (fun i _ ↦ (linearProcess_integrable c i).abs)).mono' + ((continuous_finiteMaximum.comp (continuous_linearProcess c)).aestronglyMeasurable) + exact Eventually.of_forall (fun z ↦ by simpa only [Real.norm_eq_abs,Function.comp_def] using abs_finiteMaximum_le (linearProcess c z)) + +lemma scaled_max_le_logPartition {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) + (β : ℝ) : β*finiteMaximum x ≤ logPartition (fun i ↦ β*x i) := by + obtain ⟨i,hi⟩ := exists_finiteMaximum x + rw [← hi] + exact le_logPartition (fun i ↦ β*x i) i + +lemma logPartition_le_scaled_max {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) + {β : ℝ} (hβ : 0 ≤ β) : logPartition (fun i ↦ β*x i) ≤ β*finiteMaximum x+Real.log (Fintype.card ι) := by + exact (logPartition_le _ (fun i ↦ mul_le_mul_of_nonneg_left (le_finiteMaximum x i) hβ)).trans_eq (add_comm _ _) + +lemma linearProcess_scaled {ι κ : Type*} [Fintype κ] (c : ι → κ → ℝ) (β : ℝ) (z : κ → ℝ) : + linearProcess (fun i k ↦ β*c i k) z = fun i ↦ β*linearProcess c z i := by + funext i + simp only [linearProcess,Finset.mul_sum,mul_assoc] + +lemma expected_max_le_of_pair_distances_orthogonal {ι : Type*} [Fintype ι] [Nonempty ι] + {n : ℕ} (a b : ι → Fin n → ℝ) + (horth : ∀ i j, (∑ k, (a i k-a j k)*(b i k-b j k)) = 0) + (hdist : ∀ i j, (∑ k, (a i k-a j k)^2) ≤ ∑ k, (b i k-b j k)^2) : + (∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct (Fin n)) ≤ + ∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct (Fin n) := by + have hb (β : ℝ) (hβ : 0 ≤ β) : + β*(∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct (Fin n)) ≤ + β*(∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct (Fin n)) + Real.log (Fintype.card ι) := by + have hiA := logPartition_integrable (fun i k ↦ β*a i k) + have hiB := logPartition_integrable (fun i k ↦ β*b i k) + have hcomp := expected_logPartition_le_of_pair_distances + (fun i k ↦ β*a i k) (fun i k ↦ β*b i k) + (fun i j ↦ by + calc + (∑ k, (β*a i k-β*a j k)*(β*b i k-β*b j k)) = + β^2*(∑ k, (a i k-a j k)*(b i k-b j k)) := by + rw [Finset.mul_sum]; apply Finset.sum_congr rfl; intro k _; ring + _ = 0 := by rw [horth,mul_zero]) + (fun i j ↦ by + have he (c : ι → Fin n → ℝ) : (∑ k, (β*c i k-β*c j k)^2) = β^2*∑ k, (c i k-c j k)^2 := by + rw [Finset.mul_sum]; apply Finset.sum_congr rfl; intro k _; ring + rw [he,he] + exact mul_le_mul_of_nonneg_left (hdist i j) (sq_nonneg β)) + calc + _ = ∫ z, β*finiteMaximum (linearProcess a z) ∂gaussianProduct (Fin n) := by rw [integral_const_mul] + _ ≤ ∫ z, logPartition (linearProcess (fun i k ↦ β*a i k) z) ∂gaussianProduct (Fin n) := by + apply integral_mono ((finiteMaximum_integrable a).const_mul _) hiA + intro z + change β*finiteMaximum (linearProcess a z) ≤ logPartition (linearProcess (fun i k ↦ β*a i k) z) + rw [linearProcess_scaled] + exact scaled_max_le_logPartition _ _ + _ ≤ _ := hcomp + _ ≤ ∫ z, β*finiteMaximum (linearProcess b z)+Real.log (Fintype.card ι) ∂gaussianProduct (Fin n) := by + apply integral_mono hiB (((finiteMaximum_integrable b).const_mul _).add (integrable_const _)) + intro z + change logPartition (linearProcess (fun i k ↦ β*b i k) z) ≤ β*finiteMaximum (linearProcess b z)+Real.log (Fintype.card ι) + rw [linearProcess_scaled] + exact logPartition_le_scaled_max _ hβ + _ = _ := by rw [integral_add ((finiteMaximum_integrable b).const_mul _) (integrable_const _),integral_const_mul,integral_const]; simp + by_contra hh + have hΔ : 0 < (∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct (Fin n)) - + (∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct (Fin n)) := sub_pos.mpr (lt_of_not_ge hh) + let Δ := (∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct (Fin n)) - + (∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct (Fin n)) + let β := (|Real.log (Fintype.card ι)|+1)/Δ + have hβ : 0 < β := div_pos (by positivity) hΔ + have hh' := hb β hβ.le + have he : β*Δ = |Real.log (Fintype.card ι)|+1 := div_mul_cancel₀ _ hΔ.ne' + have hlog := le_abs_self (Real.log (Fintype.card ι)) + dsimp [Δ] at he + nlinarith + +lemma gaussian_integral_reindex {κ ν : Type*} [Fintype κ] [Fintype ν] (e : κ ≃ ν) + (f : (κ → ℝ) → ℝ) : + (∫ z : ν → ℝ, f (fun k ↦ z (e k)) ∂gaussianProduct ν) = ∫ z, f z ∂gaussianProduct κ := by + have he := measurePreserving_piCongrLeft (α := fun _ : κ ↦ ℝ) + (fun _ : κ ↦ standardGaussian) e.symm + have hf (z : ν → ℝ) : (MeasurableEquiv.piCongrLeft (π := fun _ : κ ↦ ℝ) e.symm) z = fun k ↦ z (e k) := by + funext k + simp [MeasurableEquiv.coe_piCongrLeft, Equiv.piCongrLeft_apply] + simpa only [gaussianProduct,hf] using he.integral_comp' f + +lemma linearProcess_reindex {ι κ ν : Type*} [Fintype κ] [Fintype ν] + (c : ι → κ → ℝ) (e : κ ≃ ν) (z : ν → ℝ) : + linearProcess c (fun k ↦ z (e k)) = linearProcess (fun i l ↦ c i (e.symm l)) z := by + funext i + simpa only [linearProcess, Equiv.symm_apply_apply] using e.sum_comp (fun l ↦ c i (e.symm l)*z l) + +lemma expected_max_reindex {ι κ ν : Type*} [Fintype ι] [Fintype κ] [Fintype ν] + (c : ι → κ → ℝ) (e : κ ≃ ν) : + (∫ z, finiteMaximum (linearProcess (fun i l ↦ c i (e.symm l)) z) ∂gaussianProduct ν) = + ∫ z, finiteMaximum (linearProcess c z) ∂gaussianProduct κ := by + simpa only [linearProcess_reindex] using gaussian_integral_reindex e (fun z ↦ finiteMaximum (linearProcess c z)) + +lemma expected_max_le_of_pair_distances_orthogonal_fintype {ι κ : Type*} + [Fintype ι] [Nonempty ι] [Fintype κ] (a b : ι → κ → ℝ) + (horth : ∀ i j, (∑ k, (a i k-a j k)*(b i k-b j k)) = 0) + (hdist : ∀ i j, (∑ k, (a i k-a j k)^2) ≤ ∑ k, (b i k-b j k)^2) : + (∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct κ) ≤ + ∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct κ := by + let e := Fintype.equivFin κ + have hh := expected_max_le_of_pair_distances_orthogonal + (fun i k ↦ a i (e.symm k)) (fun i k ↦ b i (e.symm k)) + (fun i j ↦ by + rw [e.symm.sum_comp (fun k ↦ (a i k-a j k)*(b i k-b j k))] + exact horth i j) + (fun i j ↦ by + rw [e.symm.sum_comp (fun k ↦ (a i k-a j k)^2), e.symm.sum_comp (fun k ↦ (b i k-b j k)^2)] + exact hdist i j) + simpa only [expected_max_reindex] using hh + +noncomputable def embedLeft {ι κ ν : Type*} (a : ι → κ → ℝ) (i : ι) : κ ⊕ ν → ℝ := + Sum.elim (a i) (fun _ ↦ 0) +noncomputable def embedRight {ι κ ν : Type*} (b : ι → ν → ℝ) (i : ι) : κ ⊕ ν → ℝ := + Sum.elim (fun _ ↦ 0) (b i) + +lemma expected_max_embedLeft {ι κ ν : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] [Fintype ν] + (a : ι → κ → ℝ) : + (∫ z, finiteMaximum (linearProcess (embedLeft (ν := ν) a) z) ∂gaussianProduct (κ ⊕ ν)) = + ∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct κ := by + have he := measurePreserving_sumPiEquivProdPi_symm (fun _ : κ ⊕ ν ↦ standardGaussian) + change (∫ z, finiteMaximum (linearProcess (embedLeft a) z) ∂Measure.pi (fun _ : κ ⊕ ν ↦ standardGaussian)) = _ + rw [← he.integral_comp' (fun z ↦ finiteMaximum (linearProcess (embedLeft a) z))] + have hlin (p : (κ → ℝ) × (ν → ℝ)) : + linearProcess (embedLeft a) ((MeasurableEquiv.sumPiEquivProdPi (fun _ : κ ⊕ ν ↦ ℝ)).symm p) = + linearProcess a p.1 := by + funext i + simp [linearProcess,embedLeft,Fintype.sum_sum_type,MeasurableEquiv.coe_sumPiEquivProdPi_symm] + simp only [hlin] + simpa [gaussianProduct] using integral_fun_fst (μ := gaussianProduct κ) (ν := gaussianProduct ν) (fun z ↦ finiteMaximum (linearProcess a z)) + +lemma expected_max_embedRight {ι κ ν : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] [Fintype ν] + (b : ι → ν → ℝ) : + (∫ z, finiteMaximum (linearProcess (embedRight (κ := κ) b) z) ∂gaussianProduct (κ ⊕ ν)) = + ∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct ν := by + have he := measurePreserving_sumPiEquivProdPi_symm (fun _ : κ ⊕ ν ↦ standardGaussian) + change (∫ z, finiteMaximum (linearProcess (embedRight b) z) ∂Measure.pi (fun _ : κ ⊕ ν ↦ standardGaussian)) = _ + rw [← he.integral_comp' (fun z ↦ finiteMaximum (linearProcess (embedRight b) z))] + have hlin (p : (κ → ℝ) × (ν → ℝ)) : + linearProcess (embedRight b) ((MeasurableEquiv.sumPiEquivProdPi (fun _ : κ ⊕ ν ↦ ℝ)).symm p) = + linearProcess b p.2 := by + funext i + simp [linearProcess,embedRight,Fintype.sum_sum_type,MeasurableEquiv.coe_sumPiEquivProdPi_symm] + simp only [hlin] + simpa [gaussianProduct] using integral_fun_snd (μ := gaussianProduct κ) (ν := gaussianProduct ν) (fun z ↦ finiteMaximum (linearProcess b z)) + +lemma expected_max_le_of_pair_distances {ι κ ν : Type*} + [Fintype ι] [Nonempty ι] [Fintype κ] [Fintype ν] + (a : ι → κ → ℝ) (b : ι → ν → ℝ) + (hdist : ∀ i j, (∑ k, (a i k-a j k)^2) ≤ ∑ k, (b i k-b j k)^2) : + (∫ z, finiteMaximum (linearProcess a z) ∂gaussianProduct κ) ≤ + ∫ z, finiteMaximum (linearProcess b z) ∂gaussianProduct ν := by + have h := expected_max_le_of_pair_distances_orthogonal_fintype + (embedLeft (ν := ν) a) (embedRight (κ := κ) b) + (fun i j ↦ by simp [embedLeft,embedRight,Fintype.sum_sum_type]) + (fun i j ↦ by simpa only [Fintype.sum_sum_type,embedLeft,embedRight, + Sum.elim_inl,Sum.elim_inr,sub_self,zero_pow (by decide : 2 ≠ 0),Finset.sum_const_zero,zero_add,add_zero] using hdist i j) + simpa only [expected_max_embedLeft,expected_max_embedRight] using h + +noncomputable def spin (b : Bool) : ℝ := if b then 1 else -1 +noncomputable def hamiltonian (n : ℕ) (J : (Fin n × Fin n) → ℝ) + (σ : Fin n → Bool) : ℝ := + (Real.sqrt (n : ℝ))⁻¹ * + ∑ i : Fin n, ∑ j : Fin n, if i < j then J (i,j) * spin (σ i) * spin (σ j) else 0 +noncomputable def groundStateSequence (n : ℕ) : ℝ := + (n : ℝ)⁻¹ * ∫ J, sSup (range (hamiltonian n J)) ∂gaussianProduct (Fin n × Fin n) +noncomputable def groundStateValue : ℝ := limUnder atTop groundStateSequence + +noncomputable def hamCoeff (n : ℕ) (σ : Fin n → Bool) (k : Fin n × Fin n) : ℝ := + if k.1 < k.2 then (Real.sqrt (n : ℝ))⁻¹ * spin (σ k.1) * spin (σ k.2) else 0 +noncomputable def expectedMaximum (n : ℕ) : ℝ := + ∫ J, finiteMaximum (linearProcess (hamCoeff n) J) ∂gaussianProduct (Fin n × Fin n) + +lemma spin_sq (b : Bool) : spin b ^ 2 = 1 := by cases b <;> norm_num [spin] +lemma abs_spin (b : Bool) : |spin b| = 1 := by cases b <;> norm_num [spin] + +lemma linearProcess_hamCoeff (n : ℕ) (J : (Fin n × Fin n) → ℝ) : + linearProcess (hamCoeff n) J = hamiltonian n J := by + funext σ + simp only [linearProcess,hamCoeff,hamiltonian,Fintype.sum_prod_type,Finset.mul_sum] + apply Finset.sum_congr rfl + intro i _ + apply Finset.sum_congr rfl + intro j _ + split_ifs <;> ring + +lemma groundStateSequence_eq (n : ℕ) : groundStateSequence n = (n : ℝ)⁻¹ * expectedMaximum n := by + simp only [groundStateSequence,expectedMaximum,linearProcess_hamCoeff,finiteMaximum] + +lemma twice_upper_sum {ι : Type*} [Fintype ι] [LinearOrder ι] (f : ι → ι → ℝ) + (hsymm : ∀ i j, f i j = f j i) (hdiag : ∀ i, f i i = 0) : + 2*(∑ i, ∑ j, if i < j then f i j else 0) = ∑ i, ∑ j, f i j := by + have hs : (∑ i, ∑ j, if j < i then f i j else 0) = ∑ i, ∑ j, if i < j then f i j else 0 := by + rw [Finset.sum_comm] + apply Finset.sum_congr rfl + intro i _ + apply Finset.sum_congr rfl + intro j _ + rw [hsymm j i] + have hsplit (i j : ι) : f i j = (if i < j then f i j else 0)+(if j < i then f i j else 0) := by + rcases lt_trichotomy i j with h | h | h + · simp [h,not_lt_of_ge h.le] + · subst j; simp [hdiag] + · simp [h,not_lt_of_ge h.le] + conv_rhs => arg 2; ext i; arg 2; ext j; rw [hsplit i j] + simp only [Finset.sum_add_distrib,hs] + ring + +lemma spin_pair_difference {dimension : ℕ} (σ τ : Fin dimension → Bool) (i j : Fin dimension) : + (spin (σ i)*spin (σ j)-spin (τ i)*spin (τ j))^2 = + 2-2*(spin (σ i)*spin (τ i))*(spin (σ j)*spin (τ j)) := by + have h1 := spin_sq (σ i) + have h2 := spin_sq (σ j) + have h3 := spin_sq (τ i) + have h4 := spin_sq (τ j) + calc + _ = (spin (σ i))^2*(spin (σ j))^2+(spin (τ i))^2*(spin (τ j))^2 - + 2*(spin (σ i)*spin (τ i))*(spin (σ j)*spin (τ j)) := by ring + _ = _ := by rw [h1,h2,h3,h4]; ring + +end SKValueG +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/GroundState/RoundingSpin.lean b/lean/OAI/Probability/SKValue/GroundState/RoundingSpin.lean index bf83e17f300a6fca73e8e5488b99b56c05a24966..ff365f78614d027529343c78b8b9cf5969308563 100644 --- a/lean/OAI/Probability/SKValue/GroundState/RoundingSpin.lean +++ b/lean/OAI/Probability/SKValue/GroundState/RoundingSpin.lean @@ -1,126 +1,126 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.ConstantFatou - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValue - -noncomputable def boolSign (x : ℝ) : Bool := if 0≤x then true else false - -lemma measurable_boolSign : Measurable boolSign := - Measurable.ite measurableSet_Ici measurable_const measurable_const - -lemma spin_boolSign_eq {x : ℝ} (hx : x≠0) : SKValueG.spin (boolSign x)=Real.sign x := by - rcases lt_or_gt_of_ne hx with h | h - · simp [boolSign,SKValueG.spin,not_le.mpr h,Real.sign_of_neg h] - · simp [boolSign,SKValueG.spin,h.le,Real.sign_of_pos h] - -lemma gaussian_rounding_nonzero (a : ℝ) : - ∀ᵐ z ∂standardGaussian,a+2*cdf standardGaussian z-1≠0 := by - have hh : ∀ᵐ z ∂standardGaussian,cdf standardGaussian z≠(1-a)/2 := - (standardGaussian_cdf_hasLaw_uniform.ae_iff (measurableSet_setOfPred.mp ((measurableSet_eq_fun measurable_id measurable_const).compl))).mpr - ((volume.restrict (Ioc (0 : ℝ) 1)).ae_ne ((1-a)/2)) - filter_upwards [hh] with z hz - intro h - apply hz - linarith - -lemma independent_rounding_nonzero {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} - [IsProbabilityMeasure μ] {U Z : Ω → ℝ} - (hU : Measurable U) (hZ : HasLaw Z standardGaussian μ) (hind : IndepFun U Z μ) : - ∀ᵐ ω ∂μ,U ω+2*cdf standardGaussian (Z ω)-1≠0 := by - have hLaw : HasLaw U (μ.map U) μ := ⟨hU.aemeasurable,rfl⟩ - have hJoint := hind.hasLaw_prod hLaw hZ - have hm : Measurable (fun p : ℝ×ℝ ↦ p.1+2*cdf standardGaussian p.2-1) := - (measurable_fst.add (((monotone_cdf _).measurable.comp measurable_snd).const_mul 2)).sub_const 1 - apply (hJoint.ae_iff (measurableSet_setOfPred.mp ((measurableSet_eq_fun hm measurable_const).compl))).mpr - apply (Measure.ae_prod_iff_ae_ae ((measurableSet_eq_fun hm measurable_const).compl)).mpr - exact Eventually.of_forall gaussian_rounding_nonzero - -lemma finite_rounding_signed_spin {N : ℕ} {U : (Fin (N+1) → ℝ) → ℝ} - (hU : Measurable U) (hUp : DependsBefore N U) : - (fun z ↦ SKValueG.spin (boolSign (U z+2*cdf standardGaussian (coordinate N N z)-1))) - =ᵐ[gaussianProduct (Fin (N+1))] - (fun z ↦ Real.sign (U z+2*cdf standardGaussian (coordinate N N z)-1)) := by - have := gaussianProduct_probability (Fin (N+1)) - exact (independent_rounding_nonzero hU (coordinate_hasLaw N N) - (hUp.independent (by omega) hU)).mono (fun _ ↦ spin_boolSign_eq) - -end SKValue - -end - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValue - -theorem normalized_shifted_sum_le_groundState {N : ℕ} - (H : Fin N → (Fin (N+1) → ℝ) → ℝ) (U : (Fin (N+1) → ℝ) → ℝ) - (hm : ∀ j,Measurable (H j)) (hp : ∀ j : Fin N,DependsBefore j (H j)) - (hL : ∀ j,MemLp (H j) 2 (gaussianProduct (Fin (N+1)))) - (hpos : ∀ j,0<∫ z,(H j z)^2 ∂gaussianProduct (Fin (N+1))) - (hU : Measurable U) (hUp : DependsBefore N U) : - (∑ j : Fin N,(∫ z,finiteRounded U z* - normalizedIncrement (H j) (coordinate N j) (gaussianProduct (Fin (N+1))) z - ∂gaussianProduct (Fin (N+1)))* - (∫ z,finiteRounded U z*coordinate N (j+1) z ∂gaussianProduct (Fin (N+1))))≤groundStateValue := by - let f := fun j : ℕ ↦ if hj : j try rfl - · funext y - simp only [gaussianPDFReal,NNReal.coe_one,mul_one,sub_zero] - · simp only [gaussianPDFReal,NNReal.coe_one,mul_one,sub_zero] - ring - -lemma density_mul_integrable {f : ℝ → ℝ} (hf : Integrable f standardGaussian) : - Integrable (fun x ↦ gaussianPDFReal 0 1 x*f x) := by - rw [standardGaussian,gaussianReal_of_var_ne_zero _ (by norm_num)] at hf - have hh := (integrable_withDensity_iff_integrable_smul' - (measurable_gaussianPDF 0 1) (Eventually.of_forall (fun x ↦ gaussianPDF_lt_top (μ := 0) (v := 1) (x := x)))).mp hf - simpa only [toReal_gaussianPDF,smul_eq_mul] using hh - -lemma standardGaussian_integrable_id : Integrable (fun x : ℝ ↦ x) standardGaussian := by - have hh := (memLp_id_gaussianReal' (μ := (0 : ℝ)) (v := (1 : ℝ≥0)) (1 : ℝ≥0∞) (by norm_num)) - exact hh.integrable (by norm_num) - -lemma gaussian_stein_bounded {f f' : ℝ → ℝ} {C D : ℝ} - (hf : ∀ x, HasDerivAt f (f' x) x) (hm : AEStronglyMeasurable f' standardGaussian) - (hC : ∀ x, |f x|≤C) (hD : ∀ x, |f' x|≤D) : - (∫ x, x*f x ∂standardGaussian) = ∫ x, f' x ∂standardGaussian := by - have hfm : Continuous f := continuous_iff_continuousAt.mpr (fun x ↦ (hf x).continuousAt) - have hfi : Integrable f standardGaussian := Integrable.of_bound hfm.aestronglyMeasurable C - (Eventually.of_forall (fun x ↦ (Real.norm_eq_abs _).trans_le (hC x))) - have hf'i : Integrable f' standardGaussian := Integrable.of_bound hm D - (Eventually.of_forall (fun x ↦ (Real.norm_eq_abs _).trans_le (hD x))) - have hxfi : Integrable (fun x ↦ x*f x) standardGaussian := - standardGaussian_integrable_id.mul_bdd hfm.aestronglyMeasurable - (Eventually.of_forall (fun x ↦ (Real.norm_eq_abs _).trans_le (hC x))) - have hi1 : Integrable (fun x ↦ f x*(-x*gaussianPDFReal 0 1 x)) := by - convert (density_mul_integrable hxfi).neg using 1 - ext x - simp only [Pi.neg_apply] - ring - have hi2 : Integrable (fun x ↦ f' x*gaussianPDFReal 0 1 x) := by - simpa only [mul_comm] using density_mul_integrable hf'i - have hi3 : Integrable (fun x ↦ f x*gaussianPDFReal 0 1 x) := by - simpa only [mul_comm] using density_mul_integrable hfi - have hibp := integral_mul_deriv_eq_deriv_mul_of_integrable - (u := f) (v := gaussianPDFReal 0 1) (u' := f') (v' := fun x ↦ -x*gaussianPDFReal 0 1 x) - (fun x _ ↦ hf x) (fun x _ ↦ density_hasDerivAt x) hi1 hi2 hi3 - have hb : (∫ x, f x*(-x*gaussianPDFReal 0 1 x)) = - -(∫ x, gaussianPDFReal 0 1 x*(x*f x)) := by - rw [← integral_neg] - apply integral_congr_ae - exact Eventually.of_forall (fun x ↦ by ring) - rw [hb] at hibp - have he : (∫ x, gaussianPDFReal 0 1 x*(x*f x)) = - ∫ x, gaussianPDFReal 0 1 x*f' x := by - exact neg_injective hibp |>.trans (by congr 1; funext x; ring) - simpa only [standardGaussian,integral_gaussianReal_eq_integral_smul (by norm_num : (1 : ℝ≥0) ≠ 0), - smul_eq_mul] using he - -lemma gaussian_coordinate_integrable {ι : Type*} [Fintype ι] (i : ι) : - Integrable (fun z : ι → ℝ ↦ z i) (gaussianProduct ι) := by - exact ((measurePreserving_eval (fun _ : ι ↦ standardGaussian) i).integrable_comp - standardGaussian_integrable_id.aestronglyMeasurable).mpr standardGaussian_integrable_id - -lemma gaussian_pi_stein_bounded {n : ℕ} (i : Fin n) {f f' : (Fin n → ℝ) → ℝ} {C D : ℝ} - (hf : Continuous f) (hf' : Continuous f') - (hd : ∀ z, HasDerivAt (fun x ↦ f (Function.update z i x)) (f' z) (z i)) - (hC : ∀ z, |f z| ≤ C) (hD : ∀ z, |f' z| ≤ D) : - (∫ z, z i*f z ∂gaussianProduct (Fin n)) = ∫ z, f' z ∂gaussianProduct (Fin n) := by - cases n with - | zero => exact Fin.elim0 i - | succ n => - let e := MeasurableEquiv.piFinSuccAbove (fun _ : Fin (n+1) ↦ ℝ) i - have he : MeasurePreserving e.symm (standardGaussian.prod (gaussianProduct (Fin n))) - (gaussianProduct (Fin (n+1))) := - (measurePreserving_piFinSuccAbove (fun _ : Fin (n+1) ↦ standardGaussian) i).symm - have hi : Integrable (fun z : Fin (n+1) → ℝ ↦ z i*f z) (gaussianProduct (Fin (n+1))) := - (gaussian_coordinate_integrable i).mul_bdd hf.aestronglyMeasurable - (Eventually.of_forall (fun z ↦ (Real.norm_eq_abs _).trans_le (hC z))) - have hi' : Integrable f' (gaussianProduct (Fin (n+1))) := - Integrable.of_bound hf'.aestronglyMeasurable D - (Eventually.of_forall (fun z ↦ (Real.norm_eq_abs _).trans_le (hD z))) - have hip : Integrable (fun p ↦ e.symm p i * f (e.symm p)) - (standardGaussian.prod (gaussianProduct (Fin n))) := (he.integrable_comp hi.aestronglyMeasurable).mpr hi - have hi'p : Integrable (fun p ↦ f' (e.symm p)) - (standardGaussian.prod (gaussianProduct (Fin n))) := (he.integrable_comp hi'.aestronglyMeasurable).mpr hi' - rw [← he.integral_comp' (fun z ↦ z i*f z), ← he.integral_comp' f', - integral_prod _ hip, integral_prod _ hi'p, - integral_integral_swap (f := fun x y ↦ e.symm (x,y) i * f (e.symm (x,y))) hip, - integral_integral_swap (f := fun x y ↦ f' (e.symm (x,y))) hi'p] - apply integral_congr_ae - apply Eventually.of_forall - intro y - simp only [e, MeasurableEquiv.piFinSuccAbove_symm_apply,Fin.insertNthEquiv,Equiv.coe_fn_mk,Fin.insertNth_apply_same] - change (∫ x, x*f (i.insertNth (α := fun _ : Fin (n+1) ↦ ℝ) x y) ∂standardGaussian) = - ∫ x, f' (i.insertNth (α := fun _ : Fin (n+1) ↦ ℝ) x y) ∂standardGaussian - have hmeas : Measurable (fun x : ℝ ↦ i.insertNth (α := fun _ : Fin (n+1) ↦ ℝ) x y) := by - exact e.symm.measurable.comp (measurable_id.prodMk measurable_const) - apply gaussian_stein_bounded (f' := fun x ↦ f' (i.insertNth (α := fun _ : Fin (n+1) ↦ ℝ) x y)) - · intro x - simpa only [Fin.update_insertNth,Fin.insertNth_apply_same] using hd (i.insertNth (α := fun _ : Fin (n+1) ↦ ℝ) x y) - · exact (hf'.measurable.comp hmeas).aestronglyMeasurable - · exact fun x ↦ hC _ - · exact fun x ↦ hD _ - -noncomputable def partition {ι : Type*} [Fintype ι] (x : ι → ℝ) : ℝ := - ∑ i, Real.exp (x i) - -noncomputable def gibbsWeight {ι : Type*} [Fintype ι] (x : ι → ℝ) (i : ι) : ℝ := - Real.exp (x i) / partition x - -noncomputable def logPartition {ι : Type*} [Fintype ι] (x : ι → ℝ) : ℝ := - Real.log (partition x) - -lemma partition_pos {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) : 0 < partition x := by - exact Finset.sum_pos (fun i _ ↦ Real.exp_pos _) Finset.univ_nonempty - -lemma gibbsWeight_nonneg {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) (i : ι) : - 0 ≤ gibbsWeight x i := le_of_lt (div_pos (Real.exp_pos _) (partition_pos x)) - -lemma sum_gibbsWeight {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) : - ∑ i, gibbsWeight x i = 1 := by - simp only [gibbsWeight,← Finset.sum_div] - change partition x / partition x = 1 - exact div_self (ne_of_gt (partition_pos x)) - -lemma gibbsWeight_le_one {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) (i : ι) : - gibbsWeight x i ≤ 1 := by - calc - _ ≤ ∑ j, gibbsWeight x j := Finset.single_le_sum (fun j _ ↦ gibbsWeight_nonneg x j) (Finset.mem_univ i) - _ = 1 := sum_gibbsWeight x - -lemma continuous_partition {ι : Type*} [Fintype ι] : Continuous (@partition ι _) := by - unfold partition - fun_prop - -lemma continuous_gibbsWeight {ι : Type*} [Fintype ι] [Nonempty ι] (i : ι) : - Continuous (fun x : ι → ℝ ↦ gibbsWeight x i) := by - exact (Real.continuous_exp.comp (continuous_apply i)).div continuous_partition (fun x ↦ ne_of_gt (partition_pos x)) - -lemma hasDerivAt_partition {ι : Type*} [Fintype ι] {x : ℝ → ι → ℝ} {v : ι → ℝ} {t : ℝ} - (h : ∀ i, HasDerivAt (fun s ↦ x s i) (v i) t) : - HasDerivAt (fun s ↦ partition (x s)) (∑ i, Real.exp (x t i)*v i) t := by - simpa only [partition,Finset.sum_apply] using (HasDerivAt.fun_sum (u := Finset.univ) (fun i _ ↦ (h i).exp)) - -lemma hasDerivAt_logPartition {ι : Type*} [Fintype ι] [Nonempty ι] - {x : ℝ → ι → ℝ} {v : ι → ℝ} {t : ℝ} - (h : ∀ i, HasDerivAt (fun s ↦ x s i) (v i) t) : - HasDerivAt (fun s ↦ logPartition (x s)) (∑ i, gibbsWeight (x t) i*v i) t := by - convert (hasDerivAt_partition h).log (ne_of_gt (partition_pos _)) using 1 <;> try rfl - simp only [gibbsWeight,Finset.sum_div,mul_div_assoc] - apply Finset.sum_congr rfl - intro i _ - ring - -lemma hasDerivAt_gibbsWeight {ι : Type*} [Fintype ι] [Nonempty ι] - {x : ℝ → ι → ℝ} {v : ι → ℝ} {t : ℝ} - (h : ∀ i, HasDerivAt (fun s ↦ x s i) (v i) t) (i : ι) : - HasDerivAt (fun s ↦ gibbsWeight (x s) i) - (gibbsWeight (x t) i*(v i-∑ j, gibbsWeight (x t) j*v j)) t := by - convert (h i).exp.div (hasDerivAt_partition h) (ne_of_gt (partition_pos _)) using 1 <;> try rfl - simp only [gibbsWeight] - rw [show (∑ j, Real.exp (x t j)/partition (x t)*v j) = - (∑ j, Real.exp (x t j)*v j)/partition (x t) by - rw [Finset.sum_div]; apply Finset.sum_congr rfl; intro j _; ring] - field_simp [ne_of_gt (partition_pos (x t))] - -lemma abs_gibbsMean_le {ι : Type*} [Fintype ι] [Nonempty ι] (x v : ι → ℝ) {C : ℝ} - (hC : ∀ i, |v i| ≤ C) : |∑ i, gibbsWeight x i*v i| ≤ C := by - calc - _ ≤ ∑ i, |gibbsWeight x i*v i| := Finset.abs_sum_le_sum_abs _ _ - _ = ∑ i, gibbsWeight x i*|v i| := by simp only [abs_mul,abs_of_nonneg (gibbsWeight_nonneg _ _)] - _ ≤ ∑ i, gibbsWeight x i*C := Finset.sum_le_sum (fun i _ ↦ mul_le_mul_of_nonneg_left (hC i) (gibbsWeight_nonneg _ _)) - _ = C := by rw [← Finset.sum_mul,sum_gibbsWeight,one_mul] - -noncomputable def linearProcess {ι κ : Type*} [Fintype κ] (c : ι → κ → ℝ) (z : κ → ℝ) (i : ι) : ℝ := - ∑ k, c i k*z k - -lemma continuous_linearProcess {ι κ : Type*} [Fintype κ] (c : ι → κ → ℝ) : - Continuous (linearProcess c) := by - unfold linearProcess - fun_prop - -lemma hasDerivAt_linearProcess_update {ι κ : Type*} [Fintype κ] [DecidableEq κ] - (c : ι → κ → ℝ) (z : κ → ℝ) (i : ι) (k : κ) : - HasDerivAt (fun x ↦ linearProcess c (Function.update z k x) i) (c i k) (z k) := by - have h : ∀ j, HasDerivAt (fun x ↦ c i j * Function.update z k x j) - (if j=k then c i k else 0) (z k) := by - intro j - by_cases hj : j=k - · subst j - simpa only [Function.update_self,ite_true,mul_one,id_eq] using (hasDerivAt_id (z k)).const_mul (c i k) - · simpa only [Function.update_of_ne hj,ite_eq_right hj] using hasDerivAt_const (z k) (c i j*z j) - simpa only [linearProcess,Finset.sum_apply,Finset.sum_ite_eq',Finset.mem_univ,ite_true] - using HasDerivAt.fun_sum (u := Finset.univ) (fun j _ ↦ h j) - -lemma continuous_linear_gibbsWeight {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] - (c : ι → κ → ℝ) (i : ι) : Continuous (fun z ↦ gibbsWeight (linearProcess c z) i) := - (continuous_gibbsWeight i).comp (continuous_linearProcess c) - -lemma integrable_linear_gibbsWeight {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] - (c : ι → κ → ℝ) (i : ι) : Integrable (fun z ↦ gibbsWeight (linearProcess c z) i) (gaussianProduct κ) := by - apply Integrable.of_bound (continuous_linear_gibbsWeight c i).aestronglyMeasurable 1 - exact Eventually.of_forall (fun z ↦ by rw [Real.norm_eq_abs,abs_of_nonneg (gibbsWeight_nonneg _ _)]; exact gibbsWeight_le_one _ _) - -lemma coordinate_gibbsWeight_integrable {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] - (c : ι → κ → ℝ) (i : ι) (k : κ) : - Integrable (fun z ↦ z k*gibbsWeight (linearProcess c z) i) (gaussianProduct κ) := by - apply (gaussian_coordinate_integrable k).mul_bdd (continuous_linear_gibbsWeight c i).aestronglyMeasurable - exact Eventually.of_forall (fun z ↦ by rw [Real.norm_eq_abs,abs_of_nonneg (gibbsWeight_nonneg _ _)]; exact gibbsWeight_le_one _ _) - -lemma gaussian_coordinate_gibbsWeight {ι : Type*} [Fintype ι] [Nonempty ι] - {n : ℕ} (c : ι → Fin n → ℝ) (i : ι) (k : Fin n) : - (∫ z, z k*gibbsWeight (linearProcess c z) i ∂gaussianProduct (Fin n)) = - ∫ z, gibbsWeight (linearProcess c z) i * - (c i k - ∑ j, gibbsWeight (linearProcess c z) j*c j k) ∂gaussianProduct (Fin n) := by - apply gaussian_pi_stein_bounded k (C := 1) (D := 2*∑ j, |c j k|) - · exact continuous_linear_gibbsWeight c i - · apply Continuous.mul (continuous_linear_gibbsWeight c i) - apply continuous_const.sub - exact continuous_finsetSum _ (fun j _ ↦ (continuous_linear_gibbsWeight c j).mul continuous_const) - · intro z - simpa only [Function.update_eq_self] using - hasDerivAt_gibbsWeight (fun j ↦ hasDerivAt_linearProcess_update c z j k) i - · intro z - rw [abs_of_nonneg (gibbsWeight_nonneg _ _)] - exact gibbsWeight_le_one _ _ - · intro z - have hsum : ∀ j, |c j k| ≤ ∑ l, |c l k| := fun j ↦ - Finset.single_le_sum (f := fun l ↦ |c l k|) (fun l _ ↦ abs_nonneg _) (Finset.mem_univ j) - calc - _ = gibbsWeight (linearProcess c z) i * |c i k-∑ j, gibbsWeight (linearProcess c z) j*c j k| := by - rw [abs_mul,abs_of_nonneg (gibbsWeight_nonneg _ _)] - _ ≤ |c i k-∑ j, gibbsWeight (linearProcess c z) j*c j k| := - mul_le_of_le_one_left (abs_nonneg _) (gibbsWeight_le_one _ _) - _ ≤ |c i k| + |∑ j, gibbsWeight (linearProcess c z) j*c j k| := abs_sub _ _ - _ ≤ (∑ j, |c j k|) + (∑ j, |c j k|) := add_le_add (hsum i) (abs_gibbsMean_le _ _ hsum) - _ = _ := by ring - -lemma le_logPartition {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) (i : ι) : - x i ≤ logPartition x := by - apply (Real.le_log_iff_exp_le (partition_pos x)).mpr - exact Finset.single_le_sum (fun j _ ↦ (Real.exp_pos _).le) (Finset.mem_univ i) - -lemma logPartition_le {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) {C : ℝ} - (h : ∀ i, x i ≤ C) : logPartition x ≤ Real.log (Fintype.card ι) + C := by - have hc : (0 : ℝ) < Fintype.card ι := Nat.cast_pos.mpr Fintype.card_pos - calc - logPartition x ≤ Real.log ((Fintype.card ι : ℝ)*Real.exp C) := by - apply Real.log_le_log (partition_pos x) - calc - partition x ≤ ∑ _ : ι, Real.exp C := Finset.sum_le_sum (fun i _ ↦ Real.exp_le_exp.mpr (h i)) - _ = _ := by simp - _ = _ := by rw [Real.log_mul (ne_of_gt hc) (Real.exp_ne_zero _),Real.log_exp] - -lemma abs_logPartition_le {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) : - |logPartition x| ≤ |Real.log (Fintype.card ι)| + ∑ i, |x i| := by - have hsum : ∀ i, |x i| ≤ ∑ j, |x j| := fun i ↦ - Finset.single_le_sum (f := fun j ↦ |x j|) (fun j _ ↦ abs_nonneg _) (Finset.mem_univ i) - have hu := logPartition_le x (fun i ↦ (le_abs_self _).trans (hsum i)) - obtain ⟨i⟩ := ‹Nonempty ι› - have hl := le_logPartition x i - have hx := neg_abs_le (x i) - have hxi := hsum i - rw [abs_le] - constructor <;> linarith [le_abs_self (Real.log (Fintype.card ι)),abs_nonneg (Real.log (Fintype.card ι))] - -lemma continuous_logPartition {ι : Type*} [Fintype ι] [Nonempty ι] : - Continuous (@logPartition ι _) := - continuous_partition.log (fun x ↦ ne_of_gt (partition_pos x)) - -lemma linearProcess_integrable {ι κ : Type*} [Fintype κ] (c : ι → κ → ℝ) (i : ι) : - Integrable (fun z ↦ linearProcess c z i) (gaussianProduct κ) := - integrable_finsetSum _ (fun k _ ↦ (gaussian_coordinate_integrable k).const_mul (c i k)) - -lemma logPartition_integrable {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] - (c : ι → κ → ℝ) : Integrable (fun z ↦ logPartition (linearProcess c z)) (gaussianProduct κ) := by - have hb := (integrable_const (|Real.log (Fintype.card ι)| : ℝ)).add - (integrable_finsetSum Finset.univ (fun i _ ↦ (linearProcess_integrable c i).abs)) - apply hb.mono' ((continuous_logPartition.comp (continuous_linearProcess c)).aestronglyMeasurable) - exact Eventually.of_forall (fun z ↦ by simpa only [Real.norm_eq_abs,Function.comp_def,Pi.add_apply] using abs_logPartition_le (linearProcess c z)) - -lemma gibbsWeight_mul_integrable {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] - (c : ι → κ → ℝ) (i : ι) {f : (κ → ℝ) → ℝ} (hi : Integrable f (gaussianProduct κ)) : - Integrable (fun z ↦ gibbsWeight (linearProcess c z) i*f z) (gaussianProduct κ) := by - simpa only [mul_comm] using hi.mul_bdd (continuous_linear_gibbsWeight c i).aestronglyMeasurable - (Eventually.of_forall (fun z ↦ by rw [Real.norm_eq_abs,abs_of_nonneg (gibbsWeight_nonneg _ _)]; exact gibbsWeight_le_one _ _)) - -lemma gaussian_linear_gibbsWeight {ι : Type*} [Fintype ι] [Nonempty ι] - {n : ℕ} (c d : ι → Fin n → ℝ) (i : ι) : - (∫ z, gibbsWeight (linearProcess c z) i * linearProcess d z i ∂gaussianProduct (Fin n)) = - ∫ z, gibbsWeight (linearProcess c z) i * - ((∑ k, d i k*c i k) - ∑ j, gibbsWeight (linearProcess c z) j*(∑ k, d i k*c j k)) - ∂gaussianProduct (Fin n) := by - have hid : ∀ k, Integrable (fun z ↦ d i k * (z k*gibbsWeight (linearProcess c z) i)) - (gaussianProduct (Fin n)) := fun k ↦ (coordinate_gibbsWeight_integrable c i k).const_mul _ - have hic : ∀ k, Integrable (fun z ↦ d i k * (gibbsWeight (linearProcess c z) i * - (c i k - ∑ j, gibbsWeight (linearProcess c z) j*c j k))) (gaussianProduct (Fin n)) := by - intro k - apply Integrable.const_mul - apply gibbsWeight_mul_integrable - exact (integrable_const _).sub (integrable_finsetSum Finset.univ - (fun j _ ↦ (integrable_linear_gibbsWeight c j).mul_const _)) - calc - _ = ∫ z, ∑ k, d i k*(z k*gibbsWeight (linearProcess c z) i) ∂gaussianProduct (Fin n) := by - apply integral_congr_ae - exact Eventually.of_forall (fun z ↦ by simp only [linearProcess,Finset.mul_sum]; apply Finset.sum_congr rfl; intro k _; ring) - _ = ∑ k, d i k * (∫ z, z k*gibbsWeight (linearProcess c z) i ∂gaussianProduct (Fin n)) := by - rw [integral_finsetSum Finset.univ (fun k _ ↦ hid k)] - simp only [integral_const_mul] - _ = ∑ k, d i k * (∫ z, gibbsWeight (linearProcess c z) i * - (c i k-∑ j, gibbsWeight (linearProcess c z) j*c j k) ∂gaussianProduct (Fin n)) := by - simp only [gaussian_coordinate_gibbsWeight] - _ = ∫ z, ∑ k, d i k * (gibbsWeight (linearProcess c z) i * - (c i k-∑ j, gibbsWeight (linearProcess c z) j*c j k)) ∂gaussianProduct (Fin n) := by - rw [integral_finsetSum Finset.univ (fun k _ ↦ hic k)] - simp only [integral_const_mul] - _ = _ := by - apply integral_congr_ae - apply Eventually.of_forall - intro z - simp only [mul_sub,Finset.sum_sub_distrib,Finset.mul_sum] - congr 1 - · apply Finset.sum_congr rfl; intro k _; ring - · rw [Finset.sum_comm] - apply Finset.sum_congr rfl; intro j _ - apply Finset.sum_congr rfl; intro k _; ring - -lemma weighted_covariance_pairs {ι : Type*} [Fintype ι] (p : ι → ℝ) (D : ι → ι → ℝ) - (hp : ∑ i, p i = 1) : - ∑ i, p i*(D i i-∑ j, p j*D i j) = - (1/2 : ℝ)*∑ i, ∑ j, p i*p j*(D i i+D j j-D i j-D j i) := by - have h1 : (∑ i, ∑ j, p i*p j*D i i) = ∑ i, p i*D i i := by - apply Finset.sum_congr rfl - intro i _ - calc - _ = p i*D i i*∑ j, p j := by rw [Finset.mul_sum]; apply Finset.sum_congr rfl; intro j _; ring - _ = _ := by rw [hp,mul_one] - have h2 : (∑ i, ∑ j, p i*p j*D j j) = ∑ j, p j*D j j := by - rw [Finset.sum_comm] - apply Finset.sum_congr rfl - intro j _ - calc - _ = (∑ i, p i)*(p j*D j j) := by rw [Finset.sum_mul]; apply Finset.sum_congr rfl; intro i _; ring - _ = _ := by rw [hp,one_mul] - have h3 : (∑ i, ∑ j, p i*p j*D j i) = ∑ i, ∑ j, p i*p j*D i j := by - rw [Finset.sum_comm] - apply Finset.sum_congr rfl; intro i _ - apply Finset.sum_congr rfl; intro j _; ring - have hl : (∑ i, p i*(D i i-∑ j, p j*D i j)) = - (∑ i, p i*D i i) - ∑ i, ∑ j, p i*p j*D i j := by - simp only [mul_sub,Finset.sum_sub_distrib,Finset.mul_sum,mul_assoc] - have hr : (∑ i, ∑ j, p i*p j*(D i i+D j j-D i j-D j i)) = - 2*(∑ i, p i*D i i)-2*(∑ i, ∑ j, p i*p j*D i j) := by - simp only [mul_sub,mul_add,Finset.sum_sub_distrib,Finset.sum_add_distrib] - rw [h1,h2,h3] - ring - rw [hl,hr] - ring - -end SKValueG -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Evolution.BoundedSmooth + +namespace OAI + +section + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal ENNReal BigOperators +namespace SKValueG + +noncomputable def standardGaussian : Measure ℝ := gaussianReal 0 1 +noncomputable def gaussianProduct (ι : Type*) [Fintype ι] : Measure (ι → ℝ) := + Measure.pi (fun _ : ι ↦ standardGaussian) + +instance : IsProbabilityMeasure standardGaussian := by unfold standardGaussian; infer_instance +instance {ι : Type*} [Fintype ι] : IsProbabilityMeasure (gaussianProduct ι) := by + unfold gaussianProduct; infer_instance + +lemma density_hasDerivAt (x : ℝ) : + HasDerivAt (gaussianPDFReal 0 1) (-x*gaussianPDFReal 0 1 x) x := by + have h1 : HasDerivAt (fun y : ℝ ↦ -y^2/2) (-x) x := by + have hh := ((hasDerivAt_id x).pow 2).neg.div_const (2 : ℝ) + simpa only [Pi.pow_def,Pi.neg_def,id_eq,pow_one,show (2 : ℕ)-1=1 from rfl, + Nat.cast_ofNat,mul_one,neg_div,mul_div_cancel_left₀ _ (by norm_num : (2 : ℝ) ≠ 0)] using hh + have hd := h1.exp.const_mul ((Real.sqrt (2*Real.pi))⁻¹) + convert hd using 1 <;> try rfl + · funext y + simp only [gaussianPDFReal,NNReal.coe_one,mul_one,sub_zero] + · simp only [gaussianPDFReal,NNReal.coe_one,mul_one,sub_zero] + ring + +lemma density_mul_integrable {f : ℝ → ℝ} (hf : Integrable f standardGaussian) : + Integrable (fun x ↦ gaussianPDFReal 0 1 x*f x) := by + rw [standardGaussian,gaussianReal_of_var_ne_zero _ (by norm_num)] at hf + have hh := (integrable_withDensity_iff_integrable_smul' + (measurable_gaussianPDF 0 1) (Eventually.of_forall (fun x ↦ gaussianPDF_lt_top (μ := 0) (v := 1) (x := x)))).mp hf + simpa only [toReal_gaussianPDF,smul_eq_mul] using hh + +lemma standardGaussian_integrable_id : Integrable (fun x : ℝ ↦ x) standardGaussian := by + have hh := (memLp_id_gaussianReal' (μ := (0 : ℝ)) (v := (1 : ℝ≥0)) (1 : ℝ≥0∞) (by norm_num)) + exact hh.integrable (by norm_num) + +lemma gaussian_stein_bounded {f f' : ℝ → ℝ} {C D : ℝ} + (hf : ∀ x, HasDerivAt f (f' x) x) (hm : AEStronglyMeasurable f' standardGaussian) + (hC : ∀ x, |f x|≤C) (hD : ∀ x, |f' x|≤D) : + (∫ x, x*f x ∂standardGaussian) = ∫ x, f' x ∂standardGaussian := by + have hfm : Continuous f := continuous_iff_continuousAt.mpr (fun x ↦ (hf x).continuousAt) + have hfi : Integrable f standardGaussian := Integrable.of_bound hfm.aestronglyMeasurable C + (Eventually.of_forall (fun x ↦ (Real.norm_eq_abs _).trans_le (hC x))) + have hf'i : Integrable f' standardGaussian := Integrable.of_bound hm D + (Eventually.of_forall (fun x ↦ (Real.norm_eq_abs _).trans_le (hD x))) + have hxfi : Integrable (fun x ↦ x*f x) standardGaussian := + standardGaussian_integrable_id.mul_bdd hfm.aestronglyMeasurable + (Eventually.of_forall (fun x ↦ (Real.norm_eq_abs _).trans_le (hC x))) + have hi1 : Integrable (fun x ↦ f x*(-x*gaussianPDFReal 0 1 x)) := by + convert (density_mul_integrable hxfi).neg using 1 + ext x + simp only [Pi.neg_apply] + ring + have hi2 : Integrable (fun x ↦ f' x*gaussianPDFReal 0 1 x) := by + simpa only [mul_comm] using density_mul_integrable hf'i + have hi3 : Integrable (fun x ↦ f x*gaussianPDFReal 0 1 x) := by + simpa only [mul_comm] using density_mul_integrable hfi + have hibp := integral_mul_deriv_eq_deriv_mul_of_integrable + (u := f) (v := gaussianPDFReal 0 1) (u' := f') (v' := fun x ↦ -x*gaussianPDFReal 0 1 x) + (fun x _ ↦ hf x) (fun x _ ↦ density_hasDerivAt x) hi1 hi2 hi3 + have hb : (∫ x, f x*(-x*gaussianPDFReal 0 1 x)) = + -(∫ x, gaussianPDFReal 0 1 x*(x*f x)) := by + rw [← integral_neg] + apply integral_congr_ae + exact Eventually.of_forall (fun x ↦ by ring) + rw [hb] at hibp + have he : (∫ x, gaussianPDFReal 0 1 x*(x*f x)) = + ∫ x, gaussianPDFReal 0 1 x*f' x := by + exact neg_injective hibp |>.trans (by congr 1; funext x; ring) + simpa only [standardGaussian,integral_gaussianReal_eq_integral_smul (by norm_num : (1 : ℝ≥0) ≠ 0), + smul_eq_mul] using he + +lemma gaussian_coordinate_integrable {ι : Type*} [Fintype ι] (i : ι) : + Integrable (fun z : ι → ℝ ↦ z i) (gaussianProduct ι) := by + exact ((measurePreserving_eval (fun _ : ι ↦ standardGaussian) i).integrable_comp + standardGaussian_integrable_id.aestronglyMeasurable).mpr standardGaussian_integrable_id + +lemma gaussian_pi_stein_bounded {n : ℕ} (i : Fin n) {f f' : (Fin n → ℝ) → ℝ} {C D : ℝ} + (hf : Continuous f) (hf' : Continuous f') + (hd : ∀ z, HasDerivAt (fun x ↦ f (Function.update z i x)) (f' z) (z i)) + (hC : ∀ z, |f z| ≤ C) (hD : ∀ z, |f' z| ≤ D) : + (∫ z, z i*f z ∂gaussianProduct (Fin n)) = ∫ z, f' z ∂gaussianProduct (Fin n) := by + cases n with + | zero => exact Fin.elim0 i + | succ n => + let e := MeasurableEquiv.piFinSuccAbove (fun _ : Fin (n+1) ↦ ℝ) i + have he : MeasurePreserving e.symm (standardGaussian.prod (gaussianProduct (Fin n))) + (gaussianProduct (Fin (n+1))) := + (measurePreserving_piFinSuccAbove (fun _ : Fin (n+1) ↦ standardGaussian) i).symm + have hi : Integrable (fun z : Fin (n+1) → ℝ ↦ z i*f z) (gaussianProduct (Fin (n+1))) := + (gaussian_coordinate_integrable i).mul_bdd hf.aestronglyMeasurable + (Eventually.of_forall (fun z ↦ (Real.norm_eq_abs _).trans_le (hC z))) + have hi' : Integrable f' (gaussianProduct (Fin (n+1))) := + Integrable.of_bound hf'.aestronglyMeasurable D + (Eventually.of_forall (fun z ↦ (Real.norm_eq_abs _).trans_le (hD z))) + have hip : Integrable (fun p ↦ e.symm p i * f (e.symm p)) + (standardGaussian.prod (gaussianProduct (Fin n))) := (he.integrable_comp hi.aestronglyMeasurable).mpr hi + have hi'p : Integrable (fun p ↦ f' (e.symm p)) + (standardGaussian.prod (gaussianProduct (Fin n))) := (he.integrable_comp hi'.aestronglyMeasurable).mpr hi' + rw [← he.integral_comp' (fun z ↦ z i*f z), ← he.integral_comp' f', + integral_prod _ hip, integral_prod _ hi'p, + integral_integral_swap (f := fun x y ↦ e.symm (x,y) i * f (e.symm (x,y))) hip, + integral_integral_swap (f := fun x y ↦ f' (e.symm (x,y))) hi'p] + apply integral_congr_ae + apply Eventually.of_forall + intro y + simp only [e, MeasurableEquiv.piFinSuccAbove_symm_apply,Fin.insertNthEquiv,Equiv.coe_fn_mk,Fin.insertNth_apply_same] + change (∫ x, x*f (i.insertNth (α := fun _ : Fin (n+1) ↦ ℝ) x y) ∂standardGaussian) = + ∫ x, f' (i.insertNth (α := fun _ : Fin (n+1) ↦ ℝ) x y) ∂standardGaussian + have hmeas : Measurable (fun x : ℝ ↦ i.insertNth (α := fun _ : Fin (n+1) ↦ ℝ) x y) := by + exact e.symm.measurable.comp (measurable_id.prodMk measurable_const) + apply gaussian_stein_bounded (f' := fun x ↦ f' (i.insertNth (α := fun _ : Fin (n+1) ↦ ℝ) x y)) + · intro x + simpa only [Fin.update_insertNth,Fin.insertNth_apply_same] using hd (i.insertNth (α := fun _ : Fin (n+1) ↦ ℝ) x y) + · exact (hf'.measurable.comp hmeas).aestronglyMeasurable + · exact fun x ↦ hC _ + · exact fun x ↦ hD _ + +noncomputable def partition {ι : Type*} [Fintype ι] (x : ι → ℝ) : ℝ := + ∑ i, Real.exp (x i) + +noncomputable def gibbsWeight {ι : Type*} [Fintype ι] (x : ι → ℝ) (i : ι) : ℝ := + Real.exp (x i) / partition x + +noncomputable def logPartition {ι : Type*} [Fintype ι] (x : ι → ℝ) : ℝ := + Real.log (partition x) + +lemma partition_pos {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) : 0 < partition x := by + exact Finset.sum_pos (fun i _ ↦ Real.exp_pos _) Finset.univ_nonempty + +lemma gibbsWeight_nonneg {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) (i : ι) : + 0 ≤ gibbsWeight x i := le_of_lt (div_pos (Real.exp_pos _) (partition_pos x)) + +lemma sum_gibbsWeight {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) : + ∑ i, gibbsWeight x i = 1 := by + simp only [gibbsWeight,← Finset.sum_div] + change partition x / partition x = 1 + exact div_self (ne_of_gt (partition_pos x)) + +lemma gibbsWeight_le_one {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) (i : ι) : + gibbsWeight x i ≤ 1 := by + calc + _ ≤ ∑ j, gibbsWeight x j := Finset.single_le_sum (fun j _ ↦ gibbsWeight_nonneg x j) (Finset.mem_univ i) + _ = 1 := sum_gibbsWeight x + +lemma continuous_partition {ι : Type*} [Fintype ι] : Continuous (@partition ι _) := by + unfold partition + fun_prop + +lemma continuous_gibbsWeight {ι : Type*} [Fintype ι] [Nonempty ι] (i : ι) : + Continuous (fun x : ι → ℝ ↦ gibbsWeight x i) := by + exact (Real.continuous_exp.comp (continuous_apply i)).div continuous_partition (fun x ↦ ne_of_gt (partition_pos x)) + +lemma hasDerivAt_partition {ι : Type*} [Fintype ι] {x : ℝ → ι → ℝ} {v : ι → ℝ} {t : ℝ} + (h : ∀ i, HasDerivAt (fun s ↦ x s i) (v i) t) : + HasDerivAt (fun s ↦ partition (x s)) (∑ i, Real.exp (x t i)*v i) t := by + simpa only [partition,Finset.sum_apply] using (HasDerivAt.fun_sum (u := Finset.univ) (fun i _ ↦ (h i).exp)) + +lemma hasDerivAt_logPartition {ι : Type*} [Fintype ι] [Nonempty ι] + {x : ℝ → ι → ℝ} {v : ι → ℝ} {t : ℝ} + (h : ∀ i, HasDerivAt (fun s ↦ x s i) (v i) t) : + HasDerivAt (fun s ↦ logPartition (x s)) (∑ i, gibbsWeight (x t) i*v i) t := by + convert (hasDerivAt_partition h).log (ne_of_gt (partition_pos _)) using 1 <;> try rfl + simp only [gibbsWeight,Finset.sum_div,mul_div_assoc] + apply Finset.sum_congr rfl + intro i _ + ring + +lemma hasDerivAt_gibbsWeight {ι : Type*} [Fintype ι] [Nonempty ι] + {x : ℝ → ι → ℝ} {v : ι → ℝ} {t : ℝ} + (h : ∀ i, HasDerivAt (fun s ↦ x s i) (v i) t) (i : ι) : + HasDerivAt (fun s ↦ gibbsWeight (x s) i) + (gibbsWeight (x t) i*(v i-∑ j, gibbsWeight (x t) j*v j)) t := by + convert (h i).exp.div (hasDerivAt_partition h) (ne_of_gt (partition_pos _)) using 1 <;> try rfl + simp only [gibbsWeight] + rw [show (∑ j, Real.exp (x t j)/partition (x t)*v j) = + (∑ j, Real.exp (x t j)*v j)/partition (x t) by + rw [Finset.sum_div]; apply Finset.sum_congr rfl; intro j _; ring] + field_simp [ne_of_gt (partition_pos (x t))] + +lemma abs_gibbsMean_le {ι : Type*} [Fintype ι] [Nonempty ι] (x v : ι → ℝ) {C : ℝ} + (hC : ∀ i, |v i| ≤ C) : |∑ i, gibbsWeight x i*v i| ≤ C := by + calc + _ ≤ ∑ i, |gibbsWeight x i*v i| := Finset.abs_sum_le_sum_abs _ _ + _ = ∑ i, gibbsWeight x i*|v i| := by simp only [abs_mul,abs_of_nonneg (gibbsWeight_nonneg _ _)] + _ ≤ ∑ i, gibbsWeight x i*C := Finset.sum_le_sum (fun i _ ↦ mul_le_mul_of_nonneg_left (hC i) (gibbsWeight_nonneg _ _)) + _ = C := by rw [← Finset.sum_mul,sum_gibbsWeight,one_mul] + +noncomputable def linearProcess {ι κ : Type*} [Fintype κ] (c : ι → κ → ℝ) (z : κ → ℝ) (i : ι) : ℝ := + ∑ k, c i k*z k + +lemma continuous_linearProcess {ι κ : Type*} [Fintype κ] (c : ι → κ → ℝ) : + Continuous (linearProcess c) := by + unfold linearProcess + fun_prop + +lemma hasDerivAt_linearProcess_update {ι κ : Type*} [Fintype κ] [DecidableEq κ] + (c : ι → κ → ℝ) (z : κ → ℝ) (i : ι) (k : κ) : + HasDerivAt (fun x ↦ linearProcess c (Function.update z k x) i) (c i k) (z k) := by + have h : ∀ j, HasDerivAt (fun x ↦ c i j * Function.update z k x j) + (if j=k then c i k else 0) (z k) := by + intro j + by_cases hj : j=k + · subst j + simpa only [Function.update_self,ite_true,mul_one,id_eq] using (hasDerivAt_id (z k)).const_mul (c i k) + · simpa only [Function.update_of_ne hj,ite_eq_right hj] using hasDerivAt_const (z k) (c i j*z j) + simpa only [linearProcess,Finset.sum_apply,Finset.sum_ite_eq',Finset.mem_univ,ite_true] + using HasDerivAt.fun_sum (u := Finset.univ) (fun j _ ↦ h j) + +lemma continuous_linear_gibbsWeight {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] + (c : ι → κ → ℝ) (i : ι) : Continuous (fun z ↦ gibbsWeight (linearProcess c z) i) := + (continuous_gibbsWeight i).comp (continuous_linearProcess c) + +lemma integrable_linear_gibbsWeight {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] + (c : ι → κ → ℝ) (i : ι) : Integrable (fun z ↦ gibbsWeight (linearProcess c z) i) (gaussianProduct κ) := by + apply Integrable.of_bound (continuous_linear_gibbsWeight c i).aestronglyMeasurable 1 + exact Eventually.of_forall (fun z ↦ by rw [Real.norm_eq_abs,abs_of_nonneg (gibbsWeight_nonneg _ _)]; exact gibbsWeight_le_one _ _) + +lemma coordinate_gibbsWeight_integrable {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] + (c : ι → κ → ℝ) (i : ι) (k : κ) : + Integrable (fun z ↦ z k*gibbsWeight (linearProcess c z) i) (gaussianProduct κ) := by + apply (gaussian_coordinate_integrable k).mul_bdd (continuous_linear_gibbsWeight c i).aestronglyMeasurable + exact Eventually.of_forall (fun z ↦ by rw [Real.norm_eq_abs,abs_of_nonneg (gibbsWeight_nonneg _ _)]; exact gibbsWeight_le_one _ _) + +lemma gaussian_coordinate_gibbsWeight {ι : Type*} [Fintype ι] [Nonempty ι] + {n : ℕ} (c : ι → Fin n → ℝ) (i : ι) (k : Fin n) : + (∫ z, z k*gibbsWeight (linearProcess c z) i ∂gaussianProduct (Fin n)) = + ∫ z, gibbsWeight (linearProcess c z) i * + (c i k - ∑ j, gibbsWeight (linearProcess c z) j*c j k) ∂gaussianProduct (Fin n) := by + apply gaussian_pi_stein_bounded k (C := 1) (D := 2*∑ j, |c j k|) + · exact continuous_linear_gibbsWeight c i + · apply Continuous.mul (continuous_linear_gibbsWeight c i) + apply continuous_const.sub + exact continuous_finsetSum _ (fun j _ ↦ (continuous_linear_gibbsWeight c j).mul continuous_const) + · intro z + simpa only [Function.update_eq_self] using + hasDerivAt_gibbsWeight (fun j ↦ hasDerivAt_linearProcess_update c z j k) i + · intro z + rw [abs_of_nonneg (gibbsWeight_nonneg _ _)] + exact gibbsWeight_le_one _ _ + · intro z + have hsum : ∀ j, |c j k| ≤ ∑ l, |c l k| := fun j ↦ + Finset.single_le_sum (f := fun l ↦ |c l k|) (fun l _ ↦ abs_nonneg _) (Finset.mem_univ j) + calc + _ = gibbsWeight (linearProcess c z) i * |c i k-∑ j, gibbsWeight (linearProcess c z) j*c j k| := by + rw [abs_mul,abs_of_nonneg (gibbsWeight_nonneg _ _)] + _ ≤ |c i k-∑ j, gibbsWeight (linearProcess c z) j*c j k| := + mul_le_of_le_one_left (abs_nonneg _) (gibbsWeight_le_one _ _) + _ ≤ |c i k| + |∑ j, gibbsWeight (linearProcess c z) j*c j k| := abs_sub _ _ + _ ≤ (∑ j, |c j k|) + (∑ j, |c j k|) := add_le_add (hsum i) (abs_gibbsMean_le _ _ hsum) + _ = _ := by ring + +lemma le_logPartition {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) (i : ι) : + x i ≤ logPartition x := by + apply (Real.le_log_iff_exp_le (partition_pos x)).mpr + exact Finset.single_le_sum (fun j _ ↦ (Real.exp_pos _).le) (Finset.mem_univ i) + +lemma logPartition_le {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) {C : ℝ} + (h : ∀ i, x i ≤ C) : logPartition x ≤ Real.log (Fintype.card ι) + C := by + have hc : (0 : ℝ) < Fintype.card ι := Nat.cast_pos.mpr Fintype.card_pos + calc + logPartition x ≤ Real.log ((Fintype.card ι : ℝ)*Real.exp C) := by + apply Real.log_le_log (partition_pos x) + calc + partition x ≤ ∑ _ : ι, Real.exp C := Finset.sum_le_sum (fun i _ ↦ Real.exp_le_exp.mpr (h i)) + _ = _ := by simp + _ = _ := by rw [Real.log_mul (ne_of_gt hc) (Real.exp_ne_zero _),Real.log_exp] + +lemma abs_logPartition_le {ι : Type*} [Fintype ι] [Nonempty ι] (x : ι → ℝ) : + |logPartition x| ≤ |Real.log (Fintype.card ι)| + ∑ i, |x i| := by + have hsum : ∀ i, |x i| ≤ ∑ j, |x j| := fun i ↦ + Finset.single_le_sum (f := fun j ↦ |x j|) (fun j _ ↦ abs_nonneg _) (Finset.mem_univ i) + have hu := logPartition_le x (fun i ↦ (le_abs_self _).trans (hsum i)) + obtain ⟨i⟩ := ‹Nonempty ι› + have hl := le_logPartition x i + have hx := neg_abs_le (x i) + have hxi := hsum i + rw [abs_le] + constructor <;> linarith [le_abs_self (Real.log (Fintype.card ι)),abs_nonneg (Real.log (Fintype.card ι))] + +lemma continuous_logPartition {ι : Type*} [Fintype ι] [Nonempty ι] : + Continuous (@logPartition ι _) := + continuous_partition.log (fun x ↦ ne_of_gt (partition_pos x)) + +lemma linearProcess_integrable {ι κ : Type*} [Fintype κ] (c : ι → κ → ℝ) (i : ι) : + Integrable (fun z ↦ linearProcess c z i) (gaussianProduct κ) := + integrable_finsetSum _ (fun k _ ↦ (gaussian_coordinate_integrable k).const_mul (c i k)) + +lemma logPartition_integrable {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] + (c : ι → κ → ℝ) : Integrable (fun z ↦ logPartition (linearProcess c z)) (gaussianProduct κ) := by + have hb := (integrable_const (|Real.log (Fintype.card ι)| : ℝ)).add + (integrable_finsetSum Finset.univ (fun i _ ↦ (linearProcess_integrable c i).abs)) + apply hb.mono' ((continuous_logPartition.comp (continuous_linearProcess c)).aestronglyMeasurable) + exact Eventually.of_forall (fun z ↦ by simpa only [Real.norm_eq_abs,Function.comp_def,Pi.add_apply] using abs_logPartition_le (linearProcess c z)) + +lemma gibbsWeight_mul_integrable {ι κ : Type*} [Fintype ι] [Nonempty ι] [Fintype κ] + (c : ι → κ → ℝ) (i : ι) {f : (κ → ℝ) → ℝ} (hi : Integrable f (gaussianProduct κ)) : + Integrable (fun z ↦ gibbsWeight (linearProcess c z) i*f z) (gaussianProduct κ) := by + simpa only [mul_comm] using hi.mul_bdd (continuous_linear_gibbsWeight c i).aestronglyMeasurable + (Eventually.of_forall (fun z ↦ by rw [Real.norm_eq_abs,abs_of_nonneg (gibbsWeight_nonneg _ _)]; exact gibbsWeight_le_one _ _)) + +lemma gaussian_linear_gibbsWeight {ι : Type*} [Fintype ι] [Nonempty ι] + {n : ℕ} (c d : ι → Fin n → ℝ) (i : ι) : + (∫ z, gibbsWeight (linearProcess c z) i * linearProcess d z i ∂gaussianProduct (Fin n)) = + ∫ z, gibbsWeight (linearProcess c z) i * + ((∑ k, d i k*c i k) - ∑ j, gibbsWeight (linearProcess c z) j*(∑ k, d i k*c j k)) + ∂gaussianProduct (Fin n) := by + have hid : ∀ k, Integrable (fun z ↦ d i k * (z k*gibbsWeight (linearProcess c z) i)) + (gaussianProduct (Fin n)) := fun k ↦ (coordinate_gibbsWeight_integrable c i k).const_mul _ + have hic : ∀ k, Integrable (fun z ↦ d i k * (gibbsWeight (linearProcess c z) i * + (c i k - ∑ j, gibbsWeight (linearProcess c z) j*c j k))) (gaussianProduct (Fin n)) := by + intro k + apply Integrable.const_mul + apply gibbsWeight_mul_integrable + exact (integrable_const _).sub (integrable_finsetSum Finset.univ + (fun j _ ↦ (integrable_linear_gibbsWeight c j).mul_const _)) + calc + _ = ∫ z, ∑ k, d i k*(z k*gibbsWeight (linearProcess c z) i) ∂gaussianProduct (Fin n) := by + apply integral_congr_ae + exact Eventually.of_forall (fun z ↦ by simp only [linearProcess,Finset.mul_sum]; apply Finset.sum_congr rfl; intro k _; ring) + _ = ∑ k, d i k * (∫ z, z k*gibbsWeight (linearProcess c z) i ∂gaussianProduct (Fin n)) := by + rw [integral_finsetSum Finset.univ (fun k _ ↦ hid k)] + simp only [integral_const_mul] + _ = ∑ k, d i k * (∫ z, gibbsWeight (linearProcess c z) i * + (c i k-∑ j, gibbsWeight (linearProcess c z) j*c j k) ∂gaussianProduct (Fin n)) := by + simp only [gaussian_coordinate_gibbsWeight] + _ = ∫ z, ∑ k, d i k * (gibbsWeight (linearProcess c z) i * + (c i k-∑ j, gibbsWeight (linearProcess c z) j*c j k)) ∂gaussianProduct (Fin n) := by + rw [integral_finsetSum Finset.univ (fun k _ ↦ hic k)] + simp only [integral_const_mul] + _ = _ := by + apply integral_congr_ae + apply Eventually.of_forall + intro z + simp only [mul_sub,Finset.sum_sub_distrib,Finset.mul_sum] + congr 1 + · apply Finset.sum_congr rfl; intro k _; ring + · rw [Finset.sum_comm] + apply Finset.sum_congr rfl; intro j _ + apply Finset.sum_congr rfl; intro k _; ring + +lemma weighted_covariance_pairs {ι : Type*} [Fintype ι] (p : ι → ℝ) (D : ι → ι → ℝ) + (hp : ∑ i, p i = 1) : + ∑ i, p i*(D i i-∑ j, p j*D i j) = + (1/2 : ℝ)*∑ i, ∑ j, p i*p j*(D i i+D j j-D i j-D j i) := by + have h1 : (∑ i, ∑ j, p i*p j*D i i) = ∑ i, p i*D i i := by + apply Finset.sum_congr rfl + intro i _ + calc + _ = p i*D i i*∑ j, p j := by rw [Finset.mul_sum]; apply Finset.sum_congr rfl; intro j _; ring + _ = _ := by rw [hp,mul_one] + have h2 : (∑ i, ∑ j, p i*p j*D j j) = ∑ j, p j*D j j := by + rw [Finset.sum_comm] + apply Finset.sum_congr rfl + intro j _ + calc + _ = (∑ i, p i)*(p j*D j j) := by rw [Finset.sum_mul]; apply Finset.sum_congr rfl; intro i _; ring + _ = _ := by rw [hp,one_mul] + have h3 : (∑ i, ∑ j, p i*p j*D j i) = ∑ i, ∑ j, p i*p j*D i j := by + rw [Finset.sum_comm] + apply Finset.sum_congr rfl; intro i _ + apply Finset.sum_congr rfl; intro j _; ring + have hl : (∑ i, p i*(D i i-∑ j, p j*D i j)) = + (∑ i, p i*D i i) - ∑ i, ∑ j, p i*p j*D i j := by + simp only [mul_sub,Finset.sum_sub_distrib,Finset.mul_sum,mul_assoc] + have hr : (∑ i, ∑ j, p i*p j*(D i i+D j j-D i j-D j i)) = + 2*(∑ i, p i*D i i)-2*(∑ i, ∑ j, p i*p j*D i j) := by + simp only [mul_sub,mul_add,Finset.sum_sub_distrib,Finset.sum_add_distrib] + rw [h1,h2,h3] + ring + rw [hl,hr] + ring + +end SKValueG +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/GroundState/TreeGuerra.lean b/lean/OAI/Probability/SKValue/GroundState/TreeGuerra.lean index 537b13bf1c493b3710a9e6ad6630c329178108de..e895210217e73c154d2aeae255495d9e5716fbf1 100644 --- a/lean/OAI/Probability/SKValue/GroundState/TreeGuerra.lean +++ b/lean/OAI/Probability/SKValue/GroundState/TreeGuerra.lean @@ -1,161 +1,161 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.LiteralLower -import OAI.Probability.SKValue.GroundState.GaussianTree - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValueG - -lemma treeAux_tensor_distance (n : ℕ) (T : GaussianTree) (hT : ValidTreeGrid 0 T) - (α β : TreeLeaves T) : - (∑ e,(leafAuxCoeff n (treeFieldVector 0 T) α e-leafAuxCoeff n (treeFieldVector 0 T) β e)^2)= - ∑ e,(treeAuxVector n 0 T α e-treeAuxVector n 0 T β e)^2 := by - rw [sq_distance_sum,leafAux_sq n _ (treeField_unit T hT), - leafAux_sq n _ (treeField_unit T hT),leafAux_inner,treeField_inner 0 T hT, - treeAux_distance n T hT] - ring - -lemma expected_treeAux_eq_tensor (n : ℕ) (T : GaussianTree) (hT : ValidTreeGrid 0 T) - (d : TreeLeaves T → ℝ) : - (∫ z,finiteMaximum (fun α ↦ linearProcess (treeAuxVector n 0 T) z α+d α) - ∂gaussianProduct (TreeEdges T))= - ∫ z,finiteMaximum (fun α ↦ linearProcess (leafAuxCoeff n (treeFieldVector 0 T)) z α+d α) - ∂gaussianProduct (TreeEdges T × TreeEdges T) := by - apply le_antisymm - · exact expected_affine_max_le _ _ d (fun α β ↦ (treeAux_tensor_distance n T hT α β).symm.le) - · exact expected_affine_max_le _ _ d (fun α β ↦ (treeAux_tensor_distance n T hT α β).le) - -theorem finite_tree_guerra_upper {n : ℕ} (hn : 0 < n) - (T : GaussianTree) (hT : ValidTreeGrid 0 T) (d : TreeLeaves T → ℝ) : - expectedMaximum n+ - (∫ z,finiteMaximum (fun α ↦ linearProcess (treeAuxVector n 0 T) z α+d α) - ∂gaussianProduct (TreeEdges T))≤ - ∫ z,finiteMaximum (fun α ↦ (∑ i,|leafField (treeFieldVector 0 T) z α i|)+d α) - ∂gaussianProduct (Fin n × TreeEdges T) := by - rw [expected_treeAux_eq_tensor n T hT d] - exact finite_guerra_upper hn (treeFieldVector 0 T) (treeField_unit T hT) d - -end SKValueG - -end - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValueG - -lemma finiteMaximum_prod_curry_left {ι κ : Type*} [Fintype ι] [Nonempty ι] - [Fintype κ] [Nonempty κ] (f : ι×κ → ℝ) : - finiteMaximum f=finiteMaximum (fun i ↦ finiteMaximum (fun j ↦ f (i,j))) := by - apply le_antisymm - · obtain ⟨p,hp⟩ := exists_finiteMaximum f - rw [←hp] - exact (le_finiteMaximum (fun j ↦ f (p.1,j)) p.2).trans - (le_finiteMaximum (fun i ↦ finiteMaximum (fun j ↦ f (i,j))) p.1) - · obtain ⟨i,hi⟩ := exists_finiteMaximum (fun i ↦ finiteMaximum (fun j ↦ f (i,j))) - obtain ⟨j,hj⟩ := exists_finiteMaximum (fun j ↦ f (i,j)) - rw [←hi,←hj] - exact le_finiteMaximum f (i,j) - -lemma treeLinear_step (c : ℝ → TreeLevel → ℝ) (q : ℝ) (l : TreeLevel) (T : GaussianTree) - (z : TreeEdges (l::T) → ℝ) (α : TreeLeaves (l::T)) : - linearProcess (treePathCoeff c q (l::T)) z α= - c q l*z (Sum.inl α.1)+linearProcess (treePathCoeff c l.endpoint T) - (fun e ↦ z (Sum.inr (α.1,e))) α.2 := by - classical - change (∑ e : Fin (l.branchExcess+1) ⊕ (Fin (l.branchExcess+1) × TreeEdges T),_)=_ - rw [Fintype.sum_sum_type,Fintype.sum_prod_type] - simp only [treePathCoeff,ite_mul,zero_mul] - simp [linearProcess] - -noncomputable def treeCenter : GaussianTree → ℝ - | [] => 0 - | l::T => Real.log (l.branchExcess+1 : ℝ)/l.height+treeCenter T - -noncomputable def treeOffset (T : GaussianTree) (g : TreeEdges T → ℝ) (α : TreeLeaves T) : ℝ := - linearProcess (treePathCoeff (fun _ l ↦ 1/l.height) 0 T) g α-treeCenter T - -lemma treePathCoeff_const_q (c : TreeLevel → ℝ) (q r : ℝ) (T : GaussianTree) : - treePathCoeff (fun _ l ↦ c l) q T=treePathCoeff (fun _ l ↦ c l) r T := by - induction T with - | nil => rfl - | cons l T ih => funext α e; cases e <;> rfl - -lemma treeOffset_step (l : TreeLevel) (T : GaussianTree) - (g : TreeEdges (l::T) → ℝ) (α : TreeLeaves (l::T)) : - treeOffset (l::T) g α=(g (Sum.inl α.1)-Real.log (l.branchExcess+1 : ℝ))/l.height+ - treeOffset T (fun e ↦ g (Sum.inr (α.1,e))) α.2 := by - rw [treeOffset,treeLinear_step,treeCenter] - rw [treePathCoeff_const_q (fun l ↦ 1/l.height) l.endpoint 0 T] - simp only [treeOffset] - ring - -noncomputable def scalarTreeValue (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) - (z g : TreeEdges T → ℝ) : ℝ := - finiteMaximum (fun α ↦ linearProcess (treePathCoeff c q T) z α+treeOffset T g α) - -lemma scalarTreeValue_step (c : ℝ → TreeLevel → ℝ) (q : ℝ) (l : TreeLevel) (T : GaussianTree) - (z g : TreeEdges (l::T) → ℝ) : - scalarTreeValue c q (l::T) z g=finiteMaximum (fun i : Fin (l.branchExcess+1) ↦ - c q l*z (Sum.inl i)+scalarTreeValue c l.endpoint T - (fun e ↦ z (Sum.inr (i,e))) (fun e ↦ g (Sum.inr (i,e)))+ - (g (Sum.inl i)-Real.log (l.branchExcess+1 : ℝ))/l.height) := by - unfold scalarTreeValue - change finiteMaximum (fun α : Fin (l.branchExcess+1) × TreeLeaves T ↦ _)=_ - rw [finiteMaximum_prod_curry_left] - congr 1; funext i - conv_lhs => - arg 1 - ext α - rw [treeLinear_step c q l T z (i,α),treeOffset_step l T g (i,α)] - have he (a b d e : ℝ) : a+b+(d+e)=(b+e)+(a+d) := by ring - conv_lhs => - arg 1 - ext α - rw [he] - dsimp only - rw [finiteMaximum_add_const] - ring - -noncomputable def fieldTreeValue (n : ℕ) (q : ℝ) (T : GaussianTree) (x : Fin n → ℝ) - (z : Fin n × TreeEdges T → ℝ) (g : TreeEdges T → ℝ) : ℝ := - finiteMaximum (fun α ↦ (∑ i,|x i+leafField (treeFieldVector q T) z α i|)+treeOffset T g α) - -lemma fieldTreeValue_step (n : ℕ) (q : ℝ) (l : TreeLevel) (T : GaussianTree) (x : Fin n → ℝ) - (z : Fin n × TreeEdges (l::T) → ℝ) (g : TreeEdges (l::T) → ℝ) : - fieldTreeValue n q (l::T) x z g=finiteMaximum (fun j : Fin (l.branchExcess+1) ↦ - fieldTreeValue n l.endpoint T (fun i ↦ x i+Real.sqrt (l.endpoint-q)*z (i,Sum.inl j)) - (fun p ↦ z (p.1,Sum.inr (j,p.2))) (fun e ↦ g (Sum.inr (j,e)))+ - (g (Sum.inl j)-Real.log (l.branchExcess+1 : ℝ))/l.height) := by - have hh (α : TreeLeaves (l::T)) (i : Fin n) : - leafField (treeFieldVector q (l::T)) z α i= - Real.sqrt (l.endpoint-q)*z (i,Sum.inl α.1)+ - leafField (treeFieldVector l.endpoint T) (fun p ↦ z (p.1,Sum.inr (α.1,p.2))) α.2 i := by - exact treeLinear_step (fun q l ↦ Real.sqrt (l.endpoint-q)) q l T (fun e ↦ z (i,e)) α - unfold fieldTreeValue - change finiteMaximum (fun α : Fin (l.branchExcess+1) × TreeLeaves T ↦ _)=_ - rw [finiteMaximum_prod_curry_left] - congr 1; funext j - conv_lhs => - arg 1 - ext α - rw [treeOffset_step l T g (j,α)] - simp only [hh (j,α),←add_assoc] - dsimp only - have he (a b d : ℝ) : a+b+d=(a+d)+b := by ring - conv_lhs => - arg 1 - ext α - rw [he] - rw [finiteMaximum_add_const] - -end SKValueG - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.GroundState.LiteralLower +import OAI.Probability.SKValue.GroundState.GaussianTree + +namespace OAI + +section + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal ENNReal BigOperators +namespace SKValueG + +lemma treeAux_tensor_distance (n : ℕ) (T : GaussianTree) (hT : ValidTreeGrid 0 T) + (α β : TreeLeaves T) : + (∑ e,(leafAuxCoeff n (treeFieldVector 0 T) α e-leafAuxCoeff n (treeFieldVector 0 T) β e)^2)= + ∑ e,(treeAuxVector n 0 T α e-treeAuxVector n 0 T β e)^2 := by + rw [sq_distance_sum,leafAux_sq n _ (treeField_unit T hT), + leafAux_sq n _ (treeField_unit T hT),leafAux_inner,treeField_inner 0 T hT, + treeAux_distance n T hT] + ring + +lemma expected_treeAux_eq_tensor (n : ℕ) (T : GaussianTree) (hT : ValidTreeGrid 0 T) + (d : TreeLeaves T → ℝ) : + (∫ z,finiteMaximum (fun α ↦ linearProcess (treeAuxVector n 0 T) z α+d α) + ∂gaussianProduct (TreeEdges T))= + ∫ z,finiteMaximum (fun α ↦ linearProcess (leafAuxCoeff n (treeFieldVector 0 T)) z α+d α) + ∂gaussianProduct (TreeEdges T × TreeEdges T) := by + apply le_antisymm + · exact expected_affine_max_le _ _ d (fun α β ↦ (treeAux_tensor_distance n T hT α β).symm.le) + · exact expected_affine_max_le _ _ d (fun α β ↦ (treeAux_tensor_distance n T hT α β).le) + +theorem finite_tree_guerra_upper {n : ℕ} (hn : 0 < n) + (T : GaussianTree) (hT : ValidTreeGrid 0 T) (d : TreeLeaves T → ℝ) : + expectedMaximum n+ + (∫ z,finiteMaximum (fun α ↦ linearProcess (treeAuxVector n 0 T) z α+d α) + ∂gaussianProduct (TreeEdges T))≤ + ∫ z,finiteMaximum (fun α ↦ (∑ i,|leafField (treeFieldVector 0 T) z α i|)+d α) + ∂gaussianProduct (Fin n × TreeEdges T) := by + rw [expected_treeAux_eq_tensor n T hT d] + exact finite_guerra_upper hn (treeFieldVector 0 T) (treeField_unit T hT) d + +end SKValueG + +end + +section + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal ENNReal BigOperators +namespace SKValueG + +lemma finiteMaximum_prod_curry_left {ι κ : Type*} [Fintype ι] [Nonempty ι] + [Fintype κ] [Nonempty κ] (f : ι×κ → ℝ) : + finiteMaximum f=finiteMaximum (fun i ↦ finiteMaximum (fun j ↦ f (i,j))) := by + apply le_antisymm + · obtain ⟨p,hp⟩ := exists_finiteMaximum f + rw [←hp] + exact (le_finiteMaximum (fun j ↦ f (p.1,j)) p.2).trans + (le_finiteMaximum (fun i ↦ finiteMaximum (fun j ↦ f (i,j))) p.1) + · obtain ⟨i,hi⟩ := exists_finiteMaximum (fun i ↦ finiteMaximum (fun j ↦ f (i,j))) + obtain ⟨j,hj⟩ := exists_finiteMaximum (fun j ↦ f (i,j)) + rw [←hi,←hj] + exact le_finiteMaximum f (i,j) + +lemma treeLinear_step (c : ℝ → TreeLevel → ℝ) (q : ℝ) (l : TreeLevel) (T : GaussianTree) + (z : TreeEdges (l::T) → ℝ) (α : TreeLeaves (l::T)) : + linearProcess (treePathCoeff c q (l::T)) z α= + c q l*z (Sum.inl α.1)+linearProcess (treePathCoeff c l.endpoint T) + (fun e ↦ z (Sum.inr (α.1,e))) α.2 := by + classical + change (∑ e : Fin (l.branchExcess+1) ⊕ (Fin (l.branchExcess+1) × TreeEdges T),_)=_ + rw [Fintype.sum_sum_type,Fintype.sum_prod_type] + simp only [treePathCoeff,ite_mul,zero_mul] + simp [linearProcess] + +noncomputable def treeCenter : GaussianTree → ℝ + | [] => 0 + | l::T => Real.log (l.branchExcess+1 : ℝ)/l.height+treeCenter T + +noncomputable def treeOffset (T : GaussianTree) (g : TreeEdges T → ℝ) (α : TreeLeaves T) : ℝ := + linearProcess (treePathCoeff (fun _ l ↦ 1/l.height) 0 T) g α-treeCenter T + +lemma treePathCoeff_const_q (c : TreeLevel → ℝ) (q r : ℝ) (T : GaussianTree) : + treePathCoeff (fun _ l ↦ c l) q T=treePathCoeff (fun _ l ↦ c l) r T := by + induction T with + | nil => rfl + | cons l T ih => funext α e; cases e <;> rfl + +lemma treeOffset_step (l : TreeLevel) (T : GaussianTree) + (g : TreeEdges (l::T) → ℝ) (α : TreeLeaves (l::T)) : + treeOffset (l::T) g α=(g (Sum.inl α.1)-Real.log (l.branchExcess+1 : ℝ))/l.height+ + treeOffset T (fun e ↦ g (Sum.inr (α.1,e))) α.2 := by + rw [treeOffset,treeLinear_step,treeCenter] + rw [treePathCoeff_const_q (fun l ↦ 1/l.height) l.endpoint 0 T] + simp only [treeOffset] + ring + +noncomputable def scalarTreeValue (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) + (z g : TreeEdges T → ℝ) : ℝ := + finiteMaximum (fun α ↦ linearProcess (treePathCoeff c q T) z α+treeOffset T g α) + +lemma scalarTreeValue_step (c : ℝ → TreeLevel → ℝ) (q : ℝ) (l : TreeLevel) (T : GaussianTree) + (z g : TreeEdges (l::T) → ℝ) : + scalarTreeValue c q (l::T) z g=finiteMaximum (fun i : Fin (l.branchExcess+1) ↦ + c q l*z (Sum.inl i)+scalarTreeValue c l.endpoint T + (fun e ↦ z (Sum.inr (i,e))) (fun e ↦ g (Sum.inr (i,e)))+ + (g (Sum.inl i)-Real.log (l.branchExcess+1 : ℝ))/l.height) := by + unfold scalarTreeValue + change finiteMaximum (fun α : Fin (l.branchExcess+1) × TreeLeaves T ↦ _)=_ + rw [finiteMaximum_prod_curry_left] + congr 1; funext i + conv_lhs => + arg 1 + ext α + rw [treeLinear_step c q l T z (i,α),treeOffset_step l T g (i,α)] + have he (a b d e : ℝ) : a+b+(d+e)=(b+e)+(a+d) := by ring + conv_lhs => + arg 1 + ext α + rw [he] + dsimp only + rw [finiteMaximum_add_const] + ring + +noncomputable def fieldTreeValue (n : ℕ) (q : ℝ) (T : GaussianTree) (x : Fin n → ℝ) + (z : Fin n × TreeEdges T → ℝ) (g : TreeEdges T → ℝ) : ℝ := + finiteMaximum (fun α ↦ (∑ i,|x i+leafField (treeFieldVector q T) z α i|)+treeOffset T g α) + +lemma fieldTreeValue_step (n : ℕ) (q : ℝ) (l : TreeLevel) (T : GaussianTree) (x : Fin n → ℝ) + (z : Fin n × TreeEdges (l::T) → ℝ) (g : TreeEdges (l::T) → ℝ) : + fieldTreeValue n q (l::T) x z g=finiteMaximum (fun j : Fin (l.branchExcess+1) ↦ + fieldTreeValue n l.endpoint T (fun i ↦ x i+Real.sqrt (l.endpoint-q)*z (i,Sum.inl j)) + (fun p ↦ z (p.1,Sum.inr (j,p.2))) (fun e ↦ g (Sum.inr (j,e)))+ + (g (Sum.inl j)-Real.log (l.branchExcess+1 : ℝ))/l.height) := by + have hh (α : TreeLeaves (l::T)) (i : Fin n) : + leafField (treeFieldVector q (l::T)) z α i= + Real.sqrt (l.endpoint-q)*z (i,Sum.inl α.1)+ + leafField (treeFieldVector l.endpoint T) (fun p ↦ z (p.1,Sum.inr (α.1,p.2))) α.2 i := by + exact treeLinear_step (fun q l ↦ Real.sqrt (l.endpoint-q)) q l T (fun e ↦ z (i,e)) α + unfold fieldTreeValue + change finiteMaximum (fun α : Fin (l.branchExcess+1) × TreeLeaves T ↦ _)=_ + rw [finiteMaximum_prod_curry_left] + congr 1; funext j + conv_lhs => + arg 1 + ext α + rw [treeOffset_step l T g (j,α)] + simp only [hh (j,α),←add_assoc] + dsimp only + have he (a b d : ℝ) : a+b+d=(a+d)+b := by ring + conv_lhs => + arg 1 + ext α + rw [he] + rw [finiteMaximum_add_const] + +end SKValueG + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/GroundState/TreeProductLaw.lean b/lean/OAI/Probability/SKValue/GroundState/TreeProductLaw.lean index 307df6d51b7da077aff0eef2747d018f3139b68d..21605575098cc58c9845364960458348b1200550 100644 --- a/lean/OAI/Probability/SKValue/GroundState/TreeProductLaw.lean +++ b/lean/OAI/Probability/SKValue/GroundState/TreeProductLaw.lean @@ -1,204 +1,204 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.TreeGuerra -import OAI.Probability.SKValue.GroundState.BranchLaw - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValueG - -lemma measurePreserving_finite_curry {I E A : Type*} [Fintype I] [Fintype E] - [MeasurableSpace A] (μ : Measure A) [IsProbabilityMeasure μ] : - MeasurePreserving (fun z : I×E → A ↦ fun i e ↦ z (i,e)) - (Measure.pi (fun _ ↦ μ)) (Measure.pi (fun _ : I ↦ Measure.pi (fun _ : E ↦ μ))) := by - refine ⟨by fun_prop,?_⟩ - have h := Measure.infinitePi_map_curry (fun (_ : I) (_ : E) ↦ μ) - simp only [Measure.infinitePi_eq_pi,MeasurableEquiv.coe_curry] at h - convert h using 1 - rfl - -lemma measurePreserving_nodeBlocks {I E A : Type*} [Fintype I] [Fintype E] - [MeasurableSpace A] (μ : Measure A) [IsProbabilityMeasure μ] : - MeasurePreserving (fun z : I⊕(I×E) → A ↦ fun i ↦ (z (Sum.inl i),fun e ↦ z (Sum.inr (i,e)))) - (Measure.pi (fun _ ↦ μ)) - (Measure.pi (fun _ : I ↦ μ.prod (Measure.pi (fun _ : E ↦ μ)))) := by - have hsum := measurePreserving_sumPiEquivProdPi (fun _ : I⊕(I×E) ↦ μ) - have hc := (MeasurePreserving.id (Measure.pi (fun _ : I ↦ μ))).prod - (measurePreserving_finite_curry (I := I) (E := E) μ) - have hp := (measurePreserving_arrowProdEquivProdArrow A (E → A) I - (fun _ ↦ μ) (fun _ ↦ Measure.pi (fun _ : E ↦ μ))).symm - exact hp.comp (hc.comp hsum) - -lemma measurePreserving_midSwap {A B C : Type*} [MeasurableSpace A] - [MeasurableSpace B] [MeasurableSpace C] (μ : Measure A) (ν : Measure B) (σ : Measure C) - [SFinite μ] [SFinite ν] [SFinite σ] : - MeasurePreserving (fun p : (A×B)×C ↦ ((p.1.1,p.2),p.1.2)) - ((μ.prod ν).prod σ) ((μ.prod σ).prod ν) := by - have h1 := measurePreserving_prodAssoc μ ν σ - have h2 := (MeasurePreserving.id μ).prod (Measure.measurePreserving_swap (μ := ν) (ν := σ)) - have h3 := (measurePreserving_prodAssoc μ σ ν).symm - exact h3.comp (h2.comp h1) - -noncomputable def gaussianAddLaw (c : ℝ) (μ : Measure ℝ) : Measure ℝ := - (standardGaussian.prod μ).map (fun p : ℝ×ℝ ↦ c*p.1+p.2) - -instance gaussianAddLaw_probability (c : ℝ) (μ : Measure ℝ) [IsProbabilityMeasure μ] : - IsProbabilityMeasure (gaussianAddLaw c μ) := by - unfold gaussianAddLaw - infer_instance - -lemma gaussianAddLaw_integrable (c : ℝ) {μ : Measure ℝ} [IsProbabilityMeasure μ] - (hi : Integrable (fun x : ℝ ↦ x) μ) : - Integrable (fun x : ℝ ↦ x) (gaussianAddLaw c μ) := by - rw [gaussianAddLaw,integrable_map_measure (by fun_prop) (by fun_prop)] - exact ((standardGaussian_integrable_id.const_mul c).comp_fst μ).add (hi.comp_snd _) - -lemma gaussianAddLaw_exp_integrable (c a : ℝ) {μ : Measure ℝ} [IsProbabilityMeasure μ] - (hi : Integrable (fun x : ℝ ↦ Real.exp (a*x)) μ) : - Integrable (fun x : ℝ ↦ Real.exp (a*x)) (gaussianAddLaw c μ) := by - rw [gaussianAddLaw,integrable_map_measure (by fun_prop) (by fun_prop)] - have hg : Integrable (fun z : ℝ ↦ Real.exp ((a*c)*z)) standardGaussian := - integrable_exp_mul_gaussianReal (μ := 0) (v := 1) (a*c) - convert hg.mul_prod hi using 1 - funext p - dsimp only [Function.comp_def] - rw [←Real.exp_add] - congr 1 - ring - -lemma gaussianAddLaw_exp (c a : ℝ) {μ : Measure ℝ} [IsProbabilityMeasure μ] : - (∫ x,Real.exp (a*x) ∂gaussianAddLaw c μ)= - Real.exp ((a*c)^2/2)*(∫ x,Real.exp (a*x) ∂μ) := by - rw [gaussianAddLaw,integral_map (by fun_prop) (by fun_prop)] - have he (p : ℝ×ℝ) : Real.exp (a*(c*p.1+p.2))= - Real.exp ((a*c)*p.1)*Real.exp (a*p.2) := by - rw [←Real.exp_add]; congr 1; ring - simp_rw [he] - rw [integral_prod_mul (fun z : ℝ ↦ Real.exp ((a*c)*z)) (fun x : ℝ ↦ Real.exp (a*x))] - have heq := congrFun (mgf_fun_id_gaussianReal (μ := 0) (v := 1)) (a*c) - simpa [mgf,standardGaussian] using congrArg (fun x ↦ x*(∫ x,Real.exp (a*x) ∂μ)) heq - -end SKValueG - -end - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValueG - -noncomputable def edgeNoiseLaw : Measure (ℝ×ℝ) := standardGaussian.prod gumbelLaw -instance edgeNoiseLaw_probability : IsProbabilityMeasure edgeNoiseLaw := by - unfold edgeNoiseLaw; infer_instance - -noncomputable def scalarTreeLaw (c : ℝ → TreeLevel → ℝ) (q : ℝ) : GaussianTree → Measure ℝ - | [] => Measure.dirac 0 - | l::T => branchLaw (gaussianAddLaw (c q l) (scalarTreeLaw c l.endpoint T)) l.height l.branchExcess - -instance scalarTreeLaw_probability (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : - IsProbabilityMeasure (scalarTreeLaw c q T) := by - induction T generalizing q with - | nil => exact inferInstanceAs (IsProbabilityMeasure (Measure.dirac (0 : ℝ))) - | cons l T ih => - have := ih l.endpoint - exact inferInstanceAs (IsProbabilityMeasure - (branchLaw (gaussianAddLaw (c q l) (scalarTreeLaw c l.endpoint T)) l.height l.branchExcess)) - -noncomputable def scalarTreeEval (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) - (w : TreeEdges T → ℝ×ℝ) : ℝ := - scalarTreeValue c q T (fun e ↦ (w e).1) (fun e ↦ (w e).2) - -lemma finiteMaximum_const {I : Type*} [Fintype I] [Nonempty I] (a : ℝ) : - finiteMaximum (fun _ : I ↦ a)=a := by - obtain ⟨i,hi⟩ := exists_finiteMaximum (fun _ : I ↦ a) - exact hi.symm - -lemma scalarTreeEval_nil (c : ℝ → TreeLevel → ℝ) (q : ℝ) (w : TreeEdges [] → ℝ×ℝ) : - scalarTreeEval c q [] w=0 := by - simp only [scalarTreeEval,scalarTreeValue,treeOffset,treeCenter,linearProcess] - simp only [show ∀ f : PEmpty → ℝ, (∑ e,f e)=0 from fun f ↦ Fintype.sum_empty f, - sub_self,zero_add,finiteMaximum_const] - -lemma continuous_scalarTreeEval (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : - Continuous (scalarTreeEval c q T) := by - unfold scalarTreeEval scalarTreeValue treeOffset - apply continuous_finiteMaximum.comp - apply continuous_pi - intro α - unfold linearProcess - fun_prop - -lemma marked_gaussianAddLaw {S : Type*} [MeasurableSpace S] (σ : Measure S) [IsProbabilityMeasure σ] - {μ : Measure ℝ} [IsProbabilityMeasure μ] {f : S → ℝ} - (hf : MeasurePreserving f σ μ) (c : ℝ) : - MeasurePreserving (fun p : (ℝ×ℝ)×S ↦ (c*p.1.1+f p.2,p.1.2)) - (edgeNoiseLaw.prod σ) ((gaussianAddLaw c μ).prod gumbelLaw) := by - have hadd : MeasurePreserving (fun p : ℝ×ℝ ↦ c*p.1+p.2) - (standardGaussian.prod μ) (gaussianAddLaw c μ) := ⟨by fun_prop,rfl⟩ - exact ((hadd.prod (MeasurePreserving.id gumbelLaw)).comp - (((MeasurePreserving.id standardGaussian).prod hf).prod (MeasurePreserving.id gumbelLaw))).comp - (measurePreserving_midSwap standardGaussian gumbelLaw σ) - -lemma scalarTreeEval_step (c : ℝ → TreeLevel → ℝ) (q : ℝ) (l : TreeLevel) (T : GaussianTree) - (w : TreeEdges (l::T) → ℝ×ℝ) : - scalarTreeEval c q (l::T) w=branchMax l.height l.branchExcess - ((fun i ↦ c q l*(w (Sum.inl i)).1+ - scalarTreeEval c l.endpoint T (fun e ↦ w (Sum.inr (i,e)))), - fun i ↦ (w (Sum.inl i)).2) := by - rw [scalarTreeEval,scalarTreeValue_step] - unfold branchMax - have he (i : Fin (l.branchExcess+1)) : - c q l*(w (Sum.inl i)).1+scalarTreeEval c l.endpoint T (fun e ↦ w (Sum.inr (i,e)))+ - ((w (Sum.inl i)).2-Real.log (l.branchExcess+1 : ℝ))/l.height= - (c q l*(w (Sum.inl i)).1+scalarTreeEval c l.endpoint T (fun e ↦ w (Sum.inr (i,e)))+ - (w (Sum.inl i)).2/l.height)+(-Real.log (l.branchExcess+1 : ℝ)/l.height) := by ring - change finiteMaximum (fun i ↦ c q l*(w (Sum.inl i)).1+ - scalarTreeEval c l.endpoint T (fun e ↦ w (Sum.inr (i,e)))+ - ((w (Sum.inl i)).2-Real.log (l.branchExcess+1 : ℝ))/l.height)=_ - conv_lhs => arg 1; ext i; rw [he i] - rw [finiteMaximum_add_const] - ring - -theorem scalarTreeEval_law (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : - MeasurePreserving (scalarTreeEval c q T) (Measure.pi (fun _ : TreeEdges T ↦ edgeNoiseLaw)) - (scalarTreeLaw c q T) := by - induction T generalizing q with - | nil => - have he : scalarTreeEval c q []=fun _ ↦ (0 : ℝ) := funext (scalarTreeEval_nil c q) - rw [he,scalarTreeLaw] - exact ⟨measurable_const,by simp⟩ - | cons l T ih => - let ν := gaussianAddLaw (c q l) (scalarTreeLaw c l.endpoint T) - have hblock := measurePreserving_nodeBlocks (I := Fin (l.branchExcess+1)) (E := TreeEdges T) edgeNoiseLaw - have hchild := marked_gaussianAddLaw (Measure.pi (fun _ : TreeEdges T ↦ edgeNoiseLaw)) (ih l.endpoint) (c q l) - have hchildren := measurePreserving_pi (fun _ : Fin (l.branchExcess+1) ↦ - edgeNoiseLaw.prod (Measure.pi (fun _ : TreeEdges T ↦ edgeNoiseLaw))) - (fun _ ↦ ν.prod gumbelLaw) (fun _ ↦ hchild) - have hpair := measurePreserving_arrowProdEquivProdArrow ℝ ℝ (Fin (l.branchExcess+1)) - (fun _ ↦ ν) (fun _ ↦ gumbelLaw) - have hmax : MeasurePreserving (branchMax l.height l.branchExcess) - ((Measure.pi (fun _ : Fin (l.branchExcess+1) ↦ ν)).prod - (Measure.pi (fun _ : Fin (l.branchExcess+1) ↦ gumbelLaw))) - (scalarTreeLaw c q (l::T)) := ⟨(continuous_branchMax _ _).measurable,rfl⟩ - have hall := hmax.comp (hpair.comp (hchildren.comp hblock)) - convert hall using 1 - funext w - exact scalarTreeEval_step c q l T w - -lemma scalarTreeLaw_integrable (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : - Integrable (fun x : ℝ ↦ x) (scalarTreeLaw c q T) := by - induction T generalizing q with - | nil => - change Integrable (fun x : ℝ ↦ x) (Measure.dirac (0 : ℝ)) - exact integrable_dirac (by simp) - | cons l T ih => exact branchLaw_integrable (gaussianAddLaw_integrable _ (ih l.endpoint)) _ _ - -end SKValueG - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.GroundState.TreeGuerra +import OAI.Probability.SKValue.GroundState.BranchLaw + +namespace OAI + +section + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal ENNReal BigOperators +namespace SKValueG + +lemma measurePreserving_finite_curry {I E A : Type*} [Fintype I] [Fintype E] + [MeasurableSpace A] (μ : Measure A) [IsProbabilityMeasure μ] : + MeasurePreserving (fun z : I×E → A ↦ fun i e ↦ z (i,e)) + (Measure.pi (fun _ ↦ μ)) (Measure.pi (fun _ : I ↦ Measure.pi (fun _ : E ↦ μ))) := by + refine ⟨by fun_prop,?_⟩ + have h := Measure.infinitePi_map_curry (fun (_ : I) (_ : E) ↦ μ) + simp only [Measure.infinitePi_eq_pi,MeasurableEquiv.coe_curry] at h + convert h using 1 + rfl + +lemma measurePreserving_nodeBlocks {I E A : Type*} [Fintype I] [Fintype E] + [MeasurableSpace A] (μ : Measure A) [IsProbabilityMeasure μ] : + MeasurePreserving (fun z : I⊕(I×E) → A ↦ fun i ↦ (z (Sum.inl i),fun e ↦ z (Sum.inr (i,e)))) + (Measure.pi (fun _ ↦ μ)) + (Measure.pi (fun _ : I ↦ μ.prod (Measure.pi (fun _ : E ↦ μ)))) := by + have hsum := measurePreserving_sumPiEquivProdPi (fun _ : I⊕(I×E) ↦ μ) + have hc := (MeasurePreserving.id (Measure.pi (fun _ : I ↦ μ))).prod + (measurePreserving_finite_curry (I := I) (E := E) μ) + have hp := (measurePreserving_arrowProdEquivProdArrow A (E → A) I + (fun _ ↦ μ) (fun _ ↦ Measure.pi (fun _ : E ↦ μ))).symm + exact hp.comp (hc.comp hsum) + +lemma measurePreserving_midSwap {A B C : Type*} [MeasurableSpace A] + [MeasurableSpace B] [MeasurableSpace C] (μ : Measure A) (ν : Measure B) (σ : Measure C) + [SFinite μ] [SFinite ν] [SFinite σ] : + MeasurePreserving (fun p : (A×B)×C ↦ ((p.1.1,p.2),p.1.2)) + ((μ.prod ν).prod σ) ((μ.prod σ).prod ν) := by + have h1 := measurePreserving_prodAssoc μ ν σ + have h2 := (MeasurePreserving.id μ).prod (Measure.measurePreserving_swap (μ := ν) (ν := σ)) + have h3 := (measurePreserving_prodAssoc μ σ ν).symm + exact h3.comp (h2.comp h1) + +noncomputable def gaussianAddLaw (c : ℝ) (μ : Measure ℝ) : Measure ℝ := + (standardGaussian.prod μ).map (fun p : ℝ×ℝ ↦ c*p.1+p.2) + +instance gaussianAddLaw_probability (c : ℝ) (μ : Measure ℝ) [IsProbabilityMeasure μ] : + IsProbabilityMeasure (gaussianAddLaw c μ) := by + unfold gaussianAddLaw + infer_instance + +lemma gaussianAddLaw_integrable (c : ℝ) {μ : Measure ℝ} [IsProbabilityMeasure μ] + (hi : Integrable (fun x : ℝ ↦ x) μ) : + Integrable (fun x : ℝ ↦ x) (gaussianAddLaw c μ) := by + rw [gaussianAddLaw,integrable_map_measure (by fun_prop) (by fun_prop)] + exact ((standardGaussian_integrable_id.const_mul c).comp_fst μ).add (hi.comp_snd _) + +lemma gaussianAddLaw_exp_integrable (c a : ℝ) {μ : Measure ℝ} [IsProbabilityMeasure μ] + (hi : Integrable (fun x : ℝ ↦ Real.exp (a*x)) μ) : + Integrable (fun x : ℝ ↦ Real.exp (a*x)) (gaussianAddLaw c μ) := by + rw [gaussianAddLaw,integrable_map_measure (by fun_prop) (by fun_prop)] + have hg : Integrable (fun z : ℝ ↦ Real.exp ((a*c)*z)) standardGaussian := + integrable_exp_mul_gaussianReal (μ := 0) (v := 1) (a*c) + convert hg.mul_prod hi using 1 + funext p + dsimp only [Function.comp_def] + rw [←Real.exp_add] + congr 1 + ring + +lemma gaussianAddLaw_exp (c a : ℝ) {μ : Measure ℝ} [IsProbabilityMeasure μ] : + (∫ x,Real.exp (a*x) ∂gaussianAddLaw c μ)= + Real.exp ((a*c)^2/2)*(∫ x,Real.exp (a*x) ∂μ) := by + rw [gaussianAddLaw,integral_map (by fun_prop) (by fun_prop)] + have he (p : ℝ×ℝ) : Real.exp (a*(c*p.1+p.2))= + Real.exp ((a*c)*p.1)*Real.exp (a*p.2) := by + rw [←Real.exp_add]; congr 1; ring + simp_rw [he] + rw [integral_prod_mul (fun z : ℝ ↦ Real.exp ((a*c)*z)) (fun x : ℝ ↦ Real.exp (a*x))] + have heq := congrFun (mgf_fun_id_gaussianReal (μ := 0) (v := 1)) (a*c) + simpa [mgf,standardGaussian] using congrArg (fun x ↦ x*(∫ x,Real.exp (a*x) ∂μ)) heq + +end SKValueG + +end + +section + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal ENNReal BigOperators +namespace SKValueG + +noncomputable def edgeNoiseLaw : Measure (ℝ×ℝ) := standardGaussian.prod gumbelLaw +instance edgeNoiseLaw_probability : IsProbabilityMeasure edgeNoiseLaw := by + unfold edgeNoiseLaw; infer_instance + +noncomputable def scalarTreeLaw (c : ℝ → TreeLevel → ℝ) (q : ℝ) : GaussianTree → Measure ℝ + | [] => Measure.dirac 0 + | l::T => branchLaw (gaussianAddLaw (c q l) (scalarTreeLaw c l.endpoint T)) l.height l.branchExcess + +instance scalarTreeLaw_probability (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : + IsProbabilityMeasure (scalarTreeLaw c q T) := by + induction T generalizing q with + | nil => exact inferInstanceAs (IsProbabilityMeasure (Measure.dirac (0 : ℝ))) + | cons l T ih => + have := ih l.endpoint + exact inferInstanceAs (IsProbabilityMeasure + (branchLaw (gaussianAddLaw (c q l) (scalarTreeLaw c l.endpoint T)) l.height l.branchExcess)) + +noncomputable def scalarTreeEval (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) + (w : TreeEdges T → ℝ×ℝ) : ℝ := + scalarTreeValue c q T (fun e ↦ (w e).1) (fun e ↦ (w e).2) + +lemma finiteMaximum_const {I : Type*} [Fintype I] [Nonempty I] (a : ℝ) : + finiteMaximum (fun _ : I ↦ a)=a := by + obtain ⟨i,hi⟩ := exists_finiteMaximum (fun _ : I ↦ a) + exact hi.symm + +lemma scalarTreeEval_nil (c : ℝ → TreeLevel → ℝ) (q : ℝ) (w : TreeEdges [] → ℝ×ℝ) : + scalarTreeEval c q [] w=0 := by + simp only [scalarTreeEval,scalarTreeValue,treeOffset,treeCenter,linearProcess] + simp only [show ∀ f : PEmpty → ℝ, (∑ e,f e)=0 from fun f ↦ Fintype.sum_empty f, + sub_self,zero_add,finiteMaximum_const] + +lemma continuous_scalarTreeEval (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : + Continuous (scalarTreeEval c q T) := by + unfold scalarTreeEval scalarTreeValue treeOffset + apply continuous_finiteMaximum.comp + apply continuous_pi + intro α + unfold linearProcess + fun_prop + +lemma marked_gaussianAddLaw {S : Type*} [MeasurableSpace S] (σ : Measure S) [IsProbabilityMeasure σ] + {μ : Measure ℝ} [IsProbabilityMeasure μ] {f : S → ℝ} + (hf : MeasurePreserving f σ μ) (c : ℝ) : + MeasurePreserving (fun p : (ℝ×ℝ)×S ↦ (c*p.1.1+f p.2,p.1.2)) + (edgeNoiseLaw.prod σ) ((gaussianAddLaw c μ).prod gumbelLaw) := by + have hadd : MeasurePreserving (fun p : ℝ×ℝ ↦ c*p.1+p.2) + (standardGaussian.prod μ) (gaussianAddLaw c μ) := ⟨by fun_prop,rfl⟩ + exact ((hadd.prod (MeasurePreserving.id gumbelLaw)).comp + (((MeasurePreserving.id standardGaussian).prod hf).prod (MeasurePreserving.id gumbelLaw))).comp + (measurePreserving_midSwap standardGaussian gumbelLaw σ) + +lemma scalarTreeEval_step (c : ℝ → TreeLevel → ℝ) (q : ℝ) (l : TreeLevel) (T : GaussianTree) + (w : TreeEdges (l::T) → ℝ×ℝ) : + scalarTreeEval c q (l::T) w=branchMax l.height l.branchExcess + ((fun i ↦ c q l*(w (Sum.inl i)).1+ + scalarTreeEval c l.endpoint T (fun e ↦ w (Sum.inr (i,e)))), + fun i ↦ (w (Sum.inl i)).2) := by + rw [scalarTreeEval,scalarTreeValue_step] + unfold branchMax + have he (i : Fin (l.branchExcess+1)) : + c q l*(w (Sum.inl i)).1+scalarTreeEval c l.endpoint T (fun e ↦ w (Sum.inr (i,e)))+ + ((w (Sum.inl i)).2-Real.log (l.branchExcess+1 : ℝ))/l.height= + (c q l*(w (Sum.inl i)).1+scalarTreeEval c l.endpoint T (fun e ↦ w (Sum.inr (i,e)))+ + (w (Sum.inl i)).2/l.height)+(-Real.log (l.branchExcess+1 : ℝ)/l.height) := by ring + change finiteMaximum (fun i ↦ c q l*(w (Sum.inl i)).1+ + scalarTreeEval c l.endpoint T (fun e ↦ w (Sum.inr (i,e)))+ + ((w (Sum.inl i)).2-Real.log (l.branchExcess+1 : ℝ))/l.height)=_ + conv_lhs => arg 1; ext i; rw [he i] + rw [finiteMaximum_add_const] + ring + +theorem scalarTreeEval_law (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : + MeasurePreserving (scalarTreeEval c q T) (Measure.pi (fun _ : TreeEdges T ↦ edgeNoiseLaw)) + (scalarTreeLaw c q T) := by + induction T generalizing q with + | nil => + have he : scalarTreeEval c q []=fun _ ↦ (0 : ℝ) := funext (scalarTreeEval_nil c q) + rw [he,scalarTreeLaw] + exact ⟨measurable_const,by simp⟩ + | cons l T ih => + let ν := gaussianAddLaw (c q l) (scalarTreeLaw c l.endpoint T) + have hblock := measurePreserving_nodeBlocks (I := Fin (l.branchExcess+1)) (E := TreeEdges T) edgeNoiseLaw + have hchild := marked_gaussianAddLaw (Measure.pi (fun _ : TreeEdges T ↦ edgeNoiseLaw)) (ih l.endpoint) (c q l) + have hchildren := measurePreserving_pi (fun _ : Fin (l.branchExcess+1) ↦ + edgeNoiseLaw.prod (Measure.pi (fun _ : TreeEdges T ↦ edgeNoiseLaw))) + (fun _ ↦ ν.prod gumbelLaw) (fun _ ↦ hchild) + have hpair := measurePreserving_arrowProdEquivProdArrow ℝ ℝ (Fin (l.branchExcess+1)) + (fun _ ↦ ν) (fun _ ↦ gumbelLaw) + have hmax : MeasurePreserving (branchMax l.height l.branchExcess) + ((Measure.pi (fun _ : Fin (l.branchExcess+1) ↦ ν)).prod + (Measure.pi (fun _ : Fin (l.branchExcess+1) ↦ gumbelLaw))) + (scalarTreeLaw c q (l::T)) := ⟨(continuous_branchMax _ _).measurable,rfl⟩ + have hall := hmax.comp (hpair.comp (hchildren.comp hblock)) + convert hall using 1 + funext w + exact scalarTreeEval_step c q l T w + +lemma scalarTreeLaw_integrable (c : ℝ → TreeLevel → ℝ) (q : ℝ) (T : GaussianTree) : + Integrable (fun x : ℝ ↦ x) (scalarTreeLaw c q T) := by + induction T generalizing q with + | nil => + change Integrable (fun x : ℝ ↦ x) (Measure.dirac (0 : ℝ)) + exact integrable_dirac (by simp) + | cons l T ih => exact branchLaw_integrable (gaussianAddLaw_integrable _ (ih l.endpoint)) _ _ + +end SKValueG + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/GroundState/TreeWidths.lean b/lean/OAI/Probability/SKValue/GroundState/TreeWidths.lean index bb177de84c807c7ae3013c905b43f984ebf00a3e..fe9b0904153b4693de520e944dc973eea861570c 100644 --- a/lean/OAI/Probability/SKValue/GroundState/TreeWidths.lean +++ b/lean/OAI/Probability/SKValue/GroundState/TreeWidths.lean @@ -1,119 +1,119 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.BranchMeanUpper - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValueG - -noncomputable def auxAmplitude (n : ℕ) (q : ℝ) (l : TreeLevel) : ℝ := - Real.sqrt ((n : ℝ)/2)*Real.sqrt (l.endpoint^2-q^2) - -noncomputable def auxShape (n : ℕ) (q : ℝ) : GaussianTree → CascadeShape - | [] => [] - | l::T => (auxAmplitude n q l,l.height)::auxShape n l.endpoint T - -noncomputable def resizeTree (n : ℕ) (q : ℝ) : (T : GaussianTree) → CascadeWidths (auxShape n q T) → GaussianTree - | [],_ => [] - | l::T,w => {l with branchExcess := w.1}::resizeTree n l.endpoint T w.2 - -lemma resizeTree_valid (n : ℕ) {q : ℝ} {T : GaussianTree} (h : ValidTreeGrid q T) - (w : CascadeWidths (auxShape n q T)) : ValidTreeGrid q (resizeTree n q T w) := by - induction T generalizing q with - | nil => exact h - | cons l T ih => exact ⟨h.1,ih h.2 w.2⟩ - -lemma resizeTree_scale (n : ℕ) (q : ℝ) {a : ℝ} {T : GaussianTree} (h : TreeScale a T) - (w : CascadeWidths (auxShape n q T)) : TreeScale a (resizeTree n q T w) := by - induction T generalizing a q with - | nil => exact h - | cons l T ih => exact ⟨h.1,h.2.1,ih _ h.2.2 w.2⟩ - -lemma auxShape_scale (n : ℕ) (q : ℝ) {a : ℝ} {T : GaussianTree} (h : TreeScale a T) : - CascadeScale a (auxShape n q T) := by - induction T generalizing a q with - | nil => exact h - | cons l T ih => exact ⟨h.1,h.2.1,ih _ h.2.2⟩ - -lemma resizeTree_profile (n : ℕ) (q : ℝ) (T : GaussianTree) (w : CascadeWidths (auxShape n q T)) : - fieldProfile q (resizeTree n q T w)=fieldProfile q T := by - induction T generalizing q with - | nil => rfl - | cons l T ih => simp only [resizeTree,fieldProfile,ih] - -lemma resizeTree_gumbelMoment (n : ℕ) (q a : ℝ) (T : GaussianTree) (w : CascadeWidths (auxShape n q T)) : - gumbelTreeMoment a (resizeTree n q T w)=gumbelTreeMoment a T := by - induction T generalizing q a with - | nil => rfl - | cons l T ih => simp only [resizeTree,gumbelTreeMoment,ih] - -lemma resizeTree_gumbelMean (n : ℕ) (q : ℝ) (T : GaussianTree) (w : CascadeWidths (auxShape n q T)) : - gumbelTreeMean (resizeTree n q T w)=gumbelTreeMean T := by - cases T with - | nil => rfl - | cons l T => simp only [resizeTree,gumbelTreeMean,resizeTree_gumbelMoment] - -lemma resizeTree_scalarLaw (n : ℕ) (q : ℝ) (T : GaussianTree) (w : CascadeWidths (auxShape n q T)) : - scalarTreeLaw (auxAmplitude n) q (resizeTree n q T w)=cascadeLaw (auxShape n q T) w := by - induction T generalizing q with - | nil => rfl - | cons l T ih => simp only [resizeTree,scalarTreeLaw,auxShape,cascadeLaw,ih,auxAmplitude] - -noncomputable def treeCorrection (q : ℝ) : GaussianTree → ℝ - | [] => 0 - | l::T => l.height*(l.endpoint^2-q^2)/4+treeCorrection l.endpoint T - -lemma auxAmplitude_sq (n : ℕ) {q : ℝ} {l : TreeLevel} (hq : 0 ≤ q) (hql : q ≤ l.endpoint) : - (auxAmplitude n q l)^2=(n : ℝ)/2*(l.endpoint^2-q^2) := by - have hl := hq.trans hql - have hs : 0 ≤ l.endpoint^2-q^2 := by nlinarith - rw [auxAmplitude,mul_pow,Real.sq_sqrt (by positivity),Real.sq_sqrt hs] - -lemma auxShape_moment (n : ℕ) {q a : ℝ} {T : GaussianTree} (hq : 0 ≤ q) - (hgrid : ValidTreeGrid q T) (h : TreeScale a T) : - cascadeMoment a (auxShape n q T)=gumbelTreeMoment a T*Real.exp (a*(n : ℝ)*treeCorrection q T) := by - induction T generalizing q a with - | nil => simp [auxShape,cascadeMoment,gumbelTreeMoment,treeCorrection] - | cons l T ih => - obtain ⟨ha,ham,hT⟩ := h - have hm : 0 < l.height := ha.trans_lt ham - have hs := auxAmplitude_sq n hq hgrid.1 - rw [auxShape,cascadeMoment,ih (hq.trans hgrid.1) hgrid.2 hT] - rw [mul_pow,hs] - have he : Real.exp (l.height^2*((n : ℝ)/2*(l.endpoint^2-q^2))/2)* - (gumbelTreeMoment l.height T*Real.exp (l.height*(n : ℝ)*treeCorrection l.endpoint T))= - gumbelTreeMoment l.height T*Real.exp (l.height*(n : ℝ)*treeCorrection q (l::T)) := by - rw [mul_left_comm,←Real.exp_add] - congr 2 - simp only [treeCorrection] - ring - rw [he,Real.mul_rpow (gumbelTreeMoment_pos hT).le (Real.exp_pos _).le,←Real.exp_mul] - have he2 : l.height*(n : ℝ)*treeCorrection q (l::T)*(a/l.height)=a*(n : ℝ)*treeCorrection q (l::T) := by - field_simp - rw [he2] - simp only [gumbelTreeMoment,mul_assoc] - -lemma auxShape_mean (n : ℕ) {q : ℝ} {T : GaussianTree} (hq : 0 ≤ q) - (hgrid : ValidTreeGrid q T) (h : TreeScale 0 T) : - cascadeMean (auxShape n q T)=gumbelTreeMean T+(n : ℝ)*treeCorrection q T := by - cases T with - | nil => simp [auxShape,cascadeMean,gumbelTreeMean,treeCorrection] - | cons l T => - obtain ⟨_,hm,hT⟩ := h - have hs := auxAmplitude_sq n hq hgrid.1 - rw [auxShape,cascadeMean,auxShape_moment n (hq.trans hgrid.1) hgrid.2 hT] - rw [Real.log_mul (Real.exp_pos _).ne' (mul_pos (gumbelTreeMoment_pos hT) (Real.exp_pos _)).ne', - Real.log_exp,Real.log_mul (gumbelTreeMoment_pos hT).ne' (Real.exp_pos _).ne',Real.log_exp] - rw [mul_pow,hs] - simp only [gumbelTreeMean,treeCorrection] - field_simp - ring - -end SKValueG - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.GroundState.BranchMeanUpper + +namespace OAI + +section + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal ENNReal BigOperators +namespace SKValueG + +noncomputable def auxAmplitude (n : ℕ) (q : ℝ) (l : TreeLevel) : ℝ := + Real.sqrt ((n : ℝ)/2)*Real.sqrt (l.endpoint^2-q^2) + +noncomputable def auxShape (n : ℕ) (q : ℝ) : GaussianTree → CascadeShape + | [] => [] + | l::T => (auxAmplitude n q l,l.height)::auxShape n l.endpoint T + +noncomputable def resizeTree (n : ℕ) (q : ℝ) : (T : GaussianTree) → CascadeWidths (auxShape n q T) → GaussianTree + | [],_ => [] + | l::T,w => {l with branchExcess := w.1}::resizeTree n l.endpoint T w.2 + +lemma resizeTree_valid (n : ℕ) {q : ℝ} {T : GaussianTree} (h : ValidTreeGrid q T) + (w : CascadeWidths (auxShape n q T)) : ValidTreeGrid q (resizeTree n q T w) := by + induction T generalizing q with + | nil => exact h + | cons l T ih => exact ⟨h.1,ih h.2 w.2⟩ + +lemma resizeTree_scale (n : ℕ) (q : ℝ) {a : ℝ} {T : GaussianTree} (h : TreeScale a T) + (w : CascadeWidths (auxShape n q T)) : TreeScale a (resizeTree n q T w) := by + induction T generalizing a q with + | nil => exact h + | cons l T ih => exact ⟨h.1,h.2.1,ih _ h.2.2 w.2⟩ + +lemma auxShape_scale (n : ℕ) (q : ℝ) {a : ℝ} {T : GaussianTree} (h : TreeScale a T) : + CascadeScale a (auxShape n q T) := by + induction T generalizing a q with + | nil => exact h + | cons l T ih => exact ⟨h.1,h.2.1,ih _ h.2.2⟩ + +lemma resizeTree_profile (n : ℕ) (q : ℝ) (T : GaussianTree) (w : CascadeWidths (auxShape n q T)) : + fieldProfile q (resizeTree n q T w)=fieldProfile q T := by + induction T generalizing q with + | nil => rfl + | cons l T ih => simp only [resizeTree,fieldProfile,ih] + +lemma resizeTree_gumbelMoment (n : ℕ) (q a : ℝ) (T : GaussianTree) (w : CascadeWidths (auxShape n q T)) : + gumbelTreeMoment a (resizeTree n q T w)=gumbelTreeMoment a T := by + induction T generalizing q a with + | nil => rfl + | cons l T ih => simp only [resizeTree,gumbelTreeMoment,ih] + +lemma resizeTree_gumbelMean (n : ℕ) (q : ℝ) (T : GaussianTree) (w : CascadeWidths (auxShape n q T)) : + gumbelTreeMean (resizeTree n q T w)=gumbelTreeMean T := by + cases T with + | nil => rfl + | cons l T => simp only [resizeTree,gumbelTreeMean,resizeTree_gumbelMoment] + +lemma resizeTree_scalarLaw (n : ℕ) (q : ℝ) (T : GaussianTree) (w : CascadeWidths (auxShape n q T)) : + scalarTreeLaw (auxAmplitude n) q (resizeTree n q T w)=cascadeLaw (auxShape n q T) w := by + induction T generalizing q with + | nil => rfl + | cons l T ih => simp only [resizeTree,scalarTreeLaw,auxShape,cascadeLaw,ih,auxAmplitude] + +noncomputable def treeCorrection (q : ℝ) : GaussianTree → ℝ + | [] => 0 + | l::T => l.height*(l.endpoint^2-q^2)/4+treeCorrection l.endpoint T + +lemma auxAmplitude_sq (n : ℕ) {q : ℝ} {l : TreeLevel} (hq : 0 ≤ q) (hql : q ≤ l.endpoint) : + (auxAmplitude n q l)^2=(n : ℝ)/2*(l.endpoint^2-q^2) := by + have hl := hq.trans hql + have hs : 0 ≤ l.endpoint^2-q^2 := by nlinarith + rw [auxAmplitude,mul_pow,Real.sq_sqrt (by positivity),Real.sq_sqrt hs] + +lemma auxShape_moment (n : ℕ) {q a : ℝ} {T : GaussianTree} (hq : 0 ≤ q) + (hgrid : ValidTreeGrid q T) (h : TreeScale a T) : + cascadeMoment a (auxShape n q T)=gumbelTreeMoment a T*Real.exp (a*(n : ℝ)*treeCorrection q T) := by + induction T generalizing q a with + | nil => simp [auxShape,cascadeMoment,gumbelTreeMoment,treeCorrection] + | cons l T ih => + obtain ⟨ha,ham,hT⟩ := h + have hm : 0 < l.height := ha.trans_lt ham + have hs := auxAmplitude_sq n hq hgrid.1 + rw [auxShape,cascadeMoment,ih (hq.trans hgrid.1) hgrid.2 hT] + rw [mul_pow,hs] + have he : Real.exp (l.height^2*((n : ℝ)/2*(l.endpoint^2-q^2))/2)* + (gumbelTreeMoment l.height T*Real.exp (l.height*(n : ℝ)*treeCorrection l.endpoint T))= + gumbelTreeMoment l.height T*Real.exp (l.height*(n : ℝ)*treeCorrection q (l::T)) := by + rw [mul_left_comm,←Real.exp_add] + congr 2 + simp only [treeCorrection] + ring + rw [he,Real.mul_rpow (gumbelTreeMoment_pos hT).le (Real.exp_pos _).le,←Real.exp_mul] + have he2 : l.height*(n : ℝ)*treeCorrection q (l::T)*(a/l.height)=a*(n : ℝ)*treeCorrection q (l::T) := by + field_simp + rw [he2] + simp only [gumbelTreeMoment,mul_assoc] + +lemma auxShape_mean (n : ℕ) {q : ℝ} {T : GaussianTree} (hq : 0 ≤ q) + (hgrid : ValidTreeGrid q T) (h : TreeScale 0 T) : + cascadeMean (auxShape n q T)=gumbelTreeMean T+(n : ℝ)*treeCorrection q T := by + cases T with + | nil => simp [auxShape,cascadeMean,gumbelTreeMean,treeCorrection] + | cons l T => + obtain ⟨_,hm,hT⟩ := h + have hs := auxAmplitude_sq n hq hgrid.1 + rw [auxShape,cascadeMean,auxShape_moment n (hq.trans hgrid.1) hgrid.2 hT] + rw [Real.log_mul (Real.exp_pos _).ne' (mul_pos (gumbelTreeMoment_pos hT) (Real.exp_pos _)).ne', + Real.log_exp,Real.log_mul (gumbelTreeMoment_pos hT).ne' (Real.exp_pos _).ne',Real.log_exp] + rw [mul_pow,hs] + simp only [gumbelTreeMean,treeCorrection] + field_simp + ring + +end SKValueG + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/GroundState/WeakGuerra.lean b/lean/OAI/Probability/SKValue/GroundState/WeakGuerra.lean index 36232fe0a067af9954662141e9c4f24090ca77c3..7913b2c8e3540b27e8a1822df8cf03b779eb676e 100644 --- a/lean/OAI/Probability/SKValue/GroundState/WeakGuerra.lean +++ b/lean/OAI/Probability/SKValue/GroundState/WeakGuerra.lean @@ -1,147 +1,147 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.CascadePassage -import OAI.Probability.SKValue.Equations.StrictProfile - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValueG - -lemma profile_penalty_mono (ε : ℝ≥0) (k : ℕ) {l : SKValue.HeatProfile} - (hT : SKValue.profileTime l=1) : - (∫ t in (0 : ℝ)..1,t*SKValue.profileCoeff l t) ≤ - ∫ t in (0 : ℝ)..1,t*SKValue.profileCoeff (SKValue.liftProfile ε k l) t := by - have h1 := profile_weighted_integrable 0 l - have h2 := profile_weighted_integrable 0 (SKValue.liftProfile ε k l) - simp only [zero_add,SKValue.liftProfile_time,hT] at h1 h2 - apply intervalIntegral.integral_mono_on (by norm_num) h1 h2 - intro t ht - exact mul_le_mul_of_nonneg_left (SKValue.liftProfile_coeff_lower ε k l t) ht.1 - -lemma weak_profile_guerra_upper (W : SKValue.BrownianSpace) {n : ℕ} (hn : 0 0 - | j+1 => euler T N γ u z j + Real.sqrt (stepSize T N) * coordinate N j z + - stepSize T N * γ (meshTime T N j) * u (meshTime T N j) (euler T N γ u z j) - -structure OrderParameter where - coeff : ℝ → ℝ - nonneg : ∀ t ∈ Ico (0 : ℝ) 1, 0 ≤ coeff t - monotone : MonotoneOn coeff (Ico (0 : ℝ) 1) - rightContinuous : ∀ t ∈ Ico (0 : ℝ) 1, ContinuousWithinAt coeff (Ici t) t - integrable : IntegrableOn coeff (Ioc (0 : ℝ) 1) - -structure BrownianSpace where - Ω : Type - measurableSpace : MeasurableSpace Ω - μ : @Measure Ω measurableSpace - probability : @IsProbabilityMeasure Ω measurableSpace μ - B : ℝ≥0 → Ω → ℝ - measurable : ∀ t, @StronglyMeasurable Ω ℝ _ measurableSpace (B t) - brownian : @IsBrownianReal Ω measurableSpace B μ - -attribute [instance] BrownianSpace.measurableSpace BrownianSpace.probability - -noncomputable def BrownianSpace.filtration (W : BrownianSpace) : - Filtration ℝ≥0 W.measurableSpace := Filtration.natural W.B W.measurable - -noncomputable def shiftedFiltration (W : BrownianSpace) (t : ℝ) : - Filtration ℝ≥0 W.measurableSpace := - Filtration.natural (fun s ω ↦ W.B (Real.toNNReal t + s) ω - W.B (Real.toNNReal t) ω) - (fun _ ↦ (W.measurable _).sub (W.measurable _)) - -def Admissible (W : BrownianSpace) (t : ℝ) (α : ℝ≥0 → W.Ω → ℝ) : Prop := - IsProgressive (shiftedFiltration W t) α ∧ ∀ s ω, |α s ω| ≤ 1 - -noncomputable def controlPayoff (W : BrownianSpace) (γ : OrderParameter) - (t x : ℝ) (α : ℝ≥0 → W.Ω → ℝ) : ℝ := - ∫ ω, (|x + W.B 1 ω - W.B (Real.toNNReal t) ω + - ∫ s in (0 : ℝ)..(1-t), γ.coeff (t+s) * α (Real.toNNReal s) ω| - - (1/2 : ℝ) * ∫ s in (0 : ℝ)..(1-t), γ.coeff (t+s) * α (Real.toNNReal s) ω ^ 2) ∂W.μ - -noncomputable def phi (W : BrownianSpace) (γ : OrderParameter) (t x : ℝ) : ℝ := - sSup {r | ∃ α, Admissible W t α ∧ r = controlPayoff W γ t x α} - -noncomputable def gradient (W : BrownianSpace) (γ : OrderParameter) (t x : ℝ) : ℝ := - deriv (phi W γ t) x - -noncomputable def curvature (W : BrownianSpace) (γ : OrderParameter) (t x : ℝ) : ℝ := - deriv (gradient W γ t) x - -noncomputable def parisi (W : BrownianSpace) (γ : OrderParameter) : ℝ := - phi W γ 0 0 - (1/2 : ℝ) * ∫ t in (0 : ℝ)..1, t * γ.coeff t - -def IsMinimizer (W : BrownianSpace) (γ : OrderParameter) : Prop := - ∀ η : OrderParameter, parisi W γ ≤ parisi W η - -def IsDiffusion (W : BrownianSpace) (γ : OrderParameter) (X : ℝ → W.Ω → ℝ) : Prop := - Adapted W.filtration (fun t ω ↦ X (min (t : ℝ) 1) ω) ∧ - (∀ᵐ ω ∂W.μ, ContinuousOn (fun t ↦ X t ω) (Icc (0 : ℝ) 1) ∧ - ∀ t ∈ Icc (0 : ℝ) 1, - X t ω = W.B (Real.toNNReal t) ω + - ∫ s in (0 : ℝ)..t, γ.coeff s * gradient W γ s (X s ω)) - -noncomputable def spin (b : Bool) : ℝ := if b then 1 else -1 - -noncomputable def hamiltonian (n : ℕ) (J : (Fin n × Fin n) → ℝ) - (σ : Fin n → Bool) : ℝ := - (Real.sqrt (n : ℝ))⁻¹ * - ∑ i : Fin n, ∑ j : Fin n, if i < j then J (i,j) * spin (σ i) * spin (σ j) else 0 - -noncomputable def groundStateSequence (n : ℕ) : ℝ := - (n : ℝ)⁻¹ * ∫ J, sSup (range (hamiltonian n J)) ∂gaussianProduct (Fin n × Fin n) - -noncomputable def groundStateValue : ℝ := limUnder atTop groundStateSequence - -noncomputable def gradientStopped (W : BrownianSpace) (γ : OrderParameter) - (X : ℝ → W.Ω → ℝ) (U : W.Ω → ℝ) (t : ℝ≥0) (ω : W.Ω) : ℝ := - if (t : ℝ) < 1 then gradient W γ t (X t ω) else U ω - -def ScalarValueConclusion (W : BrownianSpace) (γ : OrderParameter) - (X : ℝ → W.Ω → ℝ) : Prop := - Tendsto groundStateSequence atTop (𝓝 groundStateValue) ∧ - ∃ U : W.Ω → ℝ, - Martingale (gradientStopped W γ X U) W.filtration W.μ ∧ - (∀ᵐ ω ∂W.μ, |U ω| ≤ 1 ∧ (U ω)^2 = 1 ∧ - Tendsto (fun t ↦ gradient W γ t (X t ω)) (𝓝[<] (1 : ℝ)) (𝓝 (U ω))) ∧ - Tendsto (fun t ↦ ∫ ω, (gradient W γ t (X t ω) - U ω)^2 ∂W.μ) - (𝓝[<] (1 : ℝ)) (𝓝 (0 : ℝ)) ∧ - groundStateValue = (∫ ω, |X 1 ω| ∂W.μ) - ∫ t in (0 : ℝ)..1, t * γ.coeff t ∧ - groundStateValue = ∫ ω, U ω * W.B 1 ω ∂W.μ ∧ - groundStateValue = ∫ t in (0 : ℝ)..1, ∫ ω, curvature W γ t (X t ω) ∂W.μ ∧ - IntervalIntegrable (fun t ↦ ∫ ω, curvature W γ t (X t ω) ∂W.μ) volume 0 1 - -noncomputable def eulerPath (W : BrownianSpace) (γ : OrderParameter) (T : ℝ) (N : ℕ) - (z : Fin (N+1) → ℝ) (j : ℕ) : ℝ := - euler T N γ.coeff (gradient W γ) z j - -noncomputable def rawCoefficient (W : BrownianSpace) (γ : OrderParameter) - (T : ℝ) (N j : ℕ) (z : Fin (N+1) → ℝ) : ℝ := - curvature W γ (meshTime T N j) (eulerPath W γ T N z j) - -noncomputable def normalizer (W : BrownianSpace) (γ : OrderParameter) - (T : ℝ) (N j : ℕ) : ℝ := - (Real.sqrt (∫ z, (rawCoefficient W γ T N j z)^2 ∂gaussianProduct (Fin (N+1))))⁻¹ - -noncomputable def gaussianIncrement (W : BrownianSpace) (γ : OrderParameter) - (T : ℝ) (N j : ℕ) (z : Fin (N+1) → ℝ) : ℝ := - normalizer W γ T N j * rawCoefficient W γ T N j z * coordinate N j z - -noncomputable def roundedSign (W : BrownianSpace) (γ : OrderParameter) - (T : ℝ) (N : ℕ) (z : Fin (N+1) → ℝ) : ℝ := - Real.sign (gradient W γ T (eulerPath W γ T N z N) + - 2 * cdf standardGaussian (coordinate N N z) - 1) - -noncomputable def coefficientA (W : BrownianSpace) (γ : OrderParameter) - (T : ℝ) (N j : ℕ) : ℝ := - if j = 0 then 0 else - ∫ z, roundedSign W γ T N z * gaussianIncrement W γ T N (j-1) z - ∂gaussianProduct (Fin (N+1)) - -noncomputable def coefficientB (W : BrownianSpace) (γ : OrderParameter) - (T : ℝ) (N i : ℕ) : ℝ := - ∫ z, roundedSign W γ T N z * coordinate N (i-1) z ∂gaussianProduct (Fin (N+1)) - -noncomputable def shiftedCoefficientSum (W : BrownianSpace) (γ : OrderParameter) - (T : ℝ) (N : ℕ) : ℝ := - ∑ j ∈ Finset.range (N+1), coefficientA W γ T N j * coefficientB W γ T N (j+1) - -def FiniteGaussianConclusion (W : BrownianSpace) (γ : OrderParameter) - (X : ℝ → W.Ω → ℝ) (T : ℝ) : Prop := - (∀ᶠ N in atTop, ∀ j < N, 0 < normalizer W γ T N j) ∧ - Tendsto (shiftedCoefficientSum W γ T) atTop - (𝓝 (∫ t in (0 : ℝ)..T, ∫ ω, curvature W γ t (X t ω) ∂W.μ)) ∧ - Tendsto (fun S ↦ ∫ t in (0 : ℝ)..S, ∫ ω, curvature W γ t (X t ω) ∂W.μ) - (𝓝[<] (1 : ℝ)) (𝓝 groundStateValue) - -end SKValue - -end OAI +import Mathlib + +namespace OAI + +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology ENNReal NNReal BigOperators + +namespace SKValue + +noncomputable def standardGaussian : Measure ℝ := gaussianReal 0 1 + +instance : IsProbabilityMeasure standardGaussian := by unfold standardGaussian; infer_instance + +noncomputable def gaussianProduct (ι : Type) [Fintype ι] : Measure (ι → ℝ) := + Measure.pi (fun _ : ι ↦ standardGaussian) +instance gaussianProduct_probability (ι : Type) [Fintype ι] : + IsProbabilityMeasure (gaussianProduct ι) := by + unfold gaussianProduct + infer_instance + +def coordinate (N : ℕ) (j : ℕ) (z : Fin (N+1) → ℝ) : ℝ := + z ⟨j % (N+1), Nat.mod_lt _ (Nat.succ_pos _)⟩ + +noncomputable def stepSize (T : ℝ) (N : ℕ) : ℝ := T / N +noncomputable def meshTime (T : ℝ) (N j : ℕ) : ℝ := j * stepSize T N + +noncomputable def euler (T : ℝ) (N : ℕ) (γ : ℝ → ℝ) (u : ℝ → ℝ → ℝ) + (z : Fin (N+1) → ℝ) : ℕ → ℝ + | 0 => 0 + | j+1 => euler T N γ u z j + Real.sqrt (stepSize T N) * coordinate N j z + + stepSize T N * γ (meshTime T N j) * u (meshTime T N j) (euler T N γ u z j) + +structure OrderParameter where + coeff : ℝ → ℝ + nonneg : ∀ t ∈ Ico (0 : ℝ) 1, 0 ≤ coeff t + monotone : MonotoneOn coeff (Ico (0 : ℝ) 1) + rightContinuous : ∀ t ∈ Ico (0 : ℝ) 1, ContinuousWithinAt coeff (Ici t) t + integrable : IntegrableOn coeff (Ioc (0 : ℝ) 1) + +structure BrownianSpace where + Ω : Type + measurableSpace : MeasurableSpace Ω + μ : @Measure Ω measurableSpace + probability : @IsProbabilityMeasure Ω measurableSpace μ + B : ℝ≥0 → Ω → ℝ + measurable : ∀ t, @StronglyMeasurable Ω ℝ _ measurableSpace (B t) + brownian : @IsBrownianReal Ω measurableSpace B μ + +attribute [instance] BrownianSpace.measurableSpace BrownianSpace.probability + +noncomputable def BrownianSpace.filtration (W : BrownianSpace) : + Filtration ℝ≥0 W.measurableSpace := Filtration.natural W.B W.measurable + +noncomputable def shiftedFiltration (W : BrownianSpace) (t : ℝ) : + Filtration ℝ≥0 W.measurableSpace := + Filtration.natural (fun s ω ↦ W.B (Real.toNNReal t + s) ω - W.B (Real.toNNReal t) ω) + (fun _ ↦ (W.measurable _).sub (W.measurable _)) + +def Admissible (W : BrownianSpace) (t : ℝ) (α : ℝ≥0 → W.Ω → ℝ) : Prop := + IsProgressive (shiftedFiltration W t) α ∧ ∀ s ω, |α s ω| ≤ 1 + +noncomputable def controlPayoff (W : BrownianSpace) (γ : OrderParameter) + (t x : ℝ) (α : ℝ≥0 → W.Ω → ℝ) : ℝ := + ∫ ω, (|x + W.B 1 ω - W.B (Real.toNNReal t) ω + + ∫ s in (0 : ℝ)..(1-t), γ.coeff (t+s) * α (Real.toNNReal s) ω| - + (1/2 : ℝ) * ∫ s in (0 : ℝ)..(1-t), γ.coeff (t+s) * α (Real.toNNReal s) ω ^ 2) ∂W.μ + +noncomputable def phi (W : BrownianSpace) (γ : OrderParameter) (t x : ℝ) : ℝ := + sSup {r | ∃ α, Admissible W t α ∧ r = controlPayoff W γ t x α} + +noncomputable def gradient (W : BrownianSpace) (γ : OrderParameter) (t x : ℝ) : ℝ := + deriv (phi W γ t) x + +noncomputable def curvature (W : BrownianSpace) (γ : OrderParameter) (t x : ℝ) : ℝ := + deriv (gradient W γ t) x + +noncomputable def parisi (W : BrownianSpace) (γ : OrderParameter) : ℝ := + phi W γ 0 0 - (1/2 : ℝ) * ∫ t in (0 : ℝ)..1, t * γ.coeff t + +def IsMinimizer (W : BrownianSpace) (γ : OrderParameter) : Prop := + ∀ η : OrderParameter, parisi W γ ≤ parisi W η + +def IsDiffusion (W : BrownianSpace) (γ : OrderParameter) (X : ℝ → W.Ω → ℝ) : Prop := + Adapted W.filtration (fun t ω ↦ X (min (t : ℝ) 1) ω) ∧ + (∀ᵐ ω ∂W.μ, ContinuousOn (fun t ↦ X t ω) (Icc (0 : ℝ) 1) ∧ + ∀ t ∈ Icc (0 : ℝ) 1, + X t ω = W.B (Real.toNNReal t) ω + + ∫ s in (0 : ℝ)..t, γ.coeff s * gradient W γ s (X s ω)) + +noncomputable def spin (b : Bool) : ℝ := if b then 1 else -1 + +noncomputable def hamiltonian (n : ℕ) (J : (Fin n × Fin n) → ℝ) + (σ : Fin n → Bool) : ℝ := + (Real.sqrt (n : ℝ))⁻¹ * + ∑ i : Fin n, ∑ j : Fin n, if i < j then J (i,j) * spin (σ i) * spin (σ j) else 0 + +noncomputable def groundStateSequence (n : ℕ) : ℝ := + (n : ℝ)⁻¹ * ∫ J, sSup (range (hamiltonian n J)) ∂gaussianProduct (Fin n × Fin n) + +noncomputable def groundStateValue : ℝ := limUnder atTop groundStateSequence + +noncomputable def gradientStopped (W : BrownianSpace) (γ : OrderParameter) + (X : ℝ → W.Ω → ℝ) (U : W.Ω → ℝ) (t : ℝ≥0) (ω : W.Ω) : ℝ := + if (t : ℝ) < 1 then gradient W γ t (X t ω) else U ω + +def ScalarValueConclusion (W : BrownianSpace) (γ : OrderParameter) + (X : ℝ → W.Ω → ℝ) : Prop := + Tendsto groundStateSequence atTop (𝓝 groundStateValue) ∧ + ∃ U : W.Ω → ℝ, + Martingale (gradientStopped W γ X U) W.filtration W.μ ∧ + (∀ᵐ ω ∂W.μ, |U ω| ≤ 1 ∧ (U ω)^2 = 1 ∧ + Tendsto (fun t ↦ gradient W γ t (X t ω)) (𝓝[<] (1 : ℝ)) (𝓝 (U ω))) ∧ + Tendsto (fun t ↦ ∫ ω, (gradient W γ t (X t ω) - U ω)^2 ∂W.μ) + (𝓝[<] (1 : ℝ)) (𝓝 (0 : ℝ)) ∧ + groundStateValue = (∫ ω, |X 1 ω| ∂W.μ) - ∫ t in (0 : ℝ)..1, t * γ.coeff t ∧ + groundStateValue = ∫ ω, U ω * W.B 1 ω ∂W.μ ∧ + groundStateValue = ∫ t in (0 : ℝ)..1, ∫ ω, curvature W γ t (X t ω) ∂W.μ ∧ + IntervalIntegrable (fun t ↦ ∫ ω, curvature W γ t (X t ω) ∂W.μ) volume 0 1 + +noncomputable def eulerPath (W : BrownianSpace) (γ : OrderParameter) (T : ℝ) (N : ℕ) + (z : Fin (N+1) → ℝ) (j : ℕ) : ℝ := + euler T N γ.coeff (gradient W γ) z j + +noncomputable def rawCoefficient (W : BrownianSpace) (γ : OrderParameter) + (T : ℝ) (N j : ℕ) (z : Fin (N+1) → ℝ) : ℝ := + curvature W γ (meshTime T N j) (eulerPath W γ T N z j) + +noncomputable def normalizer (W : BrownianSpace) (γ : OrderParameter) + (T : ℝ) (N j : ℕ) : ℝ := + (Real.sqrt (∫ z, (rawCoefficient W γ T N j z)^2 ∂gaussianProduct (Fin (N+1))))⁻¹ + +noncomputable def gaussianIncrement (W : BrownianSpace) (γ : OrderParameter) + (T : ℝ) (N j : ℕ) (z : Fin (N+1) → ℝ) : ℝ := + normalizer W γ T N j * rawCoefficient W γ T N j z * coordinate N j z + +noncomputable def roundedSign (W : BrownianSpace) (γ : OrderParameter) + (T : ℝ) (N : ℕ) (z : Fin (N+1) → ℝ) : ℝ := + Real.sign (gradient W γ T (eulerPath W γ T N z N) + + 2 * cdf standardGaussian (coordinate N N z) - 1) + +noncomputable def coefficientA (W : BrownianSpace) (γ : OrderParameter) + (T : ℝ) (N j : ℕ) : ℝ := + if j = 0 then 0 else + ∫ z, roundedSign W γ T N z * gaussianIncrement W γ T N (j-1) z + ∂gaussianProduct (Fin (N+1)) + +noncomputable def coefficientB (W : BrownianSpace) (γ : OrderParameter) + (T : ℝ) (N i : ℕ) : ℝ := + ∫ z, roundedSign W γ T N z * coordinate N (i-1) z ∂gaussianProduct (Fin (N+1)) + +noncomputable def shiftedCoefficientSum (W : BrownianSpace) (γ : OrderParameter) + (T : ℝ) (N : ℕ) : ℝ := + ∑ j ∈ Finset.range (N+1), coefficientA W γ T N j * coefficientB W γ T N (j+1) + +def FiniteGaussianConclusion (W : BrownianSpace) (γ : OrderParameter) + (X : ℝ → W.Ω → ℝ) (T : ℝ) : Prop := + (∀ᶠ N in atTop, ∀ j < N, 0 < normalizer W γ T N j) ∧ + Tendsto (shiftedCoefficientSum W γ T) atTop + (𝓝 (∫ t in (0 : ℝ)..T, ∫ ω, curvature W γ t (X t ω) ∂W.μ)) ∧ + Tendsto (fun S ↦ ∫ t in (0 : ℝ)..S, ∫ ω, curvature W γ t (X t ω) ∂W.μ) + (𝓝[<] (1 : ℝ)) (𝓝 groundStateValue) + +end SKValue + +end OAI diff --git a/lean/OAI/Probability/SKValue/Processes/CrossMesh.lean b/lean/OAI/Probability/SKValue/Processes/CrossMesh.lean index 74570a4712c2a992c0a69525add7bfb63a65c0da..7657c91e35ec9514bb6e753ee12e90d12d9c8d1c 100644 --- a/lean/OAI/Probability/SKValue/Processes/CrossMesh.lean +++ b/lean/OAI/Probability/SKValue/Processes/CrossMesh.lean @@ -1,153 +1,153 @@ -import Mathlib -import OAI.Probability.SKValue.GroundState.CrossExpectation - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology NNReal ENNReal BigOperators -namespace SKValue - -lemma abs_telescope_source {N : ℕ} {A b Γ Δ : ℕ → ℝ} {c d e : ℝ} - (h : ∀ j linarith [ha.1,hb.2,ht.1,ht.2] - have hLip' : ∀ s∈Icc (0 : ℝ) (b-a), ∀ t∈Icc (0 : ℝ) (b-a), ∀ x y, - |u (a+s) x-u (a+t) y|≤Lu*(|s-t|+|x-y|) := by - intro s hs t ht x y - simpa only [add_sub_add_left_eq_sub] using hLip _ (hmem s hs) _ (hmem t ht) x y - have hYM (t : ℝ) (ht : t∈Icc (0 : ℝ) (b-a)) : - StronglyMeasurable[ℱ (a.toNNReal+t.toNNReal)] (Y t) := by - have hh := hXM _ (hmem t ht) - rw [Real.toNNReal_add ha.1 ht.1] at hh - exact hh - have hWM (t : ℝ) (_ht : t∈Icc (0 : ℝ) (b-a)) : AEStronglyMeasurable (W t) μ := - ((((hXM a ha).mono (ℱ.le _)).add (hBm _)).sub (hBm _)).aestronglyMeasurable - have hW : ∀ s∈Icc (0 : ℝ) (b-a), ∀ t∈Icc (0 : ℝ) (b-a), ∀ ω, - W t ω-W s ω=B (a.toNNReal+t.toNNReal) ω-B (a.toNNReal+s.toNNReal) ω := by - intro s _ t _ ω - dsimp [W] - ring - have hpaths' : ∀ᵐ ω ∂μ, ContinuousOn (fun t ↦ Y t ω) (Icc (0 : ℝ) (b-a)) ∧ - IntervalIntegrable (fun s ↦ γ (a+s)*u (a+s) (Y s ω)) volume 0 (b-a) ∧ - ∀ t∈Icc (0 : ℝ) (b-a), Y t ω=W t ω+∫ s in (0 : ℝ)..t, γ (a+s)*u (a+s) (Y s ω) := by - filter_upwards [hpaths] with ω hω - have hT : 0≤T := ha.1.trans ha.2 - have hi := intervalIntegrable_substrip hT hω.2.1 ha hb - refine ⟨hω.1.comp (continuous_const.add continuous_id).continuousOn hmem,?_,?_⟩ - · simpa only [sub_self,Y] using hi.comp_add_left a - · intro t ht - have hhalf := intervalIntegrable_substrip hT hω.2.1 ha (hmem t ht) - have hleft := intervalIntegrable_substrip hT hω.2.1 ⟨le_rfl,hT⟩ ha - have hsum := intervalIntegral.integral_add_adjacent_intervals hleft hhalf - dsimp only [Y,W] - rw [intervalIntegral.integral_comp_add_left (fun s ↦ γ s*u s (X s ω)) a,add_zero] - rw [hω.2.2 _ (hmem t ht),hω.2.2 _ ha,Real.toNNReal_add ha.1 ht.1] - linarith - have hh := diffusion_gradient_condExp_local hB hBm a.toNNReal hba hba1 hLu - (h.shift ha.1 hab hb.2) hLip' hYM hWM hW hpaths' - simpa only [Y,add_sub_cancel,add_zero] using hh - -end SKValue - -namespace SKValue -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology NNReal BigOperators - -lemma diffusion_gradient_stopped_martingale - {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] - {B : ℝ≥0 → Ω → ℝ} (hB : IsPreBrownianReal B μ) - (hBm : ∀ t, StronglyMeasurable (B t)) - {T K L Lu : ℝ} {γ : ℝ → ℝ} {u : ℝ → ℝ → ℝ} {X : ℝ → Ω → ℝ} - (hT : 0≤T) (hT1 : T≤1) (hLu : 0≤Lu) (h : GradientStripCore T γ u K L) - (hLip : ∀ s∈Icc (0 : ℝ) T, ∀ t∈Icc (0 : ℝ) T, ∀ x y, - |u s x-u t y|≤Lu*(|s-t|+|x-y|)) - (hXM : ∀ t∈Icc (0 : ℝ) T, - StronglyMeasurable[Filtration.natural B hBm t.toNNReal] (X t)) - (hpaths : ∀ᵐ ω ∂μ, ContinuousOn (fun t ↦ X t ω) (Icc (0 : ℝ) T) ∧ - IntervalIntegrable (fun s ↦ γ s*u s (X s ω)) volume 0 T ∧ - ∀ t∈Icc (0 : ℝ) T, X t ω=B t.toNNReal ω+∫ s in (0 : ℝ)..t, γ s*u s (X s ω)) : - Martingale (fun t : ℝ≥0 ↦ fun ω ↦ u (min (t : ℝ) T) (X (min (t : ℝ) T) ω)) - (Filtration.natural B hBm) μ := by - let ℱ := Filtration.natural B hBm - have hmem (t : ℝ≥0) : min (t : ℝ) T∈Icc (0 : ℝ) T := - ⟨le_min t.coe_nonneg hT,min_le_right _ _⟩ - have htime (t : ℝ≥0) : (min (t : ℝ) T).toNNReal≤t := by - have hh := Real.toNNReal_mono (min_le_left (t : ℝ) T) - rw [Real.toNNReal_coe] at hh - exact hh - have hm (t : ℝ≥0) : StronglyMeasurable[ℱ t] - (fun ω ↦ u (min (t : ℝ) T) (X (min (t : ℝ) T) ω)) := - ((h.smooth _ (hmem t)).continuous.comp_stronglyMeasurable (hXM _ (hmem t))).mono (ℱ.mono (htime t)) - have hi (t : ℝ≥0) : Integrable (fun ω ↦ u (min (t : ℝ) T) (X (min (t : ℝ) T) ω)) μ := - Integrable.of_bound ((hm t).mono (ℱ.le _)).aestronglyMeasurable 1 - (Eventually.of_forall (fun ω ↦ (Real.norm_eq_abs _).trans_le (h.bounded _ (hmem t) _))) - refine ⟨hm,?_⟩ - intro s t hst - by_cases hs : (s : ℝ)≤T - · have ha : (s : ℝ)∈Icc (0 : ℝ) T := ⟨s.coe_nonneg,hs⟩ - have hh := diffusion_gradient_condExp hB hBm hT1 hLu h hLip hXM hpaths ha (hmem t) - (le_min (by exact_mod_cast hst) hs) - rw [Real.toNNReal_coe] at hh - simpa only [min_eq_left hs] using hh - · have hs' : T≤(s : ℝ) := (lt_of_not_ge hs).le - have ht : T≤(t : ℝ) := hs'.trans (by exact_mod_cast hst) - have hh := condExp_of_aestronglyMeasurable' (ℱ.le s) (hm s).aestronglyMeasurable (hi s) - simpa only [min_eq_right hs',min_eq_right ht] using hh - -end SKValue - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Equations.Shift + +namespace OAI + +section +open MeasureTheory ProbabilityTheory Set +open scoped ENNReal NNReal BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped BigOperators Topology +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology ENNReal NNReal +open Filter Set +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology +open MeasureTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory Set Filter Finset +open scoped Topology BigOperators +namespace SKValue +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology NNReal BigOperators + +lemma diffusion_gradient_condExp + {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] + {B : ℝ≥0 → Ω → ℝ} (hB : IsPreBrownianReal B μ) + (hBm : ∀ t, StronglyMeasurable (B t)) + {T K L Lu : ℝ} {γ : ℝ → ℝ} {u : ℝ → ℝ → ℝ} {X : ℝ → Ω → ℝ} + (hT1 : T≤1) (hLu : 0≤Lu) (h : GradientStripCore T γ u K L) + (hLip : ∀ s∈Icc (0 : ℝ) T, ∀ t∈Icc (0 : ℝ) T, ∀ x y, + |u s x-u t y|≤Lu*(|s-t|+|x-y|)) + (hXM : ∀ t∈Icc (0 : ℝ) T, + StronglyMeasurable[Filtration.natural B hBm t.toNNReal] (X t)) + (hpaths : ∀ᵐ ω ∂μ, ContinuousOn (fun t ↦ X t ω) (Icc (0 : ℝ) T) ∧ + IntervalIntegrable (fun s ↦ γ s*u s (X s ω)) volume 0 T ∧ + ∀ t∈Icc (0 : ℝ) T, X t ω=B t.toNNReal ω+∫ s in (0 : ℝ)..t, γ s*u s (X s ω)) + {a b : ℝ} (ha : a∈Icc (0 : ℝ) T) (hb : b∈Icc (0 : ℝ) T) (hab : a≤b) : + μ[(fun ω ↦ u b (X b ω)) | Filtration.natural B hBm a.toNNReal]=ᵐ[μ](fun ω ↦ u a (X a ω)) := by + let ℱ := Filtration.natural B hBm + by_cases heq : a=b + · subst b + have hh := (h.smooth a ha).continuous.comp_stronglyMeasurable (hXM a ha) + apply condExp_of_aestronglyMeasurable' (ℱ.le _) hh.aestronglyMeasurable + exact Integrable.of_bound (hh.mono (ℱ.le _)).aestronglyMeasurable 1 + (Eventually.of_forall (fun ω ↦ (Real.norm_eq_abs _).trans_le (h.bounded a ha _))) + have hlt : a linarith [ha.1,hb.2,ht.1,ht.2] + have hLip' : ∀ s∈Icc (0 : ℝ) (b-a), ∀ t∈Icc (0 : ℝ) (b-a), ∀ x y, + |u (a+s) x-u (a+t) y|≤Lu*(|s-t|+|x-y|) := by + intro s hs t ht x y + simpa only [add_sub_add_left_eq_sub] using hLip _ (hmem s hs) _ (hmem t ht) x y + have hYM (t : ℝ) (ht : t∈Icc (0 : ℝ) (b-a)) : + StronglyMeasurable[ℱ (a.toNNReal+t.toNNReal)] (Y t) := by + have hh := hXM _ (hmem t ht) + rw [Real.toNNReal_add ha.1 ht.1] at hh + exact hh + have hWM (t : ℝ) (_ht : t∈Icc (0 : ℝ) (b-a)) : AEStronglyMeasurable (W t) μ := + ((((hXM a ha).mono (ℱ.le _)).add (hBm _)).sub (hBm _)).aestronglyMeasurable + have hW : ∀ s∈Icc (0 : ℝ) (b-a), ∀ t∈Icc (0 : ℝ) (b-a), ∀ ω, + W t ω-W s ω=B (a.toNNReal+t.toNNReal) ω-B (a.toNNReal+s.toNNReal) ω := by + intro s _ t _ ω + dsimp [W] + ring + have hpaths' : ∀ᵐ ω ∂μ, ContinuousOn (fun t ↦ Y t ω) (Icc (0 : ℝ) (b-a)) ∧ + IntervalIntegrable (fun s ↦ γ (a+s)*u (a+s) (Y s ω)) volume 0 (b-a) ∧ + ∀ t∈Icc (0 : ℝ) (b-a), Y t ω=W t ω+∫ s in (0 : ℝ)..t, γ (a+s)*u (a+s) (Y s ω) := by + filter_upwards [hpaths] with ω hω + have hT : 0≤T := ha.1.trans ha.2 + have hi := intervalIntegrable_substrip hT hω.2.1 ha hb + refine ⟨hω.1.comp (continuous_const.add continuous_id).continuousOn hmem,?_,?_⟩ + · simpa only [sub_self,Y] using hi.comp_add_left a + · intro t ht + have hhalf := intervalIntegrable_substrip hT hω.2.1 ha (hmem t ht) + have hleft := intervalIntegrable_substrip hT hω.2.1 ⟨le_rfl,hT⟩ ha + have hsum := intervalIntegral.integral_add_adjacent_intervals hleft hhalf + dsimp only [Y,W] + rw [intervalIntegral.integral_comp_add_left (fun s ↦ γ s*u s (X s ω)) a,add_zero] + rw [hω.2.2 _ (hmem t ht),hω.2.2 _ ha,Real.toNNReal_add ha.1 ht.1] + linarith + have hh := diffusion_gradient_condExp_local hB hBm a.toNNReal hba hba1 hLu + (h.shift ha.1 hab hb.2) hLip' hYM hWM hW hpaths' + simpa only [Y,add_sub_cancel,add_zero] using hh + +end SKValue + +namespace SKValue +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology NNReal BigOperators + +lemma diffusion_gradient_stopped_martingale + {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] + {B : ℝ≥0 → Ω → ℝ} (hB : IsPreBrownianReal B μ) + (hBm : ∀ t, StronglyMeasurable (B t)) + {T K L Lu : ℝ} {γ : ℝ → ℝ} {u : ℝ → ℝ → ℝ} {X : ℝ → Ω → ℝ} + (hT : 0≤T) (hT1 : T≤1) (hLu : 0≤Lu) (h : GradientStripCore T γ u K L) + (hLip : ∀ s∈Icc (0 : ℝ) T, ∀ t∈Icc (0 : ℝ) T, ∀ x y, + |u s x-u t y|≤Lu*(|s-t|+|x-y|)) + (hXM : ∀ t∈Icc (0 : ℝ) T, + StronglyMeasurable[Filtration.natural B hBm t.toNNReal] (X t)) + (hpaths : ∀ᵐ ω ∂μ, ContinuousOn (fun t ↦ X t ω) (Icc (0 : ℝ) T) ∧ + IntervalIntegrable (fun s ↦ γ s*u s (X s ω)) volume 0 T ∧ + ∀ t∈Icc (0 : ℝ) T, X t ω=B t.toNNReal ω+∫ s in (0 : ℝ)..t, γ s*u s (X s ω)) : + Martingale (fun t : ℝ≥0 ↦ fun ω ↦ u (min (t : ℝ) T) (X (min (t : ℝ) T) ω)) + (Filtration.natural B hBm) μ := by + let ℱ := Filtration.natural B hBm + have hmem (t : ℝ≥0) : min (t : ℝ) T∈Icc (0 : ℝ) T := + ⟨le_min t.coe_nonneg hT,min_le_right _ _⟩ + have htime (t : ℝ≥0) : (min (t : ℝ) T).toNNReal≤t := by + have hh := Real.toNNReal_mono (min_le_left (t : ℝ) T) + rw [Real.toNNReal_coe] at hh + exact hh + have hm (t : ℝ≥0) : StronglyMeasurable[ℱ t] + (fun ω ↦ u (min (t : ℝ) T) (X (min (t : ℝ) T) ω)) := + ((h.smooth _ (hmem t)).continuous.comp_stronglyMeasurable (hXM _ (hmem t))).mono (ℱ.mono (htime t)) + have hi (t : ℝ≥0) : Integrable (fun ω ↦ u (min (t : ℝ) T) (X (min (t : ℝ) T) ω)) μ := + Integrable.of_bound ((hm t).mono (ℱ.le _)).aestronglyMeasurable 1 + (Eventually.of_forall (fun ω ↦ (Real.norm_eq_abs _).trans_le (h.bounded _ (hmem t) _))) + refine ⟨hm,?_⟩ + intro s t hst + by_cases hs : (s : ℝ)≤T + · have ha : (s : ℝ)∈Icc (0 : ℝ) T := ⟨s.coe_nonneg,hs⟩ + have hh := diffusion_gradient_condExp hB hBm hT1 hLu h hLip hXM hpaths ha (hmem t) + (le_min (by exact_mod_cast hst) hs) + rw [Real.toNNReal_coe] at hh + simpa only [min_eq_left hs] using hh + · have hs' : T≤(s : ℝ) := (lt_of_not_ge hs).le + have ht : T≤(t : ℝ) := hs'.trans (by exact_mod_cast hst) + have hh := condExp_of_aestronglyMeasurable' (ℱ.le s) (hm s).aestronglyMeasurable (hi s) + simpa only [min_eq_right hs',min_eq_right ht] using hh + +end SKValue + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Processes/DiffusionGradientWeakMartingaleLocal.lean b/lean/OAI/Probability/SKValue/Processes/DiffusionGradientWeakMartingaleLocal.lean index 959dbbfbe8ce698598e9a4c912c0d97cdcc99507..48c7bc876e5e9f61cda2ece1b133c01dd0637f7b 100644 --- a/lean/OAI/Probability/SKValue/Processes/DiffusionGradientWeakMartingaleLocal.lean +++ b/lean/OAI/Probability/SKValue/Processes/DiffusionGradientWeakMartingaleLocal.lean @@ -1,131 +1,131 @@ -import Mathlib -import OAI.Probability.SKValue.Equations.CubicEnvelopeMean -import OAI.Probability.SKValue.Gaussian.ShiftedBrownianCoordinates - -namespace OAI - -section -open MeasureTheory ProbabilityTheory Set -open scoped ENNReal NNReal BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped BigOperators Topology -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology ENNReal NNReal -open Filter Set -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology -open MeasureTheory Set Filter -open scoped Topology BigOperators -open MeasureTheory Set Filter Finset -open scoped Topology BigOperators -namespace SKValue -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology NNReal BigOperators - -lemma diffusion_gradient_weak_martingale_local - {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] - {B : ℝ≥0 → Ω → ℝ} (hB : IsPreBrownianReal B μ) - (hBm : ∀ t, StronglyMeasurable (B t)) (a : ℝ≥0) - {T K L Lu H : ℝ} {γ : ℝ → ℝ} {u : ℝ → ℝ → ℝ} {X W : ℝ → Ω → ℝ} - {F : Ω → ℝ} (hT : 0 linarith [hc j hj]) hv hs hu z le_rfl - have he:(∑ j∈Finset.range N,stepSize T N*(γ (meshTime T N j)-β (meshTime T N j)+2*a+G*b))= - stepSize T N*(∑ j∈Finset.range N,γ (meshTime T N j))- - stepSize T N*(∑ j∈Finset.range N,β (meshTime T N j))+T*(2*a+G*b) := by - simp only [mul_add,mul_sub,Finset.sum_add_distrib,Finset.sum_sub_distrib,←Finset.mul_sum, - Finset.sum_const,Finset.card_range,nsmul_eq_mul] - have hNd:(N:ℝ)*stepSize T N=T := by dsimp [stepSize];field_simp - nlinarith only [congrArg (fun x:ℝ ↦ x*(2*a+G*b)) hNd] - rwa [he] at h -end SKValue - -end - -section - -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology NNReal BigOperators -namespace SKValue -lemma BackwardTest.diffusion_comparison {Ω:Type*} [MeasurableSpace Ω] {μ:Measure Ω} - [IsProbabilityMeasure μ] {B:ℝ≥0 → Ω → ℝ} (hB:IsPreBrownianReal B μ) - {X:ℝ → Ω → ℝ} {T K L K' L' Lu a b H:ℝ} {γ β:ℝ → ℝ} {u v V:ℝ → ℝ → ℝ} - (hT:0 linarith [hc j hj]) hv hs hu z le_rfl + have he:(∑ j∈Finset.range N,stepSize T N*(γ (meshTime T N j)-β (meshTime T N j)+2*a+G*b))= + stepSize T N*(∑ j∈Finset.range N,γ (meshTime T N j))- + stepSize T N*(∑ j∈Finset.range N,β (meshTime T N j))+T*(2*a+G*b) := by + simp only [mul_add,mul_sub,Finset.sum_add_distrib,Finset.sum_sub_distrib,←Finset.mul_sum, + Finset.sum_const,Finset.card_range,nsmul_eq_mul] + have hNd:(N:ℝ)*stepSize T N=T := by dsimp [stepSize];field_simp + nlinarith only [congrArg (fun x:ℝ ↦ x*(2*a+G*b)) hNd] + rwa [he] at h +end SKValue + +end + +section + +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology NNReal BigOperators +namespace SKValue +lemma BackwardTest.diffusion_comparison {Ω:Type*} [MeasurableSpace Ω] {μ:Measure Ω} + [IsProbabilityMeasure μ] {B:ℝ≥0 → Ω → ℝ} (hB:IsPreBrownianReal B μ) + {X:ℝ → Ω → ℝ} {T K L K' L' Lu a b H:ℝ} {γ β:ℝ → ℝ} {u v V:ℝ → ℝ → ℝ} + (hT:0 intro _; exact memLp_const (0 : ℝ) - | succ j ih => - intro hj - have hlt : j.congr (by - filter_upwards [] with z; simp only [rawIncrement]; ring) - rw [show (∫ z, M z ∂μ)=∑ i : Fin N, ∫ z, Real.sqrt (stepSize T N)*A i z*coordinate N i z ∂μ from - integral_finsetSum _ (fun i _ ↦ hMi i)] - have he (i : Fin N) : (∫ z, Real.sqrt (stepSize T N)*A i z*coordinate N i z ∂μ)=0 := by - simp only [mul_assoc] - rw [integral_const_mul] - change Real.sqrt (stepSize T N)*(∫ z, rawIncrement (A i) i z ∂μ)=0 - rw [rawIncrement_mean (by omega) (hAm i) (hAp i),mul_zero] - simp only [he, Finset.sum_const_zero] - have hEm : MemLp (valueMeshEnergy T N γ V N) 2 μ := by - apply memLp_finsetSum - intro j hj - have hjN : j intro _; exact memLp_const (0 : ℝ) + | succ j ih => + intro hj + have hlt : j.congr (by + filter_upwards [] with z; simp only [rawIncrement]; ring) + rw [show (∫ z, M z ∂μ)=∑ i : Fin N, ∫ z, Real.sqrt (stepSize T N)*A i z*coordinate N i z ∂μ from + integral_finsetSum _ (fun i _ ↦ hMi i)] + have he (i : Fin N) : (∫ z, Real.sqrt (stepSize T N)*A i z*coordinate N i z ∂μ)=0 := by + simp only [mul_assoc] + rw [integral_const_mul] + change Real.sqrt (stepSize T N)*(∫ z, rawIncrement (A i) i z ∂μ)=0 + rw [rawIncrement_mean (by omega) (hAm i) (hAp i),mul_zero] + simp only [he, Finset.sum_const_zero] + have hEm : MemLp (valueMeshEnergy T N γ V N) 2 μ := by + apply memLp_finsetSum + intro j hj + have hjN : j - intro _ - convert (stronglyMeasurable_const : StronglyMeasurable[f (Real.toNNReal (meshTime T N 0))] (fun _ : Ω ↦ (0 : ℝ))) using 1 - funext ω - exact coupled_euler_zero T γ u B N ω - | succ j ih => - intro hjN - have hj : j + intro _ + convert (stronglyMeasurable_const : StronglyMeasurable[f (Real.toNNReal (meshTime T N 0))] (fun _ : Ω ↦ (0 : ℝ))) using 1 + funext ω + exact coupled_euler_zero T γ u B N ω + | succ j ih => + intro hjN + have hj : j] (0 : ℝ)) (𝓝 (f 0)) := by - apply (hc 0 (by norm_num)).mono_left - apply le_inf nhdsWithin_le_nhds - apply le_principal_iff.mpr - filter_upwards [self_mem_nhdsWithin,mem_nhdsWithin_of_mem_nhds (Iio_mem_nhds (by norm_num : (0 : ℝ)<1))] with s hs hs1 - exact ⟨hs.le,hs1⟩ - apply tendsto_nhds_unique hlim - apply tendsto_const_nhds.congr' - filter_upwards [self_mem_nhdsWithin,mem_nhdsWithin_of_mem_nhds (Iio_mem_nhds (by norm_num : (0 : ℝ)<1))] with s hs hs1 - exact (hint s ⟨hs,hs1⟩).symm - · exact hint t ⟨h0,ht.2⟩ - -lemma IsDiffusion.curvature_unit_moment_of_contact {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) (hreg : SourceStripRegularity W γ) - (hmom : ∀ t∈Ico (0 : ℝ) 1, (∫ ω, (gradient W γ t (X t ω))^2 ∂W.μ)=t) : - ∀ t∈Ico (0 : ℝ) 1, (∫ ω, (curvature W γ t (X t ω))^2 ∂W.μ)=1 := by - apply continuous_eq_one_of_primitive (hX.curvature_square_mean_continuous hreg) - intro t ht - rw [←hX.gradient_square_integral hreg ht.1 ht.2,hmom t ⟨ht.1.le,ht.2⟩] - -end SKValue - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Control.StripRegularity + +namespace OAI + +section +open MeasureTheory ProbabilityTheory Set +open scoped ENNReal NNReal BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped BigOperators Topology +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology ENNReal NNReal +open Filter Set +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology +open MeasureTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory Set Filter Finset +open scoped Topology BigOperators +namespace SKValue +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal + +lemma IsDiffusion.gradient_square_integral {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) (hreg : SourceStripRegularity W γ) + {T : ℝ} (hT : 0] (0 : ℝ)) (𝓝 (f 0)) := by + apply (hc 0 (by norm_num)).mono_left + apply le_inf nhdsWithin_le_nhds + apply le_principal_iff.mpr + filter_upwards [self_mem_nhdsWithin,mem_nhdsWithin_of_mem_nhds (Iio_mem_nhds (by norm_num : (0 : ℝ)<1))] with s hs hs1 + exact ⟨hs.le,hs1⟩ + apply tendsto_nhds_unique hlim + apply tendsto_const_nhds.congr' + filter_upwards [self_mem_nhdsWithin,mem_nhdsWithin_of_mem_nhds (Iio_mem_nhds (by norm_num : (0 : ℝ)<1))] with s hs hs1 + exact (hint s ⟨hs,hs1⟩).symm + · exact hint t ⟨h0,ht.2⟩ + +lemma IsDiffusion.curvature_unit_moment_of_contact {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) (hreg : SourceStripRegularity W γ) + (hmom : ∀ t∈Ico (0 : ℝ) 1, (∫ ω, (gradient W γ t (X t ω))^2 ∂W.μ)=t) : + ∀ t∈Ico (0 : ℝ) 1, (∫ ω, (curvature W γ t (X t ω))^2 ∂W.μ)=1 := by + apply continuous_eq_one_of_primitive (hX.curvature_square_mean_continuous hreg) + intro t ht + rw [←hX.gradient_square_integral hreg ht.1 ht.2,hmom t ⟨ht.1.le,ht.2⟩] + +end SKValue + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Processes/Measurable.lean b/lean/OAI/Probability/SKValue/Processes/Measurable.lean index 20805245f1d1fe49fbb6235166d57d1fb4caba76..a0cb912aa59fe9ff66000b05103424ced81128db 100644 --- a/lean/OAI/Probability/SKValue/Processes/Measurable.lean +++ b/lean/OAI/Probability/SKValue/Processes/Measurable.lean @@ -1,147 +1,147 @@ -import Mathlib -import OAI.Probability.SKValue.Evolution.TerminalError - -namespace OAI - -section -open MeasureTheory ProbabilityTheory Set -open scoped ENNReal NNReal BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped BigOperators Topology -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology ENNReal NNReal -open Filter Set -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology -open MeasureTheory Set Filter -open scoped Topology BigOperators -open MeasureTheory Set Filter Finset -open scoped Topology BigOperators -namespace SKValue -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators - -lemma IsDiffusion.measurable {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) {t : ℝ} (ht : t∈Icc (0 : ℝ) 1) : - Measurable (X t) := by - simpa only [Real.coe_toNNReal t ht.1, min_eq_left ht.2] using - (hX.1 t.toNNReal).mono (W.filtration.le t.toNNReal) le_rfl - -lemma drift_integral_bound (W : BrownianSpace) (γ : OrderParameter) {t : ℝ} - (ht : t∈Icc (0 : ℝ) 1) (x : ℝ → ℝ) : - |∫ s in (0 : ℝ)..t, γ.coeff s*gradient W γ s (x s)|≤∫ s in (0 : ℝ)..1, γ.cutoff s := by - have he : (∫ s in (0 : ℝ)..t, γ.coeff s*gradient W γ s (x s)) = - ∫ s in (0 : ℝ)..t, γ.cutoff s*gradient W γ s (x s) := by - apply intervalIntegral.integral_congr_Ioo_of_le ht.1 - intro s hs - change γ.coeff s*gradient W γ s (x s)=γ.cutoff s*gradient W γ s (x s) - have hs' : s∈Ico (0 : ℝ) 1 := ⟨hs.1.le,hs.2.trans_le ht.2⟩ - rw [OrderParameter.cutoff, Set.indicator_of_mem hs'] - rw [he] - have hb := intervalIntegral.norm_integral_le_of_norm_le ht.1 - (f := fun s ↦ γ.cutoff s*gradient W γ s (x s)) - (Eventually.of_forall (fun s hs ↦ by - rw [Real.norm_eq_abs,abs_mul,abs_of_nonneg (γ.cutoff_nonneg s)] - exact (mul_le_mul_of_nonneg_left (gradient_bound W γ ⟨hs.1.le,hs.2.trans ht.2⟩ (x s)) - (γ.cutoff_nonneg s)).trans_eq (mul_one _))) - (γ.cutoff_integrable.intervalIntegrable (a := 0) (b := t)) - have hm := intervalIntegral.integral_mono_interval (c := (0 : ℝ)) (d := 1) le_rfl ht.1 ht.2 - (Eventually.of_forall (fun s ↦ γ.cutoff_nonneg s)) γ.cutoff_integrable.intervalIntegrable - rw [Real.norm_eq_abs] at hb - exact hb.trans hm - -lemma IsDiffusion.drift_bound {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) : - ∀ᵐ ω ∂W.μ, ∀ t∈Icc (0 : ℝ) 1, - |X t ω-W.B t.toNNReal ω|≤∫ s in (0 : ℝ)..1, γ.cutoff s := by - filter_upwards [hX.2] with ω hω t ht - rw [hω.2 t ht, add_sub_cancel_left] - exact drift_integral_bound W γ ht (fun s ↦ X s ω) - -lemma IsDiffusion.memLp {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) {t : ℝ} (ht : t∈Icc (0 : ℝ) 1) - {p : ℝ≥0∞} (hp : p≠∞) : MemLp (X t) p W.μ := by - have hd : MemLp (fun ω ↦ X t ω-W.B t.toNNReal ω) p W.μ := - MemLp.of_bound ((hX.measurable ht).sub (W.measurable _).measurable).aestronglyMeasurable - (∫ s in (0 : ℝ)..1, γ.cutoff s) (hX.drift_bound.mono (fun ω hω ↦ by - simpa only [Real.norm_eq_abs] using hω t ht)) - have hb := (W.brownian.hasLaw_eval t.toNNReal).hasGaussianLaw.memLp hp - convert hd.add hb using 1 - funext ω - simp only [Pi.add_apply, sub_add_cancel] - -lemma eventually_time_mem : ∀ᶠ t : ℝ in 𝓝[<] 1, t∈Icc (0 : ℝ) 1 := by - filter_upwards [Ico_mem_nhdsLT (by norm_num : (0 : ℝ)<1)] with t ht - exact ⟨ht.1,ht.2.le⟩ - -lemma IsDiffusion.ae_tendsto {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) : - ∀ᵐ ω ∂W.μ, Tendsto (fun t ↦ X t ω) (𝓝[<] (1 : ℝ)) (𝓝 (X 1 ω)) := by - have ht : Tendsto (id : ℝ → ℝ) (𝓝[<] 1) (𝓝[Icc (0 : ℝ) 1] 1) := - tendsto_nhdsWithin_iff.mpr ⟨nhdsWithin_le_nhds,eventually_time_mem⟩ - filter_upwards [hX.2] with ω hω - exact Tendsto.comp (hω.1 1 (by norm_num : (1 : ℝ)∈Icc (0 : ℝ) 1)) ht - -lemma IsDiffusion.L2_terminal {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) : - Tendsto (fun t ↦ ∫ ω, (X t ω-X 1 ω)^2 ∂W.μ) (𝓝[<] (1 : ℝ)) (𝓝 (0 : ℝ)) := by - let D (t : ℝ) (ω : W.Ω) := X t ω-W.B t.toNNReal ω - let G := ∫ s in (0 : ℝ)..1, γ.cutoff s - have hG : 0≤G := intervalIntegral.integral_nonneg_of_forall (by norm_num) - (fun s ↦ γ.cutoff_nonneg s) - have hD (t : ℝ) (ht : t∈Icc (0 : ℝ) 1) : MemLp (D t) 2 W.μ := - (hX.memLp ht (by norm_num)).sub ((W.brownian.hasLaw_eval t.toNNReal).hasGaussianLaw.memLp_two) - have hD1 := hD 1 (by norm_num) - have hDb : ∀ᵐ ω ∂W.μ, ∀ t∈Icc (0 : ℝ) 1, |D t ω|≤G := hX.drift_bound - have hDC : ∀ᵐ ω ∂W.μ, Tendsto (fun t ↦ D t ω) (𝓝[<] (1 : ℝ)) (𝓝 (D 1 ω)) := by - filter_upwards [hX.ae_tendsto,W.brownian.cont] with ω hω hBω - exact hω.sub ((hBω.comp continuous_real_toNNReal).continuousAt.tendsto.mono_left nhdsWithin_le_nhds) - have hDL : Tendsto (fun t ↦ ∫ ω, (D t ω-D 1 ω)^2 ∂W.μ) - (𝓝[<] (1 : ℝ)) (𝓝 (0 : ℝ)) := by - have h := tendsto_integral_filter_of_dominated_convergence - (μ := W.μ) (l := 𝓝[<] (1 : ℝ)) (F := fun t ω ↦ (D t ω-D 1 ω)^2) (f := fun _ ↦ (0 : ℝ)) - (fun _ ↦ 4*G^2) ?_ ?_ (integrable_const (4*G^2)) ?_ - · simpa only [integral_zero] using h - · filter_upwards [eventually_time_mem] with t ht - exact ((hD t ht).sub hD1).aestronglyMeasurable.aemeasurable.pow_const 2 |>.aestronglyMeasurable - · filter_upwards [eventually_time_mem] with t ht - filter_upwards [hDb] with ω hω - rw [Real.norm_eq_abs, abs_of_nonneg (sq_nonneg _)] - have h0 := abs_le.mp (hω t ht) - have h1 := abs_le.mp (hω 1 (by norm_num)) - nlinarith [sq_nonneg (D t ω-D 1 ω), sq_nonneg (G-(D t ω-D 1 ω)/2), - sq_nonneg (G+(D t ω-D 1 ω)/2), mul_nonneg (show 0≤2*G-(D t ω-D 1 ω) by linarith) - (show 0≤2*G+(D t ω-D 1 ω) by linarith)] - · filter_upwards [hDC] with ω hω - simpa only [sub_self, zero_pow (by norm_num : (2 : ℕ)≠0)] using (hω.sub (tendsto_const_nhds (x := D 1 ω))).pow 2 - have hb : ∀ t∈Icc (0 : ℝ) 1, - (∫ ω, (X t ω-X 1 ω)^2 ∂W.μ) ≤ - 2*(∫ ω, (D t ω-D 1 ω)^2 ∂W.μ)+2*(1-t) := by - intro t ht - have hxint := ((hX.memLp ht (by norm_num : (2 : ℝ≥0∞)≠∞)).sub - (hX.memLp (by norm_num : (1 : ℝ)∈Icc (0 : ℝ) 1) (by norm_num))).integrable_sq - have hdint : Integrable (fun ω ↦ (D t ω-D 1 ω)^2) W.μ := ((hD t ht).sub hD1).integrable_sq - have hbint := (brownian_increment_memLp W t).integrable_sq - calc - _ ≤ ∫ ω, 2*(D t ω-D 1 ω)^2+2*(W.B 1 ω-W.B t.toNNReal ω)^2 ∂W.μ := by - apply integral_mono hxint ((hdint.const_mul 2).add (hbint.const_mul 2)) - intro ω - dsimp only [D,Pi.add_apply,Pi.sub_apply] - simp only [Real.toNNReal_one] - nlinarith [sq_nonneg (X t ω-W.B t.toNNReal ω-(X 1 ω-W.B 1 ω)+(W.B 1 ω-W.B t.toNNReal ω))] - _ = _ := by - rw [integral_add (hdint.const_mul 2) (hbint.const_mul 2), integral_const_mul, - integral_const_mul, brownian_increment_second W ht] - apply squeeze_zero' (Eventually.of_forall (fun t ↦ integral_nonneg (fun ω ↦ sq_nonneg _))) - (eventually_time_mem.mono (fun t ht ↦ hb t ht)) - simpa only [sub_self, mul_zero, add_zero,id_eq] using - (hDL.const_mul 2).add (((tendsto_const_nhds (x := (1 : ℝ))).sub (tendsto_id.mono_left nhdsWithin_le_nhds : Tendsto (id : ℝ → ℝ) (𝓝[<] 1) (𝓝 1))).const_mul 2) - -end SKValue - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Evolution.TerminalError + +namespace OAI + +section +open MeasureTheory ProbabilityTheory Set +open scoped ENNReal NNReal BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped BigOperators Topology +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology ENNReal NNReal +open Filter Set +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology +open MeasureTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory Set Filter Finset +open scoped Topology BigOperators +namespace SKValue +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology NNReal ENNReal BigOperators + +lemma IsDiffusion.measurable {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) {t : ℝ} (ht : t∈Icc (0 : ℝ) 1) : + Measurable (X t) := by + simpa only [Real.coe_toNNReal t ht.1, min_eq_left ht.2] using + (hX.1 t.toNNReal).mono (W.filtration.le t.toNNReal) le_rfl + +lemma drift_integral_bound (W : BrownianSpace) (γ : OrderParameter) {t : ℝ} + (ht : t∈Icc (0 : ℝ) 1) (x : ℝ → ℝ) : + |∫ s in (0 : ℝ)..t, γ.coeff s*gradient W γ s (x s)|≤∫ s in (0 : ℝ)..1, γ.cutoff s := by + have he : (∫ s in (0 : ℝ)..t, γ.coeff s*gradient W γ s (x s)) = + ∫ s in (0 : ℝ)..t, γ.cutoff s*gradient W γ s (x s) := by + apply intervalIntegral.integral_congr_Ioo_of_le ht.1 + intro s hs + change γ.coeff s*gradient W γ s (x s)=γ.cutoff s*gradient W γ s (x s) + have hs' : s∈Ico (0 : ℝ) 1 := ⟨hs.1.le,hs.2.trans_le ht.2⟩ + rw [OrderParameter.cutoff, Set.indicator_of_mem hs'] + rw [he] + have hb := intervalIntegral.norm_integral_le_of_norm_le ht.1 + (f := fun s ↦ γ.cutoff s*gradient W γ s (x s)) + (Eventually.of_forall (fun s hs ↦ by + rw [Real.norm_eq_abs,abs_mul,abs_of_nonneg (γ.cutoff_nonneg s)] + exact (mul_le_mul_of_nonneg_left (gradient_bound W γ ⟨hs.1.le,hs.2.trans ht.2⟩ (x s)) + (γ.cutoff_nonneg s)).trans_eq (mul_one _))) + (γ.cutoff_integrable.intervalIntegrable (a := 0) (b := t)) + have hm := intervalIntegral.integral_mono_interval (c := (0 : ℝ)) (d := 1) le_rfl ht.1 ht.2 + (Eventually.of_forall (fun s ↦ γ.cutoff_nonneg s)) γ.cutoff_integrable.intervalIntegrable + rw [Real.norm_eq_abs] at hb + exact hb.trans hm + +lemma IsDiffusion.drift_bound {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) : + ∀ᵐ ω ∂W.μ, ∀ t∈Icc (0 : ℝ) 1, + |X t ω-W.B t.toNNReal ω|≤∫ s in (0 : ℝ)..1, γ.cutoff s := by + filter_upwards [hX.2] with ω hω t ht + rw [hω.2 t ht, add_sub_cancel_left] + exact drift_integral_bound W γ ht (fun s ↦ X s ω) + +lemma IsDiffusion.memLp {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) {t : ℝ} (ht : t∈Icc (0 : ℝ) 1) + {p : ℝ≥0∞} (hp : p≠∞) : MemLp (X t) p W.μ := by + have hd : MemLp (fun ω ↦ X t ω-W.B t.toNNReal ω) p W.μ := + MemLp.of_bound ((hX.measurable ht).sub (W.measurable _).measurable).aestronglyMeasurable + (∫ s in (0 : ℝ)..1, γ.cutoff s) (hX.drift_bound.mono (fun ω hω ↦ by + simpa only [Real.norm_eq_abs] using hω t ht)) + have hb := (W.brownian.hasLaw_eval t.toNNReal).hasGaussianLaw.memLp hp + convert hd.add hb using 1 + funext ω + simp only [Pi.add_apply, sub_add_cancel] + +lemma eventually_time_mem : ∀ᶠ t : ℝ in 𝓝[<] 1, t∈Icc (0 : ℝ) 1 := by + filter_upwards [Ico_mem_nhdsLT (by norm_num : (0 : ℝ)<1)] with t ht + exact ⟨ht.1,ht.2.le⟩ + +lemma IsDiffusion.ae_tendsto {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) : + ∀ᵐ ω ∂W.μ, Tendsto (fun t ↦ X t ω) (𝓝[<] (1 : ℝ)) (𝓝 (X 1 ω)) := by + have ht : Tendsto (id : ℝ → ℝ) (𝓝[<] 1) (𝓝[Icc (0 : ℝ) 1] 1) := + tendsto_nhdsWithin_iff.mpr ⟨nhdsWithin_le_nhds,eventually_time_mem⟩ + filter_upwards [hX.2] with ω hω + exact Tendsto.comp (hω.1 1 (by norm_num : (1 : ℝ)∈Icc (0 : ℝ) 1)) ht + +lemma IsDiffusion.L2_terminal {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) : + Tendsto (fun t ↦ ∫ ω, (X t ω-X 1 ω)^2 ∂W.μ) (𝓝[<] (1 : ℝ)) (𝓝 (0 : ℝ)) := by + let D (t : ℝ) (ω : W.Ω) := X t ω-W.B t.toNNReal ω + let G := ∫ s in (0 : ℝ)..1, γ.cutoff s + have hG : 0≤G := intervalIntegral.integral_nonneg_of_forall (by norm_num) + (fun s ↦ γ.cutoff_nonneg s) + have hD (t : ℝ) (ht : t∈Icc (0 : ℝ) 1) : MemLp (D t) 2 W.μ := + (hX.memLp ht (by norm_num)).sub ((W.brownian.hasLaw_eval t.toNNReal).hasGaussianLaw.memLp_two) + have hD1 := hD 1 (by norm_num) + have hDb : ∀ᵐ ω ∂W.μ, ∀ t∈Icc (0 : ℝ) 1, |D t ω|≤G := hX.drift_bound + have hDC : ∀ᵐ ω ∂W.μ, Tendsto (fun t ↦ D t ω) (𝓝[<] (1 : ℝ)) (𝓝 (D 1 ω)) := by + filter_upwards [hX.ae_tendsto,W.brownian.cont] with ω hω hBω + exact hω.sub ((hBω.comp continuous_real_toNNReal).continuousAt.tendsto.mono_left nhdsWithin_le_nhds) + have hDL : Tendsto (fun t ↦ ∫ ω, (D t ω-D 1 ω)^2 ∂W.μ) + (𝓝[<] (1 : ℝ)) (𝓝 (0 : ℝ)) := by + have h := tendsto_integral_filter_of_dominated_convergence + (μ := W.μ) (l := 𝓝[<] (1 : ℝ)) (F := fun t ω ↦ (D t ω-D 1 ω)^2) (f := fun _ ↦ (0 : ℝ)) + (fun _ ↦ 4*G^2) ?_ ?_ (integrable_const (4*G^2)) ?_ + · simpa only [integral_zero] using h + · filter_upwards [eventually_time_mem] with t ht + exact ((hD t ht).sub hD1).aestronglyMeasurable.aemeasurable.pow_const 2 |>.aestronglyMeasurable + · filter_upwards [eventually_time_mem] with t ht + filter_upwards [hDb] with ω hω + rw [Real.norm_eq_abs, abs_of_nonneg (sq_nonneg _)] + have h0 := abs_le.mp (hω t ht) + have h1 := abs_le.mp (hω 1 (by norm_num)) + nlinarith [sq_nonneg (D t ω-D 1 ω), sq_nonneg (G-(D t ω-D 1 ω)/2), + sq_nonneg (G+(D t ω-D 1 ω)/2), mul_nonneg (show 0≤2*G-(D t ω-D 1 ω) by linarith) + (show 0≤2*G+(D t ω-D 1 ω) by linarith)] + · filter_upwards [hDC] with ω hω + simpa only [sub_self, zero_pow (by norm_num : (2 : ℕ)≠0)] using (hω.sub (tendsto_const_nhds (x := D 1 ω))).pow 2 + have hb : ∀ t∈Icc (0 : ℝ) 1, + (∫ ω, (X t ω-X 1 ω)^2 ∂W.μ) ≤ + 2*(∫ ω, (D t ω-D 1 ω)^2 ∂W.μ)+2*(1-t) := by + intro t ht + have hxint := ((hX.memLp ht (by norm_num : (2 : ℝ≥0∞)≠∞)).sub + (hX.memLp (by norm_num : (1 : ℝ)∈Icc (0 : ℝ) 1) (by norm_num))).integrable_sq + have hdint : Integrable (fun ω ↦ (D t ω-D 1 ω)^2) W.μ := ((hD t ht).sub hD1).integrable_sq + have hbint := (brownian_increment_memLp W t).integrable_sq + calc + _ ≤ ∫ ω, 2*(D t ω-D 1 ω)^2+2*(W.B 1 ω-W.B t.toNNReal ω)^2 ∂W.μ := by + apply integral_mono hxint ((hdint.const_mul 2).add (hbint.const_mul 2)) + intro ω + dsimp only [D,Pi.add_apply,Pi.sub_apply] + simp only [Real.toNNReal_one] + nlinarith [sq_nonneg (X t ω-W.B t.toNNReal ω-(X 1 ω-W.B 1 ω)+(W.B 1 ω-W.B t.toNNReal ω))] + _ = _ := by + rw [integral_add (hdint.const_mul 2) (hbint.const_mul 2), integral_const_mul, + integral_const_mul, brownian_increment_second W ht] + apply squeeze_zero' (Eventually.of_forall (fun t ↦ integral_nonneg (fun ω ↦ sq_nonneg _))) + (eventually_time_mem.mono (fun t ht ↦ hb t ht)) + simpa only [sub_self, mul_zero, add_zero,id_eq] using + (hDL.const_mul 2).add (((tendsto_const_nhds (x := (1 : ℝ))).sub (tendsto_id.mono_left nhdsWithin_le_nhds : Tendsto (id : ℝ → ℝ) (𝓝[<] 1) (𝓝 1))).const_mul 2) + +end SKValue + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Processes/MeshBrownian.lean b/lean/OAI/Probability/SKValue/Processes/MeshBrownian.lean index c0bc4d3e1623cb354dc30895284da953bcdf0999..1f61f1dc306c5012f85f716e92fec09afef27ac8 100644 --- a/lean/OAI/Probability/SKValue/Processes/MeshBrownian.lean +++ b/lean/OAI/Probability/SKValue/Processes/MeshBrownian.lean @@ -1,343 +1,343 @@ -import Mathlib -import OAI.Probability.SKValue.Evolution.MeanDerivativeContinuous -import OAI.Probability.SKValue.Equations.RawIncrement - -namespace OAI - -section -open MeasureTheory ProbabilityTheory Set -open scoped ENNReal NNReal BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped BigOperators Topology -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology ENNReal NNReal -open Filter Set -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology -open MeasureTheory Set Filter -open scoped Topology BigOperators -open MeasureTheory Set Filter Finset -open scoped Topology BigOperators -namespace SKValue -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology BigOperators - -lemma coupled_terminal_second_moment_bound {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} - [IsProbabilityMeasure μ] {B : ℝ≥0 → Ω → ℝ} (hB : IsPreBrownianReal B μ) - {X : ℝ → Ω → ℝ} {T K L Lu : ℝ} {γ : ℝ → ℝ} {u : ℝ → ℝ → ℝ} - (hT : 0 0, ∀ j < N, ∀ ω, - Y N (j+1) ω = Y N j ω + W (((j+1 : ℕ) : ℝ)*(T/N)) ω-W ((j : ℝ)*(T/N)) ω + - (T/N)*γ ((j : ℝ)*(T/N))*u ((j : ℝ)*(T/N)) (Y N j ω)) : - Tendsto (fun N ↦ ∫ ω, (meshMaxError T X Y N ω)^2 ∂μ) atTop (𝓝 (0 : ℝ)) := by - have hmeas : ∀ N, AEStronglyMeasurable (fun ω ↦ (meshMaxError T X Y N ω)^2) μ := by - intro N - exact (aestronglyMeasurable_initialMax (fun j ↦ ((hYM N j).sub (hXM _)).norm) N).fun_pow 2 - have hbound : ∀ᶠ N in atTop, ∀ᵐ ω ∂μ, - ‖(meshMaxError T X Y N ω)^2‖ ≤ (2*T*γ T)^2 := by - filter_upwards [eventually_gt_atTop 0] with N hN - filter_upwards [hpaths] with ω hω - have hδ : 0 ≤ T/(N : ℝ) := div_nonneg hT (Nat.cast_nonneg _) - have horizon : (N : ℝ)*(T/N) = T := by field_simp - have H := driven_euler_uniform_bound (Y := fun j ↦ Y N j ω) hδ hT horizon hγ hγ0 hu hω.2.2.1 hω.2.2.2 - (hY0 N ω) (fun j hj ↦ hY N hN j hj ω) - have he : meshMaxError T X Y N ω ≤ 2*T*γ T := initialMax_le_iff.mpr H - rw [Real.norm_eq_abs, abs_of_nonneg (sq_nonneg _)] - exact pow_le_pow_left₀ (meshMaxError_nonneg T X Y N ω) he 2 - have hlim : ∀ᵐ ω ∂μ, Tendsto (fun N ↦ (meshMaxError T X Y N ω)^2) atTop (𝓝 (0 : ℝ)) := by - filter_upwards [hpaths] with ω hω - have H := driven_euler_uniform_convergence (Y := fun N j ↦ Y N j ω) hT hL hγ hγ0 hu hLip hω.1 hω.2.1 hω.2.2.1 - hω.2.2.2 (fun N ↦ hY0 N ω) (fun N hN j hj ↦ hY N hN j hj ω) - have hzero : Tendsto (fun N ↦ meshMaxError T X Y N ω) atTop (𝓝 (0 : ℝ)) := by - rw [Metric.tendsto_nhds] - intro ε hε - filter_upwards [H ε hε] with N hN - rw [Real.dist_eq,sub_zero,abs_of_nonneg (meshMaxError_nonneg T X Y N ω)] - exact initialMax_lt_iff.mpr hN - simpa using hzero.pow 2 - have H := tendsto_integral_filter_of_dominated_convergence (fun _ : Ω ↦ (2*T*γ T)^2) - (Eventually.of_forall hmeas) hbound (integrable_const _) hlim - simpa using H - -end SKValue - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Equations.InitialMax + +namespace OAI + +section +open MeasureTheory ProbabilityTheory Set +open scoped ENNReal NNReal BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped BigOperators Topology +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology ENNReal NNReal +open Filter Set +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology +open MeasureTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory Set Filter Finset +open scoped Topology BigOperators +namespace SKValue + +noncomputable def meshMaxError {Ω : Type*} (T : ℝ) (X : ℝ → Ω → ℝ) + (Y : ℕ → ℕ → Ω → ℝ) (N : ℕ) (ω : Ω) : ℝ := + initialMax (fun j ↦ |Y N j ω-X ((j : ℝ)*(T/N)) ω|) N + +lemma meshMaxError_nonneg {Ω : Type*} (T : ℝ) (X : ℝ → Ω → ℝ) + (Y : ℕ → ℕ → Ω → ℝ) (N : ℕ) (ω : Ω) : 0 ≤ meshMaxError T X Y N ω := + (abs_nonneg _).trans (le_initialMax + (f := fun j ↦ |Y N j ω-X ((j : ℝ)*(T/N)) ω|) (Nat.zero_le N)) + +lemma driven_euler_L2_convergence {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} + [IsFiniteMeasure μ] {T L : ℝ} {u : ℝ → ℝ → ℝ} {γ : ℝ → ℝ} + {W X : ℝ → Ω → ℝ} {Y : ℕ → ℕ → Ω → ℝ} + (hT : 0 ≤ T) (hL : 0 ≤ L) + (hγ : MonotoneOn γ (Icc (0 : ℝ) T)) (hγ0 : 0 ≤ γ 0) + (hu : ∀ t ∈ Icc (0 : ℝ) T, ∀ x, |u t x| ≤ 1) + (hLip : ∀ s ∈ Icc (0 : ℝ) T, ∀ t ∈ Icc (0 : ℝ) T, ∀ x y, + |u s x-u t y| ≤ L*(|s-t|+|x-y|)) + (hXM : ∀ t, AEStronglyMeasurable (X t) μ) + (hYM : ∀ N j, AEStronglyMeasurable (Y N j) μ) + (hpaths : ∀ᵐ ω ∂μ, + ContinuousOn (fun t ↦ X t ω) (Icc (0 : ℝ) T) ∧ + IntervalIntegrable (fun s ↦ γ s*u s (X s ω)) volume 0 T ∧ + (∀ t ∈ Icc (0 : ℝ) T, + X t ω = W t ω + ∫ s in (0 : ℝ)..t, γ s*u s (X s ω)) ∧ X 0 ω = 0) + (hY0 : ∀ N ω, Y N 0 ω = 0) + (hY : ∀ N > 0, ∀ j < N, ∀ ω, + Y N (j+1) ω = Y N j ω + W (((j+1 : ℕ) : ℝ)*(T/N)) ω-W ((j : ℝ)*(T/N)) ω + + (T/N)*γ ((j : ℝ)*(T/N))*u ((j : ℝ)*(T/N)) (Y N j ω)) : + Tendsto (fun N ↦ ∫ ω, (meshMaxError T X Y N ω)^2 ∂μ) atTop (𝓝 (0 : ℝ)) := by + have hmeas : ∀ N, AEStronglyMeasurable (fun ω ↦ (meshMaxError T X Y N ω)^2) μ := by + intro N + exact (aestronglyMeasurable_initialMax (fun j ↦ ((hYM N j).sub (hXM _)).norm) N).fun_pow 2 + have hbound : ∀ᶠ N in atTop, ∀ᵐ ω ∂μ, + ‖(meshMaxError T X Y N ω)^2‖ ≤ (2*T*γ T)^2 := by + filter_upwards [eventually_gt_atTop 0] with N hN + filter_upwards [hpaths] with ω hω + have hδ : 0 ≤ T/(N : ℝ) := div_nonneg hT (Nat.cast_nonneg _) + have horizon : (N : ℝ)*(T/N) = T := by field_simp + have H := driven_euler_uniform_bound (Y := fun j ↦ Y N j ω) hδ hT horizon hγ hγ0 hu hω.2.2.1 hω.2.2.2 + (hY0 N ω) (fun j hj ↦ hY N hN j hj ω) + have he : meshMaxError T X Y N ω ≤ 2*T*γ T := initialMax_le_iff.mpr H + rw [Real.norm_eq_abs, abs_of_nonneg (sq_nonneg _)] + exact pow_le_pow_left₀ (meshMaxError_nonneg T X Y N ω) he 2 + have hlim : ∀ᵐ ω ∂μ, Tendsto (fun N ↦ (meshMaxError T X Y N ω)^2) atTop (𝓝 (0 : ℝ)) := by + filter_upwards [hpaths] with ω hω + have H := driven_euler_uniform_convergence (Y := fun N j ↦ Y N j ω) hT hL hγ hγ0 hu hLip hω.1 hω.2.1 hω.2.2.1 + hω.2.2.2 (fun N ↦ hY0 N ω) (fun N hN j hj ↦ hY N hN j hj ω) + have hzero : Tendsto (fun N ↦ meshMaxError T X Y N ω) atTop (𝓝 (0 : ℝ)) := by + rw [Metric.tendsto_nhds] + intro ε hε + filter_upwards [H ε hε] with N hN + rw [Real.dist_eq,sub_zero,abs_of_nonneg (meshMaxError_nonneg T X Y N ω)] + exact initialMax_lt_iff.mpr hN + simpa using hzero.pow 2 + have H := tendsto_integral_filter_of_dominated_convergence (fun _ : Ω ↦ (2*T*γ T)^2) + (Eventually.of_forall hmeas) hbound (integrable_const _) hlim + simpa using H + +end SKValue + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Processes/MeshMeanBound.lean b/lean/OAI/Probability/SKValue/Processes/MeshMeanBound.lean index a83f5a6b2a41138925ca1ecbd9c11fec9bf248c8..e13f7024a3e52cfcb652df87812509325b14e86f 100644 --- a/lean/OAI/Probability/SKValue/Processes/MeshMeanBound.lean +++ b/lean/OAI/Probability/SKValue/Processes/MeshMeanBound.lean @@ -1,145 +1,145 @@ -import Mathlib -import OAI.Probability.SKValue.Equations.ShiftedPairing -import OAI.Probability.SKValue.Evolution.UniformGridRiemannBound -import OAI.Probability.SKValue.Processes.MeshRaw - -namespace OAI - -section -open MeasureTheory ProbabilityTheory Set -open scoped ENNReal NNReal BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped BigOperators Topology -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology ENNReal NNReal -open Filter Set -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology -open MeasureTheory Set Filter -open scoped Topology BigOperators -namespace SKValue -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology BigOperators - -lemma mesh_mean_bound {T D : ℝ} {γ : ℝ → ℝ} {u : ℝ → ℝ → ℝ} - (hT : 0≤T) (hD : ∀ t∈Icc (0 : ℝ) T, ∀ x, |deriv (u t) x|≤D) - {N : ℕ} (hN : 0.sub - (h.integrable_mul hs ⟨hs.1.trans (hrmem _).1,(hrmem _).2⟩)) - (Eventually.of_forall (hn (S.card-1))) - _ = _ := congrArg ENNReal.ofReal (h.sampled_gap_integral hs - ⟨hs.1.trans (hrmem _).1,(hrmem _).2⟩ (hrmem _).1) - · simp [Finset.not_nonempty_iff_eq_empty.mp hne] - -lemma UnitMomentMartingale.rational_gap_maximal - (h : UnitMomentMartingale (μ := μ) ℱ f) {s : ℝ} - (hs : s ∈ Ico (0 : ℝ) 1) (ε : ℝ≥0) : - (ε : ℝ≥0∞) * μ {ω | ∃ q : ℚ, (q : ℝ) ∈ Ico s 1 ∧ - (ε : ℝ) ≤ 1-f s ω*f q ω} ≤ ENNReal.ofReal (1-s) := by - classical - let E : Finset ℚ → Set Ω := fun S ↦ {ω | ∃ q ∈ S, (q : ℝ) ∈ Ico s 1 ∧ - (ε : ℝ) ≤ 1-f s ω*f q ω} - have hd : Directed (· ⊆ ·) E := by - intro S T - refine ⟨S∪T, ?_, ?_⟩ - · rintro ω ⟨q,hq,hmem,he⟩ - exact ⟨q,Finset.mem_union_left _ hq,hmem,he⟩ - · rintro ω ⟨q,hq,hmem,he⟩ - exact ⟨q,Finset.mem_union_right _ hq,hmem,he⟩ - have heq : {ω | ∃ q : ℚ, (q : ℝ) ∈ Ico s 1 ∧ (ε : ℝ) ≤ 1-f s ω*f q ω} = - ⋃ S : Finset ℚ, E S := by - ext ω - constructor - · rintro ⟨q,hmem,he⟩ - exact mem_iUnion.mpr ⟨{q},q,Finset.mem_singleton_self _,hmem,he⟩ - · intro hω - obtain ⟨S,q,hq,hmem,he⟩ := mem_iUnion.mp hω - exact ⟨q,hmem,he⟩ - rw [heq,hd.measure_iUnion,ENNReal.mul_iSup] - refine iSup_le fun S ↦ ?_ - let R : Finset ℝ := (S.filter (fun q : ℚ ↦ (q : ℝ) ∈ Ico s 1)).image (fun q : ℚ ↦ (q : ℝ)) - have hR : ∀ t ∈ R, t ∈ Ico s 1 := by - intro t ht - obtain ⟨q,hq,rfl⟩ := Finset.mem_image.mp ht - exact (Finset.mem_filter.mp hq).2 - have hE : E S ⊆ {ω | ∃ t ∈ R, (ε : ℝ) ≤ 1-f s ω*f t ω} := by - rintro ω ⟨q,hq,hmem,he⟩ - exact ⟨(q : ℝ),Finset.mem_image.mpr ⟨q,Finset.mem_filter.mpr ⟨hq,hmem⟩,rfl⟩,he⟩ - calc - _ ≤ (ε : ℝ≥0∞) * μ {ω | ∃ t ∈ R, (ε : ℝ) ≤ 1-f s ω*f t ω} := by gcongr - _ ≤ _ := h.finite_gap_maximal hs R hR ε - -noncomputable def terminalTime (n : ℕ) : ℝ := 1-1/(n+1) - -lemma terminalTime_mem (n : ℕ) : terminalTime n ∈ Ico (0 : ℝ) 1 := by - have hn : (1 : ℝ) ≤ n+1 := by linarith [Nat.cast_nonneg (α := ℝ) n] - have hp : (0 : ℝ) < n+1 := by positivity - simp only [terminalTime] - constructor - · have hh : (1 : ℝ)/(n+1) ≤ 1 := (div_le_one hp).mpr hn - linarith - · have hh : (0 : ℝ) < 1/(n+1) := by positivity - linarith - -lemma terminalTime_monotone : Monotone terminalTime := by - intro i j hij - simp only [terminalTime] - have hh : (1 : ℝ)/(j+1) ≤ 1/(i+1) := one_div_le_one_div_of_le - (by positivity) (by exact_mod_cast Nat.add_le_add_right hij 1) - linarith - -lemma terminalTime_tendsto : Tendsto terminalTime atTop (𝓝[<] (1 : ℝ)) := by - refine tendsto_nhdsWithin_iff.mpr ⟨?_,Eventually.of_forall (fun n ↦ (terminalTime_mem n).2)⟩ - change Tendsto (fun n : ℕ ↦ (1 : ℝ)-1/((n : ℝ)+1)) atTop (𝓝 (1 : ℝ)) - simpa only [sub_zero] using (tendsto_const_nhds (x := (1 : ℝ))).sub - (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)) - -lemma UnitMomentMartingale.ae_exists_rational_gap_bound - (h : UnitMomentMartingale (μ := μ) ℱ f) {ε : ℝ} (hε : 0 < ε) : - ∀ᵐ ω ∂μ, ∃ n, ∀ q : ℚ, (q : ℝ) ∈ Ico (terminalTime n) 1 → - 1-f (terminalTime n) ω*f q ω < ε := by - let E : ℕ → Set Ω := fun n ↦ {ω | ∃ q : ℚ, (q : ℝ) ∈ Ico (terminalTime n) 1 ∧ - ε ≤ 1-f (terminalTime n) ω*f q ω} - have hbound (n : ℕ) : ENNReal.ofReal ε * μ (⋂ n, E n) ≤ - ENNReal.ofReal (1-terminalTime n) := calc - _ ≤ ENNReal.ofReal ε * μ (E n) := by gcongr; exact iInter_subset E n - _ ≤ _ := by - have hh := h.rational_gap_maximal (terminalTime_mem n) (NNReal.mk ε hε.le) - simpa only [E,NNReal.coe_mk,ENNReal.coe_nnreal_eq] using hh - have hzero : ENNReal.ofReal ε * μ (⋂ n, E n) = 0 := by - apply le_antisymm _ bot_le - have hlim : Tendsto (fun n ↦ ENNReal.ofReal (1-terminalTime n)) atTop (𝓝 0) := by - have hh : Tendsto (fun n ↦ 1-terminalTime n) atTop (𝓝 (0 : ℝ)) := by - simpa only [sub_self] using ((tendsto_const_nhds (x := (1 : ℝ))).sub - (tendsto_nhdsWithin_iff.mp terminalTime_tendsto).1) - simpa only [ENNReal.ofReal_zero,Function.comp_def] using - ENNReal.continuous_ofReal.continuousAt.tendsto.comp hh - exact ge_of_tendsto' hlim hbound - have hn : μ (⋂ n, E n) = 0 := (mul_eq_zero.mp hzero).resolve_left - (ne_of_gt (ENNReal.ofReal_pos.mpr hε)) - have ha : ∀ᵐ ω ∂μ, ω ∉ ⋂ n, E n := by - rw [ae_iff] - convert hn using 1 - simp only [not_not,Set.ofPred_mem_eq] - filter_upwards [ha] with ω hω - simp only [mem_iInter,E,mem_ofPred_eq,not_forall,not_exists,not_and,not_le] at hω - exact hω - -lemma continuous_gap_bound_of_rat {v : ℝ → ℝ} - (hv : ContinuousOn v (Ico (0 : ℝ) 1)) {s ε : ℝ} - (hs : s ∈ Ico (0 : ℝ) 1) - (hq : ∀ q : ℚ, (q : ℝ) ∈ Ico s 1 → 1-v s*v q < ε) : - ∀ t ∈ Ioo s 1, 1-v s*v t ≤ ε := by - intro t ht - by_contra! he - have hvt : ContinuousAt v t := (hv t ⟨hs.1.trans ht.1.le,ht.2⟩).continuousAt - (Ico_mem_nhds_iff.mpr ⟨hs.1.trans_lt ht.1,ht.2⟩) - have hgt : ContinuousAt (fun r ↦ 1-v s*v r) t := continuousAt_const.sub - (continuousAt_const.mul hvt) - have hevent : {r | ε < 1-v s*v r} ∈ 𝓝 t := hgt (Ioi_mem_nhds he) - obtain ⟨q,hq'⟩ := Rat.denseRange_cast.mem_nhds (inter_mem hevent (Ioo_mem_nhds ht.1 ht.2)) - exact (hq q ⟨hq'.2.1.le,hq'.2.2⟩).not_gt hq'.1 - -lemma UnitMomentMartingale.exists_sequence_terminal - (h : UnitMomentMartingale (μ := μ) ℱ f) : - ∃ U : Ω → ℝ, StronglyMeasurable[ℱ 1] U ∧ - (∀ᵐ ω ∂μ, |U ω| ≤ 1 ∧ - Tendsto (fun n ↦ f (terminalTime n) ω) atTop (𝓝 (U ω))) := by - let 𝒢 : Filtration ℕ m := ⟨fun n ↦ ℱ (terminalTime n), - fun _ _ hij ↦ ℱ.mono (terminalTime_monotone hij),fun n ↦ ℱ.le _⟩ - have hm : Martingale (fun n ↦ f (terminalTime n)) 𝒢 μ := - ⟨fun n ↦ h.measurable _ (terminalTime_mem n),fun i j hij ↦ - h.condExp _ (terminalTime_mem i) _ (terminalTime_mem j) (terminalTime_monotone hij)⟩ - have hb (n : ℕ) : eLpNorm (f (terminalTime n)) 1 μ ≤ (1 : ℝ≥0) := by - have hh := eLpNorm_le_of_ae_bound (μ := μ) (p := (1 : ℝ≥0∞)) - (h.integrable (terminalTime_mem n)).aestronglyMeasurable - (Eventually.of_forall (fun ω ↦ (Real.norm_eq_abs _).trans_le - (h.bounded _ (terminalTime_mem n) ω))) - simpa using hh - let U := 𝒢.limitProcess (fun n ↦ f (terminalTime n)) μ - have hU : StronglyMeasurable[ℱ 1] U := - Filtration.stronglyMeasurable_limitProcess.mono (iSup_le fun n ↦ ℱ.mono (terminalTime_mem n).2.le) - refine ⟨U,hU,?_⟩ - filter_upwards [hm.submartingale.ae_tendsto_limitProcess hb] with ω hω - exact ⟨le_of_tendsto' hω.abs (fun n ↦ h.bounded _ (terminalTime_mem n) ω),hω⟩ - -lemma UnitMomentMartingale.exists_continuous_terminal - (h : UnitMomentMartingale (μ := μ) ℱ f) - (hc : ∀ᵐ ω ∂μ, ContinuousOn (fun t ↦ f t ω) (Ico (0 : ℝ) 1)) : - ∃ U : Ω → ℝ, StronglyMeasurable[ℱ 1] U ∧ - (∀ᵐ ω ∂μ, |U ω| ≤ 1 ∧ - Tendsto (fun t ↦ f t ω) (𝓝[<] (1 : ℝ)) (𝓝 (U ω))) := by - obtain ⟨U,hU,hseq⟩ := h.exists_sequence_terminal - have hg : ∀ᵐ ω ∂μ, ∀ k : ℕ, ∃ n, ∀ q : ℚ, - (q : ℝ) ∈ Ico (terminalTime n) 1 → - 1-f (terminalTime n) ω*f q ω < 1/(k+1) := by - apply ae_all_iff.mpr - intro k - exact h.ae_exists_rational_gap_bound (by positivity) - refine ⟨U,hU,?_⟩ - filter_upwards [hc,hseq,hg] with ω hcont hseqω hgap - refine ⟨hseqω.1,Metric.tendsto_nhds.mpr (fun δ hδ ↦ ?_)⟩ - obtain ⟨k,hk⟩ : ∃ k : ℕ, (1 : ℝ)/(k+1) < δ^2/32 := by - have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).eventually - (Iio_mem_nhds (show (0 : ℝ) < δ^2/32 by positivity)) - exact hh.exists - obtain ⟨n,hn⟩ := hgap k - have hreal := continuous_gap_bound_of_rat hcont (terminalTime_mem n) hn - have hbound (t : ℝ) (ht : t ∈ Ioo (terminalTime n) 1) : - |f t ω-f (terminalTime n) ω| ≤ δ/4 := by - have hbt := h.bounded t ⟨(terminalTime_mem n).1.trans ht.1.le,ht.2⟩ ω - have hbs := h.bounded _ (terminalTime_mem n) ω - have he := hreal t ht - have hsq1 : (f t ω)^2 ≤ 1 := by nlinarith [abs_le.mp hbt] - have hsq2 : (f (terminalTime n) ω)^2 ≤ 1 := by nlinarith [abs_le.mp hbs] - have habs : |f t ω-f (terminalTime n) ω|^2 < (δ/4)^2 := by - rw [sq_abs] - nlinarith - nlinarith [abs_nonneg (f t ω-f (terminalTime n) ω)] - have hUb : |U ω-f (terminalTime n) ω| ≤ δ/4 := by - apply le_of_tendsto ((hseqω.2.sub_const _).abs) - have hev : ∀ᶠ k in atTop, terminalTime k ∈ Ioo (terminalTime n) 1 := - terminalTime_tendsto.eventually (Ioo_mem_nhdsLT (terminalTime_mem n).2) - exact hev.mono (fun k hk ↦ hbound _ hk) - filter_upwards [Ioo_mem_nhdsLT (terminalTime_mem n).2] with t ht - rw [Real.dist_eq] - have hh := abs_add_le (f t ω-f (terminalTime n) ω) (f (terminalTime n) ω-U ω) - have hh' := hbound t ht - have hUb' : |f (terminalTime n) ω-U ω| ≤ δ/4 := by simpa only [abs_sub_comm] using hUb - have heq : f t ω-U ω = (f t ω-f (terminalTime n) ω)+(f (terminalTime n) ω-U ω) := by ring - rw [heq] - linarith - -lemma UnitMomentMartingale.terminal_square - (h : UnitMomentMartingale (μ := μ) ℱ f) {U : Ω → ℝ} - (hUm : StronglyMeasurable[ℱ 1] U) - (hU : ∀ᵐ ω ∂μ, |U ω| ≤ 1 ∧ - Tendsto (fun n ↦ f (terminalTime n) ω) atTop (𝓝 (U ω))) : - ∀ᵐ ω ∂μ, (U ω)^2 = 1 := by - have hU2i : Integrable (fun ω ↦ (U ω)^2) μ := - Integrable.of_bound ((hUm.mono (ℱ.le 1)).pow 2).aestronglyMeasurable 1 - (hU.mono (fun ω hω ↦ by - rw [Real.norm_eq_abs,abs_of_nonneg (sq_nonneg _)] - nlinarith [abs_le.mp hω.1])) - have ht := tendsto_integral_of_dominated_convergence (μ := μ) - (F := fun n ω ↦ (f (terminalTime n) ω)^2) (fun _ : Ω ↦ (1 : ℝ)) - (fun n ↦ (((h.measurable _ (terminalTime_mem n)).mono (ℱ.le _)).pow 2).aestronglyMeasurable) - (integrable_const 1) - (fun n ↦ Eventually.of_forall (fun ω ↦ by - rw [Real.norm_eq_abs,abs_of_nonneg (sq_nonneg _)] - nlinarith [abs_le.mp (h.bounded _ (terminalTime_mem n) ω)])) - (hU.mono (fun ω hω ↦ hω.2.pow 2)) - have hi : ∫ ω, (U ω)^2 ∂μ = 1 := by - have hh : (fun n ↦ ∫ ω, (f (terminalTime n) ω)^2 ∂μ) = terminalTime := - funext (fun n ↦ h.secondMoment _ (terminalTime_mem n)) - rw [hh] at ht - exact tendsto_nhds_unique ht (tendsto_nhdsWithin_iff.mp terminalTime_tendsto).1 - have hnonneg : 0 ≤ᵐ[μ] (fun ω ↦ 1-(U ω)^2) := hU.mono (fun ω hω ↦ by - dsimp - nlinarith [abs_le.mp hω.1]) - have hzero : ∫ ω, 1-(U ω)^2 ∂μ = 0 := by - rw [integral_sub (integrable_const 1) hU2i,hi] - simp - have he := (integral_eq_zero_iff_of_nonneg_ae hnonneg ((integrable_const 1).sub hU2i)).mp hzero - filter_upwards [he] with ω hω - change 1-(U ω)^2=0 at hω - linarith - -lemma UnitMomentMartingale.terminal_mean_square - (h : UnitMomentMartingale (μ := μ) ℱ f) {U : Ω → ℝ} - (hUm : StronglyMeasurable[ℱ 1] U) - (hU : ∀ᵐ ω ∂μ, |U ω| ≤ 1 ∧ - Tendsto (fun t ↦ f t ω) (𝓝[<] (1 : ℝ)) (𝓝 (U ω))) : - Tendsto (fun t ↦ ∫ ω, (f t ω-U ω)^2 ∂μ) (𝓝[<] (1 : ℝ)) (𝓝 (0 : ℝ)) := by - have hev : ∀ᶠ t in 𝓝[<] (1 : ℝ), t ∈ Ico (0 : ℝ) 1 := by - filter_upwards [Ioo_mem_nhdsLT (show (0 : ℝ)<1 by norm_num)] with t ht - exact ⟨ht.1.le,ht.2⟩ - have ht := tendsto_integral_filter_of_dominated_convergence (μ := μ) - (F := fun t ω ↦ (f t ω-U ω)^2) (f := fun _ ↦ (0 : ℝ)) (fun _ : Ω ↦ (4 : ℝ)) - (hev.mono (fun t ht ↦ ((((h.measurable t ht).mono (ℱ.le t)).sub - (hUm.mono (ℱ.le 1))).pow 2).aestronglyMeasurable)) - (hev.mono (fun t ht ↦ hU.mono (fun ω hω ↦ by - rw [Real.norm_eq_abs,abs_of_nonneg (sq_nonneg _)] - have hb := h.bounded t ht ω - have hd : |f t ω-U ω| ≤ 2 := (abs_sub _ _).trans (by linarith [hω.1]) - nlinarith [sq_abs (f t ω-U ω),abs_nonneg (f t ω-U ω)]))) - (integrable_const 4) - (hU.mono (fun ω hω ↦ by - simpa only [sub_self,zero_pow (by decide : (2 : ℕ) ≠ 0)] using (hω.2.sub_const (U ω)).pow 2)) - simpa only [integral_zero] using ht - -end SKValue -end - -end OAI +import Mathlib + +namespace OAI + +section +open MeasureTheory ProbabilityTheory Set +open scoped ENNReal NNReal BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped BigOperators Topology +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology ENNReal NNReal +open Filter Set +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology +open MeasureTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory Set Filter Finset +open scoped Topology BigOperators +namespace SKValue + +variable {Ω : Type*} {m : MeasurableSpace Ω} {μ : Measure Ω} [IsProbabilityMeasure μ] + +structure UnitMomentMartingale (ℱ : Filtration ℝ m) (f : ℝ → Ω → ℝ) : Prop where + measurable : ∀ t ∈ Ico (0 : ℝ) 1, StronglyMeasurable[ℱ t] (f t) + bounded : ∀ t ∈ Ico (0 : ℝ) 1, ∀ ω, |f t ω| ≤ 1 + condExp : ∀ s ∈ Ico (0 : ℝ) 1, ∀ t ∈ Ico (0 : ℝ) 1, s ≤ t → + μ[f t | ℱ s] =ᵐ[μ] f s + secondMoment : ∀ t ∈ Ico (0 : ℝ) 1, ∫ ω, (f t ω)^2 ∂μ = t + +variable {ℱ : Filtration ℝ m} {f : ℝ → Ω → ℝ} + +lemma UnitMomentMartingale.integrable (h : UnitMomentMartingale (μ := μ) ℱ f) + {t : ℝ} (ht : t ∈ Ico (0 : ℝ) 1) : Integrable (f t) μ := + Integrable.of_bound ((h.measurable t ht).mono (ℱ.le t)).aestronglyMeasurable 1 + (Eventually.of_forall (fun ω ↦ (Real.norm_eq_abs _).trans_le (h.bounded t ht ω))) + +lemma UnitMomentMartingale.integrable_mul (h : UnitMomentMartingale (μ := μ) ℱ f) + {s t : ℝ} (hs : s ∈ Ico (0 : ℝ) 1) (ht : t ∈ Ico (0 : ℝ) 1) : + Integrable (fun ω ↦ f s ω * f t ω) μ := + Integrable.of_bound (((h.measurable s hs).mono (ℱ.le s)).mul + ((h.measurable t ht).mono (ℱ.le t))).aestronglyMeasurable 1 + (Eventually.of_forall (fun ω ↦ by + rw [Real.norm_eq_abs,abs_mul] + nlinarith [h.bounded s hs ω,h.bounded t ht ω,abs_nonneg (f s ω),abs_nonneg (f t ω)])) + +lemma UnitMomentMartingale.integral_past_mul (h : UnitMomentMartingale (μ := μ) ℱ f) + {s t : ℝ} (hs : s ∈ Ico (0 : ℝ) 1) (ht : t ∈ Ico (0 : ℝ) 1) (hst : s ≤ t) : + ∫ ω, f s ω * f t ω ∂μ = s := by + have hc := condExp_mul_of_stronglyMeasurable_left (h.measurable s hs) + (h.integrable_mul hs ht) (h.integrable ht) + have he : μ[(f s) * (f t) | ℱ s] =ᵐ[μ] fun ω ↦ (f s ω)^2 := by + filter_upwards [hc,h.condExp s hs t ht hst] with ω hω hω' + simpa only [Pi.mul_apply,hω',pow_two] using hω + calc + _ = ∫ ω, μ[(f s) * (f t) | ℱ s] ω ∂μ := (integral_condExp (ℱ.le s)).symm + _ = ∫ ω, (f s ω)^2 ∂μ := integral_congr_ae he + _ = s := h.secondMoment s hs + +lemma UnitMomentMartingale.sampled_gap_martingale + (h : UnitMomentMartingale (μ := μ) ℱ f) {s : ℝ} + (hs : s ∈ Ico (0 : ℝ) 1) (r : ℕ → ℝ) (hr : Monotone r) + (hrmem : ∀ n, r n ∈ Ico s 1) : + Martingale (fun n ω ↦ 1-f s ω*f (r n) ω) + (⟨fun n ↦ ℱ (r n),fun _ _ hij ↦ ℱ.mono (hr hij),fun n ↦ ℱ.le (r n)⟩ : + Filtration ℕ m) μ := by + have ht (n : ℕ) : r n ∈ Ico (0 : ℝ) 1 := ⟨hs.1.trans (hrmem n).1,(hrmem n).2⟩ + refine ⟨fun n ↦ stronglyMeasurable_const.sub + (((h.measurable s hs).mono (ℱ.mono (hrmem n).1)).mul (h.measurable (r n) (ht n))),?_⟩ + intro i j hij + have hc := condExp_mul_of_stronglyMeasurable_left + ((h.measurable s hs).mono (ℱ.mono (hrmem i).1)) + (h.integrable_mul hs (ht j)) (h.integrable (ht j)) + have hc1 := condExp_of_stronglyMeasurable (ℱ.le (r i)) + (stronglyMeasurable_const (b := (1 : ℝ))) (integrable_const (μ := μ) 1) + filter_upwards [condExp_sub (integrable_const (1 : ℝ)) + (h.integrable_mul hs (ht j)) (ℱ (r i)),hc, + h.condExp (r i) (ht i) (r j) (ht j) (hr hij)] with ω hsub hmul he + simp only [Pi.sub_apply] at hsub + change μ[(fun ω ↦ f s ω*f (r j) ω) | ℱ (r i)] ω = + f s ω*μ[f (r j) | ℱ (r i)] ω at hmul + rw [hc1,hmul] at hsub + simpa only [Pi.sub_def,Pi.mul_def,Pi.mul_apply,he] using hsub + +omit [IsProbabilityMeasure μ] in +lemma UnitMomentMartingale.sampled_gap_nonneg + (h : UnitMomentMartingale (μ := μ) ℱ f) {s t : ℝ} + (hs : s ∈ Ico (0 : ℝ) 1) (ht : t ∈ Ico (0 : ℝ) 1) (ω : Ω) : + 0 ≤ 1-f s ω*f t ω := by + have hh : f s ω*f t ω ≤ 1 := calc + _ ≤ |f s ω*f t ω| := le_abs_self _ + _ = |f s ω| * |f t ω| := abs_mul _ _ + _ ≤ 1 := by nlinarith [h.bounded s hs ω,h.bounded t ht ω, + abs_nonneg (f s ω),abs_nonneg (f t ω)] + linarith + +lemma UnitMomentMartingale.sampled_gap_integral + (h : UnitMomentMartingale (μ := μ) ℱ f) {s t : ℝ} + (hs : s ∈ Ico (0 : ℝ) 1) (ht : t ∈ Ico (0 : ℝ) 1) (hst : s ≤ t) : + ∫ ω, 1-f s ω*f t ω ∂μ = 1-s := by + rw [integral_sub (integrable_const 1) (h.integrable_mul hs ht), + h.integral_past_mul hs ht hst] + simp + +lemma UnitMomentMartingale.finite_gap_maximal + (h : UnitMomentMartingale (μ := μ) ℱ f) {s : ℝ} + (hs : s ∈ Ico (0 : ℝ) 1) (S : Finset ℝ) + (hS : ∀ t ∈ S, t ∈ Ico s 1) (ε : ℝ≥0) : + (ε : ℝ≥0∞) * μ {ω | ∃ t ∈ S, (ε : ℝ) ≤ 1-f s ω*f t ω} ≤ + ENNReal.ofReal (1-s) := by + classical + by_cases hne : S.Nonempty + · have hcard : 0 < S.card := Finset.card_pos.mpr hne + let e := S.orderEmbOfFin rfl + let r : ℕ → ℝ := fun n ↦ e ⟨min n (S.card-1),by omega⟩ + have hr : Monotone r := by + intro i j hij + exact e.monotone (show min i (S.card-1) ≤ min j (S.card-1) from min_le_min_right _ hij) + have hrmem (n : ℕ) : r n ∈ Ico s 1 := hS _ (S.orderEmbOfFin_mem rfl _) + have hm := h.sampled_gap_martingale hs r hr hrmem + have hn : 0 ≤ (fun n ω ↦ 1-f s ω*f (r n) ω) := + fun n ω ↦ h.sampled_gap_nonneg hs ⟨hs.1.trans (hrmem n).1,(hrmem n).2⟩ ω + have hb := maximal_ineq hm.submartingale hn (ε := ε) (S.card-1) + have hset : {ω | ∃ t ∈ S, (ε : ℝ) ≤ 1-f s ω*f t ω} ⊆ + {ω | (ε : ℝ) ≤ (Finset.range ((S.card-1)+1)).sup' Finset.nonempty_range_add_one + (fun k ↦ 1-f s ω*f (r k) ω)} := by + rintro ω ⟨t,ht,heps⟩ + let i := (S.orderIsoOfFin rfl).symm ⟨t,ht⟩ + have her : r i.val = t := by + dsimp only [r] + have hh : (⟨min i.val (S.card-1),by omega⟩ : Fin S.card) = i := + Fin.ext (min_eq_left (by omega)) + rw [hh] + change ((S.orderIsoOfFin rfl) i).val = t + simp [i] + refine heps.trans ?_ + rw [← her] + exact Finset.le_sup' (f := fun k ↦ 1-f s ω*f (r k) ω) + (Finset.mem_range.mpr (by omega : i.val < (S.card-1)+1)) + calc + _ ≤ (ε : ℝ≥0∞) * μ {ω | (ε : ℝ) ≤ + (Finset.range ((S.card-1)+1)).sup' Finset.nonempty_range_add_one + (fun k ↦ 1-f s ω*f (r k) ω)} := by gcongr + _ ≤ _ := hb + _ ≤ ENNReal.ofReal (∫ ω, 1-f s ω*f (r (S.card-1)) ω ∂μ) := by + apply ENNReal.ofReal_le_ofReal + exact setIntegral_le_integral (integrable_const 1 |>.sub + (h.integrable_mul hs ⟨hs.1.trans (hrmem _).1,(hrmem _).2⟩)) + (Eventually.of_forall (hn (S.card-1))) + _ = _ := congrArg ENNReal.ofReal (h.sampled_gap_integral hs + ⟨hs.1.trans (hrmem _).1,(hrmem _).2⟩ (hrmem _).1) + · simp [Finset.not_nonempty_iff_eq_empty.mp hne] + +lemma UnitMomentMartingale.rational_gap_maximal + (h : UnitMomentMartingale (μ := μ) ℱ f) {s : ℝ} + (hs : s ∈ Ico (0 : ℝ) 1) (ε : ℝ≥0) : + (ε : ℝ≥0∞) * μ {ω | ∃ q : ℚ, (q : ℝ) ∈ Ico s 1 ∧ + (ε : ℝ) ≤ 1-f s ω*f q ω} ≤ ENNReal.ofReal (1-s) := by + classical + let E : Finset ℚ → Set Ω := fun S ↦ {ω | ∃ q ∈ S, (q : ℝ) ∈ Ico s 1 ∧ + (ε : ℝ) ≤ 1-f s ω*f q ω} + have hd : Directed (· ⊆ ·) E := by + intro S T + refine ⟨S∪T, ?_, ?_⟩ + · rintro ω ⟨q,hq,hmem,he⟩ + exact ⟨q,Finset.mem_union_left _ hq,hmem,he⟩ + · rintro ω ⟨q,hq,hmem,he⟩ + exact ⟨q,Finset.mem_union_right _ hq,hmem,he⟩ + have heq : {ω | ∃ q : ℚ, (q : ℝ) ∈ Ico s 1 ∧ (ε : ℝ) ≤ 1-f s ω*f q ω} = + ⋃ S : Finset ℚ, E S := by + ext ω + constructor + · rintro ⟨q,hmem,he⟩ + exact mem_iUnion.mpr ⟨{q},q,Finset.mem_singleton_self _,hmem,he⟩ + · intro hω + obtain ⟨S,q,hq,hmem,he⟩ := mem_iUnion.mp hω + exact ⟨q,hmem,he⟩ + rw [heq,hd.measure_iUnion,ENNReal.mul_iSup] + refine iSup_le fun S ↦ ?_ + let R : Finset ℝ := (S.filter (fun q : ℚ ↦ (q : ℝ) ∈ Ico s 1)).image (fun q : ℚ ↦ (q : ℝ)) + have hR : ∀ t ∈ R, t ∈ Ico s 1 := by + intro t ht + obtain ⟨q,hq,rfl⟩ := Finset.mem_image.mp ht + exact (Finset.mem_filter.mp hq).2 + have hE : E S ⊆ {ω | ∃ t ∈ R, (ε : ℝ) ≤ 1-f s ω*f t ω} := by + rintro ω ⟨q,hq,hmem,he⟩ + exact ⟨(q : ℝ),Finset.mem_image.mpr ⟨q,Finset.mem_filter.mpr ⟨hq,hmem⟩,rfl⟩,he⟩ + calc + _ ≤ (ε : ℝ≥0∞) * μ {ω | ∃ t ∈ R, (ε : ℝ) ≤ 1-f s ω*f t ω} := by gcongr + _ ≤ _ := h.finite_gap_maximal hs R hR ε + +noncomputable def terminalTime (n : ℕ) : ℝ := 1-1/(n+1) + +lemma terminalTime_mem (n : ℕ) : terminalTime n ∈ Ico (0 : ℝ) 1 := by + have hn : (1 : ℝ) ≤ n+1 := by linarith [Nat.cast_nonneg (α := ℝ) n] + have hp : (0 : ℝ) < n+1 := by positivity + simp only [terminalTime] + constructor + · have hh : (1 : ℝ)/(n+1) ≤ 1 := (div_le_one hp).mpr hn + linarith + · have hh : (0 : ℝ) < 1/(n+1) := by positivity + linarith + +lemma terminalTime_monotone : Monotone terminalTime := by + intro i j hij + simp only [terminalTime] + have hh : (1 : ℝ)/(j+1) ≤ 1/(i+1) := one_div_le_one_div_of_le + (by positivity) (by exact_mod_cast Nat.add_le_add_right hij 1) + linarith + +lemma terminalTime_tendsto : Tendsto terminalTime atTop (𝓝[<] (1 : ℝ)) := by + refine tendsto_nhdsWithin_iff.mpr ⟨?_,Eventually.of_forall (fun n ↦ (terminalTime_mem n).2)⟩ + change Tendsto (fun n : ℕ ↦ (1 : ℝ)-1/((n : ℝ)+1)) atTop (𝓝 (1 : ℝ)) + simpa only [sub_zero] using (tendsto_const_nhds (x := (1 : ℝ))).sub + (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)) + +lemma UnitMomentMartingale.ae_exists_rational_gap_bound + (h : UnitMomentMartingale (μ := μ) ℱ f) {ε : ℝ} (hε : 0 < ε) : + ∀ᵐ ω ∂μ, ∃ n, ∀ q : ℚ, (q : ℝ) ∈ Ico (terminalTime n) 1 → + 1-f (terminalTime n) ω*f q ω < ε := by + let E : ℕ → Set Ω := fun n ↦ {ω | ∃ q : ℚ, (q : ℝ) ∈ Ico (terminalTime n) 1 ∧ + ε ≤ 1-f (terminalTime n) ω*f q ω} + have hbound (n : ℕ) : ENNReal.ofReal ε * μ (⋂ n, E n) ≤ + ENNReal.ofReal (1-terminalTime n) := calc + _ ≤ ENNReal.ofReal ε * μ (E n) := by gcongr; exact iInter_subset E n + _ ≤ _ := by + have hh := h.rational_gap_maximal (terminalTime_mem n) (NNReal.mk ε hε.le) + simpa only [E,NNReal.coe_mk,ENNReal.coe_nnreal_eq] using hh + have hzero : ENNReal.ofReal ε * μ (⋂ n, E n) = 0 := by + apply le_antisymm _ bot_le + have hlim : Tendsto (fun n ↦ ENNReal.ofReal (1-terminalTime n)) atTop (𝓝 0) := by + have hh : Tendsto (fun n ↦ 1-terminalTime n) atTop (𝓝 (0 : ℝ)) := by + simpa only [sub_self] using ((tendsto_const_nhds (x := (1 : ℝ))).sub + (tendsto_nhdsWithin_iff.mp terminalTime_tendsto).1) + simpa only [ENNReal.ofReal_zero,Function.comp_def] using + ENNReal.continuous_ofReal.continuousAt.tendsto.comp hh + exact ge_of_tendsto' hlim hbound + have hn : μ (⋂ n, E n) = 0 := (mul_eq_zero.mp hzero).resolve_left + (ne_of_gt (ENNReal.ofReal_pos.mpr hε)) + have ha : ∀ᵐ ω ∂μ, ω ∉ ⋂ n, E n := by + rw [ae_iff] + convert hn using 1 + simp only [not_not,Set.ofPred_mem_eq] + filter_upwards [ha] with ω hω + simp only [mem_iInter,E,mem_ofPred_eq,not_forall,not_exists,not_and,not_le] at hω + exact hω + +lemma continuous_gap_bound_of_rat {v : ℝ → ℝ} + (hv : ContinuousOn v (Ico (0 : ℝ) 1)) {s ε : ℝ} + (hs : s ∈ Ico (0 : ℝ) 1) + (hq : ∀ q : ℚ, (q : ℝ) ∈ Ico s 1 → 1-v s*v q < ε) : + ∀ t ∈ Ioo s 1, 1-v s*v t ≤ ε := by + intro t ht + by_contra! he + have hvt : ContinuousAt v t := (hv t ⟨hs.1.trans ht.1.le,ht.2⟩).continuousAt + (Ico_mem_nhds_iff.mpr ⟨hs.1.trans_lt ht.1,ht.2⟩) + have hgt : ContinuousAt (fun r ↦ 1-v s*v r) t := continuousAt_const.sub + (continuousAt_const.mul hvt) + have hevent : {r | ε < 1-v s*v r} ∈ 𝓝 t := hgt (Ioi_mem_nhds he) + obtain ⟨q,hq'⟩ := Rat.denseRange_cast.mem_nhds (inter_mem hevent (Ioo_mem_nhds ht.1 ht.2)) + exact (hq q ⟨hq'.2.1.le,hq'.2.2⟩).not_gt hq'.1 + +lemma UnitMomentMartingale.exists_sequence_terminal + (h : UnitMomentMartingale (μ := μ) ℱ f) : + ∃ U : Ω → ℝ, StronglyMeasurable[ℱ 1] U ∧ + (∀ᵐ ω ∂μ, |U ω| ≤ 1 ∧ + Tendsto (fun n ↦ f (terminalTime n) ω) atTop (𝓝 (U ω))) := by + let 𝒢 : Filtration ℕ m := ⟨fun n ↦ ℱ (terminalTime n), + fun _ _ hij ↦ ℱ.mono (terminalTime_monotone hij),fun n ↦ ℱ.le _⟩ + have hm : Martingale (fun n ↦ f (terminalTime n)) 𝒢 μ := + ⟨fun n ↦ h.measurable _ (terminalTime_mem n),fun i j hij ↦ + h.condExp _ (terminalTime_mem i) _ (terminalTime_mem j) (terminalTime_monotone hij)⟩ + have hb (n : ℕ) : eLpNorm (f (terminalTime n)) 1 μ ≤ (1 : ℝ≥0) := by + have hh := eLpNorm_le_of_ae_bound (μ := μ) (p := (1 : ℝ≥0∞)) + (h.integrable (terminalTime_mem n)).aestronglyMeasurable + (Eventually.of_forall (fun ω ↦ (Real.norm_eq_abs _).trans_le + (h.bounded _ (terminalTime_mem n) ω))) + simpa using hh + let U := 𝒢.limitProcess (fun n ↦ f (terminalTime n)) μ + have hU : StronglyMeasurable[ℱ 1] U := + Filtration.stronglyMeasurable_limitProcess.mono (iSup_le fun n ↦ ℱ.mono (terminalTime_mem n).2.le) + refine ⟨U,hU,?_⟩ + filter_upwards [hm.submartingale.ae_tendsto_limitProcess hb] with ω hω + exact ⟨le_of_tendsto' hω.abs (fun n ↦ h.bounded _ (terminalTime_mem n) ω),hω⟩ + +lemma UnitMomentMartingale.exists_continuous_terminal + (h : UnitMomentMartingale (μ := μ) ℱ f) + (hc : ∀ᵐ ω ∂μ, ContinuousOn (fun t ↦ f t ω) (Ico (0 : ℝ) 1)) : + ∃ U : Ω → ℝ, StronglyMeasurable[ℱ 1] U ∧ + (∀ᵐ ω ∂μ, |U ω| ≤ 1 ∧ + Tendsto (fun t ↦ f t ω) (𝓝[<] (1 : ℝ)) (𝓝 (U ω))) := by + obtain ⟨U,hU,hseq⟩ := h.exists_sequence_terminal + have hg : ∀ᵐ ω ∂μ, ∀ k : ℕ, ∃ n, ∀ q : ℚ, + (q : ℝ) ∈ Ico (terminalTime n) 1 → + 1-f (terminalTime n) ω*f q ω < 1/(k+1) := by + apply ae_all_iff.mpr + intro k + exact h.ae_exists_rational_gap_bound (by positivity) + refine ⟨U,hU,?_⟩ + filter_upwards [hc,hseq,hg] with ω hcont hseqω hgap + refine ⟨hseqω.1,Metric.tendsto_nhds.mpr (fun δ hδ ↦ ?_)⟩ + obtain ⟨k,hk⟩ : ∃ k : ℕ, (1 : ℝ)/(k+1) < δ^2/32 := by + have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).eventually + (Iio_mem_nhds (show (0 : ℝ) < δ^2/32 by positivity)) + exact hh.exists + obtain ⟨n,hn⟩ := hgap k + have hreal := continuous_gap_bound_of_rat hcont (terminalTime_mem n) hn + have hbound (t : ℝ) (ht : t ∈ Ioo (terminalTime n) 1) : + |f t ω-f (terminalTime n) ω| ≤ δ/4 := by + have hbt := h.bounded t ⟨(terminalTime_mem n).1.trans ht.1.le,ht.2⟩ ω + have hbs := h.bounded _ (terminalTime_mem n) ω + have he := hreal t ht + have hsq1 : (f t ω)^2 ≤ 1 := by nlinarith [abs_le.mp hbt] + have hsq2 : (f (terminalTime n) ω)^2 ≤ 1 := by nlinarith [abs_le.mp hbs] + have habs : |f t ω-f (terminalTime n) ω|^2 < (δ/4)^2 := by + rw [sq_abs] + nlinarith + nlinarith [abs_nonneg (f t ω-f (terminalTime n) ω)] + have hUb : |U ω-f (terminalTime n) ω| ≤ δ/4 := by + apply le_of_tendsto ((hseqω.2.sub_const _).abs) + have hev : ∀ᶠ k in atTop, terminalTime k ∈ Ioo (terminalTime n) 1 := + terminalTime_tendsto.eventually (Ioo_mem_nhdsLT (terminalTime_mem n).2) + exact hev.mono (fun k hk ↦ hbound _ hk) + filter_upwards [Ioo_mem_nhdsLT (terminalTime_mem n).2] with t ht + rw [Real.dist_eq] + have hh := abs_add_le (f t ω-f (terminalTime n) ω) (f (terminalTime n) ω-U ω) + have hh' := hbound t ht + have hUb' : |f (terminalTime n) ω-U ω| ≤ δ/4 := by simpa only [abs_sub_comm] using hUb + have heq : f t ω-U ω = (f t ω-f (terminalTime n) ω)+(f (terminalTime n) ω-U ω) := by ring + rw [heq] + linarith + +lemma UnitMomentMartingale.terminal_square + (h : UnitMomentMartingale (μ := μ) ℱ f) {U : Ω → ℝ} + (hUm : StronglyMeasurable[ℱ 1] U) + (hU : ∀ᵐ ω ∂μ, |U ω| ≤ 1 ∧ + Tendsto (fun n ↦ f (terminalTime n) ω) atTop (𝓝 (U ω))) : + ∀ᵐ ω ∂μ, (U ω)^2 = 1 := by + have hU2i : Integrable (fun ω ↦ (U ω)^2) μ := + Integrable.of_bound ((hUm.mono (ℱ.le 1)).pow 2).aestronglyMeasurable 1 + (hU.mono (fun ω hω ↦ by + rw [Real.norm_eq_abs,abs_of_nonneg (sq_nonneg _)] + nlinarith [abs_le.mp hω.1])) + have ht := tendsto_integral_of_dominated_convergence (μ := μ) + (F := fun n ω ↦ (f (terminalTime n) ω)^2) (fun _ : Ω ↦ (1 : ℝ)) + (fun n ↦ (((h.measurable _ (terminalTime_mem n)).mono (ℱ.le _)).pow 2).aestronglyMeasurable) + (integrable_const 1) + (fun n ↦ Eventually.of_forall (fun ω ↦ by + rw [Real.norm_eq_abs,abs_of_nonneg (sq_nonneg _)] + nlinarith [abs_le.mp (h.bounded _ (terminalTime_mem n) ω)])) + (hU.mono (fun ω hω ↦ hω.2.pow 2)) + have hi : ∫ ω, (U ω)^2 ∂μ = 1 := by + have hh : (fun n ↦ ∫ ω, (f (terminalTime n) ω)^2 ∂μ) = terminalTime := + funext (fun n ↦ h.secondMoment _ (terminalTime_mem n)) + rw [hh] at ht + exact tendsto_nhds_unique ht (tendsto_nhdsWithin_iff.mp terminalTime_tendsto).1 + have hnonneg : 0 ≤ᵐ[μ] (fun ω ↦ 1-(U ω)^2) := hU.mono (fun ω hω ↦ by + dsimp + nlinarith [abs_le.mp hω.1]) + have hzero : ∫ ω, 1-(U ω)^2 ∂μ = 0 := by + rw [integral_sub (integrable_const 1) hU2i,hi] + simp + have he := (integral_eq_zero_iff_of_nonneg_ae hnonneg ((integrable_const 1).sub hU2i)).mp hzero + filter_upwards [he] with ω hω + change 1-(U ω)^2=0 at hω + linarith + +lemma UnitMomentMartingale.terminal_mean_square + (h : UnitMomentMartingale (μ := μ) ℱ f) {U : Ω → ℝ} + (hUm : StronglyMeasurable[ℱ 1] U) + (hU : ∀ᵐ ω ∂μ, |U ω| ≤ 1 ∧ + Tendsto (fun t ↦ f t ω) (𝓝[<] (1 : ℝ)) (𝓝 (U ω))) : + Tendsto (fun t ↦ ∫ ω, (f t ω-U ω)^2 ∂μ) (𝓝[<] (1 : ℝ)) (𝓝 (0 : ℝ)) := by + have hev : ∀ᶠ t in 𝓝[<] (1 : ℝ), t ∈ Ico (0 : ℝ) 1 := by + filter_upwards [Ioo_mem_nhdsLT (show (0 : ℝ)<1 by norm_num)] with t ht + exact ⟨ht.1.le,ht.2⟩ + have ht := tendsto_integral_filter_of_dominated_convergence (μ := μ) + (F := fun t ω ↦ (f t ω-U ω)^2) (f := fun _ ↦ (0 : ℝ)) (fun _ : Ω ↦ (4 : ℝ)) + (hev.mono (fun t ht ↦ ((((h.measurable t ht).mono (ℱ.le t)).sub + (hUm.mono (ℱ.le 1))).pow 2).aestronglyMeasurable)) + (hev.mono (fun t ht ↦ hU.mono (fun ω hω ↦ by + rw [Real.norm_eq_abs,abs_of_nonneg (sq_nonneg _)] + have hb := h.bounded t ht ω + have hd : |f t ω-U ω| ≤ 2 := (abs_sub _ _).trans (by linarith [hω.1]) + nlinarith [sq_abs (f t ω-U ω),abs_nonneg (f t ω-U ω)]))) + (integrable_const 4) + (hU.mono (fun ω hω ↦ by + simpa only [sub_self,zero_pow (by decide : (2 : ℕ) ≠ 0)] using (hω.2.sub_const (U ω)).pow 2)) + simpa only [integral_zero] using ht + +end SKValue +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Processes/ValueEulerOneStep.lean b/lean/OAI/Probability/SKValue/Processes/ValueEulerOneStep.lean index c38e7fd1274d7117ead57beea33440c4c902daa5..8692957e01f0859b41bdbe4b9a2be6fc03edbc46 100644 --- a/lean/OAI/Probability/SKValue/Processes/ValueEulerOneStep.lean +++ b/lean/OAI/Probability/SKValue/Processes/ValueEulerOneStep.lean @@ -1,91 +1,91 @@ -import Mathlib -import OAI.Probability.SKValue.Equations.ThirdOrderRemainderBound - -namespace OAI - -section -open MeasureTheory ProbabilityTheory Set -open scoped ENNReal NNReal BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped BigOperators Topology -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology ENNReal NNReal -open Filter Set -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology -open MeasureTheory Set Filter -open scoped Topology BigOperators -open MeasureTheory Set Filter Finset -open scoped Topology BigOperators -namespace SKValue -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology BigOperators - -lemma value_euler_one_step {V : ℝ → ℝ → ℝ} {γ : ℝ → ℝ} - {t δ x z G K L : ℝ} (hδ : 0≤δ) (hδ1 : δ≤1) - (hG : 0≤G) (hK : 0≤K) (hL : 0≤L) - (hγ : MonotoneOn γ (Icc t (t+δ))) (hγ0 : 0≤γ t) (hγG : γ t≤G) - (hu : |deriv (V t) x|≤1) (hsmooth : ContDiff ℝ 3 (V t)) - (ha : |deriv (deriv (V t)) x|≤K) - (hthird : ∀ y, |iteratedDeriv 3 (V t) y|≤K) - (hp : ∀ s ∈ Icc t (t+δ), ∀ y, |(1/2 : ℝ)*(deriv (V s) y)^2|≤K) - (haLip : ∀ s ∈ Icc t (t+δ), ∀ y, - |deriv (deriv (V s)) y-deriv (deriv (V t)) x|≤L*(|s-t|+|y-x|)) - (hpLip : ∀ s ∈ Icc t (t+δ), ∀ y, - |(1/2 : ℝ)*(deriv (V s) y)^2-(1/2 : ℝ)*(deriv (V t) x)^2|≤L*(|s-t|+|y-x|)) - (haint : ∀ y, IntervalIntegrable (fun s ↦ deriv (deriv (V s)) y) volume t (t+δ)) - (hpint : ∀ y, IntervalIntegrable (fun s ↦ γ s*((1/2 : ℝ)*(deriv (V s) y)^2)) volume t (t+δ)) - (hPDE : ∀ y, V (t+δ) y-V t y = - -(∫ s in t..(t+δ), (1/2 : ℝ)*deriv (deriv (V s)) y+γ s*((1/2 : ℝ)*(deriv (V s) y)^2))) : - let d := Real.sqrt δ*z+δ*γ t*deriv (V t) x - |V (t+δ) (x+d)-V t x-deriv (V t) x*Real.sqrt δ*z- - (1/2 : ℝ)*δ*deriv (deriv (V t)) x*(z^2-1)- - (1/2 : ℝ)*δ*γ t*(deriv (V t) x)^2| ≤ - δ*Real.sqrt δ*(K*(|z|+G)^3+(1/2+G)*L*(1+|z|+G)+K*G*(|z|+G/2))+ - δ*K*(γ (t+δ)-γ t) := by - dsimp only - let d := Real.sqrt δ*z+δ*γ t*deriv (V t) x - have htm := gradient_generator_quadrature - (b := fun s y ↦ deriv (deriv (V s)) y) - (p := fun s y ↦ (1/2 : ℝ)*(deriv (V s) y)^2) (y := x+d) - hδ hG hK hL hγ hγ0 hγG - (fun s hs ↦ hp s hs _) (fun s hs ↦ haLip s hs _) (fun s hs ↦ hpLip s hs _) - (haint _) (hpint _) - have ht : |(V (t+δ) (x+d)-V t x+deriv (V t) x- - (1/2 : ℝ)*δ*γ t*(deriv (V t) x)^2)- - (V t (x+d)-V t x+deriv (V t) x)+ - δ*((1/2 : ℝ)*deriv (deriv (V t)) x+γ t*deriv (V t) x*deriv (V t) x)| ≤ - δ*(((1/2 : ℝ)+G)*L*(δ+|d|)+K*(γ (t+δ)-γ t)) := by - have heq : (V (t+δ) (x+d)-V t x+deriv (V t) x- - (1/2 : ℝ)*δ*γ t*(deriv (V t) x)^2)- - (V t (x+d)-V t x+deriv (V t) x)+ - δ*((1/2 : ℝ)*deriv (deriv (V t)) x+γ t*deriv (V t) x*deriv (V t) x) = - (V (t+δ) (x+d)-V t (x+d))+ - δ*((1/2 : ℝ)*deriv (deriv (V t)) x+γ t*((1/2 : ℝ)*(deriv (V t) x)^2)) := by ring - rw [heq,hPDE] - rw [show -(∫ s in t..(t+δ), (1/2 : ℝ)*deriv (deriv (V s)) (x+d)+ - γ s*((1/2 : ℝ)*(deriv (V s) (x+d))^2))+ - δ*((1/2 : ℝ)*deriv (deriv (V t)) x+γ t*((1/2 : ℝ)*(deriv (V t) x)^2)) = - -((∫ s in t..(t+δ), (1/2 : ℝ)*deriv (deriv (V s)) (x+d)+ - γ s*((1/2 : ℝ)*(deriv (V s) (x+d))^2))- - δ*((1/2 : ℝ)*deriv (deriv (V t)) x+γ t*((1/2 : ℝ)*(deriv (V t) x)^2))) by ring, - abs_neg] - simpa only [add_sub_cancel_left] using htm - have hs : |(V t (x+d)-V t x+deriv (V t) x)-deriv (V t) x- - deriv (V t) x*d-(1/2 : ℝ)*deriv (deriv (V t)) x*d^2| ≤ K*|d|^3 := by - simpa only [add_sub_cancel_right] using third_order_remainder_bound hsmooth hK hthird x d - have hh := euler_cubic_remainder hδ hδ1 hG hK (by positivity : 0≤(1/2+G)*L) - (by rwa [abs_of_nonneg hγ0]) hu ha hs ht - convert hh using 1 - congr 1 - dsimp only [d] - ring - -end SKValue - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Equations.ThirdOrderRemainderBound + +namespace OAI + +section +open MeasureTheory ProbabilityTheory Set +open scoped ENNReal NNReal BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped BigOperators Topology +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology ENNReal NNReal +open Filter Set +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology +open MeasureTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory Set Filter Finset +open scoped Topology BigOperators +namespace SKValue +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology BigOperators + +lemma value_euler_one_step {V : ℝ → ℝ → ℝ} {γ : ℝ → ℝ} + {t δ x z G K L : ℝ} (hδ : 0≤δ) (hδ1 : δ≤1) + (hG : 0≤G) (hK : 0≤K) (hL : 0≤L) + (hγ : MonotoneOn γ (Icc t (t+δ))) (hγ0 : 0≤γ t) (hγG : γ t≤G) + (hu : |deriv (V t) x|≤1) (hsmooth : ContDiff ℝ 3 (V t)) + (ha : |deriv (deriv (V t)) x|≤K) + (hthird : ∀ y, |iteratedDeriv 3 (V t) y|≤K) + (hp : ∀ s ∈ Icc t (t+δ), ∀ y, |(1/2 : ℝ)*(deriv (V s) y)^2|≤K) + (haLip : ∀ s ∈ Icc t (t+δ), ∀ y, + |deriv (deriv (V s)) y-deriv (deriv (V t)) x|≤L*(|s-t|+|y-x|)) + (hpLip : ∀ s ∈ Icc t (t+δ), ∀ y, + |(1/2 : ℝ)*(deriv (V s) y)^2-(1/2 : ℝ)*(deriv (V t) x)^2|≤L*(|s-t|+|y-x|)) + (haint : ∀ y, IntervalIntegrable (fun s ↦ deriv (deriv (V s)) y) volume t (t+δ)) + (hpint : ∀ y, IntervalIntegrable (fun s ↦ γ s*((1/2 : ℝ)*(deriv (V s) y)^2)) volume t (t+δ)) + (hPDE : ∀ y, V (t+δ) y-V t y = + -(∫ s in t..(t+δ), (1/2 : ℝ)*deriv (deriv (V s)) y+γ s*((1/2 : ℝ)*(deriv (V s) y)^2))) : + let d := Real.sqrt δ*z+δ*γ t*deriv (V t) x + |V (t+δ) (x+d)-V t x-deriv (V t) x*Real.sqrt δ*z- + (1/2 : ℝ)*δ*deriv (deriv (V t)) x*(z^2-1)- + (1/2 : ℝ)*δ*γ t*(deriv (V t) x)^2| ≤ + δ*Real.sqrt δ*(K*(|z|+G)^3+(1/2+G)*L*(1+|z|+G)+K*G*(|z|+G/2))+ + δ*K*(γ (t+δ)-γ t) := by + dsimp only + let d := Real.sqrt δ*z+δ*γ t*deriv (V t) x + have htm := gradient_generator_quadrature + (b := fun s y ↦ deriv (deriv (V s)) y) + (p := fun s y ↦ (1/2 : ℝ)*(deriv (V s) y)^2) (y := x+d) + hδ hG hK hL hγ hγ0 hγG + (fun s hs ↦ hp s hs _) (fun s hs ↦ haLip s hs _) (fun s hs ↦ hpLip s hs _) + (haint _) (hpint _) + have ht : |(V (t+δ) (x+d)-V t x+deriv (V t) x- + (1/2 : ℝ)*δ*γ t*(deriv (V t) x)^2)- + (V t (x+d)-V t x+deriv (V t) x)+ + δ*((1/2 : ℝ)*deriv (deriv (V t)) x+γ t*deriv (V t) x*deriv (V t) x)| ≤ + δ*(((1/2 : ℝ)+G)*L*(δ+|d|)+K*(γ (t+δ)-γ t)) := by + have heq : (V (t+δ) (x+d)-V t x+deriv (V t) x- + (1/2 : ℝ)*δ*γ t*(deriv (V t) x)^2)- + (V t (x+d)-V t x+deriv (V t) x)+ + δ*((1/2 : ℝ)*deriv (deriv (V t)) x+γ t*deriv (V t) x*deriv (V t) x) = + (V (t+δ) (x+d)-V t (x+d))+ + δ*((1/2 : ℝ)*deriv (deriv (V t)) x+γ t*((1/2 : ℝ)*(deriv (V t) x)^2)) := by ring + rw [heq,hPDE] + rw [show -(∫ s in t..(t+δ), (1/2 : ℝ)*deriv (deriv (V s)) (x+d)+ + γ s*((1/2 : ℝ)*(deriv (V s) (x+d))^2))+ + δ*((1/2 : ℝ)*deriv (deriv (V t)) x+γ t*((1/2 : ℝ)*(deriv (V t) x)^2)) = + -((∫ s in t..(t+δ), (1/2 : ℝ)*deriv (deriv (V s)) (x+d)+ + γ s*((1/2 : ℝ)*(deriv (V s) (x+d))^2))- + δ*((1/2 : ℝ)*deriv (deriv (V t)) x+γ t*((1/2 : ℝ)*(deriv (V t) x)^2))) by ring, + abs_neg] + simpa only [add_sub_cancel_left] using htm + have hs : |(V t (x+d)-V t x+deriv (V t) x)-deriv (V t) x- + deriv (V t) x*d-(1/2 : ℝ)*deriv (deriv (V t)) x*d^2| ≤ K*|d|^3 := by + simpa only [add_sub_cancel_right] using third_order_remainder_bound hsmooth hK hthird x d + have hh := euler_cubic_remainder hδ hδ1 hG hK (by positivity : 0≤(1/2+G)*L) + (by rwa [abs_of_nonneg hγ0]) hu ha hs ht + convert hh using 1 + congr 1 + dsimp only [d] + ring + +end SKValue + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Processes/VariableTestLaw.lean b/lean/OAI/Probability/SKValue/Processes/VariableTestLaw.lean index 67b31ad4655cfadabac4208bcb7a170f12b8ee5c..152cb8df2a3e46aa700867971b27b1f918e33d75 100644 --- a/lean/OAI/Probability/SKValue/Processes/VariableTestLaw.lean +++ b/lean/OAI/Probability/SKValue/Processes/VariableTestLaw.lean @@ -1,32 +1,32 @@ -import Mathlib -import OAI.Probability.SKValue.Equations.ResponseContraction -import OAI.Probability.SKValue.Gaussian.UniformError -import OAI.Probability.SKValue.Equations.UniformPolynomial - -namespace OAI - -section -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology NNReal -namespace SKValue -lemma IsDiffusion.splitResponse_varying {W:BrownianSpace} {γ:OrderParameter} {X:ℝ → W.Ω → ℝ} - (hX:IsDiffusion W γ X) (t:Ioo (0:ℝ) 1) {F:ℕ → ℝ → ℝ} {f:ℝ → ℝ} - (hF:∀ n,BoundedSmooth (F n)) (hf:BoundedSmooth f) (hl:BoundedUniformLimit F f) : - Tendsto (fun n ↦ profileResponse (splitTerminal γ t n) (F n) (γ.splitSegment 0 t t.property.1.le n) 0 0) - atTop (𝓝 (∫ z, f (X t z) ∂W.μ)) := by - obtain ⟨C,hC,hb,hfb⟩:=hl.bound - have he:∀ n,∃ D:ℝ,∀ x,|F n x-f x| ≤ D := - fun n ↦ ⟨C+C,fun x ↦ (abs_sub _ _).trans (add_le_add (hb n x) (hfb x))⟩ - have hel:=uniformDistance_tendsto hl.tendsto he - have hd:Tendsto (fun n ↦ profileResponse (splitTerminal γ t n) (F n) (γ.splitSegment 0 t t.property.1.le n) 0 0- - profileResponse (splitTerminal γ t n) f (γ.splitSegment 0 t t.property.1.le n) 0 0) atTop (𝓝 0) := by - apply squeeze_zero_norm (fun n ↦ ?_) hel - rw [Real.norm_eq_abs] - exact (splitTerminal_smooth γ t n).profile_response_contraction (hF n) hf (le_uniformDistance (he n)) _ _ _ - have ht:=hd.add (hX.splitResponse_tendsto t hf) - simpa only [sub_add_cancel,zero_add] using ht -end SKValue - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Equations.ResponseContraction +import OAI.Probability.SKValue.Gaussian.UniformError +import OAI.Probability.SKValue.Equations.UniformPolynomial + +namespace OAI + +section +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology NNReal +namespace SKValue +lemma IsDiffusion.splitResponse_varying {W:BrownianSpace} {γ:OrderParameter} {X:ℝ → W.Ω → ℝ} + (hX:IsDiffusion W γ X) (t:Ioo (0:ℝ) 1) {F:ℕ → ℝ → ℝ} {f:ℝ → ℝ} + (hF:∀ n,BoundedSmooth (F n)) (hf:BoundedSmooth f) (hl:BoundedUniformLimit F f) : + Tendsto (fun n ↦ profileResponse (splitTerminal γ t n) (F n) (γ.splitSegment 0 t t.property.1.le n) 0 0) + atTop (𝓝 (∫ z, f (X t z) ∂W.μ)) := by + obtain ⟨C,hC,hb,hfb⟩:=hl.bound + have he:∀ n,∃ D:ℝ,∀ x,|F n x-f x| ≤ D := + fun n ↦ ⟨C+C,fun x ↦ (abs_sub _ _).trans (add_le_add (hb n x) (hfb x))⟩ + have hel:=uniformDistance_tendsto hl.tendsto he + have hd:Tendsto (fun n ↦ profileResponse (splitTerminal γ t n) (F n) (γ.splitSegment 0 t t.property.1.le n) 0 0- + profileResponse (splitTerminal γ t n) f (γ.splitSegment 0 t t.property.1.le n) 0 0) atTop (𝓝 0) := by + apply squeeze_zero_norm (fun n ↦ ?_) hel + rw [Real.norm_eq_abs] + exact (splitTerminal_smooth γ t n).profile_response_contraction (hF n) hf (le_uniformDistance (he n)) _ _ _ + have ht:=hd.add (hX.splitResponse_tendsto t hf) + simpa only [sub_add_cancel,zero_add] using ht +end SKValue + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Processes/Volterra.lean b/lean/OAI/Probability/SKValue/Processes/Volterra.lean index ef76d08d1008b00c8905a20a1219a515722d75c8..45c60a7060a99b6e6dbfb6f2eaa09c7712413749 100644 --- a/lean/OAI/Probability/SKValue/Processes/Volterra.lean +++ b/lean/OAI/Probability/SKValue/Processes/Volterra.lean @@ -1,131 +1,131 @@ -import Mathlib -import OAI.Probability.SKValue.Control.Regularity - -namespace OAI - -section -open MeasureTheory Set Filter Function -open scoped Topology NNReal Nat -namespace SKValue -structure VolterraData (T:ℝ) (hT:0≤T) where - field:ℝ → ℝ → ℝ - lip:ℝ≥0 - bound:∀t∈Icc (0:ℝ) T,∀x y,dist (field t x) (field t y)≤lip*dist x y - integ:∀Y:C(Icc (0:ℝ) T,ℝ),IntervalIntegrable (fun s ↦ field s (Y (projIcc 0 T hT s))) volume 0 T -namespace VolterraData -variable {T:ℝ} {hT:0≤T} (D:VolterraData T hT) -noncomputable def next (Y:C(Icc (0:ℝ) T,ℝ)):C(Icc (0:ℝ) T,ℝ) where - toFun t:=∫s in (0:ℝ)..(t:ℝ),D.field s (Y (projIcc 0 T hT s)) - continuous_toFun:=by - have hc:=intervalIntegral.continuousOn_primitive_interval' (D.integ Y) left_mem_uIcc - rw [uIcc_of_le hT] at hc - exact hc.domRestrict -lemma next_apply (Y:C(Icc (0:ℝ) T,ℝ)) (t:Icc (0:ℝ) T): - D.next Y t=∫s in (0:ℝ)..(t:ℝ),D.field s (Y (projIcc 0 T hT s)) :=rfl -lemma integ_to (Y:C(Icc (0:ℝ) T,ℝ)) (t:Icc (0:ℝ) T): - IntervalIntegrable (fun s ↦ D.field s (Y (projIcc 0 T hT s))) volume 0 t := by - apply (D.integ Y).mono_set - rw [uIcc_of_le t.2.1,uIcc_of_le hT] - exact Icc_subset_Icc le_rfl t.2.2 -lemma iterate_bound (Y Z:C(Icc (0:ℝ) T,ℝ)) (n:ℕ) (t:Icc (0:ℝ) T): - dist ((D.next)^[n] Y t) ((D.next)^[n] Z t)≤ - (D.lip*|((t:ℝ)-0)|)^n/n.factorial*dist Y Z := by - induction n generalizing t with - | zero=>simpa using ContinuousMap.dist_apply_le_dist (f:=Y) (g:=Z) t - | succ n hn=> - rw [iterate_succ_apply',iterate_succ_apply',dist_eq_norm,next_apply,next_apply, - ←intervalIntegral.integral_sub (D.integ_to _ t) (D.integ_to _ t)] - calc - _≤∫s in uIoc (0:ℝ) (t:ℝ),(D.lip:ℝ)^(n+1)*|s-0|^n/n.factorial*dist Y Z := by - rw [intervalIntegral.norm_intervalIntegral_eq] - apply norm_integral_le_of_norm_le ((by fun_prop:Continuous (fun s:ℝ ↦ - (D.lip:ℝ)^(n+1)*|s-0|^n/n.factorial*dist Y Z)).integrableOn_uIoc) - filter_upwards [ae_restrict_mem measurableSet_uIoc] with s hs - rw [uIoc_of_le t.2.1] at hs - have hsT:s∈Icc (0:ℝ) T:=⟨hs.1.le,hs.2.trans t.2.2⟩ - rw [←dist_eq_norm] - have hp:=D.bound s hsT ((D.next)^[n] Y (projIcc 0 T hT s)) ((D.next)^[n] Z (projIcc 0 T hT s)) - have hh:=hn (⟨s,hsT⟩:Icc (0:ℝ) T) - have he:projIcc 0 T hT s=(⟨s,hsT⟩:Icc (0:ℝ) T):=projIcc_of_mem hT hsT - rw [he] at hp ⊢ - apply hp.trans - calc - _≤(D.lip:ℝ)*((D.lip*|s-0|)^n/n.factorial*dist Y Z):=mul_le_mul_of_nonneg_left hh D.lip.coe_nonneg - _=_:=by rw [mul_pow,pow_succ];ring - _≤_:=by - apply le_of_abs_le - rw [←intervalIntegral.abs_intervalIntegral_eq,intervalIntegral.integral_mul_const, - intervalIntegral.integral_div,intervalIntegral.integral_const_mul,abs_mul,abs_div, - abs_mul,intervalIntegral.abs_intervalIntegral_eq,integral_pow_abs_sub_uIoc,abs_div, - abs_pow,abs_pow,abs_dist,NNReal.abs_eq,abs_abs,mul_div,div_div,←abs_mul, - ←Nat.cast_succ,←Nat.cast_mul,←Nat.factorial_succ,Nat.abs_cast,←mul_pow] -lemma exists_fixedPoint:∃Y:C(Icc (0:ℝ) T,ℝ),D.next Y=Y := by - obtain ⟨n,hn⟩:= (FloorSemiring.tendsto_pow_div_factorial_atTop ((D.lip:ℝ)*T)).eventually - (gt_mem_nhds zero_lt_one) |>.exists - have hn0:0≤((D.lip:ℝ)*T)^n/n.factorial:=by positivity - have hc:ContractingWith ⟨((D.lip:ℝ)*T)^n/n.factorial,hn0⟩ (D.next)^[n] := by - refine ⟨hn,LipschitzWith.of_dist_le_mul (fun Y Z ↦ ?_)⟩ - rw [ContinuousMap.dist_le] - · intro t - apply (D.iterate_bound Y Z n t).trans - simp only [sub_zero,abs_of_nonneg t.2.1] - change (D.lip*↑t)^n/n.factorial*dist Y Z ≤ ((D.lip:ℝ)*T)^n/n.factorial*dist Y Z - gcongr - · exact mul_nonneg D.lip.coe_nonneg t.2.1 - · exact t.2.2 - · positivity - exact ⟨_,hc.isFixedPt_fixedPoint_iterate⟩ -end VolterraData -end SKValue - -end - -section -open MeasureTheory ProbabilityTheory Set Filter Function -open scoped Topology NNReal -namespace SKValue -lemma exists_local_diffusion_path (W:BrownianSpace) (γ:OrderParameter) {T:ℝ} - (hT:T∈Ico (0:ℝ) 1) (b:ℝ → ℝ) (hb:ContinuousOn b (Icc (0:ℝ) T)): - ∃X:ℝ → ℝ,ContinuousOn X (Icc (0:ℝ) T) ∧ - IntervalIntegrable (fun s ↦ γ.coeff s*gradient W γ s (X s)) volume 0 T ∧ - ∀t∈Icc (0:ℝ) T,X t=b t+∫s in (0:ℝ)..t,γ.coeff s*gradient W γ s (X s) := by - obtain ⟨K,L,Lu,hLu,hG,hu⟩:=(sourceStripRegularity W γ).core T hT - have hg0:0≤γ.coeff T:=γ.nonneg T hT - have hi:IntervalIntegrable γ.coeff volume 0 T:=γ.intervalIntegrable.mono_set (by - rw [uIcc_of_le hT.1,uIcc_of_le (by norm_num:(0:ℝ)≤1)];exact Icc_subset_Icc le_rfl hT.2.le) - have hj:=derivative_joint_continuous hLu hu - let D:VolterraData T hT.1:={ - field:=fun t y ↦ γ.coeff t*gradient W γ t (b t+y) - lip:=⟨γ.coeff T*Lu,mul_nonneg hg0 hLu⟩ - bound:=by - intro t ht x y - have hg:0≤γ.coeff t:=γ.nonneg t ⟨ht.1,ht.2.trans_lt hT.2⟩ - have hgt:γ.coeff t≤γ.coeff T:=γ.monotone ⟨ht.1,ht.2.trans_lt hT.2⟩ hT ht.2 - simp only [Real.dist_eq,←mul_sub,abs_mul,abs_of_nonneg hg] - have hh:=hu t ht t ht (b t+x) (b t+y) - simp only [sub_self,abs_zero,zero_add,add_sub_add_left_eq_sub] at hh - change _≤(γ.coeff T*Lu)*|x-y| - calc - _≤γ.coeff t*(Lu*|x-y|):=mul_le_mul_of_nonneg_left hh hg - _≤γ.coeff T*(Lu*|x-y|):=mul_le_mul_of_nonneg_right hgt (by positivity) - _=_:=by ring - integ:=by - intro Y - apply hi.mul_continuousOn - rw [uIcc_of_le hT.1] - apply hj.comp (continuousOn_id.prodMk (hb.add ((Y.continuous.comp continuous_projIcc).continuousOn))) - exact fun t ht ↦ ht } - obtain ⟨Y,hY⟩:=D.exists_fixedPoint - let X:=fun t ↦ b t+Y (projIcc 0 T hT.1 t) - have hXcont:ContinuousOn X (Icc (0:ℝ) T):=hb.add ((Y.continuous.comp continuous_projIcc).continuousOn) - refine ⟨X,hXcont,D.integ Y,?_⟩ - intro t ht - have he:=congrArg (fun f:C(Icc (0:ℝ) T,ℝ) ↦ f ⟨t,ht⟩) hY - change (∫s in (0:ℝ)..t,γ.coeff s*gradient W γ s (X s))=Y ⟨t,ht⟩ at he - dsimp only [X] - rw [projIcc_of_mem hT.1 ht,he] -end SKValue - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Control.Regularity + +namespace OAI + +section +open MeasureTheory Set Filter Function +open scoped Topology NNReal Nat +namespace SKValue +structure VolterraData (T:ℝ) (hT:0≤T) where + field:ℝ → ℝ → ℝ + lip:ℝ≥0 + bound:∀t∈Icc (0:ℝ) T,∀x y,dist (field t x) (field t y)≤lip*dist x y + integ:∀Y:C(Icc (0:ℝ) T,ℝ),IntervalIntegrable (fun s ↦ field s (Y (projIcc 0 T hT s))) volume 0 T +namespace VolterraData +variable {T:ℝ} {hT:0≤T} (D:VolterraData T hT) +noncomputable def next (Y:C(Icc (0:ℝ) T,ℝ)):C(Icc (0:ℝ) T,ℝ) where + toFun t:=∫s in (0:ℝ)..(t:ℝ),D.field s (Y (projIcc 0 T hT s)) + continuous_toFun:=by + have hc:=intervalIntegral.continuousOn_primitive_interval' (D.integ Y) left_mem_uIcc + rw [uIcc_of_le hT] at hc + exact hc.domRestrict +lemma next_apply (Y:C(Icc (0:ℝ) T,ℝ)) (t:Icc (0:ℝ) T): + D.next Y t=∫s in (0:ℝ)..(t:ℝ),D.field s (Y (projIcc 0 T hT s)) :=rfl +lemma integ_to (Y:C(Icc (0:ℝ) T,ℝ)) (t:Icc (0:ℝ) T): + IntervalIntegrable (fun s ↦ D.field s (Y (projIcc 0 T hT s))) volume 0 t := by + apply (D.integ Y).mono_set + rw [uIcc_of_le t.2.1,uIcc_of_le hT] + exact Icc_subset_Icc le_rfl t.2.2 +lemma iterate_bound (Y Z:C(Icc (0:ℝ) T,ℝ)) (n:ℕ) (t:Icc (0:ℝ) T): + dist ((D.next)^[n] Y t) ((D.next)^[n] Z t)≤ + (D.lip*|((t:ℝ)-0)|)^n/n.factorial*dist Y Z := by + induction n generalizing t with + | zero=>simpa using ContinuousMap.dist_apply_le_dist (f:=Y) (g:=Z) t + | succ n hn=> + rw [iterate_succ_apply',iterate_succ_apply',dist_eq_norm,next_apply,next_apply, + ←intervalIntegral.integral_sub (D.integ_to _ t) (D.integ_to _ t)] + calc + _≤∫s in uIoc (0:ℝ) (t:ℝ),(D.lip:ℝ)^(n+1)*|s-0|^n/n.factorial*dist Y Z := by + rw [intervalIntegral.norm_intervalIntegral_eq] + apply norm_integral_le_of_norm_le ((by fun_prop:Continuous (fun s:ℝ ↦ + (D.lip:ℝ)^(n+1)*|s-0|^n/n.factorial*dist Y Z)).integrableOn_uIoc) + filter_upwards [ae_restrict_mem measurableSet_uIoc] with s hs + rw [uIoc_of_le t.2.1] at hs + have hsT:s∈Icc (0:ℝ) T:=⟨hs.1.le,hs.2.trans t.2.2⟩ + rw [←dist_eq_norm] + have hp:=D.bound s hsT ((D.next)^[n] Y (projIcc 0 T hT s)) ((D.next)^[n] Z (projIcc 0 T hT s)) + have hh:=hn (⟨s,hsT⟩:Icc (0:ℝ) T) + have he:projIcc 0 T hT s=(⟨s,hsT⟩:Icc (0:ℝ) T):=projIcc_of_mem hT hsT + rw [he] at hp ⊢ + apply hp.trans + calc + _≤(D.lip:ℝ)*((D.lip*|s-0|)^n/n.factorial*dist Y Z):=mul_le_mul_of_nonneg_left hh D.lip.coe_nonneg + _=_:=by rw [mul_pow,pow_succ];ring + _≤_:=by + apply le_of_abs_le + rw [←intervalIntegral.abs_intervalIntegral_eq,intervalIntegral.integral_mul_const, + intervalIntegral.integral_div,intervalIntegral.integral_const_mul,abs_mul,abs_div, + abs_mul,intervalIntegral.abs_intervalIntegral_eq,integral_pow_abs_sub_uIoc,abs_div, + abs_pow,abs_pow,abs_dist,NNReal.abs_eq,abs_abs,mul_div,div_div,←abs_mul, + ←Nat.cast_succ,←Nat.cast_mul,←Nat.factorial_succ,Nat.abs_cast,←mul_pow] +lemma exists_fixedPoint:∃Y:C(Icc (0:ℝ) T,ℝ),D.next Y=Y := by + obtain ⟨n,hn⟩:= (FloorSemiring.tendsto_pow_div_factorial_atTop ((D.lip:ℝ)*T)).eventually + (gt_mem_nhds zero_lt_one) |>.exists + have hn0:0≤((D.lip:ℝ)*T)^n/n.factorial:=by positivity + have hc:ContractingWith ⟨((D.lip:ℝ)*T)^n/n.factorial,hn0⟩ (D.next)^[n] := by + refine ⟨hn,LipschitzWith.of_dist_le_mul (fun Y Z ↦ ?_)⟩ + rw [ContinuousMap.dist_le] + · intro t + apply (D.iterate_bound Y Z n t).trans + simp only [sub_zero,abs_of_nonneg t.2.1] + change (D.lip*↑t)^n/n.factorial*dist Y Z ≤ ((D.lip:ℝ)*T)^n/n.factorial*dist Y Z + gcongr + · exact mul_nonneg D.lip.coe_nonneg t.2.1 + · exact t.2.2 + · positivity + exact ⟨_,hc.isFixedPt_fixedPoint_iterate⟩ +end VolterraData +end SKValue + +end + +section +open MeasureTheory ProbabilityTheory Set Filter Function +open scoped Topology NNReal +namespace SKValue +lemma exists_local_diffusion_path (W:BrownianSpace) (γ:OrderParameter) {T:ℝ} + (hT:T∈Ico (0:ℝ) 1) (b:ℝ → ℝ) (hb:ContinuousOn b (Icc (0:ℝ) T)): + ∃X:ℝ → ℝ,ContinuousOn X (Icc (0:ℝ) T) ∧ + IntervalIntegrable (fun s ↦ γ.coeff s*gradient W γ s (X s)) volume 0 T ∧ + ∀t∈Icc (0:ℝ) T,X t=b t+∫s in (0:ℝ)..t,γ.coeff s*gradient W γ s (X s) := by + obtain ⟨K,L,Lu,hLu,hG,hu⟩:=(sourceStripRegularity W γ).core T hT + have hg0:0≤γ.coeff T:=γ.nonneg T hT + have hi:IntervalIntegrable γ.coeff volume 0 T:=γ.intervalIntegrable.mono_set (by + rw [uIcc_of_le hT.1,uIcc_of_le (by norm_num:(0:ℝ)≤1)];exact Icc_subset_Icc le_rfl hT.2.le) + have hj:=derivative_joint_continuous hLu hu + let D:VolterraData T hT.1:={ + field:=fun t y ↦ γ.coeff t*gradient W γ t (b t+y) + lip:=⟨γ.coeff T*Lu,mul_nonneg hg0 hLu⟩ + bound:=by + intro t ht x y + have hg:0≤γ.coeff t:=γ.nonneg t ⟨ht.1,ht.2.trans_lt hT.2⟩ + have hgt:γ.coeff t≤γ.coeff T:=γ.monotone ⟨ht.1,ht.2.trans_lt hT.2⟩ hT ht.2 + simp only [Real.dist_eq,←mul_sub,abs_mul,abs_of_nonneg hg] + have hh:=hu t ht t ht (b t+x) (b t+y) + simp only [sub_self,abs_zero,zero_add,add_sub_add_left_eq_sub] at hh + change _≤(γ.coeff T*Lu)*|x-y| + calc + _≤γ.coeff t*(Lu*|x-y|):=mul_le_mul_of_nonneg_left hh hg + _≤γ.coeff T*(Lu*|x-y|):=mul_le_mul_of_nonneg_right hgt (by positivity) + _=_:=by ring + integ:=by + intro Y + apply hi.mul_continuousOn + rw [uIcc_of_le hT.1] + apply hj.comp (continuousOn_id.prodMk (hb.add ((Y.continuous.comp continuous_projIcc).continuousOn))) + exact fun t ht ↦ ht } + obtain ⟨Y,hY⟩:=D.exists_fixedPoint + let X:=fun t ↦ b t+Y (projIcc 0 T hT.1 t) + have hXcont:ContinuousOn X (Icc (0:ℝ) T):=hb.add ((Y.continuous.comp continuous_projIcc).continuousOn) + refine ⟨X,hXcont,D.integ Y,?_⟩ + intro t ht + have he:=congrArg (fun f:C(Icc (0:ℝ) T,ℝ) ↦ f ⟨t,ht⟩) hY + change (∫s in (0:ℝ)..t,γ.coeff s*gradient W γ s (X s))=Y ⟨t,ht⟩ at he + dsimp only [X] + rw [projIcc_of_mem hT.1 ht,he] +end SKValue + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Processes/WeightedTerminalExpectation.lean b/lean/OAI/Probability/SKValue/Processes/WeightedTerminalExpectation.lean index c67ba66823030b79a26c89254b6972dbeb90e049..177465827f830cd41a7e7039ec10127f73451126 100644 --- a/lean/OAI/Probability/SKValue/Processes/WeightedTerminalExpectation.lean +++ b/lean/OAI/Probability/SKValue/Processes/WeightedTerminalExpectation.lean @@ -1,78 +1,78 @@ -import Mathlib -import OAI.Probability.SKValue.Equations.RealFiltration - -namespace OAI - -section -open MeasureTheory ProbabilityTheory Set -open scoped ENNReal NNReal BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped BigOperators Topology -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology ENNReal NNReal -open Filter Set -open scoped Topology BigOperators -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology -open MeasureTheory Set Filter -open scoped Topology BigOperators -open MeasureTheory Set Filter Finset -open scoped Topology BigOperators -namespace SKValue -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology - -lemma UnitMomentMartingale.weighted_terminal_expectation - {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] - {ℱ : Filtration ℝ ‹MeasurableSpace Ω›} {f : ℝ → Ω → ℝ} - (h : UnitMomentMartingale (μ := μ) ℱ f) {U : Ω → ℝ} - (hUm : StronglyMeasurable[ℱ 1] U) - (hU : ∀ᵐ ω ∂μ, |U ω|≤1 ∧ Tendsto (fun n ↦ f (terminalTime n) ω) atTop (𝓝 (U ω))) - {γ : ℝ → ℝ} {T : ℝ} (hT : 0≤T) (hT1 : T<1) - (hc : ∀ᵐ ω ∂μ, ContinuousOn (fun t ↦ f t ω) (Icc (0 : ℝ) T)) - (hγ : IntervalIntegrable γ volume 0 T) : - (∫ ω, U ω*(∫ t in (0 : ℝ)..T, γ t*f t ω) ∂μ)=∫ t in (0 : ℝ)..T, t*γ t := by - have hm (t : ℝ) (ht : t∈Icc (0 : ℝ) T) : t∈Ico (0 : ℝ) 1 := ⟨ht.1,ht.2.trans_lt hT1⟩ - rw [compact_weighted_fubini hT (fun t ht ↦ (h.measurable t (hm t ht)).mono (ℱ.le t)) - hc (fun t ht ↦ h.bounded t (hm t ht)) (hUm.mono (ℱ.le 1)).aestronglyMeasurable - (hU.mono (fun _ hω ↦ hω.1)) hγ] - apply intervalIntegral.integral_congr - intro t ht - rw [uIcc_of_le hT] at ht - change γ t * (∫ ω, U ω * f t ω ∂μ) = t * γ t - rw [h.terminal_past_product hUm hU (hm t ht),mul_comm] - -lemma bounded_multiplier_integral_difference {Ω : Type*} [MeasurableSpace Ω] - {μ : Measure Ω} {U X Y : Ω → ℝ} - (hU : AEStronglyMeasurable U μ) (hb : ∀ᵐ ω ∂μ, |U ω|≤1) - (hX : Integrable X μ) (hY : Integrable Y μ) : - |(∫ ω, U ω*X ω ∂μ)-(∫ ω, U ω*Y ω ∂μ)|≤∫ ω, |X ω-Y ω| ∂μ := by - have hUb : ∀ᵐ ω ∂μ, ‖U ω‖≤1 := hb.mono (fun ω hω ↦ by simpa only [Real.norm_eq_abs] using hω) - have hUX := hX.bdd_mul hU hUb - have hUY := hY.bdd_mul hU hUb - rw [←integral_sub hUX hUY] - apply abs_integral_le_integral_abs.trans - apply integral_mono_ae (hUX.sub hUY).abs (hX.sub hY).abs - filter_upwards [hb] with ω hω - dsimp only [Pi.sub_apply] - rw [←mul_sub,abs_mul] - exact (mul_le_mul_of_nonneg_right hω (abs_nonneg _)).trans_eq (one_mul _) - -lemma bounded_multiplier_integral_tendsto {Ω I : Type*} [MeasurableSpace Ω] - {μ : Measure Ω} {l : Filter I} {U : Ω → ℝ} {X : I → Ω → ℝ} {Y : Ω → ℝ} - (hU : AEStronglyMeasurable U μ) (hb : ∀ᵐ ω ∂μ, |U ω|≤1) - (hX : ∀ᶠ t in l, Integrable (X t) μ) (hY : Integrable Y μ) - (hL1 : Tendsto (fun t ↦ ∫ ω, |X t ω-Y ω| ∂μ) l (𝓝 (0 : ℝ))) : - Tendsto (fun t ↦ ∫ ω, U ω*X t ω ∂μ) l (𝓝 (∫ ω, U ω*Y ω ∂μ)) := by - apply tendsto_iff_norm_sub_tendsto_zero.mpr - apply squeeze_zero' (Eventually.of_forall (fun _ ↦ norm_nonneg _)) ?_ hL1 - filter_upwards [hX] with t ht - simpa only [Real.norm_eq_abs] using bounded_multiplier_integral_difference hU hb ht hY - -end SKValue - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Equations.RealFiltration + +namespace OAI + +section +open MeasureTheory ProbabilityTheory Set +open scoped ENNReal NNReal BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped BigOperators Topology +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology ENNReal NNReal +open Filter Set +open scoped Topology BigOperators +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology +open MeasureTheory Set Filter +open scoped Topology BigOperators +open MeasureTheory Set Filter Finset +open scoped Topology BigOperators +namespace SKValue +open MeasureTheory ProbabilityTheory Filter Set +open scoped Topology + +lemma UnitMomentMartingale.weighted_terminal_expectation + {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] + {ℱ : Filtration ℝ ‹MeasurableSpace Ω›} {f : ℝ → Ω → ℝ} + (h : UnitMomentMartingale (μ := μ) ℱ f) {U : Ω → ℝ} + (hUm : StronglyMeasurable[ℱ 1] U) + (hU : ∀ᵐ ω ∂μ, |U ω|≤1 ∧ Tendsto (fun n ↦ f (terminalTime n) ω) atTop (𝓝 (U ω))) + {γ : ℝ → ℝ} {T : ℝ} (hT : 0≤T) (hT1 : T<1) + (hc : ∀ᵐ ω ∂μ, ContinuousOn (fun t ↦ f t ω) (Icc (0 : ℝ) T)) + (hγ : IntervalIntegrable γ volume 0 T) : + (∫ ω, U ω*(∫ t in (0 : ℝ)..T, γ t*f t ω) ∂μ)=∫ t in (0 : ℝ)..T, t*γ t := by + have hm (t : ℝ) (ht : t∈Icc (0 : ℝ) T) : t∈Ico (0 : ℝ) 1 := ⟨ht.1,ht.2.trans_lt hT1⟩ + rw [compact_weighted_fubini hT (fun t ht ↦ (h.measurable t (hm t ht)).mono (ℱ.le t)) + hc (fun t ht ↦ h.bounded t (hm t ht)) (hUm.mono (ℱ.le 1)).aestronglyMeasurable + (hU.mono (fun _ hω ↦ hω.1)) hγ] + apply intervalIntegral.integral_congr + intro t ht + rw [uIcc_of_le hT] at ht + change γ t * (∫ ω, U ω * f t ω ∂μ) = t * γ t + rw [h.terminal_past_product hUm hU (hm t ht),mul_comm] + +lemma bounded_multiplier_integral_difference {Ω : Type*} [MeasurableSpace Ω] + {μ : Measure Ω} {U X Y : Ω → ℝ} + (hU : AEStronglyMeasurable U μ) (hb : ∀ᵐ ω ∂μ, |U ω|≤1) + (hX : Integrable X μ) (hY : Integrable Y μ) : + |(∫ ω, U ω*X ω ∂μ)-(∫ ω, U ω*Y ω ∂μ)|≤∫ ω, |X ω-Y ω| ∂μ := by + have hUb : ∀ᵐ ω ∂μ, ‖U ω‖≤1 := hb.mono (fun ω hω ↦ by simpa only [Real.norm_eq_abs] using hω) + have hUX := hX.bdd_mul hU hUb + have hUY := hY.bdd_mul hU hUb + rw [←integral_sub hUX hUY] + apply abs_integral_le_integral_abs.trans + apply integral_mono_ae (hUX.sub hUY).abs (hX.sub hY).abs + filter_upwards [hb] with ω hω + dsimp only [Pi.sub_apply] + rw [←mul_sub,abs_mul] + exact (mul_le_mul_of_nonneg_right hω (abs_nonneg _)).trans_eq (one_mul _) + +lemma bounded_multiplier_integral_tendsto {Ω I : Type*} [MeasurableSpace Ω] + {μ : Measure Ω} {l : Filter I} {U : Ω → ℝ} {X : I → Ω → ℝ} {Y : Ω → ℝ} + (hU : AEStronglyMeasurable U μ) (hb : ∀ᵐ ω ∂μ, |U ω|≤1) + (hX : ∀ᶠ t in l, Integrable (X t) μ) (hY : Integrable Y μ) + (hL1 : Tendsto (fun t ↦ ∫ ω, |X t ω-Y ω| ∂μ) l (𝓝 (0 : ℝ))) : + Tendsto (fun t ↦ ∫ ω, U ω*X t ω ∂μ) l (𝓝 (∫ ω, U ω*Y ω ∂μ)) := by + apply tendsto_iff_norm_sub_tendsto_zero.mpr + apply squeeze_zero' (Eventually.of_forall (fun _ ↦ norm_nonneg _)) ?_ hL1 + filter_upwards [hX] with t ht + simpa only [Real.norm_eq_abs] using bounded_multiplier_integral_difference hU hb ht hY + +end SKValue + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Variation/ContactAssembly.lean b/lean/OAI/Probability/SKValue/Variation/ContactAssembly.lean index 9dafafbc5528304f446e368857060367aa3390eb..91b908ec7db0219fc719e9f5f4a9cea044a8cde0 100644 --- a/lean/OAI/Probability/SKValue/Variation/ContactAssembly.lean +++ b/lean/OAI/Probability/SKValue/Variation/ContactAssembly.lean @@ -1,78 +1,78 @@ -import Mathlib -import OAI.Probability.SKValue.Processes.FiniteGaussianFixedStrip -import OAI.Probability.SKValue.Evolution.IntegralPrimitiveTerminal -import OAI.Probability.SKValue.Processes.GradientSquareIntegral -import OAI.Probability.SKValue.GroundState.WeakGuerra - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Filter Set -open scoped Topology NNReal ENNReal BigOperators -namespace SKValue - -lemma normalizer_pos_iff (W : BrownianSpace) (γ : OrderParameter) (T : ℝ) (N j : ℕ) : - 0 linarith [hp.1,hp.2] - · rw [indicator_of_notMem (show p∉{a : ℝ×ℝ | a.1≤a.2} from hs),norm_zero]; norm_num - have hleft : (fun s ↦ ∫ t,F (s,t) ∂ν)=ᵐ[μ] contactPotential W γ X := by - filter_upwards [γ.truncatedMass_ae_mem hT] with s hs - have hs' : s∈Icc (0 : ℝ) 1 := ⟨hs.1,hs.2.trans hT.2.le⟩ - change (∫ t in Ioc (0 : ℝ) 1,F (s,t))=contactPotential W γ X s - rw [←intervalIntegral.integral_of_le (by norm_num : (0 : ℝ)≤1)] - calc - (∫ t in (0 : ℝ)..1,F (s,t))= - ∫ t in (0 : ℝ)..1,(OrderParameter.atom s).coeff t*(gradientMoment W γ X t-t) := by - apply intervalIntegral.integral_congr - intro t _ - dsimp [F,OrderParameter.atom,indicator] - split_ifs <;> simp - _=contactPotential W γ X s := integral_atom_mul s hs' _ - have hright : (fun t ↦ ∫ s,F (s,t) ∂μ)=ᵐ[ν] - (fun t ↦ min (γ.coeff t) (γ.coeff T)*(gradientMoment W γ X t-t)) := by - have hν : ∀ᵐ t ∂ν,t∈Ico (0 : ℝ) 1 := by - dsimp [ν] - rw [←restrict_Ico_eq_restrict_Ioc] - exact ae_restrict_mem measurableSet_Ico - filter_upwards [hν] with t ht - have he : (fun s ↦ F (s,t))=(Iic t).indicator (fun _ ↦ gradientMoment W γ X t-t) := rfl - rw [he,integral_indicator measurableSet_Iic,integral_const] - simp only [Measure.real,Measure.restrict_apply_univ,μ,γ.truncatedMass_cdf hT ht, - ENNReal.toReal_ofReal (le_min (γ.nonneg t ht) (γ.nonneg T hT)),smul_eq_mul] - refine ⟨hF.integral_prod_left.congr hleft,?_⟩ - rw [←integral_congr_ae hleft] - have hswap := integral_integral_swap (f := fun s t ↦ F (s,t)) hF - rw [hswap,integral_congr_ae hright] - exact (intervalIntegral.integral_of_le (by norm_num : (0 : ℝ)≤1)).symm - -lemma IsMinimizer.contactPotential_ae_zero {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) - {T : ℝ} (hT : T∈Ico (0 : ℝ) 1) : - ∀ᵐ s ∂γ.truncatedMass T hT,contactPotential W γ X s=0 := by - have hh := hγ.variation_inequality hX (γ.removeBelow (γ.coeff T)) - simp_rw [γ.removeBelow_sub,neg_mul] at hh - rw [intervalIntegral.integral_neg] at hh - obtain ⟨hi,he⟩ := hX.contact_fubini hT - have hnn : 0≤ᵐ[γ.truncatedMass T hT] contactPotential W γ X := by - filter_upwards [γ.truncatedMass_ae_mem hT] with s hs - exact hγ.contactPotential_nonneg hX ⟨hs.1,hs.2.trans hT.2.le⟩ - apply (integral_eq_zero_iff_of_nonneg_ae hnn hi).mp - have hpos := integral_nonneg_of_ae hnn - rw [he] at hpos ⊢ - linarith - -end SKValue - -end - -section - -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology NNReal ENNReal BigOperators -namespace SKValue - -lemma OrderParameter.truncatedMass_Ioc (γ : OrderParameter) {a b : ℝ} - (ha : 0≤a) (hab : a≤b) (hb : b<1) : - γ.truncatedMass b ⟨ha.trans hab,hb⟩ (Ioc a b)=ENNReal.ofReal (γ.coeff b-γ.coeff a) := by - have he : Ioc a b∩Ioc (0 : ℝ) b=Ioc a b := inter_eq_left.mpr (Ioc_subset_Ioc ha le_rfl) - have hst : γ.truncatedStieltjes b ⟨ha.trans hab,hb⟩ a=γ.coeff a := by - simp [OrderParameter.truncatedStieltjes,max_eq_right ha,min_eq_right hab] - simp only [OrderParameter.truncatedMass,Measure.add_apply, - Measure.restrict_apply measurableSet_Ioc,he,StieltjesFunction.measure_Ioc, - hst,Measure.smul_apply, - Measure.dirac_apply' _ measurableSet_Ioc] - rw [indicator_of_notMem (show (0 : ℝ)∉Ioc a b from fun h ↦ not_lt_of_ge ha h.1)] - simp - simp [OrderParameter.truncatedStieltjes,max_eq_right (ha.trans hab)] - -lemma IsMinimizer.coeff_eq_of_contactPositive {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) - {a b : ℝ} (ha : 0≤a) (hab : a≤b) (hb : b<1) - (hG : ∀ s∈Ioc a b,0 linarith [hp.1,hp.2] + · rw [indicator_of_notMem (show p∉{a : ℝ×ℝ | a.1≤a.2} from hs),norm_zero]; norm_num + have hleft : (fun s ↦ ∫ t,F (s,t) ∂ν)=ᵐ[μ] contactPotential W γ X := by + filter_upwards [γ.truncatedMass_ae_mem hT] with s hs + have hs' : s∈Icc (0 : ℝ) 1 := ⟨hs.1,hs.2.trans hT.2.le⟩ + change (∫ t in Ioc (0 : ℝ) 1,F (s,t))=contactPotential W γ X s + rw [←intervalIntegral.integral_of_le (by norm_num : (0 : ℝ)≤1)] + calc + (∫ t in (0 : ℝ)..1,F (s,t))= + ∫ t in (0 : ℝ)..1,(OrderParameter.atom s).coeff t*(gradientMoment W γ X t-t) := by + apply intervalIntegral.integral_congr + intro t _ + dsimp [F,OrderParameter.atom,indicator] + split_ifs <;> simp + _=contactPotential W γ X s := integral_atom_mul s hs' _ + have hright : (fun t ↦ ∫ s,F (s,t) ∂μ)=ᵐ[ν] + (fun t ↦ min (γ.coeff t) (γ.coeff T)*(gradientMoment W γ X t-t)) := by + have hν : ∀ᵐ t ∂ν,t∈Ico (0 : ℝ) 1 := by + dsimp [ν] + rw [←restrict_Ico_eq_restrict_Ioc] + exact ae_restrict_mem measurableSet_Ico + filter_upwards [hν] with t ht + have he : (fun s ↦ F (s,t))=(Iic t).indicator (fun _ ↦ gradientMoment W γ X t-t) := rfl + rw [he,integral_indicator measurableSet_Iic,integral_const] + simp only [Measure.real,Measure.restrict_apply_univ,μ,γ.truncatedMass_cdf hT ht, + ENNReal.toReal_ofReal (le_min (γ.nonneg t ht) (γ.nonneg T hT)),smul_eq_mul] + refine ⟨hF.integral_prod_left.congr hleft,?_⟩ + rw [←integral_congr_ae hleft] + have hswap := integral_integral_swap (f := fun s t ↦ F (s,t)) hF + rw [hswap,integral_congr_ae hright] + exact (intervalIntegral.integral_of_le (by norm_num : (0 : ℝ)≤1)).symm + +lemma IsMinimizer.contactPotential_ae_zero {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) + {T : ℝ} (hT : T∈Ico (0 : ℝ) 1) : + ∀ᵐ s ∂γ.truncatedMass T hT,contactPotential W γ X s=0 := by + have hh := hγ.variation_inequality hX (γ.removeBelow (γ.coeff T)) + simp_rw [γ.removeBelow_sub,neg_mul] at hh + rw [intervalIntegral.integral_neg] at hh + obtain ⟨hi,he⟩ := hX.contact_fubini hT + have hnn : 0≤ᵐ[γ.truncatedMass T hT] contactPotential W γ X := by + filter_upwards [γ.truncatedMass_ae_mem hT] with s hs + exact hγ.contactPotential_nonneg hX ⟨hs.1,hs.2.trans hT.2.le⟩ + apply (integral_eq_zero_iff_of_nonneg_ae hnn hi).mp + have hpos := integral_nonneg_of_ae hnn + rw [he] at hpos ⊢ + linarith + +end SKValue + +end + +section + +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology NNReal ENNReal BigOperators +namespace SKValue + +lemma OrderParameter.truncatedMass_Ioc (γ : OrderParameter) {a b : ℝ} + (ha : 0≤a) (hab : a≤b) (hb : b<1) : + γ.truncatedMass b ⟨ha.trans hab,hb⟩ (Ioc a b)=ENNReal.ofReal (γ.coeff b-γ.coeff a) := by + have he : Ioc a b∩Ioc (0 : ℝ) b=Ioc a b := inter_eq_left.mpr (Ioc_subset_Ioc ha le_rfl) + have hst : γ.truncatedStieltjes b ⟨ha.trans hab,hb⟩ a=γ.coeff a := by + simp [OrderParameter.truncatedStieltjes,max_eq_right ha,min_eq_right hab] + simp only [OrderParameter.truncatedMass,Measure.add_apply, + Measure.restrict_apply measurableSet_Ioc,he,StieltjesFunction.measure_Ioc, + hst,Measure.smul_apply, + Measure.dirac_apply' _ measurableSet_Ioc] + rw [indicator_of_notMem (show (0 : ℝ)∉Ioc a b from fun h ↦ not_lt_of_ge ha h.1)] + simp + simp [OrderParameter.truncatedStieltjes,max_eq_right (ha.trans hab)] + +lemma IsMinimizer.coeff_eq_of_contactPositive {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) + {a b : ℝ} (ha : 0≤a) (hab : a≤b) (hb : b<1) + (hG : ∀ s∈Ioc a b,0 norm_num) - have hh:∀ᵐ s ∂(ENNReal.ofReal (γ.coeff 0) • Measure.dirac (0:ℝ)),contactPotential W γ X s=0 := by - simpa only [OrderParameter.truncatedMass,Ioc_self,Measure.restrict_empty,zero_add] using hz - have ha:∀ᵐ s ∂Measure.dirac (0:ℝ),contactPotential W γ X s=0 := by - exact (Measure.ae_ennreal_smul_measure_iff (ne_of_gt (ENNReal.ofReal_pos.mpr hc))).mp hh - simpa only [ae_dirac_eq, Filter.eventually_pure] using ha -end SKValue - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Variation.ContactIntegral + +namespace OAI + +section +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology NNReal ENNReal +namespace SKValue +lemma IsMinimizer.contact_origin_of_positive {W:BrownianSpace} {γ:OrderParameter} {X:ℝ → W.Ω → ℝ} + (hγ:IsMinimizer W γ) (hX:IsDiffusion W γ X) (hc:0<γ.coeff 0):contactPotential W γ X 0=0 := by + have hz:=hγ.contactPotential_ae_zero hX (T:=0) (by constructor <;> norm_num) + have hh:∀ᵐ s ∂(ENNReal.ofReal (γ.coeff 0) • Measure.dirac (0:ℝ)),contactPotential W γ X s=0 := by + simpa only [OrderParameter.truncatedMass,Ioc_self,Measure.restrict_empty,zero_add] using hz + have ha:∀ᵐ s ∂Measure.dirac (0:ℝ),contactPotential W γ X s=0 := by + exact (Measure.ae_ennreal_smul_measure_iff (ne_of_gt (ENNReal.ofReal_pos.mpr hc))).mp hh + simpa only [ae_dirac_eq, Filter.eventually_pure] using ha +end SKValue + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Variation/ContactVariations.lean b/lean/OAI/Probability/SKValue/Variation/ContactVariations.lean index 306aa054ee22230555328f53b31ffed0512d90dc..6fb31633f30f0c6395f88372f2c746e55a0991ee 100644 --- a/lean/OAI/Probability/SKValue/Variation/ContactVariations.lean +++ b/lean/OAI/Probability/SKValue/Variation/ContactVariations.lean @@ -1,156 +1,156 @@ -import Mathlib -import OAI.Probability.SKValue.Variation.FirstVariationCompact - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology NNReal ENNReal BigOperators -namespace SKValue - -noncomputable def OrderParameter.zero : OrderParameter where - coeff := 0 - nonneg _ _ := le_rfl - monotone _ _ _ _ _ := le_rfl - rightContinuous _ _ := continuousWithinAt_const - integrable := integrableOn_zero - -noncomputable def OrderParameter.add (γ η : OrderParameter) : OrderParameter where - coeff t := γ.coeff t+η.coeff t - nonneg t ht := add_nonneg (γ.nonneg t ht) (η.nonneg t ht) - monotone _ hs _ ht hst := add_le_add (γ.monotone hs ht hst) (η.monotone hs ht hst) - rightContinuous t ht := (γ.rightContinuous t ht).add (η.rightContinuous t ht) - integrable := γ.integrable.add η.integrable - -noncomputable def OrderParameter.atom (s : ℝ) : OrderParameter where - coeff t := if s≤t then 1 else 0 - nonneg _ _ := by split_ifs <;> norm_num - monotone t _ u _ htu := by - by_cases hst : s≤t - · simp only [ite_eq_left hst,ite_eq_left (hst.trans htu),le_refl] - · simp only [ite_eq_right hst]; split_ifs <;> norm_num - rightContinuous t _ := by - by_cases hst : s≤t - · apply (continuousWithinAt_const (b := (1 : ℝ))).congr - · intro u hu - exact ite_eq_left (hst.trans hu) - · exact ite_eq_left hst - · apply (continuousWithinAt_const (b := (0 : ℝ))).congr_of_eventuallyEq - · filter_upwards [mem_nhdsWithin_of_mem_nhds (Iio_mem_nhds (lt_of_not_ge hst))] with u hu - exact ite_eq_right (not_le.mpr hu) - · exact ite_eq_right hst - integrable := by - apply Integrable.of_bound - (StronglyMeasurable.ite measurableSet_Ici stronglyMeasurable_const stronglyMeasurable_const).aestronglyMeasurable 1 - exact Eventually.of_forall (fun t ↦ by split_ifs <;> norm_num) - -noncomputable def OrderParameter.removeBelow (γ : OrderParameter) (c : ℝ) : OrderParameter where - coeff t := max (γ.coeff t-c) 0 - nonneg _ _ := le_max_right _ _ - monotone _ hs _ ht hst := max_le_max (sub_le_sub_right (γ.monotone hs ht hst) c) le_rfl - rightContinuous t ht := ((γ.rightContinuous t ht).sub continuousWithinAt_const).sup continuousWithinAt_const - integrable := (γ.integrable.sub (integrableOn_const (μ := volume) (s := Ioc (0 : ℝ) 1) (C := c) (by simp))).sup integrableOn_zero - -lemma OrderParameter.removeBelow_sub (γ : OrderParameter) (c t : ℝ) : - (γ.removeBelow c).coeff t-γ.coeff t= -min (γ.coeff t) c := by - dsimp only [OrderParameter.removeBelow] - by_cases h : γ.coeff t≤c - · rw [max_eq_right (sub_nonpos.mpr h),min_eq_left h]; ring - · rw [max_eq_left (sub_nonneg.mpr (le_of_not_ge h)),min_eq_right (le_of_not_ge h)]; ring - -end SKValue - -end - -section - -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology NNReal ENNReal BigOperators -namespace SKValue - -noncomputable def contactPotential (W : BrownianSpace) (γ : OrderParameter) - (X : ℝ → W.Ω → ℝ) (s : ℝ) : ℝ := - ∫ t in s..1,gradientMoment W γ X t-t - -lemma IsDiffusion.moment_difference_integrable {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) : - IntervalIntegrable (fun t ↦ gradientMoment W γ X t-t) volume 0 1 := by - have hm := hX.gradientMoment_continuous.aestronglyMeasurable (μ := volume) measurableSet_Ico - rw [restrict_Ico_eq_restrict_Ioc] at hm - have hi : IntegrableOn (gradientMoment W γ X) (Ioc (0 : ℝ) 1) := - Integrable.of_bound hm 1 (by - filter_upwards [ae_restrict_mem measurableSet_Ioc] with t ht - exact gradientMoment_bound W γ X ⟨ht.1.le,ht.2⟩) - exact ((intervalIntegrable_iff_integrableOn_Ioc_of_le (by norm_num : (0 : ℝ)≤1)).mpr hi).sub - (continuous_id.intervalIntegrable 0 1) - -lemma integral_atom_mul (s : ℝ) (hs : s∈Icc (0 : ℝ) 1) (f : ℝ → ℝ) : - (∫ t in (0 : ℝ)..1,(OrderParameter.atom s).coeff t*f t)=∫ t in s..1,f t := by - have he : (fun t ↦ (OrderParameter.atom s).coeff t*f t)=(Ici s).indicator f := by - funext t - simp only [OrderParameter.atom,indicator,mem_Ici] - split_ifs <;> simp - have hs' : Ici s∩Icc (0 : ℝ) 1=Icc s 1 := by - ext t - simp only [mem_inter_iff,mem_Ici,mem_Icc] - constructor - · rintro ⟨hst,_,ht1⟩; exact ⟨hst,ht1⟩ - · rintro ⟨hst,ht1⟩; exact ⟨hst,hs.1.trans hst,ht1⟩ - rw [he,intervalIntegral.integral_of_le (by norm_num : (0 : ℝ)≤1), - ←integral_Icc_eq_integral_Ioc,integral_indicator measurableSet_Ici, - Measure.restrict_restrict measurableSet_Ici,hs', - intervalIntegral.integral_of_le hs.2,integral_Icc_eq_integral_Ioc] - -lemma IsMinimizer.contactPotential_nonneg {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) - {s : ℝ} (hs : s∈Icc (0 : ℝ) 1) : 0≤contactPotential W γ X s := by - have hh := hγ.variation_inequality hX (γ.add (OrderParameter.atom s)) - simp only [OrderParameter.add,add_sub_cancel_left] at hh - rwa [integral_atom_mul s hs] at hh - -lemma IsDiffusion.contactPotential_continuous {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) : - ContinuousOn (contactPotential W γ X) (Icc (0 : ℝ) 1) := by - change ContinuousOn (fun s : ℝ ↦ ∫ t in s..1,gradientMoment W γ X t-t) (Icc (0 : ℝ) 1) - have hi : IntegrableOn (fun t ↦ gradientMoment W γ X t-t) (uIcc (0 : ℝ) 1) volume := by - rw [uIcc_of_le (by norm_num : (0 : ℝ)≤1)] - exact (intervalIntegrable_iff_integrableOn_Icc_of_le (by norm_num : (0 : ℝ)≤1)).mp - hX.moment_difference_integrable - have hc : ContinuousOn (fun s : ℝ ↦ ∫ t in s..1,gradientMoment W γ X t-t) (uIcc (0 : ℝ) 1) := - intervalIntegral.continuousOn_primitive_interval_left hi - simpa only [uIcc_of_le (by norm_num : (0 : ℝ)≤1)] using hc - -lemma IsDiffusion.contactPotential_hasDerivAt {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) {s : ℝ} (hs : s∈Ioo (0 : ℝ) 1) : - HasDerivAt (contactPotential W γ X) (s-gradientMoment W γ X s) s := by - change HasDerivAt (fun u : ℝ ↦ ∫ t in u..1,gradientMoment W γ X t-t) _ s - have hc : ContinuousOn (fun t ↦ gradientMoment W γ X t-t) (Ico (0 : ℝ) 1) := - hX.gradientMoment_continuous.sub continuousOn_id - have hns : Ico (0 : ℝ) 1∈𝓝 s := mem_of_superset (Ioo_mem_nhds hs.1 hs.2) Ioo_subset_Ico_self - have hi : IntervalIntegrable (fun t ↦ gradientMoment W γ X t-t) volume s 1 := - hX.moment_difference_integrable.mono_set (by - rw [uIcc_of_le hs.2.le,uIcc_of_le (by norm_num : (0 : ℝ)≤1)] - exact Icc_subset_Icc hs.1.le le_rfl) - have hh : HasDerivAt (fun u : ℝ ↦ ∫ t in u..1,gradientMoment W γ X t-t) - (-(gradientMoment W γ X s-s)) s := intervalIntegral.integral_hasDerivAt_left hi - (ContinuousOn.stronglyMeasurableAtFilter isOpen_Ioo (hc.mono Ioo_subset_Ico_self) s hs) - (hc.continuousAt hns) - simpa only [neg_sub] using hh - -lemma IsMinimizer.moment_eq_at_contact {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) - {s : ℝ} (hs : s∈Ioo (0 : ℝ) 1) (hG : contactPotential W γ X s=0) : - gradientMoment W γ X s=s := by - have hm : IsLocalMin (contactPotential W γ X) s := by - filter_upwards [Ioo_mem_nhds hs.1 hs.2] with t ht - rw [hG] - exact hγ.contactPotential_nonneg hX ⟨ht.1.le,ht.2.le⟩ - have hz := hm.hasDerivAt_eq_zero (hX.contactPotential_hasDerivAt hs) - linarith - -end SKValue - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Variation.FirstVariationCompact + +namespace OAI + +section + +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology NNReal ENNReal BigOperators +namespace SKValue + +noncomputable def OrderParameter.zero : OrderParameter where + coeff := 0 + nonneg _ _ := le_rfl + monotone _ _ _ _ _ := le_rfl + rightContinuous _ _ := continuousWithinAt_const + integrable := integrableOn_zero + +noncomputable def OrderParameter.add (γ η : OrderParameter) : OrderParameter where + coeff t := γ.coeff t+η.coeff t + nonneg t ht := add_nonneg (γ.nonneg t ht) (η.nonneg t ht) + monotone _ hs _ ht hst := add_le_add (γ.monotone hs ht hst) (η.monotone hs ht hst) + rightContinuous t ht := (γ.rightContinuous t ht).add (η.rightContinuous t ht) + integrable := γ.integrable.add η.integrable + +noncomputable def OrderParameter.atom (s : ℝ) : OrderParameter where + coeff t := if s≤t then 1 else 0 + nonneg _ _ := by split_ifs <;> norm_num + monotone t _ u _ htu := by + by_cases hst : s≤t + · simp only [ite_eq_left hst,ite_eq_left (hst.trans htu),le_refl] + · simp only [ite_eq_right hst]; split_ifs <;> norm_num + rightContinuous t _ := by + by_cases hst : s≤t + · apply (continuousWithinAt_const (b := (1 : ℝ))).congr + · intro u hu + exact ite_eq_left (hst.trans hu) + · exact ite_eq_left hst + · apply (continuousWithinAt_const (b := (0 : ℝ))).congr_of_eventuallyEq + · filter_upwards [mem_nhdsWithin_of_mem_nhds (Iio_mem_nhds (lt_of_not_ge hst))] with u hu + exact ite_eq_right (not_le.mpr hu) + · exact ite_eq_right hst + integrable := by + apply Integrable.of_bound + (StronglyMeasurable.ite measurableSet_Ici stronglyMeasurable_const stronglyMeasurable_const).aestronglyMeasurable 1 + exact Eventually.of_forall (fun t ↦ by split_ifs <;> norm_num) + +noncomputable def OrderParameter.removeBelow (γ : OrderParameter) (c : ℝ) : OrderParameter where + coeff t := max (γ.coeff t-c) 0 + nonneg _ _ := le_max_right _ _ + monotone _ hs _ ht hst := max_le_max (sub_le_sub_right (γ.monotone hs ht hst) c) le_rfl + rightContinuous t ht := ((γ.rightContinuous t ht).sub continuousWithinAt_const).sup continuousWithinAt_const + integrable := (γ.integrable.sub (integrableOn_const (μ := volume) (s := Ioc (0 : ℝ) 1) (C := c) (by simp))).sup integrableOn_zero + +lemma OrderParameter.removeBelow_sub (γ : OrderParameter) (c t : ℝ) : + (γ.removeBelow c).coeff t-γ.coeff t= -min (γ.coeff t) c := by + dsimp only [OrderParameter.removeBelow] + by_cases h : γ.coeff t≤c + · rw [max_eq_right (sub_nonpos.mpr h),min_eq_left h]; ring + · rw [max_eq_left (sub_nonneg.mpr (le_of_not_ge h)),min_eq_right (le_of_not_ge h)]; ring + +end SKValue + +end + +section + +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology NNReal ENNReal BigOperators +namespace SKValue + +noncomputable def contactPotential (W : BrownianSpace) (γ : OrderParameter) + (X : ℝ → W.Ω → ℝ) (s : ℝ) : ℝ := + ∫ t in s..1,gradientMoment W γ X t-t + +lemma IsDiffusion.moment_difference_integrable {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) : + IntervalIntegrable (fun t ↦ gradientMoment W γ X t-t) volume 0 1 := by + have hm := hX.gradientMoment_continuous.aestronglyMeasurable (μ := volume) measurableSet_Ico + rw [restrict_Ico_eq_restrict_Ioc] at hm + have hi : IntegrableOn (gradientMoment W γ X) (Ioc (0 : ℝ) 1) := + Integrable.of_bound hm 1 (by + filter_upwards [ae_restrict_mem measurableSet_Ioc] with t ht + exact gradientMoment_bound W γ X ⟨ht.1.le,ht.2⟩) + exact ((intervalIntegrable_iff_integrableOn_Ioc_of_le (by norm_num : (0 : ℝ)≤1)).mpr hi).sub + (continuous_id.intervalIntegrable 0 1) + +lemma integral_atom_mul (s : ℝ) (hs : s∈Icc (0 : ℝ) 1) (f : ℝ → ℝ) : + (∫ t in (0 : ℝ)..1,(OrderParameter.atom s).coeff t*f t)=∫ t in s..1,f t := by + have he : (fun t ↦ (OrderParameter.atom s).coeff t*f t)=(Ici s).indicator f := by + funext t + simp only [OrderParameter.atom,indicator,mem_Ici] + split_ifs <;> simp + have hs' : Ici s∩Icc (0 : ℝ) 1=Icc s 1 := by + ext t + simp only [mem_inter_iff,mem_Ici,mem_Icc] + constructor + · rintro ⟨hst,_,ht1⟩; exact ⟨hst,ht1⟩ + · rintro ⟨hst,ht1⟩; exact ⟨hst,hs.1.trans hst,ht1⟩ + rw [he,intervalIntegral.integral_of_le (by norm_num : (0 : ℝ)≤1), + ←integral_Icc_eq_integral_Ioc,integral_indicator measurableSet_Ici, + Measure.restrict_restrict measurableSet_Ici,hs', + intervalIntegral.integral_of_le hs.2,integral_Icc_eq_integral_Ioc] + +lemma IsMinimizer.contactPotential_nonneg {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) + {s : ℝ} (hs : s∈Icc (0 : ℝ) 1) : 0≤contactPotential W γ X s := by + have hh := hγ.variation_inequality hX (γ.add (OrderParameter.atom s)) + simp only [OrderParameter.add,add_sub_cancel_left] at hh + rwa [integral_atom_mul s hs] at hh + +lemma IsDiffusion.contactPotential_continuous {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) : + ContinuousOn (contactPotential W γ X) (Icc (0 : ℝ) 1) := by + change ContinuousOn (fun s : ℝ ↦ ∫ t in s..1,gradientMoment W γ X t-t) (Icc (0 : ℝ) 1) + have hi : IntegrableOn (fun t ↦ gradientMoment W γ X t-t) (uIcc (0 : ℝ) 1) volume := by + rw [uIcc_of_le (by norm_num : (0 : ℝ)≤1)] + exact (intervalIntegrable_iff_integrableOn_Icc_of_le (by norm_num : (0 : ℝ)≤1)).mp + hX.moment_difference_integrable + have hc : ContinuousOn (fun s : ℝ ↦ ∫ t in s..1,gradientMoment W γ X t-t) (uIcc (0 : ℝ) 1) := + intervalIntegral.continuousOn_primitive_interval_left hi + simpa only [uIcc_of_le (by norm_num : (0 : ℝ)≤1)] using hc + +lemma IsDiffusion.contactPotential_hasDerivAt {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hX : IsDiffusion W γ X) {s : ℝ} (hs : s∈Ioo (0 : ℝ) 1) : + HasDerivAt (contactPotential W γ X) (s-gradientMoment W γ X s) s := by + change HasDerivAt (fun u : ℝ ↦ ∫ t in u..1,gradientMoment W γ X t-t) _ s + have hc : ContinuousOn (fun t ↦ gradientMoment W γ X t-t) (Ico (0 : ℝ) 1) := + hX.gradientMoment_continuous.sub continuousOn_id + have hns : Ico (0 : ℝ) 1∈𝓝 s := mem_of_superset (Ioo_mem_nhds hs.1 hs.2) Ioo_subset_Ico_self + have hi : IntervalIntegrable (fun t ↦ gradientMoment W γ X t-t) volume s 1 := + hX.moment_difference_integrable.mono_set (by + rw [uIcc_of_le hs.2.le,uIcc_of_le (by norm_num : (0 : ℝ)≤1)] + exact Icc_subset_Icc hs.1.le le_rfl) + have hh : HasDerivAt (fun u : ℝ ↦ ∫ t in u..1,gradientMoment W γ X t-t) + (-(gradientMoment W γ X s-s)) s := intervalIntegral.integral_hasDerivAt_left hi + (ContinuousOn.stronglyMeasurableAtFilter isOpen_Ioo (hc.mono Ioo_subset_Ico_self) s hs) + (hc.continuousAt hns) + simpa only [neg_sub] using hh + +lemma IsMinimizer.moment_eq_at_contact {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) + {s : ℝ} (hs : s∈Ioo (0 : ℝ) 1) (hG : contactPotential W γ X s=0) : + gradientMoment W γ X s=s := by + have hm : IsLocalMin (contactPotential W γ X) s := by + filter_upwards [Ioo_mem_nhds hs.1 hs.2] with t ht + rw [hG] + exact hγ.contactPotential_nonneg hX ⟨ht.1.le,ht.2.le⟩ + have hz := hm.hasDerivAt_eq_zero (hX.contactPotential_hasDerivAt hs) + linarith + +end SKValue + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Variation/FirstVariationCompact.lean b/lean/OAI/Probability/SKValue/Variation/FirstVariationCompact.lean index 09e0e997e471dea56f5f78f254649bcc80afdbe6..c396db9a4c233d8d32b263fc59e7774a9a5da1a7 100644 --- a/lean/OAI/Probability/SKValue/Variation/FirstVariationCompact.lean +++ b/lean/OAI/Probability/SKValue/Variation/FirstVariationCompact.lean @@ -1,126 +1,126 @@ -import Mathlib -import OAI.Probability.SKValue.Evolution.IntegralPrimitiveTerminal -import OAI.Probability.SKValue.Processes.CrossValueBound -import OAI.Probability.SKValue.Variation.OrderVariations - -namespace OAI - -section - -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology NNReal ENNReal BigOperators -namespace SKValue - -lemma IsMinimizer.compact_variation_inequality {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) - (η : OrderParameter) {T : ℝ} (hT : 0] (0 : ℝ)) (𝓝 0) := nhdsWithin_le_nhds - have hRlim : Tendsto R (𝓝[>] (0 : ℝ)) (𝓝 0) := by - simpa only [R,zero_pow (by norm_num : (2 : ℕ)≠0),zero_mul,mul_zero,add_zero] using - (((hzero.pow 2).mul_const C).add ((hzero.mul_const (Lu+3*A)).const_mul (γ.coeff T))).const_mul T |>.mul_const (Real.exp (T*γ.coeff T*Lu)) - have hlim := (hRlim.const_mul (T*C*Lv)).const_add B - have hb := ge_of_tendsto hlim (by - filter_upwards [Ioo_mem_nhdsGT (by norm_num : (0 : ℝ)<1)] with h hhs - exact hh h hhs.1 hhs.2.le) - simpa only [mul_zero,add_zero,B] using hb - -end SKValue - -end - -section - -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology NNReal ENNReal BigOperators -namespace SKValue - -lemma tail_integral_tendsto_zero {f : ℝ → ℝ} (hf : IntervalIntegrable f volume 0 1) : - Tendsto (fun T ↦ ∫ t in T..1,f t) (𝓝[<] (1 : ℝ)) (𝓝 0) := by - have hlim := (integral_primitive_terminal hf).const_sub (∫ t in (0 : ℝ)..1,f t) - have hlim' : Tendsto (fun T ↦ (∫ t in (0 : ℝ)..1,f t)-(∫ t in (0 : ℝ)..T,f t)) - (𝓝[<] (1 : ℝ)) (𝓝 0) := by simpa only [sub_self] using hlim - apply hlim'.congr' - filter_upwards [Ioo_mem_nhdsLT (by norm_num : (0 : ℝ)<1)] with T hT - have hi : IntervalIntegrable f volume 0 T := hf.mono_set (by simpa only [uIcc_of_le hT.1.le,uIcc_of_le (by norm_num : (0 : ℝ)≤1)] using Icc_subset_Icc le_rfl hT.2.le) - have hi' : IntervalIntegrable f volume T 1 := hf.mono_set (by simpa only [uIcc_of_le hT.2.le,uIcc_of_le (by norm_num : (0 : ℝ)≤1)] using Icc_subset_Icc hT.1.le le_rfl) - linarith [intervalIntegral.integral_add_adjacent_intervals hi hi'] - -lemma IsMinimizer.variation_inequality {W : BrownianSpace} {γ : OrderParameter} - {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) - (η : OrderParameter) : - 0≤∫ t in (0 : ℝ)..1,(η.coeff t-γ.coeff t)*(gradientMoment W γ X t-t) := by - have hAi : IntervalIntegrable (fun t ↦ |η.cutoff t-γ.cutoff t|) volume 0 1 := - (η.cutoff_integrable.sub γ.cutoff_integrable).norm.intervalIntegrable - have hqi : IntervalIntegrable (fun t ↦ (η.coeff t-γ.coeff t)*gradientMoment W γ X t) volume 0 1 := by - simpa only [sub_mul] using (hX.weightedMoment_integrable η).sub (hX.weightedMoment_integrable γ) - have hti : IntervalIntegrable (fun t ↦ t*(η.coeff t-γ.coeff t)) volume 0 1 := by - simpa only [mul_sub] using η.weighted_intervalIntegrable.sub γ.weighted_intervalIntegrable - have hlim := ((tail_integral_tendsto_zero hAi).const_mul (3/2 : ℝ)).add - ((integral_primitive_terminal hqi).const_mul (1/2 : ℝ)) - have hh := ge_of_tendsto hlim (by - filter_upwards [Ioo_mem_nhdsLT (by norm_num : (0 : ℝ)<1)] with T hT - exact hγ.compact_variation_inequality hX η hT.1 hT.2) - have heq : (∫ t in (0 : ℝ)..1,(η.coeff t-γ.coeff t)*(gradientMoment W γ X t-t))= - (∫ t in (0 : ℝ)..1,(η.coeff t-γ.coeff t)*gradientMoment W γ X t)- - (∫ t in (0 : ℝ)..1,t*(η.coeff t-γ.coeff t)) := by - rw [←intervalIntegral.integral_sub hqi hti] - apply intervalIntegral.integral_congr - intro t ht - ring - rw [heq] - linarith - -end SKValue - -end - -end OAI +import Mathlib +import OAI.Probability.SKValue.Evolution.IntegralPrimitiveTerminal +import OAI.Probability.SKValue.Processes.CrossValueBound +import OAI.Probability.SKValue.Variation.OrderVariations + +namespace OAI + +section + +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology NNReal ENNReal BigOperators +namespace SKValue + +lemma IsMinimizer.compact_variation_inequality {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) + (η : OrderParameter) {T : ℝ} (hT : 0] (0 : ℝ)) (𝓝 0) := nhdsWithin_le_nhds + have hRlim : Tendsto R (𝓝[>] (0 : ℝ)) (𝓝 0) := by + simpa only [R,zero_pow (by norm_num : (2 : ℕ)≠0),zero_mul,mul_zero,add_zero] using + (((hzero.pow 2).mul_const C).add ((hzero.mul_const (Lu+3*A)).const_mul (γ.coeff T))).const_mul T |>.mul_const (Real.exp (T*γ.coeff T*Lu)) + have hlim := (hRlim.const_mul (T*C*Lv)).const_add B + have hb := ge_of_tendsto hlim (by + filter_upwards [Ioo_mem_nhdsGT (by norm_num : (0 : ℝ)<1)] with h hhs + exact hh h hhs.1 hhs.2.le) + simpa only [mul_zero,add_zero,B] using hb + +end SKValue + +end + +section + +open MeasureTheory ProbabilityTheory Set Filter +open scoped Topology NNReal ENNReal BigOperators +namespace SKValue + +lemma tail_integral_tendsto_zero {f : ℝ → ℝ} (hf : IntervalIntegrable f volume 0 1) : + Tendsto (fun T ↦ ∫ t in T..1,f t) (𝓝[<] (1 : ℝ)) (𝓝 0) := by + have hlim := (integral_primitive_terminal hf).const_sub (∫ t in (0 : ℝ)..1,f t) + have hlim' : Tendsto (fun T ↦ (∫ t in (0 : ℝ)..1,f t)-(∫ t in (0 : ℝ)..T,f t)) + (𝓝[<] (1 : ℝ)) (𝓝 0) := by simpa only [sub_self] using hlim + apply hlim'.congr' + filter_upwards [Ioo_mem_nhdsLT (by norm_num : (0 : ℝ)<1)] with T hT + have hi : IntervalIntegrable f volume 0 T := hf.mono_set (by simpa only [uIcc_of_le hT.1.le,uIcc_of_le (by norm_num : (0 : ℝ)≤1)] using Icc_subset_Icc le_rfl hT.2.le) + have hi' : IntervalIntegrable f volume T 1 := hf.mono_set (by simpa only [uIcc_of_le hT.2.le,uIcc_of_le (by norm_num : (0 : ℝ)≤1)] using Icc_subset_Icc hT.1.le le_rfl) + linarith [intervalIntegral.integral_add_adjacent_intervals hi hi'] + +lemma IsMinimizer.variation_inequality {W : BrownianSpace} {γ : OrderParameter} + {X : ℝ → W.Ω → ℝ} (hγ : IsMinimizer W γ) (hX : IsDiffusion W γ X) + (η : OrderParameter) : + 0≤∫ t in (0 : ℝ)..1,(η.coeff t-γ.coeff t)*(gradientMoment W γ X t-t) := by + have hAi : IntervalIntegrable (fun t ↦ |η.cutoff t-γ.cutoff t|) volume 0 1 := + (η.cutoff_integrable.sub γ.cutoff_integrable).norm.intervalIntegrable + have hqi : IntervalIntegrable (fun t ↦ (η.coeff t-γ.coeff t)*gradientMoment W γ X t) volume 0 1 := by + simpa only [sub_mul] using (hX.weightedMoment_integrable η).sub (hX.weightedMoment_integrable γ) + have hti : IntervalIntegrable (fun t ↦ t*(η.coeff t-γ.coeff t)) volume 0 1 := by + simpa only [mul_sub] using η.weighted_intervalIntegrable.sub γ.weighted_intervalIntegrable + have hlim := ((tail_integral_tendsto_zero hAi).const_mul (3/2 : ℝ)).add + ((integral_primitive_terminal hqi).const_mul (1/2 : ℝ)) + have hh := ge_of_tendsto hlim (by + filter_upwards [Ioo_mem_nhdsLT (by norm_num : (0 : ℝ)<1)] with T hT + exact hγ.compact_variation_inequality hX η hT.1 hT.2) + have heq : (∫ t in (0 : ℝ)..1,(η.coeff t-γ.coeff t)*(gradientMoment W γ X t-t))= + (∫ t in (0 : ℝ)..1,(η.coeff t-γ.coeff t)*gradientMoment W γ X t)- + (∫ t in (0 : ℝ)..1,t*(η.coeff t-γ.coeff t)) := by + rw [←intervalIntegral.integral_sub hqi hti] + apply intervalIntegral.integral_congr + intro t ht + ring + rw [heq] + linarith + +end SKValue + +end + +end OAI diff --git a/lean/OAI/Probability/SKValue/Variation/MinimizerContact.lean b/lean/OAI/Probability/SKValue/Variation/MinimizerContact.lean index 1b3ff57091cf9e8d86cc93432c235ece985c2ae1..cd0c36489325a6ad49ccf955470bed1cc54acc34 100644 --- a/lean/OAI/Probability/SKValue/Variation/MinimizerContact.lean +++ b/lean/OAI/Probability/SKValue/Variation/MinimizerContact.lean @@ -1,87 +1,87 @@ -import Mathlib -import OAI.Probability.SKValue.Variation.ContactOrigin -import OAI.Probability.SKValue.Coercivity.CurvatureMoment -import OAI.Probability.SKValue.Coercivity.GapBoundary -import OAI.Probability.SKValue.Coercivity.ZeroGapHump - -namespace OAI - -section -open MeasureTheory ProbabilityTheory Set Filter -open scoped Topology NNReal -namespace SKValue - -lemma IsMinimizer.contactPotential_zero {W:BrownianSpace} {γ:OrderParameter} {X:ℝ → W.Ω → ℝ} - (hγ:IsMinimizer W γ) (hX:IsDiffusion W γ X) {x:ℝ} (hx:x∈Ioo (0:ℝ) 1): - contactPotential W γ X x=0 := by - by_contra hne - have hxp:0 apply (mul_le_mul_iff_left₀ hh).mp <;> nlinarith - -lemma phi_gradient_difference_bound (W : BrownianSpace) (γ β : OrderParameter) - {T L ε h : ℝ} (hT : T∈Ico (0 : ℝ) 1) - (hL : ∀ t∈Icc (0 : ℝ) T,∀ x y,|gradient W γ t x-gradient W γ t y|≤L*|x-y|) - (he : ∀ t∈Icc (0 : ℝ) T,∀ x,|phi W β t x-phi W γ t x|≤ε) - (hh : 0 apply (mul_le_mul_iff_left₀ hh).mp <;> nlinarith + +lemma phi_gradient_difference_bound (W : BrownianSpace) (γ β : OrderParameter) + {T L ε h : ℝ} (hT : T∈Ico (0 : ℝ) 1) + (hL : ∀ t∈Icc (0 : ℝ) T,∀ x y,|gradient W γ t x-gradient W γ t y|≤L*|x-y|) + (he : ∀ t∈Icc (0 : ℝ) T,∀ x,|phi W β t x-phi W γ t x|≤ε) + (hh : 0 ENNReal.ofReal (if spatialHitTime (γ ω) z ((2:ℝ)^(-(N:ℝ))) ≤ T then - spatialGreenWeight κ (fun t => Real.sqrt κ*a.B t ω) (γ ω) (a.G ω) z ((2:ℝ)^(-(N:ℝ))) else 0)) -lemma sourceFiniteGreenDensity_measurable (r : ℝ) (T : ℝ≥0) : - Measurable (fun p : a.samples × ℂ => ENNReal.ofReal (if spatialHitTime (γ p.1) p.2 r ≤ T then - spatialGreenWeight κ (fun t => Real.sqrt κ*a.B t p.1) (γ p.1) (a.G p.1) p.2 r else 0)) := by - have hm (t : ℝ≥0) : Measurable (fun ω : a.samples => γ ω t) := - (a.trace_adapted t).mono (a.filtration.le t) le_rfl - have ht := (spatialHitTime_measurable (fun ω : a.samples => γ ω) a.trace_continuous hm r).comp measurable_swap - have hW := (a.spatialGreenWeight_measurable r).comp measurable_swap - exact (Measurable.ite (measurableSet_le ht measurable_const) hW measurable_const).ennreal_ofReal -lemma sourceFiniteGreenKernel_apply (z₀ : ℂ) (T : ℝ≥0) (N : ℕ) (ω : a.samples) - (S : Set ℂ) (hS : MeasurableSet S) : - a.sourceFiniteGreenKernel z₀ T N ω S = finiteSpatialGreenMass κ - (fun t => Real.sqrt κ*a.B t ω) (γ ω) (a.G ω) ((2:ℝ)^(-(N:ℝ))) T (closedBall z₀ 1 ∩ S) := by - rw [sourceFiniteGreenKernel,Kernel.withDensity_apply' _ (a.sourceFiniteGreenDensity_measurable _ T)] - simp only [Kernel.const_apply,finiteSpatialGreenMass,Measure.restrict_restrict hS,inter_comm] - rfl -lemma sourceFiniteGreenKernel_univ (z₀ : ℂ) (T : ℝ≥0) (N : ℕ) (ω : a.samples) : - a.sourceFiniteGreenKernel z₀ T N ω univ = finiteSpatialGreenMass κ - (fun t => Real.sqrt κ*a.B t ω) (γ ω) (a.G ω) ((2:ℝ)^(-(N:ℝ))) T (closedBall z₀ 1) := by - rw [a.sourceFiniteGreenKernel_apply z₀ T N ω univ MeasurableSet.univ,inter_univ] -lemma sourceFiniteGreenKernel_K (z₀ : ℂ) (T : ℝ≥0) (N : ℕ) (ω : a.samples) : - a.sourceFiniteGreenKernel z₀ T N ω (closedBall z₀ 1) = finiteSpatialGreenMass κ - (fun t => Real.sqrt κ*a.B t ω) (γ ω) (a.G ω) ((2:ℝ)^(-(N:ℝ))) T (closedBall z₀ 1) := by - rw [a.sourceFiniteGreenKernel_apply z₀ T N ω _ measurableSet_closedBall,inter_self] -lemma sourceFiniteGreenKernel_supported (z₀ : ℂ) (T : ℝ≥0) (N : ℕ) (ω : a.samples) : - a.sourceFiniteGreenKernel z₀ T N ω (closedBall z₀ 1)ᶜ = 0 := by - rw [a.sourceFiniteGreenKernel_apply z₀ T N ω _ measurableSet_closedBall.compl,inter_compl_self] - simp [finiteSpatialGreenMass] -lemma sourceFiniteGreenKernel_finite (hκ : 0 < κ) (hκ8 : κ < 8) - (z₀ : ℂ) (hz : 2 < z₀.im) (T : ℝ≥0) (N : ℕ) : - IsFiniteKernel (a.sourceFiniteGreenKernel z₀ T N) := by - let r := (2:ℝ)^(-(N:ℝ)) - have hr : 0 < r := source_dyadic_side_pos N - have hr1 : r ≤ 1 := by - dsimp [r] - rw [source_dyadic_side_eq] - exact pow_le_one₀ (by norm_num) (by norm_num) - refine ⟨⟨ENNReal.ofReal (r^(-codimension κ))*volume (closedBall z₀ 1), - ENNReal.mul_lt_top ENNReal.ofReal_lt_top (measure_closedBall_lt_top),?_⟩⟩ - intro ω - rw [a.sourceFiniteGreenKernel_univ] - change (∫⁻ z in closedBall z₀ 1, ENNReal.ofReal (if spatialHitTime (γ ω) z r ≤ T then - spatialGreenWeight κ (fun t => Real.sqrt κ*a.B t ω) (γ ω) (a.G ω) z r else 0)) ≤ _ - calc - _ ≤ ∫⁻ z in closedBall z₀ 1, ENNReal.ofReal (r^(-codimension κ)) := by - apply lintegral_mono_ae - filter_upwards [ae_restrict_mem measurableSet_closedBall] with z hz' - apply ENNReal.ofReal_le_ofReal - split_ifs - · exact (a.witness ω).spatialGreenWeight_bound ((a.continuous_B ω).const_mul _) hκ hκ8 hr z - (hr1.trans (source_unit_ball_height hz hz').le) |>.2 - · exact Real.rpow_nonneg hr.le _ - _ = _ := by simp -end RegularSLEPresentation -end -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory ProbabilityTheory Complex Metric -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section -attribute [local instance] Classical.propDecidable -namespace RegularSLEPresentation -variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} -variable (a : RegularSLEPresentation P κ γ) -lemma sourceFiniteGreenKernel_carrier (z₀ : ℂ) (T : ℝ≥0) (N : ℕ) (ω : a.samples) : - a.sourceFiniteGreenKernel z₀ T N ω (cthickening ((2:ℝ)^(-(N:ℝ))) (γ ω '' Icc 0 T))ᶜ = 0 := by - have hm := (isClosed_cthickening : IsClosed (cthickening ((2:ℝ)^(-(N:ℝ))) (γ ω '' Icc 0 T))).measurableSet - rw [a.sourceFiniteGreenKernel_apply z₀ T N ω _ hm.compl,finiteSpatialGreenMass] - apply lintegral_eq_zero_of_ae_eq_zero - filter_upwards [ae_restrict_mem (measurableSet_closedBall.inter hm.compl)] with z hz - have hn : ¬ spatialHitTime (γ ω) z ((2:ℝ)^(-(N:ℝ))) ≤ T := by - intro ht - obtain ⟨t,ht,hd⟩ := (spatialHitTime_le_iff (a.trace_continuous ω) z _ T).mp ht - exact hz.2 (mem_cthickening_of_dist_le z (γ ω t) _ _ ⟨t,ht,rfl⟩ (by simpa [dist_comm] using hd.le)) - simp only [ite_eq_right hn, ENNReal.ofReal_zero,Pi.zero_apply] -end RegularSLEPresentation -lemma source_dyadic_tendsto : Tendsto (fun N : ℕ => (2:ℝ)^(-(N:ℝ))) atTop (𝓝 0) := by - simp_rw [source_dyadic_side_eq] - exact tendsto_pow_atTop_nhds_zero_of_lt_one (by norm_num) (by norm_num) -lemma source_dyadic_eventually_le {ε : ℝ} (hε : 0 < ε) : - ∃ n : ℕ, ∀ N ≥ n, (2:ℝ)^(-(N:ℝ)) ≤ ε := by - exact (eventually_atTop.mp (source_dyadic_tendsto.eventually (eventually_le_nhds hε))) -lemma retainedMeasure_zero_of_zero {Ω : Type*} [MeasurableSpace Ω] (κ D : ℝ) - (ν : ℕ → Kernel Ω ℂ) (k₀ N : ℕ) (ω : Ω) {S : Set ℂ} (hS : ν N ω S = 0) : - retainedMeasure κ D ν k₀ N ω S = 0 := by - exact le_antisymm ((Measure.restrict_apply_le _ _).trans hS.le) bot_le -end -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory ProbabilityTheory Complex Metric -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section -attribute [local instance] Classical.propDecidable -namespace RegularSLEPresentation -variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} -variable (a : RegularSLEPresentation P κ γ) -lemma source_actual_retained_experiment [IsProbabilityMeasure P] (hκ : 4 < κ) (hκ8 : κ < 8) - (z₀ : ℂ) (hz₀ : 2 < z₀.im) : - ∃ (T : ℝ≥0) (D b p : ℝ) (k₀ : ℕ), 0 < T ∧ 1 ≤ D ∧ 0 < b ∧ 0 < p ∧ - ENNReal.ofReal p ≤ (P.comap Subtype.val) - {ω : a.samples | ∃ᶠ N in atTop, ENNReal.ofReal b ≤ - retainedMeasure κ D (a.sourceFiniteGreenKernel z₀ T) k₀ N ω (closedBall z₀ 1)} := by - let : IsProbabilityMeasure (P.comap (Subtype.val : a.samples → Ω)) := a.probability - have hk : 0 < κ := by linarith - obtain ⟨T,e₀,m₀,m₂,hT,he,hm₀,hm₂,hm⟩ := sourceRetainedSeed_proved κ hκ hκ8 - Ω inferInstance P inferInstance γ a z₀ hz₀ - obtain ⟨A,c,k₁,hA,hc,ht⟩ := sourceActualSquareTail_proved κ hκ hκ8 - Ω inferInstance P inferInstance γ a z₀ hz₀ - obtain ⟨k₂,hk₂⟩ := source_dyadic_eventually_le he - let kmin := max k₁ k₂ - let ν := a.sourceFiniteGreenKernel z₀ T - have hν (N : ℕ) : IsFiniteKernel (ν N) := a.sourceFiniteGreenKernel_finite hk hκ8 z₀ hz₀ T N - have hfirst (N : ℕ) (hN : kmin ≤ N) : - ENNReal.ofReal m₀ ≤ ∫⁻ ω, ν N ω (closedBall z₀ 1) ∂(P.comap Subtype.val) := by - simp only [ν,a.sourceFiniteGreenKernel_K] - exact (hm _ (source_dyadic_side_pos N) (hk₂ N ((le_max_right _ _).trans hN))).1 - have hsecond (N : ℕ) (hN : kmin ≤ N) : - (∫⁻ ω, (ν N ω (closedBall z₀ 1))^2 ∂(P.comap Subtype.val)) ≤ ENNReal.ofReal m₂ := by - simp only [ν,a.sourceFiniteGreenKernel_K] - exact (hm _ (source_dyadic_side_pos N) (hk₂ N ((le_max_right _ _).trans hN))).2 - have htail (N k : ℕ) (hkmin : kmin ≤ k) (hkN : k ≤ N) (ij : ℤ × ℤ) (u : ℝ) (hu : 1 ≤ u) : - (P.comap Subtype.val) {ω : a.samples | ((2:ℝ)^(-(k:ℝ)))^dimension κ*u < - (ν N ω (retainedDyadicSquare k ij)).toReal} ≤ - ENNReal.ofReal (A*((2:ℝ)^(-(k:ℝ)))^codimension κ*Real.exp (-c*u^(2/codimension κ))) := by - simp only [ν,a.sourceFiniteGreenKernel_apply z₀ T N _ _ (retainedSquare_measurable k ij)] - exact ht T N k ((le_max_left _ _).trans hkmin) hkN ij u hu - obtain ⟨D,b,p,B,k₀,hD,hb,hp,hB,hk₀,hall,hlim⟩ := sourceRetainedConstruction a.samples - inferInstance (P.comap Subtype.val) inferInstance κ hk hκ8 ν hν - (closedBall z₀ 1) (isCompact_closedBall _ _) (fun N ω => a.sourceFiniteGreenKernel_supported z₀ T N ω) - A c m₀ m₂ hA hc hm₀ hm₂ kmin hfirst hsecond htail - exact ⟨T,D,b,p,k₀,hT,hD,hb,hp,hlim⟩ -end RegularSLEPresentation -end -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory ProbabilityTheory Complex Metric -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section -attribute [local instance] Classical.propDecidable -namespace RegularSLEPresentation -variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} -variable (a : RegularSLEPresentation P κ γ) -lemma source_actual_retained_pathwise (hκ : 0 < κ) (hκ8 : κ < 8) - (z₀ : ℂ) (hz₀ : 2 < z₀.im) (T : ℝ≥0) (D b : ℝ) (hD : 0 < D) (hb : 0 < b) (k₀ : ℕ) - (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) - (ω : a.samples) (hω : ∃ᶠ N in atTop, ENNReal.ofReal b ≤ - retainedMeasure κ D (a.sourceFiniteGreenKernel z₀ T) k₀ N ω (closedBall z₀ 1)) : - 0 < hausdorffGauge h (γ ω '' Icc 0 T) := by - let ν := a.sourceFiniteGreenKernel z₀ T - let (N : ℕ) : IsFiniteKernel (ν N) := a.sourceFiniteGreenKernel_finite hκ hκ8 z₀ hz₀ T N - let μ (N : ℕ) : FiniteMeasure ℂ := ⟨retainedMeasure κ D ν k₀ N ω, by - dsimp [retainedMeasure]; infer_instance⟩ - have hmass : ∃ᶠ N in atTop, (⟨b,hb.le⟩ : ℝ≥0) ≤ (μ N).mass := by - apply hω.mono - intro N hN - have hm : ENNReal.ofReal b ≤ (μ N : Measure ℂ) univ := - hN.trans (measure_mono (subset_univ _)) - change b ≤ ((μ N).mass : ℝ) - have ht := ENNReal.toReal_mono (measure_ne_top (μ N : Measure ℂ) univ) hm - simpa only [ENNReal.toReal_ofReal hb.le, ← FiniteMeasure.ennreal_mass, - ENNReal.coe_toReal] using ht - have hK (N : ℕ) : μ N (closedBall z₀ 1)ᶜ = 0 := by - apply (FiniteMeasure.null_iff_toMeasure_null _ _).mpr - exact retainedMeasure_zero_of_zero κ D ν k₀ N ω (a.sourceFiniteGreenKernel_supported z₀ T N ω) - have hcarrier (N : ℕ) : (μ N : Measure ℂ) (cthickening ((2:ℝ)^(-(N:ℝ))) (γ ω '' Icc 0 T))ᶜ = 0 := - retainedMeasure_zero_of_zero κ D ν k₀ N ω (a.sourceFiniteGreenKernel_carrier z₀ T N ω) - have htest (N k : ℕ) (hk₀ : k₀ ≤ k) (hkN : k ≤ N) (ij : ℤ × ℤ) : - (μ N (retainedDyadicSquare k ij) : ℝ≥0∞) ≤ ENNReal.ofReal (retainedThreshold κ D k) := by - rw [FiniteMeasure.ennreal_coeFn_eq_coeFn_toMeasure] - exact retainedMeasure_square_bound κ D ν k₀ N ω k hk₀ hkN ij - exact sourceRetainedDyadic_proved κ hκ hκ8 h hh hf (closedBall z₀ 1) (γ ω '' Icc 0 T) - (isCompact_closedBall _ _) (isCompact_Icc.image (a.trace_continuous ω)).isClosed - μ ⟨b,hb.le⟩ hb hmass hK (fun N => (2:ℝ)^(-(N:ℝ))) source_dyadic_tendsto hcarrier D hD k₀ htest -end RegularSLEPresentation -end -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory ProbabilityTheory Complex Metric -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section -attribute [local instance] Classical.propDecidable - - -def SourceActualRetainedLowerTarget : Prop := - ∀ κ : ℝ, 4 < κ → κ < 8 → - ∀ (Ω : Type) (_ : MeasurableSpace Ω) (P : Measure Ω), IsProbabilityMeasure P → - ∀ (γ : Ω → ℝ≥0 → ℂ) (a : RegularSLEPresentation P κ γ) (z₀ : ℂ), 2 < z₀.im → - ∀ h : ℝ → ℝ, IsGauge h → HasSmallRadiusFormula h (hFormula κ) → - ∃ (T : ℝ≥0) (E : Set a.samples), 0 < T ∧ MeasurableSet E ∧ - 0 < (P.comap Subtype.val) E ∧ - ∀ ω ∈ E, 0 < hausdorffGauge h (γ ω '' Set.Icc 0 T) -theorem sourceActualRetainedLower_proved : SourceActualRetainedLowerTarget := by - intro κ hκ hκ8 Ω m P hP γ a z₀ hz₀ h hh hf - let : IsProbabilityMeasure P := hP - have hk : 0 < κ := by linarith - obtain ⟨T,D,b,p,k₀,hT,hD,hb,hp,hlim⟩ := a.source_actual_retained_experiment hκ hκ8 z₀ hz₀ - let ν := a.sourceFiniteGreenKernel z₀ T - let (N : ℕ) : IsFiniteKernel (ν N) := a.sourceFiniteGreenKernel_finite hk hκ8 z₀ hz₀ T N - let E : Set a.samples := {ω | ∃ᶠ N in atTop, ENNReal.ofReal b ≤ - retainedMeasure κ D ν k₀ N ω (closedBall z₀ 1)} - have hE : MeasurableSet E := by - have heq : E = ⋂ n : ℕ, ⋃ N ≥ n, - {ω | ENNReal.ofReal b ≤ retainedMeasure κ D ν k₀ N ω (closedBall z₀ 1)} := by - ext ω - simp [E,frequently_atTop] - rw [heq] - exact MeasurableSet.iInter (fun n => MeasurableSet.iUnion (fun N => MeasurableSet.iUnion - (fun _ => measurableSet_le measurable_const (retainedMeasure_measurable κ D ν k₀ N measurableSet_closedBall)))) - refine ⟨T,E,hT,hE,(ENNReal.ofReal_pos.mpr hp).trans_le hlim,?_⟩ - intro ω hω - exact a.source_actual_retained_pathwise hk hκ8 z₀ hz₀ T D b (zero_lt_one.trans_le hD) hb - k₀ h hh hf ω hω -end -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section -lemma source_gauge_lipschitz_image_le (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) - {K : ℝ≥0} {f : ℂ → ℂ} {S : Set ℂ} (hLip : LipschitzOnWith K f S) : - hausdorffGauge h (f '' S) ≤ - ENNReal.ofReal ((max (K : ℝ) 1)^dimension κ)*hausdorffGauge h S := by - let L : ℝ≥0 := max K 1 - have hL : 1 ≤ (L : ℝ) := le_max_right _ _ - have hLp : 0 < (L : ℝ) := zero_lt_one.trans_le hL - have hLC : LipschitzOnWith L f S := hLip.weaken (le_max_left _ _) - have himg (t : Set ℂ) : ediam (f '' (t ∩ S)) ≤ (L:ℝ≥0∞)*ediam t := by - simpa only [NNReal.coe_one,ENNReal.rpow_one] using hLC.holderOnWith.ediam_image_inter_le t - obtain ⟨a,ha,hscale⟩ := source_gauge_bounded_scaling κ hκ hκ8 h hh hf (L:ℝ) hL - let C : ℝ≥0∞ := ENNReal.ofReal ((L:ℝ)^dimension κ) - have hC0 : C ≠ 0 := (ENNReal.ofReal_pos.mpr (Real.rpow_pos_of_pos hLp _)).ne' - have hCt : C ≠ ⊤ := ENNReal.ofReal_ne_top - change hausdorffGauge h (f '' S) ≤ C*hausdorffGauge h S - simp only [hausdorffGauge,Measure.mkMetric_apply,ENNReal.mul_iSup, - ENNReal.mul_iInf_of_ne hC0 hCt,←ENNReal.tsum_mul_left] - refine iSup_le fun R => iSup_le fun hR => ?_ - have ht : Tendsto (fun d : ℝ≥0∞ => (L:ℝ≥0∞)*d) (𝓝 0) (𝓝 0) := by - simpa using (ENNReal.continuous_const_mul (a := (L:ℝ≥0∞)) ENNReal.coe_ne_top).tendsto 0 - obtain ⟨δ,hδ,Hδ⟩ := ENNReal.nhds_zero_basis_Iic.eventually_iff.mp - (ht.eventually (gt_mem_nhds hR)) - let ε := min δ (ENNReal.ofReal a) - have hε : 0 < ε := lt_min hδ (ENNReal.ofReal_pos.mpr ha) - have hεa : ε ≤ ENNReal.ofReal a := min_le_right _ _ - have hεt : ε ≠ ⊤ := ne_top_of_le_ne_top ENNReal.ofReal_ne_top hεa - refine le_iSup₂_of_le ε hε <| iInf₂_mono' fun t hSt => - ⟨fun n => f '' (t n ∩ S), ?_, iInf_mono' fun htε => ⟨?_,?_⟩⟩ - · grw [←image_iUnion,←iUnion_inter,←hSt,inter_self] - · intro n - exact (himg (t n)).trans (Hδ ((htε n).trans (min_le_left _ _))).le - · apply ENNReal.tsum_le_tsum - intro n - simp only [iSup_le_iff,image_nonempty] - intro hn - simp only [Nonempty.mono ((t n).inter_subset_left) hn,ciSup_pos] - have hd : ediam (t n) ≠ ⊤ := ne_top_of_le_ne_top hεt (htε n) - have hda : (ediam (t n)).toReal ≤ a := by - simpa only [ENNReal.toReal_ofReal ha.le] using - ENNReal.toReal_mono ENNReal.ofReal_ne_top ((htε n).trans hεa) - have hprod : (L:ℝ≥0∞)*ediam (t n) ≠ ⊤ := ENNReal.mul_ne_top ENNReal.coe_ne_top hd - have him := ENNReal.toReal_mono hprod (himg (t n)) - rw [ENNReal.toReal_mul,ENNReal.coe_toReal] at him - change ENNReal.ofReal (h (ediam (f '' (t n ∩ S))).toReal) ≤ - ENNReal.ofReal ((L:ℝ)^dimension κ)*ENNReal.ofReal (h (ediam (t n)).toReal) - rw [←ENNReal.ofReal_mul (Real.rpow_nonneg (le_of_lt hLp) _)] - apply ENNReal.ofReal_le_ofReal - exact (hh.monotoneOn ENNReal.toReal_nonneg (mul_nonneg hLp.le ENNReal.toReal_nonneg) him).trans - (hscale _ ENNReal.toReal_nonneg hda) - -lemma source_gauge_lipschitz_null (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) - {K : ℝ≥0} {f : ℂ → ℂ} {S : Set ℂ} (hLip : LipschitzOnWith K f S) - (hS : hausdorffGauge h S = 0) : hausdorffGauge h (f '' S) = 0 := by - have hb : hausdorffGauge h (f '' S) ≤ 0 := by - simpa only [hS,mul_zero] using source_gauge_lipschitz_image_le κ hκ hκ8 h hh hf hLip - exact le_antisymm hb zero_le -end -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section -lemma source_gauge_holomorphic_compact_null (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) - {f : ℂ → ℂ} {D K : Set ℂ} (hD : IsOpen D) (hK : IsCompact K) - (hKD : K ⊆ D) (hd : DifferentiableOn ℂ f D) (hz : hausdorffGauge h K = 0) : - hausdorffGauge h (f '' K) = 0 := by - classical - have hlocal (x : K) : ∃ L : ℝ≥0, ∃ V : Set ℂ, V ∈ 𝓝 (x:ℂ) ∧ LipschitzOnWith L f V := - (hd.analyticAt (hD.mem_nhds (hKD x.property))).contDiffAt.exists_lipschitzOnWith - choose L V hV hLip using hlocal - obtain ⟨I,hI⟩ := hK.elim_finite_subcover (fun x : K => interior (V x)) - (fun _ => isOpen_interior) (fun x hx => mem_iUnion.mpr - ⟨⟨x,hx⟩,mem_interior_iff_mem_nhds.mpr (hV ⟨x,hx⟩)⟩) - apply measure_mono_null (t := ⋃ i : I, f '' (K ∩ V i.val)) - · rintro _ ⟨x,hx,rfl⟩ - obtain ⟨i,hi,hxi⟩ := mem_iUnion₂.mp (hI hx) - exact mem_iUnion.mpr ⟨⟨i,hi⟩,⟨x,⟨hx,interior_subset hxi⟩,rfl⟩⟩ - · apply measure_iUnion_null - intro i - exact source_gauge_lipschitz_null κ hκ hκ8 h hh hf - ((hLip i.val).mono inter_subset_right) (measure_mono_null inter_subset_left hz) - -lemma source_inverse_chart_gauge_positive (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) - (U : ℝ≥0 → ℝ) (η : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U η G F) (s : ℝ≥0) - {K : Set ℂ} (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) - (hpos : 0 < hausdorffGauge h K) : - 0 < hausdorffGauge h (F s '' K) := by - have hGc : DifferentiableOn ℂ (G s) (survivingDomain η s) := hw.2.2.2.1 s - have hFc : ContinuousOn (F s) upperHalfPlane := (hw.2.2.2.2.1 s).continuousOn - have hFK : IsCompact (F s '' K) := hK.image_of_continuousOn (hFc.mono hKH) - have hFD : F s '' K ⊆ survivingDomain η s := by - rintro _ ⟨z,hz,rfl⟩ - exact hw.2.2.2.2.2.2.1 s (hKH hz) - have hId : G s '' (F s '' K) = K := by - ext z - constructor - · rintro ⟨_,⟨w,hwK,rfl⟩,rfl⟩ - simpa only [hw.2.2.2.2.2.2.2.2.1 s w (hKH hwK)] using hwK - · intro hz - exact ⟨F s z,⟨z,hz,rfl⟩,hw.2.2.2.2.2.2.2.2.1 s z (hKH hz)⟩ - by_contra hn - have hnull : hausdorffGauge h (F s '' K) = 0 := le_antisymm (le_of_not_gt hn) zero_le - have hhnull := source_gauge_holomorphic_compact_null κ hκ hκ8 h hh hf - (isOpen_survivingDomain hw.1 s) hFK hFD hGc hnull - rw [hId] at hhnull - exact (ne_of_gt hpos) hhnull -end -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section - - -theorem source_retained_compact_interior_lower_bound - {h : ℝ → ℝ} (hh : IsGauge h) {K E : Set ℂ} - (hK : IsCompact K) (hE : IsClosed E) - (μ : ℕ → FiniteMeasure ℂ) (a C : ℝ≥0) (ha : 0 < a) (hC : 0 < C) - (ρ : ℝ) (hρ : 0 < ρ) - (hmass : ∀ n, a ≤ (μ n).mass) - (hKsupport : ∀ n, μ n Kᶜ = 0) - (e : ℕ → ℝ) (he : Tendsto e atTop (𝓝 0)) - (hcarrier : ∀ n, (μ n : Measure ℂ) (Metric.cthickening (e n) E)ᶜ = 0) - (hball : ∀ x r, 0 < r → r < ρ → - ∀ᶠ n in atTop, (μ n : Measure ℂ) (Metric.ball x r) ≤ - (C : ℝ≥0∞) * ENNReal.ofReal (h r)) : - 0 < hausdorffGauge h (K ∩ E) := by - have hmpos (n : ℕ) : 0 < (μ n).mass := ha.trans_le (hmass n) - have hmne (n : ℕ) : μ n ≠ 0 := (μ n).mass_nonzero_iff.mp (hmpos n).ne' - let νs : ℕ → ProbabilityMeasure ℂ := fun n => (μ n).normalize - have hνK (n : ℕ) : νs n ∈ {ν : ProbabilityMeasure ℂ | ν Kᶜ = 0} := by - change (μ n).normalize Kᶜ = 0 - rw [(μ n).normalize_eq_of_nonzero (hmne n), hKsupport n, mul_zero] - obtain ⟨ν, hνK, φ, hφ, hlim⟩ := - (normalized_supported_probability_compact hK).tendsto_subseq hνK - have hνcarrier (n : ℕ) : - ((νs ∘ φ) n : Measure ℂ) (Metric.cthickening ((e ∘ φ) n) E)ᶜ = 0 := by - change ((μ (φ n)).normalize : Measure ℂ) (Metric.cthickening (e (φ n)) E)ᶜ = 0 - rw [(μ (φ n)).toMeasure_normalize_eq_of_nonzero (hmne (φ n)), - Measure.coe_nnreal_smul_apply, hcarrier (φ n), mul_zero] - have hνE : (ν : Measure ℂ) E = 1 := - (prob_compl_eq_zero_iff hE.measurableSet).mp - (probability_limit_shrinking_carriers hlim hE (e ∘ φ) - (he.comp hφ.tendsto_atTop) hνcarrier) - have hνKE : (ν : Measure ℂ) (K ∩ E) = 1 := by - apply (prob_compl_eq_zero_iff (hK.isClosed.inter hE).measurableSet).mp - rw [compl_inter] - apply measure_union_null - · exact (ProbabilityMeasure.null_iff_toMeasure_null _ _).mp hνK - · exact (prob_compl_eq_zero_iff hE.measurableSet).mpr hνE - have hνball (x : ℂ) (r : ℝ) (hr : 0 < r) (hrρ : r < ρ) : - (ν : Measure ℂ) (Metric.ball x r) ≤ (↑(C / a) : ℝ≥0∞) * ENNReal.ofReal (h r) := by - apply probability_limit_ball_bound hlim - filter_upwards [hφ.tendsto_atTop.eventually (hball x r hr hrρ)] with n hn - change ((μ (φ n)).normalize : Measure ℂ) (Metric.ball x r) ≤ _ - rw [(μ (φ n)).toMeasure_normalize_eq_of_nonzero (hmne (φ n)), - Measure.coe_nnreal_smul_apply] - have hfactor : (↑((μ (φ n)).mass⁻¹) : ℝ≥0∞) ≤ (↑(a⁻¹) : ℝ≥0∞) := by - rw [ENNReal.coe_inv (hmpos (φ n)).ne', ENNReal.coe_inv ha.ne'] - exact ENNReal.inv_le_inv.mpr (ENNReal.coe_le_coe.mpr (hmass (φ n))) - calc - (↑((μ (φ n)).mass⁻¹) : ℝ≥0∞) * (μ (φ n) : Measure ℂ) (Metric.ball x r) - ≤ (↑(a⁻¹) : ℝ≥0∞) * ((C : ℝ≥0∞) * ENNReal.ofReal (h r)) := - mul_le_mul' hfactor hn - _ = (↑(C / a) : ℝ≥0∞) * ENNReal.ofReal (h r) := by - rw [div_eq_mul_inv, ENNReal.coe_mul] - ac_rfl - have hdom := gauge_mass_distribution hh (ν : Measure ℂ) (C / a) - (div_pos hC ha) ρ hρ hνball - by_contra hn - have hz : hausdorffGauge h (K ∩ E) = 0 := le_antisymm (le_of_not_gt hn) bot_le - have hbound := Measure.le_iff'.mp hdom (K ∩ E) - simp only [hνKE, Measure.smul_apply, hz, smul_eq_mul, mul_zero, not_le_of_gt zero_lt_one] - at hbound - - -theorem source_retained_compact_interior_lower_bound_of_frequently - {h : ℝ → ℝ} (hh : IsGauge h) {K E : Set ℂ} - (hK : IsCompact K) (hE : IsClosed E) - (μ : ℕ → FiniteMeasure ℂ) (a C : ℝ≥0) (ha : 0 < a) (hC : 0 < C) - (ρ : ℝ) (hρ : 0 < ρ) - (hmass : ∃ᶠ n in atTop, a ≤ (μ n).mass) - (hKsupport : ∀ n, μ n Kᶜ = 0) - (e : ℕ → ℝ) (he : Tendsto e atTop (𝓝 0)) - (hcarrier : ∀ n, (μ n : Measure ℂ) (Metric.cthickening (e n) E)ᶜ = 0) - (hball : ∀ x r, 0 < r → r < ρ → - ∀ᶠ n in atTop, (μ n : Measure ℂ) (Metric.ball x r) ≤ - (C : ℝ≥0∞) * ENNReal.ofReal (h r)) : - 0 < hausdorffGauge h (K ∩ E) := by - - obtain ⟨φ, hφ, hm⟩ := Filter.subseq_forall_of_frequently (p := fun n : ℕ => a ≤ (μ n).mass) - (x := id) tendsto_id hmass - apply source_retained_compact_interior_lower_bound hh hK hE (μ ∘ φ) a C ha hC ρ hρ hm - (fun n => hKsupport (φ n)) (e ∘ φ) (he.comp hφ) (fun n => hcarrier (φ n)) - intro x r hr hrρ - exact hφ.eventually (hball x r hr hrρ) - -end -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section -def SourceRetainedDyadicInteriorTarget : Prop := - ∀ κ : ℝ, 0 < κ → κ < 8 → - ∀ h : ℝ → ℝ, IsGauge h → HasSmallRadiusFormula h (hFormula κ) → - ∀ K E : Set ℂ, IsCompact K → IsClosed E → - ∀ μ : ℕ → FiniteMeasure ℂ, ∀ a : ℝ≥0, 0 < a → - (∃ᶠ N in atTop, a ≤ (μ N).mass) → - (∀ N, μ N Kᶜ = 0) → - ∀ e : ℕ → ℝ, Tendsto e atTop (𝓝 0) → - (∀ N, (μ N : Measure ℂ) (Metric.cthickening (e N) E)ᶜ = 0) → - ∀ D : ℝ, 0 < D → ∀ k₀ : ℕ, - (∀ N k, k₀ ≤ k → k ≤ N → ∀ ij : ℤ × ℤ, - μ N (retainedDyadicSquare k ij) ≤ ENNReal.ofReal (retainedThreshold κ D k)) → - 0 < hausdorffGauge h (K ∩ E) -theorem sourceRetainedDyadicInterior_proved : SourceRetainedDyadicInteriorTarget := by - intro κ hκ hκ8 h hh hf K E hK hE μ a ha hmass hKsupport e he hcarrier D hD k₀ htest - obtain ⟨b, hb, hscale⟩ := source_gauge_bounded_scaling κ hκ hκ8 h hh hf 2 (by norm_num) - obtain ⟨k₁, hk₁⟩ := eventually_atTop.mp - (retained_threshold_gauge_eventually κ hκ8 h hf D hD.le) - let J := max k₀ k₁ - let ρ : ℝ := min 1 (min b ((1/2:ℝ)^J/2)) - have hρ : 0 < ρ := lt_min (by norm_num) (lt_min hb (by positivity)) - let C : ℝ≥0 := ⟨9 * D * (2:ℝ)^(codimension κ/2) * (2:ℝ)^dimension κ, by positivity⟩ - have hC : 0 < C := by change 0 < 9 * D * (2:ℝ)^(codimension κ/2) * (2:ℝ)^dimension κ; positivity - apply source_retained_compact_interior_lower_bound_of_frequently hh hK hE μ a C ha hC ρ hρ - hmass hKsupport e he hcarrier - intro x r hr hrρ - have hr1 : r ≤ 1 := hrρ.le.trans (min_le_left _ _) - obtain ⟨k, hklo, hkhi⟩ := exists_nat_pow_near_of_lt_one hr hr1 - (by norm_num : (0:ℝ)<1/2) (by norm_num : (1/2:ℝ)<1) - have hside : (1/2:ℝ)^k < 2*r := by rw [pow_succ] at hklo; linarith - have hrJ : 2*r < (1/2:ℝ)^J := by - have hv : r < (1/2:ℝ)^J/2 := hrρ.trans_le ((min_le_right _ _).trans (min_le_right _ _)) - linarith - have hJk : J ≤ k := (pow_lt_pow_iff_right_of_lt_one₀ - (by norm_num : (0:ℝ)<1/2) (by norm_num : (1/2:ℝ)<1)).mp (hside.trans hrJ) |>.le - have hbound : retainedThreshold κ D k ≤ - D * (2:ℝ)^(codimension κ/2) * (2:ℝ)^dimension κ * h r := by - have hmono : h ((1/2:ℝ)^k) ≤ h (2*r) := - hh.monotoneOn (show 0 ≤ (1/2:ℝ)^k by positivity) - (show 0 ≤ 2*r by positivity) hside.le - have hrb : r ≤ b := hrρ.le.trans ((min_le_right _ _).trans (min_le_left _ _)) - calc - retainedThreshold κ D k ≤ D * (2:ℝ)^(codimension κ/2) * h ((1/2:ℝ)^k) := - hk₁ k ((le_max_right _ _).trans hJk) - _ ≤ D * (2:ℝ)^(codimension κ/2) * ((2:ℝ)^dimension κ * h r) := - mul_le_mul_of_nonneg_left (hmono.trans (hscale r hr.le hrb)) (by positivity) - _ = _ := by ring - filter_upwards [eventually_ge_atTop k] with N hN - calc - (μ N : Measure ℂ) (Metric.ball x r) ≤ 9 * ENNReal.ofReal (retainedThreshold κ D k) := - retained_dyadic_ball_bound (μ N) k _ (by - simpa only [FiniteMeasure.ennreal_coeFn_eq_coeFn_toMeasure] using - htest N k ((le_max_left _ _).trans hJk) hN) x r hkhi - _ = ENNReal.ofReal (9 * retainedThreshold κ D k) := by - rw [ENNReal.ofReal_mul (by norm_num : (0:ℝ)≤9)] - norm_num - _ ≤ ENNReal.ofReal ((C:ℝ)*h r) := by - apply ENNReal.ofReal_le_ofReal - change 9 * retainedThreshold κ D k ≤ - (9 * D * (2:ℝ)^(codimension κ/2) * (2:ℝ)^dimension κ) * h r - calc - 9 * retainedThreshold κ D k ≤ 9 * (D * (2:ℝ)^(codimension κ/2) * (2:ℝ)^dimension κ * h r) := - mul_le_mul_of_nonneg_left hbound (by norm_num) - _ = _ := by ring - _ = (C:ℝ≥0∞) * ENNReal.ofReal (h r) := by - rw [ENNReal.ofReal_mul C.coe_nonneg, ENNReal.ofReal_coe_nnreal] - -end -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory ProbabilityTheory Complex Metric -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section -attribute [local instance] Classical.propDecidable -namespace RegularSLEPresentation -variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} -variable (a : RegularSLEPresentation P κ γ) -lemma source_actual_retained_interior_pathwise (hκ : 0 < κ) (hκ8 : κ < 8) - (z₀ : ℂ) (hz₀ : 2 < z₀.im) (T : ℝ≥0) (D b : ℝ) (hD : 0 < D) (hb : 0 < b) (k₀ : ℕ) - (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) - (ω : a.samples) (hω : ∃ᶠ N in atTop, ENNReal.ofReal b ≤ - retainedMeasure κ D (a.sourceFiniteGreenKernel z₀ T) k₀ N ω (closedBall z₀ 1)) : - 0 < hausdorffGauge h (closedBall z₀ 1 ∩ (γ ω '' Icc 0 T)) := by - let ν := a.sourceFiniteGreenKernel z₀ T - let (N : ℕ) : IsFiniteKernel (ν N) := a.sourceFiniteGreenKernel_finite hκ hκ8 z₀ hz₀ T N - let μ (N : ℕ) : FiniteMeasure ℂ := ⟨retainedMeasure κ D ν k₀ N ω, by - dsimp [retainedMeasure]; infer_instance⟩ - have hmass : ∃ᶠ N in atTop, (⟨b,hb.le⟩ : ℝ≥0) ≤ (μ N).mass := by - apply hω.mono - intro N hN - have hm : ENNReal.ofReal b ≤ (μ N : Measure ℂ) univ := - hN.trans (measure_mono (subset_univ _)) - change b ≤ ((μ N).mass : ℝ) - have ht := ENNReal.toReal_mono (measure_ne_top (μ N : Measure ℂ) univ) hm - simpa only [ENNReal.toReal_ofReal hb.le, ← FiniteMeasure.ennreal_mass, - ENNReal.coe_toReal] using ht - have hK (N : ℕ) : μ N (closedBall z₀ 1)ᶜ = 0 := by - apply (FiniteMeasure.null_iff_toMeasure_null _ _).mpr - exact retainedMeasure_zero_of_zero κ D ν k₀ N ω (a.sourceFiniteGreenKernel_supported z₀ T N ω) - have hcarrier (N : ℕ) : (μ N : Measure ℂ) (cthickening ((2:ℝ)^(-(N:ℝ))) (γ ω '' Icc 0 T))ᶜ = 0 := - retainedMeasure_zero_of_zero κ D ν k₀ N ω (a.sourceFiniteGreenKernel_carrier z₀ T N ω) - have htest (N k : ℕ) (hk₀ : k₀ ≤ k) (hkN : k ≤ N) (ij : ℤ × ℤ) : - (μ N (retainedDyadicSquare k ij) : ℝ≥0∞) ≤ ENNReal.ofReal (retainedThreshold κ D k) := by - rw [FiniteMeasure.ennreal_coeFn_eq_coeFn_toMeasure] - exact retainedMeasure_square_bound κ D ν k₀ N ω k hk₀ hkN ij - exact sourceRetainedDyadicInterior_proved κ hκ hκ8 h hh hf (closedBall z₀ 1) (γ ω '' Icc 0 T) - (isCompact_closedBall _ _) (isCompact_Icc.image (a.trace_continuous ω)).isClosed - μ ⟨b,hb.le⟩ hb hmass hK (fun N => (2:ℝ)^(-(N:ℝ))) source_dyadic_tendsto hcarrier D hD k₀ htest -end RegularSLEPresentation -end -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory ProbabilityTheory Complex Metric -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section -attribute [local instance] Classical.propDecidable - - -def SourceInteriorRetainedTransferTarget : Prop := - ∀ κ : ℝ, 4 < κ → κ < 8 → - ∀ (Ω : Type) (_ : MeasurableSpace Ω) (P : Measure Ω), IsProbabilityMeasure P → - ∀ (γ : Ω → ℝ≥0 → ℂ) (a : RegularSLEPresentation P κ γ) (z₀ : ℂ), 2 < z₀.im → - ∀ h : ℝ → ℝ, IsGauge h → HasSmallRadiusFormula h (hFormula κ) → - ∃ (T : ℝ≥0) (E : Set a.samples), 0 < T ∧ MeasurableSet E ∧ - 0 < (P.comap Subtype.val) E ∧ ∀ ω ∈ E, - 0 < hausdorffGauge h (Metric.closedBall z₀ 1 ∩ (γ ω '' Set.Icc 0 T)) ∧ - ∀ (U : ℝ≥0 → ℝ) (η : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), - IsCapacityTwoWitness U η G F → ∀ s : ℝ≥0, - 0 < hausdorffGauge h (F s '' (Metric.closedBall z₀ 1 ∩ (γ ω '' Set.Icc 0 T))) - -theorem sourceInteriorRetainedTransfer_proved : SourceInteriorRetainedTransferTarget := by - intro κ hκ hκ8 Ω m P hP γ a z₀ hz₀ h hh hf - let : IsProbabilityMeasure P := hP - have hk : 0 < κ := by linarith - obtain ⟨T,D,b,p,k₀,hT,hD,hb,hp,hlim⟩ := a.source_actual_retained_experiment hκ hκ8 z₀ hz₀ - let ν := a.sourceFiniteGreenKernel z₀ T - let (N : ℕ) : IsFiniteKernel (ν N) := a.sourceFiniteGreenKernel_finite hk hκ8 z₀ hz₀ T N - let E : Set a.samples := {ω | ∃ᶠ N in atTop, ENNReal.ofReal b ≤ - retainedMeasure κ D ν k₀ N ω (closedBall z₀ 1)} - have hE : MeasurableSet E := by - have heq : E = ⋂ n : ℕ, ⋃ N ≥ n, - {ω | ENNReal.ofReal b ≤ retainedMeasure κ D ν k₀ N ω (closedBall z₀ 1)} := by - ext ω - simp [E,frequently_atTop] - rw [heq] - exact MeasurableSet.iInter (fun n => MeasurableSet.iUnion (fun N => MeasurableSet.iUnion - (fun _ => measurableSet_le measurable_const (retainedMeasure_measurable κ D ν k₀ N measurableSet_closedBall)))) - refine ⟨T,E,hT,hE,(ENNReal.ofReal_pos.mpr hp).trans_le hlim,?_⟩ - intro ω hω - have hpos := a.source_actual_retained_interior_pathwise hk hκ8 z₀ hz₀ T D b (zero_lt_one.trans_le hD) hb - k₀ h hh hf ω hω - refine ⟨hpos,?_⟩ - intro U η G F hw s - exact source_inverse_chart_gauge_positive κ hk hκ8 h hh hf U η G F hw s - ((isCompact_closedBall z₀ 1).inter_right (isCompact_Icc.image (a.trace_continuous ω)).isClosed) - (fun z hz => zero_lt_one.trans (source_unit_ball_height hz₀ hz.1)) hpos -end -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory ProbabilityTheory Complex TopologicalSpace -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section -local instance actualRetainedKernelDriverMeasurableSpace : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance actualRetainedKernelTraceMeasurableSpace : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance actualRetainedKernelDriverBorelSpace : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ -local instance actualRetainedKernelTraceBorelSpace : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ -lemma source_brownian_continuous_law_unique - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - (B B' : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) (hB' : IsBrownianReal B' P) - (hm : ∀ t, Measurable (B t)) (hm' : ∀ t, Measurable (B' t)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hc' : ∀ ω, Continuous (fun t => B' t ω)) : - P.map (sourceDriverPath B hc) = P.map (sourceDriverPath B' hc') := by - have hL : IsProjectiveLimit (P.map (fun ω t => B t ω)) BrownianReal.projectiveFamily := by - intro I - rw [Measure.map_map (Finset.measurable_restrict I) (Measurable.of_eval hm)] - exact (hB.hasLaw I).map_eq - have hR : IsProjectiveLimit (P.map (fun ω t => B' t ω)) BrownianReal.projectiveFamily := by - intro I - rw [Measure.map_map (Finset.measurable_restrict I) (Measurable.of_eval hm')] - exact (hB'.hasLaw I).map_eq - apply source_path_evaluation_embedding.map_injective - have he := congrArg (Measure.map (fun p : ℝ≥0 → ℝ => fun n => p (denseSeq ℝ≥0 n))) (hL.unique hR) - have hem : Measurable (fun p : ℝ≥0 → ℝ => fun n => p (denseSeq ℝ≥0 n)) := - Measurable.of_eval (fun _ => measurable_pi_apply _) - rw [Measure.map_map source_path_evaluation_embedding.measurable (source_path_measurable _ hm), - Measure.map_map source_path_evaluation_embedding.measurable (source_path_measurable _ hm')] - rw [Measure.map_map hem (Measurable.of_eval hm), - Measure.map_map hem (Measurable.of_eval hm')] at he - exact he - - -def SourceTraceLawUniqueTarget : Prop := - ∀ {Ω : Type*} [_m : MeasurableSpace Ω] {P : Measure Ω} (κ : ℝ), 0 < κ → κ < 8 → - ∀ (B B' : ℝ≥0 → Ω → ℝ), IsBrownianReal B P → IsBrownianReal B' P → - ∀ (_hm : ∀ t, Measurable (B t)) (_hm' : ∀ t, Measurable (B' t)) - (_hc : ∀ ω, Continuous (fun t => B t ω)) (_hc' : ∀ ω, Continuous (fun t => B' t ω)) - (γ η : Ω → ℝ≥0 → ℂ) (G F G' F' : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (hw' : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B' t ω) (η ω) (G' ω) (F' ω)), - P.map (sourceTracePath γ (fun ω => (hw ω).1)) = - P.map (sourceTracePath η (fun ω => (hw' ω).1)) -theorem sourceTraceLawUnique_proved : SourceTraceLawUniqueTarget := by - intro Ω m P κ hκ hκ8 B B' hB hB' hm hm' hc hc' γ η G F G' F' hw hw' - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - let bp := sourceDriverPath B hc - let rp := sourceDriverPath B' hc' - let gp := sourceTracePath γ (fun ω => (hw ω).1) - let ep := sourceTracePath η (fun ω => (hw' ω).1) - have hbm : Measurable bp := source_path_measurable bp hm - have hrm : Measurable rp := source_path_measurable rp hm' - have hγa : Adapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun t ω => gp ω t) := by - apply capacity_trace_adapted _ (fun t ω => Real.sqrt κ * B t ω) - ?_ (fun ω => continuous_const.mul (hc ω)) γ G F hw - intro t - exact measurable_const.mul - ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)) t).measurable - obtain ⟨Φ,hΦm,hΦ⟩ := source_trace_factor B hm hc gp hγa - have hΦe (ω : Ω) : Φ (bp ω) = gp ω := (congrFun hΦ ω).symm - have hlaw : P.map bp = P.map rp := source_brownian_continuous_law_unique B B' hB hB' hm hm' hc hc' - choose Q hQm hQ0 hQd using fun (t : ℝ≥0) (n : ℕ) => - source_canonical_reverse_flow κ t (a := 1 / ((n : ℝ) + 1)) (by positivity) - let a (n : ℕ) : ℝ := 1 / ((n : ℝ) + 1) - have ha (n : ℕ) : 0 < a n := by dsimp [a]; positivity - have hy : Tendsto a atTop (𝓝[>] (0 : ℝ)) := - tendsto_nhdsWithin_iff.mpr ⟨tendsto_one_div_add_atTop_nhds_zero_nat, Eventually.of_forall ha⟩ - have hQorig (ω : Ω) (t : ℝ≥0) (n : ℕ) : - Q t n t (bp ω) = F ω t ((Real.sqrt κ * B t ω : ℝ) + (a n : ℂ) * I) := by - apply (hw ω).reverse_flow_identifies t - ((Real.sqrt κ * B t ω : ℝ) + (a n : ℂ) * I) (ha n) (by simp) - (fun s => Q t n s (bp ω)) (hQ0 t n (bp ω)) - intro s hs - exact (hQd t n (bp ω) s hs.1).mono Icc_subset_Ici_self - have hQnew (ω : Ω) (t : ℝ≥0) (n : ℕ) : - Q t n t (rp ω) = F' ω t ((Real.sqrt κ * B' t ω : ℝ) + (a n : ℂ) * I) := by - apply (hw' ω).reverse_flow_identifies t - ((Real.sqrt κ * B' t ω : ℝ) + (a n : ℂ) * I) (ha n) (by simp) - (fun s => Q t n s (rp ω)) (hQ0 t n (rp ω)) - intro s hs - exact (hQd t n (rp ω) s hs.1).mono Icc_subset_Ici_self - have hQlimit (ω : Ω) (t : ℝ≥0) : - Tendsto (fun n => Q t n t (bp ω)) atTop (𝓝 (Φ (bp ω) t)) := by - have ht := ((hw ω).2.2.2.2.2.2.2.2.2.2.2.2 t).comp hy - simpa only [hQorig,hΦe,gp,sourceTracePath,ContinuousMap.coe_mk,Function.comp_def] using ht - have hset (t : ℝ≥0) : MeasurableSet - {p : C(ℝ≥0,ℝ) | Tendsto (fun n => Q t n t p - Φ p t) atTop (𝓝 0)} := - measurableSet_tendsto (𝓝 (0:ℂ)) (fun n => (hQm t n t).sub - ((continuous_eval_const t).measurable.comp hΦm)) - have hQR (t : ℝ≥0) : ∀ᵐ ω ∂P, Tendsto (fun n => Q t n t (rp ω)) atTop (𝓝 (Φ (rp ω) t)) := by - have ho : ∀ᵐ p ∂P.map bp, Tendsto (fun n => Q t n t p - Φ p t) atTop (𝓝 0) := by - apply (ae_map_iff hbm.aemeasurable (hset t)).2 - exact Eventually.of_forall (fun ω => tendsto_sub_nhds_zero_iff.mpr (hQlimit ω t)) - rw [hlaw] at ho - filter_upwards [(ae_map_iff hrm.aemeasurable (hset t)).1 ho] with ω hω - exact tendsto_sub_nhds_zero_iff.mp hω - have hEQ : ∀ᵐ ω ∂P, Φ (rp ω) = ep ω := by - filter_upwards [ae_all_iff.mpr (fun j : ℕ => hQR (denseSeq ℝ≥0 j))] with ω hω - apply DFunLike.coe_injective - apply (denseRange_denseSeq ℝ≥0).equalizer (Φ (rp ω)).continuous (ep ω).continuous - funext j - have ht := ((hw' ω).2.2.2.2.2.2.2.2.2.2.2.2 (denseSeq ℝ≥0 j)).comp hy - have hn := hω j - simp only [hQnew] at hn - exact tendsto_nhds_unique hn ht - have he := congrArg (Measure.map Φ) hlaw - rw [Measure.map_map hΦm hbm,Measure.map_map hΦm hrm] at he - have hcomp : Φ ∘ bp = gp := hΦ.symm - rw [hcomp] at he - exact he.trans (Measure.map_congr hEQ) -end -end SLEExactGauge -end - -end OAI +import Mathlib +import OAI.Probability.SLE.HausdorffLimits + +namespace OAI + +/-! Actual Retained Kernel for chordal SLE. -/ + +section +open Set Filter MeasureTheory ProbabilityTheory Complex Metric +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +attribute [local instance] Classical.propDecidable +namespace RegularSLEPresentation +variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} +variable (a : RegularSLEPresentation P κ γ) +def sourceFiniteGreenKernel (z₀ : ℂ) (T : ℝ≥0) (N : ℕ) : Kernel a.samples ℂ := + (Kernel.const a.samples (volume.restrict (closedBall z₀ 1))).withDensity + (fun ω z => ENNReal.ofReal (if spatialHitTime (γ ω) z ((2:ℝ)^(-(N:ℝ))) ≤ T then + spatialGreenWeight κ (fun t => Real.sqrt κ*a.B t ω) (γ ω) (a.G ω) z ((2:ℝ)^(-(N:ℝ))) else 0)) +lemma sourceFiniteGreenDensity_measurable (r : ℝ) (T : ℝ≥0) : + Measurable (fun p : a.samples × ℂ => ENNReal.ofReal (if spatialHitTime (γ p.1) p.2 r ≤ T then + spatialGreenWeight κ (fun t => Real.sqrt κ*a.B t p.1) (γ p.1) (a.G p.1) p.2 r else 0)) := by + have hm (t : ℝ≥0) : Measurable (fun ω : a.samples => γ ω t) := + (a.trace_adapted t).mono (a.filtration.le t) le_rfl + have ht := (spatialHitTime_measurable (fun ω : a.samples => γ ω) a.trace_continuous hm r).comp measurable_swap + have hW := (a.spatialGreenWeight_measurable r).comp measurable_swap + exact (Measurable.ite (measurableSet_le ht measurable_const) hW measurable_const).ennreal_ofReal +lemma sourceFiniteGreenKernel_apply (z₀ : ℂ) (T : ℝ≥0) (N : ℕ) (ω : a.samples) + (S : Set ℂ) (hS : MeasurableSet S) : + a.sourceFiniteGreenKernel z₀ T N ω S = finiteSpatialGreenMass κ + (fun t => Real.sqrt κ*a.B t ω) (γ ω) (a.G ω) ((2:ℝ)^(-(N:ℝ))) T (closedBall z₀ 1 ∩ S) := by + rw [sourceFiniteGreenKernel,Kernel.withDensity_apply' _ (a.sourceFiniteGreenDensity_measurable _ T)] + simp only [Kernel.const_apply,finiteSpatialGreenMass,Measure.restrict_restrict hS,inter_comm] + rfl +lemma sourceFiniteGreenKernel_univ (z₀ : ℂ) (T : ℝ≥0) (N : ℕ) (ω : a.samples) : + a.sourceFiniteGreenKernel z₀ T N ω univ = finiteSpatialGreenMass κ + (fun t => Real.sqrt κ*a.B t ω) (γ ω) (a.G ω) ((2:ℝ)^(-(N:ℝ))) T (closedBall z₀ 1) := by + rw [a.sourceFiniteGreenKernel_apply z₀ T N ω univ MeasurableSet.univ,inter_univ] +lemma sourceFiniteGreenKernel_K (z₀ : ℂ) (T : ℝ≥0) (N : ℕ) (ω : a.samples) : + a.sourceFiniteGreenKernel z₀ T N ω (closedBall z₀ 1) = finiteSpatialGreenMass κ + (fun t => Real.sqrt κ*a.B t ω) (γ ω) (a.G ω) ((2:ℝ)^(-(N:ℝ))) T (closedBall z₀ 1) := by + rw [a.sourceFiniteGreenKernel_apply z₀ T N ω _ measurableSet_closedBall,inter_self] +lemma sourceFiniteGreenKernel_supported (z₀ : ℂ) (T : ℝ≥0) (N : ℕ) (ω : a.samples) : + a.sourceFiniteGreenKernel z₀ T N ω (closedBall z₀ 1)ᶜ = 0 := by + rw [a.sourceFiniteGreenKernel_apply z₀ T N ω _ measurableSet_closedBall.compl,inter_compl_self] + simp [finiteSpatialGreenMass] +lemma sourceFiniteGreenKernel_finite (hκ : 0 < κ) (hκ8 : κ < 8) + (z₀ : ℂ) (hz : 2 < z₀.im) (T : ℝ≥0) (N : ℕ) : + IsFiniteKernel (a.sourceFiniteGreenKernel z₀ T N) := by + let r := (2:ℝ)^(-(N:ℝ)) + have hr : 0 < r := source_dyadic_side_pos N + have hr1 : r ≤ 1 := by + dsimp [r] + rw [source_dyadic_side_eq] + exact pow_le_one₀ (by norm_num) (by norm_num) + refine ⟨⟨ENNReal.ofReal (r^(-codimension κ))*volume (closedBall z₀ 1), + ENNReal.mul_lt_top ENNReal.ofReal_lt_top (measure_closedBall_lt_top),?_⟩⟩ + intro ω + rw [a.sourceFiniteGreenKernel_univ] + change (∫⁻ z in closedBall z₀ 1, ENNReal.ofReal (if spatialHitTime (γ ω) z r ≤ T then + spatialGreenWeight κ (fun t => Real.sqrt κ*a.B t ω) (γ ω) (a.G ω) z r else 0)) ≤ _ + calc + _ ≤ ∫⁻ z in closedBall z₀ 1, ENNReal.ofReal (r^(-codimension κ)) := by + apply lintegral_mono_ae + filter_upwards [ae_restrict_mem measurableSet_closedBall] with z hz' + apply ENNReal.ofReal_le_ofReal + split_ifs + · exact (a.witness ω).spatialGreenWeight_bound ((a.continuous_B ω).const_mul _) hκ hκ8 hr z + (hr1.trans (source_unit_ball_height hz hz').le) |>.2 + · exact Real.rpow_nonneg hr.le _ + _ = _ := by simp +end RegularSLEPresentation +end +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory ProbabilityTheory Complex Metric +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +attribute [local instance] Classical.propDecidable +namespace RegularSLEPresentation +variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} +variable (a : RegularSLEPresentation P κ γ) +lemma sourceFiniteGreenKernel_carrier (z₀ : ℂ) (T : ℝ≥0) (N : ℕ) (ω : a.samples) : + a.sourceFiniteGreenKernel z₀ T N ω (cthickening ((2:ℝ)^(-(N:ℝ))) (γ ω '' Icc 0 T))ᶜ = 0 := by + have hm := (isClosed_cthickening : IsClosed (cthickening ((2:ℝ)^(-(N:ℝ))) (γ ω '' Icc 0 T))).measurableSet + rw [a.sourceFiniteGreenKernel_apply z₀ T N ω _ hm.compl,finiteSpatialGreenMass] + apply lintegral_eq_zero_of_ae_eq_zero + filter_upwards [ae_restrict_mem (measurableSet_closedBall.inter hm.compl)] with z hz + have hn : ¬ spatialHitTime (γ ω) z ((2:ℝ)^(-(N:ℝ))) ≤ T := by + intro ht + obtain ⟨t,ht,hd⟩ := (spatialHitTime_le_iff (a.trace_continuous ω) z _ T).mp ht + exact hz.2 (mem_cthickening_of_dist_le z (γ ω t) _ _ ⟨t,ht,rfl⟩ (by simpa [dist_comm] using hd.le)) + simp only [ite_eq_right hn, ENNReal.ofReal_zero,Pi.zero_apply] +end RegularSLEPresentation +lemma source_dyadic_tendsto : Tendsto (fun N : ℕ => (2:ℝ)^(-(N:ℝ))) atTop (𝓝 0) := by + simp_rw [source_dyadic_side_eq] + exact tendsto_pow_atTop_nhds_zero_of_lt_one (by norm_num) (by norm_num) +lemma source_dyadic_eventually_le {ε : ℝ} (hε : 0 < ε) : + ∃ n : ℕ, ∀ N ≥ n, (2:ℝ)^(-(N:ℝ)) ≤ ε := by + exact (eventually_atTop.mp (source_dyadic_tendsto.eventually (eventually_le_nhds hε))) +lemma retainedMeasure_zero_of_zero {Ω : Type*} [MeasurableSpace Ω] (κ D : ℝ) + (ν : ℕ → Kernel Ω ℂ) (k₀ N : ℕ) (ω : Ω) {S : Set ℂ} (hS : ν N ω S = 0) : + retainedMeasure κ D ν k₀ N ω S = 0 := by + exact le_antisymm ((Measure.restrict_apply_le _ _).trans hS.le) bot_le +end +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory ProbabilityTheory Complex Metric +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +attribute [local instance] Classical.propDecidable +namespace RegularSLEPresentation +variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} +variable (a : RegularSLEPresentation P κ γ) +lemma source_actual_retained_experiment [IsProbabilityMeasure P] (hκ : 4 < κ) (hκ8 : κ < 8) + (z₀ : ℂ) (hz₀ : 2 < z₀.im) : + ∃ (T : ℝ≥0) (D b p : ℝ) (k₀ : ℕ), 0 < T ∧ 1 ≤ D ∧ 0 < b ∧ 0 < p ∧ + ENNReal.ofReal p ≤ (P.comap Subtype.val) + {ω : a.samples | ∃ᶠ N in atTop, ENNReal.ofReal b ≤ + retainedMeasure κ D (a.sourceFiniteGreenKernel z₀ T) k₀ N ω (closedBall z₀ 1)} := by + let : IsProbabilityMeasure (P.comap (Subtype.val : a.samples → Ω)) := a.probability + have hk : 0 < κ := by linarith + obtain ⟨T,e₀,m₀,m₂,hT,he,hm₀,hm₂,hm⟩ := sourceRetainedSeed_proved κ hκ hκ8 + Ω inferInstance P inferInstance γ a z₀ hz₀ + obtain ⟨A,c,k₁,hA,hc,ht⟩ := sourceActualSquareTail_proved κ hκ hκ8 + Ω inferInstance P inferInstance γ a z₀ hz₀ + obtain ⟨k₂,hk₂⟩ := source_dyadic_eventually_le he + let kmin := max k₁ k₂ + let ν := a.sourceFiniteGreenKernel z₀ T + have hν (N : ℕ) : IsFiniteKernel (ν N) := a.sourceFiniteGreenKernel_finite hk hκ8 z₀ hz₀ T N + have hfirst (N : ℕ) (hN : kmin ≤ N) : + ENNReal.ofReal m₀ ≤ ∫⁻ ω, ν N ω (closedBall z₀ 1) ∂(P.comap Subtype.val) := by + simp only [ν,a.sourceFiniteGreenKernel_K] + exact (hm _ (source_dyadic_side_pos N) (hk₂ N ((le_max_right _ _).trans hN))).1 + have hsecond (N : ℕ) (hN : kmin ≤ N) : + (∫⁻ ω, (ν N ω (closedBall z₀ 1))^2 ∂(P.comap Subtype.val)) ≤ ENNReal.ofReal m₂ := by + simp only [ν,a.sourceFiniteGreenKernel_K] + exact (hm _ (source_dyadic_side_pos N) (hk₂ N ((le_max_right _ _).trans hN))).2 + have htail (N k : ℕ) (hkmin : kmin ≤ k) (hkN : k ≤ N) (ij : ℤ × ℤ) (u : ℝ) (hu : 1 ≤ u) : + (P.comap Subtype.val) {ω : a.samples | ((2:ℝ)^(-(k:ℝ)))^dimension κ*u < + (ν N ω (retainedDyadicSquare k ij)).toReal} ≤ + ENNReal.ofReal (A*((2:ℝ)^(-(k:ℝ)))^codimension κ*Real.exp (-c*u^(2/codimension κ))) := by + simp only [ν,a.sourceFiniteGreenKernel_apply z₀ T N _ _ (retainedSquare_measurable k ij)] + exact ht T N k ((le_max_left _ _).trans hkmin) hkN ij u hu + obtain ⟨D,b,p,B,k₀,hD,hb,hp,hB,hk₀,hall,hlim⟩ := sourceRetainedConstruction a.samples + inferInstance (P.comap Subtype.val) inferInstance κ hk hκ8 ν hν + (closedBall z₀ 1) (isCompact_closedBall _ _) (fun N ω => a.sourceFiniteGreenKernel_supported z₀ T N ω) + A c m₀ m₂ hA hc hm₀ hm₂ kmin hfirst hsecond htail + exact ⟨T,D,b,p,k₀,hT,hD,hb,hp,hlim⟩ +end RegularSLEPresentation +end +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory ProbabilityTheory Complex Metric +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +attribute [local instance] Classical.propDecidable +namespace RegularSLEPresentation +variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} +variable (a : RegularSLEPresentation P κ γ) +lemma source_actual_retained_pathwise (hκ : 0 < κ) (hκ8 : κ < 8) + (z₀ : ℂ) (hz₀ : 2 < z₀.im) (T : ℝ≥0) (D b : ℝ) (hD : 0 < D) (hb : 0 < b) (k₀ : ℕ) + (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) + (ω : a.samples) (hω : ∃ᶠ N in atTop, ENNReal.ofReal b ≤ + retainedMeasure κ D (a.sourceFiniteGreenKernel z₀ T) k₀ N ω (closedBall z₀ 1)) : + 0 < hausdorffGauge h (γ ω '' Icc 0 T) := by + let ν := a.sourceFiniteGreenKernel z₀ T + let (N : ℕ) : IsFiniteKernel (ν N) := a.sourceFiniteGreenKernel_finite hκ hκ8 z₀ hz₀ T N + let μ (N : ℕ) : FiniteMeasure ℂ := ⟨retainedMeasure κ D ν k₀ N ω, by + dsimp [retainedMeasure]; infer_instance⟩ + have hmass : ∃ᶠ N in atTop, (⟨b,hb.le⟩ : ℝ≥0) ≤ (μ N).mass := by + apply hω.mono + intro N hN + have hm : ENNReal.ofReal b ≤ (μ N : Measure ℂ) univ := + hN.trans (measure_mono (subset_univ _)) + change b ≤ ((μ N).mass : ℝ) + have ht := ENNReal.toReal_mono (measure_ne_top (μ N : Measure ℂ) univ) hm + simpa only [ENNReal.toReal_ofReal hb.le, ← FiniteMeasure.ennreal_mass, + ENNReal.coe_toReal] using ht + have hK (N : ℕ) : μ N (closedBall z₀ 1)ᶜ = 0 := by + apply (FiniteMeasure.null_iff_toMeasure_null _ _).mpr + exact retainedMeasure_zero_of_zero κ D ν k₀ N ω (a.sourceFiniteGreenKernel_supported z₀ T N ω) + have hcarrier (N : ℕ) : (μ N : Measure ℂ) (cthickening ((2:ℝ)^(-(N:ℝ))) (γ ω '' Icc 0 T))ᶜ = 0 := + retainedMeasure_zero_of_zero κ D ν k₀ N ω (a.sourceFiniteGreenKernel_carrier z₀ T N ω) + have htest (N k : ℕ) (hk₀ : k₀ ≤ k) (hkN : k ≤ N) (ij : ℤ × ℤ) : + (μ N (retainedDyadicSquare k ij) : ℝ≥0∞) ≤ ENNReal.ofReal (retainedThreshold κ D k) := by + rw [FiniteMeasure.ennreal_coeFn_eq_coeFn_toMeasure] + exact retainedMeasure_square_bound κ D ν k₀ N ω k hk₀ hkN ij + exact sourceRetainedDyadic_proved κ hκ hκ8 h hh hf (closedBall z₀ 1) (γ ω '' Icc 0 T) + (isCompact_closedBall _ _) (isCompact_Icc.image (a.trace_continuous ω)).isClosed + μ ⟨b,hb.le⟩ hb hmass hK (fun N => (2:ℝ)^(-(N:ℝ))) source_dyadic_tendsto hcarrier D hD k₀ htest +end RegularSLEPresentation +end +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory ProbabilityTheory Complex Metric +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +attribute [local instance] Classical.propDecidable + + +def SourceActualRetainedLowerTarget : Prop := + ∀ κ : ℝ, 4 < κ → κ < 8 → + ∀ (Ω : Type) (_ : MeasurableSpace Ω) (P : Measure Ω), IsProbabilityMeasure P → + ∀ (γ : Ω → ℝ≥0 → ℂ) (a : RegularSLEPresentation P κ γ) (z₀ : ℂ), 2 < z₀.im → + ∀ h : ℝ → ℝ, IsGauge h → HasSmallRadiusFormula h (hFormula κ) → + ∃ (T : ℝ≥0) (E : Set a.samples), 0 < T ∧ MeasurableSet E ∧ + 0 < (P.comap Subtype.val) E ∧ + ∀ ω ∈ E, 0 < hausdorffGauge h (γ ω '' Set.Icc 0 T) +theorem sourceActualRetainedLower_proved : SourceActualRetainedLowerTarget := by + intro κ hκ hκ8 Ω m P hP γ a z₀ hz₀ h hh hf + let : IsProbabilityMeasure P := hP + have hk : 0 < κ := by linarith + obtain ⟨T,D,b,p,k₀,hT,hD,hb,hp,hlim⟩ := a.source_actual_retained_experiment hκ hκ8 z₀ hz₀ + let ν := a.sourceFiniteGreenKernel z₀ T + let (N : ℕ) : IsFiniteKernel (ν N) := a.sourceFiniteGreenKernel_finite hk hκ8 z₀ hz₀ T N + let E : Set a.samples := {ω | ∃ᶠ N in atTop, ENNReal.ofReal b ≤ + retainedMeasure κ D ν k₀ N ω (closedBall z₀ 1)} + have hE : MeasurableSet E := by + have heq : E = ⋂ n : ℕ, ⋃ N ≥ n, + {ω | ENNReal.ofReal b ≤ retainedMeasure κ D ν k₀ N ω (closedBall z₀ 1)} := by + ext ω + simp [E,frequently_atTop] + rw [heq] + exact MeasurableSet.iInter (fun n => MeasurableSet.iUnion (fun N => MeasurableSet.iUnion + (fun _ => measurableSet_le measurable_const (retainedMeasure_measurable κ D ν k₀ N measurableSet_closedBall)))) + refine ⟨T,E,hT,hE,(ENNReal.ofReal_pos.mpr hp).trans_le hlim,?_⟩ + intro ω hω + exact a.source_actual_retained_pathwise hk hκ8 z₀ hz₀ T D b (zero_lt_one.trans_le hD) hb + k₀ h hh hf ω hω +end +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +lemma source_gauge_lipschitz_image_le (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) + {K : ℝ≥0} {f : ℂ → ℂ} {S : Set ℂ} (hLip : LipschitzOnWith K f S) : + hausdorffGauge h (f '' S) ≤ + ENNReal.ofReal ((max (K : ℝ) 1)^dimension κ)*hausdorffGauge h S := by + let L : ℝ≥0 := max K 1 + have hL : 1 ≤ (L : ℝ) := le_max_right _ _ + have hLp : 0 < (L : ℝ) := zero_lt_one.trans_le hL + have hLC : LipschitzOnWith L f S := hLip.weaken (le_max_left _ _) + have himg (t : Set ℂ) : ediam (f '' (t ∩ S)) ≤ (L:ℝ≥0∞)*ediam t := by + simpa only [NNReal.coe_one,ENNReal.rpow_one] using hLC.holderOnWith.ediam_image_inter_le t + obtain ⟨a,ha,hscale⟩ := source_gauge_bounded_scaling κ hκ hκ8 h hh hf (L:ℝ) hL + let C : ℝ≥0∞ := ENNReal.ofReal ((L:ℝ)^dimension κ) + have hC0 : C ≠ 0 := (ENNReal.ofReal_pos.mpr (Real.rpow_pos_of_pos hLp _)).ne' + have hCt : C ≠ ⊤ := ENNReal.ofReal_ne_top + change hausdorffGauge h (f '' S) ≤ C*hausdorffGauge h S + simp only [hausdorffGauge,Measure.mkMetric_apply,ENNReal.mul_iSup, + ENNReal.mul_iInf_of_ne hC0 hCt,←ENNReal.tsum_mul_left] + refine iSup_le fun R => iSup_le fun hR => ?_ + have ht : Tendsto (fun d : ℝ≥0∞ => (L:ℝ≥0∞)*d) (𝓝 0) (𝓝 0) := by + simpa using (ENNReal.continuous_const_mul (a := (L:ℝ≥0∞)) ENNReal.coe_ne_top).tendsto 0 + obtain ⟨δ,hδ,Hδ⟩ := ENNReal.nhds_zero_basis_Iic.eventually_iff.mp + (ht.eventually (gt_mem_nhds hR)) + let ε := min δ (ENNReal.ofReal a) + have hε : 0 < ε := lt_min hδ (ENNReal.ofReal_pos.mpr ha) + have hεa : ε ≤ ENNReal.ofReal a := min_le_right _ _ + have hεt : ε ≠ ⊤ := ne_top_of_le_ne_top ENNReal.ofReal_ne_top hεa + refine le_iSup₂_of_le ε hε <| iInf₂_mono' fun t hSt => + ⟨fun n => f '' (t n ∩ S), ?_, iInf_mono' fun htε => ⟨?_,?_⟩⟩ + · grw [←image_iUnion,←iUnion_inter,←hSt,inter_self] + · intro n + exact (himg (t n)).trans (Hδ ((htε n).trans (min_le_left _ _))).le + · apply ENNReal.tsum_le_tsum + intro n + simp only [iSup_le_iff,image_nonempty] + intro hn + simp only [Nonempty.mono ((t n).inter_subset_left) hn,ciSup_pos] + have hd : ediam (t n) ≠ ⊤ := ne_top_of_le_ne_top hεt (htε n) + have hda : (ediam (t n)).toReal ≤ a := by + simpa only [ENNReal.toReal_ofReal ha.le] using + ENNReal.toReal_mono ENNReal.ofReal_ne_top ((htε n).trans hεa) + have hprod : (L:ℝ≥0∞)*ediam (t n) ≠ ⊤ := ENNReal.mul_ne_top ENNReal.coe_ne_top hd + have him := ENNReal.toReal_mono hprod (himg (t n)) + rw [ENNReal.toReal_mul,ENNReal.coe_toReal] at him + change ENNReal.ofReal (h (ediam (f '' (t n ∩ S))).toReal) ≤ + ENNReal.ofReal ((L:ℝ)^dimension κ)*ENNReal.ofReal (h (ediam (t n)).toReal) + rw [←ENNReal.ofReal_mul (Real.rpow_nonneg (le_of_lt hLp) _)] + apply ENNReal.ofReal_le_ofReal + exact (hh.monotoneOn ENNReal.toReal_nonneg (mul_nonneg hLp.le ENNReal.toReal_nonneg) him).trans + (hscale _ ENNReal.toReal_nonneg hda) + +lemma source_gauge_lipschitz_null (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) + {K : ℝ≥0} {f : ℂ → ℂ} {S : Set ℂ} (hLip : LipschitzOnWith K f S) + (hS : hausdorffGauge h S = 0) : hausdorffGauge h (f '' S) = 0 := by + have hb : hausdorffGauge h (f '' S) ≤ 0 := by + simpa only [hS,mul_zero] using source_gauge_lipschitz_image_le κ hκ hκ8 h hh hf hLip + exact le_antisymm hb zero_le +end +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +lemma source_gauge_holomorphic_compact_null (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) + {f : ℂ → ℂ} {D K : Set ℂ} (hD : IsOpen D) (hK : IsCompact K) + (hKD : K ⊆ D) (hd : DifferentiableOn ℂ f D) (hz : hausdorffGauge h K = 0) : + hausdorffGauge h (f '' K) = 0 := by + classical + have hlocal (x : K) : ∃ L : ℝ≥0, ∃ V : Set ℂ, V ∈ 𝓝 (x:ℂ) ∧ LipschitzOnWith L f V := + (hd.analyticAt (hD.mem_nhds (hKD x.property))).contDiffAt.exists_lipschitzOnWith + choose L V hV hLip using hlocal + obtain ⟨I,hI⟩ := hK.elim_finite_subcover (fun x : K => interior (V x)) + (fun _ => isOpen_interior) (fun x hx => mem_iUnion.mpr + ⟨⟨x,hx⟩,mem_interior_iff_mem_nhds.mpr (hV ⟨x,hx⟩)⟩) + apply measure_mono_null (t := ⋃ i : I, f '' (K ∩ V i.val)) + · rintro _ ⟨x,hx,rfl⟩ + obtain ⟨i,hi,hxi⟩ := mem_iUnion₂.mp (hI hx) + exact mem_iUnion.mpr ⟨⟨i,hi⟩,⟨x,⟨hx,interior_subset hxi⟩,rfl⟩⟩ + · apply measure_iUnion_null + intro i + exact source_gauge_lipschitz_null κ hκ hκ8 h hh hf + ((hLip i.val).mono inter_subset_right) (measure_mono_null inter_subset_left hz) + +lemma source_inverse_chart_gauge_positive (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) + (U : ℝ≥0 → ℝ) (η : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U η G F) (s : ℝ≥0) + {K : Set ℂ} (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) + (hpos : 0 < hausdorffGauge h K) : + 0 < hausdorffGauge h (F s '' K) := by + have hGc : DifferentiableOn ℂ (G s) (survivingDomain η s) := hw.2.2.2.1 s + have hFc : ContinuousOn (F s) upperHalfPlane := (hw.2.2.2.2.1 s).continuousOn + have hFK : IsCompact (F s '' K) := hK.image_of_continuousOn (hFc.mono hKH) + have hFD : F s '' K ⊆ survivingDomain η s := by + rintro _ ⟨z,hz,rfl⟩ + exact hw.2.2.2.2.2.2.1 s (hKH hz) + have hId : G s '' (F s '' K) = K := by + ext z + constructor + · rintro ⟨_,⟨w,hwK,rfl⟩,rfl⟩ + simpa only [hw.2.2.2.2.2.2.2.2.1 s w (hKH hwK)] using hwK + · intro hz + exact ⟨F s z,⟨z,hz,rfl⟩,hw.2.2.2.2.2.2.2.2.1 s z (hKH hz)⟩ + by_contra hn + have hnull : hausdorffGauge h (F s '' K) = 0 := le_antisymm (le_of_not_gt hn) zero_le + have hhnull := source_gauge_holomorphic_compact_null κ hκ hκ8 h hh hf + (isOpen_survivingDomain hw.1 s) hFK hFD hGc hnull + rw [hId] at hhnull + exact (ne_of_gt hpos) hhnull +end +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section + + +theorem source_retained_compact_interior_lower_bound + {h : ℝ → ℝ} (hh : IsGauge h) {K E : Set ℂ} + (hK : IsCompact K) (hE : IsClosed E) + (μ : ℕ → FiniteMeasure ℂ) (a C : ℝ≥0) (ha : 0 < a) (hC : 0 < C) + (ρ : ℝ) (hρ : 0 < ρ) + (hmass : ∀ n, a ≤ (μ n).mass) + (hKsupport : ∀ n, μ n Kᶜ = 0) + (e : ℕ → ℝ) (he : Tendsto e atTop (𝓝 0)) + (hcarrier : ∀ n, (μ n : Measure ℂ) (Metric.cthickening (e n) E)ᶜ = 0) + (hball : ∀ x r, 0 < r → r < ρ → + ∀ᶠ n in atTop, (μ n : Measure ℂ) (Metric.ball x r) ≤ + (C : ℝ≥0∞) * ENNReal.ofReal (h r)) : + 0 < hausdorffGauge h (K ∩ E) := by + have hmpos (n : ℕ) : 0 < (μ n).mass := ha.trans_le (hmass n) + have hmne (n : ℕ) : μ n ≠ 0 := (μ n).mass_nonzero_iff.mp (hmpos n).ne' + let νs : ℕ → ProbabilityMeasure ℂ := fun n => (μ n).normalize + have hνK (n : ℕ) : νs n ∈ {ν : ProbabilityMeasure ℂ | ν Kᶜ = 0} := by + change (μ n).normalize Kᶜ = 0 + rw [(μ n).normalize_eq_of_nonzero (hmne n), hKsupport n, mul_zero] + obtain ⟨ν, hνK, φ, hφ, hlim⟩ := + (normalized_supported_probability_compact hK).tendsto_subseq hνK + have hνcarrier (n : ℕ) : + ((νs ∘ φ) n : Measure ℂ) (Metric.cthickening ((e ∘ φ) n) E)ᶜ = 0 := by + change ((μ (φ n)).normalize : Measure ℂ) (Metric.cthickening (e (φ n)) E)ᶜ = 0 + rw [(μ (φ n)).toMeasure_normalize_eq_of_nonzero (hmne (φ n)), + Measure.coe_nnreal_smul_apply, hcarrier (φ n), mul_zero] + have hνE : (ν : Measure ℂ) E = 1 := + (prob_compl_eq_zero_iff hE.measurableSet).mp + (probability_limit_shrinking_carriers hlim hE (e ∘ φ) + (he.comp hφ.tendsto_atTop) hνcarrier) + have hνKE : (ν : Measure ℂ) (K ∩ E) = 1 := by + apply (prob_compl_eq_zero_iff (hK.isClosed.inter hE).measurableSet).mp + rw [compl_inter] + apply measure_union_null + · exact (ProbabilityMeasure.null_iff_toMeasure_null _ _).mp hνK + · exact (prob_compl_eq_zero_iff hE.measurableSet).mpr hνE + have hνball (x : ℂ) (r : ℝ) (hr : 0 < r) (hrρ : r < ρ) : + (ν : Measure ℂ) (Metric.ball x r) ≤ (↑(C / a) : ℝ≥0∞) * ENNReal.ofReal (h r) := by + apply probability_limit_ball_bound hlim + filter_upwards [hφ.tendsto_atTop.eventually (hball x r hr hrρ)] with n hn + change ((μ (φ n)).normalize : Measure ℂ) (Metric.ball x r) ≤ _ + rw [(μ (φ n)).toMeasure_normalize_eq_of_nonzero (hmne (φ n)), + Measure.coe_nnreal_smul_apply] + have hfactor : (↑((μ (φ n)).mass⁻¹) : ℝ≥0∞) ≤ (↑(a⁻¹) : ℝ≥0∞) := by + rw [ENNReal.coe_inv (hmpos (φ n)).ne', ENNReal.coe_inv ha.ne'] + exact ENNReal.inv_le_inv.mpr (ENNReal.coe_le_coe.mpr (hmass (φ n))) + calc + (↑((μ (φ n)).mass⁻¹) : ℝ≥0∞) * (μ (φ n) : Measure ℂ) (Metric.ball x r) + ≤ (↑(a⁻¹) : ℝ≥0∞) * ((C : ℝ≥0∞) * ENNReal.ofReal (h r)) := + mul_le_mul' hfactor hn + _ = (↑(C / a) : ℝ≥0∞) * ENNReal.ofReal (h r) := by + rw [div_eq_mul_inv, ENNReal.coe_mul] + ac_rfl + have hdom := gauge_mass_distribution hh (ν : Measure ℂ) (C / a) + (div_pos hC ha) ρ hρ hνball + by_contra hn + have hz : hausdorffGauge h (K ∩ E) = 0 := le_antisymm (le_of_not_gt hn) bot_le + have hbound := Measure.le_iff'.mp hdom (K ∩ E) + simp only [hνKE, Measure.smul_apply, hz, smul_eq_mul, mul_zero, not_le_of_gt zero_lt_one] + at hbound + + +theorem source_retained_compact_interior_lower_bound_of_frequently + {h : ℝ → ℝ} (hh : IsGauge h) {K E : Set ℂ} + (hK : IsCompact K) (hE : IsClosed E) + (μ : ℕ → FiniteMeasure ℂ) (a C : ℝ≥0) (ha : 0 < a) (hC : 0 < C) + (ρ : ℝ) (hρ : 0 < ρ) + (hmass : ∃ᶠ n in atTop, a ≤ (μ n).mass) + (hKsupport : ∀ n, μ n Kᶜ = 0) + (e : ℕ → ℝ) (he : Tendsto e atTop (𝓝 0)) + (hcarrier : ∀ n, (μ n : Measure ℂ) (Metric.cthickening (e n) E)ᶜ = 0) + (hball : ∀ x r, 0 < r → r < ρ → + ∀ᶠ n in atTop, (μ n : Measure ℂ) (Metric.ball x r) ≤ + (C : ℝ≥0∞) * ENNReal.ofReal (h r)) : + 0 < hausdorffGauge h (K ∩ E) := by + + obtain ⟨φ, hφ, hm⟩ := Filter.subseq_forall_of_frequently (p := fun n : ℕ => a ≤ (μ n).mass) + (x := id) tendsto_id hmass + apply source_retained_compact_interior_lower_bound hh hK hE (μ ∘ φ) a C ha hC ρ hρ hm + (fun n => hKsupport (φ n)) (e ∘ φ) (he.comp hφ) (fun n => hcarrier (φ n)) + intro x r hr hrρ + exact hφ.eventually (hball x r hr hrρ) + +end +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +def SourceRetainedDyadicInteriorTarget : Prop := + ∀ κ : ℝ, 0 < κ → κ < 8 → + ∀ h : ℝ → ℝ, IsGauge h → HasSmallRadiusFormula h (hFormula κ) → + ∀ K E : Set ℂ, IsCompact K → IsClosed E → + ∀ μ : ℕ → FiniteMeasure ℂ, ∀ a : ℝ≥0, 0 < a → + (∃ᶠ N in atTop, a ≤ (μ N).mass) → + (∀ N, μ N Kᶜ = 0) → + ∀ e : ℕ → ℝ, Tendsto e atTop (𝓝 0) → + (∀ N, (μ N : Measure ℂ) (Metric.cthickening (e N) E)ᶜ = 0) → + ∀ D : ℝ, 0 < D → ∀ k₀ : ℕ, + (∀ N k, k₀ ≤ k → k ≤ N → ∀ ij : ℤ × ℤ, + μ N (retainedDyadicSquare k ij) ≤ ENNReal.ofReal (retainedThreshold κ D k)) → + 0 < hausdorffGauge h (K ∩ E) +theorem sourceRetainedDyadicInterior_proved : SourceRetainedDyadicInteriorTarget := by + intro κ hκ hκ8 h hh hf K E hK hE μ a ha hmass hKsupport e he hcarrier D hD k₀ htest + obtain ⟨b, hb, hscale⟩ := source_gauge_bounded_scaling κ hκ hκ8 h hh hf 2 (by norm_num) + obtain ⟨k₁, hk₁⟩ := eventually_atTop.mp + (retained_threshold_gauge_eventually κ hκ8 h hf D hD.le) + let J := max k₀ k₁ + let ρ : ℝ := min 1 (min b ((1/2:ℝ)^J/2)) + have hρ : 0 < ρ := lt_min (by norm_num) (lt_min hb (by positivity)) + let C : ℝ≥0 := ⟨9 * D * (2:ℝ)^(codimension κ/2) * (2:ℝ)^dimension κ, by positivity⟩ + have hC : 0 < C := by change 0 < 9 * D * (2:ℝ)^(codimension κ/2) * (2:ℝ)^dimension κ; positivity + apply source_retained_compact_interior_lower_bound_of_frequently hh hK hE μ a C ha hC ρ hρ + hmass hKsupport e he hcarrier + intro x r hr hrρ + have hr1 : r ≤ 1 := hrρ.le.trans (min_le_left _ _) + obtain ⟨k, hklo, hkhi⟩ := exists_nat_pow_near_of_lt_one hr hr1 + (by norm_num : (0:ℝ)<1/2) (by norm_num : (1/2:ℝ)<1) + have hside : (1/2:ℝ)^k < 2*r := by rw [pow_succ] at hklo; linarith + have hrJ : 2*r < (1/2:ℝ)^J := by + have hv : r < (1/2:ℝ)^J/2 := hrρ.trans_le ((min_le_right _ _).trans (min_le_right _ _)) + linarith + have hJk : J ≤ k := (pow_lt_pow_iff_right_of_lt_one₀ + (by norm_num : (0:ℝ)<1/2) (by norm_num : (1/2:ℝ)<1)).mp (hside.trans hrJ) |>.le + have hbound : retainedThreshold κ D k ≤ + D * (2:ℝ)^(codimension κ/2) * (2:ℝ)^dimension κ * h r := by + have hmono : h ((1/2:ℝ)^k) ≤ h (2*r) := + hh.monotoneOn (show 0 ≤ (1/2:ℝ)^k by positivity) + (show 0 ≤ 2*r by positivity) hside.le + have hrb : r ≤ b := hrρ.le.trans ((min_le_right _ _).trans (min_le_left _ _)) + calc + retainedThreshold κ D k ≤ D * (2:ℝ)^(codimension κ/2) * h ((1/2:ℝ)^k) := + hk₁ k ((le_max_right _ _).trans hJk) + _ ≤ D * (2:ℝ)^(codimension κ/2) * ((2:ℝ)^dimension κ * h r) := + mul_le_mul_of_nonneg_left (hmono.trans (hscale r hr.le hrb)) (by positivity) + _ = _ := by ring + filter_upwards [eventually_ge_atTop k] with N hN + calc + (μ N : Measure ℂ) (Metric.ball x r) ≤ 9 * ENNReal.ofReal (retainedThreshold κ D k) := + retained_dyadic_ball_bound (μ N) k _ (by + simpa only [FiniteMeasure.ennreal_coeFn_eq_coeFn_toMeasure] using + htest N k ((le_max_left _ _).trans hJk) hN) x r hkhi + _ = ENNReal.ofReal (9 * retainedThreshold κ D k) := by + rw [ENNReal.ofReal_mul (by norm_num : (0:ℝ)≤9)] + norm_num + _ ≤ ENNReal.ofReal ((C:ℝ)*h r) := by + apply ENNReal.ofReal_le_ofReal + change 9 * retainedThreshold κ D k ≤ + (9 * D * (2:ℝ)^(codimension κ/2) * (2:ℝ)^dimension κ) * h r + calc + 9 * retainedThreshold κ D k ≤ 9 * (D * (2:ℝ)^(codimension κ/2) * (2:ℝ)^dimension κ * h r) := + mul_le_mul_of_nonneg_left hbound (by norm_num) + _ = _ := by ring + _ = (C:ℝ≥0∞) * ENNReal.ofReal (h r) := by + rw [ENNReal.ofReal_mul C.coe_nonneg, ENNReal.ofReal_coe_nnreal] + +end +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory ProbabilityTheory Complex Metric +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +attribute [local instance] Classical.propDecidable +namespace RegularSLEPresentation +variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} +variable (a : RegularSLEPresentation P κ γ) +lemma source_actual_retained_interior_pathwise (hκ : 0 < κ) (hκ8 : κ < 8) + (z₀ : ℂ) (hz₀ : 2 < z₀.im) (T : ℝ≥0) (D b : ℝ) (hD : 0 < D) (hb : 0 < b) (k₀ : ℕ) + (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) + (ω : a.samples) (hω : ∃ᶠ N in atTop, ENNReal.ofReal b ≤ + retainedMeasure κ D (a.sourceFiniteGreenKernel z₀ T) k₀ N ω (closedBall z₀ 1)) : + 0 < hausdorffGauge h (closedBall z₀ 1 ∩ (γ ω '' Icc 0 T)) := by + let ν := a.sourceFiniteGreenKernel z₀ T + let (N : ℕ) : IsFiniteKernel (ν N) := a.sourceFiniteGreenKernel_finite hκ hκ8 z₀ hz₀ T N + let μ (N : ℕ) : FiniteMeasure ℂ := ⟨retainedMeasure κ D ν k₀ N ω, by + dsimp [retainedMeasure]; infer_instance⟩ + have hmass : ∃ᶠ N in atTop, (⟨b,hb.le⟩ : ℝ≥0) ≤ (μ N).mass := by + apply hω.mono + intro N hN + have hm : ENNReal.ofReal b ≤ (μ N : Measure ℂ) univ := + hN.trans (measure_mono (subset_univ _)) + change b ≤ ((μ N).mass : ℝ) + have ht := ENNReal.toReal_mono (measure_ne_top (μ N : Measure ℂ) univ) hm + simpa only [ENNReal.toReal_ofReal hb.le, ← FiniteMeasure.ennreal_mass, + ENNReal.coe_toReal] using ht + have hK (N : ℕ) : μ N (closedBall z₀ 1)ᶜ = 0 := by + apply (FiniteMeasure.null_iff_toMeasure_null _ _).mpr + exact retainedMeasure_zero_of_zero κ D ν k₀ N ω (a.sourceFiniteGreenKernel_supported z₀ T N ω) + have hcarrier (N : ℕ) : (μ N : Measure ℂ) (cthickening ((2:ℝ)^(-(N:ℝ))) (γ ω '' Icc 0 T))ᶜ = 0 := + retainedMeasure_zero_of_zero κ D ν k₀ N ω (a.sourceFiniteGreenKernel_carrier z₀ T N ω) + have htest (N k : ℕ) (hk₀ : k₀ ≤ k) (hkN : k ≤ N) (ij : ℤ × ℤ) : + (μ N (retainedDyadicSquare k ij) : ℝ≥0∞) ≤ ENNReal.ofReal (retainedThreshold κ D k) := by + rw [FiniteMeasure.ennreal_coeFn_eq_coeFn_toMeasure] + exact retainedMeasure_square_bound κ D ν k₀ N ω k hk₀ hkN ij + exact sourceRetainedDyadicInterior_proved κ hκ hκ8 h hh hf (closedBall z₀ 1) (γ ω '' Icc 0 T) + (isCompact_closedBall _ _) (isCompact_Icc.image (a.trace_continuous ω)).isClosed + μ ⟨b,hb.le⟩ hb hmass hK (fun N => (2:ℝ)^(-(N:ℝ))) source_dyadic_tendsto hcarrier D hD k₀ htest +end RegularSLEPresentation +end +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory ProbabilityTheory Complex Metric +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +attribute [local instance] Classical.propDecidable + + +def SourceInteriorRetainedTransferTarget : Prop := + ∀ κ : ℝ, 4 < κ → κ < 8 → + ∀ (Ω : Type) (_ : MeasurableSpace Ω) (P : Measure Ω), IsProbabilityMeasure P → + ∀ (γ : Ω → ℝ≥0 → ℂ) (a : RegularSLEPresentation P κ γ) (z₀ : ℂ), 2 < z₀.im → + ∀ h : ℝ → ℝ, IsGauge h → HasSmallRadiusFormula h (hFormula κ) → + ∃ (T : ℝ≥0) (E : Set a.samples), 0 < T ∧ MeasurableSet E ∧ + 0 < (P.comap Subtype.val) E ∧ ∀ ω ∈ E, + 0 < hausdorffGauge h (Metric.closedBall z₀ 1 ∩ (γ ω '' Set.Icc 0 T)) ∧ + ∀ (U : ℝ≥0 → ℝ) (η : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), + IsCapacityTwoWitness U η G F → ∀ s : ℝ≥0, + 0 < hausdorffGauge h (F s '' (Metric.closedBall z₀ 1 ∩ (γ ω '' Set.Icc 0 T))) + +theorem sourceInteriorRetainedTransfer_proved : SourceInteriorRetainedTransferTarget := by + intro κ hκ hκ8 Ω m P hP γ a z₀ hz₀ h hh hf + let : IsProbabilityMeasure P := hP + have hk : 0 < κ := by linarith + obtain ⟨T,D,b,p,k₀,hT,hD,hb,hp,hlim⟩ := a.source_actual_retained_experiment hκ hκ8 z₀ hz₀ + let ν := a.sourceFiniteGreenKernel z₀ T + let (N : ℕ) : IsFiniteKernel (ν N) := a.sourceFiniteGreenKernel_finite hk hκ8 z₀ hz₀ T N + let E : Set a.samples := {ω | ∃ᶠ N in atTop, ENNReal.ofReal b ≤ + retainedMeasure κ D ν k₀ N ω (closedBall z₀ 1)} + have hE : MeasurableSet E := by + have heq : E = ⋂ n : ℕ, ⋃ N ≥ n, + {ω | ENNReal.ofReal b ≤ retainedMeasure κ D ν k₀ N ω (closedBall z₀ 1)} := by + ext ω + simp [E,frequently_atTop] + rw [heq] + exact MeasurableSet.iInter (fun n => MeasurableSet.iUnion (fun N => MeasurableSet.iUnion + (fun _ => measurableSet_le measurable_const (retainedMeasure_measurable κ D ν k₀ N measurableSet_closedBall)))) + refine ⟨T,E,hT,hE,(ENNReal.ofReal_pos.mpr hp).trans_le hlim,?_⟩ + intro ω hω + have hpos := a.source_actual_retained_interior_pathwise hk hκ8 z₀ hz₀ T D b (zero_lt_one.trans_le hD) hb + k₀ h hh hf ω hω + refine ⟨hpos,?_⟩ + intro U η G F hw s + exact source_inverse_chart_gauge_positive κ hk hκ8 h hh hf U η G F hw s + ((isCompact_closedBall z₀ 1).inter_right (isCompact_Icc.image (a.trace_continuous ω)).isClosed) + (fun z hz => zero_lt_one.trans (source_unit_ball_height hz₀ hz.1)) hpos +end +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory ProbabilityTheory Complex TopologicalSpace +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +local instance actualRetainedKernelDriverMeasurableSpace : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance actualRetainedKernelTraceMeasurableSpace : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance actualRetainedKernelDriverBorelSpace : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance actualRetainedKernelTraceBorelSpace : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ +lemma source_brownian_continuous_law_unique + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (B B' : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) (hB' : IsBrownianReal B' P) + (hm : ∀ t, Measurable (B t)) (hm' : ∀ t, Measurable (B' t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hc' : ∀ ω, Continuous (fun t => B' t ω)) : + P.map (sourceDriverPath B hc) = P.map (sourceDriverPath B' hc') := by + have hL : IsProjectiveLimit (P.map (fun ω t => B t ω)) BrownianReal.projectiveFamily := by + intro I + rw [Measure.map_map (Finset.measurable_restrict I) (Measurable.of_eval hm)] + exact (hB.hasLaw I).map_eq + have hR : IsProjectiveLimit (P.map (fun ω t => B' t ω)) BrownianReal.projectiveFamily := by + intro I + rw [Measure.map_map (Finset.measurable_restrict I) (Measurable.of_eval hm')] + exact (hB'.hasLaw I).map_eq + apply source_path_evaluation_embedding.map_injective + have he := congrArg (Measure.map (fun p : ℝ≥0 → ℝ => fun n => p (denseSeq ℝ≥0 n))) (hL.unique hR) + have hem : Measurable (fun p : ℝ≥0 → ℝ => fun n => p (denseSeq ℝ≥0 n)) := + Measurable.of_eval (fun _ => measurable_pi_apply _) + rw [Measure.map_map source_path_evaluation_embedding.measurable (source_path_measurable _ hm), + Measure.map_map source_path_evaluation_embedding.measurable (source_path_measurable _ hm')] + rw [Measure.map_map hem (Measurable.of_eval hm), + Measure.map_map hem (Measurable.of_eval hm')] at he + exact he + + +def SourceTraceLawUniqueTarget : Prop := + ∀ {Ω : Type*} [_m : MeasurableSpace Ω] {P : Measure Ω} (κ : ℝ), 0 < κ → κ < 8 → + ∀ (B B' : ℝ≥0 → Ω → ℝ), IsBrownianReal B P → IsBrownianReal B' P → + ∀ (_hm : ∀ t, Measurable (B t)) (_hm' : ∀ t, Measurable (B' t)) + (_hc : ∀ ω, Continuous (fun t => B t ω)) (_hc' : ∀ ω, Continuous (fun t => B' t ω)) + (γ η : Ω → ℝ≥0 → ℂ) (G F G' F' : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hw' : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B' t ω) (η ω) (G' ω) (F' ω)), + P.map (sourceTracePath γ (fun ω => (hw ω).1)) = + P.map (sourceTracePath η (fun ω => (hw' ω).1)) +theorem sourceTraceLawUnique_proved : SourceTraceLawUniqueTarget := by + intro Ω m P κ hκ hκ8 B B' hB hB' hm hm' hc hc' γ η G F G' F' hw hw' + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let bp := sourceDriverPath B hc + let rp := sourceDriverPath B' hc' + let gp := sourceTracePath γ (fun ω => (hw ω).1) + let ep := sourceTracePath η (fun ω => (hw' ω).1) + have hbm : Measurable bp := source_path_measurable bp hm + have hrm : Measurable rp := source_path_measurable rp hm' + have hγa : Adapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun t ω => gp ω t) := by + apply capacity_trace_adapted _ (fun t ω => Real.sqrt κ * B t ω) + ?_ (fun ω => continuous_const.mul (hc ω)) γ G F hw + intro t + exact measurable_const.mul + ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)) t).measurable + obtain ⟨Φ,hΦm,hΦ⟩ := source_trace_factor B hm hc gp hγa + have hΦe (ω : Ω) : Φ (bp ω) = gp ω := (congrFun hΦ ω).symm + have hlaw : P.map bp = P.map rp := source_brownian_continuous_law_unique B B' hB hB' hm hm' hc hc' + choose Q hQm hQ0 hQd using fun (t : ℝ≥0) (n : ℕ) => + source_canonical_reverse_flow κ t (a := 1 / ((n : ℝ) + 1)) (by positivity) + let a (n : ℕ) : ℝ := 1 / ((n : ℝ) + 1) + have ha (n : ℕ) : 0 < a n := by dsimp [a]; positivity + have hy : Tendsto a atTop (𝓝[>] (0 : ℝ)) := + tendsto_nhdsWithin_iff.mpr ⟨tendsto_one_div_add_atTop_nhds_zero_nat, Eventually.of_forall ha⟩ + have hQorig (ω : Ω) (t : ℝ≥0) (n : ℕ) : + Q t n t (bp ω) = F ω t ((Real.sqrt κ * B t ω : ℝ) + (a n : ℂ) * I) := by + apply (hw ω).reverse_flow_identifies t + ((Real.sqrt κ * B t ω : ℝ) + (a n : ℂ) * I) (ha n) (by simp) + (fun s => Q t n s (bp ω)) (hQ0 t n (bp ω)) + intro s hs + exact (hQd t n (bp ω) s hs.1).mono Icc_subset_Ici_self + have hQnew (ω : Ω) (t : ℝ≥0) (n : ℕ) : + Q t n t (rp ω) = F' ω t ((Real.sqrt κ * B' t ω : ℝ) + (a n : ℂ) * I) := by + apply (hw' ω).reverse_flow_identifies t + ((Real.sqrt κ * B' t ω : ℝ) + (a n : ℂ) * I) (ha n) (by simp) + (fun s => Q t n s (rp ω)) (hQ0 t n (rp ω)) + intro s hs + exact (hQd t n (rp ω) s hs.1).mono Icc_subset_Ici_self + have hQlimit (ω : Ω) (t : ℝ≥0) : + Tendsto (fun n => Q t n t (bp ω)) atTop (𝓝 (Φ (bp ω) t)) := by + have ht := ((hw ω).2.2.2.2.2.2.2.2.2.2.2.2 t).comp hy + simpa only [hQorig,hΦe,gp,sourceTracePath,ContinuousMap.coe_mk,Function.comp_def] using ht + have hset (t : ℝ≥0) : MeasurableSet + {p : C(ℝ≥0,ℝ) | Tendsto (fun n => Q t n t p - Φ p t) atTop (𝓝 0)} := + measurableSet_tendsto (𝓝 (0:ℂ)) (fun n => (hQm t n t).sub + ((continuous_eval_const t).measurable.comp hΦm)) + have hQR (t : ℝ≥0) : ∀ᵐ ω ∂P, Tendsto (fun n => Q t n t (rp ω)) atTop (𝓝 (Φ (rp ω) t)) := by + have ho : ∀ᵐ p ∂P.map bp, Tendsto (fun n => Q t n t p - Φ p t) atTop (𝓝 0) := by + apply (ae_map_iff hbm.aemeasurable (hset t)).2 + exact Eventually.of_forall (fun ω => tendsto_sub_nhds_zero_iff.mpr (hQlimit ω t)) + rw [hlaw] at ho + filter_upwards [(ae_map_iff hrm.aemeasurable (hset t)).1 ho] with ω hω + exact tendsto_sub_nhds_zero_iff.mp hω + have hEQ : ∀ᵐ ω ∂P, Φ (rp ω) = ep ω := by + filter_upwards [ae_all_iff.mpr (fun j : ℕ => hQR (denseSeq ℝ≥0 j))] with ω hω + apply DFunLike.coe_injective + apply (denseRange_denseSeq ℝ≥0).equalizer (Φ (rp ω)).continuous (ep ω).continuous + funext j + have ht := ((hw' ω).2.2.2.2.2.2.2.2.2.2.2.2 (denseSeq ℝ≥0 j)).comp hy + have hn := hω j + simp only [hQnew] at hn + exact tendsto_nhds_unique hn ht + have he := congrArg (Measure.map Φ) hlaw + rw [Measure.map_map hΦm hbm,Measure.map_map hΦm hrm] at he + have hcomp : Φ ∘ bp = gp := hΦ.symm + rw [hcomp] at he + exact he.trans (Measure.map_congr hEQ) +end +end SLEExactGauge +end + +end OAI diff --git a/lean/OAI/Probability/SLE/AllPublishedMain.lean b/lean/OAI/Probability/SLE/AllPublishedMain.lean index e11b9cb2f47a7c6f50c2d444782c9b9e793cf118..c4d825fd792734d33f13c574f716c3b4e27c859c 100644 --- a/lean/OAI/Probability/SLE/AllPublishedMain.lean +++ b/lean/OAI/Probability/SLE/AllPublishedMain.lean @@ -1,6 +1,6 @@ -import OAI.Probability.SLE.Geometry.CanonicalRestartDischarge -import OAI.Probability.SLE.Geometry.ExplicitPublishedMain -import OAI.Probability.SLE.Gauge.LargerGaugeMain - -/-! Exact Hausdorff gauges, physical multipoint estimates, and canonical-mass -restart identities for ordinary chordal SLE. -/ +import OAI.Probability.SLE.Geometry.CanonicalRestartDischarge +import OAI.Probability.SLE.Geometry.ExplicitPublishedMain +import OAI.Probability.SLE.Gauge.LargerGaugeMain + +/-! Exact Hausdorff gauges, physical multipoint estimates, and canonical-mass +restart identities for ordinary chordal SLE. -/ diff --git a/lean/OAI/Probability/SLE/Angle/ActualAngleSpectral.lean b/lean/OAI/Probability/SLE/Angle/ActualAngleSpectral.lean index f373b8fa60c4893fdb2ff6fd3b8f3d0c10ae4c42..240992055f4f2084d1ab74ce886299ff03871188 100644 --- a/lean/OAI/Probability/SLE/Angle/ActualAngleSpectral.lean +++ b/lean/OAI/Probability/SLE/Angle/ActualAngleSpectral.lean @@ -1,69 +1,69 @@ -import OAI.Probability.SLE.Angle.AngleEigenMoment -import OAI.Probability.SLE.Angle.AngleMomentUniqueness -import OAI.Probability.SLE.Angle.AngleSpectralLaw - -namespace OAI - -/-! Identification of the actual finite centered angle law with the -explicit positive spectral kernel at every sufficiently large radius time. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Polynomial -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} - (hB : IsBrownianReal B P) (hBm : Measurable (Function.uncurry B)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - -include hB hBm hc h0 hκ hκ8 γ G F hw - -lemma actual_angle_law_eq_spectral (z : ℂ) (hz : z∈upperHalfPlane) - (u : ℝ) (hu : angleSpectralMixingTime κ≤u) : - (finiteCenteredLaw P κ B γ G z u).map - (extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z u) z)= - angleSpectralLaw κ u z.arg := by - have hu0 : 0≤u := (angleSpectralMixingTime_pos hκ).le.trans hu - let hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left - let S : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u - have hS := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz u hu0 - let a := extendedMarkedAngle κ B γ G S z - have ham : Measurable a := - (extendedMarkedAngle_measurable B hm hc κ γ G F hw S hS z).mono hS.measurableSpace_le le_rfl - let Q := finiteCenteredLaw P κ B γ G z u - have : IsProbabilityMeasure Q := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F - (Eventually.of_forall hw) z hz u hu0 - have : IsProbabilityMeasure (angleSpectralLaw κ u z.arg) := angleSpectralLaw_isProbability hκ hu z.arg - have hang : ∀ᵐ ω ∂Q, a ω∈Ioo (0:ℝ) Real.pi := - finiteCenteredLaw_extended_angle_mem hB hc hκ hκ8 γ G F hw z hz u u hu0 le_rfl - have hfinite : ∀ᵐ ω ∂Q, radiusLevelTime (γ ω) (G ω) z u<∞ := by - have hh := finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F - (Eventually.of_forall hw) z hz u u hu0 le_rfl S (Eventually.of_forall fun _ => le_rfl) - exact hh.mono fun ω hω => lt_top_iff_ne_top.mpr hω - apply angleMeasures_eq_of_eigenMoments κ - · exact (ae_map_iff ham.aemeasurable measurableSet_Icc).mpr (hang.mono fun _ h => ⟨h.1.le,h.2.le⟩) - · exact (angleSpectralLaw_ae_mem z.arg).mono fun _ h => ⟨h.1.le,h.2.le⟩ - · intro n - rw [integral_map ham.aemeasurable - (anglePolynomialTest_integrable (Q.map a) (angleEigenPolynomial κ n)).aestronglyMeasurable, - angleSpectralLaw_eigen_moment hκ hu] - change (∫ ω, (angleEigenPolynomial κ n).eval (Real.cos (a ω)) ∂Q)=_ - calc - _ = ∫ ω, (angleEigenPolynomial κ n).eval (Real.cos - ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- - (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg)) ∂Q := by - apply integral_congr_ae - filter_upwards [hfinite] with ω hω - rw [show a ω= _ from extendedMarkedAngle_at_finite_radius κ B hc γ G F hw z u ω hω] - _ = _ := finiteCenteredLaw_eigen_moment hB hBm hc h0 hκ hκ8 γ G F - (Eventually.of_forall hw) z hz u hu0 n - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleEigenMoment +import OAI.Probability.SLE.Angle.AngleMomentUniqueness +import OAI.Probability.SLE.Angle.AngleSpectralLaw + +namespace OAI + +/-! Identification of the actual finite centered angle law with the +explicit positive spectral kernel at every sufficiently large radius time. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Polynomial +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + (hB : IsBrownianReal B P) (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + +include hB hBm hc h0 hκ hκ8 γ G F hw + +lemma actual_angle_law_eq_spectral (z : ℂ) (hz : z∈upperHalfPlane) + (u : ℝ) (hu : angleSpectralMixingTime κ≤u) : + (finiteCenteredLaw P κ B γ G z u).map + (extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z u) z)= + angleSpectralLaw κ u z.arg := by + have hu0 : 0≤u := (angleSpectralMixingTime_pos hκ).le.trans hu + let hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let S : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u + have hS := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz u hu0 + let a := extendedMarkedAngle κ B γ G S z + have ham : Measurable a := + (extendedMarkedAngle_measurable B hm hc κ γ G F hw S hS z).mono hS.measurableSpace_le le_rfl + let Q := finiteCenteredLaw P κ B γ G z u + have : IsProbabilityMeasure Q := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F + (Eventually.of_forall hw) z hz u hu0 + have : IsProbabilityMeasure (angleSpectralLaw κ u z.arg) := angleSpectralLaw_isProbability hκ hu z.arg + have hang : ∀ᵐ ω ∂Q, a ω∈Ioo (0:ℝ) Real.pi := + finiteCenteredLaw_extended_angle_mem hB hc hκ hκ8 γ G F hw z hz u u hu0 le_rfl + have hfinite : ∀ᵐ ω ∂Q, radiusLevelTime (γ ω) (G ω) z u<∞ := by + have hh := finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F + (Eventually.of_forall hw) z hz u u hu0 le_rfl S (Eventually.of_forall fun _ => le_rfl) + exact hh.mono fun ω hω => lt_top_iff_ne_top.mpr hω + apply angleMeasures_eq_of_eigenMoments κ + · exact (ae_map_iff ham.aemeasurable measurableSet_Icc).mpr (hang.mono fun _ h => ⟨h.1.le,h.2.le⟩) + · exact (angleSpectralLaw_ae_mem z.arg).mono fun _ h => ⟨h.1.le,h.2.le⟩ + · intro n + rw [integral_map ham.aemeasurable + (anglePolynomialTest_integrable (Q.map a) (angleEigenPolynomial κ n)).aestronglyMeasurable, + angleSpectralLaw_eigen_moment hκ hu] + change (∫ ω, (angleEigenPolynomial κ n).eval (Real.cos (a ω)) ∂Q)=_ + calc + _ = ∫ ω, (angleEigenPolynomial κ n).eval (Real.cos + ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- + (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg)) ∂Q := by + apply integral_congr_ae + filter_upwards [hfinite] with ω hω + rw [show a ω= _ from extendedMarkedAngle_at_finite_radius κ B hc γ G F hw z u ω hω] + _ = _ := finiteCenteredLaw_eigen_moment hB hBm hc h0 hκ hκ8 γ G F + (Eventually.of_forall hw) z hz u hu0 n + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/ActualAngleWarmup.lean b/lean/OAI/Probability/SLE/Angle/ActualAngleWarmup.lean index 41d42799324705d47c47614d3af5272a072298cf..cb64a7e71052ccf1424cdb4152b52a9fde100306 100644 --- a/lean/OAI/Probability/SLE/Angle/ActualAngleWarmup.lean +++ b/lean/OAI/Probability/SLE/Angle/ActualAngleWarmup.lean @@ -1,250 +1,250 @@ -import OAI.Probability.SLE.Loewner.CanonicalInverseAngle -import OAI.Probability.SLE.Geometry.NormalizedCanonicalRestart -import OAI.Probability.SLE.Geometry.StoppedMarkedStateMeasurability -import OAI.Probability.SLE.Geometry.FiniteDensityAtRadiusState -import OAI.Probability.SLE.Mass.RestartStoppedMass -import OAI.Probability.SLE.Geometry.RestartWeightedKernel - -namespace OAI - -/-! A one-unit conformal-radius warmup has a uniformly positive chance of -producing a good angle, conditionally on every actual stopped-past event. -The estimate uses the canonical Loewner witness. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -local instance warmupDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance warmupDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ -local instance warmupPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance warmupPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -lemma IsCapacityTwoWitness.normalized_restart_stopped_sine - {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} - (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T a : ℝ≥0) (ha : 0 < a) - (hb : IsCapacityTwoWitness (normalizedRestartDriver U T a) β G' F') - (w : ℂ) (u v : ℝ) - (hbase : fullRadius G T (F T ((a : ℂ) * w + (U T : ℂ))) = - (2 * (F T ((a : ℂ) * w + (U T : ℂ))).im) * Real.exp (-u)) - (hfinite : radiusLevelTime β G' w v < ∞) : - radiusLevelTime γ G (F T ((a : ℂ) * w + (U T : ℂ))) (u + v) < ∞ ∧ - Real.sin (Complex.arg (G (radiusLevelTime γ G - (F T ((a : ℂ) * w + (U T : ℂ))) (u + v)).toNNReal - (F T ((a : ℂ) * w + (U T : ℂ))) - - (U (radiusLevelTime γ G (F T ((a : ℂ) * w + (U T : ℂ))) - (u + v)).toNNReal : ℂ))) = - Real.sin (Complex.arg (G' (radiusLevelTime β G' w v).toNNReal w - - (normalizedRestartDriver U T a (radiusLevelTime β G' w v).toNNReal : ℂ))) := by - have hV : Continuous (normalizedRestartDriver U T a) := by - unfold normalizedRestartDriver - fun_prop - obtain ⟨t, ht, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top β G' w v hfinite - have hs := radiusLevelTime_eq_of_live_level hV hb w v t ht hR - have hp := (hw.normalized_restart_level_of_live_source hU T a ha hb w u v hbase t ht hR).2 - refine ⟨by rw [hp]; exact ENNReal.coe_lt_top, ?_⟩ - rw [hp, hs, ENNReal.toNNReal_coe, ENNReal.toNNReal_coe] - have hbup := normalized_restart_witness T a ha hb - have haC : (a : ℂ) ≠ 0 := by exact_mod_cast ha.ne' - have htu : (a : ℂ) * w ∈ survivingDomain (sourceScaleTrace a β) (a ^ 2 * t) := by - rw [source_scale_domain_iff a _ ha β, source_scale_time_mul_sq a t ha, - mul_div_cancel_left₀ w haC] - exact ht - have hc := hw.restart_centered_value T hbup (a ^ 2 * t) ((a : ℂ) * w) htu - rw [sourceScaleChart, source_scale_time_mul_sq a t ha, - mul_div_cancel_left₀ w haC] at hc - have hscale : (a : ℂ) * G' t w - ((U (T + a ^ 2 * t) - U T : ℝ) : ℂ) = - (a : ℂ) * (G' t w - (normalizedRestartDriver U T a t : ℂ)) := by - rw [normalizedRestartDriver, Complex.ofReal_div] - field_simp - rw [hc, hscale, sin_arg_pos_real_mul (a : ℝ) ha] - -/-- The canonical measurable event is exactly the geometric stopped-angle -condition for the supplied actual witness. -/ -lemma canonical_good_angle_source_eq - {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) - (hc : ∀ ω, Continuous (fun t => B t ω)) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (u s : ℝ) (hu : 0 ≤ u) : - {ω | canonicalRadiusLevel κ (u, z, sourceDriverPath B hc ω) < ∞ ∧ - s ≤ canonicalStoppedSine κ (u, z, sourceDriverPath B hc ω)} = - {ω | radiusLevelTime (γ ω) (G ω) z u < ∞ ∧ - s ≤ Real.sin (Complex.arg (G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z - - (Real.sqrt κ * B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω : ℝ)))} := by - ext ω - simp only [mem_ofPred_eq, canonicalRadiusLevel_eq κ (sourceDriverPath B hc ω) (hw ω) u hu z] - by_cases hf : radiusLevelTime (γ ω) (G ω) z u < ∞ - · rw [canonicalStoppedSine_eq κ (sourceDriverPath B hc ω) (hw ω) u hu z hf] - rfl - · simp only [hf, false_and] - -/-- The actual finite centered law is compared on every stopped-past event. -The scale and canonical witness may be fixed before choosing that event. -/ -theorem actual_one_unit_angle_warmup - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) - (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) - (hW : ∀ᵐ p ∂P.map (sourceDriverPath B hc), IsCapacityTwoWitness - (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) : - ∃ s : ℝ, 0 < s ∧ ∀ (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B - (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - (z : ℂ), z ∈ upperHalfPlane → ∀ (u : ℝ), 0 ≤ u → - ∀ (E : Set Ω), MeasurableSet[hτ.measurableSpace] E → - (∀ ω ∈ E, z ∈ survivingDomain (γ ω) (τ ω)) → - (∀ ω ∈ E, fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u)) → - ∀ (A : Set Ω), MeasurableSet[hτ.measurableSpace] A → - ENNReal.ofReal (1 / 2 : ℝ) * finiteCenteredLaw P κ B γ G z (u + 1) (A ∩ E) ≤ - finiteCenteredLaw P κ B γ G z (u + 1) - (A ∩ E ∩ {ω | canonicalRadiusLevel κ (u + 1, z, sourceDriverPath B hc ω) < ∞ ∧ - s ≤ canonicalStoppedSine κ (u + 1, z, sourceDriverPath B hc ω)}) := by - classical - let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) - let bp := sourceDriverPath B hc - let ν := P.map bp - have hbpm : Measurable bp := source_path_measurable _ hm - have : IsProbabilityMeasure ν := - (Measure.isProbabilityMeasure_map_iff hbpm.aemeasurable).mpr inferInstance - obtain ⟨s, hs, hsections⟩ := canonical_uniform_good_angle ν - (canonical_driver_isBrownian B hB hm hc) κ hκ hκ8 Φ Gc Fc hW - refine ⟨s, hs, ?_⟩ - intro τ hτ z hz u hu E hE hlive hbase A hA - let a := stoppedMarkedScale κ B γ G τ z - let w := stoppedMarkedUnit κ B γ G τ z - let Y := normalizedRestartDriverPath B hc τ a - have ham : Measurable[hτ.measurableSpace] a := - source_stoppedMarkedScale_measurable B hm hc κ γ G F hw τ hτ z - have ha : ∀ ω, 0 < a ω := stoppedMarkedScale_pos κ B γ G τ z - have hwm : Measurable[hτ.measurableSpace] w := - source_stoppedMarkedUnit_measurable B hm hc κ γ G F hw τ hτ z - have hYm : Measurable Y := by - have hrm : Measurable (sourceRestartDriverPath B hc τ) := - source_path_measurable _ (fun t => (measurable_pi_apply t).comp - (brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ))) - exact measurable_scaleDriverPath.comp - ((ham.inv.mono hτ.measurableSpace_le le_rfl).prodMk hrm) - have hYlaw (D : Set Ω) (hD : MeasurableSet[hτ.measurableSpace] D) : - (P.restrict D).map Y = P D • ν := - source_restart_random_scale_driver_law B hB hm hc τ hτ - (fun ω => (a ω)⁻¹) ham.inv (fun ω => inv_pos.mpr (ha ω)) D hD - have hYlaw₀ : P.map Y = ν := by - simpa only [Measure.restrict_univ, measure_univ, one_smul] using hYlaw univ MeasurableSet.univ - have hYw := canonical_witness_pullback hW Y hYm hYlaw₀ - have hgeometry (ω : Ω) (hω : ω ∈ E) := - source_stoppedMarkedState_geometry B hc κ γ G F hw τ z ω (hlive ω hω) - have hpoint (ω : Ω) (hω : ω ∈ E) : - F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ)) = z := by - simpa only [normalizedInverse, add_comm] using (hgeometry ω hω).2.2.1 - obtain ⟨M, hM, hMfinite, hMactual, hMpast⟩ := - exists_finiteDensity_at_radius_state hB hBm hc hB0 κ hκ hκ8 γ G F hw - τ hτ z hz u 1 hu (by norm_num) E hE hlive hbase - let C : Set (Ω × C(ℝ≥0, ℝ)) := {q | q.1 ∈ E ∧ - canonicalRadiusLevel κ (1, w q.1, q.2) < ∞ ∧ - s ≤ canonicalStoppedSine κ (1, w q.1, q.2)} - let K : Ω × C(ℝ≥0, ℝ) → ℝ≥0∞ := - fun q => M q.1 * canonicalFiniteDensity κ (1, w q.1, q.2) - let S : Set Ω := E ∩ {ω | canonicalRadiusLevel κ (u + 1, z, bp ω) < ∞ ∧ - s ≤ canonicalStoppedSine κ (u + 1, z, bp ω)} - let Z : Ω → ℝ≥0∞ := fun ω => ENNReal.ofReal - (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z (u + 1) / initialGreen κ z) - have hCm : @MeasurableSet (Ω × C(ℝ≥0, ℝ)) (hτ.measurableSpace.prod _) C := - (hE.preimage measurable_fst).inter - (@measurableSet_canonical_good_angle_random_state (Ω × C(ℝ≥0, ℝ)) - (hτ.measurableSpace.prod _) κ s _ measurable_snd _ measurable_const _ - (hwm.comp measurable_fst)) - have hKm : @Measurable (Ω × C(ℝ≥0, ℝ)) ℝ≥0∞ (hτ.measurableSpace.prod _) _ K := - (hM.comp measurable_fst).mul ((canonicalFiniteDensity_measurable κ).comp - (measurable_const.prodMk ((hwm.comp measurable_fst).prodMk measurable_snd))) - have hSm : MeasurableSet S := (hτ.measurableSpace_le E hE).inter - (measurableSet_canonical_good_angle_random_state κ s hbpm measurable_const measurable_const) - have hsec : ∀ᵐ ω ∂P, ENNReal.ofReal (1 / 2 : ℝ) * E.indicator M ω ≤ - ∫⁻ p, C.indicator K (ω, p) ∂ν := by - apply Eventually.of_forall - intro ω - by_cases hω : ω ∈ E - · let D : Set C(ℝ≥0, ℝ) := {p | canonicalRadiusLevel κ (1, w ω, p) < ∞ ∧ - s ≤ canonicalStoppedSine κ (1, w ω, p)} - have hDm : MeasurableSet D := measurableSet_canonical_good_angle_random_state κ s - measurable_id measurable_const measurable_const - have he : (fun p => C.indicator K (ω, p)) = - fun p => M ω * D.indicator (fun p => canonicalFiniteDensity κ (1, w ω, p)) p := by - funext p - by_cases hp : p ∈ D <;> simp only [C, K, D, mem_ofPred_eq] at hp ⊢ <;> - simp [hω, hp] - rw [he, lintegral_const_mul' _ _ (hMfinite ω), indicator_of_mem hω, - lintegral_indicator hDm, ← withDensity_apply _ hDm] - have hb := hsections (w ω) (hgeometry ω hω).2.1 1 (by norm_num) - change ENNReal.ofReal (1 / 2 : ℝ) ≤ - (ν.withDensity (fun p => canonicalFiniteDensity κ (1, w ω, p))) D at hb - calc - _ = M ω * ENNReal.ofReal (1 / 2 : ℝ) := mul_comm _ _ - _ ≤ _ := mul_le_mul' le_rfl hb - · simp [C, hω] - have hactual : ∀ᵐ ω ∂P, C.indicator K (ω, Y ω) ≤ S.indicator Z ω := by - filter_upwards [hYw, hMactual] with ω hy hMω - by_cases hC : (ω, Y ω) ∈ C - · rcases hC with ⟨hωE, hf, hsine⟩ - have hdriver := normalizedRestartDriverPath_driver κ B hc τ a ω - have hy' : IsCapacityTwoWitness - (normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) (τ ω) (a ω)) - (Φ (Y ω)) (Gc (Y ω)) (Fc (Y ω)) := hdriver ▸ hy - have hf' : radiusLevelTime (Φ (Y ω)) (Gc (Y ω)) (w ω) 1 < ∞ := by - rwa [canonicalRadiusLevel_eq κ (Y ω) hy 1 (by norm_num) (w ω)] at hf - have hbase' : fullRadius (G ω) (τ ω) - (F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ))) = - (2 * (F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ))).im) * - Real.exp (-u) := by simpa only [hpoint ω hωE] using hbase ω hωE - have hang := (hw ω).normalized_restart_stopped_sine ((hc ω).const_mul _) - (τ ω) (a ω) (ha ω) hy' (w ω) u 1 hbase' hf' - rw [hpoint ω hωE] at hang - have hphysical : ω ∈ S := by - refine ⟨hωE, ?_, ?_⟩ - · rw [canonicalRadiusLevel_eq κ (bp ω) (hw ω) (u + 1) (by linarith) z] - exact hang.1 - · rw [canonicalStoppedSine_eq κ (bp ω) (hw ω) (u + 1) (by linarith) z hang.1] - change s ≤ Real.sin (Complex.arg (G ω (radiusLevelTime (γ ω) (G ω) z - (u + 1)).toNNReal z - (Real.sqrt κ * B (radiusLevelTime (γ ω) (G ω) z - (u + 1)).toNNReal ω : ℝ))) - rw [hang.2] - rw [canonicalStoppedSine_eq κ (Y ω) hy 1 (by norm_num) (w ω) hf'] at hsine - rw [← hdriver] - exact hsine - rw [indicator_of_mem (show (ω, Y ω) ∈ C from ⟨hωE, hf, hsine⟩), - indicator_of_mem hphysical] - change M ω * canonicalFiniteDensity κ (1, w ω, Y ω) ≤ Z ω - rw [hMω hωE, canonicalFiniteDensity_eq κ (Y ω) hy 1 (by norm_num) (w ω), hdriver, - ← ENNReal.ofReal_mul - (div_nonneg (greenDensity_nonneg (hw ω) κ (τ ω) z) (initialGreen_pos κ z hz).le)] - apply ENNReal.ofReal_le_ofReal - have hbound := (hw ω).normalized_restart_stopped_green_lower ((hc ω).const_mul _) - (τ ω) (a ω) (ha ω) hy' κ (w ω) (hgeometry ω hωE).2.1 u 1 hbase' - rw [hpoint ω hωE] at hbound - calc - _ = (greenDensity κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (τ ω) z * - (stoppedGreen κ (normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) - (τ ω) (a ω)) (Φ (Y ω)) (Gc (Y ω)) (w ω) 1 / initialGreen κ (w ω))) / - initialGreen κ z := by ring - _ ≤ _ := div_le_div_of_nonneg_right hbound (initialGreen_pos κ z hz).le - · rw [indicator_of_notMem hC] - exact bot_le - have h := restart_weighted_event_lower_bound P ν hτ.measurableSpace hτ.measurableSpace_le - Y hYm hYlaw K hKm C hCm (E.indicator M) Z (ENNReal.ofReal (1 / 2 : ℝ)) - ENNReal.ofReal_ne_top S hSm hsec hactual A hA - rw [setLIntegral_indicator (hτ.measurableSpace_le E hE), inter_comm E A, hMpast A hA] at h - simpa only [Z, S, bp, finiteCenteredLaw, ← inter_assoc] using h - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Loewner.CanonicalInverseAngle +import OAI.Probability.SLE.Geometry.NormalizedCanonicalRestart +import OAI.Probability.SLE.Geometry.StoppedMarkedStateMeasurability +import OAI.Probability.SLE.Geometry.FiniteDensityAtRadiusState +import OAI.Probability.SLE.Mass.RestartStoppedMass +import OAI.Probability.SLE.Geometry.RestartWeightedKernel + +namespace OAI + +/-! A one-unit conformal-radius warmup has a uniformly positive chance of +producing a good angle, conditionally on every actual stopped-past event. +The estimate uses the canonical Loewner witness. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance warmupDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance warmupDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance warmupPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance warmupPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +lemma IsCapacityTwoWitness.normalized_restart_stopped_sine + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T a : ℝ≥0) (ha : 0 < a) + (hb : IsCapacityTwoWitness (normalizedRestartDriver U T a) β G' F') + (w : ℂ) (u v : ℝ) + (hbase : fullRadius G T (F T ((a : ℂ) * w + (U T : ℂ))) = + (2 * (F T ((a : ℂ) * w + (U T : ℂ))).im) * Real.exp (-u)) + (hfinite : radiusLevelTime β G' w v < ∞) : + radiusLevelTime γ G (F T ((a : ℂ) * w + (U T : ℂ))) (u + v) < ∞ ∧ + Real.sin (Complex.arg (G (radiusLevelTime γ G + (F T ((a : ℂ) * w + (U T : ℂ))) (u + v)).toNNReal + (F T ((a : ℂ) * w + (U T : ℂ))) - + (U (radiusLevelTime γ G (F T ((a : ℂ) * w + (U T : ℂ))) + (u + v)).toNNReal : ℂ))) = + Real.sin (Complex.arg (G' (radiusLevelTime β G' w v).toNNReal w - + (normalizedRestartDriver U T a (radiusLevelTime β G' w v).toNNReal : ℂ))) := by + have hV : Continuous (normalizedRestartDriver U T a) := by + unfold normalizedRestartDriver + fun_prop + obtain ⟨t, ht, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top β G' w v hfinite + have hs := radiusLevelTime_eq_of_live_level hV hb w v t ht hR + have hp := (hw.normalized_restart_level_of_live_source hU T a ha hb w u v hbase t ht hR).2 + refine ⟨by rw [hp]; exact ENNReal.coe_lt_top, ?_⟩ + rw [hp, hs, ENNReal.toNNReal_coe, ENNReal.toNNReal_coe] + have hbup := normalized_restart_witness T a ha hb + have haC : (a : ℂ) ≠ 0 := by exact_mod_cast ha.ne' + have htu : (a : ℂ) * w ∈ survivingDomain (sourceScaleTrace a β) (a ^ 2 * t) := by + rw [source_scale_domain_iff a _ ha β, source_scale_time_mul_sq a t ha, + mul_div_cancel_left₀ w haC] + exact ht + have hc := hw.restart_centered_value T hbup (a ^ 2 * t) ((a : ℂ) * w) htu + rw [sourceScaleChart, source_scale_time_mul_sq a t ha, + mul_div_cancel_left₀ w haC] at hc + have hscale : (a : ℂ) * G' t w - ((U (T + a ^ 2 * t) - U T : ℝ) : ℂ) = + (a : ℂ) * (G' t w - (normalizedRestartDriver U T a t : ℂ)) := by + rw [normalizedRestartDriver, Complex.ofReal_div] + field_simp + rw [hc, hscale, sin_arg_pos_real_mul (a : ℝ) ha] + +/-- The canonical measurable event is exactly the geometric stopped-angle +condition for the supplied actual witness. -/ +lemma canonical_good_angle_source_eq + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (u s : ℝ) (hu : 0 ≤ u) : + {ω | canonicalRadiusLevel κ (u, z, sourceDriverPath B hc ω) < ∞ ∧ + s ≤ canonicalStoppedSine κ (u, z, sourceDriverPath B hc ω)} = + {ω | radiusLevelTime (γ ω) (G ω) z u < ∞ ∧ + s ≤ Real.sin (Complex.arg (G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z - + (Real.sqrt κ * B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω : ℝ)))} := by + ext ω + simp only [mem_ofPred_eq, canonicalRadiusLevel_eq κ (sourceDriverPath B hc ω) (hw ω) u hu z] + by_cases hf : radiusLevelTime (γ ω) (G ω) z u < ∞ + · rw [canonicalStoppedSine_eq κ (sourceDriverPath B hc ω) (hw ω) u hu z hf] + rfl + · simp only [hf, false_and] + +/-- The actual finite centered law is compared on every stopped-past event. +The scale and canonical witness may be fixed before choosing that event. -/ +theorem actual_one_unit_angle_warmup + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) + (hW : ∀ᵐ p ∂P.map (sourceDriverPath B hc), IsCapacityTwoWitness + (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) : + ∃ s : ℝ, 0 < s ∧ ∀ (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B + (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (z : ℂ), z ∈ upperHalfPlane → ∀ (u : ℝ), 0 ≤ u → + ∀ (E : Set Ω), MeasurableSet[hτ.measurableSpace] E → + (∀ ω ∈ E, z ∈ survivingDomain (γ ω) (τ ω)) → + (∀ ω ∈ E, fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u)) → + ∀ (A : Set Ω), MeasurableSet[hτ.measurableSpace] A → + ENNReal.ofReal (1 / 2 : ℝ) * finiteCenteredLaw P κ B γ G z (u + 1) (A ∩ E) ≤ + finiteCenteredLaw P κ B γ G z (u + 1) + (A ∩ E ∩ {ω | canonicalRadiusLevel κ (u + 1, z, sourceDriverPath B hc ω) < ∞ ∧ + s ≤ canonicalStoppedSine κ (u + 1, z, sourceDriverPath B hc ω)}) := by + classical + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + let bp := sourceDriverPath B hc + let ν := P.map bp + have hbpm : Measurable bp := source_path_measurable _ hm + have : IsProbabilityMeasure ν := + (Measure.isProbabilityMeasure_map_iff hbpm.aemeasurable).mpr inferInstance + obtain ⟨s, hs, hsections⟩ := canonical_uniform_good_angle ν + (canonical_driver_isBrownian B hB hm hc) κ hκ hκ8 Φ Gc Fc hW + refine ⟨s, hs, ?_⟩ + intro τ hτ z hz u hu E hE hlive hbase A hA + let a := stoppedMarkedScale κ B γ G τ z + let w := stoppedMarkedUnit κ B γ G τ z + let Y := normalizedRestartDriverPath B hc τ a + have ham : Measurable[hτ.measurableSpace] a := + source_stoppedMarkedScale_measurable B hm hc κ γ G F hw τ hτ z + have ha : ∀ ω, 0 < a ω := stoppedMarkedScale_pos κ B γ G τ z + have hwm : Measurable[hτ.measurableSpace] w := + source_stoppedMarkedUnit_measurable B hm hc κ γ G F hw τ hτ z + have hYm : Measurable Y := by + have hrm : Measurable (sourceRestartDriverPath B hc τ) := + source_path_measurable _ (fun t => (measurable_pi_apply t).comp + (brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ))) + exact measurable_scaleDriverPath.comp + ((ham.inv.mono hτ.measurableSpace_le le_rfl).prodMk hrm) + have hYlaw (D : Set Ω) (hD : MeasurableSet[hτ.measurableSpace] D) : + (P.restrict D).map Y = P D • ν := + source_restart_random_scale_driver_law B hB hm hc τ hτ + (fun ω => (a ω)⁻¹) ham.inv (fun ω => inv_pos.mpr (ha ω)) D hD + have hYlaw₀ : P.map Y = ν := by + simpa only [Measure.restrict_univ, measure_univ, one_smul] using hYlaw univ MeasurableSet.univ + have hYw := canonical_witness_pullback hW Y hYm hYlaw₀ + have hgeometry (ω : Ω) (hω : ω ∈ E) := + source_stoppedMarkedState_geometry B hc κ γ G F hw τ z ω (hlive ω hω) + have hpoint (ω : Ω) (hω : ω ∈ E) : + F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ)) = z := by + simpa only [normalizedInverse, add_comm] using (hgeometry ω hω).2.2.1 + obtain ⟨M, hM, hMfinite, hMactual, hMpast⟩ := + exists_finiteDensity_at_radius_state hB hBm hc hB0 κ hκ hκ8 γ G F hw + τ hτ z hz u 1 hu (by norm_num) E hE hlive hbase + let C : Set (Ω × C(ℝ≥0, ℝ)) := {q | q.1 ∈ E ∧ + canonicalRadiusLevel κ (1, w q.1, q.2) < ∞ ∧ + s ≤ canonicalStoppedSine κ (1, w q.1, q.2)} + let K : Ω × C(ℝ≥0, ℝ) → ℝ≥0∞ := + fun q => M q.1 * canonicalFiniteDensity κ (1, w q.1, q.2) + let S : Set Ω := E ∩ {ω | canonicalRadiusLevel κ (u + 1, z, bp ω) < ∞ ∧ + s ≤ canonicalStoppedSine κ (u + 1, z, bp ω)} + let Z : Ω → ℝ≥0∞ := fun ω => ENNReal.ofReal + (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z (u + 1) / initialGreen κ z) + have hCm : @MeasurableSet (Ω × C(ℝ≥0, ℝ)) (hτ.measurableSpace.prod _) C := + (hE.preimage measurable_fst).inter + (@measurableSet_canonical_good_angle_random_state (Ω × C(ℝ≥0, ℝ)) + (hτ.measurableSpace.prod _) κ s _ measurable_snd _ measurable_const _ + (hwm.comp measurable_fst)) + have hKm : @Measurable (Ω × C(ℝ≥0, ℝ)) ℝ≥0∞ (hτ.measurableSpace.prod _) _ K := + (hM.comp measurable_fst).mul ((canonicalFiniteDensity_measurable κ).comp + (measurable_const.prodMk ((hwm.comp measurable_fst).prodMk measurable_snd))) + have hSm : MeasurableSet S := (hτ.measurableSpace_le E hE).inter + (measurableSet_canonical_good_angle_random_state κ s hbpm measurable_const measurable_const) + have hsec : ∀ᵐ ω ∂P, ENNReal.ofReal (1 / 2 : ℝ) * E.indicator M ω ≤ + ∫⁻ p, C.indicator K (ω, p) ∂ν := by + apply Eventually.of_forall + intro ω + by_cases hω : ω ∈ E + · let D : Set C(ℝ≥0, ℝ) := {p | canonicalRadiusLevel κ (1, w ω, p) < ∞ ∧ + s ≤ canonicalStoppedSine κ (1, w ω, p)} + have hDm : MeasurableSet D := measurableSet_canonical_good_angle_random_state κ s + measurable_id measurable_const measurable_const + have he : (fun p => C.indicator K (ω, p)) = + fun p => M ω * D.indicator (fun p => canonicalFiniteDensity κ (1, w ω, p)) p := by + funext p + by_cases hp : p ∈ D <;> simp only [C, K, D, mem_ofPred_eq] at hp ⊢ <;> + simp [hω, hp] + rw [he, lintegral_const_mul' _ _ (hMfinite ω), indicator_of_mem hω, + lintegral_indicator hDm, ← withDensity_apply _ hDm] + have hb := hsections (w ω) (hgeometry ω hω).2.1 1 (by norm_num) + change ENNReal.ofReal (1 / 2 : ℝ) ≤ + (ν.withDensity (fun p => canonicalFiniteDensity κ (1, w ω, p))) D at hb + calc + _ = M ω * ENNReal.ofReal (1 / 2 : ℝ) := mul_comm _ _ + _ ≤ _ := mul_le_mul' le_rfl hb + · simp [C, hω] + have hactual : ∀ᵐ ω ∂P, C.indicator K (ω, Y ω) ≤ S.indicator Z ω := by + filter_upwards [hYw, hMactual] with ω hy hMω + by_cases hC : (ω, Y ω) ∈ C + · rcases hC with ⟨hωE, hf, hsine⟩ + have hdriver := normalizedRestartDriverPath_driver κ B hc τ a ω + have hy' : IsCapacityTwoWitness + (normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) (τ ω) (a ω)) + (Φ (Y ω)) (Gc (Y ω)) (Fc (Y ω)) := hdriver ▸ hy + have hf' : radiusLevelTime (Φ (Y ω)) (Gc (Y ω)) (w ω) 1 < ∞ := by + rwa [canonicalRadiusLevel_eq κ (Y ω) hy 1 (by norm_num) (w ω)] at hf + have hbase' : fullRadius (G ω) (τ ω) + (F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ))) = + (2 * (F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ))).im) * + Real.exp (-u) := by simpa only [hpoint ω hωE] using hbase ω hωE + have hang := (hw ω).normalized_restart_stopped_sine ((hc ω).const_mul _) + (τ ω) (a ω) (ha ω) hy' (w ω) u 1 hbase' hf' + rw [hpoint ω hωE] at hang + have hphysical : ω ∈ S := by + refine ⟨hωE, ?_, ?_⟩ + · rw [canonicalRadiusLevel_eq κ (bp ω) (hw ω) (u + 1) (by linarith) z] + exact hang.1 + · rw [canonicalStoppedSine_eq κ (bp ω) (hw ω) (u + 1) (by linarith) z hang.1] + change s ≤ Real.sin (Complex.arg (G ω (radiusLevelTime (γ ω) (G ω) z + (u + 1)).toNNReal z - (Real.sqrt κ * B (radiusLevelTime (γ ω) (G ω) z + (u + 1)).toNNReal ω : ℝ))) + rw [hang.2] + rw [canonicalStoppedSine_eq κ (Y ω) hy 1 (by norm_num) (w ω) hf'] at hsine + rw [← hdriver] + exact hsine + rw [indicator_of_mem (show (ω, Y ω) ∈ C from ⟨hωE, hf, hsine⟩), + indicator_of_mem hphysical] + change M ω * canonicalFiniteDensity κ (1, w ω, Y ω) ≤ Z ω + rw [hMω hωE, canonicalFiniteDensity_eq κ (Y ω) hy 1 (by norm_num) (w ω), hdriver, + ← ENNReal.ofReal_mul + (div_nonneg (greenDensity_nonneg (hw ω) κ (τ ω) z) (initialGreen_pos κ z hz).le)] + apply ENNReal.ofReal_le_ofReal + have hbound := (hw ω).normalized_restart_stopped_green_lower ((hc ω).const_mul _) + (τ ω) (a ω) (ha ω) hy' κ (w ω) (hgeometry ω hωE).2.1 u 1 hbase' + rw [hpoint ω hωE] at hbound + calc + _ = (greenDensity κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (τ ω) z * + (stoppedGreen κ (normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) + (τ ω) (a ω)) (Φ (Y ω)) (Gc (Y ω)) (w ω) 1 / initialGreen κ (w ω))) / + initialGreen κ z := by ring + _ ≤ _ := div_le_div_of_nonneg_right hbound (initialGreen_pos κ z hz).le + · rw [indicator_of_notMem hC] + exact bot_le + have h := restart_weighted_event_lower_bound P ν hτ.measurableSpace hτ.measurableSpace_le + Y hYm hYlaw K hKm C hCm (E.indicator M) Z (ENNReal.ofReal (1 / 2 : ℝ)) + ENNReal.ofReal_ne_top S hSm hsec hactual A hA + rw [setLIntegral_indicator (hτ.measurableSpace_le E hE), inter_comm E A, hMpast A hA] at h + simpa only [Z, S, bp, finiteCenteredLaw, ← inter_assoc] using h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/ActualAngleWarmupExtended.lean b/lean/OAI/Probability/SLE/Angle/ActualAngleWarmupExtended.lean index 5b704fcddc059cfb66803e1d01c291f1c9665e76..d371342362b362922f7321a117eadd73bd6cbb0c 100644 --- a/lean/OAI/Probability/SLE/Angle/ActualAngleWarmupExtended.lean +++ b/lean/OAI/Probability/SLE/Angle/ActualAngleWarmupExtended.lean @@ -1,112 +1,112 @@ -import OAI.Probability.SLE.Geometry.ExtendedMarkedAngle -import OAI.Probability.SLE.Geometry.FiniteCenteredConsistency -import OAI.Probability.SLE.Geometry.ConditionalStopExtension -import OAI.Probability.SLE.Loewner.ActualApproachAtRadius - -namespace OAI - -/-! The one-unit angular warmup at a literal, possibly infinite, radius -stop. Exact consistency transfers the bound to every later finite centered -law used by the cover experiment. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -local instance extendedWarmupDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance extendedWarmupDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ -local instance extendedWarmupPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance extendedWarmupPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -theorem actual_radius_angle_warmup - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) - (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) - (hW : ∀ᵐ p ∂P.map (sourceDriverPath B hc), IsCapacityTwoWitness - (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) : - ∃ s : ℝ, 0 < s ∧ s ≤ 1 ∧ ∀ (z : ℂ) (hz : z ∈ upperHalfPlane) - (u : ℝ) (hu : 0 ≤ u) (V : ℝ), u + 1 ≤ V → - ∀ A : Set Ω, MeasurableSet[(actual_radiusLevelTime_stopping hB - (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc hB0 - κ hκ hκ8 γ G F hw z hz u hu).measurableSpace] A → - ENNReal.ofReal (1 / 2 : ℝ) * finiteCenteredLaw P κ B γ G z V A ≤ - finiteCenteredLaw P κ B γ G z V - (A ∩ {ω | canonicalRadiusLevel κ (u + 1, z, sourceDriverPath B hc ω) < ∞ ∧ - s ≤ canonicalStoppedSine κ (u + 1, z, sourceDriverPath B hc ω)}) := by - classical - let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) - obtain ⟨s₀, hs₀, hstep⟩ := actual_one_unit_angle_warmup P κ hκ hκ8 B hB hBm hc hB0 - γ G F hw Φ Gc Fc hW - let s := min s₀ 1 - have hs : 0 < s := lt_min hs₀ zero_lt_one - have hss₀ : s ≤ s₀ := min_le_left _ _ - refine ⟨s, hs, min_le_right _ _, ?_⟩ - intro z hz u hu V hV A hA - let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u - have hσ := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u hu - let Q := finiteCenteredLaw P κ B γ G z (u + 1) - let S : Set Ω := {ω | canonicalRadiusLevel κ (u + 1, z, sourceDriverPath B hc ω) < ∞ ∧ - s ≤ canonicalStoppedSine κ (u + 1, z, sourceDriverPath B hc ω)} - let E := A ∩ {ω | σ ω ≠ ⊤} - have hE : MeasurableSet[hσ.measurableSpace] E := - hA.inter ((measurableSet_singleton (⊤ : WithTop ℝ≥0)).preimage hσ.measurable).compl - have hfinite : ∀ᵐ ω ∂Q, σ ω ≠ ⊤ := - finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F (Eventually.of_forall hw) - z hz u (u + 1) hu (by linarith) σ (Eventually.of_forall fun _ => le_rfl) - have hEeq : E =ᵐ[Q] A := by - filter_upwards [hfinite] with ω hω - exact propext (and_iff_left hω) - let state : Ω → ℝ≥0 → Prop := fun ω t => - z ∈ survivingDomain (γ ω) t ∧ fullRadius (G ω) t z = (2 * z.im) * Real.exp (-u) - have hlocal : ∀ (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - (D : Set Ω), MeasurableSet[hτ.measurableSpace] D → - (∀ ω ∈ D, state ω (τ ω)) → ENNReal.ofReal (1 / 2 : ℝ) * Q D ≤ Q (D ∩ S) := by - intro τ hτ D hD hstate - have h := hstep τ hτ z hz u hu D hD (fun ω hω => (hstate ω hω).1) - (fun ω hω => (hstate ω hω).2) D hD - simp only [inter_self] at h - apply h.trans (measure_mono ?_) - intro ω hω - exact ⟨hω.1, hω.2.1, hss₀.trans hω.2.2⟩ - have hstate : ∀ ω ∈ E, state ω ((σ ω).untopD 0) := by - intro ω hω - exact actual_radius_level_finite_state (hw ω) ((hc ω).const_mul _) z u hω.2 - have hext := conditional_event_bound_at_extended_stop Q _ (ENNReal.ofReal (1 / 2 : ℝ)) - S state hlocal σ hσ E hE (hfinite.mono fun _ h _ => h) hstate - have hbase : ENNReal.ofReal (1 / 2 : ℝ) * Q A ≤ Q (A ∩ S) := by - rw [measure_congr hEeq] at hext - have hES : E ∩ S =ᵐ[Q] A ∩ S := by - filter_upwards [hEeq] with ω hω - exact propext (and_congr_left fun _ => Iff.of_eq hω) - rwa [measure_congr hES] at hext - have hσ₁ := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz - (u + 1) (by linarith) - have hA₁ : MeasurableSet[hσ₁.measurableSpace] A := - actual_radiusLevelTime_past_mono hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u (u + 1) - hu (by linarith) A hA - have hS₁ : MeasurableSet[hσ₁.measurableSpace] S := - canonical_good_angle_measurable_at_radius hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz - (u + 1) s (by linarith) - have hcons (D : Set Ω) (hD : MeasurableSet[hσ₁.measurableSpace] D) : - finiteCenteredLaw P κ B γ G z V D = Q D := - finiteCenteredLaw_consistent_at_radius_stop hB hBm hc hB0 κ hκ hκ8 γ G F - (Eventually.of_forall hw) z hz (u + 1) V (by linarith) hV _ hσ₁ - (Eventually.of_forall fun _ => rfl) D hD - rw [hcons A hA₁, hcons (A ∩ S) (hA₁.inter hS₁)] - exact hbase - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Geometry.ExtendedMarkedAngle +import OAI.Probability.SLE.Geometry.FiniteCenteredConsistency +import OAI.Probability.SLE.Geometry.ConditionalStopExtension +import OAI.Probability.SLE.Loewner.ActualApproachAtRadius + +namespace OAI + +/-! The one-unit angular warmup at a literal, possibly infinite, radius +stop. Exact consistency transfers the bound to every later finite centered +law used by the cover experiment. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance extendedWarmupDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance extendedWarmupDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance extendedWarmupPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance extendedWarmupPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem actual_radius_angle_warmup + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) + (hW : ∀ᵐ p ∂P.map (sourceDriverPath B hc), IsCapacityTwoWitness + (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) : + ∃ s : ℝ, 0 < s ∧ s ≤ 1 ∧ ∀ (z : ℂ) (hz : z ∈ upperHalfPlane) + (u : ℝ) (hu : 0 ≤ u) (V : ℝ), u + 1 ≤ V → + ∀ A : Set Ω, MeasurableSet[(actual_radiusLevelTime_stopping hB + (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc hB0 + κ hκ hκ8 γ G F hw z hz u hu).measurableSpace] A → + ENNReal.ofReal (1 / 2 : ℝ) * finiteCenteredLaw P κ B γ G z V A ≤ + finiteCenteredLaw P κ B γ G z V + (A ∩ {ω | canonicalRadiusLevel κ (u + 1, z, sourceDriverPath B hc ω) < ∞ ∧ + s ≤ canonicalStoppedSine κ (u + 1, z, sourceDriverPath B hc ω)}) := by + classical + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + obtain ⟨s₀, hs₀, hstep⟩ := actual_one_unit_angle_warmup P κ hκ hκ8 B hB hBm hc hB0 + γ G F hw Φ Gc Fc hW + let s := min s₀ 1 + have hs : 0 < s := lt_min hs₀ zero_lt_one + have hss₀ : s ≤ s₀ := min_le_left _ _ + refine ⟨s, hs, min_le_right _ _, ?_⟩ + intro z hz u hu V hV A hA + let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u + have hσ := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u hu + let Q := finiteCenteredLaw P κ B γ G z (u + 1) + let S : Set Ω := {ω | canonicalRadiusLevel κ (u + 1, z, sourceDriverPath B hc ω) < ∞ ∧ + s ≤ canonicalStoppedSine κ (u + 1, z, sourceDriverPath B hc ω)} + let E := A ∩ {ω | σ ω ≠ ⊤} + have hE : MeasurableSet[hσ.measurableSpace] E := + hA.inter ((measurableSet_singleton (⊤ : WithTop ℝ≥0)).preimage hσ.measurable).compl + have hfinite : ∀ᵐ ω ∂Q, σ ω ≠ ⊤ := + finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F (Eventually.of_forall hw) + z hz u (u + 1) hu (by linarith) σ (Eventually.of_forall fun _ => le_rfl) + have hEeq : E =ᵐ[Q] A := by + filter_upwards [hfinite] with ω hω + exact propext (and_iff_left hω) + let state : Ω → ℝ≥0 → Prop := fun ω t => + z ∈ survivingDomain (γ ω) t ∧ fullRadius (G ω) t z = (2 * z.im) * Real.exp (-u) + have hlocal : ∀ (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (D : Set Ω), MeasurableSet[hτ.measurableSpace] D → + (∀ ω ∈ D, state ω (τ ω)) → ENNReal.ofReal (1 / 2 : ℝ) * Q D ≤ Q (D ∩ S) := by + intro τ hτ D hD hstate + have h := hstep τ hτ z hz u hu D hD (fun ω hω => (hstate ω hω).1) + (fun ω hω => (hstate ω hω).2) D hD + simp only [inter_self] at h + apply h.trans (measure_mono ?_) + intro ω hω + exact ⟨hω.1, hω.2.1, hss₀.trans hω.2.2⟩ + have hstate : ∀ ω ∈ E, state ω ((σ ω).untopD 0) := by + intro ω hω + exact actual_radius_level_finite_state (hw ω) ((hc ω).const_mul _) z u hω.2 + have hext := conditional_event_bound_at_extended_stop Q _ (ENNReal.ofReal (1 / 2 : ℝ)) + S state hlocal σ hσ E hE (hfinite.mono fun _ h _ => h) hstate + have hbase : ENNReal.ofReal (1 / 2 : ℝ) * Q A ≤ Q (A ∩ S) := by + rw [measure_congr hEeq] at hext + have hES : E ∩ S =ᵐ[Q] A ∩ S := by + filter_upwards [hEeq] with ω hω + exact propext (and_congr_left fun _ => Iff.of_eq hω) + rwa [measure_congr hES] at hext + have hσ₁ := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz + (u + 1) (by linarith) + have hA₁ : MeasurableSet[hσ₁.measurableSpace] A := + actual_radiusLevelTime_past_mono hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u (u + 1) + hu (by linarith) A hA + have hS₁ : MeasurableSet[hσ₁.measurableSpace] S := + canonical_good_angle_measurable_at_radius hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz + (u + 1) s (by linarith) + have hcons (D : Set Ω) (hD : MeasurableSet[hσ₁.measurableSpace] D) : + finiteCenteredLaw P κ B γ G z V D = Q D := + finiteCenteredLaw_consistent_at_radius_stop hB hBm hc hB0 κ hκ hκ8 γ G F + (Eventually.of_forall hw) z hz (u + 1) V (by linarith) hV _ hσ₁ + (Eventually.of_forall fun _ => rfl) D hD + rw [hcons A hA₁, hcons (A ∩ S) (hA₁.inter hS₁)] + exact hbase + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleEigenBasis.lean b/lean/OAI/Probability/SLE/Angle/AngleEigenBasis.lean index 3a8c3e455e3436df329fd5817f3a27d77ac60f6b..c004cb6f9d58f9b28516b9b613875a7f58758b3d 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleEigenBasis.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleEigenBasis.lean @@ -1,43 +1,43 @@ -import OAI.Probability.SLE.Angle.AngleEigenPolynomials -import Mathlib.Algebra.Polynomial.Sequence - -namespace OAI - -/-! The polynomial eigenfunctions form a basis, since each is monic of -its prescribed degree. This will identify transition laws from moments. -/ -noncomputable section -open Polynomial - -namespace SLEExactGauge - -def angleEigenSequence (κ : ℝ) : Polynomial.Sequence ℝ where - elems' := angleEigenPolynomial κ - degree_eq' n := by - rw [degree_eq_natDegree (angleEigenPolynomial_monic κ n).ne_zero, - angleEigenPolynomial_natDegree] - -def angleEigenBasis (κ : ℝ) : Module.Basis ℕ ℝ ℝ[X] := - (angleEigenSequence κ).basis (fun n => by - change IsUnit (angleEigenPolynomial κ n).leadingCoeff - rw [show (angleEigenPolynomial κ n).leadingCoeff=1 from angleEigenPolynomial_monic κ n] - exact isUnit_one) - -lemma angleEigenBasis_apply (κ : ℝ) (n : ℕ) : - angleEigenBasis κ n=angleEigenPolynomial κ n := by - exact Polynomial.Sequence.basis_eq_self _ _ n - -lemma angleEigenBasis_eigen {κ : ℝ} (hκ : 0<κ) (n : ℕ) : - anglePolynomialGenerator κ (angleEigenBasis κ n)= - -C (anglePolynomialEigenvalue κ n)*angleEigenBasis κ n := by - simp only [angleEigenBasis_apply] - exact angleEigenPolynomial_eigen hκ n - -lemma angleEigenPolynomial_zero (κ : ℝ) : angleEigenPolynomial κ 0=1 := by - exact eq_one_of_monic_natDegree_zero (angleEigenPolynomial_monic κ 0) - (angleEigenPolynomial_natDegree κ 0) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleEigenPolynomials +import Mathlib.Algebra.Polynomial.Sequence + +namespace OAI + +/-! The polynomial eigenfunctions form a basis, since each is monic of +its prescribed degree. This will identify transition laws from moments. -/ +noncomputable section +open Polynomial + +namespace SLEExactGauge + +def angleEigenSequence (κ : ℝ) : Polynomial.Sequence ℝ where + elems' := angleEigenPolynomial κ + degree_eq' n := by + rw [degree_eq_natDegree (angleEigenPolynomial_monic κ n).ne_zero, + angleEigenPolynomial_natDegree] + +def angleEigenBasis (κ : ℝ) : Module.Basis ℕ ℝ ℝ[X] := + (angleEigenSequence κ).basis (fun n => by + change IsUnit (angleEigenPolynomial κ n).leadingCoeff + rw [show (angleEigenPolynomial κ n).leadingCoeff=1 from angleEigenPolynomial_monic κ n] + exact isUnit_one) + +lemma angleEigenBasis_apply (κ : ℝ) (n : ℕ) : + angleEigenBasis κ n=angleEigenPolynomial κ n := by + exact Polynomial.Sequence.basis_eq_self _ _ n + +lemma angleEigenBasis_eigen {κ : ℝ} (hκ : 0<κ) (n : ℕ) : + anglePolynomialGenerator κ (angleEigenBasis κ n)= + -C (anglePolynomialEigenvalue κ n)*angleEigenBasis κ n := by + simp only [angleEigenBasis_apply] + exact angleEigenPolynomial_eigen hκ n + +lemma angleEigenPolynomial_zero (κ : ℝ) : angleEigenPolynomial κ 0=1 := by + exact eq_one_of_monic_natDegree_zero (angleEigenPolynomial_monic κ 0) + (angleEigenPolynomial_natDegree κ 0) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleEigenBounds.lean b/lean/OAI/Probability/SLE/Angle/AngleEigenBounds.lean index 6da2876267ac7c35d8112be41f415d9f3d9d8b3d..7b78cc96d960c86ba99f832031ba5de05ab39d13 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleEigenBounds.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleEigenBounds.lean @@ -1,92 +1,92 @@ -import OAI.Probability.SLE.Angle.AngleEigenBasis - -namespace OAI - -/-! Explicit coefficient and supremum bounds for the monic cosine -eigenfunctions. Quadratic spectral decay will dominate this growth. -/ -noncomputable section -open Polynomial - -namespace SLEExactGauge - -lemma anglePolynomialEigenvalue_sub (κ : ℝ) (N k : ℕ) : - anglePolynomialEigenvalue κ N-anglePolynomialEigenvalue κ k = - ((N:ℝ)-(k:ℝ))*(1+(κ/8)*((N:ℝ)+(k:ℝ))) := by - unfold anglePolynomialEigenvalue - ring - -lemma angleEigenCoefficient_ratio_bound {κ : ℝ} (hκ : 0<κ) {N k : ℕ} (hk : k rw [angleEigenCoefficient] - rw [ite_eq_right he,dite_eq_left hk,abs_mul] - calc - _ ≤ ((N:ℝ)+1)*((N:ℝ)+1)^(N-(k+2)) := - mul_le_mul (angleEigenCoefficient_ratio_bound hκ hk) hi (abs_nonneg _) (by positivity) - _ = ((N:ℝ)+1)^(N-(k+2)+1) := by rw [pow_succ]; ring - _ ≤ ((N:ℝ)+1)^(N-k) := - pow_le_pow_right₀ hN1 (by omega) - · have hz : angleEigenCoefficient κ N (k+2)=0 := angleEigenCoefficient_above κ (by omega) - conv_lhs => rw [angleEigenCoefficient] - rw [ite_eq_right he,dite_eq_left hk,hz,mul_zero,abs_zero] - positivity - · rw [angleEigenCoefficient_above κ (by omega),abs_zero] - positivity -termination_by N-k - decreasing_by omega - -lemma angleEigenPolynomial_eval_abs_le {κ : ℝ} (hκ : 0<κ) (N : ℕ) {x : ℝ} (hx : |x|≤1) : - |(angleEigenPolynomial κ N).eval x| ≤ ((N:ℝ)+1)^(N+1) := by - have hN1 : 1≤(N:ℝ)+1 := le_add_of_nonneg_left (Nat.cast_nonneg N) - unfold angleEigenPolynomial - rw [eval_finsetSum] - calc - _ ≤ ∑ k ∈ Finset.range (N+1), |(monomial k (angleEigenCoefficient κ N k)).eval x| := - Finset.abs_sum_le_sum_abs _ _ - _ ≤ ∑ _k ∈ Finset.range (N+1), ((N:ℝ)+1)^N := by - apply Finset.sum_le_sum - intro k _hk - rw [eval_monomial,abs_mul,abs_pow] - have hc := (angleEigenCoefficient_abs_le hκ N k).trans - (pow_le_pow_right₀ hN1 (Nat.sub_le _ _)) - have hpow : |x|^k≤1 := pow_le_one₀ (abs_nonneg _) hx - exact (mul_le_mul hc hpow (by positivity) (by positivity)).trans_eq (mul_one _) - _ = ((N:ℝ)+1)^(N+1) := by simp [pow_succ,mul_comm] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleEigenBasis + +namespace OAI + +/-! Explicit coefficient and supremum bounds for the monic cosine +eigenfunctions. Quadratic spectral decay will dominate this growth. -/ +noncomputable section +open Polynomial + +namespace SLEExactGauge + +lemma anglePolynomialEigenvalue_sub (κ : ℝ) (N k : ℕ) : + anglePolynomialEigenvalue κ N-anglePolynomialEigenvalue κ k = + ((N:ℝ)-(k:ℝ))*(1+(κ/8)*((N:ℝ)+(k:ℝ))) := by + unfold anglePolynomialEigenvalue + ring + +lemma angleEigenCoefficient_ratio_bound {κ : ℝ} (hκ : 0<κ) {N k : ℕ} (hk : k rw [angleEigenCoefficient] + rw [ite_eq_right he,dite_eq_left hk,abs_mul] + calc + _ ≤ ((N:ℝ)+1)*((N:ℝ)+1)^(N-(k+2)) := + mul_le_mul (angleEigenCoefficient_ratio_bound hκ hk) hi (abs_nonneg _) (by positivity) + _ = ((N:ℝ)+1)^(N-(k+2)+1) := by rw [pow_succ]; ring + _ ≤ ((N:ℝ)+1)^(N-k) := + pow_le_pow_right₀ hN1 (by omega) + · have hz : angleEigenCoefficient κ N (k+2)=0 := angleEigenCoefficient_above κ (by omega) + conv_lhs => rw [angleEigenCoefficient] + rw [ite_eq_right he,dite_eq_left hk,hz,mul_zero,abs_zero] + positivity + · rw [angleEigenCoefficient_above κ (by omega),abs_zero] + positivity +termination_by N-k + decreasing_by omega + +lemma angleEigenPolynomial_eval_abs_le {κ : ℝ} (hκ : 0<κ) (N : ℕ) {x : ℝ} (hx : |x|≤1) : + |(angleEigenPolynomial κ N).eval x| ≤ ((N:ℝ)+1)^(N+1) := by + have hN1 : 1≤(N:ℝ)+1 := le_add_of_nonneg_left (Nat.cast_nonneg N) + unfold angleEigenPolynomial + rw [eval_finsetSum] + calc + _ ≤ ∑ k ∈ Finset.range (N+1), |(monomial k (angleEigenCoefficient κ N k)).eval x| := + Finset.abs_sum_le_sum_abs _ _ + _ ≤ ∑ _k ∈ Finset.range (N+1), ((N:ℝ)+1)^N := by + apply Finset.sum_le_sum + intro k _hk + rw [eval_monomial,abs_mul,abs_pow] + have hc := (angleEigenCoefficient_abs_le hκ N k).trans + (pow_le_pow_right₀ hN1 (Nat.sub_le _ _)) + have hpow : |x|^k≤1 := pow_le_one₀ (abs_nonneg _) hx + exact (mul_le_mul hc hpow (by positivity) (by positivity)).trans_eq (mul_one _) + _ = ((N:ℝ)+1)^(N+1) := by simp [pow_succ,mul_comm] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleEigenDifferential.lean b/lean/OAI/Probability/SLE/Angle/AngleEigenDifferential.lean index 1f397d60c0cb12986d2397e25c97d28ea587e3f1..2cd326b1bee81930dc34912aa2366ab17eee8c5d 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleEigenDifferential.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleEigenDifferential.lean @@ -1,63 +1,63 @@ -import OAI.Probability.SLE.Angle.AngleEigenBounds - -namespace OAI - -/-! The polynomial eigenfunctions satisfy the actual centered angular -generator equation, with time measured by logarithmic conformal radius. -/ -noncomputable section -open Polynomial - -namespace SLEExactGauge - -def anglePolynomialTest (p : ℝ[X]) (θ : ℝ) : ℝ := p.eval (Real.cos θ) - -lemma anglePolynomialTest_hasDerivAt (p : ℝ[X]) (θ : ℝ) : - HasDerivAt (anglePolynomialTest p) - (-Real.sin θ*p.derivative.eval (Real.cos θ)) θ := by - change HasDerivAt (fun x => p.eval (Real.cos x)) _ θ - apply ((p.hasDerivAt (Real.cos θ)).comp θ (Real.hasDerivAt_cos θ)).congr_deriv - ring - -lemma anglePolynomialTest_deriv (p : ℝ[X]) : - deriv (anglePolynomialTest p)=fun θ => -Real.sin θ*p.derivative.eval (Real.cos θ) := by - funext θ - exact (anglePolynomialTest_hasDerivAt p θ).deriv - -lemma anglePolynomialTest_second (p : ℝ[X]) (θ : ℝ) : - deriv (deriv (anglePolynomialTest p)) θ = - Real.sin θ^2*p.derivative.derivative.eval (Real.cos θ)- - Real.cos θ*p.derivative.eval (Real.cos θ) := by - rw [anglePolynomialTest_deriv] - have hh := (Real.hasDerivAt_sin θ).neg.mul - ((p.derivative.hasDerivAt (Real.cos θ)).comp θ (Real.hasDerivAt_cos θ)) - change HasDerivAt (fun x => -Real.sin x*p.derivative.eval (Real.cos x)) - (-Real.cos θ*p.derivative.eval (Real.cos θ) + - (-Real.sin θ)*(p.derivative.derivative.eval (Real.cos θ)*(-Real.sin θ))) θ at hh - rw [hh.deriv] - ring - -lemma anglePolynomialTest_generator (κ : ℝ) (p : ℝ[X]) {θ : ℝ} - (hθ : Real.sin θ≠0) : - (κ/8)*deriv (deriv (anglePolynomialTest p)) θ + - (Real.cos θ/Real.sin θ)*deriv (anglePolynomialTest p) θ = - (anglePolynomialGenerator κ p).eval (Real.cos θ) := by - rw [anglePolynomialTest_second,anglePolynomialTest_deriv] - simp only [anglePolynomialGenerator,eval_sub,eval_mul,eval_C,eval_one,eval_pow,eval_X] - have hsin : Real.sin θ^2=1-Real.cos θ^2 := by nlinarith [Real.sin_sq_add_cos_sq θ] - rw [hsin] - field_simp - ring - -lemma angleEigenPolynomial_differential {κ : ℝ} (hκ : 0<κ) (N : ℕ) {θ : ℝ} - (hθ : Real.sin θ≠0) : - (κ/8)*deriv (deriv (anglePolynomialTest (angleEigenPolynomial κ N))) θ + - (Real.cos θ/Real.sin θ)*deriv (anglePolynomialTest (angleEigenPolynomial κ N)) θ = - -anglePolynomialEigenvalue κ N*anglePolynomialTest (angleEigenPolynomial κ N) θ := by - rw [anglePolynomialTest_generator κ _ hθ,angleEigenPolynomial_eigen hκ] - simp [anglePolynomialTest] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleEigenBounds + +namespace OAI + +/-! The polynomial eigenfunctions satisfy the actual centered angular +generator equation, with time measured by logarithmic conformal radius. -/ +noncomputable section +open Polynomial + +namespace SLEExactGauge + +def anglePolynomialTest (p : ℝ[X]) (θ : ℝ) : ℝ := p.eval (Real.cos θ) + +lemma anglePolynomialTest_hasDerivAt (p : ℝ[X]) (θ : ℝ) : + HasDerivAt (anglePolynomialTest p) + (-Real.sin θ*p.derivative.eval (Real.cos θ)) θ := by + change HasDerivAt (fun x => p.eval (Real.cos x)) _ θ + apply ((p.hasDerivAt (Real.cos θ)).comp θ (Real.hasDerivAt_cos θ)).congr_deriv + ring + +lemma anglePolynomialTest_deriv (p : ℝ[X]) : + deriv (anglePolynomialTest p)=fun θ => -Real.sin θ*p.derivative.eval (Real.cos θ) := by + funext θ + exact (anglePolynomialTest_hasDerivAt p θ).deriv + +lemma anglePolynomialTest_second (p : ℝ[X]) (θ : ℝ) : + deriv (deriv (anglePolynomialTest p)) θ = + Real.sin θ^2*p.derivative.derivative.eval (Real.cos θ)- + Real.cos θ*p.derivative.eval (Real.cos θ) := by + rw [anglePolynomialTest_deriv] + have hh := (Real.hasDerivAt_sin θ).neg.mul + ((p.derivative.hasDerivAt (Real.cos θ)).comp θ (Real.hasDerivAt_cos θ)) + change HasDerivAt (fun x => -Real.sin x*p.derivative.eval (Real.cos x)) + (-Real.cos θ*p.derivative.eval (Real.cos θ) + + (-Real.sin θ)*(p.derivative.derivative.eval (Real.cos θ)*(-Real.sin θ))) θ at hh + rw [hh.deriv] + ring + +lemma anglePolynomialTest_generator (κ : ℝ) (p : ℝ[X]) {θ : ℝ} + (hθ : Real.sin θ≠0) : + (κ/8)*deriv (deriv (anglePolynomialTest p)) θ + + (Real.cos θ/Real.sin θ)*deriv (anglePolynomialTest p) θ = + (anglePolynomialGenerator κ p).eval (Real.cos θ) := by + rw [anglePolynomialTest_second,anglePolynomialTest_deriv] + simp only [anglePolynomialGenerator,eval_sub,eval_mul,eval_C,eval_one,eval_pow,eval_X] + have hsin : Real.sin θ^2=1-Real.cos θ^2 := by nlinarith [Real.sin_sq_add_cos_sq θ] + rw [hsin] + field_simp + ring + +lemma angleEigenPolynomial_differential {κ : ℝ} (hκ : 0<κ) (N : ℕ) {θ : ℝ} + (hθ : Real.sin θ≠0) : + (κ/8)*deriv (deriv (anglePolynomialTest (angleEigenPolynomial κ N))) θ + + (Real.cos θ/Real.sin θ)*deriv (anglePolynomialTest (angleEigenPolynomial κ N)) θ = + -anglePolynomialEigenvalue κ N*anglePolynomialTest (angleEigenPolynomial κ N) θ := by + rw [anglePolynomialTest_generator κ _ hθ,angleEigenPolynomial_eigen hκ] + simp [anglePolynomialTest] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleEigenMoment.lean b/lean/OAI/Probability/SLE/Angle/AngleEigenMoment.lean index 2085518efaa1b093570bde3132be129d5e9fd179..17c815116221784985d2268071c38bb1ac25f173 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleEigenMoment.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleEigenMoment.lean @@ -1,116 +1,116 @@ -import OAI.Probability.SLE.Angle.AngleEigenSource -import OAI.Probability.SLE.FiniteStoppedLaw - -namespace OAI - -/-! Exact exponential eigenfunction moments under the finite centered law, -using angular localization and dominated convergence. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Polynomial -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} - (hB : IsBrownianReal B P) (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω=0) - {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - -include hB hBm hBc hB0 hκ hκ8 γ G F hw - -lemma stoppedGreen_eigen_moment (z : ℂ) (hz : z∈upperHalfPlane) - (u : ℝ) (hu : 0≤u) (n : ℕ) : - (∫ ω, stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) z u* - (angleEigenPolynomial κ n).eval (Real.cos ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- - (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg)) ∂P)= - initialGreen κ z*Real.exp (-u*anglePolynomialEigenvalue κ n)* - (angleEigenPolynomial κ n).eval (Real.cos z.arg) := by - let hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left - let A := logAngleSq κ (initialLogCoordinates z) 0 - have hA : 0 Real.sqrt κ*B t ω) (γ ω) (G ω) z u* - (angleEigenPolynomial κ n).eval (Real.cos ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- - (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg)) - let K := Real.exp (ev*(u-Real.log 2-Real.log z.im)) - let C := Real.exp ((codimension κ+ev)*(u-Real.log 2-Real.log z.im))*((n:ℝ)+1)^(n+1) - have hf (j : ℕ) : Integrable (f j) P ∧ - (∫ ω, f j ω ∂P)=Real.exp (-ev*(Real.log 2+Real.log z.im))*initialGreen κ z* - (angleEigenPolynomial κ n).eval (Real.cos z.arg) := by - exact ⟨((a j).mean_eigen hB hBm hBc hB0 hκ hκ8 n).1, - ((a j).mean_eigen hB hBm hBc hB0 hκ hκ8 n).2.trans - (logPolynomialDensity_initial κ ev _ z hz)⟩ - have hb (j : ℕ) : ∀ᵐ ω ∂P, ‖f j ω‖≤C := Eventually.of_forall fun ω => by - simpa only [Real.norm_eq_abs] using - logEigenDensity_bound hκ hκ8 n (Real.log z.im) u _ _ ((a j).inside ω ((a j).τ ω) le_rfl).1 - have hl : ∀ᵐ ω ∂P, Tendsto (fun j => f j ω) atTop (𝓝 (K*w ω)) := by - filter_upwards [hw] with ω hω - simpa only [f,w,K,ev,mul_assoc] using - localization_eigen_tendsto a hεlim hBc hκ hκ8 hz ω (γ ω) (G ω) (F ω) hω n - have hi := tendsto_integral_of_dominated_convergence (fun _ : Ω => C) - (fun j => (hf j).1.aestronglyMeasurable) (integrable_const C) hb hl - have he : (∫ ω, K*w ω ∂P)=Real.exp (-ev*(Real.log 2+Real.log z.im))*initialGreen κ z* - (angleEigenPolynomial κ n).eval (Real.cos z.arg) := by - apply tendsto_nhds_unique hi - exact tendsto_const_nhds.congr' (Eventually.of_forall fun j => (hf j).2.symm) - rw [integral_const_mul] at he - change (∫ ω, w ω ∂P)=_ - apply (mul_left_cancel₀ (Real.exp_ne_zero (ev*(u-Real.log 2-Real.log z.im)))) - change K*(∫ ω, w ω ∂P)=_ - rw [he] - have hexp : K*Real.exp (-u*ev)=Real.exp (-ev*(Real.log 2+Real.log z.im)) := by - dsimp only [K] - rw [← Real.exp_add] - congr 1 - ring - rw [← hexp] - ring - -lemma finiteCenteredLaw_eigen_moment (z : ℂ) (hz : z∈upperHalfPlane) - (u : ℝ) (hu : 0≤u) (n : ℕ) : - (∫ ω, (angleEigenPolynomial κ n).eval (Real.cos - ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- - (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg)) - ∂finiteCenteredLaw P κ B γ G z u)= - Real.exp (-u*anglePolynomialEigenvalue κ n)*(angleEigenPolynomial κ n).eval (Real.cos z.arg) := by - obtain ⟨hgi,_⟩ := finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu - have hnon : ∀ᵐ ω ∂P, 0≤ stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) z u/ - initialGreen κ z := by - filter_upwards [hw] with ω hω - exact div_nonneg (stoppedGreen_nonneg hω κ z u) (initialGreen_pos κ z hz).le - rw [finiteCenteredLaw,integral_withDensity_eq_integral_toReal_smul₀ - (hgi.div_const _).aemeasurable.ennreal_ofReal - (Eventually.of_forall fun _ => ENNReal.ofReal_lt_top)] - have he : (fun ω => (ENNReal.ofReal - (stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) z u/initialGreen κ z)).toReal • - (angleEigenPolynomial κ n).eval (Real.cos ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- - (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg))) =ᵐ[P] - fun ω => (stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) z u* - (angleEigenPolynomial κ n).eval (Real.cos ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- - (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg)))/initialGreen κ z := by - filter_upwards [hnon] with ω hω - rw [ENNReal.toReal_ofReal hω,smul_eq_mul] - ring - rw [integral_congr_ae he,integral_div, - stoppedGreen_eigen_moment hB hBm hBc hB0 hκ hκ8 γ G F hw z hz u hu n] - field_simp [(initialGreen_pos κ z hz).ne'] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleEigenSource +import OAI.Probability.SLE.FiniteStoppedLaw + +namespace OAI + +/-! Exact exponential eigenfunction moments under the finite centered law, +using angular localization and dominated convergence. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Polynomial +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} + (hB : IsBrownianReal B P) (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω=0) + {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + +include hB hBm hBc hB0 hκ hκ8 γ G F hw + +lemma stoppedGreen_eigen_moment (z : ℂ) (hz : z∈upperHalfPlane) + (u : ℝ) (hu : 0≤u) (n : ℕ) : + (∫ ω, stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) z u* + (angleEigenPolynomial κ n).eval (Real.cos ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- + (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg)) ∂P)= + initialGreen κ z*Real.exp (-u*anglePolynomialEigenvalue κ n)* + (angleEigenPolynomial κ n).eval (Real.cos z.arg) := by + let hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let A := logAngleSq κ (initialLogCoordinates z) 0 + have hA : 0 Real.sqrt κ*B t ω) (γ ω) (G ω) z u* + (angleEigenPolynomial κ n).eval (Real.cos ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- + (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg)) + let K := Real.exp (ev*(u-Real.log 2-Real.log z.im)) + let C := Real.exp ((codimension κ+ev)*(u-Real.log 2-Real.log z.im))*((n:ℝ)+1)^(n+1) + have hf (j : ℕ) : Integrable (f j) P ∧ + (∫ ω, f j ω ∂P)=Real.exp (-ev*(Real.log 2+Real.log z.im))*initialGreen κ z* + (angleEigenPolynomial κ n).eval (Real.cos z.arg) := by + exact ⟨((a j).mean_eigen hB hBm hBc hB0 hκ hκ8 n).1, + ((a j).mean_eigen hB hBm hBc hB0 hκ hκ8 n).2.trans + (logPolynomialDensity_initial κ ev _ z hz)⟩ + have hb (j : ℕ) : ∀ᵐ ω ∂P, ‖f j ω‖≤C := Eventually.of_forall fun ω => by + simpa only [Real.norm_eq_abs] using + logEigenDensity_bound hκ hκ8 n (Real.log z.im) u _ _ ((a j).inside ω ((a j).τ ω) le_rfl).1 + have hl : ∀ᵐ ω ∂P, Tendsto (fun j => f j ω) atTop (𝓝 (K*w ω)) := by + filter_upwards [hw] with ω hω + simpa only [f,w,K,ev,mul_assoc] using + localization_eigen_tendsto a hεlim hBc hκ hκ8 hz ω (γ ω) (G ω) (F ω) hω n + have hi := tendsto_integral_of_dominated_convergence (fun _ : Ω => C) + (fun j => (hf j).1.aestronglyMeasurable) (integrable_const C) hb hl + have he : (∫ ω, K*w ω ∂P)=Real.exp (-ev*(Real.log 2+Real.log z.im))*initialGreen κ z* + (angleEigenPolynomial κ n).eval (Real.cos z.arg) := by + apply tendsto_nhds_unique hi + exact tendsto_const_nhds.congr' (Eventually.of_forall fun j => (hf j).2.symm) + rw [integral_const_mul] at he + change (∫ ω, w ω ∂P)=_ + apply (mul_left_cancel₀ (Real.exp_ne_zero (ev*(u-Real.log 2-Real.log z.im)))) + change K*(∫ ω, w ω ∂P)=_ + rw [he] + have hexp : K*Real.exp (-u*ev)=Real.exp (-ev*(Real.log 2+Real.log z.im)) := by + dsimp only [K] + rw [← Real.exp_add] + congr 1 + ring + rw [← hexp] + ring + +lemma finiteCenteredLaw_eigen_moment (z : ℂ) (hz : z∈upperHalfPlane) + (u : ℝ) (hu : 0≤u) (n : ℕ) : + (∫ ω, (angleEigenPolynomial κ n).eval (Real.cos + ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- + (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg)) + ∂finiteCenteredLaw P κ B γ G z u)= + Real.exp (-u*anglePolynomialEigenvalue κ n)*(angleEigenPolynomial κ n).eval (Real.cos z.arg) := by + obtain ⟨hgi,_⟩ := finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu + have hnon : ∀ᵐ ω ∂P, 0≤ stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) z u/ + initialGreen κ z := by + filter_upwards [hw] with ω hω + exact div_nonneg (stoppedGreen_nonneg hω κ z u) (initialGreen_pos κ z hz).le + rw [finiteCenteredLaw,integral_withDensity_eq_integral_toReal_smul₀ + (hgi.div_const _).aemeasurable.ennreal_ofReal + (Eventually.of_forall fun _ => ENNReal.ofReal_lt_top)] + have he : (fun ω => (ENNReal.ofReal + (stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) z u/initialGreen κ z)).toReal • + (angleEigenPolynomial κ n).eval (Real.cos ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- + (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg))) =ᵐ[P] + fun ω => (stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) z u* + (angleEigenPolynomial κ n).eval (Real.cos ((G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- + (Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ)).arg)))/initialGreen κ z := by + filter_upwards [hnon] with ω hω + rw [ENNReal.toReal_ofReal hω,smul_eq_mul] + ring + rw [integral_congr_ae he,integral_div, + stoppedGreen_eigen_moment hB hBm hBc hB0 hκ hκ8 γ G F hw z hz u hu n] + field_simp [(initialGreen_pos κ z hz).ne'] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleEigenNorm.lean b/lean/OAI/Probability/SLE/Angle/AngleEigenNorm.lean index 2381ada85b5fcaddb405e85739800c92074d851b..9a83111c32e9b8dbc0e954bc1f5febb51d91111c 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleEigenNorm.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleEigenNorm.lean @@ -1,69 +1,69 @@ -import OAI.Probability.SLE.Angle.AnglePolynomialInner -import OAI.Probability.SLE.Angle.AngleRecurrenceRemainders - -namespace OAI - -/-! Exact norm recurrence and a uniform exponential lower bound. Together -with the coefficient bounds this controls the normalized spectral series. -/ -noncomputable section -open Polynomial - -namespace SLEExactGauge - -def angleEigenSquareNorm (κ : ℝ) (n : ℕ) : ℝ := - anglePolynomialInner κ (angleEigenPolynomial κ n) (angleEigenPolynomial κ n) - -lemma angleEigenSquareNorm_zero_pos {κ : ℝ} (hκ : 0<κ) : - 0 rw [angleEigenPolynomial_recurrence_zero hκ]; simp - | succ n => exact angleEigenPolynomial_recurrence_remainder hκ n - have he := anglePolynomialInner_lower_degree hκ n _ hd - rw [anglePolynomialInner_sub_right hκ,anglePolynomialInner_sub_right hκ, - anglePolynomialInner_smul_right,angleEigenSquareNorm_shift hκ] at he - have hz := angleEigenPolynomial_orthogonal hκ n (n+2) (by omega) - change anglePolynomialInner κ (angleEigenPolynomial κ n) (angleEigenPolynomial κ (n+2))=0 at hz - rw [hz,sub_zero] at he - exact sub_eq_zero.mp he - -lemma angleEigenSquareNorm_lower {κ : ℝ} (hκ : 0<κ) (n : ℕ) : - angleEigenSquareNorm κ 0*(κ/(4*(κ+4)))^n≤angleEigenSquareNorm κ n := by - have hc : 0<κ/(4*(κ+4)) := by positivity - have h0 := angleEigenSquareNorm_zero_pos hκ - induction n with - | zero => simp - | succ n ih => - rw [angleEigenSquareNorm_recurrence hκ,pow_succ] - calc - _ = κ/(4*(κ+4))*(angleEigenSquareNorm κ 0*(κ/(4*(κ+4)))^n) := by ring - _ ≤ angleRecurrenceCoefficient κ n*angleEigenSquareNorm κ n := - mul_le_mul (angleRecurrenceCoefficient_lower hκ n) ih - (by positivity) (angleRecurrenceCoefficient_pos hκ n).le - -lemma angleEigenSquareNorm_pos {κ : ℝ} (hκ : 0<κ) (n : ℕ) : - 0 rw [angleEigenPolynomial_recurrence_zero hκ]; simp + | succ n => exact angleEigenPolynomial_recurrence_remainder hκ n + have he := anglePolynomialInner_lower_degree hκ n _ hd + rw [anglePolynomialInner_sub_right hκ,anglePolynomialInner_sub_right hκ, + anglePolynomialInner_smul_right,angleEigenSquareNorm_shift hκ] at he + have hz := angleEigenPolynomial_orthogonal hκ n (n+2) (by omega) + change anglePolynomialInner κ (angleEigenPolynomial κ n) (angleEigenPolynomial κ (n+2))=0 at hz + rw [hz,sub_zero] at he + exact sub_eq_zero.mp he + +lemma angleEigenSquareNorm_lower {κ : ℝ} (hκ : 0<κ) (n : ℕ) : + angleEigenSquareNorm κ 0*(κ/(4*(κ+4)))^n≤angleEigenSquareNorm κ n := by + have hc : 0<κ/(4*(κ+4)) := by positivity + have h0 := angleEigenSquareNorm_zero_pos hκ + induction n with + | zero => simp + | succ n ih => + rw [angleEigenSquareNorm_recurrence hκ,pow_succ] + calc + _ = κ/(4*(κ+4))*(angleEigenSquareNorm κ 0*(κ/(4*(κ+4)))^n) := by ring + _ ≤ angleRecurrenceCoefficient κ n*angleEigenSquareNorm κ n := + mul_le_mul (angleRecurrenceCoefficient_lower hκ n) ih + (by positivity) (angleRecurrenceCoefficient_pos hκ n).le + +lemma angleEigenSquareNorm_pos {κ : ℝ} (hκ : 0<κ) (n : ℕ) : + 0 anglePolynomialTest q θ*anglePolynomialFlux κ p θ - - anglePolynomialTest p θ*anglePolynomialFlux κ q θ) - (Real.sin θ^(4*Target.a κ)* - (anglePolynomialTest q θ*(anglePolynomialGenerator κ p).eval (Real.cos θ) - - anglePolynomialTest p θ*(anglePolynomialGenerator κ q).eval (Real.cos θ))) θ := by - have hp := (anglePolynomialTest_hasDerivAt q θ).mul (anglePolynomialFlux_hasDerivAt hκ p hθ) - have hq := (anglePolynomialTest_hasDerivAt p θ).mul (anglePolynomialFlux_hasDerivAt hκ q hθ) - apply (hp.sub hq).congr_deriv - simp only [anglePolynomialTest,anglePolynomialFlux] - ring - -lemma anglePolynomialGenerator_symmetric {κ : ℝ} (hκ : 0<κ) (p q : ℝ[X]) : - (∫ θ in (0:ℝ)..Real.pi, Real.sin θ^(4*Target.a κ)* - anglePolynomialTest q θ*(anglePolynomialGenerator κ p).eval (Real.cos θ)) = - ∫ θ in (0:ℝ)..Real.pi, Real.sin θ^(4*Target.a κ)* - anglePolynomialTest p θ*(anglePolynomialGenerator κ q).eval (Real.cos θ) := by - have hr : 0<4*Target.a κ := by unfold Target.a; positivity - have hc (p q : ℝ[X]) : Continuous (fun θ => Real.sin θ^(4*Target.a κ)* - anglePolynomialTest q θ*(anglePolynomialGenerator κ p).eval (Real.cos θ)) := - (((Real.continuous_rpow_const hr.le).comp Real.continuous_sin).mul - (q.continuous.comp Real.continuous_cos)).mul - ((anglePolynomialGenerator κ p).continuous.comp Real.continuous_cos) - have hi : IntervalIntegrable (fun θ => Real.sin θ^(4*Target.a κ)* - (anglePolynomialTest q θ*(anglePolynomialGenerator κ p).eval (Real.cos θ) - - anglePolynomialTest p θ*(anglePolynomialGenerator κ q).eval (Real.cos θ))) - volume 0 Real.pi := by - convert (((hc p q).sub (hc q p)).intervalIntegrable (μ := volume) 0 Real.pi) using 1 - ext θ - simp only [Pi.sub_apply] - ring - have he := intervalIntegral.integral_eq_sub_of_hasDerivAt - (fun θ hθ => anglePolynomialWronskian_hasDerivAt hκ p q - (by simpa only [uIcc_of_le Real.pi_pos.le] using hθ)) - hi - simp only [mul_sub,← mul_assoc] at he - rw [intervalIntegral.integral_sub ((hc p q).intervalIntegrable _ _) - ((hc q p).intervalIntegrable _ _)] at he - have hzero : ∀ p : ℝ[X], anglePolynomialFlux κ p Real.pi=0 ∧ anglePolynomialFlux κ p 0=0 := by - intro p - simp [anglePolynomialFlux,Real.zero_rpow (by linarith : 4*Target.a κ+1≠0)] - rw [(hzero p).1,(hzero q).1,(hzero p).2,(hzero q).2] at he - simpa only [mul_zero,sub_self,sub_eq_zero] using he - -lemma angleEigenPolynomial_orthogonal {κ : ℝ} (hκ : 0<κ) (n m : ℕ) (hnm : n≠m) : - (∫ θ in (0:ℝ)..Real.pi, Real.sin θ^(4*Target.a κ)* - anglePolynomialTest (angleEigenPolynomial κ n) θ* - anglePolynomialTest (angleEigenPolynomial κ m) θ)=0 := by - have he := anglePolynomialGenerator_symmetric hκ - (angleEigenPolynomial κ n) (angleEigenPolynomial κ m) - simp_rw [angleEigenPolynomial_eigen hκ,eval_mul,eval_neg,eval_C] at he - have hn (θ : ℝ) : Real.sin θ^(4*Target.a κ)*anglePolynomialTest (angleEigenPolynomial κ m) θ* - (-anglePolynomialEigenvalue κ n*(angleEigenPolynomial κ n).eval (Real.cos θ)) = - -anglePolynomialEigenvalue κ n*(Real.sin θ^(4*Target.a κ)* - anglePolynomialTest (angleEigenPolynomial κ n) θ*anglePolynomialTest (angleEigenPolynomial κ m) θ) := by - simp only [anglePolynomialTest] - ring - have hm (θ : ℝ) : Real.sin θ^(4*Target.a κ)*anglePolynomialTest (angleEigenPolynomial κ n) θ* - (-anglePolynomialEigenvalue κ m*(angleEigenPolynomial κ m).eval (Real.cos θ)) = - -anglePolynomialEigenvalue κ m*(Real.sin θ^(4*Target.a κ)* - anglePolynomialTest (angleEigenPolynomial κ n) θ*anglePolynomialTest (angleEigenPolynomial κ m) θ) := by - simp only [anglePolynomialTest] - ring - simp_rw [hn,hm,intervalIntegral.integral_const_mul] at he - have hd : anglePolynomialEigenvalue κ n-anglePolynomialEigenvalue κ m≠0 := - sub_ne_zero.mpr ((anglePolynomialEigenvalue_strictMono hκ).injective.ne hnm) - have hz : (anglePolynomialEigenvalue κ n-anglePolynomialEigenvalue κ m)* - (∫ θ in (0:ℝ)..Real.pi, Real.sin θ^(4*Target.a κ)* - anglePolynomialTest (angleEigenPolynomial κ n) θ*anglePolynomialTest (angleEigenPolynomial κ m) θ)=0 := by - linarith - exact (mul_eq_zero.mp hz).resolve_left hd - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleStationaryFlux + +namespace OAI + +/-! Symmetry under the paper's stationary angular weight, and orthogonality +of the actual centered-generator polynomial eigenfunctions. -/ +noncomputable section +open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +lemma anglePolynomialWronskian_hasDerivAt {κ : ℝ} (hκ : 0<κ) (p q : ℝ[X]) {θ : ℝ} + (hθ : θ∈Icc (0:ℝ) Real.pi) : + HasDerivAt (fun θ => anglePolynomialTest q θ*anglePolynomialFlux κ p θ - + anglePolynomialTest p θ*anglePolynomialFlux κ q θ) + (Real.sin θ^(4*Target.a κ)* + (anglePolynomialTest q θ*(anglePolynomialGenerator κ p).eval (Real.cos θ) - + anglePolynomialTest p θ*(anglePolynomialGenerator κ q).eval (Real.cos θ))) θ := by + have hp := (anglePolynomialTest_hasDerivAt q θ).mul (anglePolynomialFlux_hasDerivAt hκ p hθ) + have hq := (anglePolynomialTest_hasDerivAt p θ).mul (anglePolynomialFlux_hasDerivAt hκ q hθ) + apply (hp.sub hq).congr_deriv + simp only [anglePolynomialTest,anglePolynomialFlux] + ring + +lemma anglePolynomialGenerator_symmetric {κ : ℝ} (hκ : 0<κ) (p q : ℝ[X]) : + (∫ θ in (0:ℝ)..Real.pi, Real.sin θ^(4*Target.a κ)* + anglePolynomialTest q θ*(anglePolynomialGenerator κ p).eval (Real.cos θ)) = + ∫ θ in (0:ℝ)..Real.pi, Real.sin θ^(4*Target.a κ)* + anglePolynomialTest p θ*(anglePolynomialGenerator κ q).eval (Real.cos θ) := by + have hr : 0<4*Target.a κ := by unfold Target.a; positivity + have hc (p q : ℝ[X]) : Continuous (fun θ => Real.sin θ^(4*Target.a κ)* + anglePolynomialTest q θ*(anglePolynomialGenerator κ p).eval (Real.cos θ)) := + (((Real.continuous_rpow_const hr.le).comp Real.continuous_sin).mul + (q.continuous.comp Real.continuous_cos)).mul + ((anglePolynomialGenerator κ p).continuous.comp Real.continuous_cos) + have hi : IntervalIntegrable (fun θ => Real.sin θ^(4*Target.a κ)* + (anglePolynomialTest q θ*(anglePolynomialGenerator κ p).eval (Real.cos θ) - + anglePolynomialTest p θ*(anglePolynomialGenerator κ q).eval (Real.cos θ))) + volume 0 Real.pi := by + convert (((hc p q).sub (hc q p)).intervalIntegrable (μ := volume) 0 Real.pi) using 1 + ext θ + simp only [Pi.sub_apply] + ring + have he := intervalIntegral.integral_eq_sub_of_hasDerivAt + (fun θ hθ => anglePolynomialWronskian_hasDerivAt hκ p q + (by simpa only [uIcc_of_le Real.pi_pos.le] using hθ)) + hi + simp only [mul_sub,← mul_assoc] at he + rw [intervalIntegral.integral_sub ((hc p q).intervalIntegrable _ _) + ((hc q p).intervalIntegrable _ _)] at he + have hzero : ∀ p : ℝ[X], anglePolynomialFlux κ p Real.pi=0 ∧ anglePolynomialFlux κ p 0=0 := by + intro p + simp [anglePolynomialFlux,Real.zero_rpow (by linarith : 4*Target.a κ+1≠0)] + rw [(hzero p).1,(hzero q).1,(hzero p).2,(hzero q).2] at he + simpa only [mul_zero,sub_self,sub_eq_zero] using he + +lemma angleEigenPolynomial_orthogonal {κ : ℝ} (hκ : 0<κ) (n m : ℕ) (hnm : n≠m) : + (∫ θ in (0:ℝ)..Real.pi, Real.sin θ^(4*Target.a κ)* + anglePolynomialTest (angleEigenPolynomial κ n) θ* + anglePolynomialTest (angleEigenPolynomial κ m) θ)=0 := by + have he := anglePolynomialGenerator_symmetric hκ + (angleEigenPolynomial κ n) (angleEigenPolynomial κ m) + simp_rw [angleEigenPolynomial_eigen hκ,eval_mul,eval_neg,eval_C] at he + have hn (θ : ℝ) : Real.sin θ^(4*Target.a κ)*anglePolynomialTest (angleEigenPolynomial κ m) θ* + (-anglePolynomialEigenvalue κ n*(angleEigenPolynomial κ n).eval (Real.cos θ)) = + -anglePolynomialEigenvalue κ n*(Real.sin θ^(4*Target.a κ)* + anglePolynomialTest (angleEigenPolynomial κ n) θ*anglePolynomialTest (angleEigenPolynomial κ m) θ) := by + simp only [anglePolynomialTest] + ring + have hm (θ : ℝ) : Real.sin θ^(4*Target.a κ)*anglePolynomialTest (angleEigenPolynomial κ n) θ* + (-anglePolynomialEigenvalue κ m*(angleEigenPolynomial κ m).eval (Real.cos θ)) = + -anglePolynomialEigenvalue κ m*(Real.sin θ^(4*Target.a κ)* + anglePolynomialTest (angleEigenPolynomial κ n) θ*anglePolynomialTest (angleEigenPolynomial κ m) θ) := by + simp only [anglePolynomialTest] + ring + simp_rw [hn,hm,intervalIntegral.integral_const_mul] at he + have hd : anglePolynomialEigenvalue κ n-anglePolynomialEigenvalue κ m≠0 := + sub_ne_zero.mpr ((anglePolynomialEigenvalue_strictMono hκ).injective.ne hnm) + have hz : (anglePolynomialEigenvalue κ n-anglePolynomialEigenvalue κ m)* + (∫ θ in (0:ℝ)..Real.pi, Real.sin θ^(4*Target.a κ)* + anglePolynomialTest (angleEigenPolynomial κ n) θ*anglePolynomialTest (angleEigenPolynomial κ m) θ)=0 := by + linarith + exact (mul_eq_zero.mp hz).resolve_left hd + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleEigenPolynomials.lean b/lean/OAI/Probability/SLE/Angle/AngleEigenPolynomials.lean index ad206e7c6b5145618a05cfb083bcac6be4e79427..5390de9d9afaeb11f53b2109efb4c66f3d6e5a41 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleEigenPolynomials.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleEigenPolynomials.lean @@ -1,81 +1,81 @@ -import OAI.Probability.SLE.Angle.AnglePolynomialCoefficients - -namespace OAI - -/-! Monic polynomial eigenfunctions for the centered cosine generator. -The coefficients are solved downwards in degree, with no choice of an -auxiliary stochastic process or additional published input. -/ -noncomputable section -open Polynomial - -namespace SLEExactGauge - -def angleEigenCoefficient (κ : ℝ) (N k : ℕ) : ℝ := - if k=N then 1 else if _h : k rw [angleEigenCoefficient] - rw [ite_eq_right (ne_of_lt hk),dite_eq_left hk] - field_simp - · subst k - rw [angleEigenCoefficient_above κ (by omega : N rw [angleEigenCoefficient] + rw [ite_eq_right (ne_of_lt hk),dite_eq_left hk] + field_simp + · subst k + rw [angleEigenCoefficient_above κ (by omega : N B t ω)) (hz : z∈upperHalfPlane) - (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) γ G F) - (hh : ω∈a.hit) (n : ℕ) : - logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) - (greenExponent κ) (angleEigenPolynomial κ n) (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω)= - Real.exp (anglePolynomialEigenvalue κ n*(u-Real.log 2-Real.log z.im))* - stoppedGreen κ (fun t => Real.sqrt κ*B t ω) γ G z u* - (angleEigenPolynomial κ n).eval (Real.cos ((G (radiusLevelTime γ G z u).toNNReal z- - (Real.sqrt κ*B (radiusLevelTime γ G z u).toNNReal ω:ℝ)).arg)) := by - have hU := (hBc ω).const_mul (Real.sqrt κ) - obtain ⟨hl, hR⟩ := a.radius_at_hit hBc hz ω γ G F hw hh - have ht := radiusLevelTime_eq_of_live_level hU hw z u (a.τ ω) hl hR - have hq := (a.chart_identification hBc hz ω γ G F hw).2 (a.τ ω) le_rfl - rw [logPolynomialDensity_green_factor κ _ (Real.log z.im), - (show logRadiusClock (Real.log z.im) (a.solution.Q (a.τ ω) ω)=u from hh)] - change Real.exp _*a.weight ω*_=_ - rw [a.weight_eq_stoppedGreen_of_hit hBc hz ω γ G F hw hh,hq, - logCosine_logCoordinates κ _ G z _ (hw.imag_positive _ z hl),ht,ENNReal.toNNReal_coe] - -lemma eigen_small_of_not_hit (a : AngularLocalization B hm κ z u ε) - (hκ : 0<κ) (hκ8 : κ<8) (n : ℕ) (ω : Ω) (hh : ω∉a.hit) : - |logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) - (greenExponent κ) (angleEigenPolynomial κ n) (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω)| ≤ - Real.exp ((codimension κ+anglePolynomialEigenvalue κ n)*(u-Real.log 2-Real.log z.im))* - ε^(greenExponent κ/2)*((n:ℝ)+1)^(n+1) := by - have hp : 0≤codimension κ+anglePolynomialEigenvalue κ n := by - apply add_nonneg (codimension_pos κ hκ8).le - unfold anglePolynomialEigenvalue - positivity - have ha := (a.boundary ω).resolve_left hh - have hε : 0<ε := ha ▸ logAngleSq_pos κ (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω) - rw [logPolynomialDensity,abs_mul,abs_of_pos (powerLogDensity_pos _ _ _ _ _)] - apply mul_le_mul _ (angleEigenPolynomial_eval_abs_le hκ n (logCosine_abs_le_one _ _ _)) - (abs_nonneg _) (by positivity) - rw [powerLogDensity_radius_angle κ _ _ (Real.log z.im),ha] - apply mul_le_mul_of_nonneg_right _ (Real.rpow_nonneg hε.le _) - apply Real.exp_le_exp.mpr - exact mul_le_mul_of_nonneg_left (by linarith [(a.inside ω (a.τ ω) le_rfl).1]) hp - -end AngularLocalization - -lemma localization_eigen_tendsto - {Ω : Type*} [MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} - (a : ∀ j, AngularLocalization B hm κ z u (ε j)) - (hε : Tendsto ε atTop (𝓝 0)) (hBc : ∀ ω, Continuous (fun t => B t ω)) - (hκ : 0<κ) (hκ8 : κ<8) (hz : z∈upperHalfPlane) - (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) γ G F) (n : ℕ) : - Tendsto (fun j => logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) - (greenExponent κ) (angleEigenPolynomial κ n) ((a j).solution.Q ((a j).τ ω) ω) (B ((a j).τ ω) ω)) atTop - (𝓝 (Real.exp (anglePolynomialEigenvalue κ n*(u-Real.log 2-Real.log z.im))* - stoppedGreen κ (fun t => Real.sqrt κ*B t ω) γ G z u* - (angleEigenPolynomial κ n).eval (Real.cos ((G (radiusLevelTime γ G z u).toNNReal z- - (Real.sqrt κ*B (radiusLevelTime γ G z u).toNNReal ω:ℝ)).arg)))) := by - by_cases hh : ∃ T : ℝ≥0, z∈survivingDomain γ T ∧ fullRadius G T z=(2*z.im)*Real.exp (-u) - · obtain ⟨T,hT,hR⟩ := hh - apply tendsto_const_nhds.congr' - filter_upwards [eventually_hit_of_live_level a hε hBc hz ω γ G F hw T hT hR] with j hj - exact ((a j).eigen_eq_source_of_hit hBc hz ω γ G F hw hj.1 n).symm - · rw [stoppedGreen_eq_zero_of_no_level κ _ _ _ z u hh,mul_zero,zero_mul] - have hp : 0 hh ⟨(a j).τ ω,(a j).radius_at_hit hBc hz ω γ G F hw hj⟩) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleEigenStopped +import OAI.Probability.SLE.KernelExpectation + +namespace OAI + +/-! Identification of the localized harmonic eigenfunctions with the +actual stopped Green weight and angle, including paths missing the level. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Polynomial +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma logPolynomialDensity_green_factor (κ c η₀ : ℝ) (P : ℝ[X]) + (q : ℂ × ℝ) (x : ℝ) : + logPolynomialDensity κ (codimension κ+c) (greenExponent κ) P q x = + Real.exp (c*(logRadiusClock η₀ q-Real.log 2-η₀))*greenLogDensity κ q x* + P.eval (logCosine κ q x) := by + unfold logPolynomialDensity powerLogDensity greenLogDensity + rw [← Real.exp_add] + congr 2 + unfold logRadiusClock + ring + +lemma logCosine_logCoordinates (κ b : ℝ) (G : ℝ≥0 → ℂ → ℂ) (z : ℂ) + (t : ℝ≥0) (hy : 0<(G t z).im) : + logCosine κ (logLoewnerCoordinates G z t) b= + Real.cos ((G t z-(Real.sqrt κ*b:ℝ)).arg) := by + rw [logCosine_eq_angle,Multipoint.logAngle] + congr 2 + apply Complex.ext + · simp only [Multipoint.logPoint_re,logCoordinates_re,Complex.sub_re,Complex.ofReal_re] + · simp only [Multipoint.logPoint_im,logCoordinates_im,Real.exp_log hy, + Complex.sub_im,Complex.ofReal_im,sub_zero] + +lemma logCosine_initial (κ : ℝ) (z : ℂ) (hz : z∈upperHalfPlane) : + logCosine κ (initialLogCoordinates z) 0=Real.cos z.arg := by + rw [logCosine_eq_angle,Multipoint.logAngle] + congr 2 + apply Complex.ext + · simp [Multipoint.logPoint_re,initialLogCoordinates] + · simpa [Multipoint.logPoint_im,initialLogCoordinates] using Real.exp_log hz + +lemma logPolynomialDensity_initial (κ c : ℝ) (P : ℝ[X]) + (z : ℂ) (hz : z∈upperHalfPlane) : + logPolynomialDensity κ (codimension κ+c) (greenExponent κ) P (initialLogCoordinates z) 0= + Real.exp (-c*(Real.log 2+Real.log z.im))*initialGreen κ z*P.eval (Real.cos z.arg) := by + rw [logPolynomialDensity_green_factor κ c (Real.log z.im),greenLogDensity_initial κ z hz, + logCosine_initial κ z hz] + simp only [logRadiusClock,initialLogCoordinates,Complex.add_im,Complex.ofReal_im, + Complex.mul_im,Complex.ofReal_re,Complex.I_im,Complex.I_re,mul_one,mul_zero, + add_zero,zero_add] + congr 2 + congr 1 + ring + +namespace AngularLocalization +variable {Ω : Type*} [MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u ε : ℝ} + +lemma eigen_eq_source_of_hit (a : AngularLocalization B hm κ z u ε) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hz : z∈upperHalfPlane) + (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) γ G F) + (hh : ω∈a.hit) (n : ℕ) : + logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) + (greenExponent κ) (angleEigenPolynomial κ n) (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω)= + Real.exp (anglePolynomialEigenvalue κ n*(u-Real.log 2-Real.log z.im))* + stoppedGreen κ (fun t => Real.sqrt κ*B t ω) γ G z u* + (angleEigenPolynomial κ n).eval (Real.cos ((G (radiusLevelTime γ G z u).toNNReal z- + (Real.sqrt κ*B (radiusLevelTime γ G z u).toNNReal ω:ℝ)).arg)) := by + have hU := (hBc ω).const_mul (Real.sqrt κ) + obtain ⟨hl, hR⟩ := a.radius_at_hit hBc hz ω γ G F hw hh + have ht := radiusLevelTime_eq_of_live_level hU hw z u (a.τ ω) hl hR + have hq := (a.chart_identification hBc hz ω γ G F hw).2 (a.τ ω) le_rfl + rw [logPolynomialDensity_green_factor κ _ (Real.log z.im), + (show logRadiusClock (Real.log z.im) (a.solution.Q (a.τ ω) ω)=u from hh)] + change Real.exp _*a.weight ω*_=_ + rw [a.weight_eq_stoppedGreen_of_hit hBc hz ω γ G F hw hh,hq, + logCosine_logCoordinates κ _ G z _ (hw.imag_positive _ z hl),ht,ENNReal.toNNReal_coe] + +lemma eigen_small_of_not_hit (a : AngularLocalization B hm κ z u ε) + (hκ : 0<κ) (hκ8 : κ<8) (n : ℕ) (ω : Ω) (hh : ω∉a.hit) : + |logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) + (greenExponent κ) (angleEigenPolynomial κ n) (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω)| ≤ + Real.exp ((codimension κ+anglePolynomialEigenvalue κ n)*(u-Real.log 2-Real.log z.im))* + ε^(greenExponent κ/2)*((n:ℝ)+1)^(n+1) := by + have hp : 0≤codimension κ+anglePolynomialEigenvalue κ n := by + apply add_nonneg (codimension_pos κ hκ8).le + unfold anglePolynomialEigenvalue + positivity + have ha := (a.boundary ω).resolve_left hh + have hε : 0<ε := ha ▸ logAngleSq_pos κ (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω) + rw [logPolynomialDensity,abs_mul,abs_of_pos (powerLogDensity_pos _ _ _ _ _)] + apply mul_le_mul _ (angleEigenPolynomial_eval_abs_le hκ n (logCosine_abs_le_one _ _ _)) + (abs_nonneg _) (by positivity) + rw [powerLogDensity_radius_angle κ _ _ (Real.log z.im),ha] + apply mul_le_mul_of_nonneg_right _ (Real.rpow_nonneg hε.le _) + apply Real.exp_le_exp.mpr + exact mul_le_mul_of_nonneg_left (by linarith [(a.inside ω (a.τ ω) le_rfl).1]) hp + +end AngularLocalization + +lemma localization_eigen_tendsto + {Ω : Type*} [MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} + (a : ∀ j, AngularLocalization B hm κ z u (ε j)) + (hε : Tendsto ε atTop (𝓝 0)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0<κ) (hκ8 : κ<8) (hz : z∈upperHalfPlane) + (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) γ G F) (n : ℕ) : + Tendsto (fun j => logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) + (greenExponent κ) (angleEigenPolynomial κ n) ((a j).solution.Q ((a j).τ ω) ω) (B ((a j).τ ω) ω)) atTop + (𝓝 (Real.exp (anglePolynomialEigenvalue κ n*(u-Real.log 2-Real.log z.im))* + stoppedGreen κ (fun t => Real.sqrt κ*B t ω) γ G z u* + (angleEigenPolynomial κ n).eval (Real.cos ((G (radiusLevelTime γ G z u).toNNReal z- + (Real.sqrt κ*B (radiusLevelTime γ G z u).toNNReal ω:ℝ)).arg)))) := by + by_cases hh : ∃ T : ℝ≥0, z∈survivingDomain γ T ∧ fullRadius G T z=(2*z.im)*Real.exp (-u) + · obtain ⟨T,hT,hR⟩ := hh + apply tendsto_const_nhds.congr' + filter_upwards [eventually_hit_of_live_level a hε hBc hz ω γ G F hw T hT hR] with j hj + exact ((a j).eigen_eq_source_of_hit hBc hz ω γ G F hw hj.1 n).symm + · rw [stoppedGreen_eq_zero_of_no_level κ _ _ _ z u hh,mul_zero,zero_mul] + have hp : 0 hh ⟨(a j).τ ω,(a j).radius_at_hit hBc hz ω γ G F hw hj⟩) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleEigenStopped.lean b/lean/OAI/Probability/SLE/Angle/AngleEigenStopped.lean index 3d9fb89ca2df92be0c9ff59f2902ed868bf711ae..7816f7ba1f1b6dcd1dd770550fa5433b07e23947 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleEigenStopped.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleEigenStopped.lean @@ -1,104 +1,104 @@ -import OAI.Probability.SLE.Angle.AngleHarmonicStopped -import OAI.Probability.SLE.Angle.AngleEigenBounds -import OAI.Probability.SLE.AngularPowerDynkin - -namespace OAI - -/-! Exact stopped mean identities for every angular eigenpolynomial. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Polynomial -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -lemma ClippedLogSolution.stopped_harmonic_bounded - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - (hB : IsBrownianReal B P) (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω=0) - {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} - (c : ClippedLogSolution B hm κ lo hi hle q₀) - (Φ : (ℂ × ℝ) × ℝ → ℝ) (hΦ : ContDiff ℝ (⊤ : ℕ∞) Φ) - (hgen : ∀ q x, fderiv ℝ (fun r => Φ (r,x)) q - (physicalLogLoewnerField (Real.sqrt κ*x) q) + - (1/2:ℝ)*iteratedDeriv 2 (fun y => Φ (q,y)) x=0) - (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - (T : ℝ≥0) (hb : ∀ ω, τ ω ≤ T) - (hin : ∀ ω t, t ≤ τ ω → (c.Q t ω).1.im ∈ Icc lo hi) - (K : ℝ) (hval : ∀ ω t, t ≤ τ ω → |Φ (c.Q t ω,B t ω)| ≤ K) : - Integrable (fun ω => Φ (c.Q (τ ω) ω,B (τ ω) ω)) P ∧ - (∫ ω, Φ (c.Q (τ ω) ω,B (τ ω) ω) ∂P)=Φ (q₀,0) := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - obtain ⟨σn, hsn, hsle, hsB, hstable⟩ := exists_brownian_compact_stops B hm hBc hB0 τ hτ T hb - have hmean (n : ℕ) : Integrable (fun ω => Φ (c.Q (σn n ω) ω,B (σn n ω) ω)) P ∧ - (∫ ω, Φ (c.Q (σn n ω) ω,B (σn n ω) ω) ∂P)=Φ (q₀,0) := by - let R := max (‖q₀‖+c.L*T) ((n:ℝ)+1) - apply c.stopped_harmonic_compact hB hBm hBc Φ hΦ hgen R - (le_trans (by positivity : (0:ℝ)≤(n:ℝ)+1) (le_max_right _ _)) - (σn n) (hsn n) T (fun ω => (hsle n ω).trans (hb ω)) - intro ω t ht - refine ⟨?_,hin ω t (ht.trans (hsle n ω))⟩ - rw [Prod.norm_def, max_le_iff,Real.norm_eq_abs] - exact ⟨(c.norm_le ω t T (ht.trans ((hsle n ω).trans (hb ω)))).trans (le_max_left _ _), - (hsB n ω t ht).trans (le_max_right _ _)⟩ - have hτm := stopping_time_measurable_nnreal hτ - have hQm := c.measurable.comp ((measurable_coe_nnreal_real.comp hτm).prodMk measurable_id) - have hbm := hBm.comp (hτm.prodMk measurable_id) - have hi : Integrable (fun ω => Φ (c.Q (τ ω) ω,B (τ ω) ω)) P := - Integrable.of_bound (hΦ.continuous.measurable.comp (hQm.prodMk hbm)).aestronglyMeasurable K - (Eventually.of_forall fun ω => by simpa only [Real.norm_eq_abs] using hval ω (τ ω) le_rfl) - refine ⟨hi,?_⟩ - have hlim := integral_tendsto_stopped_eval (fun t ω => Φ (c.Q t ω,B t ω)) σn τ - (fun n => (hmean n).1.aestronglyMeasurable) K - (fun n ω => hval ω (σn n ω) (hsle n ω)) hstable - have he : (fun n => ∫ ω, Φ (c.Q (σn n ω) ω,B (σn n ω) ω) ∂P)=fun _ => Φ (q₀,0) := - funext (fun n => (hmean n).2) - rw [he] at hlim - exact tendsto_nhds_unique hlim tendsto_const_nhds - -lemma logEigenDensity_bound {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) - (n : ℕ) (η₀ u : ℝ) (q : ℂ × ℝ) (x : ℝ) - (hu : logRadiusClock η₀ q ≤ u) : - |logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) - (greenExponent κ) (angleEigenPolynomial κ n) q x| ≤ - Real.exp ((codimension κ+anglePolynomialEigenvalue κ n)*(u-Real.log 2-η₀))* - ((n:ℝ)+1)^(n+1) := by - have hn : 0≤anglePolynomialEigenvalue κ n := by - unfold anglePolynomialEigenvalue - positivity - rw [logPolynomialDensity,abs_mul,abs_of_pos (powerLogDensity_pos _ _ _ _ _)] - exact mul_le_mul - (powerLogDensity_le_radius κ _ _ η₀ u (add_nonneg (codimension_pos κ hκ8).le hn) - (greenExponent_pos κ hκ hκ8).le q x hu) - (angleEigenPolynomial_eval_abs_le hκ n (logCosine_abs_le_one κ q x)) - (abs_nonneg _) (Real.exp_pos _).le - -lemma AngularLocalization.mean_eigen - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - (hB : IsBrownianReal B P) (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω=0) - {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) {z : ℂ} {u ε : ℝ} - (a : AngularLocalization B hm κ z u ε) (n : ℕ) : - Integrable (fun ω => logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) - (greenExponent κ) (angleEigenPolynomial κ n) (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω)) P ∧ - (∫ ω, logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) - (greenExponent κ) (angleEigenPolynomial κ n) (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω) ∂P)= - logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) - (greenExponent κ) (angleEigenPolynomial κ n) (initialLogCoordinates z) 0 := by - apply a.solution.stopped_harmonic_bounded hB hBm hBc hB0 - (fun p => logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) - (greenExponent κ) (angleEigenPolynomial κ n) p.1 p.2) - (logPolynomialDensity_contDiff _ _ _ _) (logEigenDensity_generator_zero hκ n) - a.τ a.stopping a.T a.bounded (fun ω t ht => (a.inside ω t ht).2.2) - (Real.exp ((codimension κ+anglePolynomialEigenvalue κ n)*(u-Real.log 2-Real.log z.im))* - ((n:ℝ)+1)^(n+1)) - exact fun ω t ht => logEigenDensity_bound hκ hκ8 n _ _ _ _ (a.inside ω t ht).1 - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleHarmonicStopped +import OAI.Probability.SLE.Angle.AngleEigenBounds +import OAI.Probability.SLE.AngularPowerDynkin + +namespace OAI + +/-! Exact stopped mean identities for every angular eigenpolynomial. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Polynomial +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma ClippedLogSolution.stopped_harmonic_bounded + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + (hB : IsBrownianReal B P) (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω=0) + {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} + (c : ClippedLogSolution B hm κ lo hi hle q₀) + (Φ : (ℂ × ℝ) × ℝ → ℝ) (hΦ : ContDiff ℝ (⊤ : ℕ∞) Φ) + (hgen : ∀ q x, fderiv ℝ (fun r => Φ (r,x)) q + (physicalLogLoewnerField (Real.sqrt κ*x) q) + + (1/2:ℝ)*iteratedDeriv 2 (fun y => Φ (q,y)) x=0) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (T : ℝ≥0) (hb : ∀ ω, τ ω ≤ T) + (hin : ∀ ω t, t ≤ τ ω → (c.Q t ω).1.im ∈ Icc lo hi) + (K : ℝ) (hval : ∀ ω t, t ≤ τ ω → |Φ (c.Q t ω,B t ω)| ≤ K) : + Integrable (fun ω => Φ (c.Q (τ ω) ω,B (τ ω) ω)) P ∧ + (∫ ω, Φ (c.Q (τ ω) ω,B (τ ω) ω) ∂P)=Φ (q₀,0) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + obtain ⟨σn, hsn, hsle, hsB, hstable⟩ := exists_brownian_compact_stops B hm hBc hB0 τ hτ T hb + have hmean (n : ℕ) : Integrable (fun ω => Φ (c.Q (σn n ω) ω,B (σn n ω) ω)) P ∧ + (∫ ω, Φ (c.Q (σn n ω) ω,B (σn n ω) ω) ∂P)=Φ (q₀,0) := by + let R := max (‖q₀‖+c.L*T) ((n:ℝ)+1) + apply c.stopped_harmonic_compact hB hBm hBc Φ hΦ hgen R + (le_trans (by positivity : (0:ℝ)≤(n:ℝ)+1) (le_max_right _ _)) + (σn n) (hsn n) T (fun ω => (hsle n ω).trans (hb ω)) + intro ω t ht + refine ⟨?_,hin ω t (ht.trans (hsle n ω))⟩ + rw [Prod.norm_def, max_le_iff,Real.norm_eq_abs] + exact ⟨(c.norm_le ω t T (ht.trans ((hsle n ω).trans (hb ω)))).trans (le_max_left _ _), + (hsB n ω t ht).trans (le_max_right _ _)⟩ + have hτm := stopping_time_measurable_nnreal hτ + have hQm := c.measurable.comp ((measurable_coe_nnreal_real.comp hτm).prodMk measurable_id) + have hbm := hBm.comp (hτm.prodMk measurable_id) + have hi : Integrable (fun ω => Φ (c.Q (τ ω) ω,B (τ ω) ω)) P := + Integrable.of_bound (hΦ.continuous.measurable.comp (hQm.prodMk hbm)).aestronglyMeasurable K + (Eventually.of_forall fun ω => by simpa only [Real.norm_eq_abs] using hval ω (τ ω) le_rfl) + refine ⟨hi,?_⟩ + have hlim := integral_tendsto_stopped_eval (fun t ω => Φ (c.Q t ω,B t ω)) σn τ + (fun n => (hmean n).1.aestronglyMeasurable) K + (fun n ω => hval ω (σn n ω) (hsle n ω)) hstable + have he : (fun n => ∫ ω, Φ (c.Q (σn n ω) ω,B (σn n ω) ω) ∂P)=fun _ => Φ (q₀,0) := + funext (fun n => (hmean n).2) + rw [he] at hlim + exact tendsto_nhds_unique hlim tendsto_const_nhds + +lemma logEigenDensity_bound {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) + (n : ℕ) (η₀ u : ℝ) (q : ℂ × ℝ) (x : ℝ) + (hu : logRadiusClock η₀ q ≤ u) : + |logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) + (greenExponent κ) (angleEigenPolynomial κ n) q x| ≤ + Real.exp ((codimension κ+anglePolynomialEigenvalue κ n)*(u-Real.log 2-η₀))* + ((n:ℝ)+1)^(n+1) := by + have hn : 0≤anglePolynomialEigenvalue κ n := by + unfold anglePolynomialEigenvalue + positivity + rw [logPolynomialDensity,abs_mul,abs_of_pos (powerLogDensity_pos _ _ _ _ _)] + exact mul_le_mul + (powerLogDensity_le_radius κ _ _ η₀ u (add_nonneg (codimension_pos κ hκ8).le hn) + (greenExponent_pos κ hκ hκ8).le q x hu) + (angleEigenPolynomial_eval_abs_le hκ n (logCosine_abs_le_one κ q x)) + (abs_nonneg _) (Real.exp_pos _).le + +lemma AngularLocalization.mean_eigen + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + (hB : IsBrownianReal B P) (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω=0) + {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) {z : ℂ} {u ε : ℝ} + (a : AngularLocalization B hm κ z u ε) (n : ℕ) : + Integrable (fun ω => logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) + (greenExponent κ) (angleEigenPolynomial κ n) (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω)) P ∧ + (∫ ω, logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) + (greenExponent κ) (angleEigenPolynomial κ n) (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω) ∂P)= + logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) + (greenExponent κ) (angleEigenPolynomial κ n) (initialLogCoordinates z) 0 := by + apply a.solution.stopped_harmonic_bounded hB hBm hBc hB0 + (fun p => logPolynomialDensity κ (codimension κ+anglePolynomialEigenvalue κ n) + (greenExponent κ) (angleEigenPolynomial κ n) p.1 p.2) + (logPolynomialDensity_contDiff _ _ _ _) (logEigenDensity_generator_zero hκ n) + a.τ a.stopping a.T a.bounded (fun ω t ht => (a.inside ω t ht).2.2) + (Real.exp ((codimension κ+anglePolynomialEigenvalue κ n)*(u-Real.log 2-Real.log z.im))* + ((n:ℝ)+1)^(n+1)) + exact fun ω t ht => logEigenDensity_bound hκ hκ8 n _ _ _ _ (a.inside ω t ht).1 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleHarmonicStopped.lean b/lean/OAI/Probability/SLE/Angle/AngleHarmonicStopped.lean index 280ef4b06b5666333208ced7a2aa9ed1c7df9c08..7b860eebfe83cb969c77f0ea81ecd2ddd86fc7e6 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleHarmonicStopped.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleHarmonicStopped.lean @@ -1,143 +1,143 @@ -import OAI.Probability.SLE.Angle.AnglePolynomialLogGenerator -import OAI.Probability.SLE.StoppedPower - -namespace OAI - -/-! Bounded stopping for smooth harmonic tests of the logarithmic Loewner -state and Brownian driver. This supplies the angular eigenfunction moments. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -private lemma compact_harmonic_field - (Φ : (ℂ × ℝ) × ℝ → ℝ) (hΦ : ContDiff ℝ (⊤ : ℕ∞) Φ) - (R : ℝ) (hR : 0 ≤ R) : - ∃ φ : (ℂ × ℝ) × ℝ → ℝ, - ContDiff ℝ (⊤ : ℕ∞) φ ∧ HasCompactSupport φ ∧ - (∀ q x, ‖(q, x)‖ ≤ R → φ (q, x) = Φ (q, x)) ∧ - (∀ q x, ‖(q, x)‖ ≤ R → fderiv ℝ φ (q, x) = fderiv ℝ Φ (q, x)) ∧ - (∀ q x, ‖(q, x)‖ ≤ R → iteratedDeriv 2 (fun y => φ (q, y)) x = - iteratedDeriv 2 (fun y => Φ (q, y)) x) := by - let b : ContDiffBump (0 : (ℂ × ℝ) × ℝ) := ⟨R + 1, R + 2, by linarith, by linarith⟩ - let φ (z : (ℂ × ℝ) × ℝ) := b z * Φ z - have hnear (z : (ℂ × ℝ) × ℝ) (hz : ‖z‖ ≤ R) : φ =ᶠ[𝓝 z] Φ := by - have hb : z ∈ Metric.ball (0 : (ℂ × ℝ) × ℝ) b.rIn := by - simp only [Metric.mem_ball, dist_zero_right] - change ‖z‖ < R + 1 - linarith - filter_upwards [b.eventuallyEq_one_of_mem_ball hb] with w hw - simp only [φ, hw, Pi.one_apply, one_mul] - refine ⟨φ, b.contDiff.mul hΦ, b.hasCompactSupport.mul_right, - (fun q x h => (hnear (q, x) h).eq_of_nhds), ?_, ?_⟩ - · exact fun q x h => (hnear (q, x) h).fderiv_eq - · intro q x h - exact ((hnear (q, x) h).comp_tendsto - ((continuous_const.prodMk continuous_id).tendsto x)).iteratedDeriv_eq 2 - -private lemma harmonic_pair_directional - (Φ : (ℂ × ℝ) × ℝ → ℝ) (hΦ : ContDiff ℝ (⊤ : ℕ∞) Φ) - (q v : ℂ × ℝ) (x : ℝ) : - fderiv ℝ Φ (q, x) (v, 0) = fderiv ℝ (fun r => Φ (r, x)) q v := by - have hd := (hΦ.differentiable (by simp)) (q, x) - have hp := (hasFDerivAt_id (𝕜 := ℝ) q).prodMk - (hasFDerivAt_const (𝕜 := ℝ) (E := ℂ × ℝ) x q) - have he := congrArg (fun D : (ℂ × ℝ) →L[ℝ] ℝ => D v) (hd.hasFDerivAt.comp q hp).fderiv - simpa only [Function.comp_def, ContinuousLinearMap.comp_apply, ContinuousLinearMap.prod_apply, - ContinuousLinearMap.id_apply, id_eq, zero_apply] using he.symm - -lemma ClippedLogSolution.stopped_harmonic_compact - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - (hB : IsBrownianReal B P) (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) - {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} - (c : ClippedLogSolution B hm κ lo hi hle q₀) - (Φ : (ℂ × ℝ) × ℝ → ℝ) (hΦ : ContDiff ℝ (⊤ : ℕ∞) Φ) - (hgen : ∀ q x, fderiv ℝ (fun r => Φ (r, x)) q - (physicalLogLoewnerField (Real.sqrt κ*x) q) + - (1/2:ℝ)*iteratedDeriv 2 (fun y => Φ (q,y)) x = 0) - (R : ℝ) (hR : 0 ≤ R) (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - (T : ℝ≥0) (hb : ∀ ω, τ ω ≤ T) - (hinside : ∀ ω t, t ≤ τ ω → - ‖(c.Q t ω, B t ω)‖ ≤ R ∧ (c.Q t ω).1.im ∈ Icc lo hi) : - Integrable (fun ω => Φ (c.Q (τ ω) ω, B (τ ω) ω)) P ∧ - (∫ ω, Φ (c.Q (τ ω) ω, B (τ ω) ω) ∂P) = Φ (q₀, 0) := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - obtain ⟨φ, hφ, hφc, hφeq, hφD, hφ2⟩ := compact_harmonic_field Φ hΦ R hR - obtain ⟨L₀, K₀, hL₀, _⟩ := clippedLogLoewnerField_bounds lo hi hle - let V (t : ℝ) (ω : Ω) := - clippedLogLoewnerField lo hi hle (Real.sqrt κ * B t.toNNReal ω) (c.Q t ω) - have hBr : Measurable (fun p : ℝ × Ω => Real.sqrt κ * B p.1.toNNReal p.2) := - (hBm.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk - measurable_snd)).const_mul _ - have hpair := hBr.prodMk c.measurable - have hVm : Measurable (fun p : ℝ × Ω => V p.1 p.2) := by - change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun p : ℝ × Ω => (Real.sqrt κ * B p.1.toNNReal p.2, c.Q p.1 p.2))) - exact (continuous_clippedLogLoewnerField lo hi hle).measurable.comp hpair - have hVb (t : ℝ) (ω : Ω) : ‖V t ω‖ ≤ (max c.L L₀ : ℝ≥0) := - (hL₀ _ _).trans (by exact_mod_cast le_max_right c.L L₀) - obtain ⟨K, hfield⟩ := compact_state_smooth_brownian_field B hm c.Q V (max c.L L₀) - c.measurable c.adapted (fun ω => (c.lipschitz ω).weaken (le_max_left _ _)) hVm hVb - (fun t ω ht => c.derivative ω t ht) φ hφ hφc - let F (t : ℝ≥0) (ω : Ω) (x : ℝ) := φ (c.Q t ω, x) - let a (t : ℝ≥0) (ω : Ω) (x : ℝ) := fderiv ℝ φ (c.Q t ω, x) (V t ω, 0) - have hzero (ω : Ω) (t : ℝ) (ht : t ∈ Icc 0 (τ ω : ℝ)) : - brownianFieldDrift B F a t ω = 0 := by - have ht' : t.toNNReal ≤ τ ω := Real.toNNReal_le_iff_le_coe.mpr ht.2 - obtain ⟨hball, hin⟩ := hinside ω t.toNNReal ht' - have he : (t.toNNReal : ℝ) = t := Real.coe_toNNReal t ht.1 - change fderiv ℝ φ (c.Q (t.toNNReal : ℝ) ω, B t.toNNReal ω) - (V (t.toNNReal : ℝ) ω, 0) + _ = 0 - dsimp only [V] - rw [Real.toNNReal_coe, hφD _ _ hball] - change fderiv ℝ Φ (c.Q (t.toNNReal : ℝ) ω, B t.toNNReal ω) - (clippedLogLoewnerField lo hi hle (Real.sqrt κ*B t.toNNReal ω) - (c.Q (t.toNNReal : ℝ) ω), 0) + - (1/2:ℝ)*iteratedDeriv 2 (fun y => φ (c.Q (t.toNNReal : ℝ) ω,y)) (B t.toNNReal ω)=0 - rw [hφ2 _ _ hball, harmonic_pair_directional Φ hΦ, - clippedLogLoewnerField_eq_physical lo hi hle _ _ hin] - exact hgen _ _ - have hopt := brownian_time_field_stopped_dynkin hB hm hBm hBc K F a hfield τ hτ T hb - have hτm := stopping_time_measurable_nnreal hτ - have hBmτ := hBm.comp (hτm.prodMk measurable_id) - have hQmτ := c.measurable.comp - ((NNReal.continuous_coe.measurable.comp hτm).prodMk measurable_id) - have hfm := hφ.continuous.measurable.comp (hQmτ.prodMk hBmτ) - have hfi : Integrable (fun ω => F (τ ω) ω (B (τ ω) ω)) P := by - apply Integrable.of_bound hfm.aestronglyMeasurable (K : ℝ) - exact Eventually.of_forall fun ω => by - change ‖φ (c.Q (τ ω) ω, B (τ ω) ω)‖ ≤ (K : ℝ) - simpa only [Real.norm_eq_abs, iteratedDeriv_zero] using - hfield.bound (τ ω) ω (B (τ ω) ω) 0 (by decide) - have hfeq (ω : Ω) : F (τ ω) ω (B (τ ω) ω) = Φ (c.Q (τ ω) ω,B (τ ω) ω) := - hφeq _ _ (hinside ω (τ ω) le_rfl).1 - refine ⟨hfi.congr (Eventually.of_forall hfeq), ?_⟩ - rw [← integral_congr_ae (Eventually.of_forall hfeq),hopt] - have hz : (fun ω => ∫ t in (0:ℝ)..(τ ω:ℝ), brownianFieldDrift B F a t ω) = 0 := by - funext ω - rw [intervalIntegral.integral_congr - (fun t ht => hzero ω t (by simpa only [uIcc_of_le (τ ω).coe_nonneg] using ht))] - simp - rw [hz] - change (∫ ω, F 0 ω (B 0 ω) ∂P)+(∫ _ : Ω, (0:ℝ) ∂P)=Φ (q₀,0) - rw [integral_zero,add_zero] - calc - _ = ∫ _, Φ (q₀,0) ∂P := by - apply integral_congr_ae - filter_upwards [hB.eval_zero_ae_eq_zero] with ω hB0 - change φ (c.Q 0 ω,B 0 ω)=_ - have hh : ‖(c.Q 0 ω,B 0 ω)‖ ≤ R := by - simpa only [NNReal.coe_zero] using (hinside ω 0 zero_le).1 - rw [hφeq _ _ hh,c.initial ω,hB0] - _ = _ := by simp - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AnglePolynomialLogGenerator +import OAI.Probability.SLE.StoppedPower + +namespace OAI + +/-! Bounded stopping for smooth harmonic tests of the logarithmic Loewner +state and Brownian driver. This supplies the angular eigenfunction moments. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +private lemma compact_harmonic_field + (Φ : (ℂ × ℝ) × ℝ → ℝ) (hΦ : ContDiff ℝ (⊤ : ℕ∞) Φ) + (R : ℝ) (hR : 0 ≤ R) : + ∃ φ : (ℂ × ℝ) × ℝ → ℝ, + ContDiff ℝ (⊤ : ℕ∞) φ ∧ HasCompactSupport φ ∧ + (∀ q x, ‖(q, x)‖ ≤ R → φ (q, x) = Φ (q, x)) ∧ + (∀ q x, ‖(q, x)‖ ≤ R → fderiv ℝ φ (q, x) = fderiv ℝ Φ (q, x)) ∧ + (∀ q x, ‖(q, x)‖ ≤ R → iteratedDeriv 2 (fun y => φ (q, y)) x = + iteratedDeriv 2 (fun y => Φ (q, y)) x) := by + let b : ContDiffBump (0 : (ℂ × ℝ) × ℝ) := ⟨R + 1, R + 2, by linarith, by linarith⟩ + let φ (z : (ℂ × ℝ) × ℝ) := b z * Φ z + have hnear (z : (ℂ × ℝ) × ℝ) (hz : ‖z‖ ≤ R) : φ =ᶠ[𝓝 z] Φ := by + have hb : z ∈ Metric.ball (0 : (ℂ × ℝ) × ℝ) b.rIn := by + simp only [Metric.mem_ball, dist_zero_right] + change ‖z‖ < R + 1 + linarith + filter_upwards [b.eventuallyEq_one_of_mem_ball hb] with w hw + simp only [φ, hw, Pi.one_apply, one_mul] + refine ⟨φ, b.contDiff.mul hΦ, b.hasCompactSupport.mul_right, + (fun q x h => (hnear (q, x) h).eq_of_nhds), ?_, ?_⟩ + · exact fun q x h => (hnear (q, x) h).fderiv_eq + · intro q x h + exact ((hnear (q, x) h).comp_tendsto + ((continuous_const.prodMk continuous_id).tendsto x)).iteratedDeriv_eq 2 + +private lemma harmonic_pair_directional + (Φ : (ℂ × ℝ) × ℝ → ℝ) (hΦ : ContDiff ℝ (⊤ : ℕ∞) Φ) + (q v : ℂ × ℝ) (x : ℝ) : + fderiv ℝ Φ (q, x) (v, 0) = fderiv ℝ (fun r => Φ (r, x)) q v := by + have hd := (hΦ.differentiable (by simp)) (q, x) + have hp := (hasFDerivAt_id (𝕜 := ℝ) q).prodMk + (hasFDerivAt_const (𝕜 := ℝ) (E := ℂ × ℝ) x q) + have he := congrArg (fun D : (ℂ × ℝ) →L[ℝ] ℝ => D v) (hd.hasFDerivAt.comp q hp).fderiv + simpa only [Function.comp_def, ContinuousLinearMap.comp_apply, ContinuousLinearMap.prod_apply, + ContinuousLinearMap.id_apply, id_eq, zero_apply] using he.symm + +lemma ClippedLogSolution.stopped_harmonic_compact + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + (hB : IsBrownianReal B P) (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} + (c : ClippedLogSolution B hm κ lo hi hle q₀) + (Φ : (ℂ × ℝ) × ℝ → ℝ) (hΦ : ContDiff ℝ (⊤ : ℕ∞) Φ) + (hgen : ∀ q x, fderiv ℝ (fun r => Φ (r, x)) q + (physicalLogLoewnerField (Real.sqrt κ*x) q) + + (1/2:ℝ)*iteratedDeriv 2 (fun y => Φ (q,y)) x = 0) + (R : ℝ) (hR : 0 ≤ R) (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (T : ℝ≥0) (hb : ∀ ω, τ ω ≤ T) + (hinside : ∀ ω t, t ≤ τ ω → + ‖(c.Q t ω, B t ω)‖ ≤ R ∧ (c.Q t ω).1.im ∈ Icc lo hi) : + Integrable (fun ω => Φ (c.Q (τ ω) ω, B (τ ω) ω)) P ∧ + (∫ ω, Φ (c.Q (τ ω) ω, B (τ ω) ω) ∂P) = Φ (q₀, 0) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + obtain ⟨φ, hφ, hφc, hφeq, hφD, hφ2⟩ := compact_harmonic_field Φ hΦ R hR + obtain ⟨L₀, K₀, hL₀, _⟩ := clippedLogLoewnerField_bounds lo hi hle + let V (t : ℝ) (ω : Ω) := + clippedLogLoewnerField lo hi hle (Real.sqrt κ * B t.toNNReal ω) (c.Q t ω) + have hBr : Measurable (fun p : ℝ × Ω => Real.sqrt κ * B p.1.toNNReal p.2) := + (hBm.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk + measurable_snd)).const_mul _ + have hpair := hBr.prodMk c.measurable + have hVm : Measurable (fun p : ℝ × Ω => V p.1 p.2) := by + change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun p : ℝ × Ω => (Real.sqrt κ * B p.1.toNNReal p.2, c.Q p.1 p.2))) + exact (continuous_clippedLogLoewnerField lo hi hle).measurable.comp hpair + have hVb (t : ℝ) (ω : Ω) : ‖V t ω‖ ≤ (max c.L L₀ : ℝ≥0) := + (hL₀ _ _).trans (by exact_mod_cast le_max_right c.L L₀) + obtain ⟨K, hfield⟩ := compact_state_smooth_brownian_field B hm c.Q V (max c.L L₀) + c.measurable c.adapted (fun ω => (c.lipschitz ω).weaken (le_max_left _ _)) hVm hVb + (fun t ω ht => c.derivative ω t ht) φ hφ hφc + let F (t : ℝ≥0) (ω : Ω) (x : ℝ) := φ (c.Q t ω, x) + let a (t : ℝ≥0) (ω : Ω) (x : ℝ) := fderiv ℝ φ (c.Q t ω, x) (V t ω, 0) + have hzero (ω : Ω) (t : ℝ) (ht : t ∈ Icc 0 (τ ω : ℝ)) : + brownianFieldDrift B F a t ω = 0 := by + have ht' : t.toNNReal ≤ τ ω := Real.toNNReal_le_iff_le_coe.mpr ht.2 + obtain ⟨hball, hin⟩ := hinside ω t.toNNReal ht' + have he : (t.toNNReal : ℝ) = t := Real.coe_toNNReal t ht.1 + change fderiv ℝ φ (c.Q (t.toNNReal : ℝ) ω, B t.toNNReal ω) + (V (t.toNNReal : ℝ) ω, 0) + _ = 0 + dsimp only [V] + rw [Real.toNNReal_coe, hφD _ _ hball] + change fderiv ℝ Φ (c.Q (t.toNNReal : ℝ) ω, B t.toNNReal ω) + (clippedLogLoewnerField lo hi hle (Real.sqrt κ*B t.toNNReal ω) + (c.Q (t.toNNReal : ℝ) ω), 0) + + (1/2:ℝ)*iteratedDeriv 2 (fun y => φ (c.Q (t.toNNReal : ℝ) ω,y)) (B t.toNNReal ω)=0 + rw [hφ2 _ _ hball, harmonic_pair_directional Φ hΦ, + clippedLogLoewnerField_eq_physical lo hi hle _ _ hin] + exact hgen _ _ + have hopt := brownian_time_field_stopped_dynkin hB hm hBm hBc K F a hfield τ hτ T hb + have hτm := stopping_time_measurable_nnreal hτ + have hBmτ := hBm.comp (hτm.prodMk measurable_id) + have hQmτ := c.measurable.comp + ((NNReal.continuous_coe.measurable.comp hτm).prodMk measurable_id) + have hfm := hφ.continuous.measurable.comp (hQmτ.prodMk hBmτ) + have hfi : Integrable (fun ω => F (τ ω) ω (B (τ ω) ω)) P := by + apply Integrable.of_bound hfm.aestronglyMeasurable (K : ℝ) + exact Eventually.of_forall fun ω => by + change ‖φ (c.Q (τ ω) ω, B (τ ω) ω)‖ ≤ (K : ℝ) + simpa only [Real.norm_eq_abs, iteratedDeriv_zero] using + hfield.bound (τ ω) ω (B (τ ω) ω) 0 (by decide) + have hfeq (ω : Ω) : F (τ ω) ω (B (τ ω) ω) = Φ (c.Q (τ ω) ω,B (τ ω) ω) := + hφeq _ _ (hinside ω (τ ω) le_rfl).1 + refine ⟨hfi.congr (Eventually.of_forall hfeq), ?_⟩ + rw [← integral_congr_ae (Eventually.of_forall hfeq),hopt] + have hz : (fun ω => ∫ t in (0:ℝ)..(τ ω:ℝ), brownianFieldDrift B F a t ω) = 0 := by + funext ω + rw [intervalIntegral.integral_congr + (fun t ht => hzero ω t (by simpa only [uIcc_of_le (τ ω).coe_nonneg] using ht))] + simp + rw [hz] + change (∫ ω, F 0 ω (B 0 ω) ∂P)+(∫ _ : Ω, (0:ℝ) ∂P)=Φ (q₀,0) + rw [integral_zero,add_zero] + calc + _ = ∫ _, Φ (q₀,0) ∂P := by + apply integral_congr_ae + filter_upwards [hB.eval_zero_ae_eq_zero] with ω hB0 + change φ (c.Q 0 ω,B 0 ω)=_ + have hh : ‖(c.Q 0 ω,B 0 ω)‖ ≤ R := by + simpa only [NNReal.coe_zero] using (hinside ω 0 zero_le).1 + rw [hφeq _ _ hh,c.initial ω,hB0] + _ = _ := by simp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleLogCosine.lean b/lean/OAI/Probability/SLE/Angle/AngleLogCosine.lean index df0b37895b659c8ac725d7034ef482747271d164..66838846d95cfa4da6ff29687e3bd94540e0a1bb 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleLogCosine.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleLogCosine.lean @@ -1,86 +1,86 @@ -import OAI.Probability.SLE.Multipoint.MultipointLogAngular -import OAI.Probability.SLE.Angle.AnglePolynomialGenerator - -namespace OAI - -/-! Smooth cosine coordinates in the actual logarithmic Loewner state. -These formulas are used to apply the Brownian generator to eigenpolynomials. -/ -noncomputable section -open Polynomial - -namespace SLEExactGauge - -def logInverseNorm (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : ℝ := - Real.exp (-q.1.im)*powerLogDensity κ 0 1 q x - -def logCosine (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : ℝ := - (q.1.re-Real.sqrt κ*x)*logInverseNorm κ q x - -lemma logInverseNorm_eq (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : - logInverseNorm κ q x=Real.exp (-Real.log (greenLogNormSq κ q x)/2) := by - unfold logInverseNorm powerLogDensity - rw [← Real.exp_add] - congr 1 - ring - -lemma logInverseNorm_pos (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : - 0 logInverseNorm κ p.1 p.2) := by - unfold logInverseNorm - exact ((Complex.imCLM.contDiff.comp contDiff_fst.fst).neg.exp).mul - (powerLogDensity_contDiff κ 0 1) - -lemma logCosine_contDiff (κ : ℝ) : - ContDiff ℝ (⊤ : ℕ∞) (fun p : (ℂ × ℝ) × ℝ => logCosine κ p.1 p.2) := by - unfold logCosine - exact ((Complex.reCLM.contDiff.comp contDiff_fst.fst).sub - (contDiff_const.mul contDiff_snd)).mul (logInverseNorm_contDiff κ) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Multipoint.MultipointLogAngular +import OAI.Probability.SLE.Angle.AnglePolynomialGenerator + +namespace OAI + +/-! Smooth cosine coordinates in the actual logarithmic Loewner state. +These formulas are used to apply the Brownian generator to eigenpolynomials. -/ +noncomputable section +open Polynomial + +namespace SLEExactGauge + +def logInverseNorm (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : ℝ := + Real.exp (-q.1.im)*powerLogDensity κ 0 1 q x + +def logCosine (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : ℝ := + (q.1.re-Real.sqrt κ*x)*logInverseNorm κ q x + +lemma logInverseNorm_eq (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : + logInverseNorm κ q x=Real.exp (-Real.log (greenLogNormSq κ q x)/2) := by + unfold logInverseNorm powerLogDensity + rw [← Real.exp_add] + congr 1 + ring + +lemma logInverseNorm_pos (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : + 0 logInverseNorm κ p.1 p.2) := by + unfold logInverseNorm + exact ((Complex.imCLM.contDiff.comp contDiff_fst.fst).neg.exp).mul + (powerLogDensity_contDiff κ 0 1) + +lemma logCosine_contDiff (κ : ℝ) : + ContDiff ℝ (⊤ : ℕ∞) (fun p : (ℂ × ℝ) × ℝ => logCosine κ p.1 p.2) := by + unfold logCosine + exact ((Complex.reCLM.contDiff.comp contDiff_fst.fst).sub + (contDiff_const.mul contDiff_snd)).mul (logInverseNorm_contDiff κ) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleLogCosineDerivatives.lean b/lean/OAI/Probability/SLE/Angle/AngleLogCosineDerivatives.lean index 04f003ae024ccbf68d03a8636dc4a0262c4b4b48..132ed562a633edf37c9fd4d137bebfe8db32f814 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleLogCosineDerivatives.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleLogCosineDerivatives.lean @@ -1,107 +1,107 @@ -import OAI.Probability.SLE.Angle.AngleLogCosine - -namespace OAI - -/-! Brownian second derivative and physical Loewner directional derivative -of the actual cosine coordinate. -/ -noncomputable section - -namespace SLEExactGauge - -lemma logCosine_spatial_second {κ : ℝ} (hκ : 0≤κ) (q : ℂ × ℝ) (x : ℝ) : - iteratedDeriv 2 (logCosine κ q) x= - -3*κ*(q.1.re-Real.sqrt κ*x)*Real.exp (2*q.1.im)*logInverseNorm κ q x/ - greenLogNormSq κ q x^2 := by - have hd : deriv (logCosine κ q)=fun y => - -Real.sqrt κ*Real.exp (2*q.1.im)*logInverseNorm κ q y/greenLogNormSq κ q y := - funext (fun y => (logCosine_spatial κ q y).deriv) - have hX := (hasDerivAt_const x q.1.re).sub ((hasDerivAt_id x).const_mul (Real.sqrt κ)) - have hN : HasDerivAt (greenLogNormSq κ q) - (2*(q.1.re-Real.sqrt κ*x)*(-Real.sqrt κ)) x := by - convert (hX.pow 2).add_const (Real.exp (2*q.1.im)) using 1 <;> try rfl - simp - have hcalc := ((logInverseNorm_spatial κ q x).const_mul - (-Real.sqrt κ*Real.exp (2*q.1.im))).div hN (greenLogNormSq_pos κ q x).ne' - conv_lhs => rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one] - rw [hd] - change HasDerivAt (fun y => -Real.sqrt κ*Real.exp (2*q.1.im)* - logInverseNorm κ q y/greenLogNormSq κ q y) _ x at hcalc - rw [hcalc.deriv] - have hsq := Real.sq_sqrt hκ - have hn := (greenLogNormSq_pos κ q x).ne' - generalize Real.sqrt κ = r at * - field_simp - rw [← hsq] - ring - -lemma logInverseNorm_directional (κ : ℝ) (q v : ℂ × ℝ) (x : ℝ) : - fderiv ℝ (fun r : ℂ × ℝ => logInverseNorm κ r x) q v = - -logInverseNorm κ q x*((q.1.re-Real.sqrt κ*x)*v.1.re+ - Real.exp (2*q.1.im)*v.1.im)/greenLogNormSq κ q x := by - have hr : HasDerivAt (fun t : ℝ => (q+t • v).1.re) v.1.re 0 := by - simpa only [Prod.fst_add,Prod.smul_fst,Complex.add_re,Complex.smul_re,smul_eq_mul, - id_eq,one_mul] using ((hasDerivAt_id (0:ℝ)).mul_const v.1.re).const_add q.1.re - have hi : HasDerivAt (fun t : ℝ => (q+t • v).1.im) v.1.im 0 := by - simpa only [Prod.fst_add,Prod.smul_fst,Complex.add_im,Complex.smul_im,smul_eq_mul, - id_eq,one_mul] using ((hasDerivAt_id (0:ℝ)).mul_const v.1.im).const_add q.1.im - have hN : HasDerivAt (fun t : ℝ => greenLogNormSq κ (q+t • v) x) - (2*(q.1.re-Real.sqrt κ*x)*v.1.re+2*Real.exp (2*q.1.im)*v.1.im) 0 := by - convert ((hr.sub_const (Real.sqrt κ*x)).pow 2).add ((hi.const_mul 2).exp) using 1 <;> try rfl - simp only [zero_smul,add_zero,Nat.cast_ofNat] - ring - have hcalc := ((hN.log (by simpa only [zero_smul,add_zero] using - (greenLogNormSq_pos κ q x).ne')).neg.div_const 2).exp - have hline : HasDerivAt (fun t : ℝ => logInverseNorm κ (q+t • v) x) - (-logInverseNorm κ q x*((q.1.re-Real.sqrt κ*x)*v.1.re+ - Real.exp (2*q.1.im)*v.1.im)/greenLogNormSq κ q x) 0 := by - simp only [logInverseNorm_eq] - apply hcalc.congr_deriv - simp only [Pi.neg_apply,zero_smul,add_zero] - ring - have hcd : ContDiff ℝ (⊤:ℕ∞) (fun r : ℂ × ℝ => logInverseNorm κ r x) := - (logInverseNorm_contDiff κ).comp (contDiff_id.prodMk contDiff_const) - have haff : HasDerivAt (fun t : ℝ => q+t • v) v 0 := by - simpa only [id_eq,one_smul] using ((hasDerivAt_id (0:ℝ)).smul_const v).const_add q - have hfd : HasFDerivAt (fun r : ℂ × ℝ => logInverseNorm κ r x) - (fderiv ℝ (fun r : ℂ × ℝ => logInverseNorm κ r x) q) (q+(0:ℝ) • v) := by - simpa only [zero_smul,add_zero] using ((hcd.differentiable (by simp)) q).hasFDerivAt - have hchain := hfd.comp_hasDerivAt 0 haff - simpa only [Function.comp_def] using hchain.unique hline - -lemma logCosine_directional (κ : ℝ) (q v : ℂ × ℝ) (x : ℝ) : - fderiv ℝ (fun r : ℂ × ℝ => logCosine κ r x) q v = - v.1.re*logInverseNorm κ q x-(q.1.re-Real.sqrt κ*x)*logInverseNorm κ q x* - ((q.1.re-Real.sqrt κ*x)*v.1.re+Real.exp (2*q.1.im)*v.1.im)/greenLogNormSq κ q x := by - let X : (ℂ × ℝ) →L[ℝ] ℝ := Complex.reCLM.comp (ContinuousLinearMap.fst ℝ ℂ ℝ) - have hx := (X.hasFDerivAt (x := q)).sub_const (Real.sqrt κ*x) - have hcd : ContDiff ℝ (⊤:ℕ∞) (fun r : ℂ × ℝ => logInverseNorm κ r x) := - (logInverseNorm_contDiff κ).comp (contDiff_id.prodMk contDiff_const) - have he := congrArg (fun L : (ℂ × ℝ) →L[ℝ] ℝ => L v) - (hx.mul ((hcd.differentiable (by simp)) q).hasFDerivAt).fderiv - change fderiv ℝ (fun r : ℂ × ℝ => logCosine κ r x) q v = _ at he - rw [he] - simp only [add_apply,smul_apply,smul_eq_mul, - X,ContinuousLinearMap.comp_apply,Complex.reCLM_apply, - logInverseNorm_directional] - change (q.1.re-Real.sqrt κ*x)*(-logInverseNorm κ q x*((q.1.re-Real.sqrt κ*x)*v.1.re+ - Real.exp (2*q.1.im)*v.1.im)/greenLogNormSq κ q x)+logInverseNorm κ q x*v.1.re = _ - ring - -lemma logCosine_physical_direction (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : - fderiv ℝ (fun r : ℂ × ℝ => logCosine κ r x) q - (physicalLogLoewnerField (Real.sqrt κ*x) q)= - 4*(q.1.re-Real.sqrt κ*x)*Real.exp (2*q.1.im)*logInverseNorm κ q x/ - greenLogNormSq κ q x^2 := by - rw [logCosine_directional] - obtain ⟨hr,hi,_⟩ := physicalLogLoewnerField_components κ q x - rw [hr,hi] - have hn := (greenLogNormSq_pos κ q x).ne' - field_simp - unfold greenLogNormSq - ring - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleLogCosine + +namespace OAI + +/-! Brownian second derivative and physical Loewner directional derivative +of the actual cosine coordinate. -/ +noncomputable section + +namespace SLEExactGauge + +lemma logCosine_spatial_second {κ : ℝ} (hκ : 0≤κ) (q : ℂ × ℝ) (x : ℝ) : + iteratedDeriv 2 (logCosine κ q) x= + -3*κ*(q.1.re-Real.sqrt κ*x)*Real.exp (2*q.1.im)*logInverseNorm κ q x/ + greenLogNormSq κ q x^2 := by + have hd : deriv (logCosine κ q)=fun y => + -Real.sqrt κ*Real.exp (2*q.1.im)*logInverseNorm κ q y/greenLogNormSq κ q y := + funext (fun y => (logCosine_spatial κ q y).deriv) + have hX := (hasDerivAt_const x q.1.re).sub ((hasDerivAt_id x).const_mul (Real.sqrt κ)) + have hN : HasDerivAt (greenLogNormSq κ q) + (2*(q.1.re-Real.sqrt κ*x)*(-Real.sqrt κ)) x := by + convert (hX.pow 2).add_const (Real.exp (2*q.1.im)) using 1 <;> try rfl + simp + have hcalc := ((logInverseNorm_spatial κ q x).const_mul + (-Real.sqrt κ*Real.exp (2*q.1.im))).div hN (greenLogNormSq_pos κ q x).ne' + conv_lhs => rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one] + rw [hd] + change HasDerivAt (fun y => -Real.sqrt κ*Real.exp (2*q.1.im)* + logInverseNorm κ q y/greenLogNormSq κ q y) _ x at hcalc + rw [hcalc.deriv] + have hsq := Real.sq_sqrt hκ + have hn := (greenLogNormSq_pos κ q x).ne' + generalize Real.sqrt κ = r at * + field_simp + rw [← hsq] + ring + +lemma logInverseNorm_directional (κ : ℝ) (q v : ℂ × ℝ) (x : ℝ) : + fderiv ℝ (fun r : ℂ × ℝ => logInverseNorm κ r x) q v = + -logInverseNorm κ q x*((q.1.re-Real.sqrt κ*x)*v.1.re+ + Real.exp (2*q.1.im)*v.1.im)/greenLogNormSq κ q x := by + have hr : HasDerivAt (fun t : ℝ => (q+t • v).1.re) v.1.re 0 := by + simpa only [Prod.fst_add,Prod.smul_fst,Complex.add_re,Complex.smul_re,smul_eq_mul, + id_eq,one_mul] using ((hasDerivAt_id (0:ℝ)).mul_const v.1.re).const_add q.1.re + have hi : HasDerivAt (fun t : ℝ => (q+t • v).1.im) v.1.im 0 := by + simpa only [Prod.fst_add,Prod.smul_fst,Complex.add_im,Complex.smul_im,smul_eq_mul, + id_eq,one_mul] using ((hasDerivAt_id (0:ℝ)).mul_const v.1.im).const_add q.1.im + have hN : HasDerivAt (fun t : ℝ => greenLogNormSq κ (q+t • v) x) + (2*(q.1.re-Real.sqrt κ*x)*v.1.re+2*Real.exp (2*q.1.im)*v.1.im) 0 := by + convert ((hr.sub_const (Real.sqrt κ*x)).pow 2).add ((hi.const_mul 2).exp) using 1 <;> try rfl + simp only [zero_smul,add_zero,Nat.cast_ofNat] + ring + have hcalc := ((hN.log (by simpa only [zero_smul,add_zero] using + (greenLogNormSq_pos κ q x).ne')).neg.div_const 2).exp + have hline : HasDerivAt (fun t : ℝ => logInverseNorm κ (q+t • v) x) + (-logInverseNorm κ q x*((q.1.re-Real.sqrt κ*x)*v.1.re+ + Real.exp (2*q.1.im)*v.1.im)/greenLogNormSq κ q x) 0 := by + simp only [logInverseNorm_eq] + apply hcalc.congr_deriv + simp only [Pi.neg_apply,zero_smul,add_zero] + ring + have hcd : ContDiff ℝ (⊤:ℕ∞) (fun r : ℂ × ℝ => logInverseNorm κ r x) := + (logInverseNorm_contDiff κ).comp (contDiff_id.prodMk contDiff_const) + have haff : HasDerivAt (fun t : ℝ => q+t • v) v 0 := by + simpa only [id_eq,one_smul] using ((hasDerivAt_id (0:ℝ)).smul_const v).const_add q + have hfd : HasFDerivAt (fun r : ℂ × ℝ => logInverseNorm κ r x) + (fderiv ℝ (fun r : ℂ × ℝ => logInverseNorm κ r x) q) (q+(0:ℝ) • v) := by + simpa only [zero_smul,add_zero] using ((hcd.differentiable (by simp)) q).hasFDerivAt + have hchain := hfd.comp_hasDerivAt 0 haff + simpa only [Function.comp_def] using hchain.unique hline + +lemma logCosine_directional (κ : ℝ) (q v : ℂ × ℝ) (x : ℝ) : + fderiv ℝ (fun r : ℂ × ℝ => logCosine κ r x) q v = + v.1.re*logInverseNorm κ q x-(q.1.re-Real.sqrt κ*x)*logInverseNorm κ q x* + ((q.1.re-Real.sqrt κ*x)*v.1.re+Real.exp (2*q.1.im)*v.1.im)/greenLogNormSq κ q x := by + let X : (ℂ × ℝ) →L[ℝ] ℝ := Complex.reCLM.comp (ContinuousLinearMap.fst ℝ ℂ ℝ) + have hx := (X.hasFDerivAt (x := q)).sub_const (Real.sqrt κ*x) + have hcd : ContDiff ℝ (⊤:ℕ∞) (fun r : ℂ × ℝ => logInverseNorm κ r x) := + (logInverseNorm_contDiff κ).comp (contDiff_id.prodMk contDiff_const) + have he := congrArg (fun L : (ℂ × ℝ) →L[ℝ] ℝ => L v) + (hx.mul ((hcd.differentiable (by simp)) q).hasFDerivAt).fderiv + change fderiv ℝ (fun r : ℂ × ℝ => logCosine κ r x) q v = _ at he + rw [he] + simp only [add_apply,smul_apply,smul_eq_mul, + X,ContinuousLinearMap.comp_apply,Complex.reCLM_apply, + logInverseNorm_directional] + change (q.1.re-Real.sqrt κ*x)*(-logInverseNorm κ q x*((q.1.re-Real.sqrt κ*x)*v.1.re+ + Real.exp (2*q.1.im)*v.1.im)/greenLogNormSq κ q x)+logInverseNorm κ q x*v.1.re = _ + ring + +lemma logCosine_physical_direction (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : + fderiv ℝ (fun r : ℂ × ℝ => logCosine κ r x) q + (physicalLogLoewnerField (Real.sqrt κ*x) q)= + 4*(q.1.re-Real.sqrt κ*x)*Real.exp (2*q.1.im)*logInverseNorm κ q x/ + greenLogNormSq κ q x^2 := by + rw [logCosine_directional] + obtain ⟨hr,hi,_⟩ := physicalLogLoewnerField_components κ q x + rw [hr,hi] + have hn := (greenLogNormSq_pos κ q x).ne' + field_simp + unfold greenLogNormSq + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleLogGeneratorCoefficients.lean b/lean/OAI/Probability/SLE/Angle/AngleLogGeneratorCoefficients.lean index a8dca00c1988076371efe35d4b1dbb3bb9dfc912..07740b5bdb32eecc20da88ce622263d044cfdab3 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleLogGeneratorCoefficients.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleLogGeneratorCoefficients.lean @@ -1,52 +1,52 @@ -import OAI.Probability.SLE.Angle.AngleLogCosineDerivatives - -namespace OAI - -/-! The exact drift and variance coefficients after the Green change of -law, in the paper's logarithmic conformal-radius clock. -/ -noncomputable section - -namespace SLEExactGauge - -lemma shifted_green_generator {κ : ℝ} (hκ : 0<κ) (c : ℝ) (q : ℂ × ℝ) (x : ℝ) : - (fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ (codimension κ+c) (greenExponent κ) r x) q) - (physicalLogLoewnerField (Real.sqrt κ*x) q)+ - (1/2:ℝ)*iteratedDeriv 2 (powerLogDensity κ (codimension κ+c) (greenExponent κ) q) x = - powerLogDensity κ (codimension κ+c) (greenExponent κ) q x*logClockRate κ q x*c := by - rw [power_physical_generator κ _ _ hκ.le] - unfold logClockRate greenExponent codimension dimension - have h0 := hκ.ne' - field_simp - ring - -lemma logCosine_tilted_drift {κ : ℝ} (hκ : 0<κ) (q : ℂ × ℝ) (x : ℝ) : - fderiv ℝ (fun r : ℂ × ℝ => logCosine κ r x) q - (physicalLogLoewnerField (Real.sqrt κ*x) q)+ - (1/2:ℝ)*iteratedDeriv 2 (logCosine κ q) x+ - (greenExponent κ*Real.sqrt κ*(q.1.re-Real.sqrt κ*x)/greenLogNormSq κ q x)* - deriv (logCosine κ q) x = - logClockRate κ q x*(-(1+κ/8)*logCosine κ q x) := by - rw [logCosine_physical_direction,logCosine_spatial_second hκ.le,(logCosine_spatial κ q x).deriv] - unfold logClockRate logCosine greenExponent - have hN := (greenLogNormSq_pos κ q x).ne' - have hk := hκ.ne' - field_simp - rw [Real.sq_sqrt hκ.le] - ring - -lemma logCosine_tilted_variance {κ : ℝ} (hκ : 0≤κ) (q : ℂ × ℝ) (x : ℝ) : - (1/2:ℝ)*(deriv (logCosine κ q) x)^2= - logClockRate κ q x*(κ/8)*(1-logCosine κ q x^2) := by - rw [(logCosine_spatial κ q x).deriv] - unfold logClockRate logCosine - rw [div_pow,mul_pow,mul_pow,mul_pow,neg_sq,Real.sq_sqrt hκ,logInverseNorm_sq] - have hN := (greenLogNormSq_pos κ q x).ne' - field_simp - unfold greenLogNormSq - ring - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleLogCosineDerivatives + +namespace OAI + +/-! The exact drift and variance coefficients after the Green change of +law, in the paper's logarithmic conformal-radius clock. -/ +noncomputable section + +namespace SLEExactGauge + +lemma shifted_green_generator {κ : ℝ} (hκ : 0<κ) (c : ℝ) (q : ℂ × ℝ) (x : ℝ) : + (fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ (codimension κ+c) (greenExponent κ) r x) q) + (physicalLogLoewnerField (Real.sqrt κ*x) q)+ + (1/2:ℝ)*iteratedDeriv 2 (powerLogDensity κ (codimension κ+c) (greenExponent κ) q) x = + powerLogDensity κ (codimension κ+c) (greenExponent κ) q x*logClockRate κ q x*c := by + rw [power_physical_generator κ _ _ hκ.le] + unfold logClockRate greenExponent codimension dimension + have h0 := hκ.ne' + field_simp + ring + +lemma logCosine_tilted_drift {κ : ℝ} (hκ : 0<κ) (q : ℂ × ℝ) (x : ℝ) : + fderiv ℝ (fun r : ℂ × ℝ => logCosine κ r x) q + (physicalLogLoewnerField (Real.sqrt κ*x) q)+ + (1/2:ℝ)*iteratedDeriv 2 (logCosine κ q) x+ + (greenExponent κ*Real.sqrt κ*(q.1.re-Real.sqrt κ*x)/greenLogNormSq κ q x)* + deriv (logCosine κ q) x = + logClockRate κ q x*(-(1+κ/8)*logCosine κ q x) := by + rw [logCosine_physical_direction,logCosine_spatial_second hκ.le,(logCosine_spatial κ q x).deriv] + unfold logClockRate logCosine greenExponent + have hN := (greenLogNormSq_pos κ q x).ne' + have hk := hκ.ne' + field_simp + rw [Real.sq_sqrt hκ.le] + ring + +lemma logCosine_tilted_variance {κ : ℝ} (hκ : 0≤κ) (q : ℂ × ℝ) (x : ℝ) : + (1/2:ℝ)*(deriv (logCosine κ q) x)^2= + logClockRate κ q x*(κ/8)*(1-logCosine κ q x^2) := by + rw [(logCosine_spatial κ q x).deriv] + unfold logClockRate logCosine + rw [div_pow,mul_pow,mul_pow,mul_pow,neg_sq,Real.sq_sqrt hκ,logInverseNorm_sq] + have hN := (greenLogNormSq_pos κ q x).ne' + field_simp + unfold greenLogNormSq + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleMomentUniqueness.lean b/lean/OAI/Probability/SLE/Angle/AngleMomentUniqueness.lean index 2441f944116557dcefef97e94df623ccdaf9e3ed..35a58326f9095fc4f932670106521b1aaa8fa380 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleMomentUniqueness.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleMomentUniqueness.lean @@ -1,97 +1,97 @@ -import OAI.Probability.SLE.Angle.AngleSpectralPairing -import Mathlib.Topology.ContinuousMap.Weierstrass -import Mathlib.MeasureTheory.Integral.RieszMarkovKakutani.Real - -namespace OAI - -/-! The cosine eigenpolynomials determine finite angle laws on [0, pi]. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Polynomial -open scoped Topology - -namespace SLEExactGauge - -private def angleIntegralLinear (μ : Measure ℝ) [IsFiniteMeasure μ] : ℝ[X] →ₗ[ℝ] ℝ where - toFun p := ∫ θ, anglePolynomialTest p θ ∂μ - map_add' p q := by - simp only [anglePolynomialTest,eval_add] - exact integral_add (anglePolynomialTest_integrable μ p) (anglePolynomialTest_integrable μ q) - map_smul' c p := by - simp only [anglePolynomialTest,eval_smul,smul_eq_mul,integral_const_mul,RingHom.id_apply] - -lemma angle_polynomial_moments_of_eigen_moments (κ : ℝ) - (μ ν : Measure ℝ) [IsFiniteMeasure μ] [IsFiniteMeasure ν] - (hm : ∀ n, (∫ θ, anglePolynomialTest (angleEigenPolynomial κ n) θ ∂μ)= - ∫ θ, anglePolynomialTest (angleEigenPolynomial κ n) θ ∂ν) (p : ℝ[X]) : - (∫ θ, anglePolynomialTest p θ ∂μ)=∫ θ, anglePolynomialTest p θ ∂ν := by - have he : angleIntegralLinear μ=angleIntegralLinear ν := by - apply (angleEigenBasis κ).ext - intro n - change (∫ θ, anglePolynomialTest (angleEigenBasis κ n) θ ∂μ)= - ∫ θ, anglePolynomialTest (angleEigenBasis κ n) θ ∂ν - simpa only [angleEigenBasis_apply] using hm n - exact congrArg (fun L : ℝ[X] →ₗ[ℝ] ℝ => L p) he - -lemma angle_continuous_moments_of_polynomial_moments - (μ ν : Measure ℝ) [IsFiniteMeasure μ] [IsFiniteMeasure ν] - (hm : ∀ p : ℝ[X], (∫ θ, anglePolynomialTest p θ ∂μ)=∫ θ, anglePolynomialTest p θ ∂ν) - (g : ℝ → ℝ) (hg : Continuous g) : - (∫ θ, g (Real.cos θ) ∂μ)=∫ θ, g (Real.cos θ) ∂ν := by - let δ (j : ℕ) : ℝ := 1/((j:ℝ)+1) - have hδ (j : ℕ) : 0<δ j := by dsimp [δ]; positivity - have hδ1 (j : ℕ) : δ j≤1 := by - dsimp [δ] - apply (div_le_one (by positivity)).mpr - have hj := Nat.cast_nonneg (α := ℝ) j - linarith - have hδlim : Tendsto δ atTop (𝓝 0) := tendsto_one_div_add_atTop_nhds_zero_nat - choose p hp using fun j => exists_polynomial_near_of_continuousOn (-1) 1 g hg.continuousOn (δ j) (hδ j) - obtain ⟨M,hM⟩ := (isCompact_Icc : IsCompact (Icc (-1:ℝ) 1)).exists_bound_of_continuousOn hg.continuousOn - have hc (θ : ℝ) : Real.cos θ∈Icc (-1:ℝ) 1 := ⟨Real.neg_one_le_cos θ,Real.cos_le_one θ⟩ - have hb (j : ℕ) (θ : ℝ) : ‖anglePolynomialTest (p j) θ‖≤M+1 := by - change |(p j).eval (Real.cos θ)|≤M+1 - calc - _ = |((p j).eval (Real.cos θ)-g (Real.cos θ))+g (Real.cos θ)| := by ring_nf - _ ≤ |(p j).eval (Real.cos θ)-g (Real.cos θ)|+|g (Real.cos θ)| := abs_add_le _ _ - _ ≤ δ j+M := add_le_add (hp j _ (hc θ)).le (hM _ (hc θ)) - _ ≤ M+1 := by linarith [hδ1 j] - have hl (θ : ℝ) : Tendsto (fun j => anglePolynomialTest (p j) θ) atTop (𝓝 (g (Real.cos θ))) := by - have hh := squeeze_zero_norm (f := fun j => (p j).eval (Real.cos θ)-g (Real.cos θ)) - (fun j => by simpa only [Real.norm_eq_abs] using (hp j _ (hc θ)).le) hδlim - simpa only [sub_add_cancel,zero_add,anglePolynomialTest] using hh.add_const (g (Real.cos θ)) - have hi (ρ : Measure ℝ) [IsFiniteMeasure ρ] : - Tendsto (fun j => ∫ θ, anglePolynomialTest (p j) θ ∂ρ) atTop (𝓝 (∫ θ, g (Real.cos θ) ∂ρ)) := - tendsto_integral_of_dominated_convergence (fun _ => M+1) - (fun j => (anglePolynomialTest_integrable ρ (p j)).aestronglyMeasurable) - (integrable_const _) (fun j => Eventually.of_forall (hb j)) (Eventually.of_forall hl) - apply tendsto_nhds_unique (hi μ) - exact (hi ν).congr' (Eventually.of_forall fun j => (hm (p j)).symm) - -lemma angleMeasures_eq_of_eigenMoments (κ : ℝ) - (μ ν : Measure ℝ) [IsFiniteMeasure μ] [IsFiniteMeasure ν] - (hμ : ∀ᵐ θ ∂μ, θ∈Icc (0:ℝ) Real.pi) (hν : ∀ᵐ θ ∂ν, θ∈Icc (0:ℝ) Real.pi) - (hm : ∀ n, (∫ θ, anglePolynomialTest (angleEigenPolynomial κ n) θ ∂μ)= - ∫ θ, anglePolynomialTest (angleEigenPolynomial κ n) θ ∂ν) : μ=ν := by - have hpoly := angle_polynomial_moments_of_eigen_moments κ μ ν hm - have hcos : μ.map Real.cos=ν.map Real.cos := by - apply Measure.ext_of_integral_eq_on_compactlySupported - intro f - rw [integral_map Real.continuous_cos.measurable.aemeasurable - (show AEStronglyMeasurable (fun x => f x) (μ.map Real.cos) from f.continuous.aestronglyMeasurable), - integral_map Real.continuous_cos.measurable.aemeasurable - (show AEStronglyMeasurable (fun x => f x) (ν.map Real.cos) from f.continuous.aestronglyMeasurable)] - exact angle_continuous_moments_of_polynomial_moments μ ν hpoly f f.continuous - have hrecover (ρ : Measure ℝ) (hρ : ∀ᵐ θ ∂ρ, θ∈Icc (0:ℝ) Real.pi) : - (ρ.map Real.cos).map Real.arccos=ρ := by - rw [Measure.map_map Real.continuous_arccos.measurable Real.continuous_cos.measurable] - have he : Real.arccos ∘ Real.cos =ᵐ[ρ] id := by - filter_upwards [hρ] with θ hθ - exact Real.arccos_cos hθ.1 hθ.2 - rw [Measure.map_congr he,Measure.map_id] - rw [← hrecover μ hμ,hcos,hrecover ν hν] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleSpectralPairing +import Mathlib.Topology.ContinuousMap.Weierstrass +import Mathlib.MeasureTheory.Integral.RieszMarkovKakutani.Real + +namespace OAI + +/-! The cosine eigenpolynomials determine finite angle laws on [0, pi]. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Polynomial +open scoped Topology + +namespace SLEExactGauge + +private def angleIntegralLinear (μ : Measure ℝ) [IsFiniteMeasure μ] : ℝ[X] →ₗ[ℝ] ℝ where + toFun p := ∫ θ, anglePolynomialTest p θ ∂μ + map_add' p q := by + simp only [anglePolynomialTest,eval_add] + exact integral_add (anglePolynomialTest_integrable μ p) (anglePolynomialTest_integrable μ q) + map_smul' c p := by + simp only [anglePolynomialTest,eval_smul,smul_eq_mul,integral_const_mul,RingHom.id_apply] + +lemma angle_polynomial_moments_of_eigen_moments (κ : ℝ) + (μ ν : Measure ℝ) [IsFiniteMeasure μ] [IsFiniteMeasure ν] + (hm : ∀ n, (∫ θ, anglePolynomialTest (angleEigenPolynomial κ n) θ ∂μ)= + ∫ θ, anglePolynomialTest (angleEigenPolynomial κ n) θ ∂ν) (p : ℝ[X]) : + (∫ θ, anglePolynomialTest p θ ∂μ)=∫ θ, anglePolynomialTest p θ ∂ν := by + have he : angleIntegralLinear μ=angleIntegralLinear ν := by + apply (angleEigenBasis κ).ext + intro n + change (∫ θ, anglePolynomialTest (angleEigenBasis κ n) θ ∂μ)= + ∫ θ, anglePolynomialTest (angleEigenBasis κ n) θ ∂ν + simpa only [angleEigenBasis_apply] using hm n + exact congrArg (fun L : ℝ[X] →ₗ[ℝ] ℝ => L p) he + +lemma angle_continuous_moments_of_polynomial_moments + (μ ν : Measure ℝ) [IsFiniteMeasure μ] [IsFiniteMeasure ν] + (hm : ∀ p : ℝ[X], (∫ θ, anglePolynomialTest p θ ∂μ)=∫ θ, anglePolynomialTest p θ ∂ν) + (g : ℝ → ℝ) (hg : Continuous g) : + (∫ θ, g (Real.cos θ) ∂μ)=∫ θ, g (Real.cos θ) ∂ν := by + let δ (j : ℕ) : ℝ := 1/((j:ℝ)+1) + have hδ (j : ℕ) : 0<δ j := by dsimp [δ]; positivity + have hδ1 (j : ℕ) : δ j≤1 := by + dsimp [δ] + apply (div_le_one (by positivity)).mpr + have hj := Nat.cast_nonneg (α := ℝ) j + linarith + have hδlim : Tendsto δ atTop (𝓝 0) := tendsto_one_div_add_atTop_nhds_zero_nat + choose p hp using fun j => exists_polynomial_near_of_continuousOn (-1) 1 g hg.continuousOn (δ j) (hδ j) + obtain ⟨M,hM⟩ := (isCompact_Icc : IsCompact (Icc (-1:ℝ) 1)).exists_bound_of_continuousOn hg.continuousOn + have hc (θ : ℝ) : Real.cos θ∈Icc (-1:ℝ) 1 := ⟨Real.neg_one_le_cos θ,Real.cos_le_one θ⟩ + have hb (j : ℕ) (θ : ℝ) : ‖anglePolynomialTest (p j) θ‖≤M+1 := by + change |(p j).eval (Real.cos θ)|≤M+1 + calc + _ = |((p j).eval (Real.cos θ)-g (Real.cos θ))+g (Real.cos θ)| := by ring_nf + _ ≤ |(p j).eval (Real.cos θ)-g (Real.cos θ)|+|g (Real.cos θ)| := abs_add_le _ _ + _ ≤ δ j+M := add_le_add (hp j _ (hc θ)).le (hM _ (hc θ)) + _ ≤ M+1 := by linarith [hδ1 j] + have hl (θ : ℝ) : Tendsto (fun j => anglePolynomialTest (p j) θ) atTop (𝓝 (g (Real.cos θ))) := by + have hh := squeeze_zero_norm (f := fun j => (p j).eval (Real.cos θ)-g (Real.cos θ)) + (fun j => by simpa only [Real.norm_eq_abs] using (hp j _ (hc θ)).le) hδlim + simpa only [sub_add_cancel,zero_add,anglePolynomialTest] using hh.add_const (g (Real.cos θ)) + have hi (ρ : Measure ℝ) [IsFiniteMeasure ρ] : + Tendsto (fun j => ∫ θ, anglePolynomialTest (p j) θ ∂ρ) atTop (𝓝 (∫ θ, g (Real.cos θ) ∂ρ)) := + tendsto_integral_of_dominated_convergence (fun _ => M+1) + (fun j => (anglePolynomialTest_integrable ρ (p j)).aestronglyMeasurable) + (integrable_const _) (fun j => Eventually.of_forall (hb j)) (Eventually.of_forall hl) + apply tendsto_nhds_unique (hi μ) + exact (hi ν).congr' (Eventually.of_forall fun j => (hm (p j)).symm) + +lemma angleMeasures_eq_of_eigenMoments (κ : ℝ) + (μ ν : Measure ℝ) [IsFiniteMeasure μ] [IsFiniteMeasure ν] + (hμ : ∀ᵐ θ ∂μ, θ∈Icc (0:ℝ) Real.pi) (hν : ∀ᵐ θ ∂ν, θ∈Icc (0:ℝ) Real.pi) + (hm : ∀ n, (∫ θ, anglePolynomialTest (angleEigenPolynomial κ n) θ ∂μ)= + ∫ θ, anglePolynomialTest (angleEigenPolynomial κ n) θ ∂ν) : μ=ν := by + have hpoly := angle_polynomial_moments_of_eigen_moments κ μ ν hm + have hcos : μ.map Real.cos=ν.map Real.cos := by + apply Measure.ext_of_integral_eq_on_compactlySupported + intro f + rw [integral_map Real.continuous_cos.measurable.aemeasurable + (show AEStronglyMeasurable (fun x => f x) (μ.map Real.cos) from f.continuous.aestronglyMeasurable), + integral_map Real.continuous_cos.measurable.aemeasurable + (show AEStronglyMeasurable (fun x => f x) (ν.map Real.cos) from f.continuous.aestronglyMeasurable)] + exact angle_continuous_moments_of_polynomial_moments μ ν hpoly f f.continuous + have hrecover (ρ : Measure ℝ) (hρ : ∀ᵐ θ ∂ρ, θ∈Icc (0:ℝ) Real.pi) : + (ρ.map Real.cos).map Real.arccos=ρ := by + rw [Measure.map_map Real.continuous_arccos.measurable Real.continuous_cos.measurable] + have he : Real.arccos ∘ Real.cos =ᵐ[ρ] id := by + filter_upwards [hρ] with θ hθ + exact Real.arccos_cos hθ.1 hθ.2 + rw [Measure.map_congr he,Measure.map_id] + rw [← hrecover μ hμ,hcos,hrecover ν hν] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleMomentWeight.lean b/lean/OAI/Probability/SLE/Angle/AngleMomentWeight.lean index 8b41ad13cf96e7aa091993282b2e29fba505cc8c..2ae7ca5255ffe86e571bef7b2f5fd3eb38c9bd02 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleMomentWeight.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleMomentWeight.lean @@ -1,51 +1,51 @@ -import OAI.Probability.SLE.Angle.TargetAngleLaw -import OAI.Probability.SLE.BoundaryDensity - -namespace OAI - -/-! The angular singularity in the centered moment estimate is -integrable against the exact invariant angle law. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped NNReal ENNReal - -namespace SLEExactGauge.Target - -lemma angle_inverse_sine_lintegral_lt_top (κ : ℝ) : - (∫⁻ θ, ENNReal.ofReal (1/(Real.sin θ)^greenExponent κ) ∂angleLaw κ)<∞ := by - let μ := volume.restrict (Ioo (0:ℝ) Real.pi) - let w := fun θ => ENNReal.ofReal ((Real.sin θ)^(4*a κ)) - have hm : Measurable w := (measurable_id.sin.pow_const (4*a κ)).ennreal_ofReal - have hf : Measurable (fun θ : ℝ => ENNReal.ofReal (1/(Real.sin θ)^greenExponent κ)) := - (measurable_const.div (measurable_id.sin.pow_const (greenExponent κ))).ennreal_ofReal - change (∫⁻ θ, ENNReal.ofReal (1/(Real.sin θ)^greenExponent κ) - ∂((μ.withDensity w) univ)⁻¹ • μ.withDensity w)<∞ - rw [lintegral_smul_measure,lintegral_withDensity_eq_lintegral_mul μ hm hf] - apply ENNReal.mul_lt_top - · exact ENNReal.inv_lt_top.mpr (angle_normalizer_pos κ) - · apply lt_of_le_of_lt (lintegral_mono_ae ?_) (show (∫⁻ _ : ℝ, (1:ℝ≥0∞) ∂μ)<∞ from by - simp only [μ,lintegral_const,one_mul,Measure.restrict_apply_univ,Real.volume_Ioo,sub_zero] - exact ENNReal.ofReal_lt_top) - filter_upwards [ae_restrict_mem measurableSet_Ioo] with θ hθ - have hs : 0 1/(Real.sin θ)^greenExponent κ) (angleLaw κ) := by - refine ⟨(measurable_const.div (measurable_id.sin.pow_const (greenExponent κ))).aestronglyMeasurable,?_⟩ - apply (hasFiniteIntegral_iff_ofReal ?_).mpr (angle_inverse_sine_lintegral_lt_top κ) - filter_upwards [angleLaw_ae_mem κ] with θ hθ - exact one_div_nonneg.mpr (Real.rpow_nonneg (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2).le _) - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetAngleLaw +import OAI.Probability.SLE.BoundaryDensity + +namespace OAI + +/-! The angular singularity in the centered moment estimate is +integrable against the exact invariant angle law. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma angle_inverse_sine_lintegral_lt_top (κ : ℝ) : + (∫⁻ θ, ENNReal.ofReal (1/(Real.sin θ)^greenExponent κ) ∂angleLaw κ)<∞ := by + let μ := volume.restrict (Ioo (0:ℝ) Real.pi) + let w := fun θ => ENNReal.ofReal ((Real.sin θ)^(4*a κ)) + have hm : Measurable w := (measurable_id.sin.pow_const (4*a κ)).ennreal_ofReal + have hf : Measurable (fun θ : ℝ => ENNReal.ofReal (1/(Real.sin θ)^greenExponent κ)) := + (measurable_const.div (measurable_id.sin.pow_const (greenExponent κ))).ennreal_ofReal + change (∫⁻ θ, ENNReal.ofReal (1/(Real.sin θ)^greenExponent κ) + ∂((μ.withDensity w) univ)⁻¹ • μ.withDensity w)<∞ + rw [lintegral_smul_measure,lintegral_withDensity_eq_lintegral_mul μ hm hf] + apply ENNReal.mul_lt_top + · exact ENNReal.inv_lt_top.mpr (angle_normalizer_pos κ) + · apply lt_of_le_of_lt (lintegral_mono_ae ?_) (show (∫⁻ _ : ℝ, (1:ℝ≥0∞) ∂μ)<∞ from by + simp only [μ,lintegral_const,one_mul,Measure.restrict_apply_univ,Real.volume_Ioo,sub_zero] + exact ENNReal.ofReal_lt_top) + filter_upwards [ae_restrict_mem measurableSet_Ioo] with θ hθ + have hs : 0 1/(Real.sin θ)^greenExponent κ) (angleLaw κ) := by + refine ⟨(measurable_const.div (measurable_id.sin.pow_const (greenExponent κ))).aestronglyMeasurable,?_⟩ + apply (hasFiniteIntegral_iff_ofReal ?_).mpr (angle_inverse_sine_lintegral_lt_top κ) + filter_upwards [angleLaw_ae_mem κ] with θ hθ + exact one_div_nonneg.mpr (Real.rpow_nonneg (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2).le _) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AnglePolynomialCoefficients.lean b/lean/OAI/Probability/SLE/Angle/AnglePolynomialCoefficients.lean index ab02f756a7b7a1964a70aefaac1e1a41c834a8be..d4042f270d89aca591173a9f45a74493137230c2 100644 --- a/lean/OAI/Probability/SLE/Angle/AnglePolynomialCoefficients.lean +++ b/lean/OAI/Probability/SLE/Angle/AnglePolynomialCoefficients.lean @@ -1,52 +1,52 @@ -import OAI.Probability.SLE.Angle.AnglePolynomialGenerator - -namespace OAI - -/-! The exact triangular coefficient relation for the cosine generator. -This is the recurrence used to construct its polynomial eigenfunctions. -/ -noncomputable section -open Polynomial - -namespace SLEExactGauge - -lemma anglePolynomialGenerator_coeff (κ : ℝ) (p : ℝ[X]) (n : ℕ) : - (anglePolynomialGenerator κ p).coeff n = - (κ/8)*((n:ℝ)+2)*((n:ℝ)+1)*p.coeff (n+2) - - anglePolynomialEigenvalue κ n*p.coeff n := by - have he : anglePolynomialGenerator κ p = - C (κ/8)*p.derivative.derivative - C (κ/8)*(p.derivative.derivative*X^2) - - C (1+κ/8)*(p.derivative*X) := by - unfold anglePolynomialGenerator - ring - rw [he] - simp only [coeff_sub,coeff_C_mul] - rcases n with _ | (_ | n) - · simp [coeff_derivative,anglePolynomialEigenvalue] - ring - · simp [coeff_derivative,coeff_mul_X_pow',anglePolynomialEigenvalue] - ring - · simp [coeff_derivative,coeff_mul_X_pow',anglePolynomialEigenvalue, - show n+1+1-2=n by omega] - ring - -lemma anglePolynomial_eigen_iff_coeff (κ : ℝ) (p : ℝ[X]) (N : ℕ) : - anglePolynomialGenerator κ p = -C (anglePolynomialEigenvalue κ N)*p ↔ - ∀ n : ℕ, (κ/8)*((n:ℝ)+2)*((n:ℝ)+1)*p.coeff (n+2) = - (anglePolynomialEigenvalue κ n-anglePolynomialEigenvalue κ N)*p.coeff n := by - constructor - · intro h n - have he := congrArg (fun q : ℝ[X] => q.coeff n) h - rw [anglePolynomialGenerator_coeff] at he - simp only [neg_mul,coeff_neg,coeff_C_mul] at he - linarith - · intro h - ext n - rw [anglePolynomialGenerator_coeff] - simp only [neg_mul,coeff_neg,coeff_C_mul] - linarith [h n] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AnglePolynomialGenerator + +namespace OAI + +/-! The exact triangular coefficient relation for the cosine generator. +This is the recurrence used to construct its polynomial eigenfunctions. -/ +noncomputable section +open Polynomial + +namespace SLEExactGauge + +lemma anglePolynomialGenerator_coeff (κ : ℝ) (p : ℝ[X]) (n : ℕ) : + (anglePolynomialGenerator κ p).coeff n = + (κ/8)*((n:ℝ)+2)*((n:ℝ)+1)*p.coeff (n+2) - + anglePolynomialEigenvalue κ n*p.coeff n := by + have he : anglePolynomialGenerator κ p = + C (κ/8)*p.derivative.derivative - C (κ/8)*(p.derivative.derivative*X^2) - + C (1+κ/8)*(p.derivative*X) := by + unfold anglePolynomialGenerator + ring + rw [he] + simp only [coeff_sub,coeff_C_mul] + rcases n with _ | (_ | n) + · simp [coeff_derivative,anglePolynomialEigenvalue] + ring + · simp [coeff_derivative,coeff_mul_X_pow',anglePolynomialEigenvalue] + ring + · simp [coeff_derivative,coeff_mul_X_pow',anglePolynomialEigenvalue, + show n+1+1-2=n by omega] + ring + +lemma anglePolynomial_eigen_iff_coeff (κ : ℝ) (p : ℝ[X]) (N : ℕ) : + anglePolynomialGenerator κ p = -C (anglePolynomialEigenvalue κ N)*p ↔ + ∀ n : ℕ, (κ/8)*((n:ℝ)+2)*((n:ℝ)+1)*p.coeff (n+2) = + (anglePolynomialEigenvalue κ n-anglePolynomialEigenvalue κ N)*p.coeff n := by + constructor + · intro h n + have he := congrArg (fun q : ℝ[X] => q.coeff n) h + rw [anglePolynomialGenerator_coeff] at he + simp only [neg_mul,coeff_neg,coeff_C_mul] at he + linarith + · intro h + ext n + rw [anglePolynomialGenerator_coeff] + simp only [neg_mul,coeff_neg,coeff_C_mul] + linarith [h n] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AnglePolynomialGenerator.lean b/lean/OAI/Probability/SLE/Angle/AnglePolynomialGenerator.lean index c16aba944d535d30b73f8986943c6f721f85fc8b..eb570c0c3c88d8e7d595a8db18c1434a5215b5da 100644 --- a/lean/OAI/Probability/SLE/Angle/AnglePolynomialGenerator.lean +++ b/lean/OAI/Probability/SLE/Angle/AnglePolynomialGenerator.lean @@ -1,70 +1,70 @@ -import OAI.Probability.SLE.Angle.CanonicalAngleSemigroup - -namespace OAI - -/-! The cosine-coordinate generator in the actual logarithmic radius -clock. Its polynomial eigenvalues retain the paper's time normalization. -/ -noncomputable section -open Polynomial - -namespace SLEExactGauge - -def anglePolynomialGenerator (κ : ℝ) (p : ℝ[X]) : ℝ[X] := - C (κ/8)*(1-X^2)*p.derivative.derivative - C (1+κ/8)*X*p.derivative - -def anglePolynomialEigenvalue (κ : ℝ) (n : ℕ) : ℝ := - (n:ℝ)+(κ/8)*(n:ℝ)^2 - -lemma anglePolynomialGenerator_add (κ : ℝ) (p q : ℝ[X]) : - anglePolynomialGenerator κ (p+q)= - anglePolynomialGenerator κ p+anglePolynomialGenerator κ q := by - simp only [anglePolynomialGenerator,map_add] - ring - -lemma anglePolynomialGenerator_C_mul (κ c : ℝ) (p : ℝ[X]) : - anglePolynomialGenerator κ (C c*p)=C c*anglePolynomialGenerator κ p := by - simp only [anglePolynomialGenerator,derivative_C_mul] - ring - -lemma anglePolynomialGenerator_one (κ : ℝ) : anglePolynomialGenerator κ 1=0 := by - simp [anglePolynomialGenerator] - -lemma anglePolynomialGenerator_X (κ : ℝ) : - anglePolynomialGenerator κ X = -C (anglePolynomialEigenvalue κ 1)*X := by - simp only [anglePolynomialGenerator,anglePolynomialEigenvalue,derivative_X, - derivative_one,mul_zero,Nat.cast_one,one_pow,add_comm (1:ℝ), - map_add,map_one] - ring_nf - -lemma anglePolynomialGenerator_X_pow_add_two (κ : ℝ) (n : ℕ) : - anglePolynomialGenerator κ (X^(n+2)) = - C ((κ/8)*((n:ℝ)+2)*((n:ℝ)+1))*X^n - - C (anglePolynomialEigenvalue κ (n+2))*X^(n+2) := by - simp only [anglePolynomialGenerator,derivative_X_pow,derivative_C_mul, - show n+2-1=n+1 by omega,show n+1-1=n by omega] - simp only [anglePolynomialEigenvalue,Nat.cast_add,Nat.cast_ofNat,Nat.cast_one] - simp only [pow_add,pow_one] - simp only [map_add,map_mul,map_pow,map_ofNat,map_one] - ring - -lemma anglePolynomialEigenvalue_strictMono {κ : ℝ} (hκ : 0<κ) : - StrictMono (anglePolynomialEigenvalue κ) := by - intro n m hnm - have hn : (0:ℝ)≤n := Nat.cast_nonneg n - have hnm' : (n:ℝ) < m := Nat.cast_lt.mpr hnm - have hsq : (n:ℝ)^2<(m:ℝ)^2 := by nlinarith - have hmul := mul_lt_mul_of_pos_left hsq (by positivity : 0<κ/8) - unfold anglePolynomialEigenvalue - linarith - -lemma anglePolynomialEigenvalue_clock (κ : ℝ) (hκ : κ≠0) (n : ℕ) : - anglePolynomialEigenvalue κ n=(κ/4)*((n:ℝ)*((n:ℝ)+4*Target.a κ)/2) := by - unfold anglePolynomialEigenvalue Target.a - field_simp - ring - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.CanonicalAngleSemigroup + +namespace OAI + +/-! The cosine-coordinate generator in the actual logarithmic radius +clock. Its polynomial eigenvalues retain the paper's time normalization. -/ +noncomputable section +open Polynomial + +namespace SLEExactGauge + +def anglePolynomialGenerator (κ : ℝ) (p : ℝ[X]) : ℝ[X] := + C (κ/8)*(1-X^2)*p.derivative.derivative - C (1+κ/8)*X*p.derivative + +def anglePolynomialEigenvalue (κ : ℝ) (n : ℕ) : ℝ := + (n:ℝ)+(κ/8)*(n:ℝ)^2 + +lemma anglePolynomialGenerator_add (κ : ℝ) (p q : ℝ[X]) : + anglePolynomialGenerator κ (p+q)= + anglePolynomialGenerator κ p+anglePolynomialGenerator κ q := by + simp only [anglePolynomialGenerator,map_add] + ring + +lemma anglePolynomialGenerator_C_mul (κ c : ℝ) (p : ℝ[X]) : + anglePolynomialGenerator κ (C c*p)=C c*anglePolynomialGenerator κ p := by + simp only [anglePolynomialGenerator,derivative_C_mul] + ring + +lemma anglePolynomialGenerator_one (κ : ℝ) : anglePolynomialGenerator κ 1=0 := by + simp [anglePolynomialGenerator] + +lemma anglePolynomialGenerator_X (κ : ℝ) : + anglePolynomialGenerator κ X = -C (anglePolynomialEigenvalue κ 1)*X := by + simp only [anglePolynomialGenerator,anglePolynomialEigenvalue,derivative_X, + derivative_one,mul_zero,Nat.cast_one,one_pow,add_comm (1:ℝ), + map_add,map_one] + ring_nf + +lemma anglePolynomialGenerator_X_pow_add_two (κ : ℝ) (n : ℕ) : + anglePolynomialGenerator κ (X^(n+2)) = + C ((κ/8)*((n:ℝ)+2)*((n:ℝ)+1))*X^n - + C (anglePolynomialEigenvalue κ (n+2))*X^(n+2) := by + simp only [anglePolynomialGenerator,derivative_X_pow,derivative_C_mul, + show n+2-1=n+1 by omega,show n+1-1=n by omega] + simp only [anglePolynomialEigenvalue,Nat.cast_add,Nat.cast_ofNat,Nat.cast_one] + simp only [pow_add,pow_one] + simp only [map_add,map_mul,map_pow,map_ofNat,map_one] + ring + +lemma anglePolynomialEigenvalue_strictMono {κ : ℝ} (hκ : 0<κ) : + StrictMono (anglePolynomialEigenvalue κ) := by + intro n m hnm + have hn : (0:ℝ)≤n := Nat.cast_nonneg n + have hnm' : (n:ℝ) < m := Nat.cast_lt.mpr hnm + have hsq : (n:ℝ)^2<(m:ℝ)^2 := by nlinarith + have hmul := mul_lt_mul_of_pos_left hsq (by positivity : 0<κ/8) + unfold anglePolynomialEigenvalue + linarith + +lemma anglePolynomialEigenvalue_clock (κ : ℝ) (hκ : κ≠0) (n : ℕ) : + anglePolynomialEigenvalue κ n=(κ/4)*((n:ℝ)*((n:ℝ)+4*Target.a κ)/2) := by + unfold anglePolynomialEigenvalue Target.a + field_simp + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AnglePolynomialInner.lean b/lean/OAI/Probability/SLE/Angle/AnglePolynomialInner.lean index f90d35d2a70f2eed36a4a523a446566ef0c83b06..aaea06deaed8c8c6d1c0ecd6b57b0652ffa7005f 100644 --- a/lean/OAI/Probability/SLE/Angle/AnglePolynomialInner.lean +++ b/lean/OAI/Probability/SLE/Angle/AnglePolynomialInner.lean @@ -1,98 +1,98 @@ -import OAI.Probability.SLE.Angle.AngleEigenOrthogonality -import OAI.Probability.SLE.Angle.AngleEigenBasis - -namespace OAI - -/-! The stationary weighted polynomial pairing and its finite-degree -orthogonality. This uses the actual centered generator eigenpolynomials. -/ -noncomputable section -open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory -open scoped Topology - -namespace SLEExactGauge - -def anglePolynomialInner (κ : ℝ) (p q : ℝ[X]) : ℝ := - ∫ θ in (0:ℝ)..Real.pi, Real.sin θ^(4*Target.a κ)* - anglePolynomialTest p θ*anglePolynomialTest q θ - -lemma anglePolynomialInner_integrable {κ : ℝ} (hκ : 0<κ) (p q : ℝ[X]) : - IntervalIntegrable (fun θ => Real.sin θ^(4*Target.a κ)* - anglePolynomialTest p θ*anglePolynomialTest q θ) volume 0 Real.pi := by - have hr : 0<4*Target.a κ := by unfold Target.a; positivity - exact ((((Real.continuous_rpow_const hr.le).comp Real.continuous_sin).mul - (p.continuous.comp Real.continuous_cos)).mul - (q.continuous.comp Real.continuous_cos)).intervalIntegrable _ _ - -lemma anglePolynomialInner_comm (κ : ℝ) (p q : ℝ[X]) : - anglePolynomialInner κ p q=anglePolynomialInner κ q p := by - unfold anglePolynomialInner - congr 1 - funext θ - ring - -lemma anglePolynomialInner_add_right {κ : ℝ} (hκ : 0<κ) (p q r : ℝ[X]) : - anglePolynomialInner κ p (q+r)=anglePolynomialInner κ p q+anglePolynomialInner κ p r := by - unfold anglePolynomialInner - simp only [anglePolynomialTest,eval_add,mul_add] - exact intervalIntegral.integral_add (anglePolynomialInner_integrable hκ p q) - (anglePolynomialInner_integrable hκ p r) - -lemma anglePolynomialInner_smul_right (κ : ℝ) (p q : ℝ[X]) (r : ℝ) : - anglePolynomialInner κ p (r • q)=r*anglePolynomialInner κ p q := by - unfold anglePolynomialInner - simp only [anglePolynomialTest,eval_smul,smul_eq_mul] - simp_rw [show ∀ θ : ℝ, Real.sin θ^(4*Target.a κ)*p.eval (Real.cos θ)* - (r*q.eval (Real.cos θ))=r*(Real.sin θ^(4*Target.a κ)*p.eval (Real.cos θ)* - q.eval (Real.cos θ)) by intro θ; ring] - exact intervalIntegral.integral_const_mul _ _ - -def anglePolynomialInnerRight {κ : ℝ} (hκ : 0<κ) (p : ℝ[X]) : ℝ[X] →ₗ[ℝ] ℝ where - toFun := anglePolynomialInner κ p - map_add' := anglePolynomialInner_add_right hκ p - map_smul' r q := anglePolynomialInner_smul_right κ p q r - -lemma anglePolynomialInner_lower_degree {κ : ℝ} (hκ : 0<κ) (n : ℕ) (q : ℝ[X]) - (hq : q.degree Real.sin θ^(4*Target.a κ)* + anglePolynomialTest p θ*anglePolynomialTest q θ) volume 0 Real.pi := by + have hr : 0<4*Target.a κ := by unfold Target.a; positivity + exact ((((Real.continuous_rpow_const hr.le).comp Real.continuous_sin).mul + (p.continuous.comp Real.continuous_cos)).mul + (q.continuous.comp Real.continuous_cos)).intervalIntegrable _ _ + +lemma anglePolynomialInner_comm (κ : ℝ) (p q : ℝ[X]) : + anglePolynomialInner κ p q=anglePolynomialInner κ q p := by + unfold anglePolynomialInner + congr 1 + funext θ + ring + +lemma anglePolynomialInner_add_right {κ : ℝ} (hκ : 0<κ) (p q r : ℝ[X]) : + anglePolynomialInner κ p (q+r)=anglePolynomialInner κ p q+anglePolynomialInner κ p r := by + unfold anglePolynomialInner + simp only [anglePolynomialTest,eval_add,mul_add] + exact intervalIntegral.integral_add (anglePolynomialInner_integrable hκ p q) + (anglePolynomialInner_integrable hκ p r) + +lemma anglePolynomialInner_smul_right (κ : ℝ) (p q : ℝ[X]) (r : ℝ) : + anglePolynomialInner κ p (r • q)=r*anglePolynomialInner κ p q := by + unfold anglePolynomialInner + simp only [anglePolynomialTest,eval_smul,smul_eq_mul] + simp_rw [show ∀ θ : ℝ, Real.sin θ^(4*Target.a κ)*p.eval (Real.cos θ)* + (r*q.eval (Real.cos θ))=r*(Real.sin θ^(4*Target.a κ)*p.eval (Real.cos θ)* + q.eval (Real.cos θ)) by intro θ; ring] + exact intervalIntegral.integral_const_mul _ _ + +def anglePolynomialInnerRight {κ : ℝ} (hκ : 0<κ) (p : ℝ[X]) : ℝ[X] →ₗ[ℝ] ℝ where + toFun := anglePolynomialInner κ p + map_add' := anglePolynomialInner_add_right hκ p + map_smul' r q := anglePolynomialInner_smul_right κ p q r + +lemma anglePolynomialInner_lower_degree {κ : ℝ} (hκ : 0<κ) (n : ℕ) (q : ℝ[X]) + (hq : q.degree P.eval x) := by - simpa using P.contDiff_aeval (𝕜 := ℝ) n - -lemma logPolynomialDensity_contDiff (κ p a : ℝ) (P : ℝ[X]) : - ContDiff ℝ (⊤:ℕ∞) (fun z : (ℂ × ℝ) × ℝ => logPolynomialDensity κ p a P z.1 z.2) := - (powerLogDensity_contDiff κ p a).mul - ((polynomial_eval_contDiff P _).comp (logCosine_contDiff κ)) - -private lemma real_second_mul {f g : ℝ → ℝ} (hf : ContDiff ℝ 2 f) (hg : ContDiff ℝ 2 g) (x : ℝ) : - iteratedDeriv 2 (fun y => f y*g y) x= - iteratedDeriv 2 f x*g x+2*deriv f x*deriv g x+f x*iteratedDeriv 2 g x := by - have hf1 := hf.differentiable (by norm_num) - have hg1 := hg.differentiable (by norm_num) - have hd : deriv (fun y => f y*g y)=fun y => deriv f y*g y+f y*deriv g y := - funext (fun y => deriv_mul (hf1 y) (hg1 y)) - have hh := (((hf.differentiable_deriv_two x).hasDerivAt).mul (hg1 x).hasDerivAt).add - ((hf1 x).hasDerivAt.mul (hg.differentiable_deriv_two x).hasDerivAt) - change HasDerivAt (fun y => deriv f y*g y+f y*deriv g y) _ x at hh - conv_lhs => rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one] - rw [hd,hh.deriv] - have hff : iteratedDeriv 2 f x=deriv (deriv f) x := by - rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one] - have hgg : iteratedDeriv 2 g x=deriv (deriv g) x := by - rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one] - rw [hff,hgg] - ring - -private lemma polynomial_second (P : ℝ[X]) (x : ℝ) : - iteratedDeriv 2 (fun y => P.eval y) x=P.derivative.derivative.eval x := by - have hd : deriv (fun y => P.eval y)=fun y => P.derivative.eval y := - funext (fun y => P.deriv) - rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one,hd] - exact P.derivative.deriv - -lemma logPolynomialDensity_second (κ p a : ℝ) (P : ℝ[X]) (q : ℂ × ℝ) (x : ℝ) : - iteratedDeriv 2 (logPolynomialDensity κ p a P q) x= - iteratedDeriv 2 (powerLogDensity κ p a q) x*P.eval (logCosine κ q x)+ - 2*deriv (powerLogDensity κ p a q) x*P.derivative.eval (logCosine κ q x)* - deriv (logCosine κ q) x+ - powerLogDensity κ p a q x*(P.derivative.derivative.eval (logCosine κ q x)* - (deriv (logCosine κ q) x)^2+ - P.derivative.eval (logCosine κ q x)*iteratedDeriv 2 (logCosine κ q) x) := by - have hH : ContDiff ℝ 2 (powerLogDensity κ p a q) := - ((powerLogDensity_contDiff κ p a).comp (contDiff_const.prodMk contDiff_id)).of_le (by simp) - have hC : ContDiff ℝ 2 (logCosine κ q) := - ((logCosine_contDiff κ).comp (contDiff_const.prodMk contDiff_id)).of_le (by simp) - have hP := (polynomial_eval_contDiff P 2).comp hC - change ContDiff ℝ 2 (fun y => P.eval (logCosine κ q y)) at hP - have hp1 := (P.hasDerivAt (logCosine κ q x)).comp x - (hC.differentiable (by norm_num) x).hasDerivAt - have hp2 := iteratedDeriv_comp_two (x := x) - (polynomial_eval_contDiff P 2).contDiffAt hC.contDiffAt - change iteratedDeriv 2 (fun y => P.eval (logCosine κ q y)) x = _ at hp2 - have hp1d := hp1.deriv - change deriv (fun y => P.eval (logCosine κ q y)) x = _ at hp1d - change iteratedDeriv 2 (fun y => powerLogDensity κ p a q y*P.eval (logCosine κ q y)) x=_ - rw [real_second_mul hH hP x,hp1d,hp2,polynomial_second,P.deriv] - ring - -lemma logPolynomialDensity_directional (κ p a : ℝ) (P : ℝ[X]) (q v : ℂ × ℝ) (x : ℝ) : - fderiv ℝ (fun r : ℂ × ℝ => logPolynomialDensity κ p a P r x) q v= - fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) q v*P.eval (logCosine κ q x)+ - powerLogDensity κ p a q x*P.derivative.eval (logCosine κ q x)* - fderiv ℝ (fun r : ℂ × ℝ => logCosine κ r x) q v := by - have hH : Differentiable ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) := - ((powerLogDensity_contDiff κ p a).comp - (contDiff_id.prodMk contDiff_const)).differentiable (by simp) - have hC : Differentiable ℝ (fun r : ℂ × ℝ => logCosine κ r x) := - ((logCosine_contDiff κ).comp - (contDiff_id.prodMk contDiff_const)).differentiable (by simp) - have hp := (P.hasDerivAt (logCosine κ q x)).comp_hasFDerivAt q (hC q).hasFDerivAt - have he := congrArg (fun L : (ℂ × ℝ) →L[ℝ] ℝ => L v) ((hH q).hasFDerivAt.mul hp).fderiv - change fderiv ℝ (fun r : ℂ × ℝ => logPolynomialDensity κ p a P r x) q v=_ at he - rw [he] - simp only [add_apply,smul_apply,smul_eq_mul,Function.comp_apply] - ring - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleLogGeneratorCoefficients + +namespace OAI + +/-! Smooth Green-weighted polynomial tests in the actual Loewner state. -/ +noncomputable section +open Polynomial + +namespace SLEExactGauge + +def logPolynomialDensity (κ p a : ℝ) (P : ℝ[X]) (q : ℂ × ℝ) (x : ℝ) : ℝ := + powerLogDensity κ p a q x*P.eval (logCosine κ q x) + +private lemma polynomial_eval_contDiff (P : ℝ[X]) (n : WithTop ℕ∞) : + ContDiff ℝ n (fun x => P.eval x) := by + simpa using P.contDiff_aeval (𝕜 := ℝ) n + +lemma logPolynomialDensity_contDiff (κ p a : ℝ) (P : ℝ[X]) : + ContDiff ℝ (⊤:ℕ∞) (fun z : (ℂ × ℝ) × ℝ => logPolynomialDensity κ p a P z.1 z.2) := + (powerLogDensity_contDiff κ p a).mul + ((polynomial_eval_contDiff P _).comp (logCosine_contDiff κ)) + +private lemma real_second_mul {f g : ℝ → ℝ} (hf : ContDiff ℝ 2 f) (hg : ContDiff ℝ 2 g) (x : ℝ) : + iteratedDeriv 2 (fun y => f y*g y) x= + iteratedDeriv 2 f x*g x+2*deriv f x*deriv g x+f x*iteratedDeriv 2 g x := by + have hf1 := hf.differentiable (by norm_num) + have hg1 := hg.differentiable (by norm_num) + have hd : deriv (fun y => f y*g y)=fun y => deriv f y*g y+f y*deriv g y := + funext (fun y => deriv_mul (hf1 y) (hg1 y)) + have hh := (((hf.differentiable_deriv_two x).hasDerivAt).mul (hg1 x).hasDerivAt).add + ((hf1 x).hasDerivAt.mul (hg.differentiable_deriv_two x).hasDerivAt) + change HasDerivAt (fun y => deriv f y*g y+f y*deriv g y) _ x at hh + conv_lhs => rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one] + rw [hd,hh.deriv] + have hff : iteratedDeriv 2 f x=deriv (deriv f) x := by + rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one] + have hgg : iteratedDeriv 2 g x=deriv (deriv g) x := by + rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one] + rw [hff,hgg] + ring + +private lemma polynomial_second (P : ℝ[X]) (x : ℝ) : + iteratedDeriv 2 (fun y => P.eval y) x=P.derivative.derivative.eval x := by + have hd : deriv (fun y => P.eval y)=fun y => P.derivative.eval y := + funext (fun y => P.deriv) + rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one,hd] + exact P.derivative.deriv + +lemma logPolynomialDensity_second (κ p a : ℝ) (P : ℝ[X]) (q : ℂ × ℝ) (x : ℝ) : + iteratedDeriv 2 (logPolynomialDensity κ p a P q) x= + iteratedDeriv 2 (powerLogDensity κ p a q) x*P.eval (logCosine κ q x)+ + 2*deriv (powerLogDensity κ p a q) x*P.derivative.eval (logCosine κ q x)* + deriv (logCosine κ q) x+ + powerLogDensity κ p a q x*(P.derivative.derivative.eval (logCosine κ q x)* + (deriv (logCosine κ q) x)^2+ + P.derivative.eval (logCosine κ q x)*iteratedDeriv 2 (logCosine κ q) x) := by + have hH : ContDiff ℝ 2 (powerLogDensity κ p a q) := + ((powerLogDensity_contDiff κ p a).comp (contDiff_const.prodMk contDiff_id)).of_le (by simp) + have hC : ContDiff ℝ 2 (logCosine κ q) := + ((logCosine_contDiff κ).comp (contDiff_const.prodMk contDiff_id)).of_le (by simp) + have hP := (polynomial_eval_contDiff P 2).comp hC + change ContDiff ℝ 2 (fun y => P.eval (logCosine κ q y)) at hP + have hp1 := (P.hasDerivAt (logCosine κ q x)).comp x + (hC.differentiable (by norm_num) x).hasDerivAt + have hp2 := iteratedDeriv_comp_two (x := x) + (polynomial_eval_contDiff P 2).contDiffAt hC.contDiffAt + change iteratedDeriv 2 (fun y => P.eval (logCosine κ q y)) x = _ at hp2 + have hp1d := hp1.deriv + change deriv (fun y => P.eval (logCosine κ q y)) x = _ at hp1d + change iteratedDeriv 2 (fun y => powerLogDensity κ p a q y*P.eval (logCosine κ q y)) x=_ + rw [real_second_mul hH hP x,hp1d,hp2,polynomial_second,P.deriv] + ring + +lemma logPolynomialDensity_directional (κ p a : ℝ) (P : ℝ[X]) (q v : ℂ × ℝ) (x : ℝ) : + fderiv ℝ (fun r : ℂ × ℝ => logPolynomialDensity κ p a P r x) q v= + fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) q v*P.eval (logCosine κ q x)+ + powerLogDensity κ p a q x*P.derivative.eval (logCosine κ q x)* + fderiv ℝ (fun r : ℂ × ℝ => logCosine κ r x) q v := by + have hH : Differentiable ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) := + ((powerLogDensity_contDiff κ p a).comp + (contDiff_id.prodMk contDiff_const)).differentiable (by simp) + have hC : Differentiable ℝ (fun r : ℂ × ℝ => logCosine κ r x) := + ((logCosine_contDiff κ).comp + (contDiff_id.prodMk contDiff_const)).differentiable (by simp) + have hp := (P.hasDerivAt (logCosine κ q x)).comp_hasFDerivAt q (hC q).hasFDerivAt + have he := congrArg (fun L : (ℂ × ℝ) →L[ℝ] ℝ => L v) ((hH q).hasFDerivAt.mul hp).fderiv + change fderiv ℝ (fun r : ℂ × ℝ => logPolynomialDensity κ p a P r x) q v=_ at he + rw [he] + simp only [add_apply,smul_apply,smul_eq_mul,Function.comp_apply] + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AnglePolynomialLogGenerator.lean b/lean/OAI/Probability/SLE/Angle/AnglePolynomialLogGenerator.lean index d4bf4dc18812bc728f95d1039c581933740950ef..9f78000f0121d70f51fa3ca8d3c6b3d379b8bb9b 100644 --- a/lean/OAI/Probability/SLE/Angle/AnglePolynomialLogGenerator.lean +++ b/lean/OAI/Probability/SLE/Angle/AnglePolynomialLogGenerator.lean @@ -1,46 +1,46 @@ -import OAI.Probability.SLE.Angle.AnglePolynomialLogField -import OAI.Probability.SLE.Angle.AngleEigenPolynomials - -namespace OAI - -/-! Exact cancellation for the Green-weighted angular eigenfunctions in -the original Brownian driver and actual capacity-two coordinates. -/ -noncomputable section -open Polynomial - -namespace SLEExactGauge - -lemma logPolynomialDensity_generator {κ : ℝ} (hκ : 0<κ) (c : ℝ) (P : ℝ[X]) - (q : ℂ × ℝ) (x : ℝ) : - fderiv ℝ (fun r : ℂ × ℝ => logPolynomialDensity κ (codimension κ+c) (greenExponent κ) P r x) q - (physicalLogLoewnerField (Real.sqrt κ*x) q)+ - (1/2:ℝ)*iteratedDeriv 2 (logPolynomialDensity κ (codimension κ+c) (greenExponent κ) P q) x = - powerLogDensity κ (codimension κ+c) (greenExponent κ) q x*logClockRate κ q x* - ((anglePolynomialGenerator κ P).eval (logCosine κ q x)+c*P.eval (logCosine κ q x)) := by - have hH := shifted_green_generator hκ c q x - have hC := logCosine_tilted_drift hκ q x - have hV := logCosine_tilted_variance hκ.le q x - rw [logPolynomialDensity_directional,logPolynomialDensity_second, - (powerLogDensity_spatial_derivative κ (codimension κ+c) (greenExponent κ) q x).deriv] - simp only [anglePolynomialGenerator,eval_sub,eval_mul,eval_C,eval_pow,eval_X,eval_one] - linear_combination P.eval (logCosine κ q x)*hH + - powerLogDensity κ (codimension κ+c) (greenExponent κ) q x* - P.derivative.eval (logCosine κ q x)*hC + - powerLogDensity κ (codimension κ+c) (greenExponent κ) q x* - P.derivative.derivative.eval (logCosine κ q x)*hV - -lemma logEigenDensity_generator_zero {κ : ℝ} (hκ : 0<κ) (n : ℕ) (q : ℂ × ℝ) (x : ℝ) : - fderiv ℝ (fun r : ℂ × ℝ => logPolynomialDensity κ - (codimension κ+anglePolynomialEigenvalue κ n) (greenExponent κ) (angleEigenPolynomial κ n) r x) q - (physicalLogLoewnerField (Real.sqrt κ*x) q)+ - (1/2:ℝ)*iteratedDeriv 2 (logPolynomialDensity κ - (codimension κ+anglePolynomialEigenvalue κ n) (greenExponent κ) (angleEigenPolynomial κ n) q) x=0 := by - rw [logPolynomialDensity_generator hκ,angleEigenPolynomial_eigen hκ] - simp only [eval_mul,eval_neg,eval_C] - ring - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AnglePolynomialLogField +import OAI.Probability.SLE.Angle.AngleEigenPolynomials + +namespace OAI + +/-! Exact cancellation for the Green-weighted angular eigenfunctions in +the original Brownian driver and actual capacity-two coordinates. -/ +noncomputable section +open Polynomial + +namespace SLEExactGauge + +lemma logPolynomialDensity_generator {κ : ℝ} (hκ : 0<κ) (c : ℝ) (P : ℝ[X]) + (q : ℂ × ℝ) (x : ℝ) : + fderiv ℝ (fun r : ℂ × ℝ => logPolynomialDensity κ (codimension κ+c) (greenExponent κ) P r x) q + (physicalLogLoewnerField (Real.sqrt κ*x) q)+ + (1/2:ℝ)*iteratedDeriv 2 (logPolynomialDensity κ (codimension κ+c) (greenExponent κ) P q) x = + powerLogDensity κ (codimension κ+c) (greenExponent κ) q x*logClockRate κ q x* + ((anglePolynomialGenerator κ P).eval (logCosine κ q x)+c*P.eval (logCosine κ q x)) := by + have hH := shifted_green_generator hκ c q x + have hC := logCosine_tilted_drift hκ q x + have hV := logCosine_tilted_variance hκ.le q x + rw [logPolynomialDensity_directional,logPolynomialDensity_second, + (powerLogDensity_spatial_derivative κ (codimension κ+c) (greenExponent κ) q x).deriv] + simp only [anglePolynomialGenerator,eval_sub,eval_mul,eval_C,eval_pow,eval_X,eval_one] + linear_combination P.eval (logCosine κ q x)*hH + + powerLogDensity κ (codimension κ+c) (greenExponent κ) q x* + P.derivative.eval (logCosine κ q x)*hC + + powerLogDensity κ (codimension κ+c) (greenExponent κ) q x* + P.derivative.derivative.eval (logCosine κ q x)*hV + +lemma logEigenDensity_generator_zero {κ : ℝ} (hκ : 0<κ) (n : ℕ) (q : ℂ × ℝ) (x : ℝ) : + fderiv ℝ (fun r : ℂ × ℝ => logPolynomialDensity κ + (codimension κ+anglePolynomialEigenvalue κ n) (greenExponent κ) (angleEigenPolynomial κ n) r x) q + (physicalLogLoewnerField (Real.sqrt κ*x) q)+ + (1/2:ℝ)*iteratedDeriv 2 (logPolynomialDensity κ + (codimension κ+anglePolynomialEigenvalue κ n) (greenExponent κ) (angleEigenPolynomial κ n) q) x=0 := by + rw [logPolynomialDensity_generator hκ,angleEigenPolynomial_eigen hκ] + simp only [eval_mul,eval_neg,eval_C] + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleRecurrenceCoefficients.lean b/lean/OAI/Probability/SLE/Angle/AngleRecurrenceCoefficients.lean index 4752fa1ce582651644405f932a2362095b622fd0..5fabac96a14f01383fcb5ca9bfb4e472b5782992 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleRecurrenceCoefficients.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleRecurrenceCoefficients.lean @@ -1,75 +1,75 @@ -import OAI.Probability.SLE.Angle.AngleEigenBounds - -namespace OAI - -/-! The coefficients needed for the monic three-term recurrence, including -a uniform positive lower bound for its squared-norm ratio. -/ -noncomputable section -open Polynomial - -namespace SLEExactGauge - -lemma angleEigenPolynomial_penultimate (κ : ℝ) (n : ℕ) : - (angleEigenPolynomial κ (n+1)).coeff n=0 := by - rw [angleEigenPolynomial_coeff,angleEigenCoefficient, - ite_eq_right (by omega),dite_eq_left (by omega), - angleEigenCoefficient_above κ (by omega),mul_zero] - -lemma angleEigenPolynomial_second_coeff {κ : ℝ} (hκ : 0<κ) (n : ℕ) : - (angleEigenPolynomial κ (n+2)).coeff n= - -κ*((n:ℝ)+2)*((n:ℝ)+1)/(4*(κ*((n:ℝ)+1)+4)) := by - rw [angleEigenPolynomial_coeff,angleEigenCoefficient, - ite_eq_right (by omega),dite_eq_left (by omega),angleEigenCoefficient_top,mul_one] - have hd : 4*(κ*((n:ℝ)+1)+4)≠0 := by positivity - have he : anglePolynomialEigenvalue κ n-anglePolynomialEigenvalue κ (n+2)≠0 := - sub_ne_zero.mpr (ne_of_lt (anglePolynomialEigenvalue_strictMono hκ (by omega))) - apply (div_eq_div_iff he hd).mpr - unfold anglePolynomialEigenvalue - push_cast - ring - -def angleRecurrenceCoefficient (κ : ℝ) (n : ℕ) : ℝ := - κ*((n:ℝ)+1)*(κ*(n:ℝ)+8)/(4*(κ*((n:ℝ)+1)+4)*(κ*(n:ℝ)+4)) - -lemma angleRecurrenceCoefficient_zero (κ : ℝ) : - angleRecurrenceCoefficient κ 0=κ/(2*(κ+4)) := by - unfold angleRecurrenceCoefficient - by_cases h : κ+4=0 - · have hk : κ = -4 := by linarith - subst κ - norm_num - · norm_num - field_simp - ring - -lemma angleRecurrenceCoefficient_sub {κ : ℝ} (hκ : 0<κ) (n : ℕ) : - (angleEigenPolynomial κ (n+2)).coeff n- - (angleEigenPolynomial κ (n+3)).coeff (n+1)=angleRecurrenceCoefficient κ (n+1) := by - rw [angleEigenPolynomial_second_coeff hκ, - show n+3=(n+1)+2 by omega,angleEigenPolynomial_second_coeff hκ] - unfold angleRecurrenceCoefficient - push_cast - have h1 : κ*((n:ℝ)+1)+4≠0 := by positivity - have h2 : κ*((n:ℝ)+1+1)+4≠0 := by positivity - field_simp - ring - -lemma angleRecurrenceCoefficient_lower {κ : ℝ} (hκ : 0<κ) (n : ℕ) : - κ/(4*(κ+4))≤angleRecurrenceCoefficient κ n := by - have hn : (0:ℝ)≤n := Nat.cast_nonneg n - have hd : 0<4*(κ*((n:ℝ)+1)+4)*(κ*(n:ℝ)+4) := by positivity - have hc : 0<4*(κ+4) := by positivity - unfold angleRecurrenceCoefficient - apply (div_le_div_iff₀ hc hd).mpr - have hh : 0≤4*κ*(n:ℝ)^2+(4*κ+32)*(n:ℝ)+4*κ+16 := by positivity - nlinarith [mul_nonneg hκ.le hh] - -lemma angleRecurrenceCoefficient_pos {κ : ℝ} (hκ : 0<κ) (n : ℕ) : - 0 Real.exp (-u*anglePolynomialEigenvalue κ (n+1))* - angleSpectralFactor κ (n+1) (Real.cos θ) (Real.cos φ)) := by - have hs : Summable (fun n : ℕ => (1/3:ℝ)^(n+1)) := by - simpa only [pow_succ] using - (summable_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) (by norm_num : (1/3:ℝ)<1)).mul_right (1/3) - apply hs.of_norm_bounded - intro n - simpa only [Real.norm_eq_abs] using angleSpectralTerm_bound hκ hu (by omega : 1≤n+1) - (Real.abs_cos_le_one θ) (Real.abs_cos_le_one φ) - -lemma angleSpectralKernel_bounds {κ u : ℝ} (hκ : 0<κ) - (hu : angleSpectralMixingTime κ≤u) (θ φ : ℝ) : - 1/2≤angleSpectralKernel κ u θ φ ∧ angleSpectralKernel κ u θ φ≤2 := by - have hs : Summable (fun n : ℕ => (1/3:ℝ)^(n+1)) := by - simpa only [pow_succ] using - (summable_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) (by norm_num : (1/3:ℝ)<1)).mul_right (1/3) - have hsum : (∑' n : ℕ, (1/3:ℝ)^(n+1))=1/2 := by - simp_rw [pow_succ] - rw [tsum_mul_right,tsum_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) - (by norm_num : (1/3:ℝ)<1)] - norm_num - have he : |∑' n : ℕ, Real.exp (-u*anglePolynomialEigenvalue κ (n+1))* - angleSpectralFactor κ (n+1) (Real.cos θ) (Real.cos φ)|≤1/2 := by - rw [← hsum] - have hbnd (n : ℕ) : ‖Real.exp (-u*anglePolynomialEigenvalue κ (n+1))* - angleSpectralFactor κ (n+1) (Real.cos θ) (Real.cos φ)‖≤(1/3:ℝ)^(n+1) := by - simpa only [Real.norm_eq_abs] using angleSpectralTerm_bound hκ hu (by omega : 1≤n+1) - (Real.abs_cos_le_one θ) (Real.abs_cos_le_one φ) - have hsn := hs.of_nonneg_of_le (fun n => norm_nonneg _) hbnd - exact (norm_tsum_le_tsum_norm hsn).trans (hsn.tsum_le_tsum hbnd hs) - unfold angleSpectralKernel - constructor <;> linarith [(abs_le.mp he).1,(abs_le.mp he).2] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleSpectralBounds + +namespace OAI + +/-! An explicit large-time uniformly positive polynomial spectral kernel. +Identification with the actual stopped-angle transition is separate. -/ +noncomputable section +open Polynomial + +namespace SLEExactGauge + +def angleSpectralMixingTime (κ : ℝ) : ℝ := + (8/κ)*(4+Real.log (4*(κ+4)/κ))+2 + +lemma angleSpectralMixingTime_pos {κ : ℝ} (hκ : 0<κ) : + 0 Real.exp (-u*anglePolynomialEigenvalue κ (n+1))* + angleSpectralFactor κ (n+1) (Real.cos θ) (Real.cos φ)) := by + have hs : Summable (fun n : ℕ => (1/3:ℝ)^(n+1)) := by + simpa only [pow_succ] using + (summable_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) (by norm_num : (1/3:ℝ)<1)).mul_right (1/3) + apply hs.of_norm_bounded + intro n + simpa only [Real.norm_eq_abs] using angleSpectralTerm_bound hκ hu (by omega : 1≤n+1) + (Real.abs_cos_le_one θ) (Real.abs_cos_le_one φ) + +lemma angleSpectralKernel_bounds {κ u : ℝ} (hκ : 0<κ) + (hu : angleSpectralMixingTime κ≤u) (θ φ : ℝ) : + 1/2≤angleSpectralKernel κ u θ φ ∧ angleSpectralKernel κ u θ φ≤2 := by + have hs : Summable (fun n : ℕ => (1/3:ℝ)^(n+1)) := by + simpa only [pow_succ] using + (summable_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) (by norm_num : (1/3:ℝ)<1)).mul_right (1/3) + have hsum : (∑' n : ℕ, (1/3:ℝ)^(n+1))=1/2 := by + simp_rw [pow_succ] + rw [tsum_mul_right,tsum_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) + (by norm_num : (1/3:ℝ)<1)] + norm_num + have he : |∑' n : ℕ, Real.exp (-u*anglePolynomialEigenvalue κ (n+1))* + angleSpectralFactor κ (n+1) (Real.cos θ) (Real.cos φ)|≤1/2 := by + rw [← hsum] + have hbnd (n : ℕ) : ‖Real.exp (-u*anglePolynomialEigenvalue κ (n+1))* + angleSpectralFactor κ (n+1) (Real.cos θ) (Real.cos φ)‖≤(1/3:ℝ)^(n+1) := by + simpa only [Real.norm_eq_abs] using angleSpectralTerm_bound hκ hu (by omega : 1≤n+1) + (Real.abs_cos_le_one θ) (Real.abs_cos_le_one φ) + have hsn := hs.of_nonneg_of_le (fun n => norm_nonneg _) hbnd + exact (norm_tsum_le_tsum_norm hsn).trans (hsn.tsum_le_tsum hbnd hs) + unfold angleSpectralKernel + constructor <;> linarith [(abs_le.mp he).1,(abs_le.mp he).2] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleSpectralLaw.lean b/lean/OAI/Probability/SLE/Angle/AngleSpectralLaw.lean index a3bb1c7cdcec3c66f2552a3ec8caf0c13c85bb60..717599f6e516a87944f32f6b9cc4dc1339a114e1 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleSpectralLaw.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleSpectralLaw.lean @@ -1,74 +1,74 @@ -import OAI.Probability.SLE.Angle.AngleSpectralMoments - -namespace OAI - -/-! The explicitly positive spectral density defines a probability law -with the required polynomial moments. -/ -noncomputable section -open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory -open scoped ENNReal - -namespace SLEExactGauge - -def angleSpectralLaw (κ u θ : ℝ) : Measure ℝ := - (Target.angleLaw κ).withDensity (fun φ => ENNReal.ofReal (angleSpectralKernel κ u θ φ)) - -lemma angleSpectralKernel_integrable {κ u : ℝ} (hκ : 0<κ) - (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) : - Integrable (angleSpectralKernel κ u θ) (Target.angleLaw κ) := by - have : IsProbabilityMeasure (Target.angleLaw κ) := Target.angleLaw_isProbability hκ - apply Integrable.of_bound (angleSpectralKernel_measurable hκ hu θ).aestronglyMeasurable 2 - apply Filter.Eventually.of_forall - intro φ - have hb := angleSpectralKernel_bounds hκ hu θ φ - simpa only [Real.norm_eq_abs,abs_of_nonneg (by linarith : 0≤angleSpectralKernel κ u θ φ)] using hb.2 - -lemma angleSpectralKernel_mean {κ u : ℝ} (hκ : 0<κ) - (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) : - (∫ φ, angleSpectralKernel κ u θ φ ∂Target.angleLaw κ)=1 := by - simpa only [angleEigenPolynomial_zero,anglePolynomialTest,eval_one,mul_one, - anglePolynomialEigenvalue,Nat.cast_zero,mul_zero,zero_pow (by decide : 2≠0), - add_zero,neg_mul,Real.exp_zero] using angleSpectralKernel_pairing hκ hu θ 0 - -lemma angleSpectralLaw_isProbability {κ u : ℝ} (hκ : 0<κ) - (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) : - IsProbabilityMeasure (angleSpectralLaw κ u θ) := by - constructor - rw [angleSpectralLaw,withDensity_apply _ MeasurableSet.univ,Measure.restrict_univ, - ← ofReal_integral_eq_lintegral_ofReal (angleSpectralKernel_integrable hκ hu θ) - (Filter.Eventually.of_forall (fun φ => by - change (0:ℝ)≤angleSpectralKernel κ u θ φ - have hb := (angleSpectralKernel_bounds hκ hu θ φ).1 - linarith)),angleSpectralKernel_mean hκ hu θ] - exact ENNReal.ofReal_one - -lemma angleSpectralLaw_integral {κ u : ℝ} (hκ : 0<κ) - (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) (f : ℝ → ℝ) : - (∫ φ, f φ ∂angleSpectralLaw κ u θ)= - ∫ φ, angleSpectralKernel κ u θ φ*f φ ∂Target.angleLaw κ := by - rw [angleSpectralLaw,integral_withDensity_eq_integral_toReal_smul - (angleSpectralKernel_measurable hκ hu θ).ennreal_ofReal - (Filter.Eventually.of_forall (fun _ => ENNReal.ofReal_lt_top))] - apply integral_congr_ae - apply Filter.Eventually.of_forall - intro φ - dsimp only - rw [ENNReal.toReal_ofReal (by have hb := (angleSpectralKernel_bounds hκ hu θ φ).1; linarith)] - rfl - -lemma angleSpectralLaw_eigen_moment {κ u : ℝ} (hκ : 0<κ) - (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) (n : ℕ) : - (∫ φ, anglePolynomialTest (angleEigenPolynomial κ n) φ ∂angleSpectralLaw κ u θ)= - Real.exp (-u*anglePolynomialEigenvalue κ n)*anglePolynomialTest (angleEigenPolynomial κ n) θ := by - rw [angleSpectralLaw_integral hκ hu θ] - exact angleSpectralKernel_pairing hκ hu θ n - -lemma angleSpectralLaw_ae_mem {κ u : ℝ} (θ : ℝ) : - ∀ᵐ φ ∂angleSpectralLaw κ u θ, φ∈Ioo (0:ℝ) Real.pi := - (Target.angleLaw_ae_mem κ).filter_mono (withDensity_absolutelyContinuous _ _).ae_le - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleSpectralMoments + +namespace OAI + +/-! The explicitly positive spectral density defines a probability law +with the required polynomial moments. -/ +noncomputable section +open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge + +def angleSpectralLaw (κ u θ : ℝ) : Measure ℝ := + (Target.angleLaw κ).withDensity (fun φ => ENNReal.ofReal (angleSpectralKernel κ u θ φ)) + +lemma angleSpectralKernel_integrable {κ u : ℝ} (hκ : 0<κ) + (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) : + Integrable (angleSpectralKernel κ u θ) (Target.angleLaw κ) := by + have : IsProbabilityMeasure (Target.angleLaw κ) := Target.angleLaw_isProbability hκ + apply Integrable.of_bound (angleSpectralKernel_measurable hκ hu θ).aestronglyMeasurable 2 + apply Filter.Eventually.of_forall + intro φ + have hb := angleSpectralKernel_bounds hκ hu θ φ + simpa only [Real.norm_eq_abs,abs_of_nonneg (by linarith : 0≤angleSpectralKernel κ u θ φ)] using hb.2 + +lemma angleSpectralKernel_mean {κ u : ℝ} (hκ : 0<κ) + (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) : + (∫ φ, angleSpectralKernel κ u θ φ ∂Target.angleLaw κ)=1 := by + simpa only [angleEigenPolynomial_zero,anglePolynomialTest,eval_one,mul_one, + anglePolynomialEigenvalue,Nat.cast_zero,mul_zero,zero_pow (by decide : 2≠0), + add_zero,neg_mul,Real.exp_zero] using angleSpectralKernel_pairing hκ hu θ 0 + +lemma angleSpectralLaw_isProbability {κ u : ℝ} (hκ : 0<κ) + (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) : + IsProbabilityMeasure (angleSpectralLaw κ u θ) := by + constructor + rw [angleSpectralLaw,withDensity_apply _ MeasurableSet.univ,Measure.restrict_univ, + ← ofReal_integral_eq_lintegral_ofReal (angleSpectralKernel_integrable hκ hu θ) + (Filter.Eventually.of_forall (fun φ => by + change (0:ℝ)≤angleSpectralKernel κ u θ φ + have hb := (angleSpectralKernel_bounds hκ hu θ φ).1 + linarith)),angleSpectralKernel_mean hκ hu θ] + exact ENNReal.ofReal_one + +lemma angleSpectralLaw_integral {κ u : ℝ} (hκ : 0<κ) + (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) (f : ℝ → ℝ) : + (∫ φ, f φ ∂angleSpectralLaw κ u θ)= + ∫ φ, angleSpectralKernel κ u θ φ*f φ ∂Target.angleLaw κ := by + rw [angleSpectralLaw,integral_withDensity_eq_integral_toReal_smul + (angleSpectralKernel_measurable hκ hu θ).ennreal_ofReal + (Filter.Eventually.of_forall (fun _ => ENNReal.ofReal_lt_top))] + apply integral_congr_ae + apply Filter.Eventually.of_forall + intro φ + dsimp only + rw [ENNReal.toReal_ofReal (by have hb := (angleSpectralKernel_bounds hκ hu θ φ).1; linarith)] + rfl + +lemma angleSpectralLaw_eigen_moment {κ u : ℝ} (hκ : 0<κ) + (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) (n : ℕ) : + (∫ φ, anglePolynomialTest (angleEigenPolynomial κ n) φ ∂angleSpectralLaw κ u θ)= + Real.exp (-u*anglePolynomialEigenvalue κ n)*anglePolynomialTest (angleEigenPolynomial κ n) θ := by + rw [angleSpectralLaw_integral hκ hu θ] + exact angleSpectralKernel_pairing hκ hu θ n + +lemma angleSpectralLaw_ae_mem {κ u : ℝ} (θ : ℝ) : + ∀ᵐ φ ∂angleSpectralLaw κ u θ, φ∈Ioo (0:ℝ) Real.pi := + (Target.angleLaw_ae_mem κ).filter_mono (withDensity_absolutelyContinuous _ _).ae_le + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleSpectralMoments.lean b/lean/OAI/Probability/SLE/Angle/AngleSpectralMoments.lean index 163b1e45922e5ad250c51f03de953f421ccc84a9..9c932432a2a4f32a17f763e9db834ea2040ddeef 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleSpectralMoments.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleSpectralMoments.lean @@ -1,113 +1,113 @@ -import OAI.Probability.SLE.Angle.AngleSpectralPairing -import OAI.Probability.SLE.Angle.AngleSpectralKernel - -namespace OAI - -/-! The positive spectral kernel has exactly the eigenfunction moments -required of the centered angular transition. -/ -noncomputable section -open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory - -namespace SLEExactGauge - -def angleSpectralTerm (κ u : ℝ) (n : ℕ) (θ φ : ℝ) : ℝ := - Real.exp (-u*anglePolynomialEigenvalue κ n)* - angleSpectralFactor κ n (Real.cos θ) (Real.cos φ) - -lemma angleSpectralTerm_measurable (κ u : ℝ) (n : ℕ) (θ : ℝ) : - Measurable (angleSpectralTerm κ u n θ) := by - unfold angleSpectralTerm angleSpectralFactor - fun_prop - -lemma angleSpectralTerm_zero {κ : ℝ} (hκ : 0<κ) (u θ φ : ℝ) : - angleSpectralTerm κ u 0 θ φ=1 := by - simp [angleSpectralTerm,anglePolynomialEigenvalue,angleSpectralFactor_zero hκ] - -lemma angleSpectralTerm_bound_all {κ u : ℝ} (hκ : 0<κ) - (hu : angleSpectralMixingTime κ≤u) (n : ℕ) (θ φ : ℝ) : - ‖angleSpectralTerm κ u n θ φ‖≤(1/3:ℝ)^n := by - cases n with - | zero => simp [angleSpectralTerm_zero hκ] - | succ n => - exact angleSpectralTerm_bound hκ hu (by omega) - (Real.abs_cos_le_one θ) (Real.abs_cos_le_one φ) - -lemma angleSpectralKernel_eq_tsum {κ u : ℝ} (hκ : 0<κ) - (hu : angleSpectralMixingTime κ≤u) (θ φ : ℝ) : - angleSpectralKernel κ u θ φ=∑' n : ℕ, angleSpectralTerm κ u n θ φ := by - have hs : Summable (fun n : ℕ => angleSpectralTerm κ u n θ φ) := - (summable_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) - (by norm_num : (1/3:ℝ)<1)).of_norm_bounded - (fun n => angleSpectralTerm_bound_all hκ hu n θ φ) - calc - _ = angleSpectralTerm κ u 0 θ φ+∑' n : ℕ, angleSpectralTerm κ u (n+1) θ φ := by - rw [angleSpectralTerm_zero hκ] - rfl - _ = _ := hs.tsum_eq_zero_add.symm - -lemma angleSpectralKernel_measurable {κ u : ℝ} (hκ : 0<κ) - (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) : - Measurable (angleSpectralKernel κ u θ) := by - have he : angleSpectralKernel κ u θ=(fun φ => ∑' n : ℕ, angleSpectralTerm κ u n θ φ) := - funext (angleSpectralKernel_eq_tsum hκ hu θ) - rw [he] - exact Measurable.tsum (fun n => angleSpectralTerm_measurable κ u n θ) - -lemma angleSpectralTerm_pairing {κ : ℝ} (hκ : 0<κ) (u θ : ℝ) (n m : ℕ) : - (∫ φ, angleSpectralTerm κ u n θ φ*anglePolynomialTest (angleEigenPolynomial κ m) φ - ∂Target.angleLaw κ)= - if n=m then Real.exp (-u*anglePolynomialEigenvalue κ m)* - anglePolynomialTest (angleEigenPolynomial κ m) θ else 0 := by - unfold angleSpectralTerm - simp_rw [mul_assoc] - rw [integral_const_mul] - rw [angleSpectralFactor_pairing hκ] - split_ifs with h - · subst m - rfl - · exact mul_zero _ - -lemma angleSpectralKernel_pairing {κ u : ℝ} (hκ : 0<κ) - (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) (m : ℕ) : - (∫ φ, angleSpectralKernel κ u θ φ*anglePolynomialTest (angleEigenPolynomial κ m) φ - ∂Target.angleLaw κ)=Real.exp (-u*anglePolynomialEigenvalue κ m)* - anglePolynomialTest (angleEigenPolynomial κ m) θ := by - have : IsProbabilityMeasure (Target.angleLaw κ) := Target.angleLaw_isProbability hκ - obtain ⟨M,hM⟩ := anglePolynomialTest_bound (angleEigenPolynomial κ m) - have hM0 : 0≤M := (norm_nonneg _).trans (hM 0) - let F := fun n φ => angleSpectralTerm κ u n θ φ*anglePolynomialTest (angleEigenPolynomial κ m) φ - have hFm (n : ℕ) : AEStronglyMeasurable (F n) (Target.angleLaw κ) := - ((angleSpectralTerm_measurable κ u n θ).mul - ((angleEigenPolynomial κ m).continuous.comp Real.continuous_cos).measurable).aestronglyMeasurable - have hb (n : ℕ) (φ : ℝ) : ‖F n φ‖≤(1/3:ℝ)^n*M := by - dsimp [F] - rw [abs_mul] - exact mul_le_mul (angleSpectralTerm_bound_all hκ hu n θ φ) (hM φ) - (abs_nonneg _) (by positivity) - have hs : Summable (fun n : ℕ => (1/3:ℝ)^n*M) := - (summable_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) - (by norm_num : (1/3:ℝ)<1)).mul_right M - have hi : Integrable (fun _φ : ℝ => ∑' n : ℕ, (1/3:ℝ)^n*M) (Target.angleLaw κ) := - integrable_const _ - have hsum := hasSum_integral_of_dominated_convergence (fun (n : ℕ) (_φ : ℝ) => (1/3:ℝ)^n*M) - hFm (fun n => Filter.Eventually.of_forall (hb n)) - (Filter.Eventually.of_forall (fun _φ => hs)) hi - (show ∀ᵐ φ ∂Target.angleLaw κ, HasSum (fun n => F n φ) - (angleSpectralKernel κ u θ φ*anglePolynomialTest (angleEigenPolynomial κ m) φ) from by - apply Filter.Eventually.of_forall - intro φ - have hs' : Summable (fun n => angleSpectralTerm κ u n θ φ) := - (summable_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) - (by norm_num : (1/3:ℝ)<1)).of_norm_bounded - (fun n => angleSpectralTerm_bound_all hκ hu n θ φ) - simpa only [← angleSpectralKernel_eq_tsum hκ hu] using - hs'.hasSum.mul_right (anglePolynomialTest (angleEigenPolynomial κ m) φ)) - rw [← hsum.tsum_eq] - simp only [F,angleSpectralTerm_pairing hκ] - simp - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleSpectralPairing +import OAI.Probability.SLE.Angle.AngleSpectralKernel + +namespace OAI + +/-! The positive spectral kernel has exactly the eigenfunction moments +required of the centered angular transition. -/ +noncomputable section +open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory + +namespace SLEExactGauge + +def angleSpectralTerm (κ u : ℝ) (n : ℕ) (θ φ : ℝ) : ℝ := + Real.exp (-u*anglePolynomialEigenvalue κ n)* + angleSpectralFactor κ n (Real.cos θ) (Real.cos φ) + +lemma angleSpectralTerm_measurable (κ u : ℝ) (n : ℕ) (θ : ℝ) : + Measurable (angleSpectralTerm κ u n θ) := by + unfold angleSpectralTerm angleSpectralFactor + fun_prop + +lemma angleSpectralTerm_zero {κ : ℝ} (hκ : 0<κ) (u θ φ : ℝ) : + angleSpectralTerm κ u 0 θ φ=1 := by + simp [angleSpectralTerm,anglePolynomialEigenvalue,angleSpectralFactor_zero hκ] + +lemma angleSpectralTerm_bound_all {κ u : ℝ} (hκ : 0<κ) + (hu : angleSpectralMixingTime κ≤u) (n : ℕ) (θ φ : ℝ) : + ‖angleSpectralTerm κ u n θ φ‖≤(1/3:ℝ)^n := by + cases n with + | zero => simp [angleSpectralTerm_zero hκ] + | succ n => + exact angleSpectralTerm_bound hκ hu (by omega) + (Real.abs_cos_le_one θ) (Real.abs_cos_le_one φ) + +lemma angleSpectralKernel_eq_tsum {κ u : ℝ} (hκ : 0<κ) + (hu : angleSpectralMixingTime κ≤u) (θ φ : ℝ) : + angleSpectralKernel κ u θ φ=∑' n : ℕ, angleSpectralTerm κ u n θ φ := by + have hs : Summable (fun n : ℕ => angleSpectralTerm κ u n θ φ) := + (summable_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) + (by norm_num : (1/3:ℝ)<1)).of_norm_bounded + (fun n => angleSpectralTerm_bound_all hκ hu n θ φ) + calc + _ = angleSpectralTerm κ u 0 θ φ+∑' n : ℕ, angleSpectralTerm κ u (n+1) θ φ := by + rw [angleSpectralTerm_zero hκ] + rfl + _ = _ := hs.tsum_eq_zero_add.symm + +lemma angleSpectralKernel_measurable {κ u : ℝ} (hκ : 0<κ) + (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) : + Measurable (angleSpectralKernel κ u θ) := by + have he : angleSpectralKernel κ u θ=(fun φ => ∑' n : ℕ, angleSpectralTerm κ u n θ φ) := + funext (angleSpectralKernel_eq_tsum hκ hu θ) + rw [he] + exact Measurable.tsum (fun n => angleSpectralTerm_measurable κ u n θ) + +lemma angleSpectralTerm_pairing {κ : ℝ} (hκ : 0<κ) (u θ : ℝ) (n m : ℕ) : + (∫ φ, angleSpectralTerm κ u n θ φ*anglePolynomialTest (angleEigenPolynomial κ m) φ + ∂Target.angleLaw κ)= + if n=m then Real.exp (-u*anglePolynomialEigenvalue κ m)* + anglePolynomialTest (angleEigenPolynomial κ m) θ else 0 := by + unfold angleSpectralTerm + simp_rw [mul_assoc] + rw [integral_const_mul] + rw [angleSpectralFactor_pairing hκ] + split_ifs with h + · subst m + rfl + · exact mul_zero _ + +lemma angleSpectralKernel_pairing {κ u : ℝ} (hκ : 0<κ) + (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) (m : ℕ) : + (∫ φ, angleSpectralKernel κ u θ φ*anglePolynomialTest (angleEigenPolynomial κ m) φ + ∂Target.angleLaw κ)=Real.exp (-u*anglePolynomialEigenvalue κ m)* + anglePolynomialTest (angleEigenPolynomial κ m) θ := by + have : IsProbabilityMeasure (Target.angleLaw κ) := Target.angleLaw_isProbability hκ + obtain ⟨M,hM⟩ := anglePolynomialTest_bound (angleEigenPolynomial κ m) + have hM0 : 0≤M := (norm_nonneg _).trans (hM 0) + let F := fun n φ => angleSpectralTerm κ u n θ φ*anglePolynomialTest (angleEigenPolynomial κ m) φ + have hFm (n : ℕ) : AEStronglyMeasurable (F n) (Target.angleLaw κ) := + ((angleSpectralTerm_measurable κ u n θ).mul + ((angleEigenPolynomial κ m).continuous.comp Real.continuous_cos).measurable).aestronglyMeasurable + have hb (n : ℕ) (φ : ℝ) : ‖F n φ‖≤(1/3:ℝ)^n*M := by + dsimp [F] + rw [abs_mul] + exact mul_le_mul (angleSpectralTerm_bound_all hκ hu n θ φ) (hM φ) + (abs_nonneg _) (by positivity) + have hs : Summable (fun n : ℕ => (1/3:ℝ)^n*M) := + (summable_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) + (by norm_num : (1/3:ℝ)<1)).mul_right M + have hi : Integrable (fun _φ : ℝ => ∑' n : ℕ, (1/3:ℝ)^n*M) (Target.angleLaw κ) := + integrable_const _ + have hsum := hasSum_integral_of_dominated_convergence (fun (n : ℕ) (_φ : ℝ) => (1/3:ℝ)^n*M) + hFm (fun n => Filter.Eventually.of_forall (hb n)) + (Filter.Eventually.of_forall (fun _φ => hs)) hi + (show ∀ᵐ φ ∂Target.angleLaw κ, HasSum (fun n => F n φ) + (angleSpectralKernel κ u θ φ*anglePolynomialTest (angleEigenPolynomial κ m) φ) from by + apply Filter.Eventually.of_forall + intro φ + have hs' : Summable (fun n => angleSpectralTerm κ u n θ φ) := + (summable_geometric_of_lt_one (by norm_num : (0:ℝ)≤1/3) + (by norm_num : (1/3:ℝ)<1)).of_norm_bounded + (fun n => angleSpectralTerm_bound_all hκ hu n θ φ) + simpa only [← angleSpectralKernel_eq_tsum hκ hu] using + hs'.hasSum.mul_right (anglePolynomialTest (angleEigenPolynomial κ m) φ)) + rw [← hsum.tsum_eq] + simp only [F,angleSpectralTerm_pairing hκ] + simp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleSpectralPairing.lean b/lean/OAI/Probability/SLE/Angle/AngleSpectralPairing.lean index ad98a201051a932b98faf2ef3826d458e01fd30e..0b864498adfb504608b47eb169bc0143c5e42041 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleSpectralPairing.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleSpectralPairing.lean @@ -1,80 +1,80 @@ -import OAI.Probability.SLE.Angle.AngleStationaryPairing -import OAI.Probability.SLE.Angle.AngleSpectralBounds - -namespace OAI - -/-! Exact stationary moments of the normalized polynomial kernel terms. -/ -noncomputable section -open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory - -namespace SLEExactGauge - -lemma anglePolynomialTest_bound (p : ℝ[X]) : - ∃ M : ℝ, ∀ θ : ℝ, ‖anglePolynomialTest p θ‖≤M := by - obtain ⟨M,hM⟩ := (isCompact_Icc : IsCompact (Icc (-1:ℝ) 1)).exists_bound_of_continuousOn - p.continuous.continuousOn - exact ⟨M,fun θ => hM (Real.cos θ) ⟨Real.neg_one_le_cos θ,Real.cos_le_one θ⟩⟩ - -lemma anglePolynomialTest_integrable (μ : Measure ℝ) [IsFiniteMeasure μ] (p : ℝ[X]) : - Integrable (anglePolynomialTest p) μ := by - obtain ⟨M,hM⟩ := anglePolynomialTest_bound p - exact Integrable.of_bound (p.continuous.comp Real.continuous_cos).aestronglyMeasurable M - (Filter.Eventually.of_forall hM) - -lemma anglePolynomialTest_mul_integrable (μ : Measure ℝ) [IsFiniteMeasure μ] (p q : ℝ[X]) : - Integrable (fun θ => anglePolynomialTest p θ*anglePolynomialTest q θ) μ := by - have he := anglePolynomialTest_integrable μ (p*q) - change Integrable (fun θ => (p*q).eval (Real.cos θ)) μ at he - simpa only [anglePolynomialTest,eval_mul] using he - -lemma angleSpectralFactor_pairing {κ : ℝ} (hκ : 0<κ) (n m : ℕ) (x : ℝ) : - (∫ φ, angleSpectralFactor κ n x (Real.cos φ)* - anglePolynomialTest (angleEigenPolynomial κ m) φ ∂Target.angleLaw κ)= - if n=m then (angleEigenPolynomial κ m).eval x else 0 := by - have he : (fun φ => angleSpectralFactor κ n x (Real.cos φ)* - anglePolynomialTest (angleEigenPolynomial κ m) φ)= - fun φ => (angleEigenSquareNorm κ 0/angleEigenSquareNorm κ n* - (angleEigenPolynomial κ n).eval x)* - (anglePolynomialTest (angleEigenPolynomial κ n) φ* - anglePolynomialTest (angleEigenPolynomial κ m) φ) := by - funext φ - unfold angleSpectralFactor anglePolynomialTest - ring - rw [he,integral_const_mul,angleLaw_polynomial_pairing hκ] - by_cases hnm : n=m - · subst m - rw [ite_eq_left rfl] - change (angleEigenSquareNorm κ 0/angleEigenSquareNorm κ n* - (angleEigenPolynomial κ n).eval x)* - ((angleEigenSquareNorm κ 0)⁻¹*angleEigenSquareNorm κ n)=_ - field_simp [(angleEigenSquareNorm_pos hκ n).ne', - (angleEigenSquareNorm_zero_pos hκ).ne'] - · rw [ite_eq_right hnm] - have hz : anglePolynomialInner κ (angleEigenPolynomial κ n) (angleEigenPolynomial κ m)=0 := - angleEigenPolynomial_orthogonal hκ n m hnm - rw [hz,mul_zero,mul_zero] - -lemma angleLaw_eigen_mean {κ : ℝ} (hκ : 0<κ) (n : ℕ) : - (∫ φ, anglePolynomialTest (angleEigenPolynomial κ n) φ ∂Target.angleLaw κ)= - if n=0 then 1 else 0 := by - have he := angleLaw_polynomial_pairing hκ (angleEigenPolynomial κ n) (angleEigenPolynomial κ 0) - simp only [angleEigenPolynomial_zero,anglePolynomialTest,eval_one,mul_one] at he - change (∫ φ, (angleEigenPolynomial κ n).eval (Real.cos φ) ∂Target.angleLaw κ)=_ - rw [he] - by_cases hn : n=0 - · subst n - rw [ite_eq_left rfl] - rw [← angleEigenPolynomial_zero κ] - change (angleEigenSquareNorm κ 0)⁻¹*angleEigenSquareNorm κ 0=1 - exact inv_mul_cancel₀ (angleEigenSquareNorm_zero_pos hκ).ne' - · rw [ite_eq_right hn] - have hz : anglePolynomialInner κ (angleEigenPolynomial κ n) 1=0 := by - rw [← angleEigenPolynomial_zero κ] - exact angleEigenPolynomial_orthogonal hκ n 0 hn - rw [hz,mul_zero] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleStationaryPairing +import OAI.Probability.SLE.Angle.AngleSpectralBounds + +namespace OAI + +/-! Exact stationary moments of the normalized polynomial kernel terms. -/ +noncomputable section +open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory + +namespace SLEExactGauge + +lemma anglePolynomialTest_bound (p : ℝ[X]) : + ∃ M : ℝ, ∀ θ : ℝ, ‖anglePolynomialTest p θ‖≤M := by + obtain ⟨M,hM⟩ := (isCompact_Icc : IsCompact (Icc (-1:ℝ) 1)).exists_bound_of_continuousOn + p.continuous.continuousOn + exact ⟨M,fun θ => hM (Real.cos θ) ⟨Real.neg_one_le_cos θ,Real.cos_le_one θ⟩⟩ + +lemma anglePolynomialTest_integrable (μ : Measure ℝ) [IsFiniteMeasure μ] (p : ℝ[X]) : + Integrable (anglePolynomialTest p) μ := by + obtain ⟨M,hM⟩ := anglePolynomialTest_bound p + exact Integrable.of_bound (p.continuous.comp Real.continuous_cos).aestronglyMeasurable M + (Filter.Eventually.of_forall hM) + +lemma anglePolynomialTest_mul_integrable (μ : Measure ℝ) [IsFiniteMeasure μ] (p q : ℝ[X]) : + Integrable (fun θ => anglePolynomialTest p θ*anglePolynomialTest q θ) μ := by + have he := anglePolynomialTest_integrable μ (p*q) + change Integrable (fun θ => (p*q).eval (Real.cos θ)) μ at he + simpa only [anglePolynomialTest,eval_mul] using he + +lemma angleSpectralFactor_pairing {κ : ℝ} (hκ : 0<κ) (n m : ℕ) (x : ℝ) : + (∫ φ, angleSpectralFactor κ n x (Real.cos φ)* + anglePolynomialTest (angleEigenPolynomial κ m) φ ∂Target.angleLaw κ)= + if n=m then (angleEigenPolynomial κ m).eval x else 0 := by + have he : (fun φ => angleSpectralFactor κ n x (Real.cos φ)* + anglePolynomialTest (angleEigenPolynomial κ m) φ)= + fun φ => (angleEigenSquareNorm κ 0/angleEigenSquareNorm κ n* + (angleEigenPolynomial κ n).eval x)* + (anglePolynomialTest (angleEigenPolynomial κ n) φ* + anglePolynomialTest (angleEigenPolynomial κ m) φ) := by + funext φ + unfold angleSpectralFactor anglePolynomialTest + ring + rw [he,integral_const_mul,angleLaw_polynomial_pairing hκ] + by_cases hnm : n=m + · subst m + rw [ite_eq_left rfl] + change (angleEigenSquareNorm κ 0/angleEigenSquareNorm κ n* + (angleEigenPolynomial κ n).eval x)* + ((angleEigenSquareNorm κ 0)⁻¹*angleEigenSquareNorm κ n)=_ + field_simp [(angleEigenSquareNorm_pos hκ n).ne', + (angleEigenSquareNorm_zero_pos hκ).ne'] + · rw [ite_eq_right hnm] + have hz : anglePolynomialInner κ (angleEigenPolynomial κ n) (angleEigenPolynomial κ m)=0 := + angleEigenPolynomial_orthogonal hκ n m hnm + rw [hz,mul_zero,mul_zero] + +lemma angleLaw_eigen_mean {κ : ℝ} (hκ : 0<κ) (n : ℕ) : + (∫ φ, anglePolynomialTest (angleEigenPolynomial κ n) φ ∂Target.angleLaw κ)= + if n=0 then 1 else 0 := by + have he := angleLaw_polynomial_pairing hκ (angleEigenPolynomial κ n) (angleEigenPolynomial κ 0) + simp only [angleEigenPolynomial_zero,anglePolynomialTest,eval_one,mul_one] at he + change (∫ φ, (angleEigenPolynomial κ n).eval (Real.cos φ) ∂Target.angleLaw κ)=_ + rw [he] + by_cases hn : n=0 + · subst n + rw [ite_eq_left rfl] + rw [← angleEigenPolynomial_zero κ] + change (angleEigenSquareNorm κ 0)⁻¹*angleEigenSquareNorm κ 0=1 + exact inv_mul_cancel₀ (angleEigenSquareNorm_zero_pos hκ).ne' + · rw [ite_eq_right hn] + have hz : anglePolynomialInner κ (angleEigenPolynomial κ n) 1=0 := by + rw [← angleEigenPolynomial_zero κ] + exact angleEigenPolynomial_orthogonal hκ n 0 hn + rw [hz,mul_zero] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleStationaryFlux.lean b/lean/OAI/Probability/SLE/Angle/AngleStationaryFlux.lean index 7562116288cdc4bdf651f32a4d230850b0dcdbea..ee15658e55eb17c52cd16180766b55626283119c 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleStationaryFlux.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleStationaryFlux.lean @@ -1,58 +1,58 @@ -import OAI.Probability.SLE.Angle.AngleEigenDifferential - -namespace OAI - -/-! The stationary angular weight puts the cosine generator in divergence -form. Its flux vanishes at both endpoints of the actual angle interval. -/ -noncomputable section -open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory -open scoped Topology - -namespace SLEExactGauge - -def anglePolynomialFlux (κ : ℝ) (p : ℝ[X]) (θ : ℝ) : ℝ := - -(κ/8)*Real.sin θ^(4*Target.a κ+1)*p.derivative.eval (Real.cos θ) - -lemma anglePolynomialFlux_hasDerivAt {κ : ℝ} (hκ : 0<κ) (p : ℝ[X]) {θ : ℝ} - (hθ : θ∈Icc (0:ℝ) Real.pi) : - HasDerivAt (anglePolynomialFlux κ p) - (Real.sin θ^(4*Target.a κ)*(anglePolynomialGenerator κ p).eval (Real.cos θ)) θ := by - have hp : 0<4*Target.a κ := by unfold Target.a; positivity - have hpow := (Real.hasDerivAt_sin θ).rpow_const - (Or.inr (by linarith : 1≤4*Target.a κ+1)) - have hpol := (p.derivative.hasDerivAt (Real.cos θ)).comp θ (Real.hasDerivAt_cos θ) - apply ((hpow.const_mul (-(κ/8))).mul hpol).congr_deriv - dsimp only [Function.comp_apply] - have hs : 0≤Real.sin θ := Real.sin_nonneg_of_nonneg_of_le_pi hθ.1 hθ.2 - rw [show 4*Target.a κ+1-1=4*Target.a κ by ring] - by_cases hz : Real.sin θ=0 - · simp only [hz,Real.zero_rpow hp.ne',Real.zero_rpow (by linarith : 4*Target.a κ+1≠0), - mul_zero,zero_mul,add_zero] - · have hsp : 0 - Real.sin θ^(4*Target.a κ)*(anglePolynomialGenerator κ p).eval (Real.cos θ)) := - ((Real.continuous_rpow_const hp.le).comp Real.continuous_sin).mul - ((anglePolynomialGenerator κ p).continuous.comp Real.continuous_cos) - have he := intervalIntegral.integral_eq_sub_of_hasDerivAt - (fun θ hθ => anglePolynomialFlux_hasDerivAt hκ p - (by simpa only [uIcc_of_le Real.pi_pos.le] using hθ)) (hc.intervalIntegrable 0 Real.pi) - simpa only [anglePolynomialFlux,Real.sin_pi,Real.sin_zero, - Real.zero_rpow (by linarith : 4*Target.a κ+1≠0),mul_zero,zero_mul,sub_self] using he - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleEigenDifferential + +namespace OAI + +/-! The stationary angular weight puts the cosine generator in divergence +form. Its flux vanishes at both endpoints of the actual angle interval. -/ +noncomputable section +open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +def anglePolynomialFlux (κ : ℝ) (p : ℝ[X]) (θ : ℝ) : ℝ := + -(κ/8)*Real.sin θ^(4*Target.a κ+1)*p.derivative.eval (Real.cos θ) + +lemma anglePolynomialFlux_hasDerivAt {κ : ℝ} (hκ : 0<κ) (p : ℝ[X]) {θ : ℝ} + (hθ : θ∈Icc (0:ℝ) Real.pi) : + HasDerivAt (anglePolynomialFlux κ p) + (Real.sin θ^(4*Target.a κ)*(anglePolynomialGenerator κ p).eval (Real.cos θ)) θ := by + have hp : 0<4*Target.a κ := by unfold Target.a; positivity + have hpow := (Real.hasDerivAt_sin θ).rpow_const + (Or.inr (by linarith : 1≤4*Target.a κ+1)) + have hpol := (p.derivative.hasDerivAt (Real.cos θ)).comp θ (Real.hasDerivAt_cos θ) + apply ((hpow.const_mul (-(κ/8))).mul hpol).congr_deriv + dsimp only [Function.comp_apply] + have hs : 0≤Real.sin θ := Real.sin_nonneg_of_nonneg_of_le_pi hθ.1 hθ.2 + rw [show 4*Target.a κ+1-1=4*Target.a κ by ring] + by_cases hz : Real.sin θ=0 + · simp only [hz,Real.zero_rpow hp.ne',Real.zero_rpow (by linarith : 4*Target.a κ+1≠0), + mul_zero,zero_mul,add_zero] + · have hsp : 0 + Real.sin θ^(4*Target.a κ)*(anglePolynomialGenerator κ p).eval (Real.cos θ)) := + ((Real.continuous_rpow_const hp.le).comp Real.continuous_sin).mul + ((anglePolynomialGenerator κ p).continuous.comp Real.continuous_cos) + have he := intervalIntegral.integral_eq_sub_of_hasDerivAt + (fun θ hθ => anglePolynomialFlux_hasDerivAt hκ p + (by simpa only [uIcc_of_le Real.pi_pos.le] using hθ)) (hc.intervalIntegrable 0 Real.pi) + simpa only [anglePolynomialFlux,Real.sin_pi,Real.sin_zero, + Real.zero_rpow (by linarith : 4*Target.a κ+1≠0),mul_zero,zero_mul,sub_self] using he + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/AngleStationaryPairing.lean b/lean/OAI/Probability/SLE/Angle/AngleStationaryPairing.lean index 4a30f172b6821d092b002ccbe6862cc4c855a263..4d440ed00781b3b60eaae910656b1dbb79e1ddac 100644 --- a/lean/OAI/Probability/SLE/Angle/AngleStationaryPairing.lean +++ b/lean/OAI/Probability/SLE/Angle/AngleStationaryPairing.lean @@ -1,74 +1,74 @@ -import OAI.Probability.SLE.Angle.AngleEigenNorm -import OAI.Probability.SLE.Angle.TargetAngleLaw - -namespace OAI - -/-! Match the polynomial pairing to the exact angle probability measure -appearing in the prescribed coefficients. -/ -noncomputable section -open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory -open scoped ENNReal - -namespace SLEExactGauge - -lemma anglePolynomialInner_eq_setIntegral (κ : ℝ) (p q : ℝ[X]) : - anglePolynomialInner κ p q=∫ θ in Ioo (0:ℝ) Real.pi, - Real.sin θ^(4*Target.a κ)*anglePolynomialTest p θ*anglePolynomialTest q θ := by - rw [anglePolynomialInner,intervalIntegral.integral_of_le Real.pi_pos.le, - integral_Ioc_eq_integral_Ioo] - -lemma angle_normalizer_eq_norm {κ : ℝ} (hκ : 0<κ) : - ((volume.restrict (Ioo (0:ℝ) Real.pi)).withDensity - (fun θ => ENNReal.ofReal (Real.sin θ^(4*Target.a κ)))) univ= - ENNReal.ofReal (angleEigenSquareNorm κ 0) := by - have hi := anglePolynomialInner_integrable hκ (1:ℝ[X]) 1 - simp only [anglePolynomialTest,eval_one,mul_one] at hi - have hi' : Integrable (fun θ : ℝ => Real.sin θ^(4*Target.a κ)) - (volume.restrict (Ioo (0:ℝ) Real.pi)) := by - rw [intervalIntegrable_iff_integrableOn_Ioc_of_le Real.pi_pos.le] at hi - exact hi.mono_set Ioo_subset_Ioc_self - rw [withDensity_apply _ MeasurableSet.univ,Measure.restrict_univ] - rw [angleEigenSquareNorm,angleEigenPolynomial_zero,anglePolynomialInner_eq_setIntegral] - simp only [anglePolynomialTest,eval_one,mul_one] - exact (ofReal_integral_eq_lintegral_ofReal hi' (by - filter_upwards [ae_restrict_mem measurableSet_Ioo] with θ hθ - exact Real.rpow_nonneg (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2).le _)).symm - -lemma angleLaw_integral (κ : ℝ) (hκ : 0<κ) (f : ℝ → ℝ) : - (∫ θ, f θ ∂Target.angleLaw κ)= - (angleEigenSquareNorm κ 0)⁻¹*∫ θ in Ioo (0:ℝ) Real.pi, - Real.sin θ^(4*Target.a κ)*f θ := by - rw [Target.angleLaw,integral_smul_measure,ENNReal.toReal_inv, - angle_normalizer_eq_norm hκ,ENNReal.toReal_ofReal (angleEigenSquareNorm_zero_pos hκ).le] - congr 1 - have hm : Measurable (fun θ : ℝ => ENNReal.ofReal (Real.sin θ^(4*Target.a κ))) := by - fun_prop - rw [integral_withDensity_eq_integral_toReal_smul - hm - (Filter.Eventually.of_forall (fun _ => ENNReal.ofReal_lt_top))] - apply integral_congr_ae - filter_upwards [ae_restrict_mem measurableSet_Ioo] with θ hθ - rw [ENNReal.toReal_ofReal (Real.rpow_nonneg - (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2).le _)] - rfl - -lemma angleLaw_polynomial_pairing {κ : ℝ} (hκ : 0<κ) (p q : ℝ[X]) : - (∫ θ, anglePolynomialTest p θ*anglePolynomialTest q θ ∂Target.angleLaw κ)= - (angleEigenSquareNorm κ 0)⁻¹*anglePolynomialInner κ p q := by - rw [angleLaw_integral κ hκ,anglePolynomialInner_eq_setIntegral] - congr 1 - apply integral_congr_ae - exact Filter.Eventually.of_forall (fun _ => by ring) - -lemma angleLaw_eigen_orthogonal {κ : ℝ} (hκ : 0<κ) (n m : ℕ) (hnm : n≠m) : - (∫ θ, anglePolynomialTest (angleEigenPolynomial κ n) θ* - anglePolynomialTest (angleEigenPolynomial κ m) θ ∂Target.angleLaw κ)=0 := by - rw [angleLaw_polynomial_pairing hκ] - rw [show anglePolynomialInner κ (angleEigenPolynomial κ n) (angleEigenPolynomial κ m)=0 - from angleEigenPolynomial_orthogonal hκ n m hnm,mul_zero] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.AngleEigenNorm +import OAI.Probability.SLE.Angle.TargetAngleLaw + +namespace OAI + +/-! Match the polynomial pairing to the exact angle probability measure +appearing in the prescribed coefficients. -/ +noncomputable section +open Polynomial Set _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge + +lemma anglePolynomialInner_eq_setIntegral (κ : ℝ) (p q : ℝ[X]) : + anglePolynomialInner κ p q=∫ θ in Ioo (0:ℝ) Real.pi, + Real.sin θ^(4*Target.a κ)*anglePolynomialTest p θ*anglePolynomialTest q θ := by + rw [anglePolynomialInner,intervalIntegral.integral_of_le Real.pi_pos.le, + integral_Ioc_eq_integral_Ioo] + +lemma angle_normalizer_eq_norm {κ : ℝ} (hκ : 0<κ) : + ((volume.restrict (Ioo (0:ℝ) Real.pi)).withDensity + (fun θ => ENNReal.ofReal (Real.sin θ^(4*Target.a κ)))) univ= + ENNReal.ofReal (angleEigenSquareNorm κ 0) := by + have hi := anglePolynomialInner_integrable hκ (1:ℝ[X]) 1 + simp only [anglePolynomialTest,eval_one,mul_one] at hi + have hi' : Integrable (fun θ : ℝ => Real.sin θ^(4*Target.a κ)) + (volume.restrict (Ioo (0:ℝ) Real.pi)) := by + rw [intervalIntegrable_iff_integrableOn_Ioc_of_le Real.pi_pos.le] at hi + exact hi.mono_set Ioo_subset_Ioc_self + rw [withDensity_apply _ MeasurableSet.univ,Measure.restrict_univ] + rw [angleEigenSquareNorm,angleEigenPolynomial_zero,anglePolynomialInner_eq_setIntegral] + simp only [anglePolynomialTest,eval_one,mul_one] + exact (ofReal_integral_eq_lintegral_ofReal hi' (by + filter_upwards [ae_restrict_mem measurableSet_Ioo] with θ hθ + exact Real.rpow_nonneg (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2).le _)).symm + +lemma angleLaw_integral (κ : ℝ) (hκ : 0<κ) (f : ℝ → ℝ) : + (∫ θ, f θ ∂Target.angleLaw κ)= + (angleEigenSquareNorm κ 0)⁻¹*∫ θ in Ioo (0:ℝ) Real.pi, + Real.sin θ^(4*Target.a κ)*f θ := by + rw [Target.angleLaw,integral_smul_measure,ENNReal.toReal_inv, + angle_normalizer_eq_norm hκ,ENNReal.toReal_ofReal (angleEigenSquareNorm_zero_pos hκ).le] + congr 1 + have hm : Measurable (fun θ : ℝ => ENNReal.ofReal (Real.sin θ^(4*Target.a κ))) := by + fun_prop + rw [integral_withDensity_eq_integral_toReal_smul + hm + (Filter.Eventually.of_forall (fun _ => ENNReal.ofReal_lt_top))] + apply integral_congr_ae + filter_upwards [ae_restrict_mem measurableSet_Ioo] with θ hθ + rw [ENNReal.toReal_ofReal (Real.rpow_nonneg + (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2).le _)] + rfl + +lemma angleLaw_polynomial_pairing {κ : ℝ} (hκ : 0<κ) (p q : ℝ[X]) : + (∫ θ, anglePolynomialTest p θ*anglePolynomialTest q θ ∂Target.angleLaw κ)= + (angleEigenSquareNorm κ 0)⁻¹*anglePolynomialInner κ p q := by + rw [angleLaw_integral κ hκ,anglePolynomialInner_eq_setIntegral] + congr 1 + apply integral_congr_ae + exact Filter.Eventually.of_forall (fun _ => by ring) + +lemma angleLaw_eigen_orthogonal {κ : ℝ} (hκ : 0<κ) (n m : ℕ) (hnm : n≠m) : + (∫ θ, anglePolynomialTest (angleEigenPolynomial κ n) θ* + anglePolynomialTest (angleEigenPolynomial κ m) θ ∂Target.angleLaw κ)=0 := by + rw [angleLaw_polynomial_pairing hκ] + rw [show anglePolynomialInner κ (angleEigenPolynomial κ n) (angleEigenPolynomial κ m)=0 + from angleEigenPolynomial_orthogonal hκ n m hnm,mul_zero] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/CanonicalAngleKernel.lean b/lean/OAI/Probability/SLE/Angle/CanonicalAngleKernel.lean index b4292e6b608358e104b44b6a54d41e4830c6d6a4..148ca9184f55f7bd13b12477076dda35a27196ba 100644 --- a/lean/OAI/Probability/SLE/Angle/CanonicalAngleKernel.lean +++ b/lean/OAI/Probability/SLE/Angle/CanonicalAngleKernel.lean @@ -1,70 +1,70 @@ -import OAI.Probability.SLE.Geometry.NormalizedDiskAngle - -namespace OAI - -/-! The actual finite-centered transition of the full angle, represented -by a measurable raw-driver kernel. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -local instance angleKernelMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance angleKernelBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -def canonicalAngleAverage (ν : Measure C(ℝ≥0,ℝ)) (κ v : ℝ) - (f : ℝ → ℝ≥0∞) (θ : ℝ) : ℝ≥0∞ := - ∫⁻ p, f (canonicalStoppedAngle κ (v,Target.diskMapInv θ 0,p)) - ∂ν.withDensity (fun p => canonicalFiniteDensity κ (v,Target.diskMapInv θ 0,p)) - -lemma canonicalAngleAverage_measurable (ν : Measure C(ℝ≥0,ℝ)) [SFinite ν] - (κ v : ℝ) (f : ℝ → ℝ≥0∞) (hf : Measurable f) : - Measurable (canonicalAngleAverage ν κ v f) := by - have hz : Measurable (fun θ => Target.diskMapInv θ 0) := by - unfold Target.diskMapInv - fun_prop - let q : ℝ × C(ℝ≥0,ℝ) → ℝ × (ℂ × C(ℝ≥0,ℝ)) := - fun x => (v,Target.diskMapInv x.1 0,x.2) - have hq : Measurable q := measurable_const.prodMk - ((hz.comp measurable_fst).prodMk measurable_snd) - have h := (((canonicalFiniteDensity_measurable κ).comp hq).mul - (hf.comp ((canonicalStoppedAngle_measurable κ).comp hq))).lintegral_prod_right' (ν := ν) - have he (θ : ℝ) : (∫⁻ p, canonicalFiniteDensity κ (v,Target.diskMapInv θ 0,p)* - f (canonicalStoppedAngle κ (v,Target.diskMapInv θ 0,p)) ∂ν)= - canonicalAngleAverage ν κ v f θ := by - symm - exact lintegral_withDensity_eq_lintegral_mul _ - ((canonicalFiniteDensity_measurable κ).comp - (measurable_const.prodMk (measurable_const.prodMk measurable_id))) - (hf.comp ((canonicalStoppedAngle_measurable κ).comp - (measurable_const.prodMk (measurable_const.prodMk measurable_id)))) - simpa only [q,Pi.mul_apply,Function.comp_apply,he] using h - -lemma IsCapacityTwoWitness.normalized_disk_angle_test - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) - (κ : ℝ) (T a : ℝ≥0) (ha : 0 < a) (p : C(ℝ≥0,ℝ)) - {β : ℝ≥0 → ℂ} {G' F' : ℝ≥0 → ℂ → ℂ} - (hb : IsCapacityTwoWitness (fun t => Real.sqrt κ*p t) β G' F') - (hdriver : (fun t => Real.sqrt κ*p t)=normalizedRestartDriver U T a) - (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (z : ℂ) - (hz : z ∈ survivingDomain γ T) (hzH : z∈upperHalfPlane) - (hpolar : G T z=(U T:ℂ)+(a:ℂ)*Complex.exp (θ*Complex.I)) - (u v : ℝ) (hu : 0 ≤ u) (hv : 0 < v) - (hbase : fullRadius G T z=(2*z.im)*Real.exp (-u)) (f : ℝ → ℝ≥0∞) : - ENNReal.ofReal (greenDensity κ U γ G T z/initialGreen κ z)* - canonicalFiniteDensity κ (v,Target.diskMapInv θ 0,p)* - f (canonicalStoppedAngle κ (v,Target.diskMapInv θ 0,p)) = - ENNReal.ofReal (stoppedGreen κ U γ G z (u+v)/initialGreen κ z)* - f ((G (radiusLevelTime γ G z (u+v)).toNNReal z- - (U (radiusLevelTime γ G z (u+v)).toNNReal:ℂ)).arg) := by - rw [← hw.normalized_disk_density hU κ T a ha p hb hdriver θ hθ z hz hzH hpolar u v hu hv hbase] - by_cases ht : radiusLevelTime γ G z (u+v)<∞ - · rw [hw.normalized_disk_stopped_arg hU κ T a ha p hb hdriver θ hθ z hz hpolar u v hu hv hbase ht] - · simp only [stoppedGreen,ite_eq_right ht,zero_div,ENNReal.ofReal_zero,zero_mul] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Geometry.NormalizedDiskAngle + +namespace OAI + +/-! The actual finite-centered transition of the full angle, represented +by a measurable raw-driver kernel. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance angleKernelMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance angleKernelBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +def canonicalAngleAverage (ν : Measure C(ℝ≥0,ℝ)) (κ v : ℝ) + (f : ℝ → ℝ≥0∞) (θ : ℝ) : ℝ≥0∞ := + ∫⁻ p, f (canonicalStoppedAngle κ (v,Target.diskMapInv θ 0,p)) + ∂ν.withDensity (fun p => canonicalFiniteDensity κ (v,Target.diskMapInv θ 0,p)) + +lemma canonicalAngleAverage_measurable (ν : Measure C(ℝ≥0,ℝ)) [SFinite ν] + (κ v : ℝ) (f : ℝ → ℝ≥0∞) (hf : Measurable f) : + Measurable (canonicalAngleAverage ν κ v f) := by + have hz : Measurable (fun θ => Target.diskMapInv θ 0) := by + unfold Target.diskMapInv + fun_prop + let q : ℝ × C(ℝ≥0,ℝ) → ℝ × (ℂ × C(ℝ≥0,ℝ)) := + fun x => (v,Target.diskMapInv x.1 0,x.2) + have hq : Measurable q := measurable_const.prodMk + ((hz.comp measurable_fst).prodMk measurable_snd) + have h := (((canonicalFiniteDensity_measurable κ).comp hq).mul + (hf.comp ((canonicalStoppedAngle_measurable κ).comp hq))).lintegral_prod_right' (ν := ν) + have he (θ : ℝ) : (∫⁻ p, canonicalFiniteDensity κ (v,Target.diskMapInv θ 0,p)* + f (canonicalStoppedAngle κ (v,Target.diskMapInv θ 0,p)) ∂ν)= + canonicalAngleAverage ν κ v f θ := by + symm + exact lintegral_withDensity_eq_lintegral_mul _ + ((canonicalFiniteDensity_measurable κ).comp + (measurable_const.prodMk (measurable_const.prodMk measurable_id))) + (hf.comp ((canonicalStoppedAngle_measurable κ).comp + (measurable_const.prodMk (measurable_const.prodMk measurable_id)))) + simpa only [q,Pi.mul_apply,Function.comp_apply,he] using h + +lemma IsCapacityTwoWitness.normalized_disk_angle_test + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (κ : ℝ) (T a : ℝ≥0) (ha : 0 < a) (p : C(ℝ≥0,ℝ)) + {β : ℝ≥0 → ℂ} {G' F' : ℝ≥0 → ℂ → ℂ} + (hb : IsCapacityTwoWitness (fun t => Real.sqrt κ*p t) β G' F') + (hdriver : (fun t => Real.sqrt κ*p t)=normalizedRestartDriver U T a) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (z : ℂ) + (hz : z ∈ survivingDomain γ T) (hzH : z∈upperHalfPlane) + (hpolar : G T z=(U T:ℂ)+(a:ℂ)*Complex.exp (θ*Complex.I)) + (u v : ℝ) (hu : 0 ≤ u) (hv : 0 < v) + (hbase : fullRadius G T z=(2*z.im)*Real.exp (-u)) (f : ℝ → ℝ≥0∞) : + ENNReal.ofReal (greenDensity κ U γ G T z/initialGreen κ z)* + canonicalFiniteDensity κ (v,Target.diskMapInv θ 0,p)* + f (canonicalStoppedAngle κ (v,Target.diskMapInv θ 0,p)) = + ENNReal.ofReal (stoppedGreen κ U γ G z (u+v)/initialGreen κ z)* + f ((G (radiusLevelTime γ G z (u+v)).toNNReal z- + (U (radiusLevelTime γ G z (u+v)).toNNReal:ℂ)).arg) := by + rw [← hw.normalized_disk_density hU κ T a ha p hb hdriver θ hθ z hz hzH hpolar u v hu hv hbase] + by_cases ht : radiusLevelTime γ G z (u+v)<∞ + · rw [hw.normalized_disk_stopped_arg hU κ T a ha p hb hdriver θ hθ z hz hpolar u v hu hv hbase ht] + · simp only [stoppedGreen,ite_eq_right ht,zero_div,ENNReal.ofReal_zero,zero_mul] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/CanonicalAngleMixing.lean b/lean/OAI/Probability/SLE/Angle/CanonicalAngleMixing.lean index 3f592a3700e1cf76e33ecd6da0ee149c01a8bb36..fd9f7b579e7b6689e69785819ae377db54b0dbb3 100644 --- a/lean/OAI/Probability/SLE/Angle/CanonicalAngleMixing.lean +++ b/lean/OAI/Probability/SLE/Angle/CanonicalAngleMixing.lean @@ -1,82 +1,82 @@ -import OAI.Probability.SLE.Angle.ActualAngleSpectral - -namespace OAI - -/-! Uniform finite-centered mixing for the actual canonical angle kernel. -The constants are derived from the positive spectral law, not assumed. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -local instance angleMixingMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance angleMixingBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -lemma angleSpectralLaw_lintegral_bounds {κ u : ℝ} (hκ : 0<κ) - (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) (f : ℝ → ℝ≥0∞) (hf : Measurable f) : - (∫⁻ φ, f φ ∂Target.angleLaw κ)/2 ≤ (∫⁻ φ, f φ ∂angleSpectralLaw κ u θ) ∧ - (∫⁻ φ, f φ ∂angleSpectralLaw κ u θ) ≤ 2*(∫⁻ φ, f φ ∂Target.angleLaw κ) := by - rw [angleSpectralLaw,lintegral_withDensity_eq_lintegral_mul _ - (angleSpectralKernel_measurable hκ hu θ).ennreal_ofReal hf] - have hb (φ : ℝ) : (1/2:ℝ≥0∞)≤ENNReal.ofReal (angleSpectralKernel κ u θ φ) ∧ - ENNReal.ofReal (angleSpectralKernel κ u θ φ)≤2 := by - have h := angleSpectralKernel_bounds hκ hu θ φ - constructor - · simpa using ENNReal.ofReal_le_ofReal h.1 - · simpa using ENNReal.ofReal_le_ofReal h.2 - constructor - · calc - _ = (1/2:ℝ≥0∞)*(∫⁻ φ, f φ ∂Target.angleLaw κ) := by - rw [div_eq_mul_inv,one_div,mul_comm] - _ = ∫⁻ φ, (1/2:ℝ≥0∞)*f φ ∂Target.angleLaw κ := (lintegral_const_mul _ hf).symm - _ ≤ _ := lintegral_mono fun φ => mul_le_mul' (hb φ).1 le_rfl - · calc - _ ≤ ∫⁻ φ, (2:ℝ≥0∞)*f φ ∂Target.angleLaw κ := - lintegral_mono fun φ => mul_le_mul' (hb φ).2 le_rfl - _ = _ := lintegral_const_mul _ hf - -lemma Target.diskMapInv_zero_arg (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) : - (Target.diskMapInv θ 0).arg=θ := by - simp only [Target.diskMapInv,zero_mul,sub_zero,div_one] - rw [Complex.arg_exp_mul_I] - apply (toIocMod_eq_self Real.two_pi_pos).mpr - constructor <;> linarith [Real.pi_pos,hθ.1,hθ.2] - -lemma canonicalAngleAverage_uniform_bounds - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} - (hB : IsBrownianReal B P) (hBm : Measurable (Function.uncurry B)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (u : ℝ) (hu : angleSpectralMixingTime κ≤u) (f : ℝ → ℝ≥0∞) (hf : Measurable f) - (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) : - (∫⁻ φ, f φ ∂Target.angleLaw κ)/2 ≤ - canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ u f θ ∧ - canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ u f θ ≤ - 2*(∫⁻ φ, f φ ∂Target.angleLaw κ) := by - have hu0 : 0≤u := (angleSpectralMixingTime_pos hκ).le.trans hu - let z := Target.diskMapInv θ 0 - have hz : z∈upperHalfPlane := Target.diskMapInv_maps hθ (by simp) - let hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left - let S : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u - have hS := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz u hu0 - let a := extendedMarkedAngle κ B γ G S z - have ham : Measurable a := - (extendedMarkedAngle_measurable B hm hc κ γ G F hw S hS z).mono hS.measurableSpace_le le_rfl - have he : canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ u f θ= - ∫⁻ φ, f φ ∂angleSpectralLaw κ u θ := by - rw [canonicalAngleAverage_eq_finiteCentered hB hBm hc hκ hκ8 γ G F hw u hu0 θ hθ f hf] - change (∫⁻ ω, f (a ω) ∂finiteCenteredLaw P κ B γ G z u)=_ - rw [← lintegral_map' hf.aemeasurable ham.aemeasurable, - actual_angle_law_eq_spectral hB hBm hc h0 hκ hκ8 γ G F hw z hz u hu] - rw [Target.diskMapInv_zero_arg θ hθ] - rw [he] - exact angleSpectralLaw_lintegral_bounds hκ hu θ f hf - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.ActualAngleSpectral + +namespace OAI + +/-! Uniform finite-centered mixing for the actual canonical angle kernel. +The constants are derived from the positive spectral law, not assumed. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance angleMixingMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance angleMixingBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma angleSpectralLaw_lintegral_bounds {κ u : ℝ} (hκ : 0<κ) + (hu : angleSpectralMixingTime κ≤u) (θ : ℝ) (f : ℝ → ℝ≥0∞) (hf : Measurable f) : + (∫⁻ φ, f φ ∂Target.angleLaw κ)/2 ≤ (∫⁻ φ, f φ ∂angleSpectralLaw κ u θ) ∧ + (∫⁻ φ, f φ ∂angleSpectralLaw κ u θ) ≤ 2*(∫⁻ φ, f φ ∂Target.angleLaw κ) := by + rw [angleSpectralLaw,lintegral_withDensity_eq_lintegral_mul _ + (angleSpectralKernel_measurable hκ hu θ).ennreal_ofReal hf] + have hb (φ : ℝ) : (1/2:ℝ≥0∞)≤ENNReal.ofReal (angleSpectralKernel κ u θ φ) ∧ + ENNReal.ofReal (angleSpectralKernel κ u θ φ)≤2 := by + have h := angleSpectralKernel_bounds hκ hu θ φ + constructor + · simpa using ENNReal.ofReal_le_ofReal h.1 + · simpa using ENNReal.ofReal_le_ofReal h.2 + constructor + · calc + _ = (1/2:ℝ≥0∞)*(∫⁻ φ, f φ ∂Target.angleLaw κ) := by + rw [div_eq_mul_inv,one_div,mul_comm] + _ = ∫⁻ φ, (1/2:ℝ≥0∞)*f φ ∂Target.angleLaw κ := (lintegral_const_mul _ hf).symm + _ ≤ _ := lintegral_mono fun φ => mul_le_mul' (hb φ).1 le_rfl + · calc + _ ≤ ∫⁻ φ, (2:ℝ≥0∞)*f φ ∂Target.angleLaw κ := + lintegral_mono fun φ => mul_le_mul' (hb φ).2 le_rfl + _ = _ := lintegral_const_mul _ hf + +lemma Target.diskMapInv_zero_arg (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) : + (Target.diskMapInv θ 0).arg=θ := by + simp only [Target.diskMapInv,zero_mul,sub_zero,div_one] + rw [Complex.arg_exp_mul_I] + apply (toIocMod_eq_self Real.two_pi_pos).mpr + constructor <;> linarith [Real.pi_pos,hθ.1,hθ.2] + +lemma canonicalAngleAverage_uniform_bounds + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + (hB : IsBrownianReal B P) (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (hu : angleSpectralMixingTime κ≤u) (f : ℝ → ℝ≥0∞) (hf : Measurable f) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) : + (∫⁻ φ, f φ ∂Target.angleLaw κ)/2 ≤ + canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ u f θ ∧ + canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ u f θ ≤ + 2*(∫⁻ φ, f φ ∂Target.angleLaw κ) := by + have hu0 : 0≤u := (angleSpectralMixingTime_pos hκ).le.trans hu + let z := Target.diskMapInv θ 0 + have hz : z∈upperHalfPlane := Target.diskMapInv_maps hθ (by simp) + let hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let S : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u + have hS := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz u hu0 + let a := extendedMarkedAngle κ B γ G S z + have ham : Measurable a := + (extendedMarkedAngle_measurable B hm hc κ γ G F hw S hS z).mono hS.measurableSpace_le le_rfl + have he : canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ u f θ= + ∫⁻ φ, f φ ∂angleSpectralLaw κ u θ := by + rw [canonicalAngleAverage_eq_finiteCentered hB hBm hc hκ hκ8 γ G F hw u hu0 θ hθ f hf] + change (∫⁻ ω, f (a ω) ∂finiteCenteredLaw P κ B γ G z u)=_ + rw [← lintegral_map' hf.aemeasurable ham.aemeasurable, + actual_angle_law_eq_spectral hB hBm hc h0 hκ hκ8 γ G F hw z hz u hu] + rw [Target.diskMapInv_zero_arg θ hθ] + rw [he] + exact angleSpectralLaw_lintegral_bounds hκ hu θ f hf + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/CanonicalAngleSemigroup.lean b/lean/OAI/Probability/SLE/Angle/CanonicalAngleSemigroup.lean index eef5d44dbe0f52dd5cc04b085e50408a05b19f99..aca430a08dab2c8177c452599faddf44d0069513 100644 --- a/lean/OAI/Probability/SLE/Angle/CanonicalAngleSemigroup.lean +++ b/lean/OAI/Probability/SLE/Angle/CanonicalAngleSemigroup.lean @@ -1,105 +1,105 @@ -import OAI.Probability.SLE.Angle.RadiusAngleBounds - -namespace OAI - -/-! Probability and composition of the actual finite centered angle -transition, before its quantitative convergence is estimated. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -local instance angleSemigroupMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance angleSemigroupBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} - (hB : IsBrownianReal B P) (hBm : Measurable (Function.uncurry B)) - (hc : ∀ ω, Continuous (fun t => B t ω)) - (hκ : 0<κ) (hκ8 : κ<8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - -include hB hBm hc hκ hκ8 γ G F hw - -lemma canonicalAngleAverage_eq_finiteCentered - (u : ℝ) (hu : 0≤u) (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) - (f : ℝ → ℝ≥0∞) (hf : Measurable f) : - canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ u f θ = - ∫⁻ ω, f (extendedMarkedAngle κ B γ G - (fun ω => radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) u) - (Target.diskMapInv θ 0) ω) ∂finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) u := by - have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left - have hz := Target.diskMapInv_maps hθ (show (0:ℂ)∈ball 0 1 by simp) - have hfm : Measurable (fun p : C(ℝ≥0,ℝ) => - f (canonicalStoppedAngle κ (u,Target.diskMapInv θ 0,p))) := - hf.comp ((canonicalStoppedAngle_measurable κ).comp - (measurable_const.prodMk (measurable_const.prodMk measurable_id))) - unfold canonicalAngleAverage - rw [← canonical_finiteCenteredLaw_map P κ B hm hc γ G F (Eventually.of_forall hw) u hu, - lintegral_map' hfm.aemeasurable (source_path_measurable _ hm).aemeasurable] - have ht := finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F - (Eventually.of_forall hw) (Target.diskMapInv θ 0) hz u u hu le_rfl - (fun ω => radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) u) - (Eventually.of_forall fun _ => le_rfl) - apply lintegral_congr_ae - filter_upwards [ht] with ω hω - have hfin : radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) u<∞ := - lt_top_iff_ne_top.mpr hω - rw [canonicalStoppedAngle_eq κ (sourceDriverPath B hc ω) (hw ω) u hu _ hfin, - extendedMarkedAngle_at_finite_radius κ B hc γ G F hw _ u ω hfin] - rfl - -lemma canonicalAngleAverage_one - (u : ℝ) (hu : 0≤u) (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) : - canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ u (fun _ => 1) θ=1 := by - rw [canonicalAngleAverage_eq_finiteCentered hB hBm hc hκ hκ8 γ G F hw u hu θ hθ - (fun _ => 1) measurable_const] - let := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F (Eventually.of_forall hw) - (Target.diskMapInv θ 0) (Target.diskMapInv_maps hθ (by simp)) u hu - simp - -lemma canonicalAngleAverage_comp - (h0 : ∀ ω, B 0 ω=0) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (u v : ℝ) (hu : 0≤u) (hv : 0 (hm t).stronglyMeasurable) - let S : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u - have hS : IsStoppingTime ℱ S := - actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz u hu - let g : Ω → ℝ≥0∞ := fun ω => canonicalAngleAverage ν κ v f - (extendedMarkedAngle κ B γ G S z ω) - have hfm : Measurable (canonicalAngleAverage ν κ v f) := - canonicalAngleAverage_measurable ν κ v f hf - have hgm : Measurable[hS.measurableSpace] g := hfm.comp - (extendedMarkedAngle_measurable B hm hc κ γ G F hw S hS z) - rw [canonicalAngleAverage_eq_finiteCentered hB hBm hc hκ hκ8 γ G F hw - (u+v) (by linarith) θ hθ f hf, - canonicalAngleAverage_eq_finiteCentered hB hBm hc hκ hκ8 γ G F hw u hu θ hθ _ hfm] - have hk := radius_angle_kernel hB hBm hc h0 hκ hκ8 γ G F hw hpublished - z hz u v (u+v) hu hv le_rfl f hf univ MeasurableSet.univ - simp only [setLIntegral_univ] at hk - rw [← hk] - exact @lintegral_eq_of_stopped_events Ω mΩ - (finiteCenteredLaw P κ B γ G z (u+v)) (finiteCenteredLaw P κ B γ G z u) - hS.measurableSpace hS.measurableSpace_le - (fun E hE => finiteCenteredLaw_consistent_at_extended_stop hB hBm hc h0 κ hκ hκ8 - γ G F (Eventually.of_forall hw) z hz u (u+v) hu (by linarith) S hS - (Eventually.of_forall fun _ => le_rfl) E hE) g hgm - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.RadiusAngleBounds + +namespace OAI + +/-! Probability and composition of the actual finite centered angle +transition, before its quantitative convergence is estimated. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance angleSemigroupMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance angleSemigroupBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + (hB : IsBrownianReal B P) (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + +include hB hBm hc hκ hκ8 γ G F hw + +lemma canonicalAngleAverage_eq_finiteCentered + (u : ℝ) (hu : 0≤u) (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) + (f : ℝ → ℝ≥0∞) (hf : Measurable f) : + canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ u f θ = + ∫⁻ ω, f (extendedMarkedAngle κ B γ G + (fun ω => radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) u) + (Target.diskMapInv θ 0) ω) ∂finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) u := by + have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + have hz := Target.diskMapInv_maps hθ (show (0:ℂ)∈ball 0 1 by simp) + have hfm : Measurable (fun p : C(ℝ≥0,ℝ) => + f (canonicalStoppedAngle κ (u,Target.diskMapInv θ 0,p))) := + hf.comp ((canonicalStoppedAngle_measurable κ).comp + (measurable_const.prodMk (measurable_const.prodMk measurable_id))) + unfold canonicalAngleAverage + rw [← canonical_finiteCenteredLaw_map P κ B hm hc γ G F (Eventually.of_forall hw) u hu, + lintegral_map' hfm.aemeasurable (source_path_measurable _ hm).aemeasurable] + have ht := finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F + (Eventually.of_forall hw) (Target.diskMapInv θ 0) hz u u hu le_rfl + (fun ω => radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) u) + (Eventually.of_forall fun _ => le_rfl) + apply lintegral_congr_ae + filter_upwards [ht] with ω hω + have hfin : radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) u<∞ := + lt_top_iff_ne_top.mpr hω + rw [canonicalStoppedAngle_eq κ (sourceDriverPath B hc ω) (hw ω) u hu _ hfin, + extendedMarkedAngle_at_finite_radius κ B hc γ G F hw _ u ω hfin] + rfl + +lemma canonicalAngleAverage_one + (u : ℝ) (hu : 0≤u) (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) : + canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ u (fun _ => 1) θ=1 := by + rw [canonicalAngleAverage_eq_finiteCentered hB hBm hc hκ hκ8 γ G F hw u hu θ hθ + (fun _ => 1) measurable_const] + let := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F (Eventually.of_forall hw) + (Target.diskMapInv θ 0) (Target.diskMapInv_maps hθ (by simp)) u hu + simp + +lemma canonicalAngleAverage_comp + (h0 : ∀ ω, B 0 ω=0) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (u v : ℝ) (hu : 0≤u) (hv : 0 (hm t).stronglyMeasurable) + let S : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u + have hS : IsStoppingTime ℱ S := + actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz u hu + let g : Ω → ℝ≥0∞ := fun ω => canonicalAngleAverage ν κ v f + (extendedMarkedAngle κ B γ G S z ω) + have hfm : Measurable (canonicalAngleAverage ν κ v f) := + canonicalAngleAverage_measurable ν κ v f hf + have hgm : Measurable[hS.measurableSpace] g := hfm.comp + (extendedMarkedAngle_measurable B hm hc κ γ G F hw S hS z) + rw [canonicalAngleAverage_eq_finiteCentered hB hBm hc hκ hκ8 γ G F hw + (u+v) (by linarith) θ hθ f hf, + canonicalAngleAverage_eq_finiteCentered hB hBm hc hκ hκ8 γ G F hw u hu θ hθ _ hfm] + have hk := radius_angle_kernel hB hBm hc h0 hκ hκ8 γ G F hw hpublished + z hz u v (u+v) hu hv le_rfl f hf univ MeasurableSet.univ + simp only [setLIntegral_univ] at hk + rw [← hk] + exact @lintegral_eq_of_stopped_events Ω mΩ + (finiteCenteredLaw P κ B γ G z (u+v)) (finiteCenteredLaw P κ B γ G z u) + hS.measurableSpace hS.measurableSpace_le + (fun E hE => finiteCenteredLaw_consistent_at_extended_stop hB hBm hc h0 κ hκ hκ8 + γ G F (Eventually.of_forall hw) z hz u (u+v) hu (by linarith) S hS + (Eventually.of_forall fun _ => le_rfl) E hE) g hgm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/RadiusAngleBounds.lean b/lean/OAI/Probability/SLE/Angle/RadiusAngleBounds.lean index 846f2097b857e0442060e4f0053696b98e62ac71..a58c278d9a853731d1027f2f1ec901686ea7b13e 100644 --- a/lean/OAI/Probability/SLE/Angle/RadiusAngleBounds.lean +++ b/lean/OAI/Probability/SLE/Angle/RadiusAngleBounds.lean @@ -1,83 +1,83 @@ -import OAI.Probability.SLE.Angle.RadiusAngleKernel - -namespace OAI - -/-! Bounds on the canonical angle transition transfer to every event in -the actual radius-stopped past. No angular mixing bound is assumed globally. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -local instance angleBoundsMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance angleBoundsBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -lemma finiteCenteredLaw_extended_angle_mem - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) - (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z∈upperHalfPlane) (u V : ℝ) (hu : 0≤u) (huV : u≤V) : - ∀ᵐ ω ∂finiteCenteredLaw P κ B γ G z V, - extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z u) z ω∈ - Ioo (0:ℝ) Real.pi := by - let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u - have hfinite : ∀ᵐ ω ∂finiteCenteredLaw P κ B γ G z V, σ ω≠⊤ := - finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F (Eventually.of_forall hw) - z hz u V hu huV σ (Eventually.of_forall fun _ => le_rfl) - filter_upwards [hfinite] with ω hω - have hstate := actual_radius_level_finite_state (hw ω) ((hc ω).const_mul _) z u hω - have hp := (hw ω).live_marked_polar ((σ ω).untopD 0) z hstate.1 - change extendedMarkedAngle κ B γ G σ z ω∈Ioo (0:ℝ) Real.pi - dsimp only [extendedMarkedAngle] - rw [ite_eq_right hω,stoppedMarkedCenter_eq κ B γ G _ z ω hstate.1] - exact hp.2.1 - -theorem radius_angle_average_bounds - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hBm : Measurable (Function.uncurry B)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (z : ℂ) (hz : z∈upperHalfPlane) (u v V : ℝ) (hu : 0≤u) (hv : 0 (hBm.of_uncurry_left : Measurable (B t))) hBm hc h0 - κ hκ hκ8 γ G F hw z hz u hu).measurableSpace] A) : - c*finiteCenteredLaw P κ B γ G z V A ≤ - (∫⁻ ω in A, f (extendedMarkedAngle κ B γ G - (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) z ω) - ∂finiteCenteredLaw P κ B γ G z V) ∧ - (∫⁻ ω in A, f (extendedMarkedAngle κ B γ G - (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) z ω) - ∂finiteCenteredLaw P κ B γ G z V) ≤ C*finiteCenteredLaw P κ B γ G z V A := by - rw [← radius_angle_kernel hB hBm hc h0 hκ hκ8 γ G F hw hpublished z hz u v V hu hv hV f hf A hA] - have hang := finiteCenteredLaw_extended_angle_mem hB hc hκ hκ8 γ G F hw z hz u V hu - (by linarith) - constructor - · calc - _ = ∫⁻ _ω in A, c ∂finiteCenteredLaw P κ B γ G z V := by simp - _ ≤ _ := by - apply lintegral_mono_ae - filter_upwards [ae_restrict_of_ae hang] with ω hω - exact (hbound _ hω).1 - · calc - _ ≤ ∫⁻ _ω in A, C ∂finiteCenteredLaw P κ B γ G z V := by - apply lintegral_mono_ae - filter_upwards [ae_restrict_of_ae hang] with ω hω - exact (hbound _ hω).2 - _ = _ := by simp - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Angle.RadiusAngleKernel + +namespace OAI + +/-! Bounds on the canonical angle transition transfer to every event in +the actual radius-stopped past. No angular mixing bound is assumed globally. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance angleBoundsMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance angleBoundsBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma finiteCenteredLaw_extended_angle_mem + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z∈upperHalfPlane) (u V : ℝ) (hu : 0≤u) (huV : u≤V) : + ∀ᵐ ω ∂finiteCenteredLaw P κ B γ G z V, + extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z u) z ω∈ + Ioo (0:ℝ) Real.pi := by + let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u + have hfinite : ∀ᵐ ω ∂finiteCenteredLaw P κ B γ G z V, σ ω≠⊤ := + finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F (Eventually.of_forall hw) + z hz u V hu huV σ (Eventually.of_forall fun _ => le_rfl) + filter_upwards [hfinite] with ω hω + have hstate := actual_radius_level_finite_state (hw ω) ((hc ω).const_mul _) z u hω + have hp := (hw ω).live_marked_polar ((σ ω).untopD 0) z hstate.1 + change extendedMarkedAngle κ B γ G σ z ω∈Ioo (0:ℝ) Real.pi + dsimp only [extendedMarkedAngle] + rw [ite_eq_right hω,stoppedMarkedCenter_eq κ B γ G _ z ω hstate.1] + exact hp.2.1 + +theorem radius_angle_average_bounds + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (z : ℂ) (hz : z∈upperHalfPlane) (u v V : ℝ) (hu : 0≤u) (hv : 0 (hBm.of_uncurry_left : Measurable (B t))) hBm hc h0 + κ hκ hκ8 γ G F hw z hz u hu).measurableSpace] A) : + c*finiteCenteredLaw P κ B γ G z V A ≤ + (∫⁻ ω in A, f (extendedMarkedAngle κ B γ G + (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) z ω) + ∂finiteCenteredLaw P κ B γ G z V) ∧ + (∫⁻ ω in A, f (extendedMarkedAngle κ B γ G + (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) z ω) + ∂finiteCenteredLaw P κ B γ G z V) ≤ C*finiteCenteredLaw P κ B γ G z V A := by + rw [← radius_angle_kernel hB hBm hc h0 hκ hκ8 γ G F hw hpublished z hz u v V hu hv hV f hf A hA] + have hang := finiteCenteredLaw_extended_angle_mem hB hc hκ hκ8 γ G F hw z hz u V hu + (by linarith) + constructor + · calc + _ = ∫⁻ _ω in A, c ∂finiteCenteredLaw P κ B γ G z V := by simp + _ ≤ _ := by + apply lintegral_mono_ae + filter_upwards [ae_restrict_of_ae hang] with ω hω + exact (hbound _ hω).1 + · calc + _ ≤ ∫⁻ _ω in A, C ∂finiteCenteredLaw P κ B γ G z V := by + apply lintegral_mono_ae + filter_upwards [ae_restrict_of_ae hang] with ω hω + exact (hbound _ hω).2 + _ = _ := by simp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/RadiusAngleKernel.lean b/lean/OAI/Probability/SLE/Angle/RadiusAngleKernel.lean index 24f6c5fccaf2f33995eaae01fc00ace4c7356105..45b1ba4fa105cfa0ff6eea5fd320afee838d37da 100644 --- a/lean/OAI/Probability/SLE/Angle/RadiusAngleKernel.lean +++ b/lean/OAI/Probability/SLE/Angle/RadiusAngleKernel.lean @@ -1,122 +1,122 @@ -import OAI.Probability.SLE.Geometry.FiniteCenteredAngleKernel -import OAI.Probability.SLE.Gauge.PrescribedRadiusFinalLaw - -namespace OAI - -/-! The finite-centered angle transition on the full past of a literal -radius time, and under every later finite centered law. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -local instance radiusAngleMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance radiusAngleBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -theorem radius_angle_kernel - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hBm : Measurable (Function.uncurry B)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (z : ℂ) (hz : z∈upperHalfPlane) (u v V : ℝ) (hu : 0 ≤ u) (hv : 0 < v) - (hV : u+v ≤ V) (f : ℝ → ℝ≥0∞) (hf : Measurable f) - (A : Set Ω) (hA : MeasurableSet[(actual_radiusLevelTime_stopping hB - (fun t => (hBm.of_uncurry_left : Measurable (B t))) hBm hc h0 - κ hκ hκ8 γ G F hw z hz u hu).measurableSpace] A) : - (∫⁻ ω in A, canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f - (extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z u) z ω) - ∂finiteCenteredLaw P κ B γ G z V) = - ∫⁻ ω in A, f (extendedMarkedAngle κ B γ G - (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) z ω) - ∂finiteCenteredLaw P κ B γ G z V := by - classical - have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left - let ℱ := Filtration.natural B (fun t => (hm t).stronglyMeasurable) - let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u - let T : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z (u+v) - have hσ : IsStoppingTime ℱ σ := - actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz u hu - have hT : IsStoppingTime ℱ T := - actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz (u+v) (by linarith) - let ν := P.map (sourceDriverPath B hc) - let : IsProbabilityMeasure ν := - (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance - let Q := finiteCenteredLaw P κ B γ G z (u+v) - let QV := finiteCenteredLaw P κ B γ G z V - let L := fun ω => canonicalAngleAverage ν κ v f (extendedMarkedAngle κ B γ G σ z ω) - let R := fun ω => f (extendedMarkedAngle κ B γ G T z ω) - let E := fun n : ℕ => A∩{ω | σ ω≤((n:ℝ≥0):WithTop ℝ≥0)} - have hEm (n : ℕ) : MeasurableSet (E n) := - hσ.measurableSpace_le _ (hA.inter (hσ.measurableSet_le' n)) - have hmono : Monotone E := by - intro n k hnk ω hω - change ω∈A ∧ σ ω≤((n:ℝ≥0):WithTop ℝ≥0) at hω - change ω∈A ∧ σ ω≤((k:ℝ≥0):WithTop ℝ≥0) - exact ⟨hω.1,hω.2.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnk))⟩ - have hfinite : ∀ᵐ ω ∂Q, σ ω≠⊤ := - finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F (Eventually.of_forall hw) - z hz u (u+v) hu (by linarith) σ (Eventually.of_forall fun _ => le_rfl) - have hcover := stopped_past_cover_of_ae_finite Q σ hfinite A - have hlocal (n : ℕ) : (∫⁻ ω in E n, L ω ∂Q)=(∫⁻ ω in E n, R ω ∂Q) := by - let τ := cutoffStop σ n - have hτ := cutoffStop_stopping ℱ σ hσ (n:ℝ≥0) - have hEn := cutoffStop_success_measurable ℱ σ hσ n A hA - have hstate (ω : Ω) (hω : ω∈E n) : - z∈survivingDomain (γ ω) (τ ω) ∧ - fullRadius (G ω) (τ ω) z=(2*z.im)*Real.exp (-u) := by - rw [show τ ω=(σ ω).untopD 0 from cutoffStop_eq_on_success σ n ω hω.2] - exact actual_radius_level_finite_state (hw ω) ((hc ω).const_mul _) z u - (ne_top_of_le_ne_top WithTop.coe_ne_top hω.2) - have hh := finite_centered_angle_kernel hB hBm hc h0 hκ hκ8 γ G F hw hpublished - τ hτ z hz u v hu hv (E n) hEn (fun ω hω => (hstate ω hω).1) - (fun ω hω => (hstate ω hω).2) f hf univ MeasurableSet.univ - simp only [univ_inter] at hh - have hid (ω : Ω) (hω : ω∈E n) : L ω= - canonicalAngleAverage ν κ v f (stoppedMarkedCenter κ B γ G τ z ω).arg := by - dsimp only [L,extendedMarkedAngle] - rw [ite_eq_right (ne_top_of_le_ne_top WithTop.coe_ne_top hω.2)] - congr 2 - exact (stoppedMarkedCenter_time_congr κ B γ G τ - (fun ω => (σ ω).untopD 0) z ω (cutoffStop_eq_on_success σ n ω hω.2)).symm - rw [setLIntegral_congr_fun (hEm n) hid] - exact hh - have hexhaust (g : Ω → ℝ≥0∞) : (∫⁻ ω in A, g ω ∂Q)=⨆ n, ∫⁻ ω in E n, g ω ∂Q := by - have habs : (Q.withDensity g).AbsolutelyContinuous Q := withDensity_absolutelyContinuous Q g - calc - _ = Q.withDensity g A := (withDensity_apply _ (hσ.measurableSpace_le _ hA)).symm - _ = Q.withDensity g (⋃ n, E n) := measure_congr (habs.ae_le hcover) - _ = ⨆ n, Q.withDensity g (E n) := hmono.measure_iUnion - _ = _ := by congr 1; funext n; exact withDensity_apply _ (hEm n) - have hbase : (∫⁻ ω in A, L ω ∂Q)=(∫⁻ ω in A, R ω ∂Q) := by - rw [hexhaust L,hexhaust R] - exact iSup_congr hlocal - have hσT (ω : Ω) : σ ω≤T ω := - radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z hu (by linarith) - have hLT : Measurable[hT.measurableSpace] L := - ((canonicalAngleAverage_measurable ν κ v f hf).comp - (extendedMarkedAngle_measurable B hm hc κ γ G F hw σ hσ z)).mono - (hσ.measurableSpace_mono hT hσT) le_rfl - have hRT : Measurable[hT.measurableSpace] R := - hf.comp (extendedMarkedAngle_measurable B hm hc κ γ G F hw T hT z) - have hAT : MeasurableSet[hT.measurableSpace] A := hσ.measurableSpace_mono hT hσT A hA - have hcons (g : Ω → ℝ≥0∞) (hg : Measurable[hT.measurableSpace] g) : - (∫⁻ ω in A, g ω ∂QV)=(∫⁻ ω in A, g ω ∂Q) := by - have hh := @lintegral_eq_of_stopped_events Ω mΩ QV Q hT.measurableSpace - hT.measurableSpace_le (fun D hD => finiteCenteredLaw_consistent_at_radius_stop - hB hBm hc h0 κ hκ hκ8 γ G F (Eventually.of_forall hw) z hz (u+v) V - (by linarith) hV T hT (Eventually.of_forall fun _ => rfl) D hD) - (A.indicator g) (hg.indicator hAT) - simpa only [lintegral_indicator (hT.measurableSpace_le _ hAT)] using hh - change (∫⁻ ω in A, L ω ∂QV)=(∫⁻ ω in A, R ω ∂QV) - rw [hcons L hLT,hcons R hRT] - exact hbase - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Geometry.FiniteCenteredAngleKernel +import OAI.Probability.SLE.Gauge.PrescribedRadiusFinalLaw + +namespace OAI + +/-! The finite-centered angle transition on the full past of a literal +radius time, and under every later finite centered law. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance radiusAngleMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance radiusAngleBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem radius_angle_kernel + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (z : ℂ) (hz : z∈upperHalfPlane) (u v V : ℝ) (hu : 0 ≤ u) (hv : 0 < v) + (hV : u+v ≤ V) (f : ℝ → ℝ≥0∞) (hf : Measurable f) + (A : Set Ω) (hA : MeasurableSet[(actual_radiusLevelTime_stopping hB + (fun t => (hBm.of_uncurry_left : Measurable (B t))) hBm hc h0 + κ hκ hκ8 γ G F hw z hz u hu).measurableSpace] A) : + (∫⁻ ω in A, canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f + (extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z u) z ω) + ∂finiteCenteredLaw P κ B γ G z V) = + ∫⁻ ω in A, f (extendedMarkedAngle κ B γ G + (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) z ω) + ∂finiteCenteredLaw P κ B γ G z V := by + classical + have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let ℱ := Filtration.natural B (fun t => (hm t).stronglyMeasurable) + let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u + let T : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z (u+v) + have hσ : IsStoppingTime ℱ σ := + actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz u hu + have hT : IsStoppingTime ℱ T := + actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz (u+v) (by linarith) + let ν := P.map (sourceDriverPath B hc) + let : IsProbabilityMeasure ν := + (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance + let Q := finiteCenteredLaw P κ B γ G z (u+v) + let QV := finiteCenteredLaw P κ B γ G z V + let L := fun ω => canonicalAngleAverage ν κ v f (extendedMarkedAngle κ B γ G σ z ω) + let R := fun ω => f (extendedMarkedAngle κ B γ G T z ω) + let E := fun n : ℕ => A∩{ω | σ ω≤((n:ℝ≥0):WithTop ℝ≥0)} + have hEm (n : ℕ) : MeasurableSet (E n) := + hσ.measurableSpace_le _ (hA.inter (hσ.measurableSet_le' n)) + have hmono : Monotone E := by + intro n k hnk ω hω + change ω∈A ∧ σ ω≤((n:ℝ≥0):WithTop ℝ≥0) at hω + change ω∈A ∧ σ ω≤((k:ℝ≥0):WithTop ℝ≥0) + exact ⟨hω.1,hω.2.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnk))⟩ + have hfinite : ∀ᵐ ω ∂Q, σ ω≠⊤ := + finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F (Eventually.of_forall hw) + z hz u (u+v) hu (by linarith) σ (Eventually.of_forall fun _ => le_rfl) + have hcover := stopped_past_cover_of_ae_finite Q σ hfinite A + have hlocal (n : ℕ) : (∫⁻ ω in E n, L ω ∂Q)=(∫⁻ ω in E n, R ω ∂Q) := by + let τ := cutoffStop σ n + have hτ := cutoffStop_stopping ℱ σ hσ (n:ℝ≥0) + have hEn := cutoffStop_success_measurable ℱ σ hσ n A hA + have hstate (ω : Ω) (hω : ω∈E n) : + z∈survivingDomain (γ ω) (τ ω) ∧ + fullRadius (G ω) (τ ω) z=(2*z.im)*Real.exp (-u) := by + rw [show τ ω=(σ ω).untopD 0 from cutoffStop_eq_on_success σ n ω hω.2] + exact actual_radius_level_finite_state (hw ω) ((hc ω).const_mul _) z u + (ne_top_of_le_ne_top WithTop.coe_ne_top hω.2) + have hh := finite_centered_angle_kernel hB hBm hc h0 hκ hκ8 γ G F hw hpublished + τ hτ z hz u v hu hv (E n) hEn (fun ω hω => (hstate ω hω).1) + (fun ω hω => (hstate ω hω).2) f hf univ MeasurableSet.univ + simp only [univ_inter] at hh + have hid (ω : Ω) (hω : ω∈E n) : L ω= + canonicalAngleAverage ν κ v f (stoppedMarkedCenter κ B γ G τ z ω).arg := by + dsimp only [L,extendedMarkedAngle] + rw [ite_eq_right (ne_top_of_le_ne_top WithTop.coe_ne_top hω.2)] + congr 2 + exact (stoppedMarkedCenter_time_congr κ B γ G τ + (fun ω => (σ ω).untopD 0) z ω (cutoffStop_eq_on_success σ n ω hω.2)).symm + rw [setLIntegral_congr_fun (hEm n) hid] + exact hh + have hexhaust (g : Ω → ℝ≥0∞) : (∫⁻ ω in A, g ω ∂Q)=⨆ n, ∫⁻ ω in E n, g ω ∂Q := by + have habs : (Q.withDensity g).AbsolutelyContinuous Q := withDensity_absolutelyContinuous Q g + calc + _ = Q.withDensity g A := (withDensity_apply _ (hσ.measurableSpace_le _ hA)).symm + _ = Q.withDensity g (⋃ n, E n) := measure_congr (habs.ae_le hcover) + _ = ⨆ n, Q.withDensity g (E n) := hmono.measure_iUnion + _ = _ := by congr 1; funext n; exact withDensity_apply _ (hEm n) + have hbase : (∫⁻ ω in A, L ω ∂Q)=(∫⁻ ω in A, R ω ∂Q) := by + rw [hexhaust L,hexhaust R] + exact iSup_congr hlocal + have hσT (ω : Ω) : σ ω≤T ω := + radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z hu (by linarith) + have hLT : Measurable[hT.measurableSpace] L := + ((canonicalAngleAverage_measurable ν κ v f hf).comp + (extendedMarkedAngle_measurable B hm hc κ γ G F hw σ hσ z)).mono + (hσ.measurableSpace_mono hT hσT) le_rfl + have hRT : Measurable[hT.measurableSpace] R := + hf.comp (extendedMarkedAngle_measurable B hm hc κ γ G F hw T hT z) + have hAT : MeasurableSet[hT.measurableSpace] A := hσ.measurableSpace_mono hT hσT A hA + have hcons (g : Ω → ℝ≥0∞) (hg : Measurable[hT.measurableSpace] g) : + (∫⁻ ω in A, g ω ∂QV)=(∫⁻ ω in A, g ω ∂Q) := by + have hh := @lintegral_eq_of_stopped_events Ω mΩ QV Q hT.measurableSpace + hT.measurableSpace_le (fun D hD => finiteCenteredLaw_consistent_at_radius_stop + hB hBm hc h0 κ hκ hκ8 γ G F (Eventually.of_forall hw) z hz (u+v) V + (by linarith) hV T hT (Eventually.of_forall fun _ => rfl) D hD) + (A.indicator g) (hg.indicator hAT) + simpa only [lintegral_indicator (hT.measurableSpace_le _ hAT)] using hh + change (∫⁻ ω in A, L ω ∂QV)=(∫⁻ ω in A, R ω ∂QV) + rw [hcons L hLT,hcons R hRT] + exact hbase + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetAngleLaw.lean b/lean/OAI/Probability/SLE/Angle/TargetAngleLaw.lean index 5550c045d286aca0bf0d4817ff997535694f171f..25e665fac70d42a80ff0b425bb5edc5c5bc6b5be 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetAngleLaw.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetAngleLaw.lean @@ -1,63 +1,63 @@ -import OAI.Probability.SLE.MomentGauge - -namespace OAI - -/-! The angle law in the prescribed coefficient formula is a probability -measure supported on the nondegenerate disk charts. -/ - -noncomputable section -open Set MeasureTheory Filter -open scoped ENNReal - -namespace SLEExactGauge.Target - -lemma angleLaw_ae_mem (κ : ℝ) : ∀ᵐ θ ∂angleLaw κ, θ ∈ Ioo (0:ℝ) Real.pi := by - have h : ∀ᵐ θ ∂(volume.restrict (Ioo (0:ℝ) Real.pi)).withDensity - (fun θ => ENNReal.ofReal (Real.sin θ ^ (4*a κ))), θ ∈ Ioo (0:ℝ) Real.pi := - (ae_restrict_mem measurableSet_Ioo).filter_mono - (withDensity_absolutelyContinuous _ _).ae_le - exact Measure.ae_smul_measure h _ - -lemma angle_normalizer_pos (κ : ℝ) : - 0 < ((volume.restrict (Ioo (0:ℝ) Real.pi)).withDensity - (fun θ => ENNReal.ofReal (Real.sin θ ^ (4*a κ)))) univ := by - rw [withDensity_apply _ MeasurableSet.univ,Measure.restrict_univ] - have hm : Measurable (fun θ : ℝ => ENNReal.ofReal (Real.sin θ ^ (4*a κ))) := - (measurable_id.sin.pow_const (4*a κ)).ennreal_ofReal - rw [setLIntegral_pos_iff hm] - have he : Function.support (fun θ : ℝ => ENNReal.ofReal (Real.sin θ ^ (4*a κ))) ∩ - Ioo (0:ℝ) Real.pi = Ioo (0:ℝ) Real.pi := by - apply inter_eq_right.mpr - intro θ hθ - exact (ENNReal.ofReal_pos.mpr - (Real.rpow_pos_of_pos (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2) _)).ne' - rw [he,Real.volume_Ioo,sub_zero] - exact ENNReal.ofReal_pos.mpr Real.pi_pos - -lemma angle_normalizer_lt_top {κ : ℝ} (hκ : 0 < κ) : - ((volume.restrict (Ioo (0:ℝ) Real.pi)).withDensity - (fun θ => ENNReal.ofReal (Real.sin θ ^ (4*a κ)))) univ < ∞ := by - rw [withDensity_apply _ MeasurableSet.univ,Measure.restrict_univ] - have hpow : 0 ≤ 4*a κ := mul_nonneg (by norm_num) (div_nonneg (by norm_num) hκ.le) - have hle : (∫⁻ θ in Ioo (0:ℝ) Real.pi, - ENNReal.ofReal (Real.sin θ ^ (4*a κ))) ≤ - ∫⁻ _ in Ioo (0:ℝ) Real.pi, (1:ℝ≥0∞) := by - apply lintegral_mono_ae - filter_upwards [ae_restrict_mem measurableSet_Ioo] with θ hθ - exact (ENNReal.ofReal_le_ofReal - (Real.rpow_le_one (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2).le - (Real.sin_le_one θ) hpow)).trans_eq (by norm_num) - exact hle.trans_lt (by simp only [lintegral_const,one_mul, - Measure.restrict_apply_univ,Real.volume_Ioo,sub_zero]; exact ENNReal.ofReal_lt_top) - -theorem angleLaw_isProbability {κ : ℝ} (hκ : 0 < κ) : IsProbabilityMeasure (angleLaw κ) := by - constructor - change _⁻¹ * _ = (1:ℝ≥0∞) - exact ENNReal.inv_mul_cancel (angle_normalizer_pos κ).ne' - (angle_normalizer_lt_top hκ).ne - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.MomentGauge + +namespace OAI + +/-! The angle law in the prescribed coefficient formula is a probability +measure supported on the nondegenerate disk charts. -/ + +noncomputable section +open Set MeasureTheory Filter +open scoped ENNReal + +namespace SLEExactGauge.Target + +lemma angleLaw_ae_mem (κ : ℝ) : ∀ᵐ θ ∂angleLaw κ, θ ∈ Ioo (0:ℝ) Real.pi := by + have h : ∀ᵐ θ ∂(volume.restrict (Ioo (0:ℝ) Real.pi)).withDensity + (fun θ => ENNReal.ofReal (Real.sin θ ^ (4*a κ))), θ ∈ Ioo (0:ℝ) Real.pi := + (ae_restrict_mem measurableSet_Ioo).filter_mono + (withDensity_absolutelyContinuous _ _).ae_le + exact Measure.ae_smul_measure h _ + +lemma angle_normalizer_pos (κ : ℝ) : + 0 < ((volume.restrict (Ioo (0:ℝ) Real.pi)).withDensity + (fun θ => ENNReal.ofReal (Real.sin θ ^ (4*a κ)))) univ := by + rw [withDensity_apply _ MeasurableSet.univ,Measure.restrict_univ] + have hm : Measurable (fun θ : ℝ => ENNReal.ofReal (Real.sin θ ^ (4*a κ))) := + (measurable_id.sin.pow_const (4*a κ)).ennreal_ofReal + rw [setLIntegral_pos_iff hm] + have he : Function.support (fun θ : ℝ => ENNReal.ofReal (Real.sin θ ^ (4*a κ))) ∩ + Ioo (0:ℝ) Real.pi = Ioo (0:ℝ) Real.pi := by + apply inter_eq_right.mpr + intro θ hθ + exact (ENNReal.ofReal_pos.mpr + (Real.rpow_pos_of_pos (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2) _)).ne' + rw [he,Real.volume_Ioo,sub_zero] + exact ENNReal.ofReal_pos.mpr Real.pi_pos + +lemma angle_normalizer_lt_top {κ : ℝ} (hκ : 0 < κ) : + ((volume.restrict (Ioo (0:ℝ) Real.pi)).withDensity + (fun θ => ENNReal.ofReal (Real.sin θ ^ (4*a κ)))) univ < ∞ := by + rw [withDensity_apply _ MeasurableSet.univ,Measure.restrict_univ] + have hpow : 0 ≤ 4*a κ := mul_nonneg (by norm_num) (div_nonneg (by norm_num) hκ.le) + have hle : (∫⁻ θ in Ioo (0:ℝ) Real.pi, + ENNReal.ofReal (Real.sin θ ^ (4*a κ))) ≤ + ∫⁻ _ in Ioo (0:ℝ) Real.pi, (1:ℝ≥0∞) := by + apply lintegral_mono_ae + filter_upwards [ae_restrict_mem measurableSet_Ioo] with θ hθ + exact (ENNReal.ofReal_le_ofReal + (Real.rpow_le_one (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2).le + (Real.sin_le_one θ) hpow)).trans_eq (by norm_num) + exact hle.trans_lt (by simp only [lintegral_const,one_mul, + Measure.restrict_apply_univ,Real.volume_Ioo,sub_zero]; exact ENNReal.ofReal_lt_top) + +theorem angleLaw_isProbability {κ : ℝ} (hκ : 0 < κ) : IsProbabilityMeasure (angleLaw κ) := by + constructor + change _⁻¹ * _ = (1:ℝ≥0∞) + exact ENNReal.inv_mul_cancel (angle_normalizer_pos κ).ne' + (angle_normalizer_lt_top hκ).ne + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetBrownianNormalization.lean b/lean/OAI/Probability/SLE/Angle/TargetBrownianNormalization.lean index 06aac61d0a31cf49bc207c4be4b310eda3ef57db..6d36a56a05be3dc9d66b34272c966d14f2c05890 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetBrownianNormalization.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetBrownianNormalization.lean @@ -1,97 +1,97 @@ -import OAI.Probability.SLE.Loewner.TargetDriverContinuation - -namespace OAI - -/-! The Brownian time scaling in the prescribed flow, and uniqueness of -the based Wiener law used by its deterministic coefficient formula. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory TopologicalSpace -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -local instance normalizationPathMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance normalizationPathBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -def normalizedDriver {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) (ω : Ω) : Driver where - toFun t := Real.sqrt κ*B (t/κ.toNNReal) ω - continuous_toFun := continuous_const.mul ((hc ω).comp (continuous_id.div_const _)) - map_zero' := by simp [h0] - -lemma normalizedDriver_measurable {Ω : Type*} [MeasurableSpace Ω] - (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) : - Measurable (normalizedDriver κ B hc h0) := by - apply ContinuousMapZero.isClosedEmbedding_toContinuousMap.measurableEmbedding.measurable_comp_iff.mp - exact source_path_measurable _ (fun t => measurable_const.mul (hm _)) - -lemma normalizedDriver_matches {Ω : Type*} (κ : ℝ) (hκ : 0<κ) - (B : ℝ≥0 → Ω → ℝ) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (ω : Ω) (s : ℝ) (_hs : 0 ≤ s) : - Real.sqrt κ*B s.toNNReal ω=driverValue (normalizedDriver κ B hc h0 ω) (κ*s) := by - change _=Real.sqrt κ*B ((κ*s).toNNReal/κ.toNNReal) ω - rw [Real.toNNReal_mul hκ.le,mul_div_cancel_left₀ _ (Real.toNNReal_pos.mpr hκ).ne'] - -theorem normalizedDriver_isBrownian {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} (κ : ℝ) (hκ : 0<κ) (B : ℝ≥0 → Ω → ℝ) - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) : - IsBrownianReal (fun t ω => normalizedDriver κ B hc h0 ω t) P := by - have h := hB.smul (c := (κ.toNNReal)⁻¹) - (inv_ne_zero (Real.toNNReal_pos.mpr hκ).ne') - change IsBrownianReal (fun t ω => Real.sqrt κ*B (t/κ.toNNReal) ω) P - simpa only [NNReal.coe_inv, - Real.coe_toNNReal _ hκ.le,Real.sqrt_inv,inv_inv,div_eq_mul_inv,mul_comm] using h - -theorem normalizedDriver_isWiener {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} (κ : ℝ) (hκ : 0<κ) (B : ℝ≥0 → Ω → ℝ) - (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) : - IsWiener (P.map (normalizedDriver κ B hc h0)) := by - have hbp := normalizedDriver_measurable κ B hm hc h0 - have hBrownian := normalizedDriver_isBrownian κ hκ B hB hc h0 - refine ⟨⟨fun I => ?_⟩,Eventually.of_forall (fun b => map_continuous b)⟩ - have hI : Measurable (fun b : Driver => I.restrict (fun t => b t)) := - Measurable.of_eval (fun i => (continuous_eval_const (i:ℝ≥0)).measurable) - refine ⟨hI.aemeasurable,?_⟩ - rw [Measure.map_map hI hbp] - exact (hBrownian.hasLaw I).map_eq - -theorem isWiener_unique (W V : WienerLaw) (hW : IsWiener W) (hV : IsWiener V) : W=V := by - have hm : Measurable (fun b : Driver => fun t => b t) := - Measurable.of_eval (fun t => (continuous_eval_const t).measurable) - have hleft : IsProjectiveLimit (W.map (fun b : Driver => fun t => b t)) - BrownianReal.projectiveFamily := by - intro I - rw [Measure.map_map (Finset.measurable_restrict I) hm] - exact (hW.hasLaw I).map_eq - have hright : IsProjectiveLimit (V.map (fun b : Driver => fun t => b t)) - BrownianReal.projectiveFamily := by - intro I - rw [Measure.map_map (Finset.measurable_restrict I) hm] - exact (hV.hasLaw I).map_eq - have he := congrArg (Measure.map (fun p : ℝ≥0 → ℝ => fun n => p (denseSeq ℝ≥0 n))) - (hleft.unique hright) - have hd : Measurable (fun p : ℝ≥0 → ℝ => fun n => p (denseSeq ℝ≥0 n)) := - Measurable.of_eval (fun _ => measurable_pi_apply _) - rw [Measure.map_map hd hm,Measure.map_map hd hm] at he - have hemb := (source_path_evaluation_embedding (E := ℝ)).comp - ContinuousMapZero.isClosedEmbedding_toContinuousMap.measurableEmbedding - exact hemb.map_injective he - -theorem normalizedDriver_law {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} (κ : ℝ) (hκ : 0<κ) (B : ℝ≥0 → Ω → ℝ) - (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (W : WienerLaw) (hW : IsWiener W) : - HasLaw (normalizedDriver κ B hc h0) W P := - ⟨(normalizedDriver_measurable κ B hm hc h0).aemeasurable, - isWiener_unique _ _ (normalizedDriver_isWiener κ hκ B hB hm hc h0) hW⟩ - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Loewner.TargetDriverContinuation + +namespace OAI + +/-! The Brownian time scaling in the prescribed flow, and uniqueness of +the based Wiener law used by its deterministic coefficient formula. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory TopologicalSpace +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +local instance normalizationPathMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance normalizationPathBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +def normalizedDriver {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) (ω : Ω) : Driver where + toFun t := Real.sqrt κ*B (t/κ.toNNReal) ω + continuous_toFun := continuous_const.mul ((hc ω).comp (continuous_id.div_const _)) + map_zero' := by simp [h0] + +lemma normalizedDriver_measurable {Ω : Type*} [MeasurableSpace Ω] + (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) : + Measurable (normalizedDriver κ B hc h0) := by + apply ContinuousMapZero.isClosedEmbedding_toContinuousMap.measurableEmbedding.measurable_comp_iff.mp + exact source_path_measurable _ (fun t => measurable_const.mul (hm _)) + +lemma normalizedDriver_matches {Ω : Type*} (κ : ℝ) (hκ : 0<κ) + (B : ℝ≥0 → Ω → ℝ) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (ω : Ω) (s : ℝ) (_hs : 0 ≤ s) : + Real.sqrt κ*B s.toNNReal ω=driverValue (normalizedDriver κ B hc h0 ω) (κ*s) := by + change _=Real.sqrt κ*B ((κ*s).toNNReal/κ.toNNReal) ω + rw [Real.toNNReal_mul hκ.le,mul_div_cancel_left₀ _ (Real.toNNReal_pos.mpr hκ).ne'] + +theorem normalizedDriver_isBrownian {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} (κ : ℝ) (hκ : 0<κ) (B : ℝ≥0 → Ω → ℝ) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) : + IsBrownianReal (fun t ω => normalizedDriver κ B hc h0 ω t) P := by + have h := hB.smul (c := (κ.toNNReal)⁻¹) + (inv_ne_zero (Real.toNNReal_pos.mpr hκ).ne') + change IsBrownianReal (fun t ω => Real.sqrt κ*B (t/κ.toNNReal) ω) P + simpa only [NNReal.coe_inv, + Real.coe_toNNReal _ hκ.le,Real.sqrt_inv,inv_inv,div_eq_mul_inv,mul_comm] using h + +theorem normalizedDriver_isWiener {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} (κ : ℝ) (hκ : 0<κ) (B : ℝ≥0 → Ω → ℝ) + (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) : + IsWiener (P.map (normalizedDriver κ B hc h0)) := by + have hbp := normalizedDriver_measurable κ B hm hc h0 + have hBrownian := normalizedDriver_isBrownian κ hκ B hB hc h0 + refine ⟨⟨fun I => ?_⟩,Eventually.of_forall (fun b => map_continuous b)⟩ + have hI : Measurable (fun b : Driver => I.restrict (fun t => b t)) := + Measurable.of_eval (fun i => (continuous_eval_const (i:ℝ≥0)).measurable) + refine ⟨hI.aemeasurable,?_⟩ + rw [Measure.map_map hI hbp] + exact (hBrownian.hasLaw I).map_eq + +theorem isWiener_unique (W V : WienerLaw) (hW : IsWiener W) (hV : IsWiener V) : W=V := by + have hm : Measurable (fun b : Driver => fun t => b t) := + Measurable.of_eval (fun t => (continuous_eval_const t).measurable) + have hleft : IsProjectiveLimit (W.map (fun b : Driver => fun t => b t)) + BrownianReal.projectiveFamily := by + intro I + rw [Measure.map_map (Finset.measurable_restrict I) hm] + exact (hW.hasLaw I).map_eq + have hright : IsProjectiveLimit (V.map (fun b : Driver => fun t => b t)) + BrownianReal.projectiveFamily := by + intro I + rw [Measure.map_map (Finset.measurable_restrict I) hm] + exact (hV.hasLaw I).map_eq + have he := congrArg (Measure.map (fun p : ℝ≥0 → ℝ => fun n => p (denseSeq ℝ≥0 n))) + (hleft.unique hright) + have hd : Measurable (fun p : ℝ≥0 → ℝ => fun n => p (denseSeq ℝ≥0 n)) := + Measurable.of_eval (fun _ => measurable_pi_apply _) + rw [Measure.map_map hd hm,Measure.map_map hd hm] at he + have hemb := (source_path_evaluation_embedding (E := ℝ)).comp + ContinuousMapZero.isClosedEmbedding_toContinuousMap.measurableEmbedding + exact hemb.map_injective he + +theorem normalizedDriver_law {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} (κ : ℝ) (hκ : 0<κ) (B : ℝ≥0 → Ω → ℝ) + (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (W : WienerLaw) (hW : IsWiener W) : + HasLaw (normalizedDriver κ B hc h0) W P := + ⟨(normalizedDriver_measurable κ B hm hc h0).aemeasurable, + isWiener_unique _ _ (normalizedDriver_isWiener κ hκ B hB hm hc h0) hW⟩ + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetClockIdentification.lean b/lean/OAI/Probability/SLE/Angle/TargetClockIdentification.lean index 803061868b1590bca867988a5ea74099d77b7b79..a95d109d0873fbe7550cd29b8240b83f0d406f6c 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetClockIdentification.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetClockIdentification.lean @@ -1,137 +1,137 @@ -import OAI.Probability.SLE.Angle.TargetFlowIdentification -import OAI.Probability.SLE.Multipoint.MultipointRegulatorTransport - -namespace OAI - -/-! Exact clock and radius normalization for the source-prescribed flow. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped NNReal ENNReal Topology - -namespace SLEExactGauge.Target - -lemma clock_eq_activeRadiusClock - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (θ : ℝ) (x : ℂ) (T : ℝ≥0) - (hz : diskMapInv θ x ∈ survivingDomain γ T) : - clock κ θ b x (κ*T)=κ*Multipoint.activeRadiusClock G (diskMapInv θ x) 0 T := by - let z := diskMapInv θ x - let f (s : ℝ) := chartPoissonRate U G (s/κ).toNNReal z ^ 2 - let C (s : ℝ) := κ*Multipoint.activeRadiusClock G z 0 (s/κ) - have hT : 0 ≤ κ*(T:ℝ) := mul_nonneg hκ.le T.coe_nonneg - have hmaps : MapsTo (fun s : ℝ => s/κ) (Icc 0 (κ*T)) (Icc 0 (T:ℝ)) := by - intro s hs - exact ⟨div_nonneg hs.1 hκ.le,(div_le_iff₀ hκ).2 (by simpa only [mul_comm] using hs.2)⟩ - have hfc : ContinuousOn f (Icc 0 (κ*T)) := - ((hw.poissonRate_continuousOn hUc T z hz).pow 2).comp - (continuous_id.div_const κ).continuousOn hmaps - have hCc : ContinuousOn C (Icc 0 (κ*T)) := continuous_const.continuousOn.mul - ((hw.activeRadiusClock_continuousOn hUc 0 T z hz).comp - (continuous_id.div_const κ).continuousOn hmaps) - have hCd (s : ℝ) (hs : s ∈ Ioo 0 (κ*T)) : HasDerivAt C (f s) s := by - have hinner : HasDerivWithinAt (fun r : ℝ => r/κ) (1/κ) - (Icc 0 (κ*T)) s := ((hasDerivAt_id s).div_const κ).hasDerivWithinAt - have hd := (hw.activeRadiusClock_hasDerivWithinAt hUc 0 T z hz (s/κ) - (hmaps (Ioo_subset_Icc_self hs))).scomp s hinner hmaps - have hd' : HasDerivWithinAt C (f s) (Icc 0 (κ*T)) s := by - apply (hd.const_mul κ).congr_deriv - dsimp only [f] - simp only [smul_eq_mul] - field_simp [hκ.ne'] - exact hd'.hasDerivAt (Icc_mem_nhds hs.1 hs.2) - have hi := intervalIntegral.integral_eq_sub_of_hasDerivAt_of_le hT hCc hCd - (hfc.intervalIntegrable_of_Icc hT) - have hpoint (s : ℝ) (hs : s ∈ Icc 0 (κ*T)) : - (flow κ b z s).im^2/‖centeredFlow κ b z s‖^4=f s := by - have hst : (s/κ).toNNReal ≤ T := - (Real.toNNReal_le_iff_le_coe).2 (hmaps hs).2 - have hlive := survivingDomain_antitone γ hst hz - have hf := flow_eq_witness_real_time κ hκ b U γ G F hw hU s hs.1 z hlive - have hu : U (s/κ).toNNReal=driverValue b s := by - rw [hU _ (hmaps hs).1,mul_div_cancel₀ _ hκ.ne'] - rw [centeredFlow,hf] - simp only [f,chartPoissonRate,hu,div_pow] - norm_num only [← pow_mul] - have hzero : Multipoint.activeRadiusClock G z 0 (0:ℝ)=0 := by - simp [Multipoint.activeRadiusClock] - calc - clock κ θ b x (κ*T) = ∫ s in Icc 0 (κ*T), f s := - setIntegral_congr_fun measurableSet_Icc hpoint - _ = ∫ s in 0..(κ*T), f s := by - rw [intervalIntegral.integral_of_le hT,integral_Icc_eq_integral_Ioc] - _ = C (κ*T)-C 0 := hi - _ = κ*Multipoint.activeRadiusClock G z 0 T := by - simp only [C,mul_div_cancel_left₀ _ hκ.ne',zero_div,hzero,mul_zero,sub_zero] - -lemma radius_eq_physicalConformalRadius - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (θ : ℝ) (x : ℂ) (T : ℝ≥0) - (hz : diskMapInv θ x ∈ survivingDomain γ T) : - radius κ θ b x (κ*T)=physicalConformalRadius (diskMap θ) G T (diskMapInv θ x) := by - let z := diskMapInv θ x - have hz0 := survivingDomain_antitone γ (show 0 ≤ T from zero_le) hz - have hp := hw.physical_radius_active_clock hUc (diskMap θ) 0 T z hz0 hz - have hi : physicalConformalRadius (diskMap θ) G 0 z=initialRadius θ x := by - rw [physicalConformalRadius,hw.fullRadius_initial hUc z hz0] - dsimp only [initialRadius,z] - ring - rw [hp,hi,radius,clock_eq_activeRadiusClock κ hκ b U hUc γ G F hw hU θ x T hz] - congr 2 - dsimp only [a,z] - field_simp [hκ.ne'] - ring - -lemma angle_eq_witness - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (θ : ℝ) (x : ℂ) (T : ℝ≥0) - (hz : diskMapInv θ x ∈ survivingDomain γ T) : - angle κ θ b x (κ*T)=Complex.arg (G T (diskMapInv θ x)-(U T:ℂ)) := by - have hu : driverValue b (κ*T)=U T := by - simpa only [Real.toNNReal_coe] using (hU T T.coe_nonneg).symm - rw [angle,centeredFlow,flow_eq_witness κ hκ b U γ G F hw hU T _ hz,hu] - -private lemma alpha_eq_codimension (κ : ℝ) (_hκ : 0 < κ) : α κ=codimension κ := by - dsimp only [α,d,a,codimension,dimension] - field_simp - ring - -private lemma p_eq_greenExponent (κ : ℝ) : p κ=greenExponent κ := by - dsimp only [p,a,greenExponent] - ring - -lemma green_eq_transported_density - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (θ : ℝ) (x : ℂ) (T : ℝ≥0) : - green κ θ b x (κ*T)=‖deriv (diskMap θ) (diskMapInv θ x)‖^(-codimension κ)* - greenDensity κ U γ G T (diskMapInv θ x) := by - classical - by_cases hz : diskMapInv θ x ∈ survivingDomain γ T - · have hs := (surviving_iff_witness κ hκ b U γ G F hw hU T _).2 hz - rw [green,ite_eq_left hs,greenDensity,ite_eq_left hz, - radius_eq_physicalConformalRadius κ hκ b U hUc γ G F hw hU θ x T hz, - angle_eq_witness κ hκ b U γ G F hw hU θ x T hz, - alpha_eq_codimension κ hκ,p_eq_greenExponent κ,physicalConformalRadius, - Real.mul_rpow (norm_nonneg _) (hw.fullRadius_positive hUc T _ hz).le] - ring - · have hs : ¬Surviving κ b (diskMapInv θ x) (κ*T) := - fun h => hz ((surviving_iff_witness κ hκ b U γ G F hw hU T _).1 h) - rw [green,ite_eq_right hs,greenDensity,ite_eq_right hz,mul_zero] - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetFlowIdentification +import OAI.Probability.SLE.Multipoint.MultipointRegulatorTransport + +namespace OAI + +/-! Exact clock and radius normalization for the source-prescribed flow. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Target + +lemma clock_eq_activeRadiusClock + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (θ : ℝ) (x : ℂ) (T : ℝ≥0) + (hz : diskMapInv θ x ∈ survivingDomain γ T) : + clock κ θ b x (κ*T)=κ*Multipoint.activeRadiusClock G (diskMapInv θ x) 0 T := by + let z := diskMapInv θ x + let f (s : ℝ) := chartPoissonRate U G (s/κ).toNNReal z ^ 2 + let C (s : ℝ) := κ*Multipoint.activeRadiusClock G z 0 (s/κ) + have hT : 0 ≤ κ*(T:ℝ) := mul_nonneg hκ.le T.coe_nonneg + have hmaps : MapsTo (fun s : ℝ => s/κ) (Icc 0 (κ*T)) (Icc 0 (T:ℝ)) := by + intro s hs + exact ⟨div_nonneg hs.1 hκ.le,(div_le_iff₀ hκ).2 (by simpa only [mul_comm] using hs.2)⟩ + have hfc : ContinuousOn f (Icc 0 (κ*T)) := + ((hw.poissonRate_continuousOn hUc T z hz).pow 2).comp + (continuous_id.div_const κ).continuousOn hmaps + have hCc : ContinuousOn C (Icc 0 (κ*T)) := continuous_const.continuousOn.mul + ((hw.activeRadiusClock_continuousOn hUc 0 T z hz).comp + (continuous_id.div_const κ).continuousOn hmaps) + have hCd (s : ℝ) (hs : s ∈ Ioo 0 (κ*T)) : HasDerivAt C (f s) s := by + have hinner : HasDerivWithinAt (fun r : ℝ => r/κ) (1/κ) + (Icc 0 (κ*T)) s := ((hasDerivAt_id s).div_const κ).hasDerivWithinAt + have hd := (hw.activeRadiusClock_hasDerivWithinAt hUc 0 T z hz (s/κ) + (hmaps (Ioo_subset_Icc_self hs))).scomp s hinner hmaps + have hd' : HasDerivWithinAt C (f s) (Icc 0 (κ*T)) s := by + apply (hd.const_mul κ).congr_deriv + dsimp only [f] + simp only [smul_eq_mul] + field_simp [hκ.ne'] + exact hd'.hasDerivAt (Icc_mem_nhds hs.1 hs.2) + have hi := intervalIntegral.integral_eq_sub_of_hasDerivAt_of_le hT hCc hCd + (hfc.intervalIntegrable_of_Icc hT) + have hpoint (s : ℝ) (hs : s ∈ Icc 0 (κ*T)) : + (flow κ b z s).im^2/‖centeredFlow κ b z s‖^4=f s := by + have hst : (s/κ).toNNReal ≤ T := + (Real.toNNReal_le_iff_le_coe).2 (hmaps hs).2 + have hlive := survivingDomain_antitone γ hst hz + have hf := flow_eq_witness_real_time κ hκ b U γ G F hw hU s hs.1 z hlive + have hu : U (s/κ).toNNReal=driverValue b s := by + rw [hU _ (hmaps hs).1,mul_div_cancel₀ _ hκ.ne'] + rw [centeredFlow,hf] + simp only [f,chartPoissonRate,hu,div_pow] + norm_num only [← pow_mul] + have hzero : Multipoint.activeRadiusClock G z 0 (0:ℝ)=0 := by + simp [Multipoint.activeRadiusClock] + calc + clock κ θ b x (κ*T) = ∫ s in Icc 0 (κ*T), f s := + setIntegral_congr_fun measurableSet_Icc hpoint + _ = ∫ s in 0..(κ*T), f s := by + rw [intervalIntegral.integral_of_le hT,integral_Icc_eq_integral_Ioc] + _ = C (κ*T)-C 0 := hi + _ = κ*Multipoint.activeRadiusClock G z 0 T := by + simp only [C,mul_div_cancel_left₀ _ hκ.ne',zero_div,hzero,mul_zero,sub_zero] + +lemma radius_eq_physicalConformalRadius + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (θ : ℝ) (x : ℂ) (T : ℝ≥0) + (hz : diskMapInv θ x ∈ survivingDomain γ T) : + radius κ θ b x (κ*T)=physicalConformalRadius (diskMap θ) G T (diskMapInv θ x) := by + let z := diskMapInv θ x + have hz0 := survivingDomain_antitone γ (show 0 ≤ T from zero_le) hz + have hp := hw.physical_radius_active_clock hUc (diskMap θ) 0 T z hz0 hz + have hi : physicalConformalRadius (diskMap θ) G 0 z=initialRadius θ x := by + rw [physicalConformalRadius,hw.fullRadius_initial hUc z hz0] + dsimp only [initialRadius,z] + ring + rw [hp,hi,radius,clock_eq_activeRadiusClock κ hκ b U hUc γ G F hw hU θ x T hz] + congr 2 + dsimp only [a,z] + field_simp [hκ.ne'] + ring + +lemma angle_eq_witness + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (θ : ℝ) (x : ℂ) (T : ℝ≥0) + (hz : diskMapInv θ x ∈ survivingDomain γ T) : + angle κ θ b x (κ*T)=Complex.arg (G T (diskMapInv θ x)-(U T:ℂ)) := by + have hu : driverValue b (κ*T)=U T := by + simpa only [Real.toNNReal_coe] using (hU T T.coe_nonneg).symm + rw [angle,centeredFlow,flow_eq_witness κ hκ b U γ G F hw hU T _ hz,hu] + +private lemma alpha_eq_codimension (κ : ℝ) (_hκ : 0 < κ) : α κ=codimension κ := by + dsimp only [α,d,a,codimension,dimension] + field_simp + ring + +private lemma p_eq_greenExponent (κ : ℝ) : p κ=greenExponent κ := by + dsimp only [p,a,greenExponent] + ring + +lemma green_eq_transported_density + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (θ : ℝ) (x : ℂ) (T : ℝ≥0) : + green κ θ b x (κ*T)=‖deriv (diskMap θ) (diskMapInv θ x)‖^(-codimension κ)* + greenDensity κ U γ G T (diskMapInv θ x) := by + classical + by_cases hz : diskMapInv θ x ∈ survivingDomain γ T + · have hs := (surviving_iff_witness κ hκ b U γ G F hw hU T _).2 hz + rw [green,ite_eq_left hs,greenDensity,ite_eq_left hz, + radius_eq_physicalConformalRadius κ hκ b U hUc γ G F hw hU θ x T hz, + angle_eq_witness κ hκ b U γ G F hw hU θ x T hz, + alpha_eq_codimension κ hκ,p_eq_greenExponent κ,physicalConformalRadius, + Real.mul_rpow (norm_nonneg _) (hw.fullRadius_positive hUc T _ hz).le] + ring + · have hs : ¬Surviving κ b (diskMapInv θ x) (κ*T) := + fun h => hz ((surviving_iff_witness κ hκ b U γ G F hw hU T _).1 h) + rw [green,ite_eq_right hs,greenDensity,ite_eq_right hz,mul_zero] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetDiskMap.lean b/lean/OAI/Probability/SLE/Angle/TargetDiskMap.lean index 5b3e939d1842c6eed2e5e12fbcaea3eac0c80174..b84229bf6dbb8ac943c343d8bca9703633fb660f 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetDiskMap.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetDiskMap.lean @@ -1,108 +1,108 @@ -import OAI.Probability.SLE.MomentGauge -import OAI.Probability.SLE.DiskHalfPlane - -namespace OAI - -/-! The exact disk chart appearing in the prescribed coefficient formula. -/ - -noncomputable section -open Set Filter Metric Complex -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -lemma disk_exp_conj (θ : ℝ) : - Complex.exp (-θ*Complex.I) = star (Complex.exp (θ*Complex.I)) := by - rw [Complex.star_def,← Complex.exp_conj] - congr 1 - simp - -lemma disk_center_height {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : - 0 < (Complex.exp (θ*Complex.I)).im := by - rw [Complex.exp_ofReal_mul_I_im] - exact Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2 - -lemma diskMap_denominator_ne {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) - {z : ℂ} (hz : z ∈ upperHalfPlane) : z-Complex.exp (-θ*Complex.I) ≠ 0 := by - intro he - have hh := congrArg Complex.im (sub_eq_zero.mp he) - rw [disk_exp_conj,Complex.star_def,Complex.conj_im] at hh - have hw := disk_center_height hθ - change 0 < z.im at hz - linarith - -lemma diskMap_normSq_gap (θ : ℝ) (z : ℂ) : - Complex.normSq (z-Complex.exp (-θ*Complex.I))- - Complex.normSq (z-Complex.exp (θ*Complex.I)) = - 4*z.im*(Complex.exp (θ*Complex.I)).im := by - rw [disk_exp_conj] - simp only [Complex.normSq_apply,Complex.sub_re,Complex.sub_im, - Complex.star_def,Complex.conj_re,Complex.conj_im] - ring - -lemma diskMap_maps {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : - MapsTo (diskMap θ) upperHalfPlane (ball 0 1) := by - intro z hz - rw [mem_ball_zero_iff,diskMap,norm_div] - have hd := diskMap_denominator_ne hθ hz - apply (div_lt_one (norm_pos_iff.mpr hd)).mpr - have hgap := diskMap_normSq_gap θ z - rw [Complex.normSq_eq_norm_sq,Complex.normSq_eq_norm_sq] at hgap - have hp : 0 < 4*z.im*(Complex.exp (θ*Complex.I)).im := - mul_pos (mul_pos (by norm_num) hz) (disk_center_height hθ) - nlinarith [norm_nonneg (z-Complex.exp (-θ*Complex.I)), - norm_nonneg (z-Complex.exp (θ*Complex.I))] - -lemma diskMapInv_eq_diskToHalfPlane (θ : ℝ) (x : ℂ) : - diskMapInv θ x = diskToHalfPlane (Complex.exp (θ*Complex.I)) x := by - rw [diskMapInv,diskToHalfPlane,disk_exp_conj] - congr 2 - ring - -lemma diskMapInv_maps {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : - MapsTo (diskMapInv θ) (ball 0 1) upperHalfPlane := by - intro x hx - rw [diskMapInv_eq_diskToHalfPlane] - exact diskToHalfPlane_maps (disk_center_height hθ) hx - -lemma diskMapInv_diskMap {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) - {z : ℂ} (hz : z ∈ upperHalfPlane) : diskMapInv θ (diskMap θ z)=z := by - have hd := diskMap_denominator_ne hθ hz - have hx := disk_denominator_ne (diskMap_maps hθ hz) - dsimp only [diskMapInv] - apply (div_eq_iff hx).mpr - dsimp only [diskMap] - have hd' : z-Complex.exp (-(θ*Complex.I)) ≠ 0 := by simpa only [neg_mul] using hd - field_simp [hd'] - ring - -lemma diskMap_diskMapInv {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) - {x : ℂ} (hx : x ∈ ball 0 1) : diskMap θ (diskMapInv θ x)=x := by - have hd := disk_denominator_ne hx - have hz := diskMap_denominator_ne hθ (diskMapInv_maps hθ hx) - dsimp only [diskMap] - apply (div_eq_iff hz).mpr - dsimp only [diskMapInv] - field_simp - ring - -def diskHomeomorph (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : - upperHalfPlane ≃ₜ (ball (0:ℂ) 1) where - toFun z := ⟨diskMap θ z,diskMap_maps hθ z.property⟩ - invFun x := ⟨diskMapInv θ x,diskMapInv_maps hθ x.property⟩ - left_inv z := Subtype.ext (diskMapInv_diskMap hθ z.property) - right_inv x := Subtype.ext (diskMap_diskMapInv hθ x.property) - continuous_toFun := by - apply Continuous.subtype_mk - exact (continuous_subtype_val.sub continuous_const).div - (continuous_subtype_val.sub continuous_const) (fun z => diskMap_denominator_ne hθ z.property) - continuous_invFun := by - apply Continuous.subtype_mk - exact (continuous_const.sub (continuous_subtype_val.mul continuous_const)).div - (continuous_const.sub continuous_subtype_val) (fun x => disk_denominator_ne x.property) - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.MomentGauge +import OAI.Probability.SLE.DiskHalfPlane + +namespace OAI + +/-! The exact disk chart appearing in the prescribed coefficient formula. -/ + +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma disk_exp_conj (θ : ℝ) : + Complex.exp (-θ*Complex.I) = star (Complex.exp (θ*Complex.I)) := by + rw [Complex.star_def,← Complex.exp_conj] + congr 1 + simp + +lemma disk_center_height {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : + 0 < (Complex.exp (θ*Complex.I)).im := by + rw [Complex.exp_ofReal_mul_I_im] + exact Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2 + +lemma diskMap_denominator_ne {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + {z : ℂ} (hz : z ∈ upperHalfPlane) : z-Complex.exp (-θ*Complex.I) ≠ 0 := by + intro he + have hh := congrArg Complex.im (sub_eq_zero.mp he) + rw [disk_exp_conj,Complex.star_def,Complex.conj_im] at hh + have hw := disk_center_height hθ + change 0 < z.im at hz + linarith + +lemma diskMap_normSq_gap (θ : ℝ) (z : ℂ) : + Complex.normSq (z-Complex.exp (-θ*Complex.I))- + Complex.normSq (z-Complex.exp (θ*Complex.I)) = + 4*z.im*(Complex.exp (θ*Complex.I)).im := by + rw [disk_exp_conj] + simp only [Complex.normSq_apply,Complex.sub_re,Complex.sub_im, + Complex.star_def,Complex.conj_re,Complex.conj_im] + ring + +lemma diskMap_maps {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : + MapsTo (diskMap θ) upperHalfPlane (ball 0 1) := by + intro z hz + rw [mem_ball_zero_iff,diskMap,norm_div] + have hd := diskMap_denominator_ne hθ hz + apply (div_lt_one (norm_pos_iff.mpr hd)).mpr + have hgap := diskMap_normSq_gap θ z + rw [Complex.normSq_eq_norm_sq,Complex.normSq_eq_norm_sq] at hgap + have hp : 0 < 4*z.im*(Complex.exp (θ*Complex.I)).im := + mul_pos (mul_pos (by norm_num) hz) (disk_center_height hθ) + nlinarith [norm_nonneg (z-Complex.exp (-θ*Complex.I)), + norm_nonneg (z-Complex.exp (θ*Complex.I))] + +lemma diskMapInv_eq_diskToHalfPlane (θ : ℝ) (x : ℂ) : + diskMapInv θ x = diskToHalfPlane (Complex.exp (θ*Complex.I)) x := by + rw [diskMapInv,diskToHalfPlane,disk_exp_conj] + congr 2 + ring + +lemma diskMapInv_maps {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : + MapsTo (diskMapInv θ) (ball 0 1) upperHalfPlane := by + intro x hx + rw [diskMapInv_eq_diskToHalfPlane] + exact diskToHalfPlane_maps (disk_center_height hθ) hx + +lemma diskMapInv_diskMap {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + {z : ℂ} (hz : z ∈ upperHalfPlane) : diskMapInv θ (diskMap θ z)=z := by + have hd := diskMap_denominator_ne hθ hz + have hx := disk_denominator_ne (diskMap_maps hθ hz) + dsimp only [diskMapInv] + apply (div_eq_iff hx).mpr + dsimp only [diskMap] + have hd' : z-Complex.exp (-(θ*Complex.I)) ≠ 0 := by simpa only [neg_mul] using hd + field_simp [hd'] + ring + +lemma diskMap_diskMapInv {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + {x : ℂ} (hx : x ∈ ball 0 1) : diskMap θ (diskMapInv θ x)=x := by + have hd := disk_denominator_ne hx + have hz := diskMap_denominator_ne hθ (diskMapInv_maps hθ hx) + dsimp only [diskMap] + apply (div_eq_iff hz).mpr + dsimp only [diskMapInv] + field_simp + ring + +def diskHomeomorph (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : + upperHalfPlane ≃ₜ (ball (0:ℂ) 1) where + toFun z := ⟨diskMap θ z,diskMap_maps hθ z.property⟩ + invFun x := ⟨diskMapInv θ x,diskMapInv_maps hθ x.property⟩ + left_inv z := Subtype.ext (diskMapInv_diskMap hθ z.property) + right_inv x := Subtype.ext (diskMap_diskMapInv hθ x.property) + continuous_toFun := by + apply Continuous.subtype_mk + exact (continuous_subtype_val.sub continuous_const).div + (continuous_subtype_val.sub continuous_const) (fun z => diskMap_denominator_ne hθ z.property) + continuous_invFun := by + apply Continuous.subtype_mk + exact (continuous_const.sub (continuous_subtype_val.mul continuous_const)).div + (continuous_const.sub continuous_subtype_val) (fun x => disk_denominator_ne x.property) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetDiskMass.lean b/lean/OAI/Probability/SLE/Angle/TargetDiskMass.lean index 634335c1860b7ac56769f1bcf3331dbf6aa7f83e..72b7c6285cd611c273a5e3a381768aeb4518b34f 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetDiskMass.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetDiskMass.lean @@ -1,105 +1,105 @@ -import OAI.Probability.SLE.Angle.TargetDiskPotential -import OAI.Probability.SLE.Geometry.WeightedCompactTerminal -import OAI.Probability.SLE.Geometry.RestartHalfPlaneGreen - -namespace OAI - -/-! The exact compact and continuous conformal weight whose canonical -mass has the source-prescribed disk Green potential. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -def diskSourceHalfPlane (θ : ℝ) : Set upperHalfPlane := - Subtype.val ⁻¹' diskSourceCompact θ - -lemma diskSourceHalfPlane_compact {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : - IsCompact (diskSourceHalfPlane θ) := by - apply Topology.IsEmbedding.subtypeVal.isCompact_iff.mpr - have he : Subtype.val '' diskSourceHalfPlane θ=diskSourceCompact θ := by - ext z - constructor - · rintro ⟨x,hx,rfl⟩ - exact hx - · intro hz - exact ⟨⟨z,diskSourceCompact_subset hθ hz⟩,hz,rfl⟩ - rw [he] - exact diskSourceCompact_compact θ - -lemma diskMap_deriv_continuous {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : - Continuous (fun z : upperHalfPlane => deriv (diskMap θ) z) := by - have he : (fun z : upperHalfPlane => deriv (diskMap θ) z)= - (fun z : upperHalfPlane => (Complex.exp (θ*Complex.I)-Complex.exp (-θ*Complex.I))/ - ((z:ℂ)-Complex.exp (-θ*Complex.I))^2) := - funext (fun z => (diskMap_hasDerivAt hθ z.property).deriv) - rw [he] - exact continuous_const.div ((continuous_subtype_val.sub continuous_const).pow 2) - (fun z => pow_ne_zero _ (diskMap_denominator_ne hθ z.property)) - -def diskMassWeight (κ θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : C(upperHalfPlane,ℝ≥0) where - toFun z := (‖deriv (diskMap θ) z‖^dimension κ).toNNReal - continuous_toFun := continuous_real_toNNReal.comp - ((diskMap_deriv_continuous hθ).norm.rpow_const - (fun z => Or.inl (diskMap_deriv_pos hθ z.property).ne')) - -@[simp] lemma diskMassWeight_coe (κ θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) - (z : upperHalfPlane) : - (diskMassWeight κ θ hθ z:ℝ)=‖deriv (diskMap θ) z‖^dimension κ := by - exact Real.coe_toNNReal _ (Real.rpow_nonneg (norm_nonneg _) _) - -lemma diskMassWeight_ennreal (κ θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) - (z : upperHalfPlane) : - (diskMassWeight κ θ hθ z:ℝ≥0∞)=ENNReal.ofReal (‖deriv (diskMap θ) z‖^dimension κ) := by - rw [← ENNReal.ofReal_coe_nnreal,diskMassWeight_coe] - -theorem potential_eq_weighted_green - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (T : ℝ≥0) : - potential κ θ b (κ*T)= - ∫⁻ z in diskSourceHalfPlane θ, (diskMassWeight κ θ hθ z:ℝ≥0∞) - ∂(volume.withDensity (fun z => ENNReal.ofReal (greenDensity κ U γ G T z))).comap Subtype.val := by - have hK := diskSourceHalfPlane_compact hθ - rw [← lintegral_indicator hK.measurableSet, - Multipoint.halfPlane_realDensity_lintegral _ (Multipoint.currentGreen_measurable hw hUc hκ T)] - rw [potential_eq_source_green_integral κ hκ b U hUc γ G F hw hU θ hθ T] - symm - calc - _ = ∫⁻ z in upperHalfPlane, (diskSourceCompact θ).indicator - (fun z => ENNReal.ofReal (‖deriv (diskMap θ) z‖^dimension κ)* - ENNReal.ofReal (greenDensity κ U γ G T z)) z := by - apply setLIntegral_congr_fun isOpen_upperHalfPlane.measurableSet - intro z hz - simp only [Multipoint.extendHalfPlaneENN,dite_eq_left hz] - by_cases hzk : z ∈ diskSourceCompact θ - · rw [Set.indicator_of_mem (show (⟨z,hz⟩:upperHalfPlane) ∈ diskSourceHalfPlane θ from hzk), - Set.indicator_of_mem hzk,diskMassWeight_ennreal] - · rw [Set.indicator_of_notMem (show (⟨z,hz⟩:upperHalfPlane) ∉ diskSourceHalfPlane θ from hzk), - Set.indicator_of_notMem hzk,zero_mul] - _ = _ := by - rw [lintegral_indicator (diskSourceCompact_compact θ).measurableSet, - Measure.restrict_restrict (diskSourceCompact_compact θ).measurableSet, - inter_eq_left.mpr (diskSourceCompact_subset hθ)] - -theorem potential_toReal_eq_compactWeightedMass - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (T : ℝ≥0) : - (potential κ θ b (κ*T)).toReal = Multipoint.compactWeightedMass - (diskMassWeight κ θ hθ) (diskSourceHalfPlane θ) - ((volume.withDensity (fun z => ENNReal.ofReal (greenDensity κ U γ G T z))).comap Subtype.val) := by - rw [potential_eq_weighted_green κ hκ b U hUc γ G F hw hU θ hθ T, - Multipoint.compactWeightedMass_eq_lintegral] - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetDiskPotential +import OAI.Probability.SLE.Geometry.WeightedCompactTerminal +import OAI.Probability.SLE.Geometry.RestartHalfPlaneGreen + +namespace OAI + +/-! The exact compact and continuous conformal weight whose canonical +mass has the source-prescribed disk Green potential. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +def diskSourceHalfPlane (θ : ℝ) : Set upperHalfPlane := + Subtype.val ⁻¹' diskSourceCompact θ + +lemma diskSourceHalfPlane_compact {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : + IsCompact (diskSourceHalfPlane θ) := by + apply Topology.IsEmbedding.subtypeVal.isCompact_iff.mpr + have he : Subtype.val '' diskSourceHalfPlane θ=diskSourceCompact θ := by + ext z + constructor + · rintro ⟨x,hx,rfl⟩ + exact hx + · intro hz + exact ⟨⟨z,diskSourceCompact_subset hθ hz⟩,hz,rfl⟩ + rw [he] + exact diskSourceCompact_compact θ + +lemma diskMap_deriv_continuous {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : + Continuous (fun z : upperHalfPlane => deriv (diskMap θ) z) := by + have he : (fun z : upperHalfPlane => deriv (diskMap θ) z)= + (fun z : upperHalfPlane => (Complex.exp (θ*Complex.I)-Complex.exp (-θ*Complex.I))/ + ((z:ℂ)-Complex.exp (-θ*Complex.I))^2) := + funext (fun z => (diskMap_hasDerivAt hθ z.property).deriv) + rw [he] + exact continuous_const.div ((continuous_subtype_val.sub continuous_const).pow 2) + (fun z => pow_ne_zero _ (diskMap_denominator_ne hθ z.property)) + +def diskMassWeight (κ θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : C(upperHalfPlane,ℝ≥0) where + toFun z := (‖deriv (diskMap θ) z‖^dimension κ).toNNReal + continuous_toFun := continuous_real_toNNReal.comp + ((diskMap_deriv_continuous hθ).norm.rpow_const + (fun z => Or.inl (diskMap_deriv_pos hθ z.property).ne')) + +@[simp] lemma diskMassWeight_coe (κ θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (z : upperHalfPlane) : + (diskMassWeight κ θ hθ z:ℝ)=‖deriv (diskMap θ) z‖^dimension κ := by + exact Real.coe_toNNReal _ (Real.rpow_nonneg (norm_nonneg _) _) + +lemma diskMassWeight_ennreal (κ θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (z : upperHalfPlane) : + (diskMassWeight κ θ hθ z:ℝ≥0∞)=ENNReal.ofReal (‖deriv (diskMap θ) z‖^dimension κ) := by + rw [← ENNReal.ofReal_coe_nnreal,diskMassWeight_coe] + +theorem potential_eq_weighted_green + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (T : ℝ≥0) : + potential κ θ b (κ*T)= + ∫⁻ z in diskSourceHalfPlane θ, (diskMassWeight κ θ hθ z:ℝ≥0∞) + ∂(volume.withDensity (fun z => ENNReal.ofReal (greenDensity κ U γ G T z))).comap Subtype.val := by + have hK := diskSourceHalfPlane_compact hθ + rw [← lintegral_indicator hK.measurableSet, + Multipoint.halfPlane_realDensity_lintegral _ (Multipoint.currentGreen_measurable hw hUc hκ T)] + rw [potential_eq_source_green_integral κ hκ b U hUc γ G F hw hU θ hθ T] + symm + calc + _ = ∫⁻ z in upperHalfPlane, (diskSourceCompact θ).indicator + (fun z => ENNReal.ofReal (‖deriv (diskMap θ) z‖^dimension κ)* + ENNReal.ofReal (greenDensity κ U γ G T z)) z := by + apply setLIntegral_congr_fun isOpen_upperHalfPlane.measurableSet + intro z hz + simp only [Multipoint.extendHalfPlaneENN,dite_eq_left hz] + by_cases hzk : z ∈ diskSourceCompact θ + · rw [Set.indicator_of_mem (show (⟨z,hz⟩:upperHalfPlane) ∈ diskSourceHalfPlane θ from hzk), + Set.indicator_of_mem hzk,diskMassWeight_ennreal] + · rw [Set.indicator_of_notMem (show (⟨z,hz⟩:upperHalfPlane) ∉ diskSourceHalfPlane θ from hzk), + Set.indicator_of_notMem hzk,zero_mul] + _ = _ := by + rw [lintegral_indicator (diskSourceCompact_compact θ).measurableSet, + Measure.restrict_restrict (diskSourceCompact_compact θ).measurableSet, + inter_eq_left.mpr (diskSourceCompact_subset hθ)] + +theorem potential_toReal_eq_compactWeightedMass + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (T : ℝ≥0) : + (potential κ θ b (κ*T)).toReal = Multipoint.compactWeightedMass + (diskMassWeight κ θ hθ) (diskSourceHalfPlane θ) + ((volume.withDensity (fun z => ENNReal.ofReal (greenDensity κ U γ G T z))).comap Subtype.val) := by + rw [potential_eq_weighted_green κ hκ b U hUc γ G F hw hU θ hθ T, + Multipoint.compactWeightedMass_eq_lintegral] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetDiskPotential.lean b/lean/OAI/Probability/SLE/Angle/TargetDiskPotential.lean index 358dda41b2897aab3ea8dd85f4f02b67a5dd81d9..43a1ed0b390653d199a117e9eebbe44af13ee4e0 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetDiskPotential.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetDiskPotential.lean @@ -1,90 +1,90 @@ -import OAI.Probability.SLE.Angle.TargetClockIdentification -import OAI.Probability.SLE.Angle.TargetDiskRadius -import OAI.Probability.SLE.Geometry.RestartGreenIntegral - -namespace OAI - -/-! The prescribed disk potential is exactly the conformally weighted -current Green mass of the compact disk preimage. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -def diskSourceCompact (θ : ℝ) : Set ℂ := diskMapInv θ '' diskK - -lemma diskK_subset_unit : diskK ⊆ ball (0:ℂ) 1 := by - intro x hx - exact (closedBall_subset_ball (by norm_num : (1:ℝ)/4<1)) hx - -lemma diskSourceCompact_subset {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : - diskSourceCompact θ ⊆ upperHalfPlane := by - rintro z ⟨x,hx,rfl⟩ - exact diskMapInv_maps hθ (diskK_subset_unit hx) - -lemma diskSourceCompact_compact (θ : ℝ) : IsCompact (diskSourceCompact θ) := by - change IsCompact (diskMapInv θ '' closedBall (0:ℂ) (1/4)) - apply (isCompact_closedBall (0:ℂ) (1/4)).image_of_continuousOn - change ContinuousOn (fun x : ℂ => - (Complex.exp (θ*Complex.I)-x*Complex.exp (-θ*Complex.I))/(1-x)) _ - apply ContinuousOn.div - · exact continuous_const.continuousOn.sub (continuous_id.mul continuous_const).continuousOn - · exact (continuous_const.sub continuous_id).continuousOn - · intro x hx - exact disk_denominator_ne (diskK_subset_unit hx) - -lemma diskSourceCompact_image {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : - diskMap θ '' diskSourceCompact θ=diskK := by - ext x - constructor - · rintro ⟨z,⟨y,hy,rfl⟩,rfl⟩ - simpa only [diskMap_diskMapInv hθ (diskK_subset_unit hy)] using hy - · intro hx - exact ⟨diskMapInv θ x,⟨x,hx,rfl⟩,diskMap_diskMapInv hθ (diskK_subset_unit hx)⟩ - -lemma diskMap_deriv_pos {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) - {z : ℂ} (hz : z ∈ upperHalfPlane) : 0<‖deriv (diskMap θ) z‖ := by - rw [diskMap_deriv_norm hθ hz] - exact div_pos (mul_pos (by norm_num) (disk_center_height hθ)) - (sq_pos_of_pos (norm_pos_iff.mpr (diskMap_denominator_ne hθ hz))) - -theorem potential_eq_source_green_integral - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (T : ℝ≥0) : - potential κ θ b (κ*T) = - ∫⁻ z in diskSourceCompact θ, - ENNReal.ofReal (‖deriv (diskMap θ) z‖^dimension κ) * - ENNReal.ofReal (greenDensity κ U γ G T z) := by - have hK := diskSourceCompact_compact θ - have hsub := diskSourceCompact_subset hθ - have hd (z : ℂ) (hz : z ∈ diskSourceCompact θ) := diskMap_hasDerivAt hθ (hsub hz) - rw [potential,← diskSourceCompact_image hθ, - lintegral_image_eq_lintegral_abs_det_fderiv_mul volume hK.measurableSet - (fun z hz => ((hd z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) - ((diskMap_injOn hθ).mono hsub)] - apply setLIntegral_congr_fun hK.measurableSet - intro z hz - dsimp only - rw [complex_derivative_real_det,abs_of_nonneg (sq_nonneg _), - green_eq_transported_density κ hκ b U hUc γ G F hw hU θ (diskMap θ z) T, - diskMapInv_diskMap hθ (hsub hz), - ENNReal.ofReal_mul (Real.rpow_nonneg (norm_nonneg _) _),← mul_assoc] - congr 1 - rw [← ENNReal.ofReal_mul (sq_nonneg _)] - congr 1 - rw [← (hd z hz).deriv,← Real.rpow_natCast, - ← Real.rpow_add (diskMap_deriv_pos hθ (hsub hz))] - congr 1 - simp only [codimension,dimension] - ring - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetClockIdentification +import OAI.Probability.SLE.Angle.TargetDiskRadius +import OAI.Probability.SLE.Geometry.RestartGreenIntegral + +namespace OAI + +/-! The prescribed disk potential is exactly the conformally weighted +current Green mass of the compact disk preimage. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +def diskSourceCompact (θ : ℝ) : Set ℂ := diskMapInv θ '' diskK + +lemma diskK_subset_unit : diskK ⊆ ball (0:ℂ) 1 := by + intro x hx + exact (closedBall_subset_ball (by norm_num : (1:ℝ)/4<1)) hx + +lemma diskSourceCompact_subset {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : + diskSourceCompact θ ⊆ upperHalfPlane := by + rintro z ⟨x,hx,rfl⟩ + exact diskMapInv_maps hθ (diskK_subset_unit hx) + +lemma diskSourceCompact_compact (θ : ℝ) : IsCompact (diskSourceCompact θ) := by + change IsCompact (diskMapInv θ '' closedBall (0:ℂ) (1/4)) + apply (isCompact_closedBall (0:ℂ) (1/4)).image_of_continuousOn + change ContinuousOn (fun x : ℂ => + (Complex.exp (θ*Complex.I)-x*Complex.exp (-θ*Complex.I))/(1-x)) _ + apply ContinuousOn.div + · exact continuous_const.continuousOn.sub (continuous_id.mul continuous_const).continuousOn + · exact (continuous_const.sub continuous_id).continuousOn + · intro x hx + exact disk_denominator_ne (diskK_subset_unit hx) + +lemma diskSourceCompact_image {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : + diskMap θ '' diskSourceCompact θ=diskK := by + ext x + constructor + · rintro ⟨z,⟨y,hy,rfl⟩,rfl⟩ + simpa only [diskMap_diskMapInv hθ (diskK_subset_unit hy)] using hy + · intro hx + exact ⟨diskMapInv θ x,⟨x,hx,rfl⟩,diskMap_diskMapInv hθ (diskK_subset_unit hx)⟩ + +lemma diskMap_deriv_pos {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + {z : ℂ} (hz : z ∈ upperHalfPlane) : 0<‖deriv (diskMap θ) z‖ := by + rw [diskMap_deriv_norm hθ hz] + exact div_pos (mul_pos (by norm_num) (disk_center_height hθ)) + (sq_pos_of_pos (norm_pos_iff.mpr (diskMap_denominator_ne hθ hz))) + +theorem potential_eq_source_green_integral + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (T : ℝ≥0) : + potential κ θ b (κ*T) = + ∫⁻ z in diskSourceCompact θ, + ENNReal.ofReal (‖deriv (diskMap θ) z‖^dimension κ) * + ENNReal.ofReal (greenDensity κ U γ G T z) := by + have hK := diskSourceCompact_compact θ + have hsub := diskSourceCompact_subset hθ + have hd (z : ℂ) (hz : z ∈ diskSourceCompact θ) := diskMap_hasDerivAt hθ (hsub hz) + rw [potential,← diskSourceCompact_image hθ, + lintegral_image_eq_lintegral_abs_det_fderiv_mul volume hK.measurableSet + (fun z hz => ((hd z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) + ((diskMap_injOn hθ).mono hsub)] + apply setLIntegral_congr_fun hK.measurableSet + intro z hz + dsimp only + rw [complex_derivative_real_det,abs_of_nonneg (sq_nonneg _), + green_eq_transported_density κ hκ b U hUc γ G F hw hU θ (diskMap θ z) T, + diskMapInv_diskMap hθ (hsub hz), + ENNReal.ofReal_mul (Real.rpow_nonneg (norm_nonneg _) _),← mul_assoc] + congr 1 + rw [← ENNReal.ofReal_mul (sq_nonneg _)] + congr 1 + rw [← (hd z hz).deriv,← Real.rpow_natCast, + ← Real.rpow_add (diskMap_deriv_pos hθ (hsub hz))] + congr 1 + simp only [codimension,dimension] + ring + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetDiskRadius.lean b/lean/OAI/Probability/SLE/Angle/TargetDiskRadius.lean index 3eaee87dc01b9b35c5622290361ebada90b51f3c..f726ecea5981e9ce68dc5d36eaa08f7642b3c286 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetDiskRadius.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetDiskRadius.lean @@ -1,74 +1,74 @@ -import OAI.Probability.SLE.Angle.TargetDiskMap - -namespace OAI - -/-! The prescribed disk chart has the angle-independent initial -conformal radius needed for the centered moment bounds. -/ - -noncomputable section -open Set Filter Metric Complex -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -lemma diskMap_hasDerivAt {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) - {z : ℂ} (hz : z ∈ upperHalfPlane) : - HasDerivAt (diskMap θ) - ((Complex.exp (θ*Complex.I)-Complex.exp (-θ*Complex.I))/ - (z-Complex.exp (-θ*Complex.I))^2) z := by - have hh := ((hasDerivAt_id z).sub_const (Complex.exp (θ*Complex.I))).div - ((hasDerivAt_id z).sub_const (Complex.exp (-θ*Complex.I))) - (diskMap_denominator_ne hθ hz) - convert hh using 1 <;> first | rfl | (dsimp; ring) - -lemma diskMap_differentiableOn {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : - DifferentiableOn ℂ (diskMap θ) upperHalfPlane := by - intro z hz - exact (diskMap_hasDerivAt hθ hz).differentiableAt.differentiableWithinAt - -lemma diskMap_injOn {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : - InjOn (diskMap θ) upperHalfPlane := by - intro z hz v hv he - have h := congrArg (diskMapInv θ) he - simpa only [diskMapInv_diskMap hθ hz,diskMapInv_diskMap hθ hv] using h - -lemma diskMap_deriv_norm {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) - {z : ℂ} (hz : z ∈ upperHalfPlane) : - ‖deriv (diskMap θ) z‖ = - 2*(Complex.exp (θ*Complex.I)).im/‖z-Complex.exp (-θ*Complex.I)‖^2 := by - rw [(diskMap_hasDerivAt hθ hz).deriv,norm_div,norm_pow,disk_exp_conj, - norm_sub_conj_of_im_pos (disk_center_height hθ)] - -lemma diskMap_initial_radius {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) - {z : ℂ} (hz : z ∈ upperHalfPlane) : - 2*z.im*‖deriv (diskMap θ) z‖ = 1-‖diskMap θ z‖^2 := by - have hd := norm_ne_zero_iff.mpr (diskMap_denominator_ne hθ hz) - have hg := diskMap_normSq_gap θ z - rw [Complex.normSq_eq_norm_sq,Complex.normSq_eq_norm_sq] at hg - rw [diskMap_deriv_norm hθ hz,diskMap,norm_div] - have hd' : ‖z-Complex.exp (-(θ*Complex.I))‖ ≠ 0 := by simpa only [neg_mul] using hd - field_simp [hd'] - simp only [neg_mul] at hg - nlinarith - -theorem initialRadius_disk {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) - {x : ℂ} (hx : x ∈ ball 0 1) : initialRadius θ x = 1-‖x‖^2 := by - have h := diskMap_initial_radius hθ (diskMapInv_maps hθ hx) - simpa only [initialRadius,diskMap_diskMapInv hθ hx] using h - -lemma initialRadius_zero {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : - initialRadius θ 0=1 := by - simpa only [norm_zero,zero_pow (by decide : (2:ℕ) ≠ 0),sub_zero] using - initialRadius_disk hθ (mem_ball_zero_iff.mpr (by norm_num : ‖(0:ℂ)‖<1)) - -lemma initialRadius_pos {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) - {x : ℂ} (hx : x ∈ ball 0 1) : 0 < initialRadius θ x := by - rw [initialRadius_disk hθ hx] - have hn := mem_ball_zero_iff.mp hx - nlinarith [norm_nonneg x] - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetDiskMap + +namespace OAI + +/-! The prescribed disk chart has the angle-independent initial +conformal radius needed for the centered moment bounds. -/ + +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma diskMap_hasDerivAt {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + {z : ℂ} (hz : z ∈ upperHalfPlane) : + HasDerivAt (diskMap θ) + ((Complex.exp (θ*Complex.I)-Complex.exp (-θ*Complex.I))/ + (z-Complex.exp (-θ*Complex.I))^2) z := by + have hh := ((hasDerivAt_id z).sub_const (Complex.exp (θ*Complex.I))).div + ((hasDerivAt_id z).sub_const (Complex.exp (-θ*Complex.I))) + (diskMap_denominator_ne hθ hz) + convert hh using 1 <;> first | rfl | (dsimp; ring) + +lemma diskMap_differentiableOn {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : + DifferentiableOn ℂ (diskMap θ) upperHalfPlane := by + intro z hz + exact (diskMap_hasDerivAt hθ hz).differentiableAt.differentiableWithinAt + +lemma diskMap_injOn {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : + InjOn (diskMap θ) upperHalfPlane := by + intro z hz v hv he + have h := congrArg (diskMapInv θ) he + simpa only [diskMapInv_diskMap hθ hz,diskMapInv_diskMap hθ hv] using h + +lemma diskMap_deriv_norm {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + {z : ℂ} (hz : z ∈ upperHalfPlane) : + ‖deriv (diskMap θ) z‖ = + 2*(Complex.exp (θ*Complex.I)).im/‖z-Complex.exp (-θ*Complex.I)‖^2 := by + rw [(diskMap_hasDerivAt hθ hz).deriv,norm_div,norm_pow,disk_exp_conj, + norm_sub_conj_of_im_pos (disk_center_height hθ)] + +lemma diskMap_initial_radius {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + {z : ℂ} (hz : z ∈ upperHalfPlane) : + 2*z.im*‖deriv (diskMap θ) z‖ = 1-‖diskMap θ z‖^2 := by + have hd := norm_ne_zero_iff.mpr (diskMap_denominator_ne hθ hz) + have hg := diskMap_normSq_gap θ z + rw [Complex.normSq_eq_norm_sq,Complex.normSq_eq_norm_sq] at hg + rw [diskMap_deriv_norm hθ hz,diskMap,norm_div] + have hd' : ‖z-Complex.exp (-(θ*Complex.I))‖ ≠ 0 := by simpa only [neg_mul] using hd + field_simp [hd'] + simp only [neg_mul] at hg + nlinarith + +theorem initialRadius_disk {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + {x : ℂ} (hx : x ∈ ball 0 1) : initialRadius θ x = 1-‖x‖^2 := by + have h := diskMap_initial_radius hθ (diskMapInv_maps hθ hx) + simpa only [initialRadius,diskMap_diskMapInv hθ hx] using h + +lemma initialRadius_zero {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) : + initialRadius θ 0=1 := by + simpa only [norm_zero,zero_pow (by decide : (2:ℕ) ≠ 0),sub_zero] using + initialRadius_disk hθ (mem_ball_zero_iff.mpr (by norm_num : ‖(0:ℂ)‖<1)) + +lemma initialRadius_pos {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + {x : ℂ} (hx : x ∈ ball 0 1) : 0 < initialRadius θ x := by + rw [initialRadius_disk hθ hx] + have hn := mem_ball_zero_iff.mp hx + nlinarith [norm_nonneg x] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetDiskVisit.lean b/lean/OAI/Probability/SLE/Angle/TargetDiskVisit.lean index eab93a2ae4c2d4fe6296e831ab797208aa1f17c3..515751b3d101e8c75333faa42037e7c1d4925848 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetDiskVisit.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetDiskVisit.lean @@ -1,70 +1,70 @@ -import OAI.Probability.SLE.Angle.TargetDiskMass -import OAI.Probability.SLE.Loewner.ActualApproachAtRadius - -namespace OAI - -/-! A fixed relative half-plane ball lies inside the prescribed disk compact. -Reaching a sufficiently small radius level forces a positive-time visit there. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -lemma diskMapInv_zero (θ : ℝ) : diskMapInv θ 0=Complex.exp (θ*Complex.I) := by - simp [diskMapInv] - -lemma marked_ball_subset_diskSource {θ : ℝ} (hθ : θ∈Ioo (0:ℝ) Real.pi) : - ball (diskMapInv θ 0) ((diskMapInv θ 0).im/4) ⊆ diskSourceCompact θ := by - intro z hz - rw [diskMapInv_zero] at hz - let c := Complex.exp (θ*Complex.I) - have hc : 0 (cutoffFlow κ b j z s).im) '' Icc 0 T)) - (u : ℝ) (hu : u ∈ Icc 0 T) : - flow κ b z u=cutoffFlow κ b j z u := by - have hheight := surviving_cutoff_height κ b z T j hj hmin - have hj0 : (0:ℝ) (hheight s ⟨hs.1,hs.2.trans hu.2⟩).le) ?_).2 - intro s hs - have hd := (cutoffFlow_hasDerivWithinAt κ b j hj z s hs.1).mono - (Ici_subset_Ici.mpr hs.1) - rw [cutoffField_eq_reciprocal κ b j s _ - (cutoff_inactive_of_height j hj _ _ - (hheight s ⟨hs.1,hs.2.le.trans hu.2⟩).le)] at hd - exact hd - -lemma flow_hasDerivWithinAt_of_later_survival - (κ : ℝ) (b : Driver) (z : ℂ) (T S : ℝ) (hT : 0 ≤ T) (hTS : T (cutoffFlow κ b j z s).im) '' Icc 0 0) := by - simpa only [Icc_self,image_singleton,cutoffFlow_zero κ b j hj,csInf_singleton] using hjz - exact (flow_eq_cutoff_on_interval κ b z 0 le_rfl j hj hmin 0 ⟨le_rfl,le_rfl⟩).trans - (cutoffFlow_zero κ b j hj z) - -lemma physical_flow_hasDerivWithinAt - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (z : ℂ) (T S : ℝ≥0) (hTS : T flow κ b z (κ*u.toNNReal)) - (2/(flow κ b z (κ*T)-(b (κ.toNNReal*T):ℂ))) (Ici 0) T := by - have hd := flow_hasDerivWithinAt_of_later_survival κ b z (κ*T) (κ*S) - (mul_nonneg hκ.le T.coe_nonneg) (mul_lt_mul_of_pos_left hTS hκ) hs - have hi : HasDerivWithinAt (fun u : ℝ => κ*u) κ (Ici 0) T := by - simpa using ((hasDerivAt_id (T:ℝ)).const_mul κ).hasDerivWithinAt (s := Ici 0) - have hmaps : MapsTo (fun u : ℝ => κ*u) (Ici 0) (Ici 0) := - fun u hu => mul_nonneg hκ.le hu - have hc := hd.scomp (T:ℝ) hi hmaps - have he : (fun u : ℝ => flow κ b z (κ*u.toNNReal)) =ᶠ[𝓝[Ici 0] (T:ℝ)] - (fun u : ℝ => flow κ b z (κ*u)) := by - filter_upwards [self_mem_nhdsWithin] with u hu - rw [Real.coe_toNNReal u hu] - have hc' := hc.congr_of_eventuallyEq he (by simp only [Real.toNNReal_coe,Function.comp_apply]) - convert hc' using 1 - simp only [driverValue,Real.toNNReal_mul hκ.le,Real.toNNReal_coe,Complex.real_smul] - have hcoef : (κ:ℂ)*(a κ:ℂ)=2 := by - rw [← Complex.ofReal_mul] - have ha : κ*a κ=2 := by dsimp [a]; field_simp [hκ.ne'] - rw [ha] - norm_num - simp only [div_eq_mul_inv] - rw [← mul_assoc,hcoef] - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetPositiveFlow +import OAI.Probability.SLE.Loewner.TargetInverseProperties + +namespace OAI + +/-! On each surviving time interval the selected raw flow is a single +positive cutoff trajectory. -/ +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +lemma flow_eq_cutoff_on_interval + (κ : ℝ) (b : Driver) (z : ℂ) (T : ℝ) (_hT : 0 ≤ T) + (j : ℕ) (hj : 1 ≤ j) + (hmin : (j:ℝ)⁻¹ < sInf ((fun s : ℝ => (cutoffFlow κ b j z s).im) '' Icc 0 T)) + (u : ℝ) (hu : u ∈ Icc 0 T) : + flow κ b z u=cutoffFlow κ b j z u := by + have hheight := surviving_cutoff_height κ b z T j hj hmin + have hj0 : (0:ℝ) (hheight s ⟨hs.1,hs.2.trans hu.2⟩).le) ?_).2 + intro s hs + have hd := (cutoffFlow_hasDerivWithinAt κ b j hj z s hs.1).mono + (Ici_subset_Ici.mpr hs.1) + rw [cutoffField_eq_reciprocal κ b j s _ + (cutoff_inactive_of_height j hj _ _ + (hheight s ⟨hs.1,hs.2.le.trans hu.2⟩).le)] at hd + exact hd + +lemma flow_hasDerivWithinAt_of_later_survival + (κ : ℝ) (b : Driver) (z : ℂ) (T S : ℝ) (hT : 0 ≤ T) (hTS : T (cutoffFlow κ b j z s).im) '' Icc 0 0) := by + simpa only [Icc_self,image_singleton,cutoffFlow_zero κ b j hj,csInf_singleton] using hjz + exact (flow_eq_cutoff_on_interval κ b z 0 le_rfl j hj hmin 0 ⟨le_rfl,le_rfl⟩).trans + (cutoffFlow_zero κ b j hj z) + +lemma physical_flow_hasDerivWithinAt + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (z : ℂ) (T S : ℝ≥0) (hTS : T flow κ b z (κ*u.toNNReal)) + (2/(flow κ b z (κ*T)-(b (κ.toNNReal*T):ℂ))) (Ici 0) T := by + have hd := flow_hasDerivWithinAt_of_later_survival κ b z (κ*T) (κ*S) + (mul_nonneg hκ.le T.coe_nonneg) (mul_lt_mul_of_pos_left hTS hκ) hs + have hi : HasDerivWithinAt (fun u : ℝ => κ*u) κ (Ici 0) T := by + simpa using ((hasDerivAt_id (T:ℝ)).const_mul κ).hasDerivWithinAt (s := Ici 0) + have hmaps : MapsTo (fun u : ℝ => κ*u) (Ici 0) (Ici 0) := + fun u hu => mul_nonneg hκ.le hu + have hc := hd.scomp (T:ℝ) hi hmaps + have he : (fun u : ℝ => flow κ b z (κ*u.toNNReal)) =ᶠ[𝓝[Ici 0] (T:ℝ)] + (fun u : ℝ => flow κ b z (κ*u)) := by + filter_upwards [self_mem_nhdsWithin] with u hu + rw [Real.coe_toNNReal u hu] + have hc' := hc.congr_of_eventuallyEq he (by simp only [Real.toNNReal_coe,Function.comp_apply]) + convert hc' using 1 + simp only [driverValue,Real.toNNReal_mul hκ.le,Real.toNNReal_coe,Complex.real_smul] + have hcoef : (κ:ℂ)*(a κ:ℂ)=2 := by + rw [← Complex.ofReal_mul] + have ha : κ*a κ=2 := by dsimp [a]; field_simp [hκ.ne'] + rw [ha] + norm_num + simp only [div_eq_mul_inv] + rw [← mul_assoc,hcoef] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetFlowIdentification.lean b/lean/OAI/Probability/SLE/Angle/TargetFlowIdentification.lean index 4b9943c06199fb4ca903418c956fe714d49d1cb4..34c5613f7bae3b8a5e6dd7f71426e602d889ed25 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetFlowIdentification.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetFlowIdentification.lean @@ -1,216 +1,216 @@ -import OAI.Probability.SLE.Loewner.TargetCutoffTrajectory -import OAI.Probability.SLE.LoewnerReflection - -namespace OAI - -/-! Identification of the prescribed Euler flow with an actual capacity-two -Loewner witness, including its geometric surviving domain. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped NNReal ENNReal Topology - -namespace SLEExactGauge.Target - -private lemma negative_clock_coefficient (κ : ℝ) (hκ : 0 < κ) (w : ℂ) : - ((-κ:ℝ):ℂ) * ((a κ:ℂ)/w) = -2*w⁻¹ := by - have hc : (κ:ℂ)*(a κ:ℂ)=2 := by - rw [← Complex.ofReal_mul] - have hr : κ*a κ=2 := by dsimp [a]; field_simp [hκ.ne'] - rw [hr] - norm_num - calc - ((-κ:ℝ):ℂ) * ((a κ:ℂ)/w) = -((κ:ℂ)*(a κ:ℂ))*w⁻¹ := by - simp only [Complex.ofReal_neg,div_eq_mul_inv] - ring - _ = -2*w⁻¹ := by rw [hc] - -lemma surviving_cutoff_identifies - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (T : ℝ≥0) (z : ℂ) (j : ℕ) (hj : 1 ≤ j) - (hmin : (j:ℝ)⁻¹ < sInf - ((fun s : ℝ => (cutoffFlow κ b j z s).im) '' Icc 0 (κ*T))) : - z ∈ survivingDomain γ T ∧ G T z=cutoffFlow κ b j z (κ*T) := by - let Q (s : ℝ) := cutoffFlow κ b j z (κ*((T:ℝ)-s)) - let w := cutoffFlow κ b j z (κ*T) - have hj0 : (0:ℝ) κ*((T:ℝ)-r)) (Icc 0 (T:ℝ)) (Ici 0) := by - intro r hr - exact mul_nonneg hκ.le (sub_nonneg.mpr hr.2) - have hinner : HasDerivWithinAt (fun r : ℝ => κ*((T:ℝ)-r)) (-κ) - (Icc 0 (T:ℝ)) s := by - simpa using (((hasDerivAt_id s).const_sub (T:ℝ)).const_mul κ).hasDerivWithinAt - have hd := (cutoffFlow_hasDerivWithinAt κ b j hj z _ ht.1).scomp s hinner hmaps - have hd' : HasDerivWithinAt Q - ((-κ) • cutoffField κ b j (κ*((T:ℝ)-s)) (Q s)) (Icc 0 (T:ℝ)) s := hd - apply hd'.congr_deriv - have hh : (j:ℝ)⁻¹ ≤ (Q s).im := (hheight _ ht).le - rw [cutoffField_eq_reciprocal κ b j _ (Q s) - (cutoff_inactive_of_height j hj _ _ hh)] - simp only [Complex.real_smul] - rw [negative_clock_coefficient κ hκ,reverseField,reverseCenter_eq hh,hU _ hs0] - have hback := hw.reverse_flow_identifies T w ha hwheight Q hQ0 hQd - have hzF : z=F T w := by - simpa only [Q,sub_self,mul_zero,cutoffFlow_zero κ b j hj z] using hback - have hwH : w ∈ upperHalfPlane := ha.trans_le hwheight - constructor - · rw [hzF] - exact hw.2.2.2.2.2.2.1 T hwH - · change G T z=w - exact (congrArg (G T) hzF).trans (hw.2.2.2.2.2.2.2.2.1 T w hwH) - -private lemma rescaled_witness_trajectory - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (T : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ T) : - let Y := fun s : ℝ => G (s/κ).toNNReal z - ContinuousOn Y (Icc 0 (κ*T)) ∧ Y 0=z ∧ - (∀ s ∈ Icc 0 (κ*T), (G T z).im ≤ (Y s).im) ∧ - (∀ s ∈ Ico 0 (κ*T), HasDerivWithinAt Y - ((a κ:ℂ)/(Y s-driverValue b s)) (Ici s) s) := by - let Y := fun s : ℝ => G (s/κ).toNNReal z - have hmaps : MapsTo (fun s : ℝ => s/κ) (Icc 0 (κ*T)) (Icc 0 (T:ℝ)) := by - intro s hs - exact ⟨div_nonneg hs.1 hκ.le,(div_le_iff₀ hκ).2 (by simpa only [mul_comm] using hs.2)⟩ - have hY : ContinuousOn Y (Icc 0 (κ*T)) := - (hw.time_continuousOn T z hz).comp (continuous_id.div_const κ).continuousOn hmaps - refine ⟨hY,?_,?_,?_⟩ - · simpa only [Y,zero_div,Real.toNNReal_zero] using hw.initial_value z hz.1.1 - · intro s hs - have hi := hw.imag_antitoneOn T z hz (hmaps hs) ⟨T.coe_nonneg,le_rfl⟩ (hmaps hs).2 - simpa only [Y,Real.toNNReal_coe] using hi - · intro s hs - have hs' := hmaps (Ico_subset_Icc_self hs) - have hinner : HasDerivWithinAt (fun r : ℝ => r/κ) (1/κ) - (Icc 0 (κ*T)) s := ((hasDerivAt_id s).div_const κ).hasDerivWithinAt - have hd := (hw.time_derivative T z hz (s/κ) hs').scomp s hinner hmaps - have hu : U (s/κ).toNNReal=driverValue b s := by - rw [hU _ hs'.1,mul_div_cancel₀ _ hκ.ne'] - have hd' : HasDerivWithinAt Y - ((1/κ) • (2/(Y s-(U (s/κ).toNNReal:ℂ)))) (Icc 0 (κ*T)) s := hd - have hcoef : (1/κ) • (2/(Y s-(U (s/κ).toNNReal:ℂ))) = - (a κ:ℂ)/(Y s-driverValue b s) := by - rw [hu] - simp only [Complex.real_smul,a,div_eq_mul_inv] - push_cast - ring - exact hasDerivWithinAt_Ici_of_Icc hs (hd'.congr_deriv hcoef) - -lemma surviving_iff_witness - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (T : ℝ≥0) (z : ℂ) : Surviving κ b z (κ*T) ↔ z ∈ survivingDomain γ T := by - constructor - · rintro ⟨j,hj,hmin⟩ - exact (surviving_cutoff_identifies κ hκ b U γ G F hw hU T z j hj hmin).1 - · intro hz - obtain ⟨hY,hY0,hh,hYd⟩ := rescaled_witness_trajectory κ hκ b U γ G F hw hU T z hz - exact surviving_of_positive_trajectory κ b z (κ*T) (mul_nonneg hκ.le T.coe_nonneg) - _ hY hY0 (G T z).im (hw.imag_positive T z hz) hh hYd - -lemma flow_eq_witness - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (T : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ T) : - flow κ b z (κ*T)=G T z := by - have hs := (surviving_iff_witness κ hκ b U γ G F hw hU T z).2 hz - rw [flow,dite_eq_left hs] - exact (surviving_cutoff_identifies κ hκ b U γ G F hw hU T z - (Nat.find hs) (Nat.find_spec hs).1 (Nat.find_spec hs).2).2.symm - -lemma surviving_iff_witness_real_time - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (t : ℝ) (ht : 0 ≤ t) (z : ℂ) : - Surviving κ b z t ↔ z ∈ survivingDomain γ (t/κ).toNNReal := by - have he : κ*((t/κ).toNNReal:ℝ)=t := by - rw [Real.coe_toNNReal _ (div_nonneg ht hκ.le),mul_div_cancel₀ _ hκ.ne'] - simpa only [he] using surviving_iff_witness κ hκ b U γ G F hw hU (t/κ).toNNReal z - -lemma flow_eq_witness_real_time - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (t : ℝ) (ht : 0 ≤ t) (z : ℂ) - (hz : z ∈ survivingDomain γ (t/κ).toNNReal) : - flow κ b z t=G (t/κ).toNNReal z := by - have he : κ*((t/κ).toNNReal:ℝ)=t := by - rw [Real.coe_toNNReal _ (div_nonneg ht hκ.le),mul_div_cancel₀ _ hκ.ne'] - simpa only [he] using flow_eq_witness κ hκ b U γ G F hw hU (t/κ).toNNReal z hz - -lemma inverseFlow_eq_witness - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (T : ℝ≥0) (w : ℂ) (hwH : w ∈ upperHalfPlane) : - inverseFlow κ b (κ*T) w=F T w := by - classical - have hF : F T w ∈ survivingDomain γ T := hw.2.2.2.2.2.2.1 T hwH - have hex : ∃ z : ℂ, Surviving κ b z (κ*T) ∧ flow κ b z (κ*T)=w := - ⟨F T w,(surviving_iff_witness κ hκ b U γ G F hw hU T _).2 hF, - (flow_eq_witness κ hκ b U γ G F hw hU T _ hF).trans - (hw.2.2.2.2.2.2.2.2.1 T w hwH)⟩ - rw [inverseFlow,ite_eq_left hex] - let z := Classical.epsilon (fun z => Surviving κ b z (κ*T) ∧ flow κ b z (κ*T)=w) - have hz := Classical.epsilon_spec hex - have hzH : z ∈ survivingDomain γ T := - (surviving_iff_witness κ hκ b U γ G F hw hU T z).1 hz.1 - have he : G T z=w := - (flow_eq_witness κ hκ b U γ G F hw hU T z hzH).symm.trans hz.2 - change z=F T w - calc - z=F T (G T z) := (hw.2.2.2.2.2.2.2.1 T z hzH).symm - _=F T w := congrArg (F T) he - -lemma trace_eq_witness - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (T : ℝ≥0) : trace κ b T=γ T := by - have hUT : driverValue b (κ*T)=U T := by - simpa only [Real.toNNReal_coe] using (hU T T.coe_nonneg).symm - have he : (fun ε : ℝ => inverseFlow κ b (κ*T) - (driverValue b (κ*T)+ε*Complex.I)) =ᶠ[𝓝[>] 0] - (fun ε : ℝ => F T ((U T:ℂ)+ε*Complex.I)) := by - filter_upwards [self_mem_nhdsWithin] with ε hε - change 0 < ε at hε - have hp : ((driverValue b (κ*T):ℂ)+ε*Complex.I) ∈ upperHalfPlane := by - simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im, - Complex.mul_im,Complex.ofReal_re,Complex.I_im,Complex.I_re,mul_one, - mul_zero,zero_add,add_zero] using hε - rw [inverseFlow_eq_witness κ hκ b U γ G F hw hU T _ hp,hUT] - have htip := hw.2.2.2.2.2.2.2.2.2.2.2.2 T - exact (htip.congr' he.symm).limUnder_eq - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Loewner.TargetCutoffTrajectory +import OAI.Probability.SLE.LoewnerReflection + +namespace OAI + +/-! Identification of the prescribed Euler flow with an actual capacity-two +Loewner witness, including its geometric surviving domain. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Target + +private lemma negative_clock_coefficient (κ : ℝ) (hκ : 0 < κ) (w : ℂ) : + ((-κ:ℝ):ℂ) * ((a κ:ℂ)/w) = -2*w⁻¹ := by + have hc : (κ:ℂ)*(a κ:ℂ)=2 := by + rw [← Complex.ofReal_mul] + have hr : κ*a κ=2 := by dsimp [a]; field_simp [hκ.ne'] + rw [hr] + norm_num + calc + ((-κ:ℝ):ℂ) * ((a κ:ℂ)/w) = -((κ:ℂ)*(a κ:ℂ))*w⁻¹ := by + simp only [Complex.ofReal_neg,div_eq_mul_inv] + ring + _ = -2*w⁻¹ := by rw [hc] + +lemma surviving_cutoff_identifies + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (T : ℝ≥0) (z : ℂ) (j : ℕ) (hj : 1 ≤ j) + (hmin : (j:ℝ)⁻¹ < sInf + ((fun s : ℝ => (cutoffFlow κ b j z s).im) '' Icc 0 (κ*T))) : + z ∈ survivingDomain γ T ∧ G T z=cutoffFlow κ b j z (κ*T) := by + let Q (s : ℝ) := cutoffFlow κ b j z (κ*((T:ℝ)-s)) + let w := cutoffFlow κ b j z (κ*T) + have hj0 : (0:ℝ) κ*((T:ℝ)-r)) (Icc 0 (T:ℝ)) (Ici 0) := by + intro r hr + exact mul_nonneg hκ.le (sub_nonneg.mpr hr.2) + have hinner : HasDerivWithinAt (fun r : ℝ => κ*((T:ℝ)-r)) (-κ) + (Icc 0 (T:ℝ)) s := by + simpa using (((hasDerivAt_id s).const_sub (T:ℝ)).const_mul κ).hasDerivWithinAt + have hd := (cutoffFlow_hasDerivWithinAt κ b j hj z _ ht.1).scomp s hinner hmaps + have hd' : HasDerivWithinAt Q + ((-κ) • cutoffField κ b j (κ*((T:ℝ)-s)) (Q s)) (Icc 0 (T:ℝ)) s := hd + apply hd'.congr_deriv + have hh : (j:ℝ)⁻¹ ≤ (Q s).im := (hheight _ ht).le + rw [cutoffField_eq_reciprocal κ b j _ (Q s) + (cutoff_inactive_of_height j hj _ _ hh)] + simp only [Complex.real_smul] + rw [negative_clock_coefficient κ hκ,reverseField,reverseCenter_eq hh,hU _ hs0] + have hback := hw.reverse_flow_identifies T w ha hwheight Q hQ0 hQd + have hzF : z=F T w := by + simpa only [Q,sub_self,mul_zero,cutoffFlow_zero κ b j hj z] using hback + have hwH : w ∈ upperHalfPlane := ha.trans_le hwheight + constructor + · rw [hzF] + exact hw.2.2.2.2.2.2.1 T hwH + · change G T z=w + exact (congrArg (G T) hzF).trans (hw.2.2.2.2.2.2.2.2.1 T w hwH) + +private lemma rescaled_witness_trajectory + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (T : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ T) : + let Y := fun s : ℝ => G (s/κ).toNNReal z + ContinuousOn Y (Icc 0 (κ*T)) ∧ Y 0=z ∧ + (∀ s ∈ Icc 0 (κ*T), (G T z).im ≤ (Y s).im) ∧ + (∀ s ∈ Ico 0 (κ*T), HasDerivWithinAt Y + ((a κ:ℂ)/(Y s-driverValue b s)) (Ici s) s) := by + let Y := fun s : ℝ => G (s/κ).toNNReal z + have hmaps : MapsTo (fun s : ℝ => s/κ) (Icc 0 (κ*T)) (Icc 0 (T:ℝ)) := by + intro s hs + exact ⟨div_nonneg hs.1 hκ.le,(div_le_iff₀ hκ).2 (by simpa only [mul_comm] using hs.2)⟩ + have hY : ContinuousOn Y (Icc 0 (κ*T)) := + (hw.time_continuousOn T z hz).comp (continuous_id.div_const κ).continuousOn hmaps + refine ⟨hY,?_,?_,?_⟩ + · simpa only [Y,zero_div,Real.toNNReal_zero] using hw.initial_value z hz.1.1 + · intro s hs + have hi := hw.imag_antitoneOn T z hz (hmaps hs) ⟨T.coe_nonneg,le_rfl⟩ (hmaps hs).2 + simpa only [Y,Real.toNNReal_coe] using hi + · intro s hs + have hs' := hmaps (Ico_subset_Icc_self hs) + have hinner : HasDerivWithinAt (fun r : ℝ => r/κ) (1/κ) + (Icc 0 (κ*T)) s := ((hasDerivAt_id s).div_const κ).hasDerivWithinAt + have hd := (hw.time_derivative T z hz (s/κ) hs').scomp s hinner hmaps + have hu : U (s/κ).toNNReal=driverValue b s := by + rw [hU _ hs'.1,mul_div_cancel₀ _ hκ.ne'] + have hd' : HasDerivWithinAt Y + ((1/κ) • (2/(Y s-(U (s/κ).toNNReal:ℂ)))) (Icc 0 (κ*T)) s := hd + have hcoef : (1/κ) • (2/(Y s-(U (s/κ).toNNReal:ℂ))) = + (a κ:ℂ)/(Y s-driverValue b s) := by + rw [hu] + simp only [Complex.real_smul,a,div_eq_mul_inv] + push_cast + ring + exact hasDerivWithinAt_Ici_of_Icc hs (hd'.congr_deriv hcoef) + +lemma surviving_iff_witness + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (T : ℝ≥0) (z : ℂ) : Surviving κ b z (κ*T) ↔ z ∈ survivingDomain γ T := by + constructor + · rintro ⟨j,hj,hmin⟩ + exact (surviving_cutoff_identifies κ hκ b U γ G F hw hU T z j hj hmin).1 + · intro hz + obtain ⟨hY,hY0,hh,hYd⟩ := rescaled_witness_trajectory κ hκ b U γ G F hw hU T z hz + exact surviving_of_positive_trajectory κ b z (κ*T) (mul_nonneg hκ.le T.coe_nonneg) + _ hY hY0 (G T z).im (hw.imag_positive T z hz) hh hYd + +lemma flow_eq_witness + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (T : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ T) : + flow κ b z (κ*T)=G T z := by + have hs := (surviving_iff_witness κ hκ b U γ G F hw hU T z).2 hz + rw [flow,dite_eq_left hs] + exact (surviving_cutoff_identifies κ hκ b U γ G F hw hU T z + (Nat.find hs) (Nat.find_spec hs).1 (Nat.find_spec hs).2).2.symm + +lemma surviving_iff_witness_real_time + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (t : ℝ) (ht : 0 ≤ t) (z : ℂ) : + Surviving κ b z t ↔ z ∈ survivingDomain γ (t/κ).toNNReal := by + have he : κ*((t/κ).toNNReal:ℝ)=t := by + rw [Real.coe_toNNReal _ (div_nonneg ht hκ.le),mul_div_cancel₀ _ hκ.ne'] + simpa only [he] using surviving_iff_witness κ hκ b U γ G F hw hU (t/κ).toNNReal z + +lemma flow_eq_witness_real_time + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (t : ℝ) (ht : 0 ≤ t) (z : ℂ) + (hz : z ∈ survivingDomain γ (t/κ).toNNReal) : + flow κ b z t=G (t/κ).toNNReal z := by + have he : κ*((t/κ).toNNReal:ℝ)=t := by + rw [Real.coe_toNNReal _ (div_nonneg ht hκ.le),mul_div_cancel₀ _ hκ.ne'] + simpa only [he] using flow_eq_witness κ hκ b U γ G F hw hU (t/κ).toNNReal z hz + +lemma inverseFlow_eq_witness + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (T : ℝ≥0) (w : ℂ) (hwH : w ∈ upperHalfPlane) : + inverseFlow κ b (κ*T) w=F T w := by + classical + have hF : F T w ∈ survivingDomain γ T := hw.2.2.2.2.2.2.1 T hwH + have hex : ∃ z : ℂ, Surviving κ b z (κ*T) ∧ flow κ b z (κ*T)=w := + ⟨F T w,(surviving_iff_witness κ hκ b U γ G F hw hU T _).2 hF, + (flow_eq_witness κ hκ b U γ G F hw hU T _ hF).trans + (hw.2.2.2.2.2.2.2.2.1 T w hwH)⟩ + rw [inverseFlow,ite_eq_left hex] + let z := Classical.epsilon (fun z => Surviving κ b z (κ*T) ∧ flow κ b z (κ*T)=w) + have hz := Classical.epsilon_spec hex + have hzH : z ∈ survivingDomain γ T := + (surviving_iff_witness κ hκ b U γ G F hw hU T z).1 hz.1 + have he : G T z=w := + (flow_eq_witness κ hκ b U γ G F hw hU T z hzH).symm.trans hz.2 + change z=F T w + calc + z=F T (G T z) := (hw.2.2.2.2.2.2.2.1 T z hzH).symm + _=F T w := congrArg (F T) he + +lemma trace_eq_witness + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (T : ℝ≥0) : trace κ b T=γ T := by + have hUT : driverValue b (κ*T)=U T := by + simpa only [Real.toNNReal_coe] using (hU T T.coe_nonneg).symm + have he : (fun ε : ℝ => inverseFlow κ b (κ*T) + (driverValue b (κ*T)+ε*Complex.I)) =ᶠ[𝓝[>] 0] + (fun ε : ℝ => F T ((U T:ℂ)+ε*Complex.I)) := by + filter_upwards [self_mem_nhdsWithin] with ε hε + change 0 < ε at hε + have hp : ((driverValue b (κ*T):ℂ)+ε*Complex.I) ∈ upperHalfPlane := by + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im, + Complex.mul_im,Complex.ofReal_re,Complex.I_im,Complex.I_re,mul_one, + mul_zero,zero_add,add_zero] using hε + rw [inverseFlow_eq_witness κ hκ b U γ G F hw hU T _ hp,hUT] + have htip := hw.2.2.2.2.2.2.2.2.2.2.2.2 T + exact (htip.congr' he.symm).limUnder_eq + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetFlowInjectivity.lean b/lean/OAI/Probability/SLE/Angle/TargetFlowInjectivity.lean index 1a8555aa762629f7d6d46b98fb975e7563d777c3..e28bf2a3a5c118f89ed49139789eafe2e880991d 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetFlowInjectivity.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetFlowInjectivity.lean @@ -1,70 +1,70 @@ -import OAI.Probability.SLE.Angle.TargetFlowMeasurability - -namespace OAI - -/-! The raw cutoff construction retains injectivity on the surviving -domain. This is used to construct its inverse as a measurable map. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -lemma cutoffFlow_injective (κ : ℝ) (b : Driver) (j : ℕ) (hj : 1 ≤ j) - (T : ℝ) (hT : 0 ≤ T) : Function.Injective (fun z => cutoffFlow κ b j z T) := by - intro z w he - obtain ⟨L,K,hL,hK⟩ := cutoffField_bounds κ j hj - have hd (z : ℂ) (t : ℝ) (ht : t ∈ Ioc 0 T) : - HasDerivWithinAt (cutoffFlow κ b j z) - (cutoffField κ b j t (cutoffFlow κ b j z t)) (Iic t) t := - ((cutoffFlow_hasDerivWithinAt κ b j hj z t ht.1.le).hasDerivAt - (Ici_mem_nhds ht.1)).hasDerivWithinAt - have heq := ODE_solution_unique_of_mem_Icc_left (s := fun _ => univ) - (fun t _ => (hK b t).lipschitzOnWith) - ((cutoffFlow_continuousOn κ b j hj z).mono Icc_subset_Ici_self) (hd z) - (fun _ _ => mem_univ _) ((cutoffFlow_continuousOn κ b j hj w).mono Icc_subset_Ici_self) - (hd w) (fun _ _ => mem_univ _) he - have hz := heq (show (0:ℝ) ∈ Icc 0 T from ⟨le_rfl,hT⟩) - simpa only [cutoffFlow_zero κ b j hj] using hz - -lemma surviving_common_cutoff - (κ : ℝ) (b : Driver) (z : ℂ) (T : ℝ) (hT : 0 ≤ T) - (hs : Surviving κ b z T) (j : ℕ) (hj : Nat.find hs ≤ j) : - cutoffFlow κ b j z T = flow κ b z T := by - let k := Nat.find hs - have hk : 1 ≤ k := (Nat.find_spec hs).1 - have hj' : 1 ≤ j := hk.trans hj - have hinv : (j:ℝ)⁻¹ ≤ (k:ℝ)⁻¹ := - inv_anti₀ (by exact_mod_cast (Nat.succ_le_iff.mp hk) : (0:ℝ) hinv.trans (hheight t ht).le) hderiv T ⟨hT,le_rfl⟩ - simpa only [flow,dite_eq_left hs] using he - -lemma flow_injOn_surviving (κ : ℝ) (b : Driver) (T : ℝ) (hT : 0 ≤ T) : - InjOn (fun z => flow κ b z T) {z | Surviving κ b z T} := by - intro z hz w hw he - let j := max (Nat.find hz) (Nat.find hw) - have hj : 1 ≤ j := (Nat.find_spec hz).1.trans (le_max_left _ _) - apply cutoffFlow_injective κ b j hj T hT - change cutoffFlow κ b j z T = cutoffFlow κ b j w T - rw [surviving_common_cutoff κ b z T hT hz j (le_max_left _ _), - surviving_common_cutoff κ b w T hT hw j (le_max_right _ _)] - exact he - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetFlowMeasurability + +namespace OAI + +/-! The raw cutoff construction retains injectivity on the surviving +domain. This is used to construct its inverse as a measurable map. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma cutoffFlow_injective (κ : ℝ) (b : Driver) (j : ℕ) (hj : 1 ≤ j) + (T : ℝ) (hT : 0 ≤ T) : Function.Injective (fun z => cutoffFlow κ b j z T) := by + intro z w he + obtain ⟨L,K,hL,hK⟩ := cutoffField_bounds κ j hj + have hd (z : ℂ) (t : ℝ) (ht : t ∈ Ioc 0 T) : + HasDerivWithinAt (cutoffFlow κ b j z) + (cutoffField κ b j t (cutoffFlow κ b j z t)) (Iic t) t := + ((cutoffFlow_hasDerivWithinAt κ b j hj z t ht.1.le).hasDerivAt + (Ici_mem_nhds ht.1)).hasDerivWithinAt + have heq := ODE_solution_unique_of_mem_Icc_left (s := fun _ => univ) + (fun t _ => (hK b t).lipschitzOnWith) + ((cutoffFlow_continuousOn κ b j hj z).mono Icc_subset_Ici_self) (hd z) + (fun _ _ => mem_univ _) ((cutoffFlow_continuousOn κ b j hj w).mono Icc_subset_Ici_self) + (hd w) (fun _ _ => mem_univ _) he + have hz := heq (show (0:ℝ) ∈ Icc 0 T from ⟨le_rfl,hT⟩) + simpa only [cutoffFlow_zero κ b j hj] using hz + +lemma surviving_common_cutoff + (κ : ℝ) (b : Driver) (z : ℂ) (T : ℝ) (hT : 0 ≤ T) + (hs : Surviving κ b z T) (j : ℕ) (hj : Nat.find hs ≤ j) : + cutoffFlow κ b j z T = flow κ b z T := by + let k := Nat.find hs + have hk : 1 ≤ k := (Nat.find_spec hs).1 + have hj' : 1 ≤ j := hk.trans hj + have hinv : (j:ℝ)⁻¹ ≤ (k:ℝ)⁻¹ := + inv_anti₀ (by exact_mod_cast (Nat.succ_le_iff.mp hk) : (0:ℝ) hinv.trans (hheight t ht).le) hderiv T ⟨hT,le_rfl⟩ + simpa only [flow,dite_eq_left hs] using he + +lemma flow_injOn_surviving (κ : ℝ) (b : Driver) (T : ℝ) (hT : 0 ≤ T) : + InjOn (fun z => flow κ b z T) {z | Surviving κ b z T} := by + intro z hz w hw he + let j := max (Nat.find hz) (Nat.find hw) + have hj : 1 ≤ j := (Nat.find_spec hz).1.trans (le_max_left _ _) + apply cutoffFlow_injective κ b j hj T hT + change cutoffFlow κ b j z T = cutoffFlow κ b j w T + rw [surviving_common_cutoff κ b z T hT hz j (le_max_left _ _), + surviving_common_cutoff κ b w T hT hw j (le_max_right _ _)] + exact he + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetFlowMeasurability.lean b/lean/OAI/Probability/SLE/Angle/TargetFlowMeasurability.lean index c9e0d5ec0fe854fda4f3ad09807ff3f3824cbd2d..dc1137c68f3cc021e50a74d27601718aafb9bde4 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetFlowMeasurability.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetFlowMeasurability.lean @@ -1,160 +1,160 @@ -import OAI.Probability.SLE.Loewner.TargetCutoffMeasurability - -namespace OAI - -/-! A measurable compact minimum gives the exact countable survival -criterion, and therefore measurability of the prescribed uncut flow. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -def cutoffMinimum (κ : ℝ) (j : ℕ) (b : Driver) (z : ℂ) (T : ℝ≥0) : ℝ≥0∞ := - ⨅ r : unitInterval, ENNReal.ofReal (cutoffFlow κ b j z ((T : ℝ)*r)).im - -lemma cutoffMinimum_eq (κ : ℝ) (j : ℕ) (b : Driver) (z : ℂ) (T : ℝ≥0) : - cutoffMinimum κ j b z T = - ENNReal.ofReal (sInf ((fun u : ℝ => (cutoffFlow κ b j z u).im) '' Icc 0 (T : ℝ))) := by - have hrange : Set.range (fun r : unitInterval => (T : ℝ)*r) = Icc 0 (T : ℝ) := by - ext u - constructor - · rintro ⟨r,rfl⟩ - exact ⟨mul_nonneg T.coe_nonneg r.2.1, - by simpa only [mul_one] using mul_le_mul_of_nonneg_left r.2.2 T.coe_nonneg⟩ - · intro hu - by_cases hT : (T : ℝ)=0 - · refine ⟨0,?_⟩ - have hu0 : u=0 := le_antisymm (by simpa only [hT] using hu.2) hu.1 - simp only [hT,zero_mul,hu0] - · have hT0 : 0 < (T : ℝ) := lt_of_le_of_ne T.coe_nonneg (Ne.symm hT) - refine ⟨⟨u/T,div_nonneg hu.1 T.coe_nonneg,(div_le_one hT0).mpr hu.2⟩,?_⟩ - field_simp [hT] - have himage : Set.range (fun r : unitInterval => - (cutoffFlow κ b j z ((T : ℝ)*r)).im) = - (fun u : ℝ => (cutoffFlow κ b j z u).im) '' Icc 0 (T : ℝ) := by - rw [← hrange] - exact Set.range_comp (fun u : ℝ => (cutoffFlow κ b j z u).im) - (fun r : unitInterval => (T : ℝ)*r) - unfold cutoffMinimum - rw [← ENNReal.ofReal_iInf] - congr 1 - change sInf _ = sInf _ - rw [himage] - -lemma measurable_cutoffMinimum (κ : ℝ) (j : ℕ) (hj : 1 ≤ j) : - Measurable (fun q : ℝ≥0 × (Driver × ℂ) => cutoffMinimum κ j q.2.1 q.2.2 q.1) := by - have hm : Measurable (⨅ r : unitInterval, fun q : ℝ≥0 × (Driver × ℂ) => - ENNReal.ofReal (cutoffFlow κ q.2.1 j q.2.2 ((q.1 : ℝ)*r)).im) := by - apply measurable_iInf_of_upperSemicontinuous - · intro r - let s : ℝ≥0 := ⟨(r : ℝ),r.2.1⟩ - have hm := (measurable_cutoffFlow κ j hj).comp - ((measurable_fst.mul_const s).prodMk measurable_snd) - exact (Complex.measurable_im.comp hm).ennreal_ofReal - · intro q - have hc : Continuous (fun r : unitInterval => cutoffFlow κ q.2.1 j q.2.2 - ((q.1 : ℝ)*r)) := - (cutoffFlow_continuousOn κ q.2.1 j hj q.2.2).comp_continuous - (continuous_const.mul continuous_subtype_val) - (fun r => mul_nonneg q.1.coe_nonneg r.2.1) - exact (ENNReal.continuous_ofReal.comp (Complex.continuous_im.comp hc)).upperSemicontinuous - change Measurable (fun q : ℝ≥0 × (Driver × ℂ) => - (⨅ r : unitInterval, fun p : ℝ≥0 × (Driver × ℂ) => - ENNReal.ofReal (cutoffFlow κ p.2.1 j p.2.2 ((p.1 : ℝ)*r)).im) q) at hm - simpa only [iInf_apply,cutoffMinimum] using hm - -lemma cutoff_survival_iff_minimum (κ : ℝ) (j : ℕ) (_hj : 1 ≤ j) - (b : Driver) (z : ℂ) (T : ℝ≥0) : - (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ b j z u).im) '' Icc 0 (T : ℝ)) ↔ - ENNReal.ofReal ((j : ℝ)⁻¹) < cutoffMinimum κ j b z T := by - rw [cutoffMinimum_eq] - exact (ENNReal.ofReal_lt_ofReal_iff_of_nonneg (inv_nonneg.mpr (Nat.cast_nonneg j))).symm - -lemma measurableSet_cutoff_survival (κ : ℝ) (j : ℕ) : - MeasurableSet {q : ℝ≥0 × (Driver × ℂ) | 1 ≤ j ∧ - (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ q.2.1 j q.2.2 u).im) '' - Icc 0 (q.1 : ℝ))} := by - by_cases hj : 1 ≤ j - · have he : {q : ℝ≥0 × (Driver × ℂ) | 1 ≤ j ∧ - (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ q.2.1 j q.2.2 u).im) '' - Icc 0 (q.1 : ℝ))} = - {q | ENNReal.ofReal ((j : ℝ)⁻¹) < cutoffMinimum κ j q.2.1 q.2.2 q.1} := by - ext q - simp only [mem_ofPred_eq,and_iff_right hj,cutoff_survival_iff_minimum κ j hj] - rw [he] - exact measurableSet_lt measurable_const (measurable_cutoffMinimum κ j hj) - · simp only [hj,false_and,ofPred_false,MeasurableSet.empty] - -lemma measurableSet_surviving (κ : ℝ) : - MeasurableSet {q : ℝ≥0 × (Driver × ℂ) | Surviving κ q.2.1 q.2.2 q.1} := by - change MeasurableSet {q : ℝ≥0 × (Driver × ℂ) | ∃ j : ℕ, 1 ≤ j ∧ - (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ q.2.1 j q.2.2 u).im) '' Icc 0 (q.1 : ℝ))} - simp only [ofPred_exists] - exact MeasurableSet.iUnion (measurableSet_cutoff_survival κ) - -lemma measurable_flow (κ : ℝ) : - Measurable (fun q : ℝ≥0 × (Driver × ℂ) => flow κ q.2.1 q.2.2 q.1) := by - let S : Set (ℝ≥0 × (Driver × ℂ)) := {q | Surviving κ q.2.1 q.2.2 q.1} - let f (j : ℕ) (q : S) : ℂ := - if 1 ≤ j then cutoffFlow κ q.1.2.1 j q.1.2.2 q.1.1 else 0 - have hf (j : ℕ) : Measurable (f j) := by - by_cases hj : 1 ≤ j - · simpa only [f,ite_eq_left hj,Function.comp_def] using - (measurable_cutoffFlow κ j hj).comp measurable_subtype_coe - · simp only [f,ite_eq_right hj] - exact measurable_const - have hp (j : ℕ) : MeasurableSet {q : S | 1 ≤ j ∧ - (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ q.1.2.1 j q.1.2.2 u).im) '' - Icc 0 (q.1.1 : ℝ))} := - measurable_subtype_coe (measurableSet_cutoff_survival κ j) - have hm := (Measurable.find hf hp (fun q : S => q.2)).dite - (g := fun _ : (Sᶜ : Set (ℝ≥0 × (Driver × ℂ))) => (0 : ℂ)) - measurable_const (measurableSet_surviving κ) - convert hm using 1 - funext q - by_cases hq : Surviving κ q.2.1 q.2.2 q.1 - · simp only [flow,S,mem_ofPred_eq,dite_eq_left hq,f,ite_eq_left (Nat.find_spec hq).1] - · simp only [flow,S,mem_ofPred_eq,dite_eq_right hq] - -lemma surviving_flow_eq_of_driver_prefix (κ : ℝ) (b c : Driver) (z : ℂ) - (T : ℝ) (hT : 0 ≤ T) - (he : ∀ s ∈ Icc 0 T, driverValue b s = driverValue c s) : - (Surviving κ b z T ↔ Surviving κ c z T) ∧ flow κ b z T = flow κ c z T := by - have hp (j : ℕ) : - (1 ≤ j ∧ (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ b j z u).im) '' Icc 0 T)) ↔ - (1 ≤ j ∧ (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ c j z u).im) '' Icc 0 T)) := by - by_cases hj : 1 ≤ j - · have hi : (fun u : ℝ => (cutoffFlow κ b j z u).im) '' Icc 0 T = - (fun u : ℝ => (cutoffFlow κ c j z u).im) '' Icc 0 T := by - apply image_congr - intro u hu - rw [cutoffFlow_eq_of_driver_prefix κ b c j hj z T hT he u hu] - rw [hi] - · simp only [hj,false_and] - have hs : Surviving κ b z T ↔ Surviving κ c z T := exists_congr hp - refine ⟨hs,?_⟩ - by_cases hb : Surviving κ b z T - · have hc := hs.mp hb - have hn : Nat.find hb = Nat.find hc := Nat.find_congr' (fun {j} => hp j) - rw [flow,dite_eq_left hb,flow,dite_eq_left hc,← hn] - exact cutoffFlow_eq_of_driver_prefix κ b c (Nat.find hb) (Nat.find_spec hb).1 - z T hT he T ⟨hT,le_rfl⟩ - · have hc : ¬Surviving κ c z T := fun hc => hb (hs.mpr hc) - simp only [flow,dite_eq_right hb,dite_eq_right hc] - -lemma surviving_flow_stopDriver (κ : ℝ) (b : Driver) (z : ℂ) (T t : ℝ≥0) - (ht : t ≤ T) : - (Surviving κ (stopDriver b T) z t ↔ Surviving κ b z t) ∧ - flow κ (stopDriver b T) z t = flow κ b z t := by - apply surviving_flow_eq_of_driver_prefix κ _ _ z t t.coe_nonneg - intro s hs - simp only [driverValue,stopDriver_apply, - min_eq_left (Real.toNNReal_le_iff_le_coe.mpr (hs.2.trans (show (t : ℝ) ≤ T from ht)))] - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Loewner.TargetCutoffMeasurability + +namespace OAI + +/-! A measurable compact minimum gives the exact countable survival +criterion, and therefore measurability of the prescribed uncut flow. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +def cutoffMinimum (κ : ℝ) (j : ℕ) (b : Driver) (z : ℂ) (T : ℝ≥0) : ℝ≥0∞ := + ⨅ r : unitInterval, ENNReal.ofReal (cutoffFlow κ b j z ((T : ℝ)*r)).im + +lemma cutoffMinimum_eq (κ : ℝ) (j : ℕ) (b : Driver) (z : ℂ) (T : ℝ≥0) : + cutoffMinimum κ j b z T = + ENNReal.ofReal (sInf ((fun u : ℝ => (cutoffFlow κ b j z u).im) '' Icc 0 (T : ℝ))) := by + have hrange : Set.range (fun r : unitInterval => (T : ℝ)*r) = Icc 0 (T : ℝ) := by + ext u + constructor + · rintro ⟨r,rfl⟩ + exact ⟨mul_nonneg T.coe_nonneg r.2.1, + by simpa only [mul_one] using mul_le_mul_of_nonneg_left r.2.2 T.coe_nonneg⟩ + · intro hu + by_cases hT : (T : ℝ)=0 + · refine ⟨0,?_⟩ + have hu0 : u=0 := le_antisymm (by simpa only [hT] using hu.2) hu.1 + simp only [hT,zero_mul,hu0] + · have hT0 : 0 < (T : ℝ) := lt_of_le_of_ne T.coe_nonneg (Ne.symm hT) + refine ⟨⟨u/T,div_nonneg hu.1 T.coe_nonneg,(div_le_one hT0).mpr hu.2⟩,?_⟩ + field_simp [hT] + have himage : Set.range (fun r : unitInterval => + (cutoffFlow κ b j z ((T : ℝ)*r)).im) = + (fun u : ℝ => (cutoffFlow κ b j z u).im) '' Icc 0 (T : ℝ) := by + rw [← hrange] + exact Set.range_comp (fun u : ℝ => (cutoffFlow κ b j z u).im) + (fun r : unitInterval => (T : ℝ)*r) + unfold cutoffMinimum + rw [← ENNReal.ofReal_iInf] + congr 1 + change sInf _ = sInf _ + rw [himage] + +lemma measurable_cutoffMinimum (κ : ℝ) (j : ℕ) (hj : 1 ≤ j) : + Measurable (fun q : ℝ≥0 × (Driver × ℂ) => cutoffMinimum κ j q.2.1 q.2.2 q.1) := by + have hm : Measurable (⨅ r : unitInterval, fun q : ℝ≥0 × (Driver × ℂ) => + ENNReal.ofReal (cutoffFlow κ q.2.1 j q.2.2 ((q.1 : ℝ)*r)).im) := by + apply measurable_iInf_of_upperSemicontinuous + · intro r + let s : ℝ≥0 := ⟨(r : ℝ),r.2.1⟩ + have hm := (measurable_cutoffFlow κ j hj).comp + ((measurable_fst.mul_const s).prodMk measurable_snd) + exact (Complex.measurable_im.comp hm).ennreal_ofReal + · intro q + have hc : Continuous (fun r : unitInterval => cutoffFlow κ q.2.1 j q.2.2 + ((q.1 : ℝ)*r)) := + (cutoffFlow_continuousOn κ q.2.1 j hj q.2.2).comp_continuous + (continuous_const.mul continuous_subtype_val) + (fun r => mul_nonneg q.1.coe_nonneg r.2.1) + exact (ENNReal.continuous_ofReal.comp (Complex.continuous_im.comp hc)).upperSemicontinuous + change Measurable (fun q : ℝ≥0 × (Driver × ℂ) => + (⨅ r : unitInterval, fun p : ℝ≥0 × (Driver × ℂ) => + ENNReal.ofReal (cutoffFlow κ p.2.1 j p.2.2 ((p.1 : ℝ)*r)).im) q) at hm + simpa only [iInf_apply,cutoffMinimum] using hm + +lemma cutoff_survival_iff_minimum (κ : ℝ) (j : ℕ) (_hj : 1 ≤ j) + (b : Driver) (z : ℂ) (T : ℝ≥0) : + (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ b j z u).im) '' Icc 0 (T : ℝ)) ↔ + ENNReal.ofReal ((j : ℝ)⁻¹) < cutoffMinimum κ j b z T := by + rw [cutoffMinimum_eq] + exact (ENNReal.ofReal_lt_ofReal_iff_of_nonneg (inv_nonneg.mpr (Nat.cast_nonneg j))).symm + +lemma measurableSet_cutoff_survival (κ : ℝ) (j : ℕ) : + MeasurableSet {q : ℝ≥0 × (Driver × ℂ) | 1 ≤ j ∧ + (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ q.2.1 j q.2.2 u).im) '' + Icc 0 (q.1 : ℝ))} := by + by_cases hj : 1 ≤ j + · have he : {q : ℝ≥0 × (Driver × ℂ) | 1 ≤ j ∧ + (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ q.2.1 j q.2.2 u).im) '' + Icc 0 (q.1 : ℝ))} = + {q | ENNReal.ofReal ((j : ℝ)⁻¹) < cutoffMinimum κ j q.2.1 q.2.2 q.1} := by + ext q + simp only [mem_ofPred_eq,and_iff_right hj,cutoff_survival_iff_minimum κ j hj] + rw [he] + exact measurableSet_lt measurable_const (measurable_cutoffMinimum κ j hj) + · simp only [hj,false_and,ofPred_false,MeasurableSet.empty] + +lemma measurableSet_surviving (κ : ℝ) : + MeasurableSet {q : ℝ≥0 × (Driver × ℂ) | Surviving κ q.2.1 q.2.2 q.1} := by + change MeasurableSet {q : ℝ≥0 × (Driver × ℂ) | ∃ j : ℕ, 1 ≤ j ∧ + (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ q.2.1 j q.2.2 u).im) '' Icc 0 (q.1 : ℝ))} + simp only [ofPred_exists] + exact MeasurableSet.iUnion (measurableSet_cutoff_survival κ) + +lemma measurable_flow (κ : ℝ) : + Measurable (fun q : ℝ≥0 × (Driver × ℂ) => flow κ q.2.1 q.2.2 q.1) := by + let S : Set (ℝ≥0 × (Driver × ℂ)) := {q | Surviving κ q.2.1 q.2.2 q.1} + let f (j : ℕ) (q : S) : ℂ := + if 1 ≤ j then cutoffFlow κ q.1.2.1 j q.1.2.2 q.1.1 else 0 + have hf (j : ℕ) : Measurable (f j) := by + by_cases hj : 1 ≤ j + · simpa only [f,ite_eq_left hj,Function.comp_def] using + (measurable_cutoffFlow κ j hj).comp measurable_subtype_coe + · simp only [f,ite_eq_right hj] + exact measurable_const + have hp (j : ℕ) : MeasurableSet {q : S | 1 ≤ j ∧ + (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ q.1.2.1 j q.1.2.2 u).im) '' + Icc 0 (q.1.1 : ℝ))} := + measurable_subtype_coe (measurableSet_cutoff_survival κ j) + have hm := (Measurable.find hf hp (fun q : S => q.2)).dite + (g := fun _ : (Sᶜ : Set (ℝ≥0 × (Driver × ℂ))) => (0 : ℂ)) + measurable_const (measurableSet_surviving κ) + convert hm using 1 + funext q + by_cases hq : Surviving κ q.2.1 q.2.2 q.1 + · simp only [flow,S,mem_ofPred_eq,dite_eq_left hq,f,ite_eq_left (Nat.find_spec hq).1] + · simp only [flow,S,mem_ofPred_eq,dite_eq_right hq] + +lemma surviving_flow_eq_of_driver_prefix (κ : ℝ) (b c : Driver) (z : ℂ) + (T : ℝ) (hT : 0 ≤ T) + (he : ∀ s ∈ Icc 0 T, driverValue b s = driverValue c s) : + (Surviving κ b z T ↔ Surviving κ c z T) ∧ flow κ b z T = flow κ c z T := by + have hp (j : ℕ) : + (1 ≤ j ∧ (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ b j z u).im) '' Icc 0 T)) ↔ + (1 ≤ j ∧ (j : ℝ)⁻¹ < sInf ((fun u : ℝ => (cutoffFlow κ c j z u).im) '' Icc 0 T)) := by + by_cases hj : 1 ≤ j + · have hi : (fun u : ℝ => (cutoffFlow κ b j z u).im) '' Icc 0 T = + (fun u : ℝ => (cutoffFlow κ c j z u).im) '' Icc 0 T := by + apply image_congr + intro u hu + rw [cutoffFlow_eq_of_driver_prefix κ b c j hj z T hT he u hu] + rw [hi] + · simp only [hj,false_and] + have hs : Surviving κ b z T ↔ Surviving κ c z T := exists_congr hp + refine ⟨hs,?_⟩ + by_cases hb : Surviving κ b z T + · have hc := hs.mp hb + have hn : Nat.find hb = Nat.find hc := Nat.find_congr' (fun {j} => hp j) + rw [flow,dite_eq_left hb,flow,dite_eq_left hc,← hn] + exact cutoffFlow_eq_of_driver_prefix κ b c (Nat.find hb) (Nat.find_spec hb).1 + z T hT he T ⟨hT,le_rfl⟩ + · have hc : ¬Surviving κ c z T := fun hc => hb (hs.mpr hc) + simp only [flow,dite_eq_right hb,dite_eq_right hc] + +lemma surviving_flow_stopDriver (κ : ℝ) (b : Driver) (z : ℂ) (T t : ℝ≥0) + (ht : t ≤ T) : + (Surviving κ (stopDriver b T) z t ↔ Surviving κ b z t) ∧ + flow κ (stopDriver b T) z t = flow κ b z t := by + apply surviving_flow_eq_of_driver_prefix κ _ _ z t t.coe_nonneg + intro s hs + simp only [driverValue,stopDriver_apply, + min_eq_left (Real.toNNReal_le_iff_le_coe.mpr (hs.2.trans (show (t : ℝ) ≤ T from ht)))] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetLevelDensity.lean b/lean/OAI/Probability/SLE/Angle/TargetLevelDensity.lean index c63b09b0eba3dc6301576108613691ffe72d3d61..a175f2769198e296bd6d8ebb7c4a818309597f1a 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetLevelDensity.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetLevelDensity.lean @@ -1,134 +1,134 @@ -import OAI.Probability.SLE.Angle.TargetLevelTime -import OAI.Probability.SLE.Angle.TargetDiskRadius -import OAI.Probability.SLE.Loewner.CanonicalRadiusKernel - -namespace OAI - -/-! The prescribed finite-level density is the actual normalized stopped -Green density, with no change to its finite/infinite-time convention. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped NNReal ENNReal Topology - -namespace SLEExactGauge.Target - -private lemma alpha_eq (κ : ℝ) (_hκ : 0 < κ) : α κ=codimension κ := by - dsimp only [α,d,a,codimension,dimension] - field_simp [_hκ.ne'] - ring - -private lemma p_eq (κ : ℝ) : p κ=greenExponent κ := by - dsimp only [p,a,greenExponent] - ring - -lemma disk_center_sin_arg (θ : ℝ) : - Real.sin (Complex.arg (diskMapInv θ 0))=Real.sin θ := by - have hz : diskMapInv θ 0=Complex.exp (θ*Complex.I) := by simp [diskMapInv] - rw [hz,Complex.sin_arg,Complex.norm_exp_ofReal_mul_I,div_one, - Complex.exp_ofReal_mul_I_im] - -lemma levelDensity_eq_stoppedGreen - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0 ≤ ℓ) : - levelDensity κ θ b ℓ = - stoppedGreen κ U γ G (diskMapInv θ 0) (4*ℓ/κ)/initialGreen κ (diskMapInv θ 0) := by - let z := diskMapInv θ 0 - let u := 4*ℓ/κ - let τ := radiusLevelTime γ G z u - have hzH : z ∈ upperHalfPlane := diskMapInv_maps hθ (by simp) - have hc : 0 < 2*z.im := mul_pos (by norm_num) hzH - have hsin : 0 < Real.sin θ := Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2 - have hA : (2*z.im)^(-codimension κ) ≠ 0 := (Real.rpow_pos_of_pos hc _).ne' - have hD : (Real.sin θ)^greenExponent κ ≠ 0 := (Real.rpow_pos_of_pos hsin _).ne' - have htime := levelTime_eq_radiusLevelTime κ hκ b U hUc γ G F hw hU θ ℓ hℓ - change levelTime κ θ b ℓ=ENNReal.ofReal κ*τ at htime - by_cases hfin : τ<∞ - · obtain ⟨T,hT,hTR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z u hfin - have hτT : τ=(T:ℝ≥0∞) := radiusLevelTime_eq_of_live_level hUc hw z u T hT hTR - have htarget : levelTime κ θ b ℓ=ENNReal.ofReal (κ*(T:ℝ)) := by - rw [htime,hτT,ENNReal.ofReal_mul hκ.le,ENNReal.ofReal_coe_nnreal] - have htargetfin : levelTime κ θ b ℓ<∞ := by rw [htarget]; exact ENNReal.ofReal_lt_top - have htargreal : (levelTime κ θ b ℓ).toReal=κ*(T:ℝ) := by - rw [htarget,ENNReal.toReal_ofReal (mul_nonneg hκ.le T.coe_nonneg)] - have hsg : stoppedGreen κ U γ G z u = - ((2*z.im)*Real.exp (-u))^(-codimension κ)* - (Real.sin (Complex.arg (G T z-(U T:ℂ))))^greenExponent κ := by - change (if τ<∞ then greenDensity κ U γ G τ.toNNReal z else 0)=_ - rw [ite_eq_left hfin,hτT,ENNReal.toNNReal_coe,greenDensity,ite_eq_left hT,hTR] - have hexp : 2*a κ*α κ*ℓ=(-u)*(-codimension κ) := by - rw [alpha_eq κ hκ] - dsimp only [a,u] - field_simp [hκ.ne'] - ring - have hinit : initialGreen κ z=(2*z.im)^(-codimension κ)*(Real.sin θ)^greenExponent κ := by - rw [initialGreen] - exact congrArg (fun s : ℝ => (2*z.im)^(-codimension κ)*s^greenExponent κ) - (disk_center_sin_arg θ) - rw [levelDensity,ite_eq_left htargetfin,htargreal, - angle_eq_witness κ hκ b U γ G F hw hU θ 0 T hT,p_eq κ,hexp] - change _=stoppedGreen κ U γ G z u/initialGreen κ z - rw [hsg,hinit,Real.mul_rpow hc.le (Real.exp_pos _).le,← Real.exp_mul] - field_simp [hA,hD] - rfl - · have htop : τ=∞ := top_le_iff.mp (not_lt.mp hfin) - have htoptarget : levelTime κ θ b ℓ=∞ := by - rw [htime,htop,ENNReal.mul_top (ENNReal.ofReal_pos.mpr hκ).ne'] - rw [levelDensity,htoptarget,ite_eq_right (not_lt_of_ge le_rfl)] - change 0=(if τ<∞ then _ else 0)/_ - rw [ite_eq_right hfin,zero_div] - -lemma levelDensity_eq_canonicalFiniteDensity - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (p : C(ℝ≥0,ℝ)) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ*p t) γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → Real.sqrt κ*p s.toNNReal=driverValue b (κ*s)) - (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0 ≤ ℓ) : - ENNReal.ofReal (levelDensity κ θ b ℓ)= - canonicalFiniteDensity κ (4*ℓ/κ,diskMapInv θ 0,p) := by - rw [levelDensity_eq_stoppedGreen κ hκ b _ (p.continuous.const_mul _) γ G F hw hU θ hθ ℓ hℓ, - canonicalFiniteDensity_eq κ p hw _ (div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le)] - -theorem levelDensity_integrable_mean - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ<8) (B : ℝ≥0 → Ω → ℝ) - (hB : IsBrownianReal B P) (b : Ω → Driver) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hU : ∀ᵐ ω ∂P, ∀ s : ℝ, 0 ≤ s → - Real.sqrt κ*B s.toNNReal ω=driverValue (b ω) (κ*s)) - (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0 ≤ ℓ) : - Integrable (fun ω => levelDensity κ θ (b ω) ℓ) P ∧ - (∫ ω, levelDensity κ θ (b ω) ℓ ∂P)=1 := by - let z := diskMapInv θ 0 - let u := 4*ℓ/κ - have hz : z ∈ upperHalfPlane := diskMapInv_maps hθ (by simp) - have hu : 0 ≤ u := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le - have hp : 0 < initialGreen κ z := initialGreen_pos κ z hz - obtain ⟨hi,he⟩ := finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu - have heq : (fun ω => stoppedGreen κ (fun t => Real.sqrt κ*B t ω) - (γ ω) (G ω) z u/initialGreen κ z) =ᵐ[P] - (fun ω => levelDensity κ θ (b ω) ℓ) := by - filter_upwards [hw,hU] with ω hω hmatch - have heU : (fun t : ℝ≥0 => Real.sqrt κ*B t ω)= - (fun t : ℝ≥0 => driverValue (b ω) (κ*(t:ℝ))) := by - funext t - simpa only [Real.toNNReal_coe] using hmatch t t.coe_nonneg - have hc : Continuous (fun t : ℝ≥0 => Real.sqrt κ*B t ω) := by - rw [heU] - exact (b ω).continuous.comp (continuous_real_toNNReal.comp - (continuous_const.mul continuous_subtype_val)) - exact (levelDensity_eq_stoppedGreen κ hκ (b ω) _ hc (γ ω) - (G ω) (F ω) hω hmatch θ hθ ℓ hℓ).symm - refine ⟨(hi.div_const _).congr heq,?_⟩ - rw [← integral_congr_ae heq,integral_div,he,div_self hp.ne'] - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetLevelTime +import OAI.Probability.SLE.Angle.TargetDiskRadius +import OAI.Probability.SLE.Loewner.CanonicalRadiusKernel + +namespace OAI + +/-! The prescribed finite-level density is the actual normalized stopped +Green density, with no change to its finite/infinite-time convention. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Target + +private lemma alpha_eq (κ : ℝ) (_hκ : 0 < κ) : α κ=codimension κ := by + dsimp only [α,d,a,codimension,dimension] + field_simp [_hκ.ne'] + ring + +private lemma p_eq (κ : ℝ) : p κ=greenExponent κ := by + dsimp only [p,a,greenExponent] + ring + +lemma disk_center_sin_arg (θ : ℝ) : + Real.sin (Complex.arg (diskMapInv θ 0))=Real.sin θ := by + have hz : diskMapInv θ 0=Complex.exp (θ*Complex.I) := by simp [diskMapInv] + rw [hz,Complex.sin_arg,Complex.norm_exp_ofReal_mul_I,div_one, + Complex.exp_ofReal_mul_I_im] + +lemma levelDensity_eq_stoppedGreen + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0 ≤ ℓ) : + levelDensity κ θ b ℓ = + stoppedGreen κ U γ G (diskMapInv θ 0) (4*ℓ/κ)/initialGreen κ (diskMapInv θ 0) := by + let z := diskMapInv θ 0 + let u := 4*ℓ/κ + let τ := radiusLevelTime γ G z u + have hzH : z ∈ upperHalfPlane := diskMapInv_maps hθ (by simp) + have hc : 0 < 2*z.im := mul_pos (by norm_num) hzH + have hsin : 0 < Real.sin θ := Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2 + have hA : (2*z.im)^(-codimension κ) ≠ 0 := (Real.rpow_pos_of_pos hc _).ne' + have hD : (Real.sin θ)^greenExponent κ ≠ 0 := (Real.rpow_pos_of_pos hsin _).ne' + have htime := levelTime_eq_radiusLevelTime κ hκ b U hUc γ G F hw hU θ ℓ hℓ + change levelTime κ θ b ℓ=ENNReal.ofReal κ*τ at htime + by_cases hfin : τ<∞ + · obtain ⟨T,hT,hTR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z u hfin + have hτT : τ=(T:ℝ≥0∞) := radiusLevelTime_eq_of_live_level hUc hw z u T hT hTR + have htarget : levelTime κ θ b ℓ=ENNReal.ofReal (κ*(T:ℝ)) := by + rw [htime,hτT,ENNReal.ofReal_mul hκ.le,ENNReal.ofReal_coe_nnreal] + have htargetfin : levelTime κ θ b ℓ<∞ := by rw [htarget]; exact ENNReal.ofReal_lt_top + have htargreal : (levelTime κ θ b ℓ).toReal=κ*(T:ℝ) := by + rw [htarget,ENNReal.toReal_ofReal (mul_nonneg hκ.le T.coe_nonneg)] + have hsg : stoppedGreen κ U γ G z u = + ((2*z.im)*Real.exp (-u))^(-codimension κ)* + (Real.sin (Complex.arg (G T z-(U T:ℂ))))^greenExponent κ := by + change (if τ<∞ then greenDensity κ U γ G τ.toNNReal z else 0)=_ + rw [ite_eq_left hfin,hτT,ENNReal.toNNReal_coe,greenDensity,ite_eq_left hT,hTR] + have hexp : 2*a κ*α κ*ℓ=(-u)*(-codimension κ) := by + rw [alpha_eq κ hκ] + dsimp only [a,u] + field_simp [hκ.ne'] + ring + have hinit : initialGreen κ z=(2*z.im)^(-codimension κ)*(Real.sin θ)^greenExponent κ := by + rw [initialGreen] + exact congrArg (fun s : ℝ => (2*z.im)^(-codimension κ)*s^greenExponent κ) + (disk_center_sin_arg θ) + rw [levelDensity,ite_eq_left htargetfin,htargreal, + angle_eq_witness κ hκ b U γ G F hw hU θ 0 T hT,p_eq κ,hexp] + change _=stoppedGreen κ U γ G z u/initialGreen κ z + rw [hsg,hinit,Real.mul_rpow hc.le (Real.exp_pos _).le,← Real.exp_mul] + field_simp [hA,hD] + rfl + · have htop : τ=∞ := top_le_iff.mp (not_lt.mp hfin) + have htoptarget : levelTime κ θ b ℓ=∞ := by + rw [htime,htop,ENNReal.mul_top (ENNReal.ofReal_pos.mpr hκ).ne'] + rw [levelDensity,htoptarget,ite_eq_right (not_lt_of_ge le_rfl)] + change 0=(if τ<∞ then _ else 0)/_ + rw [ite_eq_right hfin,zero_div] + +lemma levelDensity_eq_canonicalFiniteDensity + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (p : C(ℝ≥0,ℝ)) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ*p t) γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → Real.sqrt κ*p s.toNNReal=driverValue b (κ*s)) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0 ≤ ℓ) : + ENNReal.ofReal (levelDensity κ θ b ℓ)= + canonicalFiniteDensity κ (4*ℓ/κ,diskMapInv θ 0,p) := by + rw [levelDensity_eq_stoppedGreen κ hκ b _ (p.continuous.const_mul _) γ G F hw hU θ hθ ℓ hℓ, + canonicalFiniteDensity_eq κ p hw _ (div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le)] + +theorem levelDensity_integrable_mean + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ<8) (B : ℝ≥0 → Ω → ℝ) + (hB : IsBrownianReal B P) (b : Ω → Driver) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hU : ∀ᵐ ω ∂P, ∀ s : ℝ, 0 ≤ s → + Real.sqrt κ*B s.toNNReal ω=driverValue (b ω) (κ*s)) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0 ≤ ℓ) : + Integrable (fun ω => levelDensity κ θ (b ω) ℓ) P ∧ + (∫ ω, levelDensity κ θ (b ω) ℓ ∂P)=1 := by + let z := diskMapInv θ 0 + let u := 4*ℓ/κ + have hz : z ∈ upperHalfPlane := diskMapInv_maps hθ (by simp) + have hu : 0 ≤ u := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le + have hp : 0 < initialGreen κ z := initialGreen_pos κ z hz + obtain ⟨hi,he⟩ := finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu + have heq : (fun ω => stoppedGreen κ (fun t => Real.sqrt κ*B t ω) + (γ ω) (G ω) z u/initialGreen κ z) =ᵐ[P] + (fun ω => levelDensity κ θ (b ω) ℓ) := by + filter_upwards [hw,hU] with ω hω hmatch + have heU : (fun t : ℝ≥0 => Real.sqrt κ*B t ω)= + (fun t : ℝ≥0 => driverValue (b ω) (κ*(t:ℝ))) := by + funext t + simpa only [Real.toNNReal_coe] using hmatch t t.coe_nonneg + have hc : Continuous (fun t : ℝ≥0 => Real.sqrt κ*B t ω) := by + rw [heU] + exact (b ω).continuous.comp (continuous_real_toNNReal.comp + (continuous_const.mul continuous_subtype_val)) + exact (levelDensity_eq_stoppedGreen κ hκ (b ω) _ hc (γ ω) + (G ω) (F ω) hω hmatch θ hθ ℓ hℓ).symm + refine ⟨(hi.div_const _).congr heq,?_⟩ + rw [← integral_congr_ae heq,integral_div,he,div_self hp.ne'] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetLevelMeasurability.lean b/lean/OAI/Probability/SLE/Angle/TargetLevelMeasurability.lean index 5ad28a98dde667252268309347ac4faaa247094e..d042e51bb6a6e344201c357b44995a38bd07c5d5 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetLevelMeasurability.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetLevelMeasurability.lean @@ -1,107 +1,107 @@ -import OAI.Probability.SLE.Loewner.TargetJointMeasurability - -namespace OAI - -/-! Joint angle, level and driver measurability of the exact rational -level stop and its prescribed change-of-law density. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -lemma levelTime_eq_iInf (κ θ : ℝ) (b : Driver) (ℓ : ℝ) : - levelTime κ θ b ℓ = ⨅ q : ℚ, - if 0 < q ∧ Surviving κ b (diskMapInv θ 0) q ∧ ℓ < clock κ θ b 0 q - then ENNReal.ofReal (q : ℝ) else ∞ := by - apply le_antisymm - · apply le_iInf - intro q - split_ifs with hq - · exact sInf_le ⟨q,hq.1,rfl,hq.2.1,hq.2.2⟩ - · exact le_top - · apply le_sInf - rintro t ⟨q,hq,rfl,hs,hc⟩ - exact iInf_le_of_le q (by simp only [hq,hs,hc,and_self,ite_true,le_refl]) - -lemma measurable_levelTime_joint (κ : ℝ) : - Measurable (fun p : ℝ × (ℝ × Driver) => levelTime κ p.2.1 p.2.2 p.1) := by - have he : (fun p : ℝ × (ℝ × Driver) => levelTime κ p.2.1 p.2.2 p.1) = - (fun p => ⨅ q : ℚ, - if 0 < q ∧ Surviving κ p.2.2 (diskMapInv p.2.1 0) q ∧ - p.1 < clock κ p.2.1 p.2.2 0 q - then ENNReal.ofReal (q : ℝ) else ∞) := - funext (fun p => levelTime_eq_iInf κ p.2.1 p.2.2 p.1) - rw [he] - apply Measurable.iInf - intro q - by_cases hq : (0:ℚ) < q - · let t : ℝ≥0 := NNReal.mk (q:ℝ) (Rat.cast_nonneg.mpr hq.le) - have hp : Measurable (fun p : ℝ × (ℝ × Driver) => - (t,(p.2.1,(p.2.2,(0:ℂ))))) := - measurable_const.prodMk (measurable_snd.fst.prodMk - (measurable_snd.snd.prodMk measurable_const)) - have hs : MeasurableSet {p : ℝ × (ℝ × Driver) | - Surviving κ p.2.2 (diskMapInv p.2.1 0) (q:ℝ)} := - hp (measurableSet_disk_surviving_joint κ) - have hc : Measurable (fun p : ℝ × (ℝ × Driver) => clock κ p.2.1 p.2.2 0 (q:ℝ)) := - @Measurable.comp (ℝ × (ℝ × Driver)) (ℝ≥0 × (ℝ × (Driver × ℂ))) ℝ - inferInstance inferInstance inferInstance - (fun p => clock κ p.2.1 p.2.2.1 p.2.2.2 p.1) - (fun p => (t,(p.2.1,(p.2.2,(0:ℂ))))) (measurable_clock_joint κ) hp - have hA := hs.inter (measurableSet_lt measurable_fst hc) - simpa only [hq,true_and] using - (measurable_const.ite hA measurable_const : Measurable - (fun p : ℝ × (ℝ × Driver) => - if Surviving κ p.2.2 (diskMapInv p.2.1 0) (q:ℝ) ∧ - p.1 < clock κ p.2.1 p.2.2 0 (q:ℝ) - then ENNReal.ofReal (q:ℝ) else ∞)) - · simp only [hq,false_and,ite_false] - exact measurable_const - -lemma measurable_levelTime_angle (κ ℓ : ℝ) : - Measurable (fun p : ℝ × Driver => levelTime κ p.1 p.2 ℓ) := - @Measurable.comp (ℝ × Driver) (ℝ × (ℝ × Driver)) ℝ≥0∞ - inferInstance inferInstance inferInstance - (fun p => levelTime κ p.2.1 p.2.2 p.1) (fun p => (ℓ,p)) - (measurable_levelTime_joint κ) (measurable_const.prodMk measurable_id) - -lemma measurable_levelDensity_joint (κ : ℝ) : - Measurable (fun p : ℝ × (ℝ × Driver) => levelDensity κ p.2.1 p.2.2 p.1) := by - have hτ := measurable_levelTime_joint κ - have ht : Measurable (fun p : ℝ × (ℝ × Driver) => - (levelTime κ p.2.1 p.2.2 p.1).toReal.toNNReal) := - continuous_real_toNNReal.measurable.comp hτ.ennreal_toReal - have hp : Measurable (fun p : ℝ × (ℝ × Driver) => - ((levelTime κ p.2.1 p.2.2 p.1).toReal.toNNReal, - (p.2.1,(p.2.2,(0:ℂ))))) := - ht.prodMk (measurable_snd.fst.prodMk (measurable_snd.snd.prodMk measurable_const)) - have ha : Measurable (fun p : ℝ × (ℝ × Driver) => - angle κ p.2.1 p.2.2 0 (levelTime κ p.2.1 p.2.2 p.1).toReal) := by - have hm := @Measurable.comp (ℝ × (ℝ × Driver)) (ℝ≥0 × (ℝ × (Driver × ℂ))) ℝ - inferInstance inferInstance inferInstance - (fun p => angle κ p.2.1 p.2.2.1 p.2.2.2 p.1) - (fun p => ((levelTime κ p.2.1 p.2.2 p.1).toReal.toNNReal, - (p.2.1,(p.2.2,(0:ℂ))))) (measurable_angle_joint κ) hp - simpa only [Function.comp_def,Real.toNNReal_of_nonneg ENNReal.toReal_nonneg,NNReal.coe_mk] using hm - have hb : Measurable (fun p : ℝ × (ℝ × Driver) => - Real.exp (2*a κ*α κ*p.1)* - Real.sin (angle κ p.2.1 p.2.2 0 (levelTime κ p.2.1 p.2.2 p.1).toReal)^(SLEExactGauge.Target.p κ) / - Real.sin p.2.1^(SLEExactGauge.Target.p κ)) := - ((measurable_const.mul measurable_fst).exp.mul (ha.sin.pow_const (SLEExactGauge.Target.p κ))).div - (measurable_snd.fst.sin.pow_const (SLEExactGauge.Target.p κ)) - exact hb.ite (measurableSet_lt hτ measurable_const) measurable_const - -lemma measurable_levelDensity_angle (κ ℓ : ℝ) : - Measurable (fun p : ℝ × Driver => levelDensity κ p.1 p.2 ℓ) := - @Measurable.comp (ℝ × Driver) (ℝ × (ℝ × Driver)) ℝ - inferInstance inferInstance inferInstance - (fun p => levelDensity κ p.2.1 p.2.2 p.1) (fun p => (ℓ,p)) - (measurable_levelDensity_joint κ) (measurable_const.prodMk measurable_id) - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Loewner.TargetJointMeasurability + +namespace OAI + +/-! Joint angle, level and driver measurability of the exact rational +level stop and its prescribed change-of-law density. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma levelTime_eq_iInf (κ θ : ℝ) (b : Driver) (ℓ : ℝ) : + levelTime κ θ b ℓ = ⨅ q : ℚ, + if 0 < q ∧ Surviving κ b (diskMapInv θ 0) q ∧ ℓ < clock κ θ b 0 q + then ENNReal.ofReal (q : ℝ) else ∞ := by + apply le_antisymm + · apply le_iInf + intro q + split_ifs with hq + · exact sInf_le ⟨q,hq.1,rfl,hq.2.1,hq.2.2⟩ + · exact le_top + · apply le_sInf + rintro t ⟨q,hq,rfl,hs,hc⟩ + exact iInf_le_of_le q (by simp only [hq,hs,hc,and_self,ite_true,le_refl]) + +lemma measurable_levelTime_joint (κ : ℝ) : + Measurable (fun p : ℝ × (ℝ × Driver) => levelTime κ p.2.1 p.2.2 p.1) := by + have he : (fun p : ℝ × (ℝ × Driver) => levelTime κ p.2.1 p.2.2 p.1) = + (fun p => ⨅ q : ℚ, + if 0 < q ∧ Surviving κ p.2.2 (diskMapInv p.2.1 0) q ∧ + p.1 < clock κ p.2.1 p.2.2 0 q + then ENNReal.ofReal (q : ℝ) else ∞) := + funext (fun p => levelTime_eq_iInf κ p.2.1 p.2.2 p.1) + rw [he] + apply Measurable.iInf + intro q + by_cases hq : (0:ℚ) < q + · let t : ℝ≥0 := NNReal.mk (q:ℝ) (Rat.cast_nonneg.mpr hq.le) + have hp : Measurable (fun p : ℝ × (ℝ × Driver) => + (t,(p.2.1,(p.2.2,(0:ℂ))))) := + measurable_const.prodMk (measurable_snd.fst.prodMk + (measurable_snd.snd.prodMk measurable_const)) + have hs : MeasurableSet {p : ℝ × (ℝ × Driver) | + Surviving κ p.2.2 (diskMapInv p.2.1 0) (q:ℝ)} := + hp (measurableSet_disk_surviving_joint κ) + have hc : Measurable (fun p : ℝ × (ℝ × Driver) => clock κ p.2.1 p.2.2 0 (q:ℝ)) := + @Measurable.comp (ℝ × (ℝ × Driver)) (ℝ≥0 × (ℝ × (Driver × ℂ))) ℝ + inferInstance inferInstance inferInstance + (fun p => clock κ p.2.1 p.2.2.1 p.2.2.2 p.1) + (fun p => (t,(p.2.1,(p.2.2,(0:ℂ))))) (measurable_clock_joint κ) hp + have hA := hs.inter (measurableSet_lt measurable_fst hc) + simpa only [hq,true_and] using + (measurable_const.ite hA measurable_const : Measurable + (fun p : ℝ × (ℝ × Driver) => + if Surviving κ p.2.2 (diskMapInv p.2.1 0) (q:ℝ) ∧ + p.1 < clock κ p.2.1 p.2.2 0 (q:ℝ) + then ENNReal.ofReal (q:ℝ) else ∞)) + · simp only [hq,false_and,ite_false] + exact measurable_const + +lemma measurable_levelTime_angle (κ ℓ : ℝ) : + Measurable (fun p : ℝ × Driver => levelTime κ p.1 p.2 ℓ) := + @Measurable.comp (ℝ × Driver) (ℝ × (ℝ × Driver)) ℝ≥0∞ + inferInstance inferInstance inferInstance + (fun p => levelTime κ p.2.1 p.2.2 p.1) (fun p => (ℓ,p)) + (measurable_levelTime_joint κ) (measurable_const.prodMk measurable_id) + +lemma measurable_levelDensity_joint (κ : ℝ) : + Measurable (fun p : ℝ × (ℝ × Driver) => levelDensity κ p.2.1 p.2.2 p.1) := by + have hτ := measurable_levelTime_joint κ + have ht : Measurable (fun p : ℝ × (ℝ × Driver) => + (levelTime κ p.2.1 p.2.2 p.1).toReal.toNNReal) := + continuous_real_toNNReal.measurable.comp hτ.ennreal_toReal + have hp : Measurable (fun p : ℝ × (ℝ × Driver) => + ((levelTime κ p.2.1 p.2.2 p.1).toReal.toNNReal, + (p.2.1,(p.2.2,(0:ℂ))))) := + ht.prodMk (measurable_snd.fst.prodMk (measurable_snd.snd.prodMk measurable_const)) + have ha : Measurable (fun p : ℝ × (ℝ × Driver) => + angle κ p.2.1 p.2.2 0 (levelTime κ p.2.1 p.2.2 p.1).toReal) := by + have hm := @Measurable.comp (ℝ × (ℝ × Driver)) (ℝ≥0 × (ℝ × (Driver × ℂ))) ℝ + inferInstance inferInstance inferInstance + (fun p => angle κ p.2.1 p.2.2.1 p.2.2.2 p.1) + (fun p => ((levelTime κ p.2.1 p.2.2 p.1).toReal.toNNReal, + (p.2.1,(p.2.2,(0:ℂ))))) (measurable_angle_joint κ) hp + simpa only [Function.comp_def,Real.toNNReal_of_nonneg ENNReal.toReal_nonneg,NNReal.coe_mk] using hm + have hb : Measurable (fun p : ℝ × (ℝ × Driver) => + Real.exp (2*a κ*α κ*p.1)* + Real.sin (angle κ p.2.1 p.2.2 0 (levelTime κ p.2.1 p.2.2 p.1).toReal)^(SLEExactGauge.Target.p κ) / + Real.sin p.2.1^(SLEExactGauge.Target.p κ)) := + ((measurable_const.mul measurable_fst).exp.mul (ha.sin.pow_const (SLEExactGauge.Target.p κ))).div + (measurable_snd.fst.sin.pow_const (SLEExactGauge.Target.p κ)) + exact hb.ite (measurableSet_lt hτ measurable_const) measurable_const + +lemma measurable_levelDensity_angle (κ ℓ : ℝ) : + Measurable (fun p : ℝ × Driver => levelDensity κ p.1 p.2 ℓ) := + @Measurable.comp (ℝ × Driver) (ℝ × (ℝ × Driver)) ℝ + inferInstance inferInstance inferInstance + (fun p => levelDensity κ p.2.1 p.2.2 p.1) (fun p => (ℓ,p)) + (measurable_levelDensity_joint κ) (measurable_const.prodMk measurable_id) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetLevelTime.lean b/lean/OAI/Probability/SLE/Angle/TargetLevelTime.lean index ef328a2fba31177cf30326350777f4c2a31f0d51..cc654bee7c1907b5636dfc7ff1ff71986c0e0e74 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetLevelTime.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetLevelTime.lean @@ -1,153 +1,153 @@ -import OAI.Probability.SLE.Angle.TargetClockIdentification -import OAI.Probability.SLE.Geometry.JointRadiusKernel - -namespace OAI - -/-! The strict rational infimum in the prescribed construction is the -actual geometric radius stop, with the source time normalization. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped NNReal ENNReal Topology - -namespace SLEExactGauge.Target - -private lemma clock_gt_iff_radius_lt - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (θ ℓ : ℝ) (T : ℝ≥0) (hz : diskMapInv θ 0 ∈ survivingDomain γ T) : - ℓ < clock κ θ b 0 (κ*T) ↔ fullRadius G T (diskMapInv θ 0) < - (2*(diskMapInv θ 0).im)*Real.exp (-(4*ℓ/κ)) := by - let z := diskMapInv θ 0 - let L := Real.log ((2*z.im)/fullRadius G T z) - have hz0 := survivingDomain_antitone γ (show 0 ≤ T from zero_le) hz - have hy : 0 < 2*z.im := mul_pos (by norm_num) hz.1.1 - have he : clock κ θ b 0 (κ*T)=κ*(L/4) := by - rw [clock_eq_activeRadiusClock κ hκ b U hUc γ G F hw hU θ 0 T hz] - simp only [Multipoint.activeRadiusClock,Real.toNNReal_coe] - change κ*((Real.log ((2*z.im)/fullRadius G T z)- - Real.log ((2*z.im)/fullRadius G 0 z))/4)=κ*(L/4) - rw [hw.fullRadius_initial hUc z hz0,div_self hy.ne',Real.log_one,sub_zero] - rw [he,fullRadius_eq_logClock hUc hw z T hz, - logRadiusClock_logCoordinates hUc hw z T hz,mul_lt_mul_iff_right₀ hy,Real.exp_lt_exp] - change ℓ < κ*(L/4) ↔ -L < -(4*ℓ/κ) - rw [neg_lt_neg_iff,div_lt_iff₀ hκ] - constructor <;> intro h <;> nlinarith - -lemma levelTime_eq_radiusLevelTime - (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) - (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness U γ G F) - (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) - (θ ℓ : ℝ) (hℓ : 0 ≤ ℓ) : - levelTime κ θ b ℓ=ENNReal.ofReal κ * radiusLevelTime γ G (diskMapInv θ 0) (4*ℓ/κ) := by - let z := diskMapInv θ 0 - let u := 4*ℓ/κ - let τ := radiusLevelTime γ G z u - have hu : 0 ≤ u := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le - have hκe : ENNReal.ofReal κ ≠ 0 := (ENNReal.ofReal_pos.mpr hκ).ne' - have hscale (t : ℝ≥0) : ENNReal.ofReal (κ*(t:ℝ))=ENNReal.ofReal κ*(t:ℝ≥0∞) := by - rw [ENNReal.ofReal_mul hκ.le,ENNReal.ofReal_coe_nnreal] - unfold levelTime - apply sInf_eq_of_forall_ge_of_forall_gt_exists_lt - · rintro r ⟨q,hq,rfl,hqLive,hqClock⟩ - have hq0 : 0 ≤ (q:ℝ)/κ := div_nonneg (Rat.cast_nonneg.mpr hq.le) hκ.le - let t : ℝ≥0 := NNReal.mk ((q:ℝ)/κ) hq0 - have ht : (t:ℝ)=(q:ℝ)/κ := rfl - have htime : κ*(t:ℝ)=(q:ℝ) := by rw [ht,mul_div_cancel₀ _ hκ.ne'] - have htlive : z ∈ survivingDomain γ t := by - have hh := (surviving_iff_witness_real_time κ hκ b U γ G F hw hU (q:ℝ) - (Rat.cast_nonneg.mpr hq.le) z).1 hqLive - simpa only [← ht,Real.toNNReal_coe] using hh - have hR : fullRadius G t z < (2*z.im)*Real.exp (-u) := by - apply (clock_gt_iff_radius_lt κ hκ b U hUc γ G F hw hU θ ℓ t htlive).1 - simpa only [htime] using hqClock - have hτt : τ < (t:ℝ≥0∞) := radiusLevelTime_lt_of_live_radius_lt hUc hw z u hu t htlive hR - calc - ENNReal.ofReal κ*τ ≤ ENNReal.ofReal κ*(t:ℝ≥0∞) := - mul_le_mul_of_nonneg_left hτt.le (show (0:ℝ≥0∞) ≤ ENNReal.ofReal κ from zero_le) - _ = ENNReal.ofReal (q:ℝ) := by rw [← hscale t,htime] - · intro w hwlt - change ENNReal.ofReal κ*τ - (⟨γ,hw.1⟩ : C(ℝ≥0,ℂ)))).prodMk continuous_id).prodMk continuous_const) - have hc : Continuous (fun t : ℝ≥0 => ENNReal.ofReal (κ*(t:ℝ))) := - ENNReal.continuous_ofReal.comp (continuous_const.mul continuous_subtype_val) - exact hLive.inter (isOpen_lt hc continuous_const) - obtain ⟨t,hTt,htV⟩ := exists_Ico_subset_of_mem_nhds - (hVo.mem_nhds (show T ∈ V from ⟨hT,hTw⟩)) (exists_gt T) - have hTtR : κ*(T:ℝ)<κ*(t:ℝ) := mul_lt_mul_of_pos_left (by exact_mod_cast hTt) hκ - obtain ⟨q,hTq,hqt⟩ := exists_rat_btwn hTtR - have hqpos : (0:ℚ) radiusLevelTime (γ ω) (G ω) (diskMapInv θ 0) (4*ℓ/κ))) : - Measurable (fun ω => levelTime κ θ (b ω) ℓ) := by - have he : (fun ω => levelTime κ θ (b ω) ℓ)= - (fun ω => ENNReal.ofReal κ*radiusLevelTime (γ ω) (G ω) (diskMapInv θ 0) (4*ℓ/κ)) := - funext (fun ω => levelTime_eq_radiusLevelTime κ hκ (b ω) (U ω) (hUc ω) - (γ ω) (G ω) (F ω) (hw ω) (hU ω) θ ℓ hℓ) - rw [he] - exact measurable_const.mul hm - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetClockIdentification +import OAI.Probability.SLE.Geometry.JointRadiusKernel + +namespace OAI + +/-! The strict rational infimum in the prescribed construction is the +actual geometric radius stop, with the source time normalization. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Target + +private lemma clock_gt_iff_radius_lt + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (θ ℓ : ℝ) (T : ℝ≥0) (hz : diskMapInv θ 0 ∈ survivingDomain γ T) : + ℓ < clock κ θ b 0 (κ*T) ↔ fullRadius G T (diskMapInv θ 0) < + (2*(diskMapInv θ 0).im)*Real.exp (-(4*ℓ/κ)) := by + let z := diskMapInv θ 0 + let L := Real.log ((2*z.im)/fullRadius G T z) + have hz0 := survivingDomain_antitone γ (show 0 ≤ T from zero_le) hz + have hy : 0 < 2*z.im := mul_pos (by norm_num) hz.1.1 + have he : clock κ θ b 0 (κ*T)=κ*(L/4) := by + rw [clock_eq_activeRadiusClock κ hκ b U hUc γ G F hw hU θ 0 T hz] + simp only [Multipoint.activeRadiusClock,Real.toNNReal_coe] + change κ*((Real.log ((2*z.im)/fullRadius G T z)- + Real.log ((2*z.im)/fullRadius G 0 z))/4)=κ*(L/4) + rw [hw.fullRadius_initial hUc z hz0,div_self hy.ne',Real.log_one,sub_zero] + rw [he,fullRadius_eq_logClock hUc hw z T hz, + logRadiusClock_logCoordinates hUc hw z T hz,mul_lt_mul_iff_right₀ hy,Real.exp_lt_exp] + change ℓ < κ*(L/4) ↔ -L < -(4*ℓ/κ) + rw [neg_lt_neg_iff,div_lt_iff₀ hκ] + constructor <;> intro h <;> nlinarith + +lemma levelTime_eq_radiusLevelTime + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) (hUc : Continuous U) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (θ ℓ : ℝ) (hℓ : 0 ≤ ℓ) : + levelTime κ θ b ℓ=ENNReal.ofReal κ * radiusLevelTime γ G (diskMapInv θ 0) (4*ℓ/κ) := by + let z := diskMapInv θ 0 + let u := 4*ℓ/κ + let τ := radiusLevelTime γ G z u + have hu : 0 ≤ u := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le + have hκe : ENNReal.ofReal κ ≠ 0 := (ENNReal.ofReal_pos.mpr hκ).ne' + have hscale (t : ℝ≥0) : ENNReal.ofReal (κ*(t:ℝ))=ENNReal.ofReal κ*(t:ℝ≥0∞) := by + rw [ENNReal.ofReal_mul hκ.le,ENNReal.ofReal_coe_nnreal] + unfold levelTime + apply sInf_eq_of_forall_ge_of_forall_gt_exists_lt + · rintro r ⟨q,hq,rfl,hqLive,hqClock⟩ + have hq0 : 0 ≤ (q:ℝ)/κ := div_nonneg (Rat.cast_nonneg.mpr hq.le) hκ.le + let t : ℝ≥0 := NNReal.mk ((q:ℝ)/κ) hq0 + have ht : (t:ℝ)=(q:ℝ)/κ := rfl + have htime : κ*(t:ℝ)=(q:ℝ) := by rw [ht,mul_div_cancel₀ _ hκ.ne'] + have htlive : z ∈ survivingDomain γ t := by + have hh := (surviving_iff_witness_real_time κ hκ b U γ G F hw hU (q:ℝ) + (Rat.cast_nonneg.mpr hq.le) z).1 hqLive + simpa only [← ht,Real.toNNReal_coe] using hh + have hR : fullRadius G t z < (2*z.im)*Real.exp (-u) := by + apply (clock_gt_iff_radius_lt κ hκ b U hUc γ G F hw hU θ ℓ t htlive).1 + simpa only [htime] using hqClock + have hτt : τ < (t:ℝ≥0∞) := radiusLevelTime_lt_of_live_radius_lt hUc hw z u hu t htlive hR + calc + ENNReal.ofReal κ*τ ≤ ENNReal.ofReal κ*(t:ℝ≥0∞) := + mul_le_mul_of_nonneg_left hτt.le (show (0:ℝ≥0∞) ≤ ENNReal.ofReal κ from zero_le) + _ = ENNReal.ofReal (q:ℝ) := by rw [← hscale t,htime] + · intro w hwlt + change ENNReal.ofReal κ*τ + (⟨γ,hw.1⟩ : C(ℝ≥0,ℂ)))).prodMk continuous_id).prodMk continuous_const) + have hc : Continuous (fun t : ℝ≥0 => ENNReal.ofReal (κ*(t:ℝ))) := + ENNReal.continuous_ofReal.comp (continuous_const.mul continuous_subtype_val) + exact hLive.inter (isOpen_lt hc continuous_const) + obtain ⟨t,hTt,htV⟩ := exists_Ico_subset_of_mem_nhds + (hVo.mem_nhds (show T ∈ V from ⟨hT,hTw⟩)) (exists_gt T) + have hTtR : κ*(T:ℝ)<κ*(t:ℝ) := mul_lt_mul_of_pos_left (by exact_mod_cast hTt) hκ + obtain ⟨q,hTq,hqt⟩ := exists_rat_btwn hTtR + have hqpos : (0:ℚ) radiusLevelTime (γ ω) (G ω) (diskMapInv θ 0) (4*ℓ/κ))) : + Measurable (fun ω => levelTime κ θ (b ω) ℓ) := by + have he : (fun ω => levelTime κ θ (b ω) ℓ)= + (fun ω => ENNReal.ofReal κ*radiusLevelTime (γ ω) (G ω) (diskMapInv θ 0) (4*ℓ/κ)) := + funext (fun ω => levelTime_eq_radiusLevelTime κ hκ (b ω) (U ω) (hUc ω) + (γ ω) (G ω) (F ω) (hw ω) (hU ω) θ ℓ hℓ) + rw [he] + exact measurable_const.mul hm + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetNormalizedFiltration.lean b/lean/OAI/Probability/SLE/Angle/TargetNormalizedFiltration.lean index ad3eaaaba0cf22092d4a509cac211742f8773b53..992e04c5395b374f1a5f85a97122aa37be353339 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetNormalizedFiltration.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetNormalizedFiltration.lean @@ -1,67 +1,67 @@ -import OAI.Probability.SLE.Angle.TargetBrownianNormalization - -namespace OAI - -/-! The exact time change of the natural Brownian past for the -source-prescribed normalized driver. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - -def normalizedFiltration (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) : Filtration ℝ≥0 mΩ := - Filtration.natural (fun t ω => normalizedDriver κ B hc h0 ω t) - (fun t => ((continuous_eval_const t).measurable.comp - (normalizedDriver_measurable κ B hm hc h0)).stronglyMeasurable) - -theorem normalizedFiltration_scaled (κ : ℝ) (hκ : 0<κ) - (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) (t : ℝ≥0) : - normalizedFiltration κ B hm hc h0 (κ.toNNReal*t)= - (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) t := by - let ℱ := Filtration.natural B (fun s => (hm s).stronglyMeasurable) - let 𝒢 := normalizedFiltration κ B hm hc h0 - have hp : 0<κ.toNNReal := Real.toNNReal_pos.mpr hκ - apply le_antisymm - · change (⨆ s ≤ κ.toNNReal*t, - MeasurableSpace.comap (fun ω => normalizedDriver κ B hc h0 ω s) (borel ℝ)) ≤ ℱ t - refine iSup₂_le fun s hs => measurable_iff_comap_le.mp ?_ - have hst : s/κ.toNNReal ≤ t := (div_le_iff₀ hp).mpr (by simpa only [mul_comm] using hs) - have hBm : Measurable[ℱ t] (B (s/κ.toNNReal)) := - ((Filtration.stronglyAdapted_natural (fun r => (hm r).stronglyMeasurable) - (s/κ.toNNReal)).mono (ℱ.mono hst)).measurable - exact measurable_const.mul hBm - · change (⨆ s ≤ t, MeasurableSpace.comap (B s) (borel ℝ)) ≤ 𝒢 (κ.toNNReal*t) - refine iSup₂_le fun s hs => measurable_iff_comap_le.mp ?_ - have hst : κ.toNNReal*s ≤ κ.toNNReal*t := mul_le_mul_of_nonneg_left hs zero_le - have hYm : Measurable[𝒢 (κ.toNNReal*t)] - (fun ω => normalizedDriver κ B hc h0 ω (κ.toNNReal*s)) := - ((Filtration.stronglyAdapted_natural (fun r => - ((continuous_eval_const r).measurable.comp - (normalizedDriver_measurable κ B hm hc h0)).stronglyMeasurable) - (κ.toNNReal*s)).mono (𝒢.mono hst)).measurable - have he : B s=(fun ω => (Real.sqrt κ)⁻¹*normalizedDriver κ B hc h0 ω (κ.toNNReal*s)) := by - funext ω - change B s ω=(Real.sqrt κ)⁻¹*(Real.sqrt κ*B ((κ.toNNReal*s)/κ.toNNReal) ω) - rw [mul_div_cancel_left₀ _ hp.ne',inv_mul_cancel_left₀ (Real.sqrt_pos.mpr hκ).ne'] - rw [he] - exact measurable_const.mul hYm - -theorem normalizedFiltration_at (κ : ℝ) (hκ : 0<κ) - (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) (t : ℝ≥0) : - normalizedFiltration κ B hm hc h0 t= - (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) (t/κ.toNNReal) := by - have h := normalizedFiltration_scaled κ hκ B hm hc h0 (t/κ.toNNReal) - simpa only [mul_div_cancel₀ _ (Real.toNNReal_pos.mpr hκ).ne'] using h - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetBrownianNormalization + +namespace OAI + +/-! The exact time change of the natural Brownian past for the +source-prescribed normalized driver. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + +def normalizedFiltration (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) : Filtration ℝ≥0 mΩ := + Filtration.natural (fun t ω => normalizedDriver κ B hc h0 ω t) + (fun t => ((continuous_eval_const t).measurable.comp + (normalizedDriver_measurable κ B hm hc h0)).stronglyMeasurable) + +theorem normalizedFiltration_scaled (κ : ℝ) (hκ : 0<κ) + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) (t : ℝ≥0) : + normalizedFiltration κ B hm hc h0 (κ.toNNReal*t)= + (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) t := by + let ℱ := Filtration.natural B (fun s => (hm s).stronglyMeasurable) + let 𝒢 := normalizedFiltration κ B hm hc h0 + have hp : 0<κ.toNNReal := Real.toNNReal_pos.mpr hκ + apply le_antisymm + · change (⨆ s ≤ κ.toNNReal*t, + MeasurableSpace.comap (fun ω => normalizedDriver κ B hc h0 ω s) (borel ℝ)) ≤ ℱ t + refine iSup₂_le fun s hs => measurable_iff_comap_le.mp ?_ + have hst : s/κ.toNNReal ≤ t := (div_le_iff₀ hp).mpr (by simpa only [mul_comm] using hs) + have hBm : Measurable[ℱ t] (B (s/κ.toNNReal)) := + ((Filtration.stronglyAdapted_natural (fun r => (hm r).stronglyMeasurable) + (s/κ.toNNReal)).mono (ℱ.mono hst)).measurable + exact measurable_const.mul hBm + · change (⨆ s ≤ t, MeasurableSpace.comap (B s) (borel ℝ)) ≤ 𝒢 (κ.toNNReal*t) + refine iSup₂_le fun s hs => measurable_iff_comap_le.mp ?_ + have hst : κ.toNNReal*s ≤ κ.toNNReal*t := mul_le_mul_of_nonneg_left hs zero_le + have hYm : Measurable[𝒢 (κ.toNNReal*t)] + (fun ω => normalizedDriver κ B hc h0 ω (κ.toNNReal*s)) := + ((Filtration.stronglyAdapted_natural (fun r => + ((continuous_eval_const r).measurable.comp + (normalizedDriver_measurable κ B hm hc h0)).stronglyMeasurable) + (κ.toNNReal*s)).mono (𝒢.mono hst)).measurable + have he : B s=(fun ω => (Real.sqrt κ)⁻¹*normalizedDriver κ B hc h0 ω (κ.toNNReal*s)) := by + funext ω + change B s ω=(Real.sqrt κ)⁻¹*(Real.sqrt κ*B ((κ.toNNReal*s)/κ.toNNReal) ω) + rw [mul_div_cancel_left₀ _ hp.ne',inv_mul_cancel_left₀ (Real.sqrt_pos.mpr hκ).ne'] + rw [he] + exact measurable_const.mul hYm + +theorem normalizedFiltration_at (κ : ℝ) (hκ : 0<κ) + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) (t : ℝ≥0) : + normalizedFiltration κ B hm hc h0 t= + (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) (t/κ.toNNReal) := by + have h := normalizedFiltration_scaled κ hκ B hm hc h0 (t/κ.toNNReal) + simpa only [mul_div_cancel₀ _ (Real.toNNReal_pos.mpr hκ).ne'] using h + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetPathNormalization.lean b/lean/OAI/Probability/SLE/Angle/TargetPathNormalization.lean index 1268788e27beb69074396625781bcf1a579ad09f..6fd3759d1e9c4426ff57cd968401f3d224c6de17 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetPathNormalization.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetPathNormalization.lean @@ -1,61 +1,61 @@ -import OAI.Probability.SLE.Loewner.CanonicalTraceCandidate - -namespace OAI - -/-! A measurable normalization of arbitrary continuous paths. On based -paths it is inverse to the physical-time unnormalization. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -local instance pathNormalizationMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance pathNormalizationBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ -local instance pathNormalizationDriverPolish : PolishSpace Target.Driver := - ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace - -def normalizePath (κ : ℝ) (p : C(ℝ≥0,ℝ)) : Target.Driver where - toFun t := Real.sqrt κ*(p (t/κ.toNNReal)-p 0) - continuous_toFun := by fun_prop - map_zero' := by simp - -lemma measurable_normalizePath (κ : ℝ) : Measurable (normalizePath κ) := by - apply ContinuousMapZero.isClosedEmbedding_toContinuousMap.measurableEmbedding.measurable_comp_iff.mp - apply source_path_measurable - intro t - exact measurable_const.mul (((continuous_eval_const _).measurable).sub - ((continuous_eval_const 0).measurable)) - -lemma normalize_unnormalize (κ : ℝ) (hκ : 0 < κ) (b : Target.Driver) : - normalizePath κ (unnormalizeDriver κ b)=b := by - ext t - change Real.sqrt κ*(b (κ.toNNReal*(t/κ.toNNReal))/Real.sqrt κ - -b (κ.toNNReal*0)/Real.sqrt κ)=b t - rw [mul_div_cancel₀ _ (Real.toNNReal_pos.mpr hκ).ne'] - simp only [mul_zero,map_zero,zero_div,sub_zero] - exact mul_div_cancel₀ _ (Real.sqrt_pos.mpr hκ).ne' - -lemma measurableEmbedding_unnormalizeDriver (κ : ℝ) (hκ : 0 < κ) : - MeasurableEmbedding (unnormalizeDriver κ) := - (measurable_unnormalizeDriver κ).measurableEmbedding - (fun b c h => by simpa only [normalize_unnormalize κ hκ] using congrArg (normalizePath κ) h) - -lemma unnormalizeDriver_law - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (W : Target.WienerLaw) (hW : Target.IsWiener W) : - W.map (unnormalizeDriver κ)=P.map (sourceDriverPath B hc) := by - rw [← (Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW).map_eq, - Measure.map_map (measurable_unnormalizeDriver κ) - (Target.normalizedDriver_measurable κ B hm hc h0)] - congr 1 - funext ω - exact unnormalize_normalizedDriver κ hκ B hc h0 ω - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Loewner.CanonicalTraceCandidate + +namespace OAI + +/-! A measurable normalization of arbitrary continuous paths. On based +paths it is inverse to the physical-time unnormalization. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance pathNormalizationMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance pathNormalizationBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ +local instance pathNormalizationDriverPolish : PolishSpace Target.Driver := + ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace + +def normalizePath (κ : ℝ) (p : C(ℝ≥0,ℝ)) : Target.Driver where + toFun t := Real.sqrt κ*(p (t/κ.toNNReal)-p 0) + continuous_toFun := by fun_prop + map_zero' := by simp + +lemma measurable_normalizePath (κ : ℝ) : Measurable (normalizePath κ) := by + apply ContinuousMapZero.isClosedEmbedding_toContinuousMap.measurableEmbedding.measurable_comp_iff.mp + apply source_path_measurable + intro t + exact measurable_const.mul (((continuous_eval_const _).measurable).sub + ((continuous_eval_const 0).measurable)) + +lemma normalize_unnormalize (κ : ℝ) (hκ : 0 < κ) (b : Target.Driver) : + normalizePath κ (unnormalizeDriver κ b)=b := by + ext t + change Real.sqrt κ*(b (κ.toNNReal*(t/κ.toNNReal))/Real.sqrt κ + -b (κ.toNNReal*0)/Real.sqrt κ)=b t + rw [mul_div_cancel₀ _ (Real.toNNReal_pos.mpr hκ).ne'] + simp only [mul_zero,map_zero,zero_div,sub_zero] + exact mul_div_cancel₀ _ (Real.sqrt_pos.mpr hκ).ne' + +lemma measurableEmbedding_unnormalizeDriver (κ : ℝ) (hκ : 0 < κ) : + MeasurableEmbedding (unnormalizeDriver κ) := + (measurable_unnormalizeDriver κ).measurableEmbedding + (fun b c h => by simpa only [normalize_unnormalize κ hκ] using congrArg (normalizePath κ) h) + +lemma unnormalizeDriver_law + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (W : Target.WienerLaw) (hW : Target.IsWiener W) : + W.map (unnormalizeDriver κ)=P.map (sourceDriverPath B hc) := by + rw [← (Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW).map_eq, + Measure.map_map (measurable_unnormalizeDriver κ) + (Target.normalizedDriver_measurable κ B hm hc h0)] + congr 1 + funext ω + exact unnormalize_normalizedDriver κ hκ B hc h0 ω + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetPositiveFlow.lean b/lean/OAI/Probability/SLE/Angle/TargetPositiveFlow.lean index d650a45990d0de866d1a27b915fbb7a080fbf0a8..73c8297ef25de4c739e6d9d283c7fcb8d946724b 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetPositiveFlow.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetPositiveFlow.lean @@ -1,37 +1,37 @@ -import OAI.Probability.SLE.Angle.TargetFlowInjectivity - -namespace OAI - -/-! Identification of the raw selected flow with any positive trajectory. -No geometric trace witness is needed. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -lemma flow_eq_of_positive_trajectory - (κ : ℝ) (b : Driver) (z : ℂ) (T : ℝ) (hT : 0 ≤ T) - (Y : ℝ → ℂ) (hY : ContinuousOn Y (Icc 0 T)) (hY0 : Y 0=z) - (m : ℝ) (hm : 0 < m) (hheight : ∀ t ∈ Icc 0 T, m ≤ (Y t).im) - (hYd : ∀ t ∈ Ico 0 T, HasDerivWithinAt Y - ((a κ:ℂ)/(Y t-driverValue b t)) (Ici t) t) : - Surviving κ b z T ∧ flow κ b z T=Y T := by - have hs := surviving_of_positive_trajectory κ b z T hT Y hY hY0 m hm hheight hYd - obtain ⟨k,hk,hkm⟩ := Real.exists_nat_pos_inv_lt hm - have hk1 : 1 ≤ k := hk - let j := max k (Nat.find hs) - have hj : 1 ≤ j := hk1.trans (le_max_left _ _) - have hinv : (j:ℝ)⁻¹ ≤ (k:ℝ)⁻¹ := - inv_anti₀ (by exact_mod_cast (Nat.succ_le_iff.mp hk) : (0:ℝ) hinv.trans (hkm.le.trans (hheight t ht))) hYd T ⟨hT,le_rfl⟩ - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetFlowInjectivity + +namespace OAI + +/-! Identification of the raw selected flow with any positive trajectory. +No geometric trace witness is needed. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma flow_eq_of_positive_trajectory + (κ : ℝ) (b : Driver) (z : ℂ) (T : ℝ) (hT : 0 ≤ T) + (Y : ℝ → ℂ) (hY : ContinuousOn Y (Icc 0 T)) (hY0 : Y 0=z) + (m : ℝ) (hm : 0 < m) (hheight : ∀ t ∈ Icc 0 T, m ≤ (Y t).im) + (hYd : ∀ t ∈ Ico 0 T, HasDerivWithinAt Y + ((a κ:ℂ)/(Y t-driverValue b t)) (Ici t) t) : + Surviving κ b z T ∧ flow κ b z T=Y T := by + have hs := surviving_of_positive_trajectory κ b z T hT Y hY hY0 m hm hheight hYd + obtain ⟨k,hk,hkm⟩ := Real.exists_nat_pos_inv_lt hm + have hk1 : 1 ≤ k := hk + let j := max k (Nat.find hs) + have hj : 1 ≤ j := hk1.trans (le_max_left _ _) + have hinv : (j:ℝ)⁻¹ ≤ (k:ℝ)⁻¹ := + inv_anti₀ (by exact_mod_cast (Nat.succ_le_iff.mp hk) : (0:ℝ) hinv.trans (hkm.le.trans (hheight t ht))) hYd T ⟨hT,le_rfl⟩ + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetPotentialIncrement.lean b/lean/OAI/Probability/SLE/Angle/TargetPotentialIncrement.lean index a2e9fc722347b69e18d0ef826888478449922b04..cddc3e7cd55f93e84d1e6b6d4cbb79d5e4141804 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetPotentialIncrement.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetPotentialIncrement.lean @@ -1,61 +1,61 @@ -import OAI.Probability.SLE.Loewner.TargetDriverContinuation -import OAI.Probability.SLE.Mass.CanonicalMassCompensator -import OAI.Probability.SLE.Mass.MassPotentialCompensator - -namespace OAI - -/-! The exact fresh-driver average in the source's potential difference -is a conditional expectation, including its finite-value convention. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -lemma mesh_eq_compensatorMeshTime (n i : ℕ) : - (i:ℝ)*mesh n=(compensatorMeshTime n i:ℝ) := by - simp [compensatorMeshTime,mesh] - -lemma potentialDifference_eq_current_sub_condExp - (κ θ : ℝ) (W : WienerLaw) (hW : IsWiener W) (n i : ℕ) - (hm : ∀ j, Measurable (fun b => potential κ θ b (compensatorMeshTime n j))) - (hfin : ∀ j, (∫⁻ b, potential κ θ b (compensatorMeshTime n j) ∂W) ≠ ∞) : - (fun b => potentialDifference κ θ W b n i) =ᵐ[W] - (fun b => (potential κ θ b (compensatorMeshTime n i)).toReal - - condExp (driverFiltration (compensatorMeshTime n i)) W - (fun b => (potential κ θ b (compensatorMeshTime n (i+1))).toReal) b) := by - have h := continuationMean_finite_condExp W hW (compensatorMeshTime n i) - (fun b => potential κ θ b (compensatorMeshTime n (i+1))) (hm (i+1)) (hfin (i+1)) - filter_upwards [ae_lt_top (hm i) (hfin i),h.1,h.2] with b hb hc he - have hnext : ((i:ℝ)+1)*mesh n=(compensatorMeshTime n (i+1):ℝ) := by - simpa only [Nat.cast_add,Nat.cast_one] using mesh_eq_compensatorMeshTime n (i+1) - simp only [potentialDifference,mesh_eq_compensatorMeshTime,hnext] - change (if potential κ θ b (compensatorMeshTime n i)<∞ ∧ - continuationMean W (compensatorMeshTime n i) - (fun b => potential κ θ b (compensatorMeshTime n (i+1))) b<∞ then _ else _)=_ - rw [ite_eq_left ⟨hb,hc⟩] - dsimp only [continuationMean] at he - rw [he] - -theorem potentialDifference_eq_mass_increment - (κ θ : ℝ) (W : WienerLaw) (hW : IsWiener W) (n : ℕ) - (A : ℕ → Driver → ℝ) (L : Driver → ℝ) - (hA : StronglyAdapted (compensatorMeshFiltration driverFiltration n) A) - (hAI : ∀ i, Integrable (A i) W) (hLI : Integrable L W) - (hm : ∀ i, Measurable (fun b => potential κ θ b (compensatorMeshTime n i))) - (hfin : ∀ i, (∫⁻ b, potential κ θ b (compensatorMeshTime n i) ∂W) ≠ ∞) - (hV : ∀ i, (fun b => (potential κ θ b (compensatorMeshTime n i)).toReal) =ᵐ[W] - W[L-A i|compensatorMeshFiltration driverFiltration n i]) (i : ℕ) : - (fun b => potentialDifference κ θ W b n i) =ᵐ[W] - W[A (i+1)-A i|compensatorMeshFiltration driverFiltration n i] := by - let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure - exact (potentialDifference_eq_current_sub_condExp κ θ W hW n i hm hfin).trans - (remainingPotential_increment W (compensatorMeshFiltration driverFiltration n) A - (fun i b => (potential κ θ b (compensatorMeshTime n i)).toReal) L hA hAI hLI hV i) - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Loewner.TargetDriverContinuation +import OAI.Probability.SLE.Mass.CanonicalMassCompensator +import OAI.Probability.SLE.Mass.MassPotentialCompensator + +namespace OAI + +/-! The exact fresh-driver average in the source's potential difference +is a conditional expectation, including its finite-value convention. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma mesh_eq_compensatorMeshTime (n i : ℕ) : + (i:ℝ)*mesh n=(compensatorMeshTime n i:ℝ) := by + simp [compensatorMeshTime,mesh] + +lemma potentialDifference_eq_current_sub_condExp + (κ θ : ℝ) (W : WienerLaw) (hW : IsWiener W) (n i : ℕ) + (hm : ∀ j, Measurable (fun b => potential κ θ b (compensatorMeshTime n j))) + (hfin : ∀ j, (∫⁻ b, potential κ θ b (compensatorMeshTime n j) ∂W) ≠ ∞) : + (fun b => potentialDifference κ θ W b n i) =ᵐ[W] + (fun b => (potential κ θ b (compensatorMeshTime n i)).toReal - + condExp (driverFiltration (compensatorMeshTime n i)) W + (fun b => (potential κ θ b (compensatorMeshTime n (i+1))).toReal) b) := by + have h := continuationMean_finite_condExp W hW (compensatorMeshTime n i) + (fun b => potential κ θ b (compensatorMeshTime n (i+1))) (hm (i+1)) (hfin (i+1)) + filter_upwards [ae_lt_top (hm i) (hfin i),h.1,h.2] with b hb hc he + have hnext : ((i:ℝ)+1)*mesh n=(compensatorMeshTime n (i+1):ℝ) := by + simpa only [Nat.cast_add,Nat.cast_one] using mesh_eq_compensatorMeshTime n (i+1) + simp only [potentialDifference,mesh_eq_compensatorMeshTime,hnext] + change (if potential κ θ b (compensatorMeshTime n i)<∞ ∧ + continuationMean W (compensatorMeshTime n i) + (fun b => potential κ θ b (compensatorMeshTime n (i+1))) b<∞ then _ else _)=_ + rw [ite_eq_left ⟨hb,hc⟩] + dsimp only [continuationMean] at he + rw [he] + +theorem potentialDifference_eq_mass_increment + (κ θ : ℝ) (W : WienerLaw) (hW : IsWiener W) (n : ℕ) + (A : ℕ → Driver → ℝ) (L : Driver → ℝ) + (hA : StronglyAdapted (compensatorMeshFiltration driverFiltration n) A) + (hAI : ∀ i, Integrable (A i) W) (hLI : Integrable L W) + (hm : ∀ i, Measurable (fun b => potential κ θ b (compensatorMeshTime n i))) + (hfin : ∀ i, (∫⁻ b, potential κ θ b (compensatorMeshTime n i) ∂W) ≠ ∞) + (hV : ∀ i, (fun b => (potential κ θ b (compensatorMeshTime n i)).toReal) =ᵐ[W] + W[L-A i|compensatorMeshFiltration driverFiltration n i]) (i : ℕ) : + (fun b => potentialDifference κ θ W b n i) =ᵐ[W] + W[A (i+1)-A i|compensatorMeshFiltration driverFiltration n i] := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + exact (potentialDifference_eq_current_sub_condExp κ θ W hW n i hm hfin).trans + (remainingPotential_increment W (compensatorMeshFiltration driverFiltration n) A + (fun i b => (potential κ θ b (compensatorMeshTime n i)).toReal) L hA hAI hLI hV i) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Angle/TargetPotentialMeasurability.lean b/lean/OAI/Probability/SLE/Angle/TargetPotentialMeasurability.lean index 88a62f1691779e61f56e7f3b99ca2767504319c9..298507abe0ce39378ee593c0fbfa85befee08b14 100644 --- a/lean/OAI/Probability/SLE/Angle/TargetPotentialMeasurability.lean +++ b/lean/OAI/Probability/SLE/Angle/TargetPotentialMeasurability.lean @@ -1,169 +1,169 @@ -import OAI.Probability.SLE.Angle.TargetFlowMeasurability - -namespace OAI - -/-! The exact prescribed disk potential is a measurable path functional. -All definitions, including the killed flow and its time integral, are -retained on every continuous based driver. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Target - -lemma measurable_diskMapInv (θ : ℝ) : Measurable (diskMapInv θ) := by - unfold diskMapInv - fun_prop - -lemma measurable_initialRadius (θ : ℝ) : Measurable (initialRadius θ) := by - exact (measurable_const.mul (Complex.measurable_im.comp (measurable_diskMapInv θ))).mul - (((measurable_deriv (diskMap θ)).comp (measurable_diskMapInv θ)).norm) - -private lemma measurable_clockIntegrand (κ θ : ℝ) : - Measurable (fun q : (ℝ≥0 × (Driver × ℂ)) × ℝ => - (flow κ q.1.2.1 (diskMapInv θ q.1.2.2) q.2.toNNReal).im ^ 2 / - ‖flow κ q.1.2.1 (diskMapInv θ q.1.2.2) q.2.toNNReal - - (driverValue q.1.2.1 q.2 : ℂ)‖ ^ 4) := by - have hp : Measurable (fun q : (ℝ≥0 × (Driver × ℂ)) × ℝ => - (q.2.toNNReal,(q.1.2.1,diskMapInv θ q.1.2.2))) := - (continuous_real_toNNReal.measurable.comp measurable_snd).prodMk - ((measurable_fst.snd.fst).prodMk - ((measurable_diskMapInv θ).comp measurable_fst.snd.snd)) - have hF : Measurable (fun q : (ℝ≥0 × (Driver × ℂ)) × ℝ => - flow κ q.1.2.1 (diskMapInv θ q.1.2.2) q.2.toNNReal) := - @Measurable.comp ((ℝ≥0 × (Driver × ℂ)) × ℝ) (ℝ≥0 × (Driver × ℂ)) ℂ - inferInstance inferInstance inferInstance (fun q => flow κ q.2.1 q.2.2 q.1) - (fun q => (q.2.toNNReal,(q.1.2.1,diskMapInv θ q.1.2.2))) (measurable_flow κ) hp - have hB : Measurable (fun q : (ℝ≥0 × (Driver × ℂ)) × ℝ => - driverValue q.1.2.1 q.2) := - continuous_eval.measurable.comp (measurable_fst.snd.fst.prodMk - (continuous_real_toNNReal.measurable.comp measurable_snd)) - exact ((Complex.measurable_im.comp hF).pow_const 2).div ((hF.sub hB.complex_ofReal).norm.pow_const 4) - -lemma measurable_clock (κ θ : ℝ) : - Measurable (fun q : ℝ≥0 × (Driver × ℂ) => clock κ θ q.2.1 q.2.2 q.1) := by - let A : Set ((ℝ≥0 × (Driver × ℂ)) × ℝ) := {q | 0 ≤ q.2 ∧ q.2 ≤ (q.1.1 : ℝ)} - have hA : MeasurableSet A := - (measurableSet_le measurable_const measurable_snd).inter - (measurableSet_le measurable_snd measurable_fst.fst.coe_nnreal_real) - have hm : StronglyMeasurable (fun q : ℝ≥0 × (Driver × ℂ) => ∫ u : ℝ, - A.indicator (fun p : (ℝ≥0 × (Driver × ℂ)) × ℝ => - (flow κ p.1.2.1 (diskMapInv θ p.1.2.2) p.2.toNNReal).im ^ 2 / - ‖flow κ p.1.2.1 (diskMapInv θ p.1.2.2) p.2.toNNReal - - (driverValue p.1.2.1 p.2 : ℂ)‖ ^ 4) (q,u)) := - ((measurable_clockIntegrand κ θ).indicator hA).stronglyMeasurable.integral_prod_right' - convert hm.measurable using 1 - funext q - rw [clock,← integral_indicator measurableSet_Icc] - apply integral_congr_ae - filter_upwards [] with u - by_cases hu : u ∈ Icc 0 (q.1 : ℝ) - · have hu' : (q,u) ∈ A := hu - simp only [indicator_of_mem hu,indicator_of_mem hu'] - simp only [Real.toNNReal_of_nonneg hu.1,NNReal.coe_mk,centeredFlow] - · have hu' : (q,u) ∉ A := hu - simp only [indicator_of_notMem hu,indicator_of_notMem hu'] - -lemma measurable_angle (κ θ : ℝ) : - Measurable (fun q : ℝ≥0 × (Driver × ℂ) => angle κ θ q.2.1 q.2.2 q.1) := by - have hpoint : Measurable (fun q : ℝ≥0 × (Driver × ℂ) => - (q.1,(q.2.1,diskMapInv θ q.2.2))) := - measurable_fst.prodMk (measurable_snd.fst.prodMk - ((measurable_diskMapInv θ).comp measurable_snd.snd)) - have hF : Measurable (fun q : ℝ≥0 × (Driver × ℂ) => - flow κ q.2.1 (diskMapInv θ q.2.2) q.1) := - @Measurable.comp (ℝ≥0 × (Driver × ℂ)) (ℝ≥0 × (Driver × ℂ)) ℂ - inferInstance inferInstance inferInstance (fun q => flow κ q.2.1 q.2.2 q.1) - (fun q => (q.1,(q.2.1,diskMapInv θ q.2.2))) (measurable_flow κ) hpoint - have hB : Measurable (fun q : ℝ≥0 × (Driver × ℂ) => driverValue q.2.1 q.1) := by - simpa only [driverValue,Real.toNNReal_coe,Function.comp_def] using - (continuous_eval.measurable.comp (measurable_snd.fst.prodMk measurable_fst) : - Measurable (fun q : ℝ≥0 × (Driver × ℂ) => q.2.1 q.1)) - exact (hF.sub hB.complex_ofReal).carg - -lemma measurable_radius (κ θ : ℝ) : - Measurable (fun q : ℝ≥0 × (Driver × ℂ) => radius κ θ q.2.1 q.2.2 q.1) := by - exact ((measurable_initialRadius θ).comp measurable_snd.snd).mul - ((measurable_const.mul (measurable_clock κ θ)).exp) - -private lemma measurableSet_disk_surviving (κ θ : ℝ) : - MeasurableSet {q : ℝ≥0 × (Driver × ℂ) | - Surviving κ q.2.1 (diskMapInv θ q.2.2) q.1} := by - have hpoint : Measurable (fun q : ℝ≥0 × (Driver × ℂ) => - (q.1,(q.2.1,diskMapInv θ q.2.2))) := - measurable_fst.prodMk (measurable_snd.fst.prodMk - ((measurable_diskMapInv θ).comp measurable_snd.snd)) - exact hpoint (measurableSet_surviving κ) - -lemma measurable_green (κ θ : ℝ) : - Measurable (fun q : ℝ≥0 × (Driver × ℂ) => green κ θ q.2.1 q.2.2 q.1) := by - have hbody : Measurable (fun q : ℝ≥0 × (Driver × ℂ) => - radius κ θ q.2.1 q.2.2 q.1 ^ (-α κ) * Real.sin (angle κ θ q.2.1 q.2.2 q.1) ^ p κ) := - ((measurable_radius κ θ).pow_const (-α κ)).mul - ((measurable_angle κ θ).sin.pow_const (p κ)) - unfold green - exact hbody.ite (measurableSet_disk_surviving κ θ) measurable_const - -lemma measurable_potential (κ θ : ℝ) (t : ℝ≥0) : - Measurable (fun b : Driver => potential κ θ b t) := by - have hm : Measurable (fun q : Driver × ℂ => ENNReal.ofReal (green κ θ q.1 q.2 t)) := - ((measurable_green κ θ).comp (measurable_const.prodMk measurable_id)).ennreal_ofReal - exact @Measurable.lintegral_prod_right' _ _ _ _ (volume.restrict diskK) _ _ hm - -lemma clock_stopDriver (κ θ : ℝ) (b : Driver) (x : ℂ) (T t : ℝ≥0) (ht : t ≤ T) : - clock κ θ (stopDriver b T) x t = clock κ θ b x t := by - unfold clock - apply setIntegral_congr_fun measurableSet_Icc - intro u hu - let s : ℝ≥0 := ⟨u,hu.1⟩ - have hs : s ≤ T := (show s ≤ t from hu.2).trans ht - have he := (surviving_flow_stopDriver κ b (diskMapInv θ x) T s hs).2 - change flow κ (stopDriver b T) (diskMapInv θ x) u = flow κ b (diskMapInv θ x) u at he - dsimp only - rw [he] - have hb : driverValue (stopDriver b T) u = driverValue b u := by - simp only [driverValue,stopDriver_apply,Real.toNNReal_of_nonneg hu.1] - change b (min s T) = b s - rw [min_eq_left hs] - simp only [centeredFlow,he,hb] - -lemma green_stopDriver (κ θ : ℝ) (b : Driver) (x : ℂ) (T t : ℝ≥0) (ht : t ≤ T) : - green κ θ (stopDriver b T) x t = green κ θ b x t := by - have he := surviving_flow_stopDriver κ b (diskMapInv θ x) T t ht - have hb : driverValue (stopDriver b T) t = driverValue b t := by - simp only [driverValue,stopDriver_apply,Real.toNNReal_coe,min_eq_left ht] - simp only [green,he.1,radius,clock_stopDriver κ θ b x T t ht,angle,centeredFlow,he.2,hb] - -lemma potential_stopDriver (κ θ : ℝ) (b : Driver) (T t : ℝ≥0) (ht : t ≤ T) : - potential κ θ (stopDriver b T) t = potential κ θ b t := by - unfold potential - apply lintegral_congr - intro x - rw [green_stopDriver κ θ b x T t ht] - -lemma potential_measurable_past (κ θ : ℝ) (T t : ℝ≥0) (ht : t ≤ T) : - Measurable[driverFiltration T] (fun b : Driver => potential κ θ b t) := by - have hm := (measurable_potential κ θ t).comp (stopDriver_measurable_past T) - simpa only [Function.comp_def,potential_stopDriver κ θ _ T t ht] using hm - -theorem potential_continuation_condLExp (κ θ : ℝ) (W : WienerLaw) (hW : IsWiener W) - (t T : ℝ≥0) : - (fun b : Driver => ∫⁻ c, potential κ θ (concat b c t) T ∂W) =ᵐ[W] - W⁻[(fun b : Driver => potential κ θ b T) | driverFiltration t] := - continuationMean_condLExp W hW t (fun b => potential κ θ b T) - (measurable_potential κ θ T) - -theorem potential_continuation_finite_condExp (κ θ : ℝ) (W : WienerLaw) (hW : IsWiener W) - (t T : ℝ≥0) (hfin : (∫⁻ b, potential κ θ b T ∂W) ≠ ∞) : - (∀ᵐ b ∂W, (∫⁻ c, potential κ θ (concat b c t) T ∂W) < ∞) ∧ - (fun b : Driver => (∫⁻ c, potential κ θ (concat b c t) T ∂W).toReal) =ᵐ[W] - W[(fun b : Driver => (potential κ θ b T).toReal) | driverFiltration t] := - continuationMean_finite_condExp W hW t (fun b => potential κ θ b T) - (measurable_potential κ θ T) hfin - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Angle.TargetFlowMeasurability + +namespace OAI + +/-! The exact prescribed disk potential is a measurable path functional. +All definitions, including the killed flow and its time integral, are +retained on every continuous based driver. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma measurable_diskMapInv (θ : ℝ) : Measurable (diskMapInv θ) := by + unfold diskMapInv + fun_prop + +lemma measurable_initialRadius (θ : ℝ) : Measurable (initialRadius θ) := by + exact (measurable_const.mul (Complex.measurable_im.comp (measurable_diskMapInv θ))).mul + (((measurable_deriv (diskMap θ)).comp (measurable_diskMapInv θ)).norm) + +private lemma measurable_clockIntegrand (κ θ : ℝ) : + Measurable (fun q : (ℝ≥0 × (Driver × ℂ)) × ℝ => + (flow κ q.1.2.1 (diskMapInv θ q.1.2.2) q.2.toNNReal).im ^ 2 / + ‖flow κ q.1.2.1 (diskMapInv θ q.1.2.2) q.2.toNNReal - + (driverValue q.1.2.1 q.2 : ℂ)‖ ^ 4) := by + have hp : Measurable (fun q : (ℝ≥0 × (Driver × ℂ)) × ℝ => + (q.2.toNNReal,(q.1.2.1,diskMapInv θ q.1.2.2))) := + (continuous_real_toNNReal.measurable.comp measurable_snd).prodMk + ((measurable_fst.snd.fst).prodMk + ((measurable_diskMapInv θ).comp measurable_fst.snd.snd)) + have hF : Measurable (fun q : (ℝ≥0 × (Driver × ℂ)) × ℝ => + flow κ q.1.2.1 (diskMapInv θ q.1.2.2) q.2.toNNReal) := + @Measurable.comp ((ℝ≥0 × (Driver × ℂ)) × ℝ) (ℝ≥0 × (Driver × ℂ)) ℂ + inferInstance inferInstance inferInstance (fun q => flow κ q.2.1 q.2.2 q.1) + (fun q => (q.2.toNNReal,(q.1.2.1,diskMapInv θ q.1.2.2))) (measurable_flow κ) hp + have hB : Measurable (fun q : (ℝ≥0 × (Driver × ℂ)) × ℝ => + driverValue q.1.2.1 q.2) := + continuous_eval.measurable.comp (measurable_fst.snd.fst.prodMk + (continuous_real_toNNReal.measurable.comp measurable_snd)) + exact ((Complex.measurable_im.comp hF).pow_const 2).div ((hF.sub hB.complex_ofReal).norm.pow_const 4) + +lemma measurable_clock (κ θ : ℝ) : + Measurable (fun q : ℝ≥0 × (Driver × ℂ) => clock κ θ q.2.1 q.2.2 q.1) := by + let A : Set ((ℝ≥0 × (Driver × ℂ)) × ℝ) := {q | 0 ≤ q.2 ∧ q.2 ≤ (q.1.1 : ℝ)} + have hA : MeasurableSet A := + (measurableSet_le measurable_const measurable_snd).inter + (measurableSet_le measurable_snd measurable_fst.fst.coe_nnreal_real) + have hm : StronglyMeasurable (fun q : ℝ≥0 × (Driver × ℂ) => ∫ u : ℝ, + A.indicator (fun p : (ℝ≥0 × (Driver × ℂ)) × ℝ => + (flow κ p.1.2.1 (diskMapInv θ p.1.2.2) p.2.toNNReal).im ^ 2 / + ‖flow κ p.1.2.1 (diskMapInv θ p.1.2.2) p.2.toNNReal - + (driverValue p.1.2.1 p.2 : ℂ)‖ ^ 4) (q,u)) := + ((measurable_clockIntegrand κ θ).indicator hA).stronglyMeasurable.integral_prod_right' + convert hm.measurable using 1 + funext q + rw [clock,← integral_indicator measurableSet_Icc] + apply integral_congr_ae + filter_upwards [] with u + by_cases hu : u ∈ Icc 0 (q.1 : ℝ) + · have hu' : (q,u) ∈ A := hu + simp only [indicator_of_mem hu,indicator_of_mem hu'] + simp only [Real.toNNReal_of_nonneg hu.1,NNReal.coe_mk,centeredFlow] + · have hu' : (q,u) ∉ A := hu + simp only [indicator_of_notMem hu,indicator_of_notMem hu'] + +lemma measurable_angle (κ θ : ℝ) : + Measurable (fun q : ℝ≥0 × (Driver × ℂ) => angle κ θ q.2.1 q.2.2 q.1) := by + have hpoint : Measurable (fun q : ℝ≥0 × (Driver × ℂ) => + (q.1,(q.2.1,diskMapInv θ q.2.2))) := + measurable_fst.prodMk (measurable_snd.fst.prodMk + ((measurable_diskMapInv θ).comp measurable_snd.snd)) + have hF : Measurable (fun q : ℝ≥0 × (Driver × ℂ) => + flow κ q.2.1 (diskMapInv θ q.2.2) q.1) := + @Measurable.comp (ℝ≥0 × (Driver × ℂ)) (ℝ≥0 × (Driver × ℂ)) ℂ + inferInstance inferInstance inferInstance (fun q => flow κ q.2.1 q.2.2 q.1) + (fun q => (q.1,(q.2.1,diskMapInv θ q.2.2))) (measurable_flow κ) hpoint + have hB : Measurable (fun q : ℝ≥0 × (Driver × ℂ) => driverValue q.2.1 q.1) := by + simpa only [driverValue,Real.toNNReal_coe,Function.comp_def] using + (continuous_eval.measurable.comp (measurable_snd.fst.prodMk measurable_fst) : + Measurable (fun q : ℝ≥0 × (Driver × ℂ) => q.2.1 q.1)) + exact (hF.sub hB.complex_ofReal).carg + +lemma measurable_radius (κ θ : ℝ) : + Measurable (fun q : ℝ≥0 × (Driver × ℂ) => radius κ θ q.2.1 q.2.2 q.1) := by + exact ((measurable_initialRadius θ).comp measurable_snd.snd).mul + ((measurable_const.mul (measurable_clock κ θ)).exp) + +private lemma measurableSet_disk_surviving (κ θ : ℝ) : + MeasurableSet {q : ℝ≥0 × (Driver × ℂ) | + Surviving κ q.2.1 (diskMapInv θ q.2.2) q.1} := by + have hpoint : Measurable (fun q : ℝ≥0 × (Driver × ℂ) => + (q.1,(q.2.1,diskMapInv θ q.2.2))) := + measurable_fst.prodMk (measurable_snd.fst.prodMk + ((measurable_diskMapInv θ).comp measurable_snd.snd)) + exact hpoint (measurableSet_surviving κ) + +lemma measurable_green (κ θ : ℝ) : + Measurable (fun q : ℝ≥0 × (Driver × ℂ) => green κ θ q.2.1 q.2.2 q.1) := by + have hbody : Measurable (fun q : ℝ≥0 × (Driver × ℂ) => + radius κ θ q.2.1 q.2.2 q.1 ^ (-α κ) * Real.sin (angle κ θ q.2.1 q.2.2 q.1) ^ p κ) := + ((measurable_radius κ θ).pow_const (-α κ)).mul + ((measurable_angle κ θ).sin.pow_const (p κ)) + unfold green + exact hbody.ite (measurableSet_disk_surviving κ θ) measurable_const + +lemma measurable_potential (κ θ : ℝ) (t : ℝ≥0) : + Measurable (fun b : Driver => potential κ θ b t) := by + have hm : Measurable (fun q : Driver × ℂ => ENNReal.ofReal (green κ θ q.1 q.2 t)) := + ((measurable_green κ θ).comp (measurable_const.prodMk measurable_id)).ennreal_ofReal + exact @Measurable.lintegral_prod_right' _ _ _ _ (volume.restrict diskK) _ _ hm + +lemma clock_stopDriver (κ θ : ℝ) (b : Driver) (x : ℂ) (T t : ℝ≥0) (ht : t ≤ T) : + clock κ θ (stopDriver b T) x t = clock κ θ b x t := by + unfold clock + apply setIntegral_congr_fun measurableSet_Icc + intro u hu + let s : ℝ≥0 := ⟨u,hu.1⟩ + have hs : s ≤ T := (show s ≤ t from hu.2).trans ht + have he := (surviving_flow_stopDriver κ b (diskMapInv θ x) T s hs).2 + change flow κ (stopDriver b T) (diskMapInv θ x) u = flow κ b (diskMapInv θ x) u at he + dsimp only + rw [he] + have hb : driverValue (stopDriver b T) u = driverValue b u := by + simp only [driverValue,stopDriver_apply,Real.toNNReal_of_nonneg hu.1] + change b (min s T) = b s + rw [min_eq_left hs] + simp only [centeredFlow,he,hb] + +lemma green_stopDriver (κ θ : ℝ) (b : Driver) (x : ℂ) (T t : ℝ≥0) (ht : t ≤ T) : + green κ θ (stopDriver b T) x t = green κ θ b x t := by + have he := surviving_flow_stopDriver κ b (diskMapInv θ x) T t ht + have hb : driverValue (stopDriver b T) t = driverValue b t := by + simp only [driverValue,stopDriver_apply,Real.toNNReal_coe,min_eq_left ht] + simp only [green,he.1,radius,clock_stopDriver κ θ b x T t ht,angle,centeredFlow,he.2,hb] + +lemma potential_stopDriver (κ θ : ℝ) (b : Driver) (T t : ℝ≥0) (ht : t ≤ T) : + potential κ θ (stopDriver b T) t = potential κ θ b t := by + unfold potential + apply lintegral_congr + intro x + rw [green_stopDriver κ θ b x T t ht] + +lemma potential_measurable_past (κ θ : ℝ) (T t : ℝ≥0) (ht : t ≤ T) : + Measurable[driverFiltration T] (fun b : Driver => potential κ θ b t) := by + have hm := (measurable_potential κ θ t).comp (stopDriver_measurable_past T) + simpa only [Function.comp_def,potential_stopDriver κ θ _ T t ht] using hm + +theorem potential_continuation_condLExp (κ θ : ℝ) (W : WienerLaw) (hW : IsWiener W) + (t T : ℝ≥0) : + (fun b : Driver => ∫⁻ c, potential κ θ (concat b c t) T ∂W) =ᵐ[W] + W⁻[(fun b : Driver => potential κ θ b T) | driverFiltration t] := + continuationMean_condLExp W hW t (fun b => potential κ θ b T) + (measurable_potential κ θ T) + +theorem potential_continuation_finite_condExp (κ θ : ℝ) (W : WienerLaw) (hW : IsWiener W) + (t T : ℝ≥0) (hfin : (∫⁻ b, potential κ θ b T ∂W) ≠ ∞) : + (∀ᵐ b ∂W, (∫⁻ c, potential κ θ (concat b c t) T ∂W) < ∞) ∧ + (fun b : Driver => (∫⁻ c, potential κ θ (concat b c t) T ∂W).toReal) =ᵐ[W] + W[(fun b : Driver => (potential κ θ b T).toReal) | driverFiltration t] := + continuationMean_finite_condExp W hW t (fun b => potential κ θ b T) + (measurable_potential κ θ T) hfin + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/AngularLaws.lean b/lean/OAI/Probability/SLE/AngularLaws.lean index 5ffbdfa0f49948d77d59658f7cf9b29e99b19256..33a79511cc1e4c1902011bf75a9fdd0be2d792c7 100644 --- a/lean/OAI/Probability/SLE/AngularLaws.lean +++ b/lean/OAI/Probability/SLE/AngularLaws.lean @@ -1,668 +1,668 @@ -import Mathlib -import OAI.Probability.SLE.RadiusClocks - -namespace OAI - -/-! Angular Laws for chordal SLE. -/ - -section -section -section -open Set Filter Metric Complex MeasureTheory -open scoped Topology Laplacian ENNReal -namespace SLEExactGauge -noncomputable def greenInner (n : ℕ) : ℝ := (1 / 2) * (1 / ((n : ℝ) + 1)) -noncomputable def greenOuter (n : ℕ) : ℝ := 1 - greenInner n - -lemma greenInner_pos (n : ℕ) : 0 < greenInner n := by unfold greenInner; positivity - -lemma greenInner_le_half (n : ℕ) : greenInner n ≤ 1 / 2 := by - unfold greenInner - have hn : (1 : ℝ) ≤ (n : ℝ) + 1 := le_add_of_nonneg_left (Nat.cast_nonneg n) - have hh : (1 : ℝ) / ((n : ℝ) + 1) ≤ 1 := - (div_le_one (by positivity)).mpr hn - linarith - -lemma greenInner_le_outer (n : ℕ) : greenInner n ≤ greenOuter n := by - unfold greenOuter - linarith [greenInner_le_half n] - -lemma greenOuter_pos (n : ℕ) : 0 < greenOuter n := - (greenInner_pos n).trans_le (greenInner_le_outer n) - -lemma greenOuter_lt_one (n : ℕ) : greenOuter n < 1 := by - unfold greenOuter - linarith [greenInner_pos n] - -lemma greenInner_tendsto : Tendsto greenInner atTop (𝓝 0) := by - change Tendsto (fun n : ℕ => (1 / 2) * (1 / ((n : ℝ) + 1))) atTop (𝓝 0) - simpa only [greenInner, mul_zero] using - (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul (1 / 2 : ℝ) - -lemma greenOuter_tendsto : Tendsto greenOuter atTop (𝓝 1) := by - change Tendsto (fun n => 1 - greenInner n) atTop (𝓝 1) - simpa only [greenOuter, sub_zero] using tendsto_const_nhds.sub greenInner_tendsto - -lemma greenInner_log_tendsto : Tendsto (fun n => -greenInner n * Real.log (greenInner n)) atTop (𝓝 0) := by - simpa only [Function.comp_def, zero_mul, neg_zero, neg_mul] using - ((Real.continuous_mul_log.tendsto 0).comp greenInner_tendsto).neg - -def polarUnitDisk : Set (ℝ × ℝ) := Ioo 0 1 ×ˢ Ioo (-Real.pi) Real.pi - -noncomputable def polarGreenTarget (u : ℂ → ℝ) (p : ℝ × ℝ) : ℝ≥0∞ := - polarUnitDisk.indicator (fun p : ℝ × ℝ => - ENNReal.ofReal (p.1 * (-Real.log p.1) * (-(Δ u) (polarPoint p.1 p.2)))) p - -lemma greenTruncation_tendsto {u : ℂ → ℝ} {p : ℝ × ℝ} (hp : p ∈ polarUnitDisk) : - Tendsto (fun n => ENNReal.ofReal (greenTruncation u (greenInner n) (greenOuter n) p)) atTop - (𝓝 (ENNReal.ofReal (p.1 * (-Real.log p.1) * (-(Δ u) (polarPoint p.1 p.2))))) := by - have he : ∀ᶠ n in atTop, greenTruncation u (greenInner n) (greenOuter n) p = - p.1 * (Real.log (greenOuter n) - Real.log p.1) * (-(Δ u) (polarPoint p.1 p.2)) := by - filter_upwards [greenInner_tendsto (Iio_mem_nhds hp.1.1), - greenOuter_tendsto (Ioi_mem_nhds hp.1.2)] with n ha hR - have hm : p ∈ greenRectangle (greenInner n) (greenOuter n) := - ⟨⟨ha.le, hR.le⟩, ⟨hp.2.1.le, hp.2.2.le⟩⟩ - simp only [greenTruncation, indicator_of_mem hm, annulusDensity] - have hl := (Real.continuousAt_log (by norm_num : (1 : ℝ) ≠ 0)).tendsto.comp greenOuter_tendsto - have ht := ENNReal.continuous_ofReal.continuousAt.tendsto.comp - (((hl.sub_const (Real.log p.1)).const_mul p.1).mul_const - (-(Δ u) (polarPoint p.1 p.2))) - simp only [Function.comp_def, Real.log_one, zero_sub] at ht - exact ht.congr' (he.mono fun n hn => congrArg ENNReal.ofReal hn.symm) - - - -lemma polar_green_le {u : ℂ → ℝ} {C : ℝ} - (hu : ∀ z ∈ ball (0 : ℂ) 1, ContDiffAt ℝ 2 u z) - (hun : ∀ z ∈ ball (0 : ℂ) 1, 0 ≤ u z) - (hub : ∀ z ∈ ball (0 : ℂ) 1, u z ≤ C) - (hΔ : ∀ z ∈ ball (0 : ℂ) 1, (Δ u) z ≤ 0) : - (∫⁻ p, polarGreenTarget u p) ≤ ENNReal.ofReal (2 * Real.pi * C) := by - let F : ℕ → ℝ × ℝ → ℝ≥0∞ := fun n p => - ENNReal.ofReal (greenTruncation u (greenInner n) (greenOuter n) p) - have hmeas (n : ℕ) : AEMeasurable (F n) := - ENNReal.measurable_ofReal.comp_aemeasurable - (greenTruncation_integrable (greenInner_pos n) (greenOuter_lt_one n) hu).aemeasurable - have hp : polarGreenTarget u ≤ fun p => liminf (fun n => F n p) atTop := by - intro p - by_cases hp : p ∈ polarUnitDisk - · rw [polarGreenTarget, indicator_of_mem hp] - exact le_of_eq (greenTruncation_tendsto (u := u) hp).liminf_eq.symm - · simp only [polarGreenTarget, indicator_of_notMem hp] - exact bot_le - rcases derivative_locally_bounded (hu 0 (by simp)) with ⟨δ, M, hδ, hM, hgrad⟩ - have hbound : ∀ᶠ n in atTop, (∫⁻ p, F n p) ≤ - ENNReal.ofReal (2 * Real.pi * (C + M * (-greenInner n * Real.log (greenInner n)))) := by - filter_upwards [greenInner_tendsto (Iio_mem_nhds hδ)] with n hn - change greenInner n < δ at hn - exact greenTruncation_lintegral_le (greenInner_pos n) (greenInner_le_outer n) - (greenOuter_lt_one n) hu hun hub hΔ hM (fun θ => hgrad _ (by - simpa only [polarPoint_norm, abs_of_pos (greenInner_pos n)] using hn)) - have ht : Tendsto (fun n => ENNReal.ofReal - (2 * Real.pi * (C + M * (-greenInner n * Real.log (greenInner n))))) atTop - (𝓝 (ENNReal.ofReal (2 * Real.pi * C))) := by - simpa only [Function.comp_def, mul_zero, add_zero] using ENNReal.continuous_ofReal.continuousAt.tendsto.comp - ((tendsto_const_nhds.add (greenInner_log_tendsto.const_mul M)).const_mul (2 * Real.pi)) - exact (lintegral_mono hp).trans ((lintegral_liminf_le' hmeas).trans - ((liminf_le_liminf hbound).trans_eq ht.liminf_eq)) - -end SLEExactGauge - -end - - -section - -open Set Filter Metric Complex MeasureTheory -open scoped Topology ENNReal -namespace SLEExactGauge - -lemma polarPoint_eq_polarCoord (p : ℝ × ℝ) : - polarPoint p.1 p.2 = Complex.polarCoord.symm p := by - rw [polarPoint_eq_circleMap] - apply Complex.ext - · simp [circleMap_zero_re, Complex.polarCoord_symm_apply, Complex.cos_ofReal_re, Complex.sin_ofReal_re] - · simp [circleMap_zero_im, Complex.polarCoord_symm_apply, Complex.cos_ofReal_re, Complex.sin_ofReal_re] - -lemma disk_log_lintegral_polar (h : ℂ → ℝ) : - (∫⁻ z in ball (0 : ℂ) 1, ENNReal.ofReal ((-Real.log ‖z‖) * h z)) = - ∫⁻ p in Ioo (0 : ℝ) 1 ×ˢ Ioo (-Real.pi) Real.pi, - ENNReal.ofReal (p.1 * (-Real.log p.1) * h (polarPoint p.1 p.2)) := by - let T : Set (ℝ × ℝ) := Ioi 0 ×ˢ Ioo (-Real.pi) Real.pi - let S : Set (ℝ × ℝ) := Ioo 0 1 ×ˢ Ioo (-Real.pi) Real.pi - have hT : MeasurableSet T := measurableSet_Ioi.prod measurableSet_Ioo - have hS : MeasurableSet S := measurableSet_Ioo.prod measurableSet_Ioo - have hST : S ⊆ T := prod_mono Ioo_subset_Ioi_self subset_rfl - let f : ℂ → ℝ≥0∞ := (ball (0 : ℂ) 1).indicator (fun z => ENNReal.ofReal ((-Real.log ‖z‖) * h z)) - calc - _ = ∫⁻ z, f z := (lintegral_indicator measurableSet_ball _).symm - _ = ∫⁻ p in T, ENNReal.ofReal p.1 • f (Complex.polarCoord.symm p) := - (Complex.lintegral_comp_polarCoord_symm f).symm - _ = ∫⁻ p in T, S.indicator (fun p : ℝ × ℝ => - ENNReal.ofReal (p.1 * (-Real.log p.1) * h (polarPoint p.1 p.2))) p := by - apply setLIntegral_congr_fun hT - intro p hp - have hn : ‖Complex.polarCoord.symm p‖ = p.1 := by - rw [Complex.norm_polarCoord_symm, abs_of_pos hp.1] - by_cases hr : p.1 < 1 - · have hz : Complex.polarCoord.symm p ∈ ball (0 : ℂ) 1 := by - rw [mem_ball_zero_iff, hn] - exact hr - have hs : p ∈ S := ⟨⟨hp.1, hr⟩, hp.2⟩ - simp only [f, indicator_of_mem hz, indicator_of_mem hs, hn, smul_eq_mul, - polarPoint_eq_polarCoord, ← ENNReal.ofReal_mul hp.1.le, mul_assoc] - · have hz : Complex.polarCoord.symm p ∉ ball (0 : ℂ) 1 := by - simpa only [mem_ball_zero_iff, hn] using hr - have hs : p ∉ S := fun hs => hr hs.1.2 - simp only [f, indicator_of_notMem hz, indicator_of_notMem hs, smul_zero] - _ = _ := by - rw [lintegral_indicator hS, Measure.restrict_restrict hS, inter_eq_left.mpr hST] - -end SLEExactGauge - -end - - -section - -open Set Filter Metric Complex MeasureTheory -open scoped Topology Laplacian ENNReal -namespace SLEExactGauge - - -lemma disk_green_le {u : ℂ → ℝ} {C : ℝ} - (hu : ∀ z ∈ ball (0 : ℂ) 1, ContDiffAt ℝ 2 u z) - (hun : ∀ z ∈ ball (0 : ℂ) 1, 0 ≤ u z) - (hub : ∀ z ∈ ball (0 : ℂ) 1, u z ≤ C) - (hΔ : ∀ z ∈ ball (0 : ℂ) 1, (Δ u) z ≤ 0) : - (∫⁻ z in ball (0 : ℂ) 1, ENNReal.ofReal ((-Real.log ‖z‖) * (-(Δ u) z))) ≤ - ENNReal.ofReal (2 * Real.pi * C) := by - rw [disk_log_lintegral_polar] - have hh := polar_green_le hu hun hub hΔ - simpa only [polarGreenTarget, polarUnitDisk, - lintegral_indicator (measurableSet_Ioo.prod measurableSet_Ioo)] using hh - -end SLEExactGauge - -end - - -section - -open Set Filter Metric Complex InnerProductSpace -open scoped Topology Laplacian -namespace SLEExactGauge - -lemma second_direction_chain {f : ℝ → ℝ} {g : ℂ → ℝ} {z : ℂ} - (hg : ContDiffAt ℝ 2 g z) (hf : ContDiffAt ℝ 2 f (g z)) (v : ℂ) : - fderiv ℝ (fderiv ℝ (f ∘ g)) z v v = - deriv (deriv f) (g z) * (fderiv ℝ g z v) ^ 2 + - deriv f (g z) * fderiv ℝ (fderiv ℝ g) z v v := by - have hgd : DifferentiableAt ℝ g z := hg.differentiableAt (by norm_num) - have hfdd : DifferentiableAt ℝ (deriv f) (g z) := - (hf.derivWithin (m := 1) (by norm_num)).differentiableAt (by norm_num) - have hgdd : DifferentiableAt ℝ (fderiv ℝ g) z := - (hg.fderiv_right (m := 1) (by norm_num)).differentiableAt (by norm_num) - have hcompdd : DifferentiableAt ℝ (fderiv ℝ (f ∘ g)) z := - ((hf.comp z hg).fderiv_right (m := 1) (by norm_num)).differentiableAt (by norm_num) - have heq : (fun w => fderiv ℝ (f ∘ g) w v) =ᶠ[𝓝 z] - (fun w => deriv f (g w) * fderiv ℝ g w v) := by - filter_upwards [hg.eventually (by norm_num), - hgd.continuousAt (hf.eventually (by norm_num))] with w hgw hfw - change ContDiffAt ℝ 2 f (g w) at hfw - rw [fderiv_comp w (hfw.differentiableAt (by norm_num)) (hgw.differentiableAt (by norm_num)), - ContinuousLinearMap.comp_apply, fderiv_eq_smul_deriv, smul_eq_mul, mul_comm] - have hleft : fderiv ℝ (fun w => fderiv ℝ (f ∘ g) w v) z v = - fderiv ℝ (fderiv ℝ (f ∘ g)) z v v := by - rw [fderiv_clm_apply hcompdd (differentiableAt_const v)] - simp - have hright : fderiv ℝ (fun w => deriv f (g w) * fderiv ℝ g w v) z v = - deriv (deriv f) (g z) * (fderiv ℝ g z v) ^ 2 + - deriv f (g z) * fderiv ℝ (fderiv ℝ g) z v v := by - have hmul := fderiv_fun_mul (hfdd.comp z hgd) (hgdd.clm_apply (differentiableAt_const v)) - simp only [Function.comp_apply] at hmul - rw [hmul] - simp only [add_apply, smul_apply, smul_eq_mul] - rw [fderiv_comp z hfdd hgd, ContinuousLinearMap.comp_apply, fderiv_eq_smul_deriv, - fderiv_clm_apply hgdd (differentiableAt_const v)] - simp only [fderiv_fun_const, Pi.zero_apply, ContinuousLinearMap.comp_zero, zero_add, - ContinuousLinearMap.flip_apply, smul_eq_mul] - ring - rw [← hleft, heq.fderiv_eq, hright] - - - -lemma plane_laplacian_chain {f : ℝ → ℝ} {g : ℂ → ℝ} {z : ℂ} - (hg : ContDiffAt ℝ 2 g z) (hf : ContDiffAt ℝ 2 f (g z)) : - (Δ (f ∘ g)) z = deriv f (g z) * (Δ g) z + - deriv (deriv f) (g z) * ((fderiv ℝ g z 1) ^ 2 + (fderiv ℝ g z I) ^ 2) := by - simp only [laplacian_eq_iteratedFDeriv_complexPlane, iteratedFDeriv_two_apply, - Fin.isValue, Matrix.cons_val_zero, Matrix.cons_val_one, Matrix.cons_val_fin_one] - rw [second_direction_chain hg hf 1, second_direction_chain hg hf I] - ring - -end SLEExactGauge - -end - - -section - -open Set Filter Metric Complex InnerProductSpace -open scoped Topology Laplacian RealInnerProductSpace -namespace SLEExactGauge - -noncomputable def diskWeight (z : ℂ) : ℝ := 1 - ‖z‖ ^ 2 - -lemma diskWeight_pos {z : ℂ} (hz : z ∈ ball (0 : ℂ) 1) : 0 < diskWeight z := by - have hn := mem_ball_zero_iff.mp hz - dsimp [diskWeight] - nlinarith [norm_nonneg z] - -lemma diskWeight_contDiff : ContDiff ℝ 2 diskWeight := - contDiff_const.sub (contDiff_id.norm_sq ℂ) - -lemma diskWeight_fderiv (z : ℂ) : - fderiv ℝ diskWeight z = (-2 : ℝ) • innerSL ℝ z := by - change fderiv ℝ (fun w : ℂ => 1 - ‖w‖ ^ 2) z = _ - rw [fderiv_const_sub, fderiv_norm_sq_apply] - ext v - simp [smul_apply, nsmul_eq_mul] - ring - -lemma diskWeight_laplacian (z : ℂ) : (Δ diskWeight) z = -4 := by - simp only [laplacian_eq_iteratedFDeriv_complexPlane, iteratedFDeriv_two_apply, - Fin.isValue, Matrix.cons_val_zero, Matrix.cons_val_one, Matrix.cons_val_fin_one] - have heq : fderiv ℝ diskWeight = fun z => (-2 : ℝ) • innerSL ℝ z := funext diskWeight_fderiv - rw [heq] - rw [fderiv_fun_const_smul (𝕜 := ℝ) (x := z) - (innerSL ℝ (E := ℂ)).differentiableAt (-2 : ℝ)] - simp only [ContinuousLinearMap.fderiv, smul_apply, smul_eq_mul] - change -2 * inner ℝ (1 : ℂ) 1 + -2 * inner ℝ (I : ℂ) I = -4 - norm_num [real_inner_self_eq_norm_sq] - -lemma log_diskWeight_laplacian {z : ℂ} (hz : z ∈ ball (0 : ℂ) 1) : - (Δ (fun w => Real.log (diskWeight w))) z = -4 / diskWeight z ^ 2 := by - have hg := diskWeight_contDiff.contDiffAt (x := z) - have hf : ContDiffAt ℝ 2 Real.log (diskWeight z) := Real.contDiffAt_log.mpr (diskWeight_pos hz).ne' - have hh := plane_laplacian_chain hg hf - have hlog2 : deriv (deriv Real.log) (diskWeight z) = -(diskWeight z ^ 2)⁻¹ := by - rw [Real.deriv_log'] - exact (hasDerivAt_inv (diskWeight_pos hz).ne').deriv - change (Δ (fun w => Real.log (diskWeight w))) z = _ at hh - rw [Real.deriv_log, hlog2, diskWeight_laplacian, diskWeight_fderiv] at hh - rw [hh] - simp only [smul_apply, innerSL_apply_apply, smul_eq_mul] - have he : ‖z‖ ^ 2 = z.re ^ 2 + z.im ^ 2 := by simpa [Complex.normSq_apply, sq] using Complex.sq_norm z - have hwne : 1 - ‖z‖ ^ 2 ≠ 0 := (diskWeight_pos hz).ne' - simp [diskWeight, Complex.mul_re] - field_simp [hwne] - nlinarith [he] - -end SLEExactGauge - -end - - -section - -open Set Filter Metric Complex -open scoped Topology -namespace SLEExactGauge - -lemma log_norm_direction_bound {f : ℂ → ℂ} {z : ℂ} - (hf : DifferentiableAt ℂ f z) (hne : f z ≠ 0) (v : ℂ) : - |fderiv ℝ (fun w => Real.log ‖f w‖) z v| ≤ ‖deriv f z / f z‖ * ‖v‖ := by - have hnorm : DifferentiableAt ℝ (fun w : ℂ => ‖w‖) (f z) := - differentiableAt_id.norm ℂ hne - have hd := ((hnorm.hasFDerivAt.comp z (hf.restrictScalars ℝ).hasFDerivAt).log (norm_ne_zero_iff.mpr hne)).fderiv - change fderiv ℝ (fun w => Real.log ‖f w‖) z = _ at hd - rw [hd] - simp only [smul_apply, ContinuousLinearMap.comp_apply, smul_eq_mul, abs_mul, - abs_inv, Function.comp_apply, abs_norm] - have hbound := (fderiv ℝ (fun w : ℂ => ‖w‖) (f z)).le_opNorm (fderiv ℝ f z v) - rw [norm_fderiv_norm hnorm, one_mul, Real.norm_eq_abs] at hbound - have hvalue : fderiv ℝ f z v = v * deriv f z := by - rw [hf.fderiv_restrictScalars (𝕜 := ℝ)] - change fderiv ℂ f z v = _ - rw [fderiv_eq_smul_deriv, smul_eq_mul] - rw [hvalue, norm_mul] at hbound - rw [hvalue] - calc - ‖f z‖⁻¹ * |(fderiv ℝ (fun w : ℂ => ‖w‖) (f z)) (v * deriv f z)| - ≤ ‖f z‖⁻¹ * (‖v‖ * ‖deriv f z‖) := mul_le_mul_of_nonneg_left hbound (inv_nonneg.mpr (norm_nonneg _)) - _ = ‖deriv f z / f z‖ * ‖v‖ := by rw [norm_div]; ring - -end SLEExactGauge - -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -lemma univalent_omitted_value_bound_ball {f : ℂ → ℂ} {z : ℂ} {r : ℝ} - (hr : 0 < r) (hd : DifferentiableOn ℂ f (ball z r)) - (hi : InjOn f (ball z r)) (a : ℂ) (ha : a ∉ f '' ball z r) : - r * ‖deriv f z‖ ≤ (128 * Real.pi) * ‖f z - a‖ := by - let g : ℂ → ℂ := fun w => z + (r : ℂ) * w - have hgmap : MapsTo g (ball 0 1) (ball z r) := by - intro w hw - rw [mem_ball_iff_norm] - dsimp only [g] - rw [add_sub_cancel_left, norm_mul, Complex.norm_real, - Real.norm_eq_abs, abs_of_pos hr] - exact (mul_lt_mul_of_pos_left (by simpa [mem_ball_zero_iff] using hw) hr).trans_eq (mul_one r) - have hgd : Differentiable ℂ g := (differentiable_const z).add ((differentiable_const (r : ℂ)).mul differentiable_id) - have hgi : Function.Injective g := by - intro v w he - exact mul_left_cancel₀ (by exact_mod_cast hr.ne') (add_left_cancel he) - have hfd : DifferentiableOn ℂ (f ∘ g) (ball 0 1) := hd.comp hgd.differentiableOn hgmap - have hfi : InjOn (f ∘ g) (ball 0 1) := by - intro v hv w hw he - exact hgi (hi (hgmap hv) (hgmap hw) he) - have hfa : a ∉ (f ∘ g) '' ball 0 1 := by - rintro ⟨w, hw, he⟩ - exact ha ⟨g w, hgmap hw, he⟩ - have hg0 : g 0 = z := by simp [g] - have hgder : HasDerivAt g (r : ℂ) 0 := by - simpa [g] using ((hasDerivAt_id (0 : ℂ)).const_mul (r : ℂ)).const_add z - have hfz := (hd.differentiableAt (isOpen_ball.mem_nhds (mem_ball_self hr))).hasDerivAt - have hder : deriv (f ∘ g) 0 = deriv f z * (r : ℂ) := by - have hfg : HasDerivAt f (deriv f z) (g 0) := by rw [hg0]; exact hfz - exact (hfg.comp 0 hgder).deriv - have hh := univalent_omitted_value_bound hfd hfi a hfa - simpa [hder, norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_pos hr, - Function.comp_apply, hg0, mul_comm] using hh - -end SLEExactGauge - -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -lemma logarithmic_lift_deriv_bound {f h : ℂ → ℂ} {a : ℂ} - (hd : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) - (ha : a ∉ f '' ball 0 1) - (hh : ∀ z ∈ ball (0 : ℂ) 1, deriv h z = deriv f z / (f z - a)) - {z : ℂ} (hz : z ∈ closedBall (0 : ℂ) (1 / 2 : ℝ)) : - ‖deriv h z‖ ≤ 256 * Real.pi := by - have hsub : ball z (1 / 2 : ℝ) ⊆ ball (0 : ℂ) 1 := by - intro w hw - apply mem_ball.mpr - have hw' := mem_ball.mp hw - have hz' := mem_closedBall.mp hz - exact (dist_triangle w z 0).trans_lt (by linarith) - have hz' : z ∈ ball (0 : ℂ) 1 := (closedBall_subset_ball (by norm_num)) hz - have hn : f z - a ≠ 0 := by - intro he - exact ha ⟨z, hz', sub_eq_zero.mp he⟩ - have hb := univalent_omitted_value_bound_ball (by norm_num : (0 : ℝ) < 1 / 2) - (hd.mono hsub) (hi.mono hsub) a (fun he => ha (image_mono hsub he)) - rw [hh z hz', norm_div] - apply (div_le_iff₀ (norm_pos_iff.mpr hn)).mpr - linarith - -lemma logarithmic_lift_second_bound {f h : ℂ → ℂ} {a : ℂ} - (hd : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) - (ha : a ∉ f '' ball 0 1) (hhd : DifferentiableOn ℂ h (ball 0 1)) - (hh : ∀ z ∈ ball (0 : ℂ) 1, deriv h z = deriv f z / (f z - a)) : - ‖deriv (deriv h) 0‖ ≤ 512 * Real.pi := by - have hs : closedBall (0 : ℂ) (1 / 2 : ℝ) ⊆ ball 0 1 := - closedBall_subset_ball (by norm_num) - have hb := Complex.norm_deriv_le_of_forall_mem_sphere_norm_le - (by norm_num : (0 : ℝ) < 1 / 2) - ((hhd.deriv isOpen_ball).diffContOnCl_ball hs) - (fun z hz => logarithmic_lift_deriv_bound hd hi ha hh (sphere_subset_closedBall hz)) - convert hb using 1; ring - -end SLEExactGauge - -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -lemma exists_omitted_near_of_inverse {f g : ℂ → ℂ} - (hd : DifferentiableOn ℂ f (ball 0 1)) (hf0 : deriv f 0 ≠ 0) - (hg : DifferentiableOn ℂ g (f '' ball 0 1)) - (hgf : ∀ z ∈ ball (0 : ℂ) 1, g (f z) = z) : - ∃ a : ℂ, a ∉ f '' ball 0 1 ∧ ‖f 0 - a‖ < 2 * ‖deriv f 0‖ := by - have hz : (0 : ℂ) ∈ ball 0 1 := mem_ball_self (by norm_num) - have hn : 0 < ‖deriv f 0‖ := norm_pos_iff.mpr hf0 - have hr : 0 < 2 * ‖deriv f 0‖ := by positivity - by_contra! hcontra - have hsub : ball (f 0) (2 * ‖deriv f 0‖) ⊆ f '' ball 0 1 := by - intro a ha - by_contra hnot - have hh := hcontra a hnot - have hn' : ‖f 0 - a‖ < 2 * ‖deriv f 0‖ := by - simpa only [mem_ball_iff_norm, norm_sub_rev] using ha - linarith - have hgd := hg.mono hsub - have hgm : MapsTo g (ball (f 0) (2 * ‖deriv f 0‖)) (closedBall (g (f 0)) 1) := by - intro w hw - obtain ⟨z, hz', rfl⟩ := hsub hw - rw [hgf z hz', hgf 0 hz] - exact ball_subset_closedBall hz' - have hbound := Complex.norm_deriv_le_div_of_mapsTo_ball hgd hgm hr - have hdf := (hd.differentiableAt (isOpen_ball.mem_nhds hz)).hasDerivAt - have hdg := (hgd.differentiableAt (isOpen_ball.mem_nhds (mem_ball_self hr))).hasDerivAt - have heq : (g ∘ f) =ᶠ[𝓝 (0 : ℂ)] id := by - filter_upwards [isOpen_ball.mem_nhds hz] with z hz' - exact hgf z hz' - have hprod : deriv g (f 0) * deriv f 0 = 1 := - ((hdg.comp 0 hdf).congr_of_eventuallyEq heq.symm).unique (hasDerivAt_id 0) - have hnormprod : ‖deriv g (f 0)‖ * ‖deriv f 0‖ = 1 := by - simpa only [norm_mul, norm_one] using congrArg norm hprod - have hh := (le_div_iff₀ hr).mp hbound - nlinarith - -end SLEExactGauge - -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -lemma preSchwarzian_bound_of_inverse {f g : ℂ → ℂ} - (hd : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) - (hf0 : deriv f 0 ≠ 0) - (hg : DifferentiableOn ℂ g (f '' ball 0 1)) - (hgf : ∀ z ∈ ball (0 : ℂ) 1, g (f z) = z) : - ‖deriv (deriv f) 0 / deriv f 0‖ ≤ 1280 * Real.pi := by - obtain ⟨a, ha, hnear⟩ := exists_omitted_near_of_inverse hd hf0 hg hgf - have hz : (0 : ℂ) ∈ ball 0 1 := mem_ball_self (by norm_num) - have hnon (z : ℂ) (hz : z ∈ ball (0 : ℂ) 1) : f z - a ≠ 0 := by - intro he - exact ha ⟨z, hz, sub_eq_zero.mp he⟩ - obtain ⟨h, hhd, hexp, hh⟩ := exists_holomorphic_log_on_ball (by norm_num : (0 : ℝ) < 1) - (hd.sub_const a) hnon - have hh' (z : ℂ) (hz : z ∈ ball (0 : ℂ) 1) : - deriv h z = deriv f z / (f z - a) := by - rw [hh z hz] - congr 1 - exact ((hd.differentiableAt (isOpen_ball.mem_nhds hz)).hasDerivAt.sub_const a).deriv - have hdf := (hd.differentiableAt (isOpen_ball.mem_nhds hz)).hasDerivAt - have hddf := ((hd.deriv isOpen_ball).differentiableAt (isOpen_ball.mem_nhds hz)).hasDerivAt - have heq : deriv h =ᶠ[𝓝 (0 : ℂ)] (fun z => deriv f z / (f z - a)) := by - filter_upwards [isOpen_ball.mem_nhds hz] with z hz' - exact hh' z hz' - have hsecond : deriv (deriv h) 0 = - (deriv (deriv f) 0 * (f 0 - a) - deriv f 0 * deriv f 0) / (f 0 - a) ^ 2 := - ((hddf.div (hdf.sub_const a) (hnon 0 hz)).congr_of_eventuallyEq heq).deriv - have halg : deriv (deriv f) 0 / deriv f 0 = - deriv (deriv h) 0 / deriv h 0 + deriv h 0 := by - rw [hsecond, hh' 0 hz] - field_simp [hf0, hnon 0 hz] - ring - have hfirst := logarithmic_lift_deriv_bound hd hi ha hh' - (mem_closedBall_self (by norm_num : (0 : ℝ) ≤ 1 / 2)) - have htwo := logarithmic_lift_second_bound hd hi ha hhd hh' - have hlower : (1 / 2 : ℝ) ≤ ‖deriv h 0‖ := by - rw [hh' 0 hz, norm_div] - apply (le_div_iff₀ (norm_pos_iff.mpr (hnon 0 hz))).mpr - linarith - have hpos : 0 < ‖deriv h 0‖ := by linarith - have hratio : ‖deriv (deriv h) 0‖ / ‖deriv h 0‖ ≤ 1024 * Real.pi := by - apply (div_le_iff₀ hpos).mpr - nlinarith [Real.pi_pos] - rw [halg] - calc - ‖deriv (deriv h) 0 / deriv h 0 + deriv h 0‖ ≤ - ‖deriv (deriv h) 0‖ / ‖deriv h 0‖ + ‖deriv h 0‖ := by - simpa only [norm_div] using norm_add_le (deriv (deriv h) 0 / deriv h 0) (deriv h 0) - _ ≤ 1280 * Real.pi := by linarith - -end SLEExactGauge - -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - -lemma preSchwarzian_bound_ball {f g : ℂ → ℂ} {z : ℂ} {r : ℝ} - (hr : 0 < r) (hd : DifferentiableOn ℂ f (ball z r)) - (hi : InjOn f (ball z r)) (hf0 : deriv f z ≠ 0) - (hg : DifferentiableOn ℂ g (f '' ball z r)) - (hgf : ∀ w ∈ ball z r, g (f w) = w) : - r * ‖deriv (deriv f) z / deriv f z‖ ≤ 1280 * Real.pi := by - let A : ℂ → ℂ := fun w => z + (r : ℂ) * w - have hrC : (r : ℂ) ≠ 0 := by exact_mod_cast hr.ne' - have hAmap : MapsTo A (ball 0 1) (ball z r) := by - intro w hw - rw [mem_ball_iff_norm] - dsimp only [A] - rw [add_sub_cancel_left, norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_pos hr] - exact (mul_lt_mul_of_pos_left (mem_ball_zero_iff.mp hw) hr).trans_eq (mul_one r) - have hAd : Differentiable ℂ A := - (differentiable_const z).add ((differentiable_const (r : ℂ)).mul differentiable_id) - have hAder (w : ℂ) : HasDerivAt A (r : ℂ) w := by - simpa [A] using ((hasDerivAt_id w).const_mul (r : ℂ)).const_add z - have hAi : Function.Injective A := by - intro v w he - exact mul_left_cancel₀ hrC (add_left_cancel he) - have hA0 : A 0 = z := by simp [A] - let F := f ∘ A - let G := fun w => (g w - z) / (r : ℂ) - have hFd : DifferentiableOn ℂ F (ball 0 1) := hd.comp hAd.differentiableOn hAmap - have hFi : InjOn F (ball 0 1) := by - intro v hv w hw he - exact hAi (hi (hAmap hv) (hAmap hw) he) - have hsub : F '' ball 0 1 ⊆ f '' ball z r := by - rintro w ⟨v, hv, rfl⟩ - exact ⟨A v, hAmap hv, rfl⟩ - have hGd : DifferentiableOn ℂ G (F '' ball 0 1) := - ((hg.mono hsub).sub_const z).div_const (r : ℂ) - have hGF : ∀ w ∈ ball (0 : ℂ) 1, G (F w) = w := by - intro w hw - dsimp [G, F] - rw [hgf _ (hAmap hw)] - dsimp [A] - rw [add_sub_cancel_left, mul_div_cancel_left₀ _ hrC] - have hdf := (hd.differentiableAt (isOpen_ball.mem_nhds (mem_ball_self hr))).hasDerivAt - have hFder : deriv F 0 = deriv f z * (r : ℂ) := by - have hh : HasDerivAt f (deriv f z) (A 0) := by rw [hA0]; exact hdf - exact (hh.comp 0 (hAder 0)).deriv - have hbound := preSchwarzian_bound_of_inverse hFd hFi - (by rw [hFder]; exact mul_ne_zero hf0 hrC) hGd hGF - have hFsecond : deriv (deriv F) 0 = deriv (deriv f) z * (r : ℂ) ^ 2 := by - have heq : deriv F =ᶠ[𝓝 (0 : ℂ)] (fun w => deriv f (A w) * (r : ℂ)) := by - filter_upwards [isOpen_ball.mem_nhds (mem_ball_self (by norm_num : (0 : ℝ) < 1))] with w hw - exact (((hd.differentiableAt (isOpen_ball.mem_nhds (hAmap hw))).hasDerivAt).comp w (hAder w)).deriv - have hdd := ((hd.deriv isOpen_ball).differentiableAt - (isOpen_ball.mem_nhds (mem_ball_self hr))).hasDerivAt - have hh : HasDerivAt (deriv f) (deriv (deriv f) z) (A 0) := by rw [hA0]; exact hdd - have hh' := (((hh.comp 0 (hAder 0)).mul_const (r : ℂ)).congr_of_eventuallyEq heq).deriv - simpa only [pow_two, mul_assoc] using hh' - have halg : deriv (deriv F) 0 / deriv F 0 = (r : ℂ) * (deriv (deriv f) z / deriv f z) := by - rw [hFsecond, hFder] - field_simp - rw [halg, norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_pos hr] at hbound - exact hbound - - - -lemma disk_preSchwarzian_bound {f g : ℂ → ℂ} - (hd : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) - (hg : DifferentiableOn ℂ g (f '' ball 0 1)) - (hgf : ∀ w ∈ ball (0 : ℂ) 1, g (f w) = w) - {z : ℂ} (hz : z ∈ ball (0 : ℂ) 1) (hfz : deriv f z ≠ 0) : - ‖((1 - ‖z‖ ^ 2 : ℝ) : ℂ) * (deriv (deriv f) z / deriv f z) - 2 * star z‖ ≤ - 2560 * Real.pi + 2 := by - have hn := mem_ball_zero_iff.mp hz - have hr : 0 < 1 - ‖z‖ := by linarith - have hsub : ball z (1 - ‖z‖) ⊆ ball (0 : ℂ) 1 := by - intro w hw - apply mem_ball.mpr - have hh := mem_ball.mp hw - have hd0 : dist z 0 = ‖z‖ := dist_zero_right z - exact (dist_triangle w z 0).trans_lt (by linarith) - have hb := preSchwarzian_bound_ball hr (hd.mono hsub) (hi.mono hsub) hfz - (hg.mono (image_mono hsub)) (fun w hw => hgf w (hsub hw)) - have hrad : 0 ≤ 1 - ‖z‖ ^ 2 := by nlinarith [norm_nonneg z] - calc - _ ≤ ‖((1 - ‖z‖ ^ 2 : ℝ) : ℂ) * (deriv (deriv f) z / deriv f z)‖ + ‖2 * star z‖ := norm_sub_le _ _ - _ = (1 - ‖z‖ ^ 2) * ‖deriv (deriv f) z / deriv f z‖ + 2 * ‖z‖ := by - simp only [norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_nonneg hrad, - norm_ofNat, norm_star] - _ ≤ 2560 * Real.pi + 2 := by - have hprod := mul_le_mul_of_nonneg_right (show (1 + ‖z‖) ≤ 2 by linarith) - (mul_nonneg hr.le (norm_nonneg (deriv (deriv f) z / deriv f z))) - nlinarith - -end SLEExactGauge - -end - - -section - -open Set Filter Metric Complex InnerProductSpace -open scoped Topology Laplacian RealInnerProductSpace -namespace SLEExactGauge - -noncomputable def diskLogRadius (f : ℂ → ℂ) (z : ℂ) : ℝ := - Real.log (diskWeight z) + Real.log ‖deriv f z‖ - -lemma diskLogRadius_contDiffAt {f : ℂ → ℂ} - (hd : DifferentiableOn ℂ f (ball 0 1)) {z : ℂ} - (hz : z ∈ ball (0 : ℂ) 1) (hne : deriv f z ≠ 0) : - ContDiffAt ℝ 2 (diskLogRadius f) z := by - have hh := (((hd.deriv isOpen_ball).analyticAt (isOpen_ball.mem_nhds hz))).harmonicAt_log_norm hne - exact (diskWeight_contDiff.contDiffAt.log (diskWeight_pos hz).ne').add hh.1 - -end SLEExactGauge -end -end -end - -end OAI +import Mathlib +import OAI.Probability.SLE.RadiusClocks + +namespace OAI + +/-! Angular Laws for chordal SLE. -/ + +section +section +section +open Set Filter Metric Complex MeasureTheory +open scoped Topology Laplacian ENNReal +namespace SLEExactGauge +noncomputable def greenInner (n : ℕ) : ℝ := (1 / 2) * (1 / ((n : ℝ) + 1)) +noncomputable def greenOuter (n : ℕ) : ℝ := 1 - greenInner n + +lemma greenInner_pos (n : ℕ) : 0 < greenInner n := by unfold greenInner; positivity + +lemma greenInner_le_half (n : ℕ) : greenInner n ≤ 1 / 2 := by + unfold greenInner + have hn : (1 : ℝ) ≤ (n : ℝ) + 1 := le_add_of_nonneg_left (Nat.cast_nonneg n) + have hh : (1 : ℝ) / ((n : ℝ) + 1) ≤ 1 := + (div_le_one (by positivity)).mpr hn + linarith + +lemma greenInner_le_outer (n : ℕ) : greenInner n ≤ greenOuter n := by + unfold greenOuter + linarith [greenInner_le_half n] + +lemma greenOuter_pos (n : ℕ) : 0 < greenOuter n := + (greenInner_pos n).trans_le (greenInner_le_outer n) + +lemma greenOuter_lt_one (n : ℕ) : greenOuter n < 1 := by + unfold greenOuter + linarith [greenInner_pos n] + +lemma greenInner_tendsto : Tendsto greenInner atTop (𝓝 0) := by + change Tendsto (fun n : ℕ => (1 / 2) * (1 / ((n : ℝ) + 1))) atTop (𝓝 0) + simpa only [greenInner, mul_zero] using + (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul (1 / 2 : ℝ) + +lemma greenOuter_tendsto : Tendsto greenOuter atTop (𝓝 1) := by + change Tendsto (fun n => 1 - greenInner n) atTop (𝓝 1) + simpa only [greenOuter, sub_zero] using tendsto_const_nhds.sub greenInner_tendsto + +lemma greenInner_log_tendsto : Tendsto (fun n => -greenInner n * Real.log (greenInner n)) atTop (𝓝 0) := by + simpa only [Function.comp_def, zero_mul, neg_zero, neg_mul] using + ((Real.continuous_mul_log.tendsto 0).comp greenInner_tendsto).neg + +def polarUnitDisk : Set (ℝ × ℝ) := Ioo 0 1 ×ˢ Ioo (-Real.pi) Real.pi + +noncomputable def polarGreenTarget (u : ℂ → ℝ) (p : ℝ × ℝ) : ℝ≥0∞ := + polarUnitDisk.indicator (fun p : ℝ × ℝ => + ENNReal.ofReal (p.1 * (-Real.log p.1) * (-(Δ u) (polarPoint p.1 p.2)))) p + +lemma greenTruncation_tendsto {u : ℂ → ℝ} {p : ℝ × ℝ} (hp : p ∈ polarUnitDisk) : + Tendsto (fun n => ENNReal.ofReal (greenTruncation u (greenInner n) (greenOuter n) p)) atTop + (𝓝 (ENNReal.ofReal (p.1 * (-Real.log p.1) * (-(Δ u) (polarPoint p.1 p.2))))) := by + have he : ∀ᶠ n in atTop, greenTruncation u (greenInner n) (greenOuter n) p = + p.1 * (Real.log (greenOuter n) - Real.log p.1) * (-(Δ u) (polarPoint p.1 p.2)) := by + filter_upwards [greenInner_tendsto (Iio_mem_nhds hp.1.1), + greenOuter_tendsto (Ioi_mem_nhds hp.1.2)] with n ha hR + have hm : p ∈ greenRectangle (greenInner n) (greenOuter n) := + ⟨⟨ha.le, hR.le⟩, ⟨hp.2.1.le, hp.2.2.le⟩⟩ + simp only [greenTruncation, indicator_of_mem hm, annulusDensity] + have hl := (Real.continuousAt_log (by norm_num : (1 : ℝ) ≠ 0)).tendsto.comp greenOuter_tendsto + have ht := ENNReal.continuous_ofReal.continuousAt.tendsto.comp + (((hl.sub_const (Real.log p.1)).const_mul p.1).mul_const + (-(Δ u) (polarPoint p.1 p.2))) + simp only [Function.comp_def, Real.log_one, zero_sub] at ht + exact ht.congr' (he.mono fun n hn => congrArg ENNReal.ofReal hn.symm) + + + +lemma polar_green_le {u : ℂ → ℝ} {C : ℝ} + (hu : ∀ z ∈ ball (0 : ℂ) 1, ContDiffAt ℝ 2 u z) + (hun : ∀ z ∈ ball (0 : ℂ) 1, 0 ≤ u z) + (hub : ∀ z ∈ ball (0 : ℂ) 1, u z ≤ C) + (hΔ : ∀ z ∈ ball (0 : ℂ) 1, (Δ u) z ≤ 0) : + (∫⁻ p, polarGreenTarget u p) ≤ ENNReal.ofReal (2 * Real.pi * C) := by + let F : ℕ → ℝ × ℝ → ℝ≥0∞ := fun n p => + ENNReal.ofReal (greenTruncation u (greenInner n) (greenOuter n) p) + have hmeas (n : ℕ) : AEMeasurable (F n) := + ENNReal.measurable_ofReal.comp_aemeasurable + (greenTruncation_integrable (greenInner_pos n) (greenOuter_lt_one n) hu).aemeasurable + have hp : polarGreenTarget u ≤ fun p => liminf (fun n => F n p) atTop := by + intro p + by_cases hp : p ∈ polarUnitDisk + · rw [polarGreenTarget, indicator_of_mem hp] + exact le_of_eq (greenTruncation_tendsto (u := u) hp).liminf_eq.symm + · simp only [polarGreenTarget, indicator_of_notMem hp] + exact bot_le + rcases derivative_locally_bounded (hu 0 (by simp)) with ⟨δ, M, hδ, hM, hgrad⟩ + have hbound : ∀ᶠ n in atTop, (∫⁻ p, F n p) ≤ + ENNReal.ofReal (2 * Real.pi * (C + M * (-greenInner n * Real.log (greenInner n)))) := by + filter_upwards [greenInner_tendsto (Iio_mem_nhds hδ)] with n hn + change greenInner n < δ at hn + exact greenTruncation_lintegral_le (greenInner_pos n) (greenInner_le_outer n) + (greenOuter_lt_one n) hu hun hub hΔ hM (fun θ => hgrad _ (by + simpa only [polarPoint_norm, abs_of_pos (greenInner_pos n)] using hn)) + have ht : Tendsto (fun n => ENNReal.ofReal + (2 * Real.pi * (C + M * (-greenInner n * Real.log (greenInner n))))) atTop + (𝓝 (ENNReal.ofReal (2 * Real.pi * C))) := by + simpa only [Function.comp_def, mul_zero, add_zero] using ENNReal.continuous_ofReal.continuousAt.tendsto.comp + ((tendsto_const_nhds.add (greenInner_log_tendsto.const_mul M)).const_mul (2 * Real.pi)) + exact (lintegral_mono hp).trans ((lintegral_liminf_le' hmeas).trans + ((liminf_le_liminf hbound).trans_eq ht.liminf_eq)) + +end SLEExactGauge + +end + + +section + +open Set Filter Metric Complex MeasureTheory +open scoped Topology ENNReal +namespace SLEExactGauge + +lemma polarPoint_eq_polarCoord (p : ℝ × ℝ) : + polarPoint p.1 p.2 = Complex.polarCoord.symm p := by + rw [polarPoint_eq_circleMap] + apply Complex.ext + · simp [circleMap_zero_re, Complex.polarCoord_symm_apply, Complex.cos_ofReal_re, Complex.sin_ofReal_re] + · simp [circleMap_zero_im, Complex.polarCoord_symm_apply, Complex.cos_ofReal_re, Complex.sin_ofReal_re] + +lemma disk_log_lintegral_polar (h : ℂ → ℝ) : + (∫⁻ z in ball (0 : ℂ) 1, ENNReal.ofReal ((-Real.log ‖z‖) * h z)) = + ∫⁻ p in Ioo (0 : ℝ) 1 ×ˢ Ioo (-Real.pi) Real.pi, + ENNReal.ofReal (p.1 * (-Real.log p.1) * h (polarPoint p.1 p.2)) := by + let T : Set (ℝ × ℝ) := Ioi 0 ×ˢ Ioo (-Real.pi) Real.pi + let S : Set (ℝ × ℝ) := Ioo 0 1 ×ˢ Ioo (-Real.pi) Real.pi + have hT : MeasurableSet T := measurableSet_Ioi.prod measurableSet_Ioo + have hS : MeasurableSet S := measurableSet_Ioo.prod measurableSet_Ioo + have hST : S ⊆ T := prod_mono Ioo_subset_Ioi_self subset_rfl + let f : ℂ → ℝ≥0∞ := (ball (0 : ℂ) 1).indicator (fun z => ENNReal.ofReal ((-Real.log ‖z‖) * h z)) + calc + _ = ∫⁻ z, f z := (lintegral_indicator measurableSet_ball _).symm + _ = ∫⁻ p in T, ENNReal.ofReal p.1 • f (Complex.polarCoord.symm p) := + (Complex.lintegral_comp_polarCoord_symm f).symm + _ = ∫⁻ p in T, S.indicator (fun p : ℝ × ℝ => + ENNReal.ofReal (p.1 * (-Real.log p.1) * h (polarPoint p.1 p.2))) p := by + apply setLIntegral_congr_fun hT + intro p hp + have hn : ‖Complex.polarCoord.symm p‖ = p.1 := by + rw [Complex.norm_polarCoord_symm, abs_of_pos hp.1] + by_cases hr : p.1 < 1 + · have hz : Complex.polarCoord.symm p ∈ ball (0 : ℂ) 1 := by + rw [mem_ball_zero_iff, hn] + exact hr + have hs : p ∈ S := ⟨⟨hp.1, hr⟩, hp.2⟩ + simp only [f, indicator_of_mem hz, indicator_of_mem hs, hn, smul_eq_mul, + polarPoint_eq_polarCoord, ← ENNReal.ofReal_mul hp.1.le, mul_assoc] + · have hz : Complex.polarCoord.symm p ∉ ball (0 : ℂ) 1 := by + simpa only [mem_ball_zero_iff, hn] using hr + have hs : p ∉ S := fun hs => hr hs.1.2 + simp only [f, indicator_of_notMem hz, indicator_of_notMem hs, smul_zero] + _ = _ := by + rw [lintegral_indicator hS, Measure.restrict_restrict hS, inter_eq_left.mpr hST] + +end SLEExactGauge + +end + + +section + +open Set Filter Metric Complex MeasureTheory +open scoped Topology Laplacian ENNReal +namespace SLEExactGauge + + +lemma disk_green_le {u : ℂ → ℝ} {C : ℝ} + (hu : ∀ z ∈ ball (0 : ℂ) 1, ContDiffAt ℝ 2 u z) + (hun : ∀ z ∈ ball (0 : ℂ) 1, 0 ≤ u z) + (hub : ∀ z ∈ ball (0 : ℂ) 1, u z ≤ C) + (hΔ : ∀ z ∈ ball (0 : ℂ) 1, (Δ u) z ≤ 0) : + (∫⁻ z in ball (0 : ℂ) 1, ENNReal.ofReal ((-Real.log ‖z‖) * (-(Δ u) z))) ≤ + ENNReal.ofReal (2 * Real.pi * C) := by + rw [disk_log_lintegral_polar] + have hh := polar_green_le hu hun hub hΔ + simpa only [polarGreenTarget, polarUnitDisk, + lintegral_indicator (measurableSet_Ioo.prod measurableSet_Ioo)] using hh + +end SLEExactGauge + +end + + +section + +open Set Filter Metric Complex InnerProductSpace +open scoped Topology Laplacian +namespace SLEExactGauge + +lemma second_direction_chain {f : ℝ → ℝ} {g : ℂ → ℝ} {z : ℂ} + (hg : ContDiffAt ℝ 2 g z) (hf : ContDiffAt ℝ 2 f (g z)) (v : ℂ) : + fderiv ℝ (fderiv ℝ (f ∘ g)) z v v = + deriv (deriv f) (g z) * (fderiv ℝ g z v) ^ 2 + + deriv f (g z) * fderiv ℝ (fderiv ℝ g) z v v := by + have hgd : DifferentiableAt ℝ g z := hg.differentiableAt (by norm_num) + have hfdd : DifferentiableAt ℝ (deriv f) (g z) := + (hf.derivWithin (m := 1) (by norm_num)).differentiableAt (by norm_num) + have hgdd : DifferentiableAt ℝ (fderiv ℝ g) z := + (hg.fderiv_right (m := 1) (by norm_num)).differentiableAt (by norm_num) + have hcompdd : DifferentiableAt ℝ (fderiv ℝ (f ∘ g)) z := + ((hf.comp z hg).fderiv_right (m := 1) (by norm_num)).differentiableAt (by norm_num) + have heq : (fun w => fderiv ℝ (f ∘ g) w v) =ᶠ[𝓝 z] + (fun w => deriv f (g w) * fderiv ℝ g w v) := by + filter_upwards [hg.eventually (by norm_num), + hgd.continuousAt (hf.eventually (by norm_num))] with w hgw hfw + change ContDiffAt ℝ 2 f (g w) at hfw + rw [fderiv_comp w (hfw.differentiableAt (by norm_num)) (hgw.differentiableAt (by norm_num)), + ContinuousLinearMap.comp_apply, fderiv_eq_smul_deriv, smul_eq_mul, mul_comm] + have hleft : fderiv ℝ (fun w => fderiv ℝ (f ∘ g) w v) z v = + fderiv ℝ (fderiv ℝ (f ∘ g)) z v v := by + rw [fderiv_clm_apply hcompdd (differentiableAt_const v)] + simp + have hright : fderiv ℝ (fun w => deriv f (g w) * fderiv ℝ g w v) z v = + deriv (deriv f) (g z) * (fderiv ℝ g z v) ^ 2 + + deriv f (g z) * fderiv ℝ (fderiv ℝ g) z v v := by + have hmul := fderiv_fun_mul (hfdd.comp z hgd) (hgdd.clm_apply (differentiableAt_const v)) + simp only [Function.comp_apply] at hmul + rw [hmul] + simp only [add_apply, smul_apply, smul_eq_mul] + rw [fderiv_comp z hfdd hgd, ContinuousLinearMap.comp_apply, fderiv_eq_smul_deriv, + fderiv_clm_apply hgdd (differentiableAt_const v)] + simp only [fderiv_fun_const, Pi.zero_apply, ContinuousLinearMap.comp_zero, zero_add, + ContinuousLinearMap.flip_apply, smul_eq_mul] + ring + rw [← hleft, heq.fderiv_eq, hright] + + + +lemma plane_laplacian_chain {f : ℝ → ℝ} {g : ℂ → ℝ} {z : ℂ} + (hg : ContDiffAt ℝ 2 g z) (hf : ContDiffAt ℝ 2 f (g z)) : + (Δ (f ∘ g)) z = deriv f (g z) * (Δ g) z + + deriv (deriv f) (g z) * ((fderiv ℝ g z 1) ^ 2 + (fderiv ℝ g z I) ^ 2) := by + simp only [laplacian_eq_iteratedFDeriv_complexPlane, iteratedFDeriv_two_apply, + Fin.isValue, Matrix.cons_val_zero, Matrix.cons_val_one, Matrix.cons_val_fin_one] + rw [second_direction_chain hg hf 1, second_direction_chain hg hf I] + ring + +end SLEExactGauge + +end + + +section + +open Set Filter Metric Complex InnerProductSpace +open scoped Topology Laplacian RealInnerProductSpace +namespace SLEExactGauge + +noncomputable def diskWeight (z : ℂ) : ℝ := 1 - ‖z‖ ^ 2 + +lemma diskWeight_pos {z : ℂ} (hz : z ∈ ball (0 : ℂ) 1) : 0 < diskWeight z := by + have hn := mem_ball_zero_iff.mp hz + dsimp [diskWeight] + nlinarith [norm_nonneg z] + +lemma diskWeight_contDiff : ContDiff ℝ 2 diskWeight := + contDiff_const.sub (contDiff_id.norm_sq ℂ) + +lemma diskWeight_fderiv (z : ℂ) : + fderiv ℝ diskWeight z = (-2 : ℝ) • innerSL ℝ z := by + change fderiv ℝ (fun w : ℂ => 1 - ‖w‖ ^ 2) z = _ + rw [fderiv_const_sub, fderiv_norm_sq_apply] + ext v + simp [smul_apply, nsmul_eq_mul] + ring + +lemma diskWeight_laplacian (z : ℂ) : (Δ diskWeight) z = -4 := by + simp only [laplacian_eq_iteratedFDeriv_complexPlane, iteratedFDeriv_two_apply, + Fin.isValue, Matrix.cons_val_zero, Matrix.cons_val_one, Matrix.cons_val_fin_one] + have heq : fderiv ℝ diskWeight = fun z => (-2 : ℝ) • innerSL ℝ z := funext diskWeight_fderiv + rw [heq] + rw [fderiv_fun_const_smul (𝕜 := ℝ) (x := z) + (innerSL ℝ (E := ℂ)).differentiableAt (-2 : ℝ)] + simp only [ContinuousLinearMap.fderiv, smul_apply, smul_eq_mul] + change -2 * inner ℝ (1 : ℂ) 1 + -2 * inner ℝ (I : ℂ) I = -4 + norm_num [real_inner_self_eq_norm_sq] + +lemma log_diskWeight_laplacian {z : ℂ} (hz : z ∈ ball (0 : ℂ) 1) : + (Δ (fun w => Real.log (diskWeight w))) z = -4 / diskWeight z ^ 2 := by + have hg := diskWeight_contDiff.contDiffAt (x := z) + have hf : ContDiffAt ℝ 2 Real.log (diskWeight z) := Real.contDiffAt_log.mpr (diskWeight_pos hz).ne' + have hh := plane_laplacian_chain hg hf + have hlog2 : deriv (deriv Real.log) (diskWeight z) = -(diskWeight z ^ 2)⁻¹ := by + rw [Real.deriv_log'] + exact (hasDerivAt_inv (diskWeight_pos hz).ne').deriv + change (Δ (fun w => Real.log (diskWeight w))) z = _ at hh + rw [Real.deriv_log, hlog2, diskWeight_laplacian, diskWeight_fderiv] at hh + rw [hh] + simp only [smul_apply, innerSL_apply_apply, smul_eq_mul] + have he : ‖z‖ ^ 2 = z.re ^ 2 + z.im ^ 2 := by simpa [Complex.normSq_apply, sq] using Complex.sq_norm z + have hwne : 1 - ‖z‖ ^ 2 ≠ 0 := (diskWeight_pos hz).ne' + simp [diskWeight, Complex.mul_re] + field_simp [hwne] + nlinarith [he] + +end SLEExactGauge + +end + + +section + +open Set Filter Metric Complex +open scoped Topology +namespace SLEExactGauge + +lemma log_norm_direction_bound {f : ℂ → ℂ} {z : ℂ} + (hf : DifferentiableAt ℂ f z) (hne : f z ≠ 0) (v : ℂ) : + |fderiv ℝ (fun w => Real.log ‖f w‖) z v| ≤ ‖deriv f z / f z‖ * ‖v‖ := by + have hnorm : DifferentiableAt ℝ (fun w : ℂ => ‖w‖) (f z) := + differentiableAt_id.norm ℂ hne + have hd := ((hnorm.hasFDerivAt.comp z (hf.restrictScalars ℝ).hasFDerivAt).log (norm_ne_zero_iff.mpr hne)).fderiv + change fderiv ℝ (fun w => Real.log ‖f w‖) z = _ at hd + rw [hd] + simp only [smul_apply, ContinuousLinearMap.comp_apply, smul_eq_mul, abs_mul, + abs_inv, Function.comp_apply, abs_norm] + have hbound := (fderiv ℝ (fun w : ℂ => ‖w‖) (f z)).le_opNorm (fderiv ℝ f z v) + rw [norm_fderiv_norm hnorm, one_mul, Real.norm_eq_abs] at hbound + have hvalue : fderiv ℝ f z v = v * deriv f z := by + rw [hf.fderiv_restrictScalars (𝕜 := ℝ)] + change fderiv ℂ f z v = _ + rw [fderiv_eq_smul_deriv, smul_eq_mul] + rw [hvalue, norm_mul] at hbound + rw [hvalue] + calc + ‖f z‖⁻¹ * |(fderiv ℝ (fun w : ℂ => ‖w‖) (f z)) (v * deriv f z)| + ≤ ‖f z‖⁻¹ * (‖v‖ * ‖deriv f z‖) := mul_le_mul_of_nonneg_left hbound (inv_nonneg.mpr (norm_nonneg _)) + _ = ‖deriv f z / f z‖ * ‖v‖ := by rw [norm_div]; ring + +end SLEExactGauge + +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +lemma univalent_omitted_value_bound_ball {f : ℂ → ℂ} {z : ℂ} {r : ℝ} + (hr : 0 < r) (hd : DifferentiableOn ℂ f (ball z r)) + (hi : InjOn f (ball z r)) (a : ℂ) (ha : a ∉ f '' ball z r) : + r * ‖deriv f z‖ ≤ (128 * Real.pi) * ‖f z - a‖ := by + let g : ℂ → ℂ := fun w => z + (r : ℂ) * w + have hgmap : MapsTo g (ball 0 1) (ball z r) := by + intro w hw + rw [mem_ball_iff_norm] + dsimp only [g] + rw [add_sub_cancel_left, norm_mul, Complex.norm_real, + Real.norm_eq_abs, abs_of_pos hr] + exact (mul_lt_mul_of_pos_left (by simpa [mem_ball_zero_iff] using hw) hr).trans_eq (mul_one r) + have hgd : Differentiable ℂ g := (differentiable_const z).add ((differentiable_const (r : ℂ)).mul differentiable_id) + have hgi : Function.Injective g := by + intro v w he + exact mul_left_cancel₀ (by exact_mod_cast hr.ne') (add_left_cancel he) + have hfd : DifferentiableOn ℂ (f ∘ g) (ball 0 1) := hd.comp hgd.differentiableOn hgmap + have hfi : InjOn (f ∘ g) (ball 0 1) := by + intro v hv w hw he + exact hgi (hi (hgmap hv) (hgmap hw) he) + have hfa : a ∉ (f ∘ g) '' ball 0 1 := by + rintro ⟨w, hw, he⟩ + exact ha ⟨g w, hgmap hw, he⟩ + have hg0 : g 0 = z := by simp [g] + have hgder : HasDerivAt g (r : ℂ) 0 := by + simpa [g] using ((hasDerivAt_id (0 : ℂ)).const_mul (r : ℂ)).const_add z + have hfz := (hd.differentiableAt (isOpen_ball.mem_nhds (mem_ball_self hr))).hasDerivAt + have hder : deriv (f ∘ g) 0 = deriv f z * (r : ℂ) := by + have hfg : HasDerivAt f (deriv f z) (g 0) := by rw [hg0]; exact hfz + exact (hfg.comp 0 hgder).deriv + have hh := univalent_omitted_value_bound hfd hfi a hfa + simpa [hder, norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_pos hr, + Function.comp_apply, hg0, mul_comm] using hh + +end SLEExactGauge + +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +lemma logarithmic_lift_deriv_bound {f h : ℂ → ℂ} {a : ℂ} + (hd : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) + (ha : a ∉ f '' ball 0 1) + (hh : ∀ z ∈ ball (0 : ℂ) 1, deriv h z = deriv f z / (f z - a)) + {z : ℂ} (hz : z ∈ closedBall (0 : ℂ) (1 / 2 : ℝ)) : + ‖deriv h z‖ ≤ 256 * Real.pi := by + have hsub : ball z (1 / 2 : ℝ) ⊆ ball (0 : ℂ) 1 := by + intro w hw + apply mem_ball.mpr + have hw' := mem_ball.mp hw + have hz' := mem_closedBall.mp hz + exact (dist_triangle w z 0).trans_lt (by linarith) + have hz' : z ∈ ball (0 : ℂ) 1 := (closedBall_subset_ball (by norm_num)) hz + have hn : f z - a ≠ 0 := by + intro he + exact ha ⟨z, hz', sub_eq_zero.mp he⟩ + have hb := univalent_omitted_value_bound_ball (by norm_num : (0 : ℝ) < 1 / 2) + (hd.mono hsub) (hi.mono hsub) a (fun he => ha (image_mono hsub he)) + rw [hh z hz', norm_div] + apply (div_le_iff₀ (norm_pos_iff.mpr hn)).mpr + linarith + +lemma logarithmic_lift_second_bound {f h : ℂ → ℂ} {a : ℂ} + (hd : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) + (ha : a ∉ f '' ball 0 1) (hhd : DifferentiableOn ℂ h (ball 0 1)) + (hh : ∀ z ∈ ball (0 : ℂ) 1, deriv h z = deriv f z / (f z - a)) : + ‖deriv (deriv h) 0‖ ≤ 512 * Real.pi := by + have hs : closedBall (0 : ℂ) (1 / 2 : ℝ) ⊆ ball 0 1 := + closedBall_subset_ball (by norm_num) + have hb := Complex.norm_deriv_le_of_forall_mem_sphere_norm_le + (by norm_num : (0 : ℝ) < 1 / 2) + ((hhd.deriv isOpen_ball).diffContOnCl_ball hs) + (fun z hz => logarithmic_lift_deriv_bound hd hi ha hh (sphere_subset_closedBall hz)) + convert hb using 1; ring + +end SLEExactGauge + +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +lemma exists_omitted_near_of_inverse {f g : ℂ → ℂ} + (hd : DifferentiableOn ℂ f (ball 0 1)) (hf0 : deriv f 0 ≠ 0) + (hg : DifferentiableOn ℂ g (f '' ball 0 1)) + (hgf : ∀ z ∈ ball (0 : ℂ) 1, g (f z) = z) : + ∃ a : ℂ, a ∉ f '' ball 0 1 ∧ ‖f 0 - a‖ < 2 * ‖deriv f 0‖ := by + have hz : (0 : ℂ) ∈ ball 0 1 := mem_ball_self (by norm_num) + have hn : 0 < ‖deriv f 0‖ := norm_pos_iff.mpr hf0 + have hr : 0 < 2 * ‖deriv f 0‖ := by positivity + by_contra! hcontra + have hsub : ball (f 0) (2 * ‖deriv f 0‖) ⊆ f '' ball 0 1 := by + intro a ha + by_contra hnot + have hh := hcontra a hnot + have hn' : ‖f 0 - a‖ < 2 * ‖deriv f 0‖ := by + simpa only [mem_ball_iff_norm, norm_sub_rev] using ha + linarith + have hgd := hg.mono hsub + have hgm : MapsTo g (ball (f 0) (2 * ‖deriv f 0‖)) (closedBall (g (f 0)) 1) := by + intro w hw + obtain ⟨z, hz', rfl⟩ := hsub hw + rw [hgf z hz', hgf 0 hz] + exact ball_subset_closedBall hz' + have hbound := Complex.norm_deriv_le_div_of_mapsTo_ball hgd hgm hr + have hdf := (hd.differentiableAt (isOpen_ball.mem_nhds hz)).hasDerivAt + have hdg := (hgd.differentiableAt (isOpen_ball.mem_nhds (mem_ball_self hr))).hasDerivAt + have heq : (g ∘ f) =ᶠ[𝓝 (0 : ℂ)] id := by + filter_upwards [isOpen_ball.mem_nhds hz] with z hz' + exact hgf z hz' + have hprod : deriv g (f 0) * deriv f 0 = 1 := + ((hdg.comp 0 hdf).congr_of_eventuallyEq heq.symm).unique (hasDerivAt_id 0) + have hnormprod : ‖deriv g (f 0)‖ * ‖deriv f 0‖ = 1 := by + simpa only [norm_mul, norm_one] using congrArg norm hprod + have hh := (le_div_iff₀ hr).mp hbound + nlinarith + +end SLEExactGauge + +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +lemma preSchwarzian_bound_of_inverse {f g : ℂ → ℂ} + (hd : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) + (hf0 : deriv f 0 ≠ 0) + (hg : DifferentiableOn ℂ g (f '' ball 0 1)) + (hgf : ∀ z ∈ ball (0 : ℂ) 1, g (f z) = z) : + ‖deriv (deriv f) 0 / deriv f 0‖ ≤ 1280 * Real.pi := by + obtain ⟨a, ha, hnear⟩ := exists_omitted_near_of_inverse hd hf0 hg hgf + have hz : (0 : ℂ) ∈ ball 0 1 := mem_ball_self (by norm_num) + have hnon (z : ℂ) (hz : z ∈ ball (0 : ℂ) 1) : f z - a ≠ 0 := by + intro he + exact ha ⟨z, hz, sub_eq_zero.mp he⟩ + obtain ⟨h, hhd, hexp, hh⟩ := exists_holomorphic_log_on_ball (by norm_num : (0 : ℝ) < 1) + (hd.sub_const a) hnon + have hh' (z : ℂ) (hz : z ∈ ball (0 : ℂ) 1) : + deriv h z = deriv f z / (f z - a) := by + rw [hh z hz] + congr 1 + exact ((hd.differentiableAt (isOpen_ball.mem_nhds hz)).hasDerivAt.sub_const a).deriv + have hdf := (hd.differentiableAt (isOpen_ball.mem_nhds hz)).hasDerivAt + have hddf := ((hd.deriv isOpen_ball).differentiableAt (isOpen_ball.mem_nhds hz)).hasDerivAt + have heq : deriv h =ᶠ[𝓝 (0 : ℂ)] (fun z => deriv f z / (f z - a)) := by + filter_upwards [isOpen_ball.mem_nhds hz] with z hz' + exact hh' z hz' + have hsecond : deriv (deriv h) 0 = + (deriv (deriv f) 0 * (f 0 - a) - deriv f 0 * deriv f 0) / (f 0 - a) ^ 2 := + ((hddf.div (hdf.sub_const a) (hnon 0 hz)).congr_of_eventuallyEq heq).deriv + have halg : deriv (deriv f) 0 / deriv f 0 = + deriv (deriv h) 0 / deriv h 0 + deriv h 0 := by + rw [hsecond, hh' 0 hz] + field_simp [hf0, hnon 0 hz] + ring + have hfirst := logarithmic_lift_deriv_bound hd hi ha hh' + (mem_closedBall_self (by norm_num : (0 : ℝ) ≤ 1 / 2)) + have htwo := logarithmic_lift_second_bound hd hi ha hhd hh' + have hlower : (1 / 2 : ℝ) ≤ ‖deriv h 0‖ := by + rw [hh' 0 hz, norm_div] + apply (le_div_iff₀ (norm_pos_iff.mpr (hnon 0 hz))).mpr + linarith + have hpos : 0 < ‖deriv h 0‖ := by linarith + have hratio : ‖deriv (deriv h) 0‖ / ‖deriv h 0‖ ≤ 1024 * Real.pi := by + apply (div_le_iff₀ hpos).mpr + nlinarith [Real.pi_pos] + rw [halg] + calc + ‖deriv (deriv h) 0 / deriv h 0 + deriv h 0‖ ≤ + ‖deriv (deriv h) 0‖ / ‖deriv h 0‖ + ‖deriv h 0‖ := by + simpa only [norm_div] using norm_add_le (deriv (deriv h) 0 / deriv h 0) (deriv h 0) + _ ≤ 1280 * Real.pi := by linarith + +end SLEExactGauge + +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + +lemma preSchwarzian_bound_ball {f g : ℂ → ℂ} {z : ℂ} {r : ℝ} + (hr : 0 < r) (hd : DifferentiableOn ℂ f (ball z r)) + (hi : InjOn f (ball z r)) (hf0 : deriv f z ≠ 0) + (hg : DifferentiableOn ℂ g (f '' ball z r)) + (hgf : ∀ w ∈ ball z r, g (f w) = w) : + r * ‖deriv (deriv f) z / deriv f z‖ ≤ 1280 * Real.pi := by + let A : ℂ → ℂ := fun w => z + (r : ℂ) * w + have hrC : (r : ℂ) ≠ 0 := by exact_mod_cast hr.ne' + have hAmap : MapsTo A (ball 0 1) (ball z r) := by + intro w hw + rw [mem_ball_iff_norm] + dsimp only [A] + rw [add_sub_cancel_left, norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_pos hr] + exact (mul_lt_mul_of_pos_left (mem_ball_zero_iff.mp hw) hr).trans_eq (mul_one r) + have hAd : Differentiable ℂ A := + (differentiable_const z).add ((differentiable_const (r : ℂ)).mul differentiable_id) + have hAder (w : ℂ) : HasDerivAt A (r : ℂ) w := by + simpa [A] using ((hasDerivAt_id w).const_mul (r : ℂ)).const_add z + have hAi : Function.Injective A := by + intro v w he + exact mul_left_cancel₀ hrC (add_left_cancel he) + have hA0 : A 0 = z := by simp [A] + let F := f ∘ A + let G := fun w => (g w - z) / (r : ℂ) + have hFd : DifferentiableOn ℂ F (ball 0 1) := hd.comp hAd.differentiableOn hAmap + have hFi : InjOn F (ball 0 1) := by + intro v hv w hw he + exact hAi (hi (hAmap hv) (hAmap hw) he) + have hsub : F '' ball 0 1 ⊆ f '' ball z r := by + rintro w ⟨v, hv, rfl⟩ + exact ⟨A v, hAmap hv, rfl⟩ + have hGd : DifferentiableOn ℂ G (F '' ball 0 1) := + ((hg.mono hsub).sub_const z).div_const (r : ℂ) + have hGF : ∀ w ∈ ball (0 : ℂ) 1, G (F w) = w := by + intro w hw + dsimp [G, F] + rw [hgf _ (hAmap hw)] + dsimp [A] + rw [add_sub_cancel_left, mul_div_cancel_left₀ _ hrC] + have hdf := (hd.differentiableAt (isOpen_ball.mem_nhds (mem_ball_self hr))).hasDerivAt + have hFder : deriv F 0 = deriv f z * (r : ℂ) := by + have hh : HasDerivAt f (deriv f z) (A 0) := by rw [hA0]; exact hdf + exact (hh.comp 0 (hAder 0)).deriv + have hbound := preSchwarzian_bound_of_inverse hFd hFi + (by rw [hFder]; exact mul_ne_zero hf0 hrC) hGd hGF + have hFsecond : deriv (deriv F) 0 = deriv (deriv f) z * (r : ℂ) ^ 2 := by + have heq : deriv F =ᶠ[𝓝 (0 : ℂ)] (fun w => deriv f (A w) * (r : ℂ)) := by + filter_upwards [isOpen_ball.mem_nhds (mem_ball_self (by norm_num : (0 : ℝ) < 1))] with w hw + exact (((hd.differentiableAt (isOpen_ball.mem_nhds (hAmap hw))).hasDerivAt).comp w (hAder w)).deriv + have hdd := ((hd.deriv isOpen_ball).differentiableAt + (isOpen_ball.mem_nhds (mem_ball_self hr))).hasDerivAt + have hh : HasDerivAt (deriv f) (deriv (deriv f) z) (A 0) := by rw [hA0]; exact hdd + have hh' := (((hh.comp 0 (hAder 0)).mul_const (r : ℂ)).congr_of_eventuallyEq heq).deriv + simpa only [pow_two, mul_assoc] using hh' + have halg : deriv (deriv F) 0 / deriv F 0 = (r : ℂ) * (deriv (deriv f) z / deriv f z) := by + rw [hFsecond, hFder] + field_simp + rw [halg, norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_pos hr] at hbound + exact hbound + + + +lemma disk_preSchwarzian_bound {f g : ℂ → ℂ} + (hd : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) + (hg : DifferentiableOn ℂ g (f '' ball 0 1)) + (hgf : ∀ w ∈ ball (0 : ℂ) 1, g (f w) = w) + {z : ℂ} (hz : z ∈ ball (0 : ℂ) 1) (hfz : deriv f z ≠ 0) : + ‖((1 - ‖z‖ ^ 2 : ℝ) : ℂ) * (deriv (deriv f) z / deriv f z) - 2 * star z‖ ≤ + 2560 * Real.pi + 2 := by + have hn := mem_ball_zero_iff.mp hz + have hr : 0 < 1 - ‖z‖ := by linarith + have hsub : ball z (1 - ‖z‖) ⊆ ball (0 : ℂ) 1 := by + intro w hw + apply mem_ball.mpr + have hh := mem_ball.mp hw + have hd0 : dist z 0 = ‖z‖ := dist_zero_right z + exact (dist_triangle w z 0).trans_lt (by linarith) + have hb := preSchwarzian_bound_ball hr (hd.mono hsub) (hi.mono hsub) hfz + (hg.mono (image_mono hsub)) (fun w hw => hgf w (hsub hw)) + have hrad : 0 ≤ 1 - ‖z‖ ^ 2 := by nlinarith [norm_nonneg z] + calc + _ ≤ ‖((1 - ‖z‖ ^ 2 : ℝ) : ℂ) * (deriv (deriv f) z / deriv f z)‖ + ‖2 * star z‖ := norm_sub_le _ _ + _ = (1 - ‖z‖ ^ 2) * ‖deriv (deriv f) z / deriv f z‖ + 2 * ‖z‖ := by + simp only [norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_nonneg hrad, + norm_ofNat, norm_star] + _ ≤ 2560 * Real.pi + 2 := by + have hprod := mul_le_mul_of_nonneg_right (show (1 + ‖z‖) ≤ 2 by linarith) + (mul_nonneg hr.le (norm_nonneg (deriv (deriv f) z / deriv f z))) + nlinarith + +end SLEExactGauge + +end + + +section + +open Set Filter Metric Complex InnerProductSpace +open scoped Topology Laplacian RealInnerProductSpace +namespace SLEExactGauge + +noncomputable def diskLogRadius (f : ℂ → ℂ) (z : ℂ) : ℝ := + Real.log (diskWeight z) + Real.log ‖deriv f z‖ + +lemma diskLogRadius_contDiffAt {f : ℂ → ℂ} + (hd : DifferentiableOn ℂ f (ball 0 1)) {z : ℂ} + (hz : z ∈ ball (0 : ℂ) 1) (hne : deriv f z ≠ 0) : + ContDiffAt ℝ 2 (diskLogRadius f) z := by + have hh := (((hd.deriv isOpen_ball).analyticAt (isOpen_ball.mem_nhds hz))).harmonicAt_log_norm hne + exact (diskWeight_contDiff.contDiffAt.log (diskWeight_pos hz).ne').add hh.1 + +end SLEExactGauge +end +end +end + +end OAI diff --git a/lean/OAI/Probability/SLE/AngularMoments.lean b/lean/OAI/Probability/SLE/AngularMoments.lean index 1afd79bccead0594ea9c3036bea421d36dc446c5..62b7ff0f80a309de15db539bbc0e1fc840eb1730 100644 --- a/lean/OAI/Probability/SLE/AngularMoments.lean +++ b/lean/OAI/Probability/SLE/AngularMoments.lean @@ -1,667 +1,667 @@ -import Mathlib -import OAI.Probability.SLE.KernelConsistency - -namespace OAI - -/-! Angular Moments for chordal SLE. -/ - -section -section -section -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} -noncomputable def physicalGreenLimit - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (t : ℝ≥0) (ω : Ω) : ℝ := - limUnder atTop (fun n => (a n).physicalWeight t ω) - -lemma physicalWeight_exists_limit - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - (hκ : 0 < κ) (hκ8 : κ < 8) (t : ℝ≥0) (ω : Ω) : - ∃ l : ℝ, Tendsto (fun n => (a n).physicalWeight t ω) atTop (𝓝 l) := by - by_cases ht : ∃ n, t ≤ (a n).τ ω - · obtain ⟨n, hn⟩ := ht - refine ⟨(a n).physicalWeight t ω, tendsto_const_nhds.congr' ?_⟩ - filter_upwards [eventually_ge_atTop n] with m hnm - have hm' := hn.trans ((a n).stopping_le (a m) le_rfl (hε hnm) ω) - simp only [AngularLocalization.physicalWeight, ← NNReal.coe_min, min_eq_left hn, min_eq_left hm'] - rw [(a n).synchronize (a m) ω t hn hm'] - · by_cases hh : ∃ n, ω ∈ (a n).hit - · obtain ⟨n, hn⟩ := hh - refine ⟨(a n).physicalWeight t ω, tendsto_const_nhds.congr' ?_⟩ - filter_upwards [eventually_ge_atTop n] with m hnm - have heτ : (a n).τ ω = (a m).τ ω := le_antisymm - ((a n).stopping_le (a m) le_rfl (hε hnm) ω) - ((a m).stopping_le_of_hit (a n) le_rfl ω hn) - have hnt : (a n).τ ω ≤ t := (lt_of_not_ge (fun h => ht ⟨n, h⟩)).le - have hmt : (a m).τ ω ≤ t := heτ ▸ hnt - simp only [AngularLocalization.physicalWeight, ← NNReal.coe_min, min_eq_right hnt, min_eq_right hmt] - rw [(a n).synchronize (a m) ω ((a n).τ ω) le_rfl heτ.le, heτ] - · refine ⟨0, ?_⟩ - have hp : 0 < greenExponent κ / 2 := div_pos (greenExponent_pos κ hκ hκ8) (by norm_num) - let K := Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) - have hpow : Tendsto (fun n => K * ε n ^ (greenExponent κ / 2)) atTop (𝓝 0) := by - have hx := ((Real.continuousAt_rpow_const 0 (greenExponent κ / 2) (Or.inr hp.le)).tendsto.comp hεlim).const_mul K - simpa only [Real.zero_rpow hp.ne', mul_zero, Function.comp_def] using hx - apply squeeze_zero (fun n => ((a n).physicalWeight_bound hκ hκ8 t ω).1) _ hpow - intro n - have hnt : (a n).τ ω ≤ t := (lt_of_not_ge (fun h => ht ⟨n, h⟩)).le - change greenLogDensity κ _ _ ≤ _ - rw [← NNReal.coe_min, min_eq_right hnt] - exact (a n).weight_small_of_not_hit hκ hκ8 ω (fun hn => hh ⟨n, hn⟩) - -lemma physicalWeight_tendsto_limit - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - (hκ : 0 < κ) (hκ8 : κ < 8) (t : ℝ≥0) (ω : Ω) : - Tendsto (fun n => (a n).physicalWeight t ω) atTop (𝓝 (physicalGreenLimit a t ω)) := by - obtain ⟨l, hl⟩ := physicalWeight_exists_limit a hε hεlim hκ hκ8 t ω - simpa only [physicalGreenLimit, hl.limUnder_eq] using hl - -lemma physicalGreenLimit_bound - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - (hκ : 0 < κ) (hκ8 : κ < 8) (t : ℝ≥0) (ω : Ω) : - 0 ≤ physicalGreenLimit a t ω ∧ physicalGreenLimit a t ω ≤ - Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) := by - have ht := physicalWeight_tendsto_limit a hε hεlim hκ hκ8 t ω - exact ⟨ge_of_tendsto ht (Eventually.of_forall fun n => ((a n).physicalWeight_bound hκ hκ8 t ω).1), - le_of_tendsto ht (Eventually.of_forall fun n => ((a n).physicalWeight_bound hκ hκ8 t ω).2)⟩ - -lemma physicalGreenLimit_adapted - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) : - StronglyAdapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) (physicalGreenLimit a) := by - intro t - have hs (n : ℕ) := (a n).physicalWeight_adapted hBc t - let : MeasurableSpace Ω := (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) t - exact StronglyMeasurable.limUnder hs - -lemma physicalGreenLimit_integrable - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - {P : Measure Ω} [IsFiniteMeasure P] (hBc : ∀ ω, Continuous (fun t => B t ω)) - (hκ : 0 < κ) (hκ8 : κ < 8) (t : ℝ≥0) : Integrable (physicalGreenLimit a t) P := by - apply Integrable.of_bound ((physicalGreenLimit_adapted a hBc t).mono - ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le t)).aestronglyMeasurable - (Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) - filter_upwards [] with ω - rw [Real.norm_eq_abs, abs_of_nonneg (physicalGreenLimit_bound a hε hεlim hκ hκ8 t ω).1] - exact (physicalGreenLimit_bound a hε hεlim hκ hκ8 t ω).2 - - - -theorem physicalGreenLimit_martingale - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) : - Martingale (physicalGreenLimit a) (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) P := by - let _ := hB.isGaussianProcess.isProbabilityMeasure - let f := Filtration.natural B (fun t => (hm t).stronglyMeasurable) - have had := physicalGreenLimit_adapted a hBc - have hi := physicalGreenLimit_integrable a hε hεlim (P := P) hBc hκ hκ8 - have hmar (n : ℕ) := (a n).physicalWeight_martingale hB hBm hBc hB0 hκ hκ8 - refine ⟨had, fun s t hst => ?_⟩ - apply EventuallyEq.symm - apply ae_eq_condExp_of_forall_setIntegral_eq (f.le s) (hi t) - (fun _ _ _ => (hi s).integrableOn) _ (had s).aestronglyMeasurable - intro A hA _ - have hlim (v : ℝ≥0) : Tendsto (fun n => ∫ ω in A, (a n).physicalWeight v ω ∂P) atTop - (𝓝 (∫ ω in A, physicalGreenLimit a v ω ∂P)) := by - apply tendsto_integral_of_dominated_convergence - (fun _ => Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) - (fun n => ((a n).physicalWeight_integrable (P := P) hBc hκ hκ8 v).integrableOn.aestronglyMeasurable) - (integrable_const _) _ (Eventually.of_forall (physicalWeight_tendsto_limit a hε hεlim hκ hκ8 v)) - intro n - filter_upwards [] with ω - rw [Real.norm_eq_abs, abs_of_nonneg ((a n).physicalWeight_bound hκ hκ8 v ω).1] - exact ((a n).physicalWeight_bound hκ hκ8 v ω).2 - apply tendsto_nhds_unique (hlim s) - convert hlim t using 1 - ext n - exact (hmar n).setIntegral_eq hst hA - -end SLEExactGauge - -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -noncomputable def physicalStoppedGreen (κ : ℝ) (U : ℝ≥0 → ℝ) - (γ : ℝ≥0 → ℂ) (G : ℝ≥0 → ℂ → ℂ) (z : ℂ) (u : ℝ) (t : ℝ≥0) : ℝ := - if radiusLevelTime γ G z u ≤ (t : ℝ≥0∞) then stoppedGreen κ U γ G z u - else greenDensity κ U γ G t z - -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} - -lemma physicalWeight_tendsto_source - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hεlim : Tendsto ε atTop (𝓝 0)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) - (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) - (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) γ G F) (t : ℝ≥0) : - Tendsto (fun n => (a n).physicalWeight t ω) atTop - (𝓝 (physicalStoppedGreen κ (fun s => Real.sqrt κ * B s ω) γ G z u t)) := by - have hU := (hBc ω).const_mul (Real.sqrt κ) - have hρ := localizedRadiusStop_eq_source a hεlim hBc hz ω γ G F hw - by_cases hrt : radiusLevelTime γ G z u ≤ (t : ℝ≥0∞) - · rw [physicalStoppedGreen, ite_eq_left hrt] - have hρt : localizedRadiusStop a ω ≤ (t : WithTop ℝ≥0) := by - rw [hρ] - exact hrt - obtain ⟨n, hn, hnt⟩ := (localizedRadiusStop_le_iff a ω t).mp hρt - obtain ⟨hl, hR⟩ := (a n).radius_at_hit hBc hz ω γ G F hw hn - apply tendsto_const_nhds.congr' - filter_upwards [eventually_hit_of_live_level a hεlim hBc hz ω γ G F hw ((a n).τ ω) hl hR] - with m hm' - have ht' : (a m).τ ω ≤ t := hm'.2.le.trans hnt - simpa only [AngularLocalization.physicalWeight, ← NNReal.coe_min, min_eq_right ht', AngularLocalization.weight] - using ((a m).weight_eq_stoppedGreen_of_hit hBc hz ω γ G F hw hm'.1).symm - · rw [physicalStoppedGreen, ite_eq_right hrt] - have hno (n : ℕ) (hnt : (a n).τ ω ≤ t) : ω ∉ (a n).hit := by - intro hn - apply hrt - have hcan := (localizedRadiusStop_le_iff a ω t).mpr ⟨n, hn, hnt⟩ - rw [hρ] at hcan - exact hcan - by_cases hl : z ∈ survivingDomain γ t - · obtain ⟨δ, hδ, hδb⟩ := live_angleSq_lower_bound hU hw z t hl - apply tendsto_const_nhds.congr' - filter_upwards [(tendsto_order.mp hεlim).2 δ hδ] with n hn - have hbefore : t ≤ (a n).τ ω := by - by_contra hnt - have hnt' := lt_of_not_ge hnt - have hexit := ((a n).boundary ω).resolve_left (hno n hnt'.le) - obtain ⟨hla, heq⟩ := (a n).chart_identification hBc hz ω γ G F hw - have ha : logAngleSq κ ((a n).solution.Q ((a n).τ ω) ω) (B ((a n).τ ω) ω) = - (Real.sin (Complex.arg (G ((a n).τ ω) z - ((Real.sqrt κ * B ((a n).τ ω) ω : ℝ) : ℂ)))) ^ 2 := by - rw [heq _ le_rfl] - exact logAngleSq_logCoordinates κ _ G z _ (hw.imag_positive _ z hla) - have hb := hδb ((a n).τ ω) hnt'.le - rw [← ha, hexit] at hb - exact (not_lt_of_ge hb) hn - dsimp only [AngularLocalization.physicalWeight] - rw [← NNReal.coe_min, min_eq_left hbefore, ((a n).chart_identification hBc hz ω γ G F hw).2 t hbefore] - exact (greenLogDensity_logCoordinates hU hw κ _ z t hl rfl).symm - · have hnt (n : ℕ) : (a n).τ ω < t := by - apply lt_of_not_ge - intro hn - exact hl (survivingDomain_antitone γ hn ((a n).chart_identification hBc hz ω γ G F hw).1) - rw [greenDensity, ite_eq_right hl] - have hp : 0 < greenExponent κ / 2 := div_pos (greenExponent_pos κ hκ hκ8) (by norm_num) - let K := Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) - have hpow : Tendsto (fun n => K * ε n ^ (greenExponent κ / 2)) atTop (𝓝 0) := by - have hx := ((Real.continuousAt_rpow_const 0 (greenExponent κ / 2) (Or.inr hp.le)).tendsto.comp hεlim).const_mul K - simpa only [Real.zero_rpow hp.ne', mul_zero, Function.comp_def] using hx - apply squeeze_zero (fun n => ((a n).physicalWeight_bound hκ hκ8 t ω).1) _ hpow - intro n - change greenLogDensity κ _ _ ≤ _ - rw [← NNReal.coe_min, min_eq_right (hnt n).le] - exact (a n).weight_small_of_not_hit hκ hκ8 ω (hno n (hnt n).le) - -lemma physicalGreenLimit_eq_source - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hεlim : Tendsto ε atTop (𝓝 0)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) - (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) - (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) γ G F) (t : ℝ≥0) : - physicalGreenLimit a t ω = physicalStoppedGreen κ (fun s => Real.sqrt κ * B s ω) γ G z u t := - (physicalWeight_tendsto_source a hεlim hBc hκ hκ8 hz ω γ G F hw t).limUnder_eq - -end SLEExactGauge - -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} - -noncomputable def terminalGreenLimit - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (ω : Ω) : ℝ := - limUnder atTop (fun n => (a n).weight ω) - -lemma localization_weight_tendsto_limit - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) (hκ : 0 < κ) (hκ8 : κ < 8) (ω : Ω) : - Tendsto (fun n => (a n).weight ω) atTop (𝓝 (terminalGreenLimit a ω)) := by - suffices ∃ l : ℝ, Tendsto (fun n => (a n).weight ω) atTop (𝓝 l) by - obtain ⟨l, hl⟩ := this - simpa only [terminalGreenLimit, hl.limUnder_eq] using hl - by_cases hh : ∃ n, ω ∈ (a n).hit - · obtain ⟨n, hn⟩ := hh - refine ⟨(a n).weight ω, tendsto_const_nhds.congr' ?_⟩ - filter_upwards [eventually_ge_atTop n] with m hnm - have ht : (a n).τ ω = (a m).τ ω := le_antisymm - ((a n).stopping_le (a m) le_rfl (hε hnm) ω) - ((a m).stopping_le_of_hit (a n) le_rfl ω hn) - have he := (a n).synchronize (a m) ω ((a n).τ ω) le_rfl ht.le - simp only [AngularLocalization.weight] - rw [he, ht] - · refine ⟨0, ?_⟩ - have hp : 0 < greenExponent κ / 2 := div_pos (greenExponent_pos κ hκ hκ8) (by norm_num) - let K := Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) - have ht : Tendsto (fun n => K * ε n ^ (greenExponent κ / 2)) atTop (𝓝 0) := by - have hx := ((Real.continuousAt_rpow_const 0 (greenExponent κ / 2) (Or.inr hp.le)).tendsto.comp hεlim).const_mul K - simpa only [Real.zero_rpow hp.ne', mul_zero, Function.comp_def] using hx - apply squeeze_zero (fun n => ((a n).weight_bound hκ hκ8 ω).1) _ ht - intro n - exact (a n).weight_small_of_not_hit hκ hκ8 ω (fun hn => hh ⟨n, hn⟩) - -lemma terminalGreenLimit_bound - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) (hκ : 0 < κ) (hκ8 : κ < 8) (ω : Ω) : - 0 ≤ terminalGreenLimit a ω ∧ terminalGreenLimit a ω ≤ - Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) := by - have ht := localization_weight_tendsto_limit a hε hεlim hκ hκ8 ω - exact ⟨ge_of_tendsto ht (Eventually.of_forall fun n => ((a n).weight_bound hκ hκ8 ω).1), - le_of_tendsto ht (Eventually.of_forall fun n => ((a n).weight_bound hκ hκ8 ω).2)⟩ - -lemma terminalGreenLimit_stronglyMeasurable - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) : StronglyMeasurable (terminalGreenLimit a) := by - have hs (n : ℕ) := ((a n).physicalWeight_adapted hBc (a n).T).mono - ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le (a n).T) - have hs' (n : ℕ) : StronglyMeasurable ((a n).weight) := by - convert hs n using 1 - ext ω - simp only [AngularLocalization.physicalWeight, AngularLocalization.weight, ← NNReal.coe_min, - min_eq_right ((a n).bounded ω)] - exact StronglyMeasurable.limUnder hs' - -lemma terminalGreenLimit_integrable - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - {P : Measure Ω} [IsFiniteMeasure P] (hBc : ∀ ω, Continuous (fun t => B t ω)) - (hκ : 0 < κ) (hκ8 : κ < 8) : Integrable (terminalGreenLimit a) P := by - apply Integrable.of_bound (terminalGreenLimit_stronglyMeasurable a hBc).aestronglyMeasurable - (Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) - filter_upwards [] with ω - rw [Real.norm_eq_abs, abs_of_nonneg (terminalGreenLimit_bound a hε hεlim hκ hκ8 ω).1] - exact (terminalGreenLimit_bound a hε hεlim hκ hκ8 ω).2 - - - -theorem physicalGreenLimit_condExp_terminal - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ωω, Continuous (fun t => B t ωω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) (t : ℝ≥0) : - physicalGreenLimit a t =ᵐ[P] - P[terminalGreenLimit a | (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) t] := by - let _ := hB.isGaussianProcess.isProbabilityMeasure - let f := Filtration.natural B (fun t => (hm t).stronglyMeasurable) - have hi := terminalGreenLimit_integrable a hε hεlim (P := P) hBc hκ hκ8 - apply ae_eq_condExp_of_forall_setIntegral_eq (f.le t) hi - (fun _ _ _ => (physicalGreenLimit_integrable a hε hεlim (P := P) hBc hκ hκ8 t).integrableOn) - _ (physicalGreenLimit_adapted a hBc t).aestronglyMeasurable - intro A hA _ - have hlim₁ : Tendsto (fun n => ∫ ω in A, (a n).physicalWeight t ω ∂P) atTop - (𝓝 (∫ ω in A, physicalGreenLimit a t ω ∂P)) := by - apply tendsto_integral_of_dominated_convergence - (fun _ => Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) - (fun n => ((a n).physicalWeight_integrable (P := P) hBc hκ hκ8 t).integrableOn.aestronglyMeasurable) - (integrable_const _) _ (Eventually.of_forall (physicalWeight_tendsto_limit a hε hεlim hκ hκ8 t)) - intro n - filter_upwards [] with ω - rw [Real.norm_eq_abs, abs_of_nonneg ((a n).physicalWeight_bound hκ hκ8 t ω).1] - exact ((a n).physicalWeight_bound hκ hκ8 t ω).2 - have hw (n : ℕ) : (a n).physicalWeight (max t (a n).T) = (a n).weight := by - ext ω - simp only [AngularLocalization.physicalWeight, AngularLocalization.weight, ← NNReal.coe_min, - min_eq_right (((a n).bounded ω).trans (le_max_right _ _))] - have hwi (n : ℕ) : Integrable ((a n).weight) P := by - rw [← hw n] - exact (a n).physicalWeight_integrable (P := P) hBc hκ hκ8 _ - have hlim₂ : Tendsto (fun n => ∫ ω in A, (a n).weight ω ∂P) atTop - (𝓝 (∫ ω in A, terminalGreenLimit a ω ∂P)) := by - apply tendsto_integral_of_dominated_convergence - (fun _ => Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) - (fun n => (hwi n).integrableOn.aestronglyMeasurable) (integrable_const _) _ - (Eventually.of_forall (localization_weight_tendsto_limit a hε hεlim hκ hκ8)) - intro n - filter_upwards [] with ω - rw [Real.norm_eq_abs, abs_of_nonneg ((a n).weight_bound hκ hκ8 ω).1] - exact ((a n).weight_bound hκ hκ8 ω).2 - apply tendsto_nhds_unique hlim₁ - convert hlim₂ using 1 - ext n - rw [← hw n] - exact ((a n).physicalWeight_martingale hB hBm hBc hB0 hκ hκ8).setIntegral_eq (le_max_left _ _) hA - -end SLEExactGauge - -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} - -def naturalNatFiltration (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) : Filtration ℕ mΩ where - seq n := (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) n - mono' := fun n m h => (Filtration.natural B (fun t => (hm t).stronglyMeasurable)).mono (by exact_mod_cast h) - le' n := (Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le n - -lemma terminalGreenLimit_measurable_at_infinity - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) : - StronglyMeasurable[⨆ n, naturalNatFiltration B hm n] (terminalGreenLimit a) := by - have hs (n : ℕ) : StronglyMeasurable[⨆ n, naturalNatFiltration B hm n] ((a n).weight) := by - obtain ⟨m, hm'⟩ := exists_nat_ge (a n).T - have hme := ((a n).physicalWeight_adapted hBc (a n).T).mono - (((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).mono hm').trans - (show naturalNatFiltration B hm m ≤ ⨆ n, naturalNatFiltration B hm n from le_iSup _ m)) - convert hme using 1 - ext ω - simp only [AngularLocalization.physicalWeight, AngularLocalization.weight, ← NNReal.coe_min, - min_eq_right ((a n).bounded ω)] - let : MeasurableSpace Ω := ⨆ n, naturalNatFiltration B hm n - exact StronglyMeasurable.limUnder hs - -theorem physicalGreenLimit_tendsto_at_infinity - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) : - ∀ᵐ ω ∂P, Tendsto (fun n : ℕ => physicalGreenLimit a n ω) atTop (𝓝 (terminalGreenLimit a ω)) := by - let _ := hB.isGaussianProcess.isProbabilityMeasure - have hi := terminalGreenLimit_integrable a hε hεlim (P := P) hBc hκ hκ8 - have ht := hi.tendsto_ae_condExp (ℱ := naturalNatFiltration B hm) - (terminalGreenLimit_measurable_at_infinity a hBc) - have he : ∀ᵐ ω ∂P, ∀ n : ℕ, physicalGreenLimit a n ω = - P[terminalGreenLimit a | naturalNatFiltration B hm n] ω := by - rw [ae_all_iff] - intro n - exact physicalGreenLimit_condExp_terminal a hε hεlim hB hBm hBc hB0 hκ hκ8 n - filter_upwards [ht, he] with ω hω heω - simpa only [heω] using hω - -lemma terminalGreenLimit_eq_source - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hεlim : Tendsto ε atTop (𝓝 0)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) - (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) - (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) γ G F) : - terminalGreenLimit a ω = stoppedGreen κ (fun s => Real.sqrt κ * B s ω) γ G z u := - (localization_weight_tendsto a hεlim hBc hκ hκ8 hz ω γ G F hw).limUnder_eq - - - -theorem killedGreen_tendsto_zero_of_no_radius - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) : - ∀ᵐ ω ∂P, radiusLevelTime (γ ω) (G ω) z u = ∞ → - Tendsto (fun n : ℕ => greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) n z) - atTop (𝓝 0) := by - filter_upwards [hw, physicalGreenLimit_tendsto_at_infinity a hε hεlim hB hBm hBc hB0 hκ hκ8] - with ω hω ht - intro hn - have ht' : terminalGreenLimit a ω = 0 := by - rw [terminalGreenLimit_eq_source a hεlim hBc hκ hκ8 hz ω (γ ω) (G ω) (F ω) hω] - simp only [stoppedGreen, hn, lt_irrefl, ite_false] - rw [ht'] at ht - convert ht using 1 - ext n - rw [physicalGreenLimit_eq_source a hεlim hBc hκ hκ8 hz ω (γ ω) (G ω) (F ω) hω n, - physicalStoppedGreen, hn, ite_eq_right (by exact not_le.mpr (ENNReal.coe_lt_top (r := (n : ℝ≥0))))] - -end SLEExactGauge - -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -theorem exists_physical_green_martingale_regular - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : - let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) - ∃ (M : ℝ≥0 → Ω → ℝ) (Z : Ω → ℝ), - Martingale M (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) P ∧ - Integrable Z P ∧ - (∀ t ω, 0 ≤ M t ω ∧ M t ω ≤ Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) ∧ - (∀ ω, 0 ≤ Z ω ∧ Z ω ≤ Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) ∧ - (∀ t, M t =ᵐ[P] P[Z | (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) t]) ∧ - (∀ᵐ ω ∂P, (∀ t, M t ω = physicalStoppedGreen κ (fun s => Real.sqrt κ * B s ω) - (γ ω) (G ω) z u t) ∧ - Z ω = stoppedGreen κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) z u) ∧ - (∀ᵐ ω ∂P, radiusLevelTime (γ ω) (G ω) z u = ∞ → - Tendsto (fun n : ℕ => greenDensity κ (fun s => Real.sqrt κ * B s ω) - (γ ω) (G ω) n z) atTop (𝓝 0)) := by - dsimp only - let hm (t) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) - let A₀ := logAngleSq κ (initialLogCoordinates z) 0 - have hA₀ : 0 < A₀ := logAngleSq_pos _ _ _ - let ε (n : ℕ) := A₀ / ((n : ℝ) + 1) - have hε0 (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity - have hεA (n : ℕ) : ε n ≤ A₀ := div_le_self hA₀.le (by have h := Nat.cast_nonneg (α := ℝ) n; linarith) - have hεlim : Tendsto ε atTop (𝓝 0) := by - have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul A₀ - simpa only [mul_one_div, mul_zero] using hh - have hεanti : Antitone ε := by - intro n m hnm - exact div_le_div_of_nonneg_left hA₀.le (by positivity) (by exact_mod_cast Nat.add_le_add_right hnm 1) - let a (n : ℕ) : AngularLocalization B hm κ z u (ε n) := - Classical.choice (exists_angularLocalization hB hm hBm hBc hB0 κ hκ hκ8 z u (ε n) - hu (hε0 n) (hεA n)) - refine ⟨physicalGreenLimit a, terminalGreenLimit a, - physicalGreenLimit_martingale a hεanti hεlim hB hBm hBc hB0 hκ hκ8, - terminalGreenLimit_integrable a hεanti hεlim hBc hκ hκ8, - physicalGreenLimit_bound a hεanti hεlim hκ hκ8, - terminalGreenLimit_bound a hεanti hεlim hκ hκ8, - physicalGreenLimit_condExp_terminal a hεanti hεlim hB hBm hBc hB0 hκ hκ8, ?_, - killedGreen_tendsto_zero_of_no_radius a hεanti hεlim hB hBm hBc hB0 hκ hκ8 hz γ G F hw⟩ - filter_upwards [hw] with ω hω - exact ⟨fun t => physicalGreenLimit_eq_source a hεlim hBc hκ hκ8 hz ω (γ ω) (G ω) (F ω) hω t, - terminalGreenLimit_eq_source a hεlim hBc hκ hκ8 hz ω (γ ω) (G ω) (F ω) hω⟩ - -end SLEExactGauge - -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -namespace AngularLocalization -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u ε : ℝ} - -lemma physicalWeight_continuous (a : AngularLocalization B hm κ z u ε) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (ω : Ω) : - Continuous (fun t => a.physicalWeight t ω) := by - have hc : Continuous (fun t : ℝ≥0 => min t (a.τ ω)) := continuous_id.min continuous_const - exact (greenLogDensity_contDiff κ).continuous.comp - ((((a.solution.lipschitz ω).continuous.comp NNReal.continuous_coe).comp hc).prodMk - ((hBc ω).comp hc)) - -lemma physicalWeight_stopping_measurable (a : AngularLocalization B hm κ z u ε) - (hBc : ∀ ω, Continuous (fun t => B t ω)) - (σ : Ω → ℝ≥0) - (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (σ ω : WithTop ℝ≥0))) : - Measurable[hσ.measurableSpace] (fun ω => a.physicalWeight (σ ω) ω) := by - have hp := (a.physicalWeight_adapted hBc).isStronglyProgressive_of_continuous - (a.physicalWeight_continuous hBc) - exact measurable_stoppedValue hp hσ - -lemma physicalWeight_stopping_integrable (a : AngularLocalization B hm κ z u ε) - {P : Measure Ω} [IsFiniteMeasure P] - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) (hκ8 : κ < 8) - (σ : Ω → ℝ≥0) - (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (σ ω : WithTop ℝ≥0))) : - Integrable (fun ω => a.physicalWeight (σ ω) ω) P := by - apply Integrable.of_bound - ((a.physicalWeight_stopping_measurable hBc σ hσ).mono hσ.measurableSpace_le le_rfl).aestronglyMeasurable - (Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) - filter_upwards [] with ω - rw [Real.norm_eq_abs, abs_of_nonneg (a.physicalWeight_bound hκ hκ8 (σ ω) ω).1] - exact (a.physicalWeight_bound hκ hκ8 (σ ω) ω).2 - - - -lemma integral_physicalWeight_stopping (a : AngularLocalization B hm κ z u ε) - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) - (σ : Ω → ℝ≥0) - (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (σ ω : WithTop ℝ≥0))) : - (∫ ω, a.physicalWeight (σ ω) ω ∂P) = greenLogDensity κ (initialLogCoordinates z) 0 := by - let ρ (ω : Ω) : ℝ≥0 := min (σ ω) (a.τ ω) - have hρ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (ρ ω : WithTop ℝ≥0)) := by - simpa only [ρ, WithTop.coe_min] using hσ.min a.stopping - have hin (ω : Ω) (v : ℝ≥0) (hv : v ≤ ρ ω) : - logRadiusClock (Real.log z.im) (a.solution.Q v ω) ≤ u ∧ - a.lo ≤ (a.solution.Q v ω).1.im ∧ (a.solution.Q v ω).1.im ≤ a.hi := by - have hh := a.inside ω v (hv.trans (min_le_right _ _)) - exact ⟨hh.1, hh.2.2⟩ - have hh := (a.solution.stopped_green_bounded_clock hB hBm hBc hB0 hκ hκ8 - (Real.log z.im) u ρ hρ a.T (fun ω => (min_le_right _ _).trans (a.bounded ω)) hin).2 - simpa only [ρ, physicalWeight, NNReal.coe_min] using hh - -lemma physicalWeight_setIntegral_stopping (a : AngularLocalization B hm κ z u ε) - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) - (σ τ : Ω → ℝ≥0) - (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (σ ω : WithTop ℝ≥0))) - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - (hστ : ∀ ω, σ ω ≤ τ ω) {A : Set Ω} (hA : MeasurableSet[hσ.measurableSpace] A) : - (∫ ω in A, a.physicalWeight (σ ω) ω ∂P) = - ∫ ω in A, a.physicalWeight (τ ω) ω ∂P := by - let _ := hB.isGaussianProcess.isProbabilityMeasure - let f := Filtration.natural B (fun t => (hm t).stronglyMeasurable) - let ρ (ω : Ω) : ℝ≥0 := if ω ∈ A then τ ω else σ ω - have hρ : IsStoppingTime f (fun ω => (ρ ω : WithTop ℝ≥0)) := - stopping_paste_after f hσ hτ hστ hA - have hiσ := a.physicalWeight_stopping_integrable (P := P) hBc hκ hκ8 σ hσ - have hiρ := a.physicalWeight_stopping_integrable (P := P) hBc hκ hκ8 ρ hρ - have hiτ := a.physicalWeight_stopping_integrable (P := P) hBc hκ hκ8 τ hτ - have he (ω : Ω) : a.physicalWeight (ρ ω) ω - a.physicalWeight (σ ω) ω = - A.indicator (fun ω => a.physicalWeight (τ ω) ω - a.physicalWeight (σ ω) ω) ω := by - by_cases hω : ω ∈ A <;> simp [ρ, hω] - have heI : (∫ ω, A.indicator (fun ω => a.physicalWeight (τ ω) ω - - a.physicalWeight (σ ω) ω) ω ∂P) = 0 := by - simp_rw [← he] - rw [integral_sub hiρ hiσ, - a.integral_physicalWeight_stopping hB hBm hBc hB0 hκ hκ8 ρ hρ, - a.integral_physicalWeight_stopping hB hBm hBc hB0 hκ hκ8 σ hσ, sub_self] - rw [integral_indicator (hσ.measurableSpace_le _ hA), - integral_sub hiτ.integrableOn hiσ.integrableOn] at heI - exact (sub_eq_zero.mp heI).symm - -end AngularLocalization -end SLEExactGauge - -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} - -lemma physicalGreenLimit_stopping_measurable - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) - (σ : Ω → ℝ≥0) - (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (σ ω : WithTop ℝ≥0))) : - StronglyMeasurable[hσ.measurableSpace] (fun ω => physicalGreenLimit a (σ ω) ω) := by - have hs (n : ℕ) : StronglyMeasurable[hσ.measurableSpace] - (fun ω => (a n).physicalWeight (σ ω) ω) := - ((a n).physicalWeight_stopping_measurable hBc σ hσ).stronglyMeasurable - let : MeasurableSpace Ω := hσ.measurableSpace - exact StronglyMeasurable.limUnder hs - -lemma physicalGreenLimit_stopping_integrable - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - {P : Measure Ω} [IsFiniteMeasure P] - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) (hκ8 : κ < 8) - (σ : Ω → ℝ≥0) - (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (σ ω : WithTop ℝ≥0))) : - Integrable (fun ω => physicalGreenLimit a (σ ω) ω) P := by - apply Integrable.of_bound - ((physicalGreenLimit_stopping_measurable a hBc σ hσ).mono hσ.measurableSpace_le).aestronglyMeasurable - (Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) - filter_upwards [] with ω - rw [Real.norm_eq_abs, abs_of_nonneg (physicalGreenLimit_bound a hε hεlim hκ hκ8 (σ ω) ω).1] - exact (physicalGreenLimit_bound a hε hεlim hκ hκ8 (σ ω) ω).2 - - - -end SLEExactGauge -end -end -end - -end OAI +import Mathlib +import OAI.Probability.SLE.KernelConsistency + +namespace OAI + +/-! Angular Moments for chordal SLE. -/ + +section +section +section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} +noncomputable def physicalGreenLimit + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (t : ℝ≥0) (ω : Ω) : ℝ := + limUnder atTop (fun n => (a n).physicalWeight t ω) + +lemma physicalWeight_exists_limit + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + (hκ : 0 < κ) (hκ8 : κ < 8) (t : ℝ≥0) (ω : Ω) : + ∃ l : ℝ, Tendsto (fun n => (a n).physicalWeight t ω) atTop (𝓝 l) := by + by_cases ht : ∃ n, t ≤ (a n).τ ω + · obtain ⟨n, hn⟩ := ht + refine ⟨(a n).physicalWeight t ω, tendsto_const_nhds.congr' ?_⟩ + filter_upwards [eventually_ge_atTop n] with m hnm + have hm' := hn.trans ((a n).stopping_le (a m) le_rfl (hε hnm) ω) + simp only [AngularLocalization.physicalWeight, ← NNReal.coe_min, min_eq_left hn, min_eq_left hm'] + rw [(a n).synchronize (a m) ω t hn hm'] + · by_cases hh : ∃ n, ω ∈ (a n).hit + · obtain ⟨n, hn⟩ := hh + refine ⟨(a n).physicalWeight t ω, tendsto_const_nhds.congr' ?_⟩ + filter_upwards [eventually_ge_atTop n] with m hnm + have heτ : (a n).τ ω = (a m).τ ω := le_antisymm + ((a n).stopping_le (a m) le_rfl (hε hnm) ω) + ((a m).stopping_le_of_hit (a n) le_rfl ω hn) + have hnt : (a n).τ ω ≤ t := (lt_of_not_ge (fun h => ht ⟨n, h⟩)).le + have hmt : (a m).τ ω ≤ t := heτ ▸ hnt + simp only [AngularLocalization.physicalWeight, ← NNReal.coe_min, min_eq_right hnt, min_eq_right hmt] + rw [(a n).synchronize (a m) ω ((a n).τ ω) le_rfl heτ.le, heτ] + · refine ⟨0, ?_⟩ + have hp : 0 < greenExponent κ / 2 := div_pos (greenExponent_pos κ hκ hκ8) (by norm_num) + let K := Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) + have hpow : Tendsto (fun n => K * ε n ^ (greenExponent κ / 2)) atTop (𝓝 0) := by + have hx := ((Real.continuousAt_rpow_const 0 (greenExponent κ / 2) (Or.inr hp.le)).tendsto.comp hεlim).const_mul K + simpa only [Real.zero_rpow hp.ne', mul_zero, Function.comp_def] using hx + apply squeeze_zero (fun n => ((a n).physicalWeight_bound hκ hκ8 t ω).1) _ hpow + intro n + have hnt : (a n).τ ω ≤ t := (lt_of_not_ge (fun h => ht ⟨n, h⟩)).le + change greenLogDensity κ _ _ ≤ _ + rw [← NNReal.coe_min, min_eq_right hnt] + exact (a n).weight_small_of_not_hit hκ hκ8 ω (fun hn => hh ⟨n, hn⟩) + +lemma physicalWeight_tendsto_limit + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + (hκ : 0 < κ) (hκ8 : κ < 8) (t : ℝ≥0) (ω : Ω) : + Tendsto (fun n => (a n).physicalWeight t ω) atTop (𝓝 (physicalGreenLimit a t ω)) := by + obtain ⟨l, hl⟩ := physicalWeight_exists_limit a hε hεlim hκ hκ8 t ω + simpa only [physicalGreenLimit, hl.limUnder_eq] using hl + +lemma physicalGreenLimit_bound + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + (hκ : 0 < κ) (hκ8 : κ < 8) (t : ℝ≥0) (ω : Ω) : + 0 ≤ physicalGreenLimit a t ω ∧ physicalGreenLimit a t ω ≤ + Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) := by + have ht := physicalWeight_tendsto_limit a hε hεlim hκ hκ8 t ω + exact ⟨ge_of_tendsto ht (Eventually.of_forall fun n => ((a n).physicalWeight_bound hκ hκ8 t ω).1), + le_of_tendsto ht (Eventually.of_forall fun n => ((a n).physicalWeight_bound hκ hκ8 t ω).2)⟩ + +lemma physicalGreenLimit_adapted + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) : + StronglyAdapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) (physicalGreenLimit a) := by + intro t + have hs (n : ℕ) := (a n).physicalWeight_adapted hBc t + let : MeasurableSpace Ω := (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) t + exact StronglyMeasurable.limUnder hs + +lemma physicalGreenLimit_integrable + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + {P : Measure Ω} [IsFiniteMeasure P] (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0 < κ) (hκ8 : κ < 8) (t : ℝ≥0) : Integrable (physicalGreenLimit a t) P := by + apply Integrable.of_bound ((physicalGreenLimit_adapted a hBc t).mono + ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le t)).aestronglyMeasurable + (Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) + filter_upwards [] with ω + rw [Real.norm_eq_abs, abs_of_nonneg (physicalGreenLimit_bound a hε hεlim hκ hκ8 t ω).1] + exact (physicalGreenLimit_bound a hε hεlim hκ hκ8 t ω).2 + + + +theorem physicalGreenLimit_martingale + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) : + Martingale (physicalGreenLimit a) (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) P := by + let _ := hB.isGaussianProcess.isProbabilityMeasure + let f := Filtration.natural B (fun t => (hm t).stronglyMeasurable) + have had := physicalGreenLimit_adapted a hBc + have hi := physicalGreenLimit_integrable a hε hεlim (P := P) hBc hκ hκ8 + have hmar (n : ℕ) := (a n).physicalWeight_martingale hB hBm hBc hB0 hκ hκ8 + refine ⟨had, fun s t hst => ?_⟩ + apply EventuallyEq.symm + apply ae_eq_condExp_of_forall_setIntegral_eq (f.le s) (hi t) + (fun _ _ _ => (hi s).integrableOn) _ (had s).aestronglyMeasurable + intro A hA _ + have hlim (v : ℝ≥0) : Tendsto (fun n => ∫ ω in A, (a n).physicalWeight v ω ∂P) atTop + (𝓝 (∫ ω in A, physicalGreenLimit a v ω ∂P)) := by + apply tendsto_integral_of_dominated_convergence + (fun _ => Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) + (fun n => ((a n).physicalWeight_integrable (P := P) hBc hκ hκ8 v).integrableOn.aestronglyMeasurable) + (integrable_const _) _ (Eventually.of_forall (physicalWeight_tendsto_limit a hε hεlim hκ hκ8 v)) + intro n + filter_upwards [] with ω + rw [Real.norm_eq_abs, abs_of_nonneg ((a n).physicalWeight_bound hκ hκ8 v ω).1] + exact ((a n).physicalWeight_bound hκ hκ8 v ω).2 + apply tendsto_nhds_unique (hlim s) + convert hlim t using 1 + ext n + exact (hmar n).setIntegral_eq hst hA + +end SLEExactGauge + +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +noncomputable def physicalStoppedGreen (κ : ℝ) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G : ℝ≥0 → ℂ → ℂ) (z : ℂ) (u : ℝ) (t : ℝ≥0) : ℝ := + if radiusLevelTime γ G z u ≤ (t : ℝ≥0∞) then stoppedGreen κ U γ G z u + else greenDensity κ U γ G t z + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} + +lemma physicalWeight_tendsto_source + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hεlim : Tendsto ε atTop (𝓝 0)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) + (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) γ G F) (t : ℝ≥0) : + Tendsto (fun n => (a n).physicalWeight t ω) atTop + (𝓝 (physicalStoppedGreen κ (fun s => Real.sqrt κ * B s ω) γ G z u t)) := by + have hU := (hBc ω).const_mul (Real.sqrt κ) + have hρ := localizedRadiusStop_eq_source a hεlim hBc hz ω γ G F hw + by_cases hrt : radiusLevelTime γ G z u ≤ (t : ℝ≥0∞) + · rw [physicalStoppedGreen, ite_eq_left hrt] + have hρt : localizedRadiusStop a ω ≤ (t : WithTop ℝ≥0) := by + rw [hρ] + exact hrt + obtain ⟨n, hn, hnt⟩ := (localizedRadiusStop_le_iff a ω t).mp hρt + obtain ⟨hl, hR⟩ := (a n).radius_at_hit hBc hz ω γ G F hw hn + apply tendsto_const_nhds.congr' + filter_upwards [eventually_hit_of_live_level a hεlim hBc hz ω γ G F hw ((a n).τ ω) hl hR] + with m hm' + have ht' : (a m).τ ω ≤ t := hm'.2.le.trans hnt + simpa only [AngularLocalization.physicalWeight, ← NNReal.coe_min, min_eq_right ht', AngularLocalization.weight] + using ((a m).weight_eq_stoppedGreen_of_hit hBc hz ω γ G F hw hm'.1).symm + · rw [physicalStoppedGreen, ite_eq_right hrt] + have hno (n : ℕ) (hnt : (a n).τ ω ≤ t) : ω ∉ (a n).hit := by + intro hn + apply hrt + have hcan := (localizedRadiusStop_le_iff a ω t).mpr ⟨n, hn, hnt⟩ + rw [hρ] at hcan + exact hcan + by_cases hl : z ∈ survivingDomain γ t + · obtain ⟨δ, hδ, hδb⟩ := live_angleSq_lower_bound hU hw z t hl + apply tendsto_const_nhds.congr' + filter_upwards [(tendsto_order.mp hεlim).2 δ hδ] with n hn + have hbefore : t ≤ (a n).τ ω := by + by_contra hnt + have hnt' := lt_of_not_ge hnt + have hexit := ((a n).boundary ω).resolve_left (hno n hnt'.le) + obtain ⟨hla, heq⟩ := (a n).chart_identification hBc hz ω γ G F hw + have ha : logAngleSq κ ((a n).solution.Q ((a n).τ ω) ω) (B ((a n).τ ω) ω) = + (Real.sin (Complex.arg (G ((a n).τ ω) z - ((Real.sqrt κ * B ((a n).τ ω) ω : ℝ) : ℂ)))) ^ 2 := by + rw [heq _ le_rfl] + exact logAngleSq_logCoordinates κ _ G z _ (hw.imag_positive _ z hla) + have hb := hδb ((a n).τ ω) hnt'.le + rw [← ha, hexit] at hb + exact (not_lt_of_ge hb) hn + dsimp only [AngularLocalization.physicalWeight] + rw [← NNReal.coe_min, min_eq_left hbefore, ((a n).chart_identification hBc hz ω γ G F hw).2 t hbefore] + exact (greenLogDensity_logCoordinates hU hw κ _ z t hl rfl).symm + · have hnt (n : ℕ) : (a n).τ ω < t := by + apply lt_of_not_ge + intro hn + exact hl (survivingDomain_antitone γ hn ((a n).chart_identification hBc hz ω γ G F hw).1) + rw [greenDensity, ite_eq_right hl] + have hp : 0 < greenExponent κ / 2 := div_pos (greenExponent_pos κ hκ hκ8) (by norm_num) + let K := Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) + have hpow : Tendsto (fun n => K * ε n ^ (greenExponent κ / 2)) atTop (𝓝 0) := by + have hx := ((Real.continuousAt_rpow_const 0 (greenExponent κ / 2) (Or.inr hp.le)).tendsto.comp hεlim).const_mul K + simpa only [Real.zero_rpow hp.ne', mul_zero, Function.comp_def] using hx + apply squeeze_zero (fun n => ((a n).physicalWeight_bound hκ hκ8 t ω).1) _ hpow + intro n + change greenLogDensity κ _ _ ≤ _ + rw [← NNReal.coe_min, min_eq_right (hnt n).le] + exact (a n).weight_small_of_not_hit hκ hκ8 ω (hno n (hnt n).le) + +lemma physicalGreenLimit_eq_source + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hεlim : Tendsto ε atTop (𝓝 0)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) + (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) γ G F) (t : ℝ≥0) : + physicalGreenLimit a t ω = physicalStoppedGreen κ (fun s => Real.sqrt κ * B s ω) γ G z u t := + (physicalWeight_tendsto_source a hεlim hBc hκ hκ8 hz ω γ G F hw t).limUnder_eq + +end SLEExactGauge + +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} + +noncomputable def terminalGreenLimit + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (ω : Ω) : ℝ := + limUnder atTop (fun n => (a n).weight ω) + +lemma localization_weight_tendsto_limit + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) (hκ : 0 < κ) (hκ8 : κ < 8) (ω : Ω) : + Tendsto (fun n => (a n).weight ω) atTop (𝓝 (terminalGreenLimit a ω)) := by + suffices ∃ l : ℝ, Tendsto (fun n => (a n).weight ω) atTop (𝓝 l) by + obtain ⟨l, hl⟩ := this + simpa only [terminalGreenLimit, hl.limUnder_eq] using hl + by_cases hh : ∃ n, ω ∈ (a n).hit + · obtain ⟨n, hn⟩ := hh + refine ⟨(a n).weight ω, tendsto_const_nhds.congr' ?_⟩ + filter_upwards [eventually_ge_atTop n] with m hnm + have ht : (a n).τ ω = (a m).τ ω := le_antisymm + ((a n).stopping_le (a m) le_rfl (hε hnm) ω) + ((a m).stopping_le_of_hit (a n) le_rfl ω hn) + have he := (a n).synchronize (a m) ω ((a n).τ ω) le_rfl ht.le + simp only [AngularLocalization.weight] + rw [he, ht] + · refine ⟨0, ?_⟩ + have hp : 0 < greenExponent κ / 2 := div_pos (greenExponent_pos κ hκ hκ8) (by norm_num) + let K := Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) + have ht : Tendsto (fun n => K * ε n ^ (greenExponent κ / 2)) atTop (𝓝 0) := by + have hx := ((Real.continuousAt_rpow_const 0 (greenExponent κ / 2) (Or.inr hp.le)).tendsto.comp hεlim).const_mul K + simpa only [Real.zero_rpow hp.ne', mul_zero, Function.comp_def] using hx + apply squeeze_zero (fun n => ((a n).weight_bound hκ hκ8 ω).1) _ ht + intro n + exact (a n).weight_small_of_not_hit hκ hκ8 ω (fun hn => hh ⟨n, hn⟩) + +lemma terminalGreenLimit_bound + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) (hκ : 0 < κ) (hκ8 : κ < 8) (ω : Ω) : + 0 ≤ terminalGreenLimit a ω ∧ terminalGreenLimit a ω ≤ + Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) := by + have ht := localization_weight_tendsto_limit a hε hεlim hκ hκ8 ω + exact ⟨ge_of_tendsto ht (Eventually.of_forall fun n => ((a n).weight_bound hκ hκ8 ω).1), + le_of_tendsto ht (Eventually.of_forall fun n => ((a n).weight_bound hκ hκ8 ω).2)⟩ + +lemma terminalGreenLimit_stronglyMeasurable + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) : StronglyMeasurable (terminalGreenLimit a) := by + have hs (n : ℕ) := ((a n).physicalWeight_adapted hBc (a n).T).mono + ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le (a n).T) + have hs' (n : ℕ) : StronglyMeasurable ((a n).weight) := by + convert hs n using 1 + ext ω + simp only [AngularLocalization.physicalWeight, AngularLocalization.weight, ← NNReal.coe_min, + min_eq_right ((a n).bounded ω)] + exact StronglyMeasurable.limUnder hs' + +lemma terminalGreenLimit_integrable + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + {P : Measure Ω} [IsFiniteMeasure P] (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0 < κ) (hκ8 : κ < 8) : Integrable (terminalGreenLimit a) P := by + apply Integrable.of_bound (terminalGreenLimit_stronglyMeasurable a hBc).aestronglyMeasurable + (Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) + filter_upwards [] with ω + rw [Real.norm_eq_abs, abs_of_nonneg (terminalGreenLimit_bound a hε hεlim hκ hκ8 ω).1] + exact (terminalGreenLimit_bound a hε hεlim hκ hκ8 ω).2 + + + +theorem physicalGreenLimit_condExp_terminal + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ωω, Continuous (fun t => B t ωω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) (t : ℝ≥0) : + physicalGreenLimit a t =ᵐ[P] + P[terminalGreenLimit a | (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) t] := by + let _ := hB.isGaussianProcess.isProbabilityMeasure + let f := Filtration.natural B (fun t => (hm t).stronglyMeasurable) + have hi := terminalGreenLimit_integrable a hε hεlim (P := P) hBc hκ hκ8 + apply ae_eq_condExp_of_forall_setIntegral_eq (f.le t) hi + (fun _ _ _ => (physicalGreenLimit_integrable a hε hεlim (P := P) hBc hκ hκ8 t).integrableOn) + _ (physicalGreenLimit_adapted a hBc t).aestronglyMeasurable + intro A hA _ + have hlim₁ : Tendsto (fun n => ∫ ω in A, (a n).physicalWeight t ω ∂P) atTop + (𝓝 (∫ ω in A, physicalGreenLimit a t ω ∂P)) := by + apply tendsto_integral_of_dominated_convergence + (fun _ => Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) + (fun n => ((a n).physicalWeight_integrable (P := P) hBc hκ hκ8 t).integrableOn.aestronglyMeasurable) + (integrable_const _) _ (Eventually.of_forall (physicalWeight_tendsto_limit a hε hεlim hκ hκ8 t)) + intro n + filter_upwards [] with ω + rw [Real.norm_eq_abs, abs_of_nonneg ((a n).physicalWeight_bound hκ hκ8 t ω).1] + exact ((a n).physicalWeight_bound hκ hκ8 t ω).2 + have hw (n : ℕ) : (a n).physicalWeight (max t (a n).T) = (a n).weight := by + ext ω + simp only [AngularLocalization.physicalWeight, AngularLocalization.weight, ← NNReal.coe_min, + min_eq_right (((a n).bounded ω).trans (le_max_right _ _))] + have hwi (n : ℕ) : Integrable ((a n).weight) P := by + rw [← hw n] + exact (a n).physicalWeight_integrable (P := P) hBc hκ hκ8 _ + have hlim₂ : Tendsto (fun n => ∫ ω in A, (a n).weight ω ∂P) atTop + (𝓝 (∫ ω in A, terminalGreenLimit a ω ∂P)) := by + apply tendsto_integral_of_dominated_convergence + (fun _ => Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) + (fun n => (hwi n).integrableOn.aestronglyMeasurable) (integrable_const _) _ + (Eventually.of_forall (localization_weight_tendsto_limit a hε hεlim hκ hκ8)) + intro n + filter_upwards [] with ω + rw [Real.norm_eq_abs, abs_of_nonneg ((a n).weight_bound hκ hκ8 ω).1] + exact ((a n).weight_bound hκ hκ8 ω).2 + apply tendsto_nhds_unique hlim₁ + convert hlim₂ using 1 + ext n + rw [← hw n] + exact ((a n).physicalWeight_martingale hB hBm hBc hB0 hκ hκ8).setIntegral_eq (le_max_left _ _) hA + +end SLEExactGauge + +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} + +def naturalNatFiltration (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) : Filtration ℕ mΩ where + seq n := (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) n + mono' := fun n m h => (Filtration.natural B (fun t => (hm t).stronglyMeasurable)).mono (by exact_mod_cast h) + le' n := (Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le n + +lemma terminalGreenLimit_measurable_at_infinity + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) : + StronglyMeasurable[⨆ n, naturalNatFiltration B hm n] (terminalGreenLimit a) := by + have hs (n : ℕ) : StronglyMeasurable[⨆ n, naturalNatFiltration B hm n] ((a n).weight) := by + obtain ⟨m, hm'⟩ := exists_nat_ge (a n).T + have hme := ((a n).physicalWeight_adapted hBc (a n).T).mono + (((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).mono hm').trans + (show naturalNatFiltration B hm m ≤ ⨆ n, naturalNatFiltration B hm n from le_iSup _ m)) + convert hme using 1 + ext ω + simp only [AngularLocalization.physicalWeight, AngularLocalization.weight, ← NNReal.coe_min, + min_eq_right ((a n).bounded ω)] + let : MeasurableSpace Ω := ⨆ n, naturalNatFiltration B hm n + exact StronglyMeasurable.limUnder hs + +theorem physicalGreenLimit_tendsto_at_infinity + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) : + ∀ᵐ ω ∂P, Tendsto (fun n : ℕ => physicalGreenLimit a n ω) atTop (𝓝 (terminalGreenLimit a ω)) := by + let _ := hB.isGaussianProcess.isProbabilityMeasure + have hi := terminalGreenLimit_integrable a hε hεlim (P := P) hBc hκ hκ8 + have ht := hi.tendsto_ae_condExp (ℱ := naturalNatFiltration B hm) + (terminalGreenLimit_measurable_at_infinity a hBc) + have he : ∀ᵐ ω ∂P, ∀ n : ℕ, physicalGreenLimit a n ω = + P[terminalGreenLimit a | naturalNatFiltration B hm n] ω := by + rw [ae_all_iff] + intro n + exact physicalGreenLimit_condExp_terminal a hε hεlim hB hBm hBc hB0 hκ hκ8 n + filter_upwards [ht, he] with ω hω heω + simpa only [heω] using hω + +lemma terminalGreenLimit_eq_source + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hεlim : Tendsto ε atTop (𝓝 0)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) + (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) γ G F) : + terminalGreenLimit a ω = stoppedGreen κ (fun s => Real.sqrt κ * B s ω) γ G z u := + (localization_weight_tendsto a hεlim hBc hκ hκ8 hz ω γ G F hw).limUnder_eq + + + +theorem killedGreen_tendsto_zero_of_no_radius + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) : + ∀ᵐ ω ∂P, radiusLevelTime (γ ω) (G ω) z u = ∞ → + Tendsto (fun n : ℕ => greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) n z) + atTop (𝓝 0) := by + filter_upwards [hw, physicalGreenLimit_tendsto_at_infinity a hε hεlim hB hBm hBc hB0 hκ hκ8] + with ω hω ht + intro hn + have ht' : terminalGreenLimit a ω = 0 := by + rw [terminalGreenLimit_eq_source a hεlim hBc hκ hκ8 hz ω (γ ω) (G ω) (F ω) hω] + simp only [stoppedGreen, hn, lt_irrefl, ite_false] + rw [ht'] at ht + convert ht using 1 + ext n + rw [physicalGreenLimit_eq_source a hεlim hBc hκ hκ8 hz ω (γ ω) (G ω) (F ω) hω n, + physicalStoppedGreen, hn, ite_eq_right (by exact not_le.mpr (ENNReal.coe_lt_top (r := (n : ℝ≥0))))] + +end SLEExactGauge + +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +theorem exists_physical_green_martingale_regular + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + ∃ (M : ℝ≥0 → Ω → ℝ) (Z : Ω → ℝ), + Martingale M (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) P ∧ + Integrable Z P ∧ + (∀ t ω, 0 ≤ M t ω ∧ M t ω ≤ Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) ∧ + (∀ ω, 0 ≤ Z ω ∧ Z ω ≤ Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) ∧ + (∀ t, M t =ᵐ[P] P[Z | (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) t]) ∧ + (∀ᵐ ω ∂P, (∀ t, M t ω = physicalStoppedGreen κ (fun s => Real.sqrt κ * B s ω) + (γ ω) (G ω) z u t) ∧ + Z ω = stoppedGreen κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) z u) ∧ + (∀ᵐ ω ∂P, radiusLevelTime (γ ω) (G ω) z u = ∞ → + Tendsto (fun n : ℕ => greenDensity κ (fun s => Real.sqrt κ * B s ω) + (γ ω) (G ω) n z) atTop (𝓝 0)) := by + dsimp only + let hm (t) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + let A₀ := logAngleSq κ (initialLogCoordinates z) 0 + have hA₀ : 0 < A₀ := logAngleSq_pos _ _ _ + let ε (n : ℕ) := A₀ / ((n : ℝ) + 1) + have hε0 (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity + have hεA (n : ℕ) : ε n ≤ A₀ := div_le_self hA₀.le (by have h := Nat.cast_nonneg (α := ℝ) n; linarith) + have hεlim : Tendsto ε atTop (𝓝 0) := by + have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul A₀ + simpa only [mul_one_div, mul_zero] using hh + have hεanti : Antitone ε := by + intro n m hnm + exact div_le_div_of_nonneg_left hA₀.le (by positivity) (by exact_mod_cast Nat.add_le_add_right hnm 1) + let a (n : ℕ) : AngularLocalization B hm κ z u (ε n) := + Classical.choice (exists_angularLocalization hB hm hBm hBc hB0 κ hκ hκ8 z u (ε n) + hu (hε0 n) (hεA n)) + refine ⟨physicalGreenLimit a, terminalGreenLimit a, + physicalGreenLimit_martingale a hεanti hεlim hB hBm hBc hB0 hκ hκ8, + terminalGreenLimit_integrable a hεanti hεlim hBc hκ hκ8, + physicalGreenLimit_bound a hεanti hεlim hκ hκ8, + terminalGreenLimit_bound a hεanti hεlim hκ hκ8, + physicalGreenLimit_condExp_terminal a hεanti hεlim hB hBm hBc hB0 hκ hκ8, ?_, + killedGreen_tendsto_zero_of_no_radius a hεanti hεlim hB hBm hBc hB0 hκ hκ8 hz γ G F hw⟩ + filter_upwards [hw] with ω hω + exact ⟨fun t => physicalGreenLimit_eq_source a hεlim hBc hκ hκ8 hz ω (γ ω) (G ω) (F ω) hω t, + terminalGreenLimit_eq_source a hεlim hBc hκ hκ8 hz ω (γ ω) (G ω) (F ω) hω⟩ + +end SLEExactGauge + +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +namespace AngularLocalization +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u ε : ℝ} + +lemma physicalWeight_continuous (a : AngularLocalization B hm κ z u ε) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (ω : Ω) : + Continuous (fun t => a.physicalWeight t ω) := by + have hc : Continuous (fun t : ℝ≥0 => min t (a.τ ω)) := continuous_id.min continuous_const + exact (greenLogDensity_contDiff κ).continuous.comp + ((((a.solution.lipschitz ω).continuous.comp NNReal.continuous_coe).comp hc).prodMk + ((hBc ω).comp hc)) + +lemma physicalWeight_stopping_measurable (a : AngularLocalization B hm κ z u ε) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + (σ : Ω → ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (σ ω : WithTop ℝ≥0))) : + Measurable[hσ.measurableSpace] (fun ω => a.physicalWeight (σ ω) ω) := by + have hp := (a.physicalWeight_adapted hBc).isStronglyProgressive_of_continuous + (a.physicalWeight_continuous hBc) + exact measurable_stoppedValue hp hσ + +lemma physicalWeight_stopping_integrable (a : AngularLocalization B hm κ z u ε) + {P : Measure Ω} [IsFiniteMeasure P] + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) (hκ8 : κ < 8) + (σ : Ω → ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (σ ω : WithTop ℝ≥0))) : + Integrable (fun ω => a.physicalWeight (σ ω) ω) P := by + apply Integrable.of_bound + ((a.physicalWeight_stopping_measurable hBc σ hσ).mono hσ.measurableSpace_le le_rfl).aestronglyMeasurable + (Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) + filter_upwards [] with ω + rw [Real.norm_eq_abs, abs_of_nonneg (a.physicalWeight_bound hκ hκ8 (σ ω) ω).1] + exact (a.physicalWeight_bound hκ hκ8 (σ ω) ω).2 + + + +lemma integral_physicalWeight_stopping (a : AngularLocalization B hm κ z u ε) + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + (σ : Ω → ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (σ ω : WithTop ℝ≥0))) : + (∫ ω, a.physicalWeight (σ ω) ω ∂P) = greenLogDensity κ (initialLogCoordinates z) 0 := by + let ρ (ω : Ω) : ℝ≥0 := min (σ ω) (a.τ ω) + have hρ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (ρ ω : WithTop ℝ≥0)) := by + simpa only [ρ, WithTop.coe_min] using hσ.min a.stopping + have hin (ω : Ω) (v : ℝ≥0) (hv : v ≤ ρ ω) : + logRadiusClock (Real.log z.im) (a.solution.Q v ω) ≤ u ∧ + a.lo ≤ (a.solution.Q v ω).1.im ∧ (a.solution.Q v ω).1.im ≤ a.hi := by + have hh := a.inside ω v (hv.trans (min_le_right _ _)) + exact ⟨hh.1, hh.2.2⟩ + have hh := (a.solution.stopped_green_bounded_clock hB hBm hBc hB0 hκ hκ8 + (Real.log z.im) u ρ hρ a.T (fun ω => (min_le_right _ _).trans (a.bounded ω)) hin).2 + simpa only [ρ, physicalWeight, NNReal.coe_min] using hh + +lemma physicalWeight_setIntegral_stopping (a : AngularLocalization B hm κ z u ε) + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + (σ τ : Ω → ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (σ ω : WithTop ℝ≥0))) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (hστ : ∀ ω, σ ω ≤ τ ω) {A : Set Ω} (hA : MeasurableSet[hσ.measurableSpace] A) : + (∫ ω in A, a.physicalWeight (σ ω) ω ∂P) = + ∫ ω in A, a.physicalWeight (τ ω) ω ∂P := by + let _ := hB.isGaussianProcess.isProbabilityMeasure + let f := Filtration.natural B (fun t => (hm t).stronglyMeasurable) + let ρ (ω : Ω) : ℝ≥0 := if ω ∈ A then τ ω else σ ω + have hρ : IsStoppingTime f (fun ω => (ρ ω : WithTop ℝ≥0)) := + stopping_paste_after f hσ hτ hστ hA + have hiσ := a.physicalWeight_stopping_integrable (P := P) hBc hκ hκ8 σ hσ + have hiρ := a.physicalWeight_stopping_integrable (P := P) hBc hκ hκ8 ρ hρ + have hiτ := a.physicalWeight_stopping_integrable (P := P) hBc hκ hκ8 τ hτ + have he (ω : Ω) : a.physicalWeight (ρ ω) ω - a.physicalWeight (σ ω) ω = + A.indicator (fun ω => a.physicalWeight (τ ω) ω - a.physicalWeight (σ ω) ω) ω := by + by_cases hω : ω ∈ A <;> simp [ρ, hω] + have heI : (∫ ω, A.indicator (fun ω => a.physicalWeight (τ ω) ω - + a.physicalWeight (σ ω) ω) ω ∂P) = 0 := by + simp_rw [← he] + rw [integral_sub hiρ hiσ, + a.integral_physicalWeight_stopping hB hBm hBc hB0 hκ hκ8 ρ hρ, + a.integral_physicalWeight_stopping hB hBm hBc hB0 hκ hκ8 σ hσ, sub_self] + rw [integral_indicator (hσ.measurableSpace_le _ hA), + integral_sub hiτ.integrableOn hiσ.integrableOn] at heI + exact (sub_eq_zero.mp heI).symm + +end AngularLocalization +end SLEExactGauge + +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} + +lemma physicalGreenLimit_stopping_measurable + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + (σ : Ω → ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (σ ω : WithTop ℝ≥0))) : + StronglyMeasurable[hσ.measurableSpace] (fun ω => physicalGreenLimit a (σ ω) ω) := by + have hs (n : ℕ) : StronglyMeasurable[hσ.measurableSpace] + (fun ω => (a n).physicalWeight (σ ω) ω) := + ((a n).physicalWeight_stopping_measurable hBc σ hσ).stronglyMeasurable + let : MeasurableSpace Ω := hσ.measurableSpace + exact StronglyMeasurable.limUnder hs + +lemma physicalGreenLimit_stopping_integrable + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + {P : Measure Ω} [IsFiniteMeasure P] + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) (hκ8 : κ < 8) + (σ : Ω → ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (σ ω : WithTop ℝ≥0))) : + Integrable (fun ω => physicalGreenLimit a (σ ω) ω) P := by + apply Integrable.of_bound + ((physicalGreenLimit_stopping_measurable a hBc σ hσ).mono hσ.measurableSpace_le).aestronglyMeasurable + (Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) + filter_upwards [] with ω + rw [Real.norm_eq_abs, abs_of_nonneg (physicalGreenLimit_bound a hε hεlim hκ hκ8 (σ ω) ω).1] + exact (physicalGreenLimit_bound a hε hεlim hκ hκ8 (σ ω) ω).2 + + + +end SLEExactGauge +end +end +end + +end OAI diff --git a/lean/OAI/Probability/SLE/AngularPowerDynkin.lean b/lean/OAI/Probability/SLE/AngularPowerDynkin.lean index 04846eb6a973e4b4c76b38affe68dbf5b23efba0..6c4c6a2e93992c79f166de2bfee179dd4225f564 100644 --- a/lean/OAI/Probability/SLE/AngularPowerDynkin.lean +++ b/lean/OAI/Probability/SLE/AngularPowerDynkin.lean @@ -1,806 +1,806 @@ -import Mathlib -import OAI.Probability.SLE.DiskHalfPlane - -namespace OAI - -/-! Angular Power Dynkin for chordal SLE. -/ - -section -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma powerLogGenerator_lyapunov (κ b : ℝ) (hκ : 0 < κ) - (q : ℂ × ℝ) (x : ℝ) : - powerLogGenerator κ (codimension κ) (greenExponent κ - b) q x = - powerLogDensity κ (codimension κ) (greenExponent κ - b) q x * - logClockRate κ q x * (κ * b / 8) * - (1 - (greenExponent κ - b) * ((logAngleSq κ q x)⁻¹ - 1)) := by - unfold powerLogGenerator - rw [← power_physical_generator κ _ _ hκ.le] - exact green_weighted_power_generator κ b hκ q x - -lemma powerLogDensity_div_angle (κ p α : ℝ) (q : ℂ × ℝ) (x : ℝ) : - powerLogDensity κ p α q x / logAngleSq κ q x = - powerLogDensity κ p (α - 2) q x := by - rw [powerLogDensity_radius_angle κ p α 0, powerLogDensity_radius_angle κ p (α - 2) 0, - mul_div_assoc] - congr 1 - rw [show (α - 2) / 2 = α / 2 - 1 by ring, - Real.rpow_sub (logAngleSq_pos κ q x), Real.rpow_one] - -lemma powerLogGenerator_two_powers (κ b : ℝ) (hκ : 0 < κ) - (q : ℂ × ℝ) (x : ℝ) : - powerLogGenerator κ (codimension κ) (greenExponent κ - b) q x = - logClockRate κ q x * (κ * b / 8) * - ((1 + (greenExponent κ - b)) * - powerLogDensity κ (codimension κ) (greenExponent κ - b) q x - - (greenExponent κ - b) * - powerLogDensity κ (codimension κ) (greenExponent κ - b - 2) q x) := by - rw [powerLogGenerator_lyapunov κ b hκ, - ← powerLogDensity_div_angle κ (codimension κ) (greenExponent κ - b)] - ring - -namespace AngularLocalization -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u ε : ℝ} - (a : AngularLocalization B hm κ z u ε) - - - -theorem mean_power - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 ≤ κ) (p α : ℝ) (hp : 0 ≤ p) (ha : 0 ≤ α) : - Integrable (fun ω => powerLogDensity κ p α (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω)) P ∧ - Integrable (fun ω => ∫ t in (0 : ℝ)..(a.τ ω : ℝ), - powerLogGenerator κ p α (a.solution.Q t ω) (B t.toNNReal ω)) P ∧ - (∫ ω, powerLogDensity κ p α (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω) ∂P) = - powerLogDensity κ p α (initialLogCoordinates z) 0 + - ∫ ω, (∫ t in (0 : ℝ)..(a.τ ω : ℝ), - powerLogGenerator κ p α (a.solution.Q t ω) (B t.toNNReal ω)) ∂P := by - let K := Real.exp (p * (u - Real.log 2 - Real.log z.im)) - let C := K * (|(-4 * α + κ * α * (α + 1) / 2)| + |(4 * p - κ * α / 2)|) / - Real.exp (2 * a.lo) - apply a.solution.stopped_power_dynkin_bounded hB hBm hBc hB0 hκ p α a.τ a.stopping - a.T a.bounded (fun ω t ht => (a.inside ω t ht).2.2) K C (by dsimp [C, K]; positivity) - · intro ω t ht - rw [abs_of_pos (powerLogDensity_pos _ _ _ _ _)] - exact powerLogDensity_le_radius κ p α (Real.log z.im) u hp ha _ _ (a.inside ω t ht).1 - · intro ω t ht - exact powerLogGenerator_le_radius_height κ p α (Real.log z.im) u a.lo hp ha _ _ - (a.inside ω t ht).1 (a.inside ω t ht).2.2.1 - -end AngularLocalization -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -namespace AngularLocalization -variable {Ω : Type*} [MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u v ε δ : ℝ} - - - -lemma synchronize (a : AngularLocalization B hm κ z u ε) - (b : AngularLocalization B hm κ z v δ) (ω : Ω) - (t : ℝ≥0) (ha : t ≤ a.τ ω) (hb : t ≤ b.τ ω) : - a.solution.Q t ω = b.solution.Q t ω := by - let lo := min a.lo b.lo - let hi := max a.hi b.hi - have hle : lo ≤ hi := (min_le_left _ _).trans (a.le.trans (le_max_left _ _)) - obtain ⟨L, K, hbound, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle - let V (s : ℝ) := clippedLogLoewnerField lo hi hle (Real.sqrt κ * B s.toNNReal ω) - have hd (c : AngularLocalization B hm κ z u ε) (hc : t ≤ c.τ ω) - (hlo : lo ≤ c.lo) (hhi : c.hi ≤ hi) (s : ℝ) (hs : s ∈ Icc 0 (t : ℝ)) : - HasDerivWithinAt (fun s => c.solution.Q s ω) (V s (c.solution.Q s ω)) (Icc 0 (t : ℝ)) s := by - have hsc : s.toNNReal ≤ c.τ ω := (Real.toNNReal_le_iff_le_coe.mpr hs.2).trans hc - have hcbar := (c.inside ω s.toNNReal hsc).2.2 - rw [Real.coe_toNNReal _ hs.1] at hcbar - have hder := (c.solution.derivative ω s hs.1).mono - (show Icc (0 : ℝ) (t : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) - rwa [clippedLogLoewnerField_eq_physical _ _ _ _ _ hcbar, - ← clippedLogLoewnerField_eq_physical lo hi hle _ _ ⟨hlo.trans hcbar.1, hcbar.2.trans hhi⟩] at hder - have hda := hd a ha (min_le_left _ _) (le_max_left _ _) - have hdb (s : ℝ) (hs : s ∈ Icc 0 (t : ℝ)) : - HasDerivWithinAt (fun s => b.solution.Q s ω) (V s (b.solution.Q s ω)) (Icc 0 (t : ℝ)) s := by - have hsb : s.toNNReal ≤ b.τ ω := (Real.toNNReal_le_iff_le_coe.mpr hs.2).trans hb - have hcbar := (b.inside ω s.toNNReal hsb).2.2 - rw [Real.coe_toNNReal _ hs.1] at hcbar - have hder := (b.solution.derivative ω s hs.1).mono - (show Icc (0 : ℝ) (t : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) - rwa [clippedLogLoewnerField_eq_physical _ _ _ _ _ hcbar, - ← clippedLogLoewnerField_eq_physical lo hi hle _ _ - ⟨(min_le_right _ _).trans hcbar.1, hcbar.2.trans (le_max_right _ _)⟩] at hder - have he : EqOn (fun s => a.solution.Q s ω) (fun s => b.solution.Q s ω) (Icc 0 (t : ℝ)) := by - apply ODE_solution_unique (fun s => hlip (Real.sqrt κ * B s.toNNReal ω)) - (fun s hs => (hda s hs).continuousWithinAt) - (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hda s ⟨hs.1, hs.2.le⟩)) - (fun s hs => (hdb s hs).continuousWithinAt) - (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hdb s ⟨hs.1, hs.2.le⟩)) - exact (a.solution.initial ω).trans (b.solution.initial ω).symm - exact he ⟨t.coe_nonneg, le_rfl⟩ - -lemma stopping_le (a : AngularLocalization B hm κ z u ε) - (b : AngularLocalization B hm κ z v δ) (huv : u ≤ v) (hδε : δ ≤ ε) - (ω : Ω) : a.τ ω ≤ b.τ ω := by - by_contra hn - have hlt := lt_of_not_ge hn - have he := a.synchronize b ω (b.τ ω) hlt.le le_rfl - have hh := a.before ω _ hlt - rw [he] at hh - rcases b.boundary ω with hc | hθ - · linarith [hh.1] - · linarith [hh.2] - -lemma hit_time_unique (a : AngularLocalization B hm κ z u ε) - (b : AngularLocalization B hm κ z u δ) (ω : Ω) - (ha : logRadiusClock (Real.log z.im) (a.solution.Q (a.τ ω) ω) = u) - (hb : logRadiusClock (Real.log z.im) (b.solution.Q (b.τ ω) ω) = u) : - a.τ ω = b.τ ω := by - apply le_antisymm - · by_contra hn - have hlt := lt_of_not_ge hn - have he := a.synchronize b ω (b.τ ω) hlt.le le_rfl - have hh := (a.before ω _ hlt).1 - rw [he, hb] at hh - exact lt_irrefl _ hh - · by_contra hn - have hlt := lt_of_not_ge hn - have he := b.synchronize a ω (a.τ ω) hlt.le le_rfl - have hh := (b.before ω _ hlt).1 - rw [he, ha] at hh - exact lt_irrefl _ hh - -lemma hit_finer (a : AngularLocalization B hm κ z u ε) - (b : AngularLocalization B hm κ z u δ) (hδε : δ ≤ ε) (ω : Ω) - (ha : logRadiusClock (Real.log z.im) (a.solution.Q (a.τ ω) ω) = u) : - b.τ ω = a.τ ω ∧ logRadiusClock (Real.log z.im) (b.solution.Q (b.τ ω) ω) = u := by - have hab := a.stopping_le b le_rfl hδε ω - have he : b.τ ω = a.τ ω := by - apply le_antisymm _ hab - by_contra hn - have hlt := lt_of_not_ge hn - have hq := a.synchronize b ω (a.τ ω) le_rfl hlt.le - have hh := (b.before ω _ hlt).1 - rw [← hq, ha] at hh - exact lt_irrefl _ hh - refine ⟨he, ?_⟩ - rw [he, ← a.synchronize b ω (a.τ ω) le_rfl hab] - exact ha - -end AngularLocalization -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma continuous_logClockRate (κ : ℝ) : - Continuous (fun p : (ℂ × ℝ) × ℝ => logClockRate κ p.1 p.2) := by - have hN : Continuous (fun p : (ℂ × ℝ) × ℝ => greenLogNormSq κ p.1 p.2) := by - unfold greenLogNormSq - fun_prop - unfold logClockRate - exact (continuous_const.mul (Real.continuous_exp.comp (by fun_prop))).div (hN.pow 2) - (fun p => pow_ne_zero 2 (greenLogNormSq_pos κ p.1 p.2).ne') - -namespace AngularLocalization -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u ε : ℝ} - (a : AngularLocalization B hm κ z u ε) - -lemma radius_clock_derivative (ω : Ω) (t : ℝ) (ht : t ∈ Icc (0 : ℝ) (a.τ ω : ℝ)) : - HasDerivWithinAt (fun t => logRadiusClock (Real.log z.im) (a.solution.Q t ω)) - (logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω)) (Icc (0 : ℝ) (a.τ ω : ℝ)) t := by - have hd := (a.solution.derivative ω t ht.1).mono - (show Icc (0 : ℝ) (a.τ ω : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) - have hb := (a.inside ω t.toNNReal (Real.toNNReal_le_iff_le_coe.mpr ht.2)).2.2 - rw [Real.coe_toNNReal t ht.1] at hb - rw [clippedLogLoewnerField_eq_physical _ _ _ _ _ hb] at hd - exact log_ode_clock_derivative (Real.log z.im) hd - -noncomputable def clock : FiniteIncreasingClock Ω where - S t ω := logRadiusClock (Real.log z.im) (a.solution.Q t ω) - T := a.τ - zero ω := by rw [a.solution.initial]; simp [logRadiusClock, initialLogCoordinates] - continuous ω := (continuous_logRadiusClock _).comp (a.solution.lipschitz ω).continuous - strict ω := by - apply strictMonoOn_of_hasDerivWithinAt_pos (convex_Icc (0 : ℝ) (a.τ ω : ℝ)) - ((continuous_logRadiusClock _).comp (a.solution.lipschitz ω).continuous).continuousOn - · intro t ht - exact (a.radius_clock_derivative ω t (interior_subset ht)).mono interior_subset - · intro t ht - exact logClockRate_pos κ (a.solution.Q t ω) (B t.toNNReal ω) - -lemma clock_measurable : Measurable (Function.uncurry a.clock.S) := - (continuous_logRadiusClock _).measurable.comp a.solution.measurable - -lemma inverse_measurable : Measurable (Function.uncurry a.clock.inverse) := - a.clock.measurable_inverse a.clock_measurable (stopping_time_measurable_nnreal a.stopping) - -lemma clock_upper (ω : Ω) : a.clock.S (a.τ ω) ω ≤ u := (a.inside ω _ le_rfl).1 - -noncomputable def radiusValue (p α s : ℝ) (ω : Ω) : ℝ := - powerLogDensity κ p α (a.solution.Q (a.clock.inverse s ω) ω) - (B (a.clock.inverse s ω).toNNReal ω) - -lemma radiusValue_continuous - (hBc : ∀ ω, Continuous (fun t => B t ω)) (p α : ℝ) (ω : Ω) : - Continuous (fun s => a.radiusValue p α s ω) := by - exact (powerLogDensity_contDiff κ p α).continuous.comp - (((a.solution.lipschitz ω).continuous.comp (a.clock.continuous_inverse ω)).prodMk - ((hBc ω).comp (continuous_real_toNNReal.comp (a.clock.continuous_inverse ω)))) - -lemma radiusValue_measurable - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) (p α : ℝ) : - Measurable (Function.uncurry (a.radiusValue p α)) := by - exact (powerLogDensity_contDiff κ p α).continuous.measurable.comp - ((a.solution.measurable.comp (a.inverse_measurable.prodMk measurable_snd)).prodMk - (hBm.comp ((continuous_real_toNNReal.measurable.comp a.inverse_measurable).prodMk measurable_snd))) - -lemma radiusValue_at_clock (p α : ℝ) (ω : Ω) (t : ℝ) - (ht : t ∈ Icc (0 : ℝ) (a.τ ω : ℝ)) : - a.radiusValue p α (a.clock.S t ω) ω = - powerLogDensity κ p α (a.solution.Q t ω) (B t.toNNReal ω) := by - unfold radiusValue - rw [a.clock.inverse_clock ω t ht] - -lemma radius_integral_substitution - (hBc : ∀ ω, Continuous (fun t => B t ω)) (p α : ℝ) (ω : Ω) : - (∫ t in (0 : ℝ)..(a.τ ω : ℝ), - powerLogDensity κ p α (a.solution.Q t ω) (B t.toNNReal ω) * - logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω)) = - ∫ s in (0 : ℝ)..(a.clock.S (a.τ ω) ω), a.radiusValue p α s ω := by - have hh := intervalIntegral.integral_comp_mul_deriv'' - (a.clock.continuous ω).continuousOn - (f' := fun t => logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω)) - (a := (0 : ℝ)) (b := (a.τ ω : ℝ)) (g := fun s => a.radiusValue p α s ω) - (fun t ht => by - have ht' : t ∈ Ioo (0 : ℝ) (a.τ ω : ℝ) := by - simpa only [min_eq_left (a.τ ω).coe_nonneg, max_eq_right (a.τ ω).coe_nonneg] using ht - exact ((a.radius_clock_derivative ω t ⟨ht'.1.le, ht'.2.le⟩).hasDerivAt - (Icc_mem_nhds ht'.1 ht'.2)).hasDerivWithinAt) - ((continuous_logClockRate κ).comp - ((a.solution.lipschitz ω).continuous.prodMk ((hBc ω).comp continuous_real_toNNReal))).continuousOn - (a.radiusValue_continuous hBc p α ω).continuousOn - rw [a.clock.zero ω] at hh - rw [← hh] - apply intervalIntegral.integral_congr - intro t ht - have ht' : t ∈ Icc (0 : ℝ) (a.τ ω : ℝ) := by - simpa only [uIcc_of_le (a.τ ω).coe_nonneg] using ht - dsimp only [Function.comp_def] - rw [a.radiusValue_at_clock p α ω t ht'] - -end AngularLocalization -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma powerLogDensity_le_radius_angle - (κ p α η₀ u ε : ℝ) (hp : 0 ≤ p) (hε : 0 < ε) (q : ℂ × ℝ) (x : ℝ) - (hs : logRadiusClock η₀ q ≤ u) (ha : ε ≤ logAngleSq κ q x) : - powerLogDensity κ p α q x ≤ - Real.exp (p * (u - Real.log 2 - η₀)) * max 1 (ε ^ (α / 2)) := by - rw [powerLogDensity_radius_angle κ p α η₀ q x] - have hpow : (logAngleSq κ q x) ^ (α / 2) ≤ max 1 (ε ^ (α / 2)) := by - by_cases hp' : 0 ≤ α / 2 - · have hh : (logAngleSq κ q x) ^ (α / 2) ≤ 1 := by - simpa only [Real.one_rpow] using - (Real.rpow_le_rpow (logAngleSq_pos κ q x).le (logAngleSq_le_one κ q x) hp') - exact hh.trans (le_max_left _ _) - · exact (Real.rpow_le_rpow_of_nonpos hε ha (le_of_not_ge hp')).trans (le_max_right _ _) - exact mul_le_mul (Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_left (by linarith) hp)) - hpow (Real.rpow_nonneg (logAngleSq_pos κ q x).le _) (Real.exp_pos _).le - -namespace AngularLocalization -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u ε v δ : ℝ} - (a : AngularLocalization B hm κ z u ε) - -noncomputable def radiusKernel (p α s : ℝ) (ω : Ω) : ℝ := - if s ≤ a.clock.S (a.τ ω) ω then a.radiusValue p α s ω else 0 - -lemma radiusKernel_nonneg (p α s : ℝ) (ω : Ω) : 0 ≤ a.radiusKernel p α s ω := by - unfold radiusKernel - split_ifs - · exact (powerLogDensity_pos _ _ _ _ _).le - · rfl - -lemma radiusKernel_le (p α : ℝ) (hp : 0 ≤ p) (hε : 0 < ε) (s : ℝ) (ω : Ω) : - a.radiusKernel p α s ω ≤ - Real.exp (p * (u - Real.log 2 - Real.log z.im)) * max 1 (ε ^ (α / 2)) := by - have ht := a.clock.inverse_mem s ω - have htn := Real.toNNReal_le_iff_le_coe.mpr ht.2 - have hh := a.inside ω (a.clock.inverse s ω).toNNReal htn - rw [Real.coe_toNNReal _ ht.1] at hh - unfold radiusKernel - split_ifs - · exact powerLogDensity_le_radius_angle κ p α (Real.log z.im) u ε hp hε _ _ hh.1 hh.2.1 - · exact mul_nonneg (Real.exp_pos _).le ((by norm_num : (0 : ℝ) ≤ 1).trans (le_max_left _ _)) - -lemma radiusKernel_measurable - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) (p α : ℝ) : - Measurable (Function.uncurry (a.radiusKernel p α)) := by - have ht : Measurable (fun q : ℝ × Ω => a.clock.S (a.τ q.2) q.2) := - a.clock_measurable.comp (((measurable_coe_nnreal_real.comp - (stopping_time_measurable_nnreal a.stopping)).comp measurable_snd).prodMk measurable_snd) - exact Measurable.ite (measurableSet_le measurable_fst ht) (a.radiusValue_measurable hBm p α) measurable_const - -lemma radiusKernel_integral (p α : ℝ) (ω : Ω) : - (∫ s in (0 : ℝ)..u, a.radiusKernel p α s ω) = - ∫ s in (0 : ℝ)..(a.clock.S (a.τ ω) ω), a.radiusValue p α s ω := by - change (∫ s in (0 : ℝ)..u, - Set.indicator {s | s ≤ a.clock.S (a.τ ω) ω} (fun s => a.radiusValue p α s ω) s) = _ - exact intervalIntegral.integral_indicator ⟨a.clock.terminal_nonneg ω, a.clock_upper ω⟩ - -lemma synchronize_real (b : AngularLocalization B hm κ z v δ) - (ω : Ω) (t : ℝ) (h0 : 0 ≤ t) (ha : t ≤ (a.τ ω : ℝ)) (hb : t ≤ (b.τ ω : ℝ)) : - a.solution.Q t ω = b.solution.Q t ω := by - simpa only [Real.coe_toNNReal t h0] using a.synchronize b ω t.toNNReal - (Real.toNNReal_le_iff_le_coe.mpr ha) (Real.toNNReal_le_iff_le_coe.mpr hb) - -lemma terminal_clock_le (b : AngularLocalization B hm κ z v δ) - (huv : u ≤ v) (hδε : δ ≤ ε) (ω : Ω) : - a.clock.S (a.τ ω) ω ≤ b.clock.S (b.τ ω) ω := by - have ht := a.stopping_le b huv hδε ω - have he := a.synchronize b ω (a.τ ω) le_rfl ht - change logRadiusClock _ _ ≤ logRadiusClock _ _ - rw [he] - exact (b.clock.strict ω).monotoneOn ⟨(a.τ ω).coe_nonneg, by exact_mod_cast ht⟩ - ⟨(b.τ ω).coe_nonneg, le_rfl⟩ (by exact_mod_cast ht) - -lemma inverse_synchronize (b : AngularLocalization B hm κ z v δ) - (huv : u ≤ v) (hδε : δ ≤ ε) (ω : Ω) (s : ℝ) - (hs0 : 0 ≤ s) (hs : s ≤ a.clock.S (a.τ ω) ω) : - a.clock.inverse s ω = b.clock.inverse s ω := by - let t := a.clock.inverse s ω - have htm := a.clock.inverse_mem s ω - have hab : (a.τ ω : ℝ) ≤ (b.τ ω : ℝ) := by exact_mod_cast a.stopping_le b huv hδε ω - have he : b.clock.S t ω = s := by - change logRadiusClock _ (b.solution.Q t ω) = s - rw [← a.synchronize_real b ω t htm.1 htm.2 (htm.2.trans hab)] - change a.clock.S (a.clock.inverse s ω) ω = s - rw [a.clock.clock_inverse, max_eq_left hs0] - exact min_eq_left hs - exact (b.clock.inverse_clock ω t ⟨htm.1, htm.2.trans hab⟩).symm.trans (by rw [he]) - -lemma radiusKernel_mono (b : AngularLocalization B hm κ z v δ) - (huv : u ≤ v) (hδε : δ ≤ ε) (p α s : ℝ) (hs0 : 0 ≤ s) (ω : Ω) : - a.radiusKernel p α s ω ≤ b.radiusKernel p α s ω := by - by_cases hs : s ≤ a.clock.S (a.τ ω) ω - · have hsb := hs.trans (a.terminal_clock_le b huv hδε ω) - rw [radiusKernel, ite_eq_left hs, radiusKernel, ite_eq_left hsb] - have he := a.inverse_synchronize b huv hδε ω s hs0 hs - have htm := a.clock.inverse_mem s ω - have hab : (a.τ ω : ℝ) ≤ (b.τ ω : ℝ) := by exact_mod_cast a.stopping_le b huv hδε ω - unfold radiusValue - rw [← he, a.synchronize_real b ω _ htm.1 htm.2 (htm.2.trans hab)] - · rw [radiusKernel, ite_eq_right hs] - exact b.radiusKernel_nonneg p α s ω - -end AngularLocalization -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -namespace AngularLocalization -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u ε : ℝ} - (a : AngularLocalization B hm κ z u ε) - -lemma physical_power_continuous - (hBc : ∀ ω, Continuous (fun t => B t ω)) (p α : ℝ) (ω : Ω) : - Continuous (fun t : ℝ => - powerLogDensity κ p α (a.solution.Q t ω) (B t.toNNReal ω) * - logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω)) := by - have hq := (a.solution.lipschitz ω).continuous.prodMk ((hBc ω).comp continuous_real_toNNReal) - exact ((powerLogDensity_contDiff κ p α).continuous.comp hq).mul - ((continuous_logClockRate κ).comp hq) - -lemma generator_radial_integral - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) (b : ℝ) (ω : Ω) : - (∫ t in (0 : ℝ)..(a.τ ω : ℝ), - powerLogGenerator κ (codimension κ) (greenExponent κ - b) - (a.solution.Q t ω) (B t.toNNReal ω)) = - (κ * b / 8) * ((1 + (greenExponent κ - b)) * - (∫ s in (0 : ℝ)..u, a.radiusKernel (codimension κ) (greenExponent κ - b) s ω) - - (greenExponent κ - b) * - (∫ s in (0 : ℝ)..u, a.radiusKernel (codimension κ) (greenExponent κ - b - 2) s ω)) := by - let f (α : ℝ) (t : ℝ) := - powerLogDensity κ (codimension κ) α (a.solution.Q t ω) (B t.toNNReal ω) * - logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω) - have hfi (α : ℝ) : IntervalIntegrable (f α) volume (0 : ℝ) (a.τ ω : ℝ) := - (a.physical_power_continuous hBc (codimension κ) α ω).intervalIntegrable _ _ - have he (t : ℝ) : powerLogGenerator κ (codimension κ) (greenExponent κ - b) - (a.solution.Q t ω) (B t.toNNReal ω) = - (κ * b / 8) * ((1 + (greenExponent κ - b)) * f (greenExponent κ - b) t - - (greenExponent κ - b) * f (greenExponent κ - b - 2) t) := by - rw [powerLogGenerator_two_powers κ b hκ] - dsimp only [f] - ring - simp_rw [he] - rw [intervalIntegral.integral_const_mul, - intervalIntegral.integral_sub ((hfi _).const_mul _) ((hfi _).const_mul _), - intervalIntegral.integral_const_mul, intervalIntegral.integral_const_mul] - rw [a.radiusKernel_integral, a.radiusKernel_integral, - ← a.radius_integral_substitution hBc, ← a.radius_integral_substitution hBc] - -lemma radiusKernel_cumulative_integrable - {P : Measure Ω} [IsFiniteMeasure P] - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (p α : ℝ) (hp : 0 ≤ p) (hε : 0 < ε) (hu : 0 ≤ u) : - Integrable (fun ω => ∫ s in (0 : ℝ)..u, a.radiusKernel p α s ω) P := by - let C := Real.exp (p * (u - Real.log 2 - Real.log z.im)) * max 1 (ε ^ (α / 2)) - have hC : 0 ≤ C := mul_nonneg (Real.exp_pos _).le - ((by norm_num : (0 : ℝ) ≤ 1).trans (le_max_left _ _)) - have hh := bounded_stopped_cumulative_integrable (P := P) (a.radiusKernel p α) - (a.radiusKernel_measurable hBm p α) (fun _ => u.toNNReal) (fun _ => u.toNNReal) - measurable_const (fun _ => le_rfl) u.toNNReal (fun _ => le_rfl) C hC - (fun ω s _ _ => by - rw [abs_of_nonneg (a.radiusKernel_nonneg p α s ω)] - exact a.radiusKernel_le p α hp hε s ω) - simpa only [Real.coe_toNNReal u hu] using hh.1 - -lemma radiusKernel_fubini - {P : Measure Ω} [IsFiniteMeasure P] - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (p α : ℝ) (hp : 0 ≤ p) (hε : 0 < ε) (hu : 0 ≤ u) : - (∫ ω, (∫ s in (0 : ℝ)..u, a.radiusKernel p α s ω) ∂P) = - ∫ s in (0 : ℝ)..u, ∫ ω, a.radiusKernel p α s ω ∂P := by - have hi : Integrable (Function.uncurry (a.radiusKernel p α)) ((volume.restrict (Ioc 0 u)).prod P) := - Integrable.of_bound (a.radiusKernel_measurable hBm p α).aestronglyMeasurable - (Real.exp (p * (u - Real.log 2 - Real.log z.im)) * max 1 (ε ^ (α / 2))) - (Eventually.of_forall fun q => by - rw [Real.norm_eq_abs] - change |a.radiusKernel p α q.1 q.2| ≤ _ - rw [abs_of_nonneg (a.radiusKernel_nonneg p α q.1 q.2)] - exact a.radiusKernel_le p α hp hε q.1 q.2) - simp_rw [intervalIntegral.integral_of_le hu] - exact (integral_integral_swap hi).symm - - - -theorem power_balance - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) (b : ℝ) (hb : b ≤ greenExponent κ) (hε : 0 < ε) (hu : 0 ≤ u) : - (∫ ω, powerLogDensity κ (codimension κ) (greenExponent κ - b) - (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω) ∂P) + - (κ * b / 8) * (greenExponent κ - b) * - (∫ ω, (∫ s in (0 : ℝ)..u, - a.radiusKernel (codimension κ) (greenExponent κ - b - 2) s ω) ∂P) = - powerLogDensity κ (codimension κ) (greenExponent κ - b) (initialLogCoordinates z) 0 + - (κ * b / 8) * (1 + (greenExponent κ - b)) * - (∫ ω, (∫ s in (0 : ℝ)..u, - a.radiusKernel (codimension κ) (greenExponent κ - b) s ω) ∂P) := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - obtain ⟨_, _, he⟩ := a.mean_power hB hBm hBc hB0 hκ.le (codimension κ) - (greenExponent κ - b) (codimension_pos κ hκ8).le (sub_nonneg.mpr hb) - simp_rw [a.generator_radial_integral hBc hκ b] at he - rw [integral_const_mul, - integral_sub ((a.radiusKernel_cumulative_integrable hBm _ _ (codimension_pos κ hκ8).le hε hu).const_mul _) - ((a.radiusKernel_cumulative_integrable hBm _ _ (codimension_pos κ hκ8).le hε hu).const_mul _), - integral_const_mul, integral_const_mul] at he - linarith - -end AngularLocalization -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -namespace AngularLocalization -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u v ε δ : ℝ} - -lemma radiusKernel_eq_of_live (a : AngularLocalization B hm κ z u ε) - (b : AngularLocalization B hm κ z v δ) (huv : u ≤ v) (hδε : δ ≤ ε) - (p α s : ℝ) (hs0 : 0 ≤ s) (ω : Ω) (hs : s ≤ a.clock.S (a.τ ω) ω) : - a.radiusKernel p α s ω = b.radiusKernel p α s ω := by - have hsb := hs.trans (a.terminal_clock_le b huv hδε ω) - rw [radiusKernel, ite_eq_left hs, radiusKernel, ite_eq_left hsb] - have he := a.inverse_synchronize b huv hδε ω s hs0 hs - have htm := a.clock.inverse_mem s ω - have hab : (a.τ ω : ℝ) ≤ (b.τ ω : ℝ) := by exact_mod_cast a.stopping_le b huv hδε ω - unfold radiusValue - rw [← he, a.synchronize_real b ω _ htm.1 htm.2 (htm.2.trans hab)] - -lemma terminal_clock_min (a : AngularLocalization B hm κ z u ε) - (b : AngularLocalization B hm κ z v ε) (huv : u ≤ v) (ω : Ω) : - a.clock.S (a.τ ω) ω = min u (b.clock.S (b.τ ω) ω) := by - have ht := a.stopping_le b huv le_rfl ω - apply le_antisymm - · exact le_min (a.clock_upper ω) (a.terminal_clock_le b huv le_rfl ω) - · rcases a.boundary ω with hc | ha - · exact (min_le_left _ _).trans_eq hc.symm - · have he : a.τ ω = b.τ ω := by - apply le_antisymm ht - by_contra hn - have hh := (b.before ω _ (lt_of_not_ge hn)).2 - rw [← a.synchronize b ω (a.τ ω) le_rfl ht, ha] at hh - exact lt_irrefl _ hh - have hq := a.synchronize b ω (a.τ ω) le_rfl ht - change min u (logRadiusClock _ _) ≤ logRadiusClock _ _ - rw [hq, he] - exact min_le_right _ _ - -lemma radiusKernel_eq_below (a : AngularLocalization B hm κ z u ε) - (b : AngularLocalization B hm κ z v ε) (huv : u ≤ v) - (p α s : ℝ) (hs0 : 0 ≤ s) (hsu : s ≤ u) (ω : Ω) : - a.radiusKernel p α s ω = b.radiusKernel p α s ω := by - by_cases hs : s ≤ a.clock.S (a.τ ω) ω - · exact a.radiusKernel_eq_of_live b huv le_rfl p α s hs0 ω hs - · have hsb : ¬ s ≤ b.clock.S (b.τ ω) ω := by - intro h - exact hs (by rw [a.terminal_clock_min b huv ω]; exact le_min hsu h) - rw [radiusKernel, ite_eq_right hs, radiusKernel, ite_eq_right hsb] - -lemma radiusKernel_uniform_bound (a : AngularLocalization B hm κ z u ε) - (p α : ℝ) (hp : 0 ≤ p) (hα : 0 ≤ α) (s : ℝ) (ω : Ω) : - a.radiusKernel p α s ω ≤ Real.exp (p * (u - Real.log 2 - Real.log z.im)) := by - unfold radiusKernel - split_ifs - · have ht := a.clock.inverse_mem s ω - have hh := a.inside ω (a.clock.inverse s ω).toNNReal (Real.toNNReal_le_iff_le_coe.mpr ht.2) - rw [Real.coe_toNNReal _ ht.1] at hh - exact powerLogDensity_le_radius κ p α (Real.log z.im) u hp hα _ _ hh.1 - · exact (Real.exp_pos _).le - -end AngularLocalization - -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} - - - -noncomputable def limitRadiusKernel (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (p α s : ℝ) (ω : Ω) : ℝ := - if h : ∃ n, max s 0 ≤ (a n).clock.S ((a n).τ ω) ω then - (a (Nat.find h)).radiusKernel p α (max s 0) ω else 0 - -lemma radiusKernel_eventually_limit - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (hε : Antitone ε) - (p α s : ℝ) (ω : Ω) : - ∀ᶠ n in atTop, (a n).radiusKernel p α (max s 0) ω = limitRadiusKernel a p α s ω := by - unfold limitRadiusKernel - split_ifs with hh - · filter_upwards [eventually_ge_atTop (Nat.find hh)] with n hn - exact ((a (Nat.find hh)).radiusKernel_eq_of_live (a n) le_rfl (hε hn) - p α _ (le_max_right _ _) ω (Nat.find_spec hh)).symm - · apply Eventually.of_forall - intro n - have hn : ¬ max s 0 ≤ (a n).clock.S ((a n).τ ω) ω := fun h => hh ⟨n, h⟩ - rw [AngularLocalization.radiusKernel, ite_eq_right hn] - -lemma limitRadiusKernel_nonneg - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (p α s : ℝ) (ω : Ω) : - 0 ≤ limitRadiusKernel a p α s ω := by - unfold limitRadiusKernel - split_ifs - · exact AngularLocalization.radiusKernel_nonneg _ _ _ _ _ - · rfl - -lemma limitRadiusKernel_measurable - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (hε : Antitone ε) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) (p α : ℝ) : - Measurable (Function.uncurry (limitRadiusKernel a p α)) := by - apply measurable_of_tendsto_metrizable - (fun n => ((a n).radiusKernel_measurable hBm p α).comp - ((measurable_fst.max measurable_const).prodMk measurable_snd)) - apply tendsto_pi_nhds.mpr - intro q - apply tendsto_const_nhds.congr' - filter_upwards [radiusKernel_eventually_limit a hε p α q.1 q.2] with n hn - exact hn.symm - -lemma limitRadiusKernel_uniform_bound - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (p α : ℝ) (hp : 0 ≤ p) (hα : 0 ≤ α) (s : ℝ) (ω : Ω) : - limitRadiusKernel a p α s ω ≤ Real.exp (p * (u - Real.log 2 - Real.log z.im)) := by - unfold limitRadiusKernel - split_ifs - · exact AngularLocalization.radiusKernel_uniform_bound _ _ _ hp hα _ _ - · exact (Real.exp_pos _).le - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -namespace AngularLocalization -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u ε : ℝ} - -def hit (a : AngularLocalization B hm κ z u ε) : Set Ω := - {ω | logRadiusClock (Real.log z.im) (a.solution.Q (a.τ ω) ω) = u} - -lemma measurable_hit (a : AngularLocalization B hm κ z u ε) : - MeasurableSet[a.stopping.measurableSpace] a.hit := - measurableSet_eq_fun a.clock_stopped_measurable measurable_const - -noncomputable def hitTime (a : AngularLocalization B hm κ z u ε) (ω : Ω) : WithTop ℝ≥0 := - if ω ∈ a.hit then (a.τ ω : WithTop ℝ≥0) else ⊤ - -lemma hitTime_stopping (a : AngularLocalization B hm κ z u ε) : - IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) a.hitTime := by - intro t - have he : {ω | a.hitTime ω ≤ (t : WithTop ℝ≥0)} = a.hit ∩ {ω | (a.τ ω : WithTop ℝ≥0) ≤ t} := by - ext ω - simp only [hitTime, mem_ofPred_eq, mem_inter_iff] - split_ifs with h - · simp only [h, true_and] - · simp only [h, false_and, iff_false] - exact WithTop.not_top_le_coe t - rw [he] - exact a.measurable_hit.2 t - -end AngularLocalization - -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} - - - -noncomputable def localizedRadiusStop - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (ω : Ω) : WithTop ℝ≥0 := - ⨅ n, (a n).hitTime ω - -lemma localizedRadiusStop_eq_hit - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (ω : Ω) (n : ℕ) - (hn : ω ∈ (a n).hit) : localizedRadiusStop a ω = ((a n).τ ω : WithTop ℝ≥0) := by - apply le_antisymm - · exact (iInf_le _ n).trans_eq (by rw [AngularLocalization.hitTime, ite_eq_left hn]) - · apply le_iInf - intro m - by_cases h : ω ∈ (a m).hit - · have he := (a m).hit_time_unique (a n) ω h hn - rw [AngularLocalization.hitTime, ite_eq_left h, he] - · rw [AngularLocalization.hitTime, ite_eq_right h] - exact le_top - -lemma localizedRadiusStop_eq_top - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (ω : Ω) - (hn : ∀ n, ω ∉ (a n).hit) : localizedRadiusStop a ω = ⊤ := by - simp [localizedRadiusStop, AngularLocalization.hitTime, hn] - -lemma localizedRadiusStop_le_iff - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (ω : Ω) (t : ℝ≥0) : - localizedRadiusStop a ω ≤ (t : WithTop ℝ≥0) ↔ ∃ n, ω ∈ (a n).hit ∧ (a n).τ ω ≤ t := by - constructor - · intro h - by_cases he : ∃ n, ω ∈ (a n).hit - · obtain ⟨n, hn⟩ := he - rw [localizedRadiusStop_eq_hit a ω n hn, WithTop.coe_le_coe] at h - exact ⟨n, hn, h⟩ - · rw [localizedRadiusStop_eq_top a ω (not_exists.mp he)] at h - exact False.elim (WithTop.coe_ne_top (a := t) (top_le_iff.mp h)) - · rintro ⟨n, hn, ht⟩ - rw [localizedRadiusStop_eq_hit a ω n hn, WithTop.coe_le_coe] - exact ht - -lemma localizedRadiusStop_stopping - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) : - IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (localizedRadiusStop a) := by - intro t - have he : {ω | localizedRadiusStop a ω ≤ (t : WithTop ℝ≥0)} = - ⋃ n, ((a n).hit ∩ {ω | ((a n).τ ω : WithTop ℝ≥0) ≤ t}) := by - ext ω - simp only [mem_ofPred_eq, mem_iUnion, mem_inter_iff, WithTop.coe_le_coe] - exact localizedRadiusStop_le_iff a ω t - rw [he] - exact MeasurableSet.iUnion fun n => (a n).measurable_hit.2 t - -lemma localizedRadiusStop_history_hit - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (n : ℕ) (A : Set Ω) - (hA : MeasurableSet[(localizedRadiusStop_stopping a).measurableSpace] A) : - MeasurableSet[(a n).stopping.measurableSpace] (A ∩ (a n).hit) := by - refine ⟨hA.1.inter (a n).measurable_hit.1, ?_⟩ - intro t - have he : (A ∩ (a n).hit) ∩ {ω | ((a n).τ ω : WithTop ℝ≥0) ≤ t} = - (A ∩ {ω | localizedRadiusStop a ω ≤ (t : WithTop ℝ≥0)}) ∩ - ((a n).hit ∩ {ω | ((a n).τ ω : WithTop ℝ≥0) ≤ t}) := by - ext ω - simp only [mem_inter_iff, mem_ofPred_eq] - constructor - · rintro ⟨⟨hωA, hωn⟩, hωt⟩ - exact ⟨⟨hωA, (localizedRadiusStop_eq_hit a ω n hωn) ▸ hωt⟩, hωn, hωt⟩ - · rintro ⟨⟨hωA, _⟩, hωn, hωt⟩ - exact ⟨⟨hωA, hωn⟩, hωt⟩ - rw [he] - exact (hA.2 t).inter ((a n).measurable_hit.2 t) - -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory -open scoped Topology ENNReal -namespace SLEExactGauge - - - -lemma integrable_monotone_limit_of_integral_le - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - {f : ℕ → Ω → ℝ} {F : Ω → ℝ} - (hf : ∀ n, Integrable (f n) P) - (hF : AEStronglyMeasurable F P) - (hn : ∀ n ω, 0 ≤ f n ω) (hFn : ∀ ω, 0 ≤ F ω) - (hmono : ∀ ω, Monotone (fun n => f n ω)) - (hlim : ∀ ω, Tendsto (fun n => f n ω) atTop (𝓝 (F ω))) - (C : ℝ) (hbound : ∀ n, (∫ ω, f n ω ∂P) ≤ C) : - Integrable F P ∧ - Tendsto (fun n => ∫ ω, f n ω ∂P) atTop (𝓝 (∫ ω, F ω ∂P)) := by - have hl : Tendsto (fun n => ∫⁻ ω, ENNReal.ofReal (f n ω) ∂P) atTop - (𝓝 (∫⁻ ω, ENNReal.ofReal (F ω) ∂P)) := by - apply lintegral_tendsto_of_tendsto_of_monotone - (fun n => (hf n).aemeasurable.ennreal_ofReal) - · exact Eventually.of_forall fun ω n m hnm => ENNReal.ofReal_le_ofReal (hmono ω hnm) - · exact Eventually.of_forall fun ω => ENNReal.continuous_ofReal.continuousAt.tendsto.comp (hlim ω) - have hle : (∫⁻ ω, ENNReal.ofReal (F ω) ∂P) ≤ ENNReal.ofReal C := by - apply le_of_tendsto hl - apply Eventually.of_forall - intro n - rw [← ofReal_integral_eq_lintegral_ofReal (hf n) (Eventually.of_forall (hn n))] - exact ENNReal.ofReal_le_ofReal (hbound n) - have hFi : Integrable F P := by - refine ⟨hF, ?_⟩ - rw [hasFiniteIntegral_iff_enorm] - have he : (fun ω => ‖F ω‖ₑ) = fun ω => ENNReal.ofReal (F ω) := by - funext ω - simp [Real.enorm_eq_ofReal_abs, abs_of_nonneg (hFn ω)] - rw [he] - exact hle.trans_lt ENNReal.ofReal_lt_top - exact ⟨hFi, integral_tendsto_of_tendsto_of_monotone hf hFi - (Eventually.of_forall hmono) (Eventually.of_forall hlim)⟩ -end SLEExactGauge -end - - -end - -end OAI +import Mathlib +import OAI.Probability.SLE.DiskHalfPlane + +namespace OAI + +/-! Angular Power Dynkin for chordal SLE. -/ + +section +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma powerLogGenerator_lyapunov (κ b : ℝ) (hκ : 0 < κ) + (q : ℂ × ℝ) (x : ℝ) : + powerLogGenerator κ (codimension κ) (greenExponent κ - b) q x = + powerLogDensity κ (codimension κ) (greenExponent κ - b) q x * + logClockRate κ q x * (κ * b / 8) * + (1 - (greenExponent κ - b) * ((logAngleSq κ q x)⁻¹ - 1)) := by + unfold powerLogGenerator + rw [← power_physical_generator κ _ _ hκ.le] + exact green_weighted_power_generator κ b hκ q x + +lemma powerLogDensity_div_angle (κ p α : ℝ) (q : ℂ × ℝ) (x : ℝ) : + powerLogDensity κ p α q x / logAngleSq κ q x = + powerLogDensity κ p (α - 2) q x := by + rw [powerLogDensity_radius_angle κ p α 0, powerLogDensity_radius_angle κ p (α - 2) 0, + mul_div_assoc] + congr 1 + rw [show (α - 2) / 2 = α / 2 - 1 by ring, + Real.rpow_sub (logAngleSq_pos κ q x), Real.rpow_one] + +lemma powerLogGenerator_two_powers (κ b : ℝ) (hκ : 0 < κ) + (q : ℂ × ℝ) (x : ℝ) : + powerLogGenerator κ (codimension κ) (greenExponent κ - b) q x = + logClockRate κ q x * (κ * b / 8) * + ((1 + (greenExponent κ - b)) * + powerLogDensity κ (codimension κ) (greenExponent κ - b) q x - + (greenExponent κ - b) * + powerLogDensity κ (codimension κ) (greenExponent κ - b - 2) q x) := by + rw [powerLogGenerator_lyapunov κ b hκ, + ← powerLogDensity_div_angle κ (codimension κ) (greenExponent κ - b)] + ring + +namespace AngularLocalization +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u ε : ℝ} + (a : AngularLocalization B hm κ z u ε) + + + +theorem mean_power + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 ≤ κ) (p α : ℝ) (hp : 0 ≤ p) (ha : 0 ≤ α) : + Integrable (fun ω => powerLogDensity κ p α (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω)) P ∧ + Integrable (fun ω => ∫ t in (0 : ℝ)..(a.τ ω : ℝ), + powerLogGenerator κ p α (a.solution.Q t ω) (B t.toNNReal ω)) P ∧ + (∫ ω, powerLogDensity κ p α (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω) ∂P) = + powerLogDensity κ p α (initialLogCoordinates z) 0 + + ∫ ω, (∫ t in (0 : ℝ)..(a.τ ω : ℝ), + powerLogGenerator κ p α (a.solution.Q t ω) (B t.toNNReal ω)) ∂P := by + let K := Real.exp (p * (u - Real.log 2 - Real.log z.im)) + let C := K * (|(-4 * α + κ * α * (α + 1) / 2)| + |(4 * p - κ * α / 2)|) / + Real.exp (2 * a.lo) + apply a.solution.stopped_power_dynkin_bounded hB hBm hBc hB0 hκ p α a.τ a.stopping + a.T a.bounded (fun ω t ht => (a.inside ω t ht).2.2) K C (by dsimp [C, K]; positivity) + · intro ω t ht + rw [abs_of_pos (powerLogDensity_pos _ _ _ _ _)] + exact powerLogDensity_le_radius κ p α (Real.log z.im) u hp ha _ _ (a.inside ω t ht).1 + · intro ω t ht + exact powerLogGenerator_le_radius_height κ p α (Real.log z.im) u a.lo hp ha _ _ + (a.inside ω t ht).1 (a.inside ω t ht).2.2.1 + +end AngularLocalization +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +namespace AngularLocalization +variable {Ω : Type*} [MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u v ε δ : ℝ} + + + +lemma synchronize (a : AngularLocalization B hm κ z u ε) + (b : AngularLocalization B hm κ z v δ) (ω : Ω) + (t : ℝ≥0) (ha : t ≤ a.τ ω) (hb : t ≤ b.τ ω) : + a.solution.Q t ω = b.solution.Q t ω := by + let lo := min a.lo b.lo + let hi := max a.hi b.hi + have hle : lo ≤ hi := (min_le_left _ _).trans (a.le.trans (le_max_left _ _)) + obtain ⟨L, K, hbound, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle + let V (s : ℝ) := clippedLogLoewnerField lo hi hle (Real.sqrt κ * B s.toNNReal ω) + have hd (c : AngularLocalization B hm κ z u ε) (hc : t ≤ c.τ ω) + (hlo : lo ≤ c.lo) (hhi : c.hi ≤ hi) (s : ℝ) (hs : s ∈ Icc 0 (t : ℝ)) : + HasDerivWithinAt (fun s => c.solution.Q s ω) (V s (c.solution.Q s ω)) (Icc 0 (t : ℝ)) s := by + have hsc : s.toNNReal ≤ c.τ ω := (Real.toNNReal_le_iff_le_coe.mpr hs.2).trans hc + have hcbar := (c.inside ω s.toNNReal hsc).2.2 + rw [Real.coe_toNNReal _ hs.1] at hcbar + have hder := (c.solution.derivative ω s hs.1).mono + (show Icc (0 : ℝ) (t : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) + rwa [clippedLogLoewnerField_eq_physical _ _ _ _ _ hcbar, + ← clippedLogLoewnerField_eq_physical lo hi hle _ _ ⟨hlo.trans hcbar.1, hcbar.2.trans hhi⟩] at hder + have hda := hd a ha (min_le_left _ _) (le_max_left _ _) + have hdb (s : ℝ) (hs : s ∈ Icc 0 (t : ℝ)) : + HasDerivWithinAt (fun s => b.solution.Q s ω) (V s (b.solution.Q s ω)) (Icc 0 (t : ℝ)) s := by + have hsb : s.toNNReal ≤ b.τ ω := (Real.toNNReal_le_iff_le_coe.mpr hs.2).trans hb + have hcbar := (b.inside ω s.toNNReal hsb).2.2 + rw [Real.coe_toNNReal _ hs.1] at hcbar + have hder := (b.solution.derivative ω s hs.1).mono + (show Icc (0 : ℝ) (t : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) + rwa [clippedLogLoewnerField_eq_physical _ _ _ _ _ hcbar, + ← clippedLogLoewnerField_eq_physical lo hi hle _ _ + ⟨(min_le_right _ _).trans hcbar.1, hcbar.2.trans (le_max_right _ _)⟩] at hder + have he : EqOn (fun s => a.solution.Q s ω) (fun s => b.solution.Q s ω) (Icc 0 (t : ℝ)) := by + apply ODE_solution_unique (fun s => hlip (Real.sqrt κ * B s.toNNReal ω)) + (fun s hs => (hda s hs).continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hda s ⟨hs.1, hs.2.le⟩)) + (fun s hs => (hdb s hs).continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hdb s ⟨hs.1, hs.2.le⟩)) + exact (a.solution.initial ω).trans (b.solution.initial ω).symm + exact he ⟨t.coe_nonneg, le_rfl⟩ + +lemma stopping_le (a : AngularLocalization B hm κ z u ε) + (b : AngularLocalization B hm κ z v δ) (huv : u ≤ v) (hδε : δ ≤ ε) + (ω : Ω) : a.τ ω ≤ b.τ ω := by + by_contra hn + have hlt := lt_of_not_ge hn + have he := a.synchronize b ω (b.τ ω) hlt.le le_rfl + have hh := a.before ω _ hlt + rw [he] at hh + rcases b.boundary ω with hc | hθ + · linarith [hh.1] + · linarith [hh.2] + +lemma hit_time_unique (a : AngularLocalization B hm κ z u ε) + (b : AngularLocalization B hm κ z u δ) (ω : Ω) + (ha : logRadiusClock (Real.log z.im) (a.solution.Q (a.τ ω) ω) = u) + (hb : logRadiusClock (Real.log z.im) (b.solution.Q (b.τ ω) ω) = u) : + a.τ ω = b.τ ω := by + apply le_antisymm + · by_contra hn + have hlt := lt_of_not_ge hn + have he := a.synchronize b ω (b.τ ω) hlt.le le_rfl + have hh := (a.before ω _ hlt).1 + rw [he, hb] at hh + exact lt_irrefl _ hh + · by_contra hn + have hlt := lt_of_not_ge hn + have he := b.synchronize a ω (a.τ ω) hlt.le le_rfl + have hh := (b.before ω _ hlt).1 + rw [he, ha] at hh + exact lt_irrefl _ hh + +lemma hit_finer (a : AngularLocalization B hm κ z u ε) + (b : AngularLocalization B hm κ z u δ) (hδε : δ ≤ ε) (ω : Ω) + (ha : logRadiusClock (Real.log z.im) (a.solution.Q (a.τ ω) ω) = u) : + b.τ ω = a.τ ω ∧ logRadiusClock (Real.log z.im) (b.solution.Q (b.τ ω) ω) = u := by + have hab := a.stopping_le b le_rfl hδε ω + have he : b.τ ω = a.τ ω := by + apply le_antisymm _ hab + by_contra hn + have hlt := lt_of_not_ge hn + have hq := a.synchronize b ω (a.τ ω) le_rfl hlt.le + have hh := (b.before ω _ hlt).1 + rw [← hq, ha] at hh + exact lt_irrefl _ hh + refine ⟨he, ?_⟩ + rw [he, ← a.synchronize b ω (a.τ ω) le_rfl hab] + exact ha + +end AngularLocalization +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma continuous_logClockRate (κ : ℝ) : + Continuous (fun p : (ℂ × ℝ) × ℝ => logClockRate κ p.1 p.2) := by + have hN : Continuous (fun p : (ℂ × ℝ) × ℝ => greenLogNormSq κ p.1 p.2) := by + unfold greenLogNormSq + fun_prop + unfold logClockRate + exact (continuous_const.mul (Real.continuous_exp.comp (by fun_prop))).div (hN.pow 2) + (fun p => pow_ne_zero 2 (greenLogNormSq_pos κ p.1 p.2).ne') + +namespace AngularLocalization +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u ε : ℝ} + (a : AngularLocalization B hm κ z u ε) + +lemma radius_clock_derivative (ω : Ω) (t : ℝ) (ht : t ∈ Icc (0 : ℝ) (a.τ ω : ℝ)) : + HasDerivWithinAt (fun t => logRadiusClock (Real.log z.im) (a.solution.Q t ω)) + (logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω)) (Icc (0 : ℝ) (a.τ ω : ℝ)) t := by + have hd := (a.solution.derivative ω t ht.1).mono + (show Icc (0 : ℝ) (a.τ ω : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) + have hb := (a.inside ω t.toNNReal (Real.toNNReal_le_iff_le_coe.mpr ht.2)).2.2 + rw [Real.coe_toNNReal t ht.1] at hb + rw [clippedLogLoewnerField_eq_physical _ _ _ _ _ hb] at hd + exact log_ode_clock_derivative (Real.log z.im) hd + +noncomputable def clock : FiniteIncreasingClock Ω where + S t ω := logRadiusClock (Real.log z.im) (a.solution.Q t ω) + T := a.τ + zero ω := by rw [a.solution.initial]; simp [logRadiusClock, initialLogCoordinates] + continuous ω := (continuous_logRadiusClock _).comp (a.solution.lipschitz ω).continuous + strict ω := by + apply strictMonoOn_of_hasDerivWithinAt_pos (convex_Icc (0 : ℝ) (a.τ ω : ℝ)) + ((continuous_logRadiusClock _).comp (a.solution.lipschitz ω).continuous).continuousOn + · intro t ht + exact (a.radius_clock_derivative ω t (interior_subset ht)).mono interior_subset + · intro t ht + exact logClockRate_pos κ (a.solution.Q t ω) (B t.toNNReal ω) + +lemma clock_measurable : Measurable (Function.uncurry a.clock.S) := + (continuous_logRadiusClock _).measurable.comp a.solution.measurable + +lemma inverse_measurable : Measurable (Function.uncurry a.clock.inverse) := + a.clock.measurable_inverse a.clock_measurable (stopping_time_measurable_nnreal a.stopping) + +lemma clock_upper (ω : Ω) : a.clock.S (a.τ ω) ω ≤ u := (a.inside ω _ le_rfl).1 + +noncomputable def radiusValue (p α s : ℝ) (ω : Ω) : ℝ := + powerLogDensity κ p α (a.solution.Q (a.clock.inverse s ω) ω) + (B (a.clock.inverse s ω).toNNReal ω) + +lemma radiusValue_continuous + (hBc : ∀ ω, Continuous (fun t => B t ω)) (p α : ℝ) (ω : Ω) : + Continuous (fun s => a.radiusValue p α s ω) := by + exact (powerLogDensity_contDiff κ p α).continuous.comp + (((a.solution.lipschitz ω).continuous.comp (a.clock.continuous_inverse ω)).prodMk + ((hBc ω).comp (continuous_real_toNNReal.comp (a.clock.continuous_inverse ω)))) + +lemma radiusValue_measurable + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) (p α : ℝ) : + Measurable (Function.uncurry (a.radiusValue p α)) := by + exact (powerLogDensity_contDiff κ p α).continuous.measurable.comp + ((a.solution.measurable.comp (a.inverse_measurable.prodMk measurable_snd)).prodMk + (hBm.comp ((continuous_real_toNNReal.measurable.comp a.inverse_measurable).prodMk measurable_snd))) + +lemma radiusValue_at_clock (p α : ℝ) (ω : Ω) (t : ℝ) + (ht : t ∈ Icc (0 : ℝ) (a.τ ω : ℝ)) : + a.radiusValue p α (a.clock.S t ω) ω = + powerLogDensity κ p α (a.solution.Q t ω) (B t.toNNReal ω) := by + unfold radiusValue + rw [a.clock.inverse_clock ω t ht] + +lemma radius_integral_substitution + (hBc : ∀ ω, Continuous (fun t => B t ω)) (p α : ℝ) (ω : Ω) : + (∫ t in (0 : ℝ)..(a.τ ω : ℝ), + powerLogDensity κ p α (a.solution.Q t ω) (B t.toNNReal ω) * + logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω)) = + ∫ s in (0 : ℝ)..(a.clock.S (a.τ ω) ω), a.radiusValue p α s ω := by + have hh := intervalIntegral.integral_comp_mul_deriv'' + (a.clock.continuous ω).continuousOn + (f' := fun t => logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω)) + (a := (0 : ℝ)) (b := (a.τ ω : ℝ)) (g := fun s => a.radiusValue p α s ω) + (fun t ht => by + have ht' : t ∈ Ioo (0 : ℝ) (a.τ ω : ℝ) := by + simpa only [min_eq_left (a.τ ω).coe_nonneg, max_eq_right (a.τ ω).coe_nonneg] using ht + exact ((a.radius_clock_derivative ω t ⟨ht'.1.le, ht'.2.le⟩).hasDerivAt + (Icc_mem_nhds ht'.1 ht'.2)).hasDerivWithinAt) + ((continuous_logClockRate κ).comp + ((a.solution.lipschitz ω).continuous.prodMk ((hBc ω).comp continuous_real_toNNReal))).continuousOn + (a.radiusValue_continuous hBc p α ω).continuousOn + rw [a.clock.zero ω] at hh + rw [← hh] + apply intervalIntegral.integral_congr + intro t ht + have ht' : t ∈ Icc (0 : ℝ) (a.τ ω : ℝ) := by + simpa only [uIcc_of_le (a.τ ω).coe_nonneg] using ht + dsimp only [Function.comp_def] + rw [a.radiusValue_at_clock p α ω t ht'] + +end AngularLocalization +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma powerLogDensity_le_radius_angle + (κ p α η₀ u ε : ℝ) (hp : 0 ≤ p) (hε : 0 < ε) (q : ℂ × ℝ) (x : ℝ) + (hs : logRadiusClock η₀ q ≤ u) (ha : ε ≤ logAngleSq κ q x) : + powerLogDensity κ p α q x ≤ + Real.exp (p * (u - Real.log 2 - η₀)) * max 1 (ε ^ (α / 2)) := by + rw [powerLogDensity_radius_angle κ p α η₀ q x] + have hpow : (logAngleSq κ q x) ^ (α / 2) ≤ max 1 (ε ^ (α / 2)) := by + by_cases hp' : 0 ≤ α / 2 + · have hh : (logAngleSq κ q x) ^ (α / 2) ≤ 1 := by + simpa only [Real.one_rpow] using + (Real.rpow_le_rpow (logAngleSq_pos κ q x).le (logAngleSq_le_one κ q x) hp') + exact hh.trans (le_max_left _ _) + · exact (Real.rpow_le_rpow_of_nonpos hε ha (le_of_not_ge hp')).trans (le_max_right _ _) + exact mul_le_mul (Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_left (by linarith) hp)) + hpow (Real.rpow_nonneg (logAngleSq_pos κ q x).le _) (Real.exp_pos _).le + +namespace AngularLocalization +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u ε v δ : ℝ} + (a : AngularLocalization B hm κ z u ε) + +noncomputable def radiusKernel (p α s : ℝ) (ω : Ω) : ℝ := + if s ≤ a.clock.S (a.τ ω) ω then a.radiusValue p α s ω else 0 + +lemma radiusKernel_nonneg (p α s : ℝ) (ω : Ω) : 0 ≤ a.radiusKernel p α s ω := by + unfold radiusKernel + split_ifs + · exact (powerLogDensity_pos _ _ _ _ _).le + · rfl + +lemma radiusKernel_le (p α : ℝ) (hp : 0 ≤ p) (hε : 0 < ε) (s : ℝ) (ω : Ω) : + a.radiusKernel p α s ω ≤ + Real.exp (p * (u - Real.log 2 - Real.log z.im)) * max 1 (ε ^ (α / 2)) := by + have ht := a.clock.inverse_mem s ω + have htn := Real.toNNReal_le_iff_le_coe.mpr ht.2 + have hh := a.inside ω (a.clock.inverse s ω).toNNReal htn + rw [Real.coe_toNNReal _ ht.1] at hh + unfold radiusKernel + split_ifs + · exact powerLogDensity_le_radius_angle κ p α (Real.log z.im) u ε hp hε _ _ hh.1 hh.2.1 + · exact mul_nonneg (Real.exp_pos _).le ((by norm_num : (0 : ℝ) ≤ 1).trans (le_max_left _ _)) + +lemma radiusKernel_measurable + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) (p α : ℝ) : + Measurable (Function.uncurry (a.radiusKernel p α)) := by + have ht : Measurable (fun q : ℝ × Ω => a.clock.S (a.τ q.2) q.2) := + a.clock_measurable.comp (((measurable_coe_nnreal_real.comp + (stopping_time_measurable_nnreal a.stopping)).comp measurable_snd).prodMk measurable_snd) + exact Measurable.ite (measurableSet_le measurable_fst ht) (a.radiusValue_measurable hBm p α) measurable_const + +lemma radiusKernel_integral (p α : ℝ) (ω : Ω) : + (∫ s in (0 : ℝ)..u, a.radiusKernel p α s ω) = + ∫ s in (0 : ℝ)..(a.clock.S (a.τ ω) ω), a.radiusValue p α s ω := by + change (∫ s in (0 : ℝ)..u, + Set.indicator {s | s ≤ a.clock.S (a.τ ω) ω} (fun s => a.radiusValue p α s ω) s) = _ + exact intervalIntegral.integral_indicator ⟨a.clock.terminal_nonneg ω, a.clock_upper ω⟩ + +lemma synchronize_real (b : AngularLocalization B hm κ z v δ) + (ω : Ω) (t : ℝ) (h0 : 0 ≤ t) (ha : t ≤ (a.τ ω : ℝ)) (hb : t ≤ (b.τ ω : ℝ)) : + a.solution.Q t ω = b.solution.Q t ω := by + simpa only [Real.coe_toNNReal t h0] using a.synchronize b ω t.toNNReal + (Real.toNNReal_le_iff_le_coe.mpr ha) (Real.toNNReal_le_iff_le_coe.mpr hb) + +lemma terminal_clock_le (b : AngularLocalization B hm κ z v δ) + (huv : u ≤ v) (hδε : δ ≤ ε) (ω : Ω) : + a.clock.S (a.τ ω) ω ≤ b.clock.S (b.τ ω) ω := by + have ht := a.stopping_le b huv hδε ω + have he := a.synchronize b ω (a.τ ω) le_rfl ht + change logRadiusClock _ _ ≤ logRadiusClock _ _ + rw [he] + exact (b.clock.strict ω).monotoneOn ⟨(a.τ ω).coe_nonneg, by exact_mod_cast ht⟩ + ⟨(b.τ ω).coe_nonneg, le_rfl⟩ (by exact_mod_cast ht) + +lemma inverse_synchronize (b : AngularLocalization B hm κ z v δ) + (huv : u ≤ v) (hδε : δ ≤ ε) (ω : Ω) (s : ℝ) + (hs0 : 0 ≤ s) (hs : s ≤ a.clock.S (a.τ ω) ω) : + a.clock.inverse s ω = b.clock.inverse s ω := by + let t := a.clock.inverse s ω + have htm := a.clock.inverse_mem s ω + have hab : (a.τ ω : ℝ) ≤ (b.τ ω : ℝ) := by exact_mod_cast a.stopping_le b huv hδε ω + have he : b.clock.S t ω = s := by + change logRadiusClock _ (b.solution.Q t ω) = s + rw [← a.synchronize_real b ω t htm.1 htm.2 (htm.2.trans hab)] + change a.clock.S (a.clock.inverse s ω) ω = s + rw [a.clock.clock_inverse, max_eq_left hs0] + exact min_eq_left hs + exact (b.clock.inverse_clock ω t ⟨htm.1, htm.2.trans hab⟩).symm.trans (by rw [he]) + +lemma radiusKernel_mono (b : AngularLocalization B hm κ z v δ) + (huv : u ≤ v) (hδε : δ ≤ ε) (p α s : ℝ) (hs0 : 0 ≤ s) (ω : Ω) : + a.radiusKernel p α s ω ≤ b.radiusKernel p α s ω := by + by_cases hs : s ≤ a.clock.S (a.τ ω) ω + · have hsb := hs.trans (a.terminal_clock_le b huv hδε ω) + rw [radiusKernel, ite_eq_left hs, radiusKernel, ite_eq_left hsb] + have he := a.inverse_synchronize b huv hδε ω s hs0 hs + have htm := a.clock.inverse_mem s ω + have hab : (a.τ ω : ℝ) ≤ (b.τ ω : ℝ) := by exact_mod_cast a.stopping_le b huv hδε ω + unfold radiusValue + rw [← he, a.synchronize_real b ω _ htm.1 htm.2 (htm.2.trans hab)] + · rw [radiusKernel, ite_eq_right hs] + exact b.radiusKernel_nonneg p α s ω + +end AngularLocalization +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +namespace AngularLocalization +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u ε : ℝ} + (a : AngularLocalization B hm κ z u ε) + +lemma physical_power_continuous + (hBc : ∀ ω, Continuous (fun t => B t ω)) (p α : ℝ) (ω : Ω) : + Continuous (fun t : ℝ => + powerLogDensity κ p α (a.solution.Q t ω) (B t.toNNReal ω) * + logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω)) := by + have hq := (a.solution.lipschitz ω).continuous.prodMk ((hBc ω).comp continuous_real_toNNReal) + exact ((powerLogDensity_contDiff κ p α).continuous.comp hq).mul + ((continuous_logClockRate κ).comp hq) + +lemma generator_radial_integral + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) (b : ℝ) (ω : Ω) : + (∫ t in (0 : ℝ)..(a.τ ω : ℝ), + powerLogGenerator κ (codimension κ) (greenExponent κ - b) + (a.solution.Q t ω) (B t.toNNReal ω)) = + (κ * b / 8) * ((1 + (greenExponent κ - b)) * + (∫ s in (0 : ℝ)..u, a.radiusKernel (codimension κ) (greenExponent κ - b) s ω) - + (greenExponent κ - b) * + (∫ s in (0 : ℝ)..u, a.radiusKernel (codimension κ) (greenExponent κ - b - 2) s ω)) := by + let f (α : ℝ) (t : ℝ) := + powerLogDensity κ (codimension κ) α (a.solution.Q t ω) (B t.toNNReal ω) * + logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω) + have hfi (α : ℝ) : IntervalIntegrable (f α) volume (0 : ℝ) (a.τ ω : ℝ) := + (a.physical_power_continuous hBc (codimension κ) α ω).intervalIntegrable _ _ + have he (t : ℝ) : powerLogGenerator κ (codimension κ) (greenExponent κ - b) + (a.solution.Q t ω) (B t.toNNReal ω) = + (κ * b / 8) * ((1 + (greenExponent κ - b)) * f (greenExponent κ - b) t - + (greenExponent κ - b) * f (greenExponent κ - b - 2) t) := by + rw [powerLogGenerator_two_powers κ b hκ] + dsimp only [f] + ring + simp_rw [he] + rw [intervalIntegral.integral_const_mul, + intervalIntegral.integral_sub ((hfi _).const_mul _) ((hfi _).const_mul _), + intervalIntegral.integral_const_mul, intervalIntegral.integral_const_mul] + rw [a.radiusKernel_integral, a.radiusKernel_integral, + ← a.radius_integral_substitution hBc, ← a.radius_integral_substitution hBc] + +lemma radiusKernel_cumulative_integrable + {P : Measure Ω} [IsFiniteMeasure P] + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (p α : ℝ) (hp : 0 ≤ p) (hε : 0 < ε) (hu : 0 ≤ u) : + Integrable (fun ω => ∫ s in (0 : ℝ)..u, a.radiusKernel p α s ω) P := by + let C := Real.exp (p * (u - Real.log 2 - Real.log z.im)) * max 1 (ε ^ (α / 2)) + have hC : 0 ≤ C := mul_nonneg (Real.exp_pos _).le + ((by norm_num : (0 : ℝ) ≤ 1).trans (le_max_left _ _)) + have hh := bounded_stopped_cumulative_integrable (P := P) (a.radiusKernel p α) + (a.radiusKernel_measurable hBm p α) (fun _ => u.toNNReal) (fun _ => u.toNNReal) + measurable_const (fun _ => le_rfl) u.toNNReal (fun _ => le_rfl) C hC + (fun ω s _ _ => by + rw [abs_of_nonneg (a.radiusKernel_nonneg p α s ω)] + exact a.radiusKernel_le p α hp hε s ω) + simpa only [Real.coe_toNNReal u hu] using hh.1 + +lemma radiusKernel_fubini + {P : Measure Ω} [IsFiniteMeasure P] + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (p α : ℝ) (hp : 0 ≤ p) (hε : 0 < ε) (hu : 0 ≤ u) : + (∫ ω, (∫ s in (0 : ℝ)..u, a.radiusKernel p α s ω) ∂P) = + ∫ s in (0 : ℝ)..u, ∫ ω, a.radiusKernel p α s ω ∂P := by + have hi : Integrable (Function.uncurry (a.radiusKernel p α)) ((volume.restrict (Ioc 0 u)).prod P) := + Integrable.of_bound (a.radiusKernel_measurable hBm p α).aestronglyMeasurable + (Real.exp (p * (u - Real.log 2 - Real.log z.im)) * max 1 (ε ^ (α / 2))) + (Eventually.of_forall fun q => by + rw [Real.norm_eq_abs] + change |a.radiusKernel p α q.1 q.2| ≤ _ + rw [abs_of_nonneg (a.radiusKernel_nonneg p α q.1 q.2)] + exact a.radiusKernel_le p α hp hε q.1 q.2) + simp_rw [intervalIntegral.integral_of_le hu] + exact (integral_integral_swap hi).symm + + + +theorem power_balance + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) (b : ℝ) (hb : b ≤ greenExponent κ) (hε : 0 < ε) (hu : 0 ≤ u) : + (∫ ω, powerLogDensity κ (codimension κ) (greenExponent κ - b) + (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω) ∂P) + + (κ * b / 8) * (greenExponent κ - b) * + (∫ ω, (∫ s in (0 : ℝ)..u, + a.radiusKernel (codimension κ) (greenExponent κ - b - 2) s ω) ∂P) = + powerLogDensity κ (codimension κ) (greenExponent κ - b) (initialLogCoordinates z) 0 + + (κ * b / 8) * (1 + (greenExponent κ - b)) * + (∫ ω, (∫ s in (0 : ℝ)..u, + a.radiusKernel (codimension κ) (greenExponent κ - b) s ω) ∂P) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + obtain ⟨_, _, he⟩ := a.mean_power hB hBm hBc hB0 hκ.le (codimension κ) + (greenExponent κ - b) (codimension_pos κ hκ8).le (sub_nonneg.mpr hb) + simp_rw [a.generator_radial_integral hBc hκ b] at he + rw [integral_const_mul, + integral_sub ((a.radiusKernel_cumulative_integrable hBm _ _ (codimension_pos κ hκ8).le hε hu).const_mul _) + ((a.radiusKernel_cumulative_integrable hBm _ _ (codimension_pos κ hκ8).le hε hu).const_mul _), + integral_const_mul, integral_const_mul] at he + linarith + +end AngularLocalization +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +namespace AngularLocalization +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u v ε δ : ℝ} + +lemma radiusKernel_eq_of_live (a : AngularLocalization B hm κ z u ε) + (b : AngularLocalization B hm κ z v δ) (huv : u ≤ v) (hδε : δ ≤ ε) + (p α s : ℝ) (hs0 : 0 ≤ s) (ω : Ω) (hs : s ≤ a.clock.S (a.τ ω) ω) : + a.radiusKernel p α s ω = b.radiusKernel p α s ω := by + have hsb := hs.trans (a.terminal_clock_le b huv hδε ω) + rw [radiusKernel, ite_eq_left hs, radiusKernel, ite_eq_left hsb] + have he := a.inverse_synchronize b huv hδε ω s hs0 hs + have htm := a.clock.inverse_mem s ω + have hab : (a.τ ω : ℝ) ≤ (b.τ ω : ℝ) := by exact_mod_cast a.stopping_le b huv hδε ω + unfold radiusValue + rw [← he, a.synchronize_real b ω _ htm.1 htm.2 (htm.2.trans hab)] + +lemma terminal_clock_min (a : AngularLocalization B hm κ z u ε) + (b : AngularLocalization B hm κ z v ε) (huv : u ≤ v) (ω : Ω) : + a.clock.S (a.τ ω) ω = min u (b.clock.S (b.τ ω) ω) := by + have ht := a.stopping_le b huv le_rfl ω + apply le_antisymm + · exact le_min (a.clock_upper ω) (a.terminal_clock_le b huv le_rfl ω) + · rcases a.boundary ω with hc | ha + · exact (min_le_left _ _).trans_eq hc.symm + · have he : a.τ ω = b.τ ω := by + apply le_antisymm ht + by_contra hn + have hh := (b.before ω _ (lt_of_not_ge hn)).2 + rw [← a.synchronize b ω (a.τ ω) le_rfl ht, ha] at hh + exact lt_irrefl _ hh + have hq := a.synchronize b ω (a.τ ω) le_rfl ht + change min u (logRadiusClock _ _) ≤ logRadiusClock _ _ + rw [hq, he] + exact min_le_right _ _ + +lemma radiusKernel_eq_below (a : AngularLocalization B hm κ z u ε) + (b : AngularLocalization B hm κ z v ε) (huv : u ≤ v) + (p α s : ℝ) (hs0 : 0 ≤ s) (hsu : s ≤ u) (ω : Ω) : + a.radiusKernel p α s ω = b.radiusKernel p α s ω := by + by_cases hs : s ≤ a.clock.S (a.τ ω) ω + · exact a.radiusKernel_eq_of_live b huv le_rfl p α s hs0 ω hs + · have hsb : ¬ s ≤ b.clock.S (b.τ ω) ω := by + intro h + exact hs (by rw [a.terminal_clock_min b huv ω]; exact le_min hsu h) + rw [radiusKernel, ite_eq_right hs, radiusKernel, ite_eq_right hsb] + +lemma radiusKernel_uniform_bound (a : AngularLocalization B hm κ z u ε) + (p α : ℝ) (hp : 0 ≤ p) (hα : 0 ≤ α) (s : ℝ) (ω : Ω) : + a.radiusKernel p α s ω ≤ Real.exp (p * (u - Real.log 2 - Real.log z.im)) := by + unfold radiusKernel + split_ifs + · have ht := a.clock.inverse_mem s ω + have hh := a.inside ω (a.clock.inverse s ω).toNNReal (Real.toNNReal_le_iff_le_coe.mpr ht.2) + rw [Real.coe_toNNReal _ ht.1] at hh + exact powerLogDensity_le_radius κ p α (Real.log z.im) u hp hα _ _ hh.1 + · exact (Real.exp_pos _).le + +end AngularLocalization + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} + + + +noncomputable def limitRadiusKernel (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (p α s : ℝ) (ω : Ω) : ℝ := + if h : ∃ n, max s 0 ≤ (a n).clock.S ((a n).τ ω) ω then + (a (Nat.find h)).radiusKernel p α (max s 0) ω else 0 + +lemma radiusKernel_eventually_limit + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (hε : Antitone ε) + (p α s : ℝ) (ω : Ω) : + ∀ᶠ n in atTop, (a n).radiusKernel p α (max s 0) ω = limitRadiusKernel a p α s ω := by + unfold limitRadiusKernel + split_ifs with hh + · filter_upwards [eventually_ge_atTop (Nat.find hh)] with n hn + exact ((a (Nat.find hh)).radiusKernel_eq_of_live (a n) le_rfl (hε hn) + p α _ (le_max_right _ _) ω (Nat.find_spec hh)).symm + · apply Eventually.of_forall + intro n + have hn : ¬ max s 0 ≤ (a n).clock.S ((a n).τ ω) ω := fun h => hh ⟨n, h⟩ + rw [AngularLocalization.radiusKernel, ite_eq_right hn] + +lemma limitRadiusKernel_nonneg + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (p α s : ℝ) (ω : Ω) : + 0 ≤ limitRadiusKernel a p α s ω := by + unfold limitRadiusKernel + split_ifs + · exact AngularLocalization.radiusKernel_nonneg _ _ _ _ _ + · rfl + +lemma limitRadiusKernel_measurable + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (hε : Antitone ε) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) (p α : ℝ) : + Measurable (Function.uncurry (limitRadiusKernel a p α)) := by + apply measurable_of_tendsto_metrizable + (fun n => ((a n).radiusKernel_measurable hBm p α).comp + ((measurable_fst.max measurable_const).prodMk measurable_snd)) + apply tendsto_pi_nhds.mpr + intro q + apply tendsto_const_nhds.congr' + filter_upwards [radiusKernel_eventually_limit a hε p α q.1 q.2] with n hn + exact hn.symm + +lemma limitRadiusKernel_uniform_bound + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (p α : ℝ) (hp : 0 ≤ p) (hα : 0 ≤ α) (s : ℝ) (ω : Ω) : + limitRadiusKernel a p α s ω ≤ Real.exp (p * (u - Real.log 2 - Real.log z.im)) := by + unfold limitRadiusKernel + split_ifs + · exact AngularLocalization.radiusKernel_uniform_bound _ _ _ hp hα _ _ + · exact (Real.exp_pos _).le + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +namespace AngularLocalization +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u ε : ℝ} + +def hit (a : AngularLocalization B hm κ z u ε) : Set Ω := + {ω | logRadiusClock (Real.log z.im) (a.solution.Q (a.τ ω) ω) = u} + +lemma measurable_hit (a : AngularLocalization B hm κ z u ε) : + MeasurableSet[a.stopping.measurableSpace] a.hit := + measurableSet_eq_fun a.clock_stopped_measurable measurable_const + +noncomputable def hitTime (a : AngularLocalization B hm κ z u ε) (ω : Ω) : WithTop ℝ≥0 := + if ω ∈ a.hit then (a.τ ω : WithTop ℝ≥0) else ⊤ + +lemma hitTime_stopping (a : AngularLocalization B hm κ z u ε) : + IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) a.hitTime := by + intro t + have he : {ω | a.hitTime ω ≤ (t : WithTop ℝ≥0)} = a.hit ∩ {ω | (a.τ ω : WithTop ℝ≥0) ≤ t} := by + ext ω + simp only [hitTime, mem_ofPred_eq, mem_inter_iff] + split_ifs with h + · simp only [h, true_and] + · simp only [h, false_and, iff_false] + exact WithTop.not_top_le_coe t + rw [he] + exact a.measurable_hit.2 t + +end AngularLocalization + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} + + + +noncomputable def localizedRadiusStop + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (ω : Ω) : WithTop ℝ≥0 := + ⨅ n, (a n).hitTime ω + +lemma localizedRadiusStop_eq_hit + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (ω : Ω) (n : ℕ) + (hn : ω ∈ (a n).hit) : localizedRadiusStop a ω = ((a n).τ ω : WithTop ℝ≥0) := by + apply le_antisymm + · exact (iInf_le _ n).trans_eq (by rw [AngularLocalization.hitTime, ite_eq_left hn]) + · apply le_iInf + intro m + by_cases h : ω ∈ (a m).hit + · have he := (a m).hit_time_unique (a n) ω h hn + rw [AngularLocalization.hitTime, ite_eq_left h, he] + · rw [AngularLocalization.hitTime, ite_eq_right h] + exact le_top + +lemma localizedRadiusStop_eq_top + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (ω : Ω) + (hn : ∀ n, ω ∉ (a n).hit) : localizedRadiusStop a ω = ⊤ := by + simp [localizedRadiusStop, AngularLocalization.hitTime, hn] + +lemma localizedRadiusStop_le_iff + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (ω : Ω) (t : ℝ≥0) : + localizedRadiusStop a ω ≤ (t : WithTop ℝ≥0) ↔ ∃ n, ω ∈ (a n).hit ∧ (a n).τ ω ≤ t := by + constructor + · intro h + by_cases he : ∃ n, ω ∈ (a n).hit + · obtain ⟨n, hn⟩ := he + rw [localizedRadiusStop_eq_hit a ω n hn, WithTop.coe_le_coe] at h + exact ⟨n, hn, h⟩ + · rw [localizedRadiusStop_eq_top a ω (not_exists.mp he)] at h + exact False.elim (WithTop.coe_ne_top (a := t) (top_le_iff.mp h)) + · rintro ⟨n, hn, ht⟩ + rw [localizedRadiusStop_eq_hit a ω n hn, WithTop.coe_le_coe] + exact ht + +lemma localizedRadiusStop_stopping + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) : + IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (localizedRadiusStop a) := by + intro t + have he : {ω | localizedRadiusStop a ω ≤ (t : WithTop ℝ≥0)} = + ⋃ n, ((a n).hit ∩ {ω | ((a n).τ ω : WithTop ℝ≥0) ≤ t}) := by + ext ω + simp only [mem_ofPred_eq, mem_iUnion, mem_inter_iff, WithTop.coe_le_coe] + exact localizedRadiusStop_le_iff a ω t + rw [he] + exact MeasurableSet.iUnion fun n => (a n).measurable_hit.2 t + +lemma localizedRadiusStop_history_hit + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (n : ℕ) (A : Set Ω) + (hA : MeasurableSet[(localizedRadiusStop_stopping a).measurableSpace] A) : + MeasurableSet[(a n).stopping.measurableSpace] (A ∩ (a n).hit) := by + refine ⟨hA.1.inter (a n).measurable_hit.1, ?_⟩ + intro t + have he : (A ∩ (a n).hit) ∩ {ω | ((a n).τ ω : WithTop ℝ≥0) ≤ t} = + (A ∩ {ω | localizedRadiusStop a ω ≤ (t : WithTop ℝ≥0)}) ∩ + ((a n).hit ∩ {ω | ((a n).τ ω : WithTop ℝ≥0) ≤ t}) := by + ext ω + simp only [mem_inter_iff, mem_ofPred_eq] + constructor + · rintro ⟨⟨hωA, hωn⟩, hωt⟩ + exact ⟨⟨hωA, (localizedRadiusStop_eq_hit a ω n hωn) ▸ hωt⟩, hωn, hωt⟩ + · rintro ⟨⟨hωA, _⟩, hωn, hωt⟩ + exact ⟨⟨hωA, hωn⟩, hωt⟩ + rw [he] + exact (hA.2 t).inter ((a n).measurable_hit.2 t) + +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory +open scoped Topology ENNReal +namespace SLEExactGauge + + + +lemma integrable_monotone_limit_of_integral_le + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {f : ℕ → Ω → ℝ} {F : Ω → ℝ} + (hf : ∀ n, Integrable (f n) P) + (hF : AEStronglyMeasurable F P) + (hn : ∀ n ω, 0 ≤ f n ω) (hFn : ∀ ω, 0 ≤ F ω) + (hmono : ∀ ω, Monotone (fun n => f n ω)) + (hlim : ∀ ω, Tendsto (fun n => f n ω) atTop (𝓝 (F ω))) + (C : ℝ) (hbound : ∀ n, (∫ ω, f n ω ∂P) ≤ C) : + Integrable F P ∧ + Tendsto (fun n => ∫ ω, f n ω ∂P) atTop (𝓝 (∫ ω, F ω ∂P)) := by + have hl : Tendsto (fun n => ∫⁻ ω, ENNReal.ofReal (f n ω) ∂P) atTop + (𝓝 (∫⁻ ω, ENNReal.ofReal (F ω) ∂P)) := by + apply lintegral_tendsto_of_tendsto_of_monotone + (fun n => (hf n).aemeasurable.ennreal_ofReal) + · exact Eventually.of_forall fun ω n m hnm => ENNReal.ofReal_le_ofReal (hmono ω hnm) + · exact Eventually.of_forall fun ω => ENNReal.continuous_ofReal.continuousAt.tendsto.comp (hlim ω) + have hle : (∫⁻ ω, ENNReal.ofReal (F ω) ∂P) ≤ ENNReal.ofReal C := by + apply le_of_tendsto hl + apply Eventually.of_forall + intro n + rw [← ofReal_integral_eq_lintegral_ofReal (hf n) (Eventually.of_forall (hn n))] + exact ENNReal.ofReal_le_ofReal (hbound n) + have hFi : Integrable F P := by + refine ⟨hF, ?_⟩ + rw [hasFiniteIntegral_iff_enorm] + have he : (fun ω => ‖F ω‖ₑ) = fun ω => ENNReal.ofReal (F ω) := by + funext ω + simp [Real.enorm_eq_ofReal_abs, abs_of_nonneg (hFn ω)] + rw [he] + exact hle.trans_lt ENNReal.ofReal_lt_top + exact ⟨hFi, integral_tendsto_of_tendsto_of_monotone hf hFi + (Eventually.of_forall hmono) (Eventually.of_forall hlim)⟩ +end SLEExactGauge +end + + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/BoundaryDensity.lean b/lean/OAI/Probability/SLE/BoundaryDensity.lean index dfb0d8e46ae35e9ee274096643a2946f88c4dec4..2517492f1f400ba80dce2db84c730cb283bf5558 100644 --- a/lean/OAI/Probability/SLE/BoundaryDensity.lean +++ b/lean/OAI/Probability/SLE/BoundaryDensity.lean @@ -1,743 +1,743 @@ -import Mathlib -import OAI.Probability.SLE.LoewnerReflection - -namespace OAI - -/-! Boundary Density for chordal SLE. -/ - -section -section - -open Set Filter MeasureTheory Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -noncomputable def smoothPositiveGap (a x : ℝ) : ℝ := - a + (x-a)*(1-Real.smoothTransition ((2*a-x)/a)) - -lemma smoothPositiveGap_pos {a : ℝ} (ha : 0 < a) (x : ℝ) : - 0 < smoothPositiveGap a x := by - by_cases hx : x ≤ a - · have he : 1 ≤ (2*a-x)/a := (le_div_iff₀ ha).mpr (by linarith) - simp only [smoothPositiveGap,Real.smoothTransition.one_of_one_le he,sub_self,mul_zero,add_zero] - exact ha - · have ht := Real.smoothTransition.le_one ((2*a-x)/a) - have hm : 0 ≤ (x-a)*(1-Real.smoothTransition ((2*a-x)/a)) := mul_nonneg (by linarith) (by linarith) - unfold smoothPositiveGap - linarith - -lemma smoothPositiveGap_eq {a x : ℝ} (ha : 0 < a) (hx : 2*a ≤ x) : - smoothPositiveGap a x = x := by - have he : (2*a-x)/a ≤ 0 := div_nonpos_of_nonpos_of_nonneg (by linarith) ha.le - simp only [smoothPositiveGap,Real.smoothTransition.zero_of_nonpos he,sub_zero,mul_one] - ring - -lemma smoothPositiveGap_contDiff (a : ℝ) : - ContDiff ℝ (⊤ : ℕ∞) (smoothPositiveGap a) := by - unfold smoothPositiveGap - fun_prop - -noncomputable def boundaryDensity (κ α β : ℝ) (q : ℂ) (b : ℝ) : ℝ := - Real.exp (-β*α*q.im - β*Real.log (q.re-Real.sqrt κ*b)) - -noncomputable def smoothBoundaryDensity (κ α β a : ℝ) (q : ℂ) (b : ℝ) : ℝ := - Real.exp (-β*α*q.im - β*Real.log (smoothPositiveGap a (q.re-Real.sqrt κ*b))) - -lemma smoothBoundaryDensity_contDiff (κ α β : ℝ) {a : ℝ} (ha : 0 < a) : - ContDiff ℝ (⊤ : ℕ∞) (fun p : ℂ × ℝ => smoothBoundaryDensity κ α β a p.1 p.2) := by - have hre : ContDiff ℝ (⊤ : ℕ∞) (fun p : ℂ × ℝ => p.1.re) := - Complex.reCLM.contDiff.comp contDiff_fst - have him : ContDiff ℝ (⊤ : ℕ∞) (fun p : ℂ × ℝ => p.1.im) := - Complex.imCLM.contDiff.comp contDiff_fst - have hg : ContDiff ℝ (⊤ : ℕ∞) (fun p : ℂ × ℝ => smoothPositiveGap a (p.1.re-Real.sqrt κ*p.2)) := - (smoothPositiveGap_contDiff a).comp (hre.sub (contDiff_const.mul contDiff_snd)) - exact ((contDiff_const.mul him).sub (contDiff_const.mul - (hg.log (fun p => (smoothPositiveGap_pos ha _).ne')))).exp - -lemma smoothBoundaryDensity_eq {κ α β a : ℝ} {q : ℂ} {b : ℝ} - (ha : 0 < a) (hx : 2*a ≤ q.re-Real.sqrt κ*b) : - smoothBoundaryDensity κ α β a q b = boundaryDensity κ α β q b := by - simp only [smoothBoundaryDensity,boundaryDensity,smoothPositiveGap_eq ha hx] - -lemma smoothBoundaryDensity_eventuallyEq (κ α β : ℝ) {a : ℝ} (ha : 0 < a) - (p : ℂ × ℝ) (hp : 2*a < p.1.re-Real.sqrt κ*p.2) : - (fun q : ℂ × ℝ => smoothBoundaryDensity κ α β a q.1 q.2) =ᶠ[𝓝 p] - (fun q : ℂ × ℝ => boundaryDensity κ α β q.1 q.2) := by - have he : ∀ᶠ q : ℂ × ℝ in 𝓝 p, 2*a < q.1.re-Real.sqrt κ*q.2 := - ((Complex.continuous_re.comp continuous_fst).sub - (continuous_const.mul continuous_snd)).continuousAt.eventually (lt_mem_nhds hp) - filter_upwards [he] with q hq - simp only [smoothBoundaryDensity,boundaryDensity,smoothPositiveGap_eq ha hq.le] - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory Complex -open scoped Topology NNReal -namespace SLEExactGauge - -lemma boundaryDensity_contDiffAt (κ α β : ℝ) (p : ℂ × ℝ) - (hp : p.1.re-Real.sqrt κ*p.2 ≠ 0) : - ContDiffAt ℝ (⊤ : ℕ∞) (fun r : ℂ × ℝ => boundaryDensity κ α β r.1 r.2) p := by - have hre : ContDiffAt ℝ (⊤ : ℕ∞) (fun r : ℂ × ℝ => r.1.re) p := - (Complex.reCLM.contDiff.comp contDiff_fst).contDiffAt - have him : ContDiffAt ℝ (⊤ : ℕ∞) (fun r : ℂ × ℝ => r.1.im) p := - (Complex.imCLM.contDiff.comp contDiff_fst).contDiffAt - exact ((contDiffAt_const.mul him).sub (contDiffAt_const.mul - ((hre.sub (contDiffAt_const.mul contDiffAt_snd)).log hp))).exp - -lemma boundaryDensity_spatial_derivative (κ α β : ℝ) (q : ℂ) (b : ℝ) - (hp : q.re-Real.sqrt κ*b ≠ 0) : - HasDerivAt (boundaryDensity κ α β q) - (boundaryDensity κ α β q b*(β*Real.sqrt κ/(q.re-Real.sqrt κ*b))) b := by - have hX := (hasDerivAt_const b q.re).sub ((hasDerivAt_id b).const_mul (Real.sqrt κ)) - have hd := ((hasDerivAt_const b (-β*α*q.im)).sub ((hX.log hp).const_mul β)).exp - convert hd using 1 <;> try rfl - dsimp only [boundaryDensity,Pi.sub_apply,Pi.mul_apply,Pi.div_apply,Function.comp_def,id_eq] - ring - -lemma boundaryDensity_spatial_second (κ α β : ℝ) (hκ : 0 ≤ κ) (q : ℂ) (b : ℝ) - (hp : q.re-Real.sqrt κ*b ≠ 0) : - iteratedDeriv 2 (boundaryDensity κ α β q) b = - boundaryDensity κ α β q b*κ*β*(β+1)/(q.re-Real.sqrt κ*b)^2 := by - have hn : ∀ᶠ y : ℝ in 𝓝 b, q.re-Real.sqrt κ*y ≠ 0 := - (continuous_const.sub (continuous_const.mul continuous_id)).continuousAt.eventually_ne hp - have hd : deriv (boundaryDensity κ α β q) =ᶠ[𝓝 b] - (fun y => boundaryDensity κ α β q y*(β*Real.sqrt κ/(q.re-Real.sqrt κ*y))) := by - filter_upwards [hn] with y hy - exact (boundaryDensity_spatial_derivative κ α β q y hy).deriv - have hX := (hasDerivAt_const b q.re).sub ((hasDerivAt_id b).const_mul (Real.sqrt κ)) - have hh := (boundaryDensity_spatial_derivative κ α β q b hp).mul - ((hasDerivAt_const b (β*Real.sqrt κ)).div hX hp) - dsimp only [Pi.mul_apply,Pi.div_apply,Pi.sub_apply,id_eq] at hh - change HasDerivAt (fun y => boundaryDensity κ α β q y*(β*Real.sqrt κ/(q.re-Real.sqrt κ*y))) _ b at hh - rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one,hd.deriv_eq,hh.deriv] - have hs := Real.sq_sqrt hκ - generalize boundaryDensity κ α β q b = f - generalize q.re-Real.sqrt κ*b = X - generalize Real.sqrt κ = r at * - rw [← hs] - field_simp - ring - -lemma boundaryDensity_directional (κ α β : ℝ) (q v : ℂ) (b : ℝ) - (hp : q.re-Real.sqrt κ*b ≠ 0) : - fderiv ℝ (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) (q,b) (v,0) = - boundaryDensity κ α β q b * (-β*α*v.im - β*v.re/(q.re-Real.sqrt κ*b)) := by - have hr : HasDerivAt (fun t : ℝ => (q+t • v).re) v.re 0 := by - simpa only [Complex.add_re,Complex.smul_re,smul_eq_mul,id_eq,one_mul] using - ((hasDerivAt_id (0:ℝ)).mul_const v.re).const_add q.re - have hi : HasDerivAt (fun t : ℝ => (q+t • v).im) v.im 0 := by - simpa only [Complex.add_im,Complex.smul_im,smul_eq_mul,id_eq,one_mul] using - ((hasDerivAt_id (0:ℝ)).mul_const v.im).const_add q.im - have hd := ((hi.const_mul (-β*α)).sub - (((hr.sub_const (Real.sqrt κ*b)).log (by simpa only [zero_smul,add_zero] using hp)).const_mul β)).exp - have hline : HasDerivAt (fun t : ℝ => boundaryDensity κ α β (q+t • v) b) - (boundaryDensity κ α β q b * (-β*α*v.im-β*v.re/(q.re-Real.sqrt κ*b))) 0 := by - convert hd using 1 <;> try rfl - simp only [zero_smul,add_zero,boundaryDensity,Pi.sub_apply] - ring - have haff : HasDerivAt (fun t : ℝ => (q+t • v,b)) (v,0) 0 := by - simpa only [id_eq,one_smul] using (((hasDerivAt_id (0:ℝ)).smul_const v).const_add q).prodMk (hasDerivAt_const 0 b) - have hfd : HasFDerivAt (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) - (fderiv ℝ (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) (q,b)) (q+(0:ℝ) • v,b) := by - simpa only [zero_smul,add_zero] using ((boundaryDensity_contDiffAt κ α β (q,b) hp).differentiableAt (by simp)).hasFDerivAt - have hh := hfd.comp_hasDerivAt 0 haff - exact hh.unique hline - -lemma boundaryDensity_generator (κ α β : ℝ) (hκ : 0 ≤ κ) (q : ℂ) (b : ℝ) - (hp : q.re-Real.sqrt κ*b ≠ 0) : - fderiv ℝ (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) (q,b) - (((2/(q.re-Real.sqrt κ*b):ℝ):ℂ) + (((q.re-Real.sqrt κ*b)⁻¹^2:ℝ):ℂ)*I,0) + - (1/2:ℝ)*iteratedDeriv 2 (boundaryDensity κ α β q) b = - boundaryDensity κ α β q b * β * (-α-2+κ*(β+1)/2)/(q.re-Real.sqrt κ*b)^2 := by - rw [boundaryDensity_directional κ α β q _ b hp,boundaryDensity_spatial_second κ α β hκ q b hp] - simp only [Complex.add_im,Complex.ofReal_im,Complex.mul_im,Complex.ofReal_re,Complex.I_im,mul_one, - Complex.I_re,mul_zero,add_zero,zero_add,Complex.add_re,Complex.mul_re,sub_zero] - field_simp - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory Complex -open scoped Topology NNReal -namespace SLEExactGauge - -lemma exists_compact_boundary_field (κ α β a R : ℝ) (ha : 0 < a) (hR : 0 ≤ R) : - ∃ φ : ℂ × ℝ → ℝ, ContDiff ℝ (⊤ : ℕ∞) φ ∧ HasCompactSupport φ ∧ - (∀ q b, ‖(q,b)‖ ≤ R → 2*a < q.re-Real.sqrt κ*b → φ (q,b) = boundaryDensity κ α β q b) ∧ - (∀ q b, ‖(q,b)‖ ≤ R → 2*a < q.re-Real.sqrt κ*b → - fderiv ℝ φ (q,b) = fderiv ℝ (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) (q,b)) ∧ - (∀ q b, ‖(q,b)‖ ≤ R → 2*a < q.re-Real.sqrt κ*b → - iteratedDeriv 2 (fun x => φ (q,x)) b = iteratedDeriv 2 (boundaryDensity κ α β q) b) := by - let cut : ContDiffBump (0 : ℂ × ℝ) := ⟨R+1,R+2,by linarith,by linarith⟩ - let φ (p : ℂ × ℝ) := cut p*smoothBoundaryDensity κ α β a p.1 p.2 - have hnear (p : ℂ × ℝ) (hball : ‖p‖ ≤ R) (hp : 2*a < p.1.re-Real.sqrt κ*p.2) : - φ =ᶠ[𝓝 p] (fun z : ℂ × ℝ => boundaryDensity κ α β z.1 z.2) := by - have hb : p ∈ Metric.ball (0:ℂ × ℝ) cut.rIn := by - simpa only [Metric.mem_ball,dist_zero_right] using (show ‖p‖ < R+1 by linarith) - filter_upwards [cut.eventuallyEq_one_of_mem_ball hb,smoothBoundaryDensity_eventuallyEq κ α β ha p hp] with z hz he - simp only [φ,hz,Pi.one_apply,one_mul,he] - refine ⟨φ,cut.contDiff.mul (smoothBoundaryDensity_contDiff κ α β ha),cut.hasCompactSupport.mul_right, - (fun q b h h' => (hnear (q,b) h h').eq_of_nhds),?_,?_⟩ - · intro q b h h' - exact (hnear (q,b) h h').fderiv_eq - · intro q b h h' - exact ((hnear (q,b) h h').comp_tendsto ((continuous_const.prodMk continuous_id).tendsto b)).iteratedDeriv_eq 2 - -lemma compact_boundary_drift_zero (κ α β a : ℝ) (hκ : 0 < κ) (ha : 0 < a) - (hβ : -α-2+κ*(β+1)/2 = 0) (φ : ℂ × ℝ → ℝ) (q : ℂ) (b : ℝ) - (hD : fderiv ℝ φ (q,b) = fderiv ℝ (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) (q,b)) - (h2 : iteratedDeriv 2 (fun x => φ (q,x)) b = iteratedDeriv 2 (boundaryDensity κ α β q) b) - (hx : 2*a < q.re-Real.sqrt κ*b) : - fderiv ℝ φ (q,b) (boundaryClockField a (Real.sqrt κ*b) q,0) + - (1/2:ℝ)*iteratedDeriv 2 (fun x => φ (q,x)) b = 0 := by - have hgap : a ≤ q.re-Real.sqrt κ*b := by linarith - have he : boundaryClockField a (Real.sqrt κ*b) q = - ((2/(q.re-Real.sqrt κ*b):ℝ):ℂ) + (((q.re-Real.sqrt κ*b)⁻¹^2:ℝ):ℂ)*I := by - simp only [boundaryClockField,positiveBoundaryField_eq hgap,max_eq_right hgap] - rw [hD,h2,he,boundaryDensity_generator κ α β hκ.le q b (by linarith),hβ,mul_zero,zero_div] - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -theorem BoundaryClockSolution.stopped_boundary_density - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) - {κ a : ℝ} {q₀ : ℂ} - (c : BoundaryClockSolution B hm κ a q₀) - (hκ : 0 < κ) (ha : 0 < a) (α β : ℝ) - (hβ : -α-2+κ*(β+1)/2 = 0) - (R : ℝ) (hR : 0 ≤ R) (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - (T : ℝ≥0) (hb : ∀ ω, τ ω ≤ T) - (hinside : ∀ ω t, t ≤ τ ω → - ‖(c.Q t ω, B t ω)‖ ≤ R ∧ 2*a < (c.Q t ω).re-Real.sqrt κ*B t ω) : - Integrable (fun ω => boundaryDensity κ α β (c.Q (τ ω) ω) (B (τ ω) ω)) P ∧ - (∫ ω, boundaryDensity κ α β (c.Q (τ ω) ω) (B (τ ω) ω) ∂P) = - boundaryDensity κ α β q₀ 0 := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - obtain ⟨φ, hφ, hφc, hφeq, hφD, hφ2⟩ := exists_compact_boundary_field κ α β a R ha hR - let L₀ : ℝ≥0 := ⟨2*a⁻¹+a⁻¹^2,by positivity⟩ - have hL₀ := boundaryClockField_bound ha - let V (t : ℝ) (ω : Ω) := - boundaryClockField a (Real.sqrt κ * B t.toNNReal ω) (c.Q t ω) - have hBr : Measurable (fun p : ℝ × Ω => Real.sqrt κ * B p.1.toNNReal p.2) := - (hBm.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk - measurable_snd)).const_mul _ - have hpair : Measurable (fun p : ℝ × Ω => - (Real.sqrt κ * B p.1.toNNReal p.2, c.Q p.1 p.2)) := hBr.prodMk c.measurable - have hVm : Measurable (fun p : ℝ × Ω => V p.1 p.2) := by - change Measurable ((fun p : ℝ × ℂ => boundaryClockField a p.1 p.2) ∘ - (fun p : ℝ × Ω => (Real.sqrt κ * B p.1.toNNReal p.2, c.Q p.1 p.2))) - exact (continuous_boundaryClockField ha).measurable.comp hpair - have hVb (t : ℝ) (ω : Ω) : ‖V t ω‖ ≤ (max c.L L₀ : ℝ≥0) := - (hL₀ _ _).trans (by exact_mod_cast le_max_right c.L L₀) - obtain ⟨K, hfield⟩ := compact_state_smooth_brownian_field B hm c.Q V (max c.L L₀) - c.measurable c.adapted (fun ω => (c.lipschitz ω).weaken (le_max_left _ _)) hVm hVb - (fun t ω ht => c.derivative ω t ht) φ hφ hφc - let F (t : ℝ≥0) (ω : Ω) (x : ℝ) := φ (c.Q t ω, x) - let drift (t : ℝ≥0) (ω : Ω) (x : ℝ) := fderiv ℝ φ (c.Q t ω, x) (V t ω, 0) - have hzero (ω : Ω) (u : ℝ) (hu : 0 ≤ u) (hut : u < (τ ω : ℝ)) : - brownianFieldDrift B F drift u ω = 0 := by - have ht : u.toNNReal ≤ τ ω := Real.toNNReal_le_iff_le_coe.mpr hut.le - obtain ⟨hball, hgap⟩ := hinside ω u.toNNReal ht - change fderiv ℝ φ (c.Q (u.toNNReal : ℝ) ω, B u.toNNReal ω) - (V (u.toNNReal : ℝ) ω, 0) + _ = 0 - dsimp only [V] - rw [Real.toNNReal_coe] - exact compact_boundary_drift_zero κ α β a hκ ha hβ φ _ _ - (hφD _ _ hball hgap) (hφ2 _ _ hball hgap) hgap - have hopt := brownian_time_field_optional hB hm hBm hBc K F drift hfield τ hτ T hb hzero - have hτm := stopping_time_measurable_nnreal hτ - have hBmτ : Measurable (fun ω => B (τ ω) ω) := hBm.comp (hτm.prodMk measurable_id) - have hQmτ : Measurable (fun ω => c.Q (τ ω) ω) := - c.measurable.comp ((NNReal.continuous_coe.measurable.comp hτm).prodMk measurable_id) - have hfm : Measurable (fun ω => F (τ ω) ω (B (τ ω) ω)) := - hφ.continuous.measurable.comp (hQmτ.prodMk hBmτ) - have hfi : Integrable (fun ω => F (τ ω) ω (B (τ ω) ω)) P := by - apply Integrable.of_bound hfm.aestronglyMeasurable (K : ℝ) - exact Eventually.of_forall fun ω => by - simpa only [Real.norm_eq_abs, iteratedDeriv_zero] using - hfield.bound (τ ω) ω (B (τ ω) ω) 0 (by decide) - have hfeq (ω : Ω) : F (τ ω) ω (B (τ ω) ω) = - boundaryDensity κ α β (c.Q (τ ω) ω) (B (τ ω) ω) := - hφeq _ _ (hinside ω (τ ω) le_rfl).1 (hinside ω (τ ω) le_rfl).2 - refine ⟨hfi.congr (Eventually.of_forall hfeq), ?_⟩ - calc - _ = ∫ ω, F (τ ω) ω (B (τ ω) ω) ∂P := - integral_congr_ae (Eventually.of_forall fun ω => (hfeq ω).symm) - _ = ∫ ω, F 0 ω (B 0 ω) ∂P := hopt - _ = ∫ _, boundaryDensity κ α β q₀ 0 ∂P := by - apply integral_congr_ae - filter_upwards [hB.eval_zero_ae_eq_zero] with ω hB0 - change φ (c.Q 0 ω, B 0 ω) = _ - have hh : ‖(c.Q 0 ω, B 0 ω)‖ ≤ R := by - simpa only [NNReal.coe_zero] using (hinside ω 0 zero_le).1 - rw [hφeq _ _ hh (hinside ω 0 zero_le).2, c.initial ω, hB0] - _ = boundaryDensity κ α β q₀ 0 := by simp - -end SLEExactGauge -end - - -section -open Set Filter MeasureTheory -open scoped Topology NNReal -namespace SLEExactGauge - -lemma continuous_hittingBtwn_mem {Ω : Type*} (H : ℝ≥0 → Ω → ℝ) - (hHc : ∀ ω, Continuous (fun t => H t ω)) (T : ℝ≥0) (ω : Ω) - (he : ∃ j ∈ Icc 0 T, H j ω ∈ ({0} : Set ℝ)) : - H (hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω) ω = 0 := by - have hc : IsClosed (Icc 0 T ∩ {t : ℝ≥0 | H t ω ∈ ({0} : Set ℝ)}) := - isClosed_Icc.inter (isClosed_singleton.preimage (hHc ω)) - have hn : (Icc 0 T ∩ {t : ℝ≥0 | H t ω ∈ ({0} : Set ℝ)}).Nonempty := by - obtain ⟨j, hj, hh⟩ := he - exact ⟨j, hj, hh⟩ - have hh := hc.csInf_mem hn (bddBelow_Icc.inter_of_left) - simpa only [hittingBtwn_def, ite_eq_left he, mem_inter_iff, mem_ofPred_eq, mem_singleton_iff] using hh.2 - -lemma continuous_zero_iff_dense - (H : ℝ≥0 → ℝ) (hHc : Continuous H) (hHn : ∀ t, 0 ≤ H t) (t : ℝ≥0) : - (∃ s ≤ t, H s = 0) ↔ - ∀ n : ℕ, ∃ k : ℕ, - H (TopologicalSpace.denseSeq (Iic t) k) < 1 / ((n : ℝ) + 1) := by - let : Nonempty (Iic t) := ⟨⟨0, show (0 : ℝ≥0) ≤ t from zero_le⟩⟩ - constructor - · rintro ⟨s, hs, he⟩ n - have hpos : (0 : ℝ) < 1 / ((n : ℝ) + 1) := by positivity - exact (TopologicalSpace.denseRange_denseSeq (Iic t)).exists_mem_open - (isOpen_lt (hHc.comp continuous_subtype_val) continuous_const) - ⟨⟨s, hs⟩, by simpa only [mem_ofPred_eq, Function.comp_apply, he] using hpos⟩ - · intro he - have hcc : IsCompact (Iic t) := by - have heq : Iic t = Icc 0 t := by ext s; simp - rw [heq] - exact isCompact_Icc - obtain ⟨s, hs, hmin⟩ := hcc.exists_isMinOn - ⟨0, show (0 : ℝ≥0) ≤ t from zero_le⟩ hHc.continuousOn - refine ⟨s, hs, le_antisymm ?_ (hHn s)⟩ - apply ge_of_tendsto (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)) - exact Eventually.of_forall fun n => by - obtain ⟨k, hk⟩ := he n - exact (hmin (TopologicalSpace.denseSeq (Iic t) k).property).trans hk.le - -theorem continuous_nonnegative_first_zero_stopping - {Ω : Type*} [mΩ : MeasurableSpace Ω] (f : Filtration ℝ≥0 mΩ) - (H : ℝ≥0 → Ω → ℝ) (hHa : Adapted f H) - (hHc : ∀ ω, Continuous (fun t => H t ω)) - (hHn : ∀ t ω, 0 ≤ H t ω) (T : ℝ≥0) : - IsStoppingTime f (fun ω => ((hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω : ℝ≥0) : WithTop ℝ≥0)) ∧ - (∀ ω, hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω ≤ T) ∧ - (∀ ω t, t < hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω → 0 < H t ω) ∧ - (∀ ω, hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω < T → H (hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω) ω = 0) := by - classical - have hb (ω : Ω) := hittingBtwn_le (u := H) (s := ({0} : Set ℝ)) (n := 0) (m := T) ω - have hmem (ω : Ω) (h : hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω < T) : - H (hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω) ω = 0 := by - apply continuous_hittingBtwn_mem H hHc T ω - by_contra he - simp only [hittingBtwn_def, ite_eq_right he] at h - exact lt_irrefl _ h - refine ⟨?_, hb, ?_, hmem⟩ - · intro t - by_cases hT : T ≤ t - · have he : {ω : Ω | ((hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω : ℝ≥0) : WithTop ℝ≥0) ≤ t} = univ := by - ext ω - simp only [mem_ofPred_eq, mem_univ, iff_true, WithTop.coe_le_coe] - exact (hb ω).trans hT - rw [he] - exact MeasurableSet.univ - · have ht : t < T := lt_of_not_ge hT - let : Nonempty (Iic t) := ⟨⟨0, show (0 : ℝ≥0) ≤ t from zero_le⟩⟩ - have he (ω : Ω) : hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω ≤ t ↔ ∃ s ≤ t, H s ω = 0 := by - constructor - · intro h - exact ⟨_, h, hmem ω (h.trans_lt ht)⟩ - · rintro ⟨s, hs, h0⟩ - exact (hittingBtwn_le_of_mem (zero_le) (hs.trans ht.le) (by simpa using h0)).trans hs - have hset : {ω : Ω | ((hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω : ℝ≥0) : WithTop ℝ≥0) ≤ t} = - ⋂ n : ℕ, ⋃ k : ℕ, {ω : Ω | H (TopologicalSpace.denseSeq (Iic t) k) ω < 1 / ((n : ℝ) + 1)} := by - ext ω - simp only [mem_ofPred_eq, WithTop.coe_le_coe, mem_iInter, mem_iUnion] - exact (he ω).trans (continuous_zero_iff_dense (fun s => H s ω) (hHc ω) (fun s => hHn s ω) t) - rw [hset] - apply MeasurableSet.iInter - intro n - apply MeasurableSet.iUnion - intro k - have hm := (hHa (TopologicalSpace.denseSeq (Iic t) k)).mono - (f.mono (TopologicalSpace.denseSeq (Iic t) k).property) le_rfl - exact measurableSet_lt hm measurable_const - · intro ω t ht - have hn := notMem_of_lt_hittingBtwn ht (zero_le) - exact lt_of_le_of_ne (hHn t ω) (by simpa only [mem_singleton_iff, ne_eq, eq_comm] using hn) - -end SLEExactGauge -end - - -section - - - -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -noncomputable def logRadiusClock (η₀ : ℝ) (q : ℂ × ℝ) : ℝ := - η₀ - q.1.im + q.2 - -noncomputable def logAngleSq (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : ℝ := - Real.exp (2 * q.1.im) / greenLogNormSq κ q b - -noncomputable def logClockRate (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : ℝ := - 4 * Real.exp (2 * q.1.im) / greenLogNormSq κ q b ^ 2 - -lemma logAngleSq_pos (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : - 0 < logAngleSq κ q b := - div_pos (Real.exp_pos _) (greenLogNormSq_pos κ q b) - -lemma logAngleSq_le_one (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : - logAngleSq κ q b ≤ 1 := by - apply (div_le_one (greenLogNormSq_pos κ q b)).mpr - exact le_add_of_nonneg_left (sq_nonneg _) - -lemma continuous_logAngleSq (κ : ℝ) : - Continuous (fun p : (ℂ × ℝ) × ℝ => logAngleSq κ p.1 p.2) := by - have hi : Continuous (fun p : (ℂ × ℝ) × ℝ => p.1.1.im) := - Complex.continuous_im.comp (continuous_fst.fst) - have hr : Continuous (fun p : (ℂ × ℝ) × ℝ => p.1.1.re) := - Complex.continuous_re.comp (continuous_fst.fst) - exact (Real.continuous_exp.comp (continuous_const.mul hi)).div - (((hr.sub (continuous_const.mul continuous_snd)).pow 2).add - (Real.continuous_exp.comp (continuous_const.mul hi))) - (fun p => (greenLogNormSq_pos κ p.1 p.2).ne') - -lemma continuous_logRadiusClock (η₀ : ℝ) : Continuous (logRadiusClock η₀) := - (continuous_const.sub (Complex.continuous_im.comp continuous_fst)).add continuous_snd - -lemma greenLogDensity_radius_angle (κ η₀ : ℝ) (q : ℂ × ℝ) (b : ℝ) : - greenLogDensity κ q b = - Real.exp (codimension κ * (logRadiusClock η₀ q - Real.log 2 - η₀)) * - (logAngleSq κ q b) ^ (greenExponent κ / 2) := by - rw [Real.rpow_def_of_pos (logAngleSq_pos κ q b), ← Real.exp_add] - unfold logAngleSq - rw [Real.log_div (Real.exp_ne_zero _) (greenLogNormSq_pos κ q b).ne', Real.log_exp] - unfold greenLogDensity logRadiusClock - congr 1 - ring - -lemma codimension_pos (κ : ℝ) (hκ8 : κ < 8) : 0 < codimension κ := by - dsimp [codimension, dimension] - linarith - -lemma greenExponent_pos (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) : - 0 < greenExponent κ := by - unfold greenExponent - have : 1 < 8 / κ := (lt_div_iff₀ hκ).mpr (by simpa using hκ8) - linarith - -lemma greenLogDensity_le_at_angular_exit - (κ η₀ u ε : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (q : ℂ × ℝ) (b : ℝ) - (hclock : logRadiusClock η₀ q ≤ u) (hangle : logAngleSq κ q b ≤ ε) : - greenLogDensity κ q b ≤ - Real.exp (codimension κ * (u - Real.log 2 - η₀)) * ε ^ (greenExponent κ / 2) := by - rw [greenLogDensity_radius_angle κ η₀ q b] - apply mul_le_mul - · exact Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_left (by linarith) - (codimension_pos κ hκ8).le) - · exact Real.rpow_le_rpow (logAngleSq_pos κ q b).le hangle - (div_nonneg (greenExponent_pos κ hκ hκ8).le (by norm_num)) - · exact Real.rpow_nonneg (logAngleSq_pos κ q b).le _ - · exact (Real.exp_pos _).le - -lemma logClockRate_pos (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : - 0 < logClockRate κ q b := by - unfold logClockRate - exact div_pos (mul_pos (by norm_num) (Real.exp_pos _)) - (sq_pos_of_pos (greenLogNormSq_pos κ q b)) - -lemma logClockRate_angle (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : - logClockRate κ q b = 4 * logAngleSq κ q b ^ 2 / Real.exp (2 * q.1.im) := by - unfold logClockRate logAngleSq - field_simp [(Real.exp_pos (2 * q.1.im)).ne', (greenLogNormSq_pos κ q b).ne'] - -lemma log_ode_im_derivative {Q : ℝ → ℂ × ℝ} {D : Set ℝ} {t κ b : ℝ} - (hQ : HasDerivWithinAt Q (physicalLogLoewnerField (Real.sqrt κ * b) (Q t)) D t) : - HasDerivWithinAt (fun s => (Q s).1.im) (-2 / greenLogNormSq κ (Q t) b) D t := by - have hi := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t hQ.fst - simpa only [Function.comp_def, Complex.imCLM_apply, - (physicalLogLoewnerField_components κ (Q t) b).2.1] using hi - -lemma log_ode_clock_derivative {Q : ℝ → ℂ × ℝ} {D : Set ℝ} {t κ b : ℝ} - (η₀ : ℝ) - (hQ : HasDerivWithinAt Q (physicalLogLoewnerField (Real.sqrt κ * b) (Q t)) D t) : - HasDerivWithinAt (fun s => logRadiusClock η₀ (Q s)) - (logClockRate κ (Q t) b) D t := by - have hs : HasDerivWithinAt (fun s => (Q s).2) - (physicalLogLoewnerField (Real.sqrt κ * b) (Q t)).2 D t := hQ.snd - have hd : HasDerivWithinAt (fun s => η₀ - (Q s).1.im + (Q s).2) - (-(-2 / greenLogNormSq κ (Q t) b) + - (physicalLogLoewnerField (Real.sqrt κ * b) (Q t)).2) D t := - ((log_ode_im_derivative hQ).const_sub η₀).add hs - have he : -(-2 / greenLogNormSq κ (Q t) b) + - (physicalLogLoewnerField (Real.sqrt κ * b) (Q t)).2 = logClockRate κ (Q t) b := by - rw [(physicalLogLoewnerField_components κ (Q t) b).2.2] - unfold logClockRate - have hN := (greenLogNormSq_pos κ (Q t) b).ne' - field_simp - unfold greenLogNormSq - ring - simpa only [he, logRadiusClock, Pi.add_apply] using hd - -lemma log_height_clock_derivative_nonneg - (κ ε : ℝ) (hε : 0 < ε) (q : ℂ × ℝ) (b : ℝ) - (ha : ε ≤ logAngleSq κ q b) : - 0 ≤ -2 / greenLogNormSq κ q b + logClockRate κ q b / (2 * ε) := by - have hN := greenLogNormSq_pos κ q b - have h1 : 1 ≤ logAngleSq κ q b / ε := (le_div_iff₀ hε).mpr (by simpa using ha) - have h2 := mul_le_mul_of_nonneg_left h1 (show 0 ≤ 2 / greenLogNormSq κ q b by positivity) - have he : logClockRate κ q b / (2 * ε) = - (2 / greenLogNormSq κ q b) * (logAngleSq κ q b / ε) := by - unfold logClockRate logAngleSq - field_simp - ring - rw [he, neg_div] - simpa only [mul_one, sub_eq_add_neg, add_comm] using sub_nonneg.mpr h2 - -lemma log_clock_rate_lower (κ ε η₀ : ℝ) (hε : 0 < ε) (q : ℂ × ℝ) (b : ℝ) - (ha : ε ≤ logAngleSq κ q b) (hi : q.1.im ≤ η₀) : - 4 * ε ^ 2 / Real.exp (2 * η₀) ≤ logClockRate κ q b := by - rw [logClockRate_angle] - have hs : ε ^ 2 ≤ logAngleSq κ q b ^ 2 := sq_le_sq₀ hε.le (logAngleSq_pos κ q b).le |>.mpr ha - have he : Real.exp (2 * q.1.im) ≤ Real.exp (2 * η₀) := - Real.exp_le_exp.mpr (by linarith) - exact div_le_div₀ (by positivity) (by nlinarith) (Real.exp_pos _) he - - - -theorem log_loewner_height_clock_bounds - {Q : ℝ → ℂ × ℝ} {B : ℝ → ℝ} {κ T ε : ℝ} - (hT : 0 ≤ T) (hε : 0 < ε) (hQ0 : (Q 0).2 = 0) - (hQ : ∀ t ∈ Icc 0 T, HasDerivWithinAt Q - (physicalLogLoewnerField (Real.sqrt κ * B t) (Q t)) (Icc 0 T) t) - (hangle : ∀ t ∈ Icc 0 T, ε ≤ logAngleSq κ (Q t) (B t)) : - (Q T).1.im ≤ (Q 0).1.im ∧ - (Q 0).1.im - logRadiusClock (Q 0).1.im (Q T) / (2 * ε) ≤ (Q T).1.im ∧ - (4 * ε ^ 2 / Real.exp (2 * (Q 0).1.im)) * T ≤ logRadiusClock (Q 0).1.im (Q T) := by - let η₀ := (Q 0).1.im - let c := 4 * ε ^ 2 / Real.exp (2 * η₀) - have h0 : (0 : ℝ) ∈ Icc 0 T := ⟨le_rfl, hT⟩ - have hTT : T ∈ Icc 0 T := ⟨hT, le_rfl⟩ - have hQc : ContinuousOn Q (Icc 0 T) := fun t ht => (hQ t ht).continuousWithinAt - have hi : AntitoneOn (fun t => (Q t).1.im) (Icc 0 T) := by - apply antitoneOn_of_hasDerivWithinAt_nonpos (convex_Icc _ _) - (Complex.continuous_im.comp_continuousOn (continuous_fst.comp_continuousOn hQc)) - (fun t ht => (log_ode_im_derivative (hQ t (interior_subset ht))).mono interior_subset) - intro t ht - exact div_nonpos_of_nonpos_of_nonneg (by norm_num) - (greenLogNormSq_pos κ (Q t) (B t)).le - have hib (t : ℝ) (ht : t ∈ Icc 0 T) : (Q t).1.im ≤ η₀ := hi h0 ht ht.1 - have hS0 : logRadiusClock η₀ (Q 0) = 0 := by simp [logRadiusClock, η₀, hQ0] - have hSc : ContinuousOn (fun t => logRadiusClock η₀ (Q t)) (Icc 0 T) := - (continuous_logRadiusClock η₀).comp_continuousOn hQc - have hlo : MonotoneOn (fun t => (Q t).1.im + - logRadiusClock η₀ (Q t) / (2 * ε)) (Icc 0 T) := by - apply monotoneOn_of_hasDerivWithinAt_nonneg (convex_Icc _ _) - ((Complex.continuous_im.comp_continuousOn (continuous_fst.comp_continuousOn hQc)).add - (hSc.div_const _)) - (fun t ht => ((log_ode_im_derivative (hQ t (interior_subset ht))).add - ((log_ode_clock_derivative η₀ (hQ t (interior_subset ht))).div_const _)).mono interior_subset) - intro t ht - exact log_height_clock_derivative_nonneg κ ε hε (Q t) (B t) (hangle t (interior_subset ht)) - have hrate : MonotoneOn (fun t => logRadiusClock η₀ (Q t) - c * t) (Icc 0 T) := by - apply monotoneOn_of_hasDerivWithinAt_nonneg (convex_Icc _ _) - (hSc.sub (continuous_const.mul continuous_id).continuousOn) - (fun t ht => ((log_ode_clock_derivative η₀ (hQ t (interior_subset ht))).sub - ((hasDerivWithinAt_id t (Icc 0 T)).const_mul c)).mono interior_subset) - intro t ht - have hb := log_clock_rate_lower κ ε η₀ hε (Q t) (B t) - (hangle t (interior_subset ht)) (hib t (interior_subset ht)) - change 0 ≤ logClockRate κ (Q t) (B t) - c * 1 - simpa only [mul_one] using sub_nonneg.mpr hb - refine ⟨hib T hTT, ?_, ?_⟩ - · have hh := hlo h0 hTT hT - dsimp only at hh - rw [hS0, zero_div, add_zero] at hh - linarith - · have hh := hrate h0 hTT hT - dsimp only at hh - rw [hS0, mul_zero, sub_zero] at hh - linarith - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -structure ClippedLogSolution {Ω : Type*} [MeasurableSpace Ω] - (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) - (κ lo hi : ℝ) (hle : lo ≤ hi) (q₀ : ℂ × ℝ) where - L : ℝ≥0 - Q : ℝ → Ω → ℂ × ℝ - measurable : Measurable (fun p : ℝ × Ω => Q p.1 p.2) - lipschitz : ∀ ω, LipschitzWith L (fun t => Q t ω) - initial : ∀ ω, Q 0 ω = q₀ - derivative : ∀ ω t, 0 ≤ t → HasDerivWithinAt (fun s => Q s ω) - (clippedLogLoewnerField lo hi hle (Real.sqrt κ * B t.toNNReal ω) (Q t ω)) - (Ici 0) t - adapted : Adapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun t : ℝ≥0 => Q t) - -lemma exists_clippedLogSolution - {Ω : Type*} [MeasurableSpace Ω] - (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) - (κ lo hi : ℝ) (hle : lo ≤ hi) (q₀ : ℂ × ℝ) : - Nonempty (ClippedLogSolution B hm κ lo hi hle q₀) := by - let U (t : ℝ≥0) (ω : Ω) := Real.sqrt κ * B t ω - have hUm : Measurable (fun p : ℝ≥0 × Ω => U p.1 p.2) := hBm.const_mul _ - have hUc (ω : Ω) : Continuous (fun t => U t ω) := (hBc ω).const_mul _ - obtain ⟨L, Q, hQm, hQl, hQ0, hQd, hQaU⟩ := - clipped_log_loewner_global_adapted_solution U hUm hUc lo hi hle q₀ - have hBa : Adapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) B := - (Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)).adapted - refine ⟨⟨L, Q, hQm, hQl, hQ0, hQd, ?_⟩⟩ - intro t - apply (hQaU t).mono _ le_rfl - change (⨆ j ≤ t, MeasurableSpace.comap (U j) (borel ℝ)) ≤ _ - refine iSup₂_le fun j hj => ?_ - exact ((hBa.measurable_le hj).const_mul (Real.sqrt κ)).comap_le - -lemma compact_green_drift_zero - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) (lo hi : ℝ) (hle : lo ≤ hi) - (φ : (ℂ × ℝ) × ℝ → ℝ) (q : ℂ × ℝ) (x : ℝ) - (hφD : fderiv ℝ φ (q, x) = - fderiv ℝ (fun p : (ℂ × ℝ) × ℝ => greenLogDensity κ p.1 p.2) (q, x)) - (hφ2 : iteratedDeriv 2 (fun y => φ (q, y)) x = - iteratedDeriv 2 (greenLogDensity κ q) x) - (hq : q.1.im ∈ Icc lo hi) : - fderiv ℝ φ (q, x) - (clippedLogLoewnerField lo hi hle (Real.sqrt κ * x) q, 0) + - (1 / 2 : ℝ) * iteratedDeriv 2 (fun y => φ (q, y)) x = 0 := by - rw [hφD, hφ2, greenLogDensity_pair_directional, - clippedLogLoewnerField_eq_physical lo hi hle _ _ hq] - exact green_physical_generator_zero κ hκ hκ8 q x - - - -theorem ClippedLogSolution.stopped_green - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) - {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} - (c : ClippedLogSolution B hm κ lo hi hle q₀) - (hκ : 0 < κ) (hκ8 : κ < 8) - (R : ℝ) (hR : 0 ≤ R) (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - (T : ℝ≥0) (hb : ∀ ω, τ ω ≤ T) - (hinside : ∀ ω t, t ≤ τ ω → - ‖(c.Q t ω, B t ω)‖ ≤ R ∧ lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi) : - Integrable (fun ω => greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω)) P ∧ - (∫ ω, greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) ∂P) = - greenLogDensity κ q₀ 0 := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - obtain ⟨φ, hφ, hφc, hφeq, hφD, hφ2⟩ := exists_compact_green_field κ R hR - obtain ⟨L₀, K₀, hL₀, _⟩ := clippedLogLoewnerField_bounds lo hi hle - let V (t : ℝ) (ω : Ω) := - clippedLogLoewnerField lo hi hle (Real.sqrt κ * B t.toNNReal ω) (c.Q t ω) - have hBr : Measurable (fun p : ℝ × Ω => Real.sqrt κ * B p.1.toNNReal p.2) := - (hBm.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk - measurable_snd)).const_mul _ - have hpair : Measurable (fun p : ℝ × Ω => - (Real.sqrt κ * B p.1.toNNReal p.2, c.Q p.1 p.2)) := hBr.prodMk c.measurable - have hVm : Measurable (fun p : ℝ × Ω => V p.1 p.2) := by - change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun p : ℝ × Ω => (Real.sqrt κ * B p.1.toNNReal p.2, c.Q p.1 p.2))) - exact (continuous_clippedLogLoewnerField lo hi hle).measurable.comp hpair - have hVb (t : ℝ) (ω : Ω) : ‖V t ω‖ ≤ (max c.L L₀ : ℝ≥0) := - (hL₀ _ _).trans (by exact_mod_cast le_max_right c.L L₀) - obtain ⟨K, hfield⟩ := compact_state_smooth_brownian_field B hm c.Q V (max c.L L₀) - c.measurable c.adapted (fun ω => (c.lipschitz ω).weaken (le_max_left _ _)) hVm hVb - (fun t ω ht => c.derivative ω t ht) φ hφ hφc - let F (t : ℝ≥0) (ω : Ω) (x : ℝ) := φ (c.Q t ω, x) - let a (t : ℝ≥0) (ω : Ω) (x : ℝ) := fderiv ℝ φ (c.Q t ω, x) (V t ω, 0) - have hzero (ω : Ω) (u : ℝ) (hu : 0 ≤ u) (hut : u < (τ ω : ℝ)) : - brownianFieldDrift B F a u ω = 0 := by - have ht : u.toNNReal ≤ τ ω := Real.toNNReal_le_iff_le_coe.mpr hut.le - obtain ⟨hball, hlo, hhi⟩ := hinside ω u.toNNReal ht - change fderiv ℝ φ (c.Q (u.toNNReal : ℝ) ω, B u.toNNReal ω) - (V (u.toNNReal : ℝ) ω, 0) + _ = 0 - dsimp only [V] - rw [Real.toNNReal_coe] - exact compact_green_drift_zero κ hκ hκ8 lo hi hle φ _ _ - (hφD _ _ hball) (hφ2 _ _ hball) ⟨hlo, hhi⟩ - have hopt := brownian_time_field_optional hB hm hBm hBc K F a hfield τ hτ T hb hzero - have hτm := stopping_time_measurable_nnreal hτ - have hBmτ : Measurable (fun ω => B (τ ω) ω) := hBm.comp (hτm.prodMk measurable_id) - have hQmτ : Measurable (fun ω => c.Q (τ ω) ω) := - c.measurable.comp ((NNReal.continuous_coe.measurable.comp hτm).prodMk measurable_id) - have hfm : Measurable (fun ω => F (τ ω) ω (B (τ ω) ω)) := - hφ.continuous.measurable.comp (hQmτ.prodMk hBmτ) - have hfi : Integrable (fun ω => F (τ ω) ω (B (τ ω) ω)) P := by - apply Integrable.of_bound hfm.aestronglyMeasurable (K : ℝ) - exact Eventually.of_forall fun ω => by - simpa only [Real.norm_eq_abs, iteratedDeriv_zero] using - hfield.bound (τ ω) ω (B (τ ω) ω) 0 (by decide) - have hfeq (ω : Ω) : F (τ ω) ω (B (τ ω) ω) = - greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) := - hφeq _ _ (hinside ω (τ ω) le_rfl).1 - refine ⟨hfi.congr (Eventually.of_forall hfeq), ?_⟩ - calc - _ = ∫ ω, F (τ ω) ω (B (τ ω) ω) ∂P := - integral_congr_ae (Eventually.of_forall fun ω => (hfeq ω).symm) - _ = ∫ ω, F 0 ω (B 0 ω) ∂P := hopt - _ = ∫ _, greenLogDensity κ q₀ 0 ∂P := by - apply integral_congr_ae - filter_upwards [hB.eval_zero_ae_eq_zero] with ω hB0 - change φ (c.Q 0 ω, B 0 ω) = _ - have hh : ‖(c.Q 0 ω, B 0 ω)‖ ≤ R := by - simpa only [NNReal.coe_zero] using (hinside ω 0 zero_le).1 - rw [hφeq _ _ hh, c.initial ω, hB0] - _ = greenLogDensity κ q₀ 0 := by simp - -end SLEExactGauge -end - - -end - -end OAI +import Mathlib +import OAI.Probability.SLE.LoewnerReflection + +namespace OAI + +/-! Boundary Density for chordal SLE. -/ + +section +section + +open Set Filter MeasureTheory Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +noncomputable def smoothPositiveGap (a x : ℝ) : ℝ := + a + (x-a)*(1-Real.smoothTransition ((2*a-x)/a)) + +lemma smoothPositiveGap_pos {a : ℝ} (ha : 0 < a) (x : ℝ) : + 0 < smoothPositiveGap a x := by + by_cases hx : x ≤ a + · have he : 1 ≤ (2*a-x)/a := (le_div_iff₀ ha).mpr (by linarith) + simp only [smoothPositiveGap,Real.smoothTransition.one_of_one_le he,sub_self,mul_zero,add_zero] + exact ha + · have ht := Real.smoothTransition.le_one ((2*a-x)/a) + have hm : 0 ≤ (x-a)*(1-Real.smoothTransition ((2*a-x)/a)) := mul_nonneg (by linarith) (by linarith) + unfold smoothPositiveGap + linarith + +lemma smoothPositiveGap_eq {a x : ℝ} (ha : 0 < a) (hx : 2*a ≤ x) : + smoothPositiveGap a x = x := by + have he : (2*a-x)/a ≤ 0 := div_nonpos_of_nonpos_of_nonneg (by linarith) ha.le + simp only [smoothPositiveGap,Real.smoothTransition.zero_of_nonpos he,sub_zero,mul_one] + ring + +lemma smoothPositiveGap_contDiff (a : ℝ) : + ContDiff ℝ (⊤ : ℕ∞) (smoothPositiveGap a) := by + unfold smoothPositiveGap + fun_prop + +noncomputable def boundaryDensity (κ α β : ℝ) (q : ℂ) (b : ℝ) : ℝ := + Real.exp (-β*α*q.im - β*Real.log (q.re-Real.sqrt κ*b)) + +noncomputable def smoothBoundaryDensity (κ α β a : ℝ) (q : ℂ) (b : ℝ) : ℝ := + Real.exp (-β*α*q.im - β*Real.log (smoothPositiveGap a (q.re-Real.sqrt κ*b))) + +lemma smoothBoundaryDensity_contDiff (κ α β : ℝ) {a : ℝ} (ha : 0 < a) : + ContDiff ℝ (⊤ : ℕ∞) (fun p : ℂ × ℝ => smoothBoundaryDensity κ α β a p.1 p.2) := by + have hre : ContDiff ℝ (⊤ : ℕ∞) (fun p : ℂ × ℝ => p.1.re) := + Complex.reCLM.contDiff.comp contDiff_fst + have him : ContDiff ℝ (⊤ : ℕ∞) (fun p : ℂ × ℝ => p.1.im) := + Complex.imCLM.contDiff.comp contDiff_fst + have hg : ContDiff ℝ (⊤ : ℕ∞) (fun p : ℂ × ℝ => smoothPositiveGap a (p.1.re-Real.sqrt κ*p.2)) := + (smoothPositiveGap_contDiff a).comp (hre.sub (contDiff_const.mul contDiff_snd)) + exact ((contDiff_const.mul him).sub (contDiff_const.mul + (hg.log (fun p => (smoothPositiveGap_pos ha _).ne')))).exp + +lemma smoothBoundaryDensity_eq {κ α β a : ℝ} {q : ℂ} {b : ℝ} + (ha : 0 < a) (hx : 2*a ≤ q.re-Real.sqrt κ*b) : + smoothBoundaryDensity κ α β a q b = boundaryDensity κ α β q b := by + simp only [smoothBoundaryDensity,boundaryDensity,smoothPositiveGap_eq ha hx] + +lemma smoothBoundaryDensity_eventuallyEq (κ α β : ℝ) {a : ℝ} (ha : 0 < a) + (p : ℂ × ℝ) (hp : 2*a < p.1.re-Real.sqrt κ*p.2) : + (fun q : ℂ × ℝ => smoothBoundaryDensity κ α β a q.1 q.2) =ᶠ[𝓝 p] + (fun q : ℂ × ℝ => boundaryDensity κ α β q.1 q.2) := by + have he : ∀ᶠ q : ℂ × ℝ in 𝓝 p, 2*a < q.1.re-Real.sqrt κ*q.2 := + ((Complex.continuous_re.comp continuous_fst).sub + (continuous_const.mul continuous_snd)).continuousAt.eventually (lt_mem_nhds hp) + filter_upwards [he] with q hq + simp only [smoothBoundaryDensity,boundaryDensity,smoothPositiveGap_eq ha hq.le] + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory Complex +open scoped Topology NNReal +namespace SLEExactGauge + +lemma boundaryDensity_contDiffAt (κ α β : ℝ) (p : ℂ × ℝ) + (hp : p.1.re-Real.sqrt κ*p.2 ≠ 0) : + ContDiffAt ℝ (⊤ : ℕ∞) (fun r : ℂ × ℝ => boundaryDensity κ α β r.1 r.2) p := by + have hre : ContDiffAt ℝ (⊤ : ℕ∞) (fun r : ℂ × ℝ => r.1.re) p := + (Complex.reCLM.contDiff.comp contDiff_fst).contDiffAt + have him : ContDiffAt ℝ (⊤ : ℕ∞) (fun r : ℂ × ℝ => r.1.im) p := + (Complex.imCLM.contDiff.comp contDiff_fst).contDiffAt + exact ((contDiffAt_const.mul him).sub (contDiffAt_const.mul + ((hre.sub (contDiffAt_const.mul contDiffAt_snd)).log hp))).exp + +lemma boundaryDensity_spatial_derivative (κ α β : ℝ) (q : ℂ) (b : ℝ) + (hp : q.re-Real.sqrt κ*b ≠ 0) : + HasDerivAt (boundaryDensity κ α β q) + (boundaryDensity κ α β q b*(β*Real.sqrt κ/(q.re-Real.sqrt κ*b))) b := by + have hX := (hasDerivAt_const b q.re).sub ((hasDerivAt_id b).const_mul (Real.sqrt κ)) + have hd := ((hasDerivAt_const b (-β*α*q.im)).sub ((hX.log hp).const_mul β)).exp + convert hd using 1 <;> try rfl + dsimp only [boundaryDensity,Pi.sub_apply,Pi.mul_apply,Pi.div_apply,Function.comp_def,id_eq] + ring + +lemma boundaryDensity_spatial_second (κ α β : ℝ) (hκ : 0 ≤ κ) (q : ℂ) (b : ℝ) + (hp : q.re-Real.sqrt κ*b ≠ 0) : + iteratedDeriv 2 (boundaryDensity κ α β q) b = + boundaryDensity κ α β q b*κ*β*(β+1)/(q.re-Real.sqrt κ*b)^2 := by + have hn : ∀ᶠ y : ℝ in 𝓝 b, q.re-Real.sqrt κ*y ≠ 0 := + (continuous_const.sub (continuous_const.mul continuous_id)).continuousAt.eventually_ne hp + have hd : deriv (boundaryDensity κ α β q) =ᶠ[𝓝 b] + (fun y => boundaryDensity κ α β q y*(β*Real.sqrt κ/(q.re-Real.sqrt κ*y))) := by + filter_upwards [hn] with y hy + exact (boundaryDensity_spatial_derivative κ α β q y hy).deriv + have hX := (hasDerivAt_const b q.re).sub ((hasDerivAt_id b).const_mul (Real.sqrt κ)) + have hh := (boundaryDensity_spatial_derivative κ α β q b hp).mul + ((hasDerivAt_const b (β*Real.sqrt κ)).div hX hp) + dsimp only [Pi.mul_apply,Pi.div_apply,Pi.sub_apply,id_eq] at hh + change HasDerivAt (fun y => boundaryDensity κ α β q y*(β*Real.sqrt κ/(q.re-Real.sqrt κ*y))) _ b at hh + rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one,hd.deriv_eq,hh.deriv] + have hs := Real.sq_sqrt hκ + generalize boundaryDensity κ α β q b = f + generalize q.re-Real.sqrt κ*b = X + generalize Real.sqrt κ = r at * + rw [← hs] + field_simp + ring + +lemma boundaryDensity_directional (κ α β : ℝ) (q v : ℂ) (b : ℝ) + (hp : q.re-Real.sqrt κ*b ≠ 0) : + fderiv ℝ (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) (q,b) (v,0) = + boundaryDensity κ α β q b * (-β*α*v.im - β*v.re/(q.re-Real.sqrt κ*b)) := by + have hr : HasDerivAt (fun t : ℝ => (q+t • v).re) v.re 0 := by + simpa only [Complex.add_re,Complex.smul_re,smul_eq_mul,id_eq,one_mul] using + ((hasDerivAt_id (0:ℝ)).mul_const v.re).const_add q.re + have hi : HasDerivAt (fun t : ℝ => (q+t • v).im) v.im 0 := by + simpa only [Complex.add_im,Complex.smul_im,smul_eq_mul,id_eq,one_mul] using + ((hasDerivAt_id (0:ℝ)).mul_const v.im).const_add q.im + have hd := ((hi.const_mul (-β*α)).sub + (((hr.sub_const (Real.sqrt κ*b)).log (by simpa only [zero_smul,add_zero] using hp)).const_mul β)).exp + have hline : HasDerivAt (fun t : ℝ => boundaryDensity κ α β (q+t • v) b) + (boundaryDensity κ α β q b * (-β*α*v.im-β*v.re/(q.re-Real.sqrt κ*b))) 0 := by + convert hd using 1 <;> try rfl + simp only [zero_smul,add_zero,boundaryDensity,Pi.sub_apply] + ring + have haff : HasDerivAt (fun t : ℝ => (q+t • v,b)) (v,0) 0 := by + simpa only [id_eq,one_smul] using (((hasDerivAt_id (0:ℝ)).smul_const v).const_add q).prodMk (hasDerivAt_const 0 b) + have hfd : HasFDerivAt (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) + (fderiv ℝ (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) (q,b)) (q+(0:ℝ) • v,b) := by + simpa only [zero_smul,add_zero] using ((boundaryDensity_contDiffAt κ α β (q,b) hp).differentiableAt (by simp)).hasFDerivAt + have hh := hfd.comp_hasDerivAt 0 haff + exact hh.unique hline + +lemma boundaryDensity_generator (κ α β : ℝ) (hκ : 0 ≤ κ) (q : ℂ) (b : ℝ) + (hp : q.re-Real.sqrt κ*b ≠ 0) : + fderiv ℝ (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) (q,b) + (((2/(q.re-Real.sqrt κ*b):ℝ):ℂ) + (((q.re-Real.sqrt κ*b)⁻¹^2:ℝ):ℂ)*I,0) + + (1/2:ℝ)*iteratedDeriv 2 (boundaryDensity κ α β q) b = + boundaryDensity κ α β q b * β * (-α-2+κ*(β+1)/2)/(q.re-Real.sqrt κ*b)^2 := by + rw [boundaryDensity_directional κ α β q _ b hp,boundaryDensity_spatial_second κ α β hκ q b hp] + simp only [Complex.add_im,Complex.ofReal_im,Complex.mul_im,Complex.ofReal_re,Complex.I_im,mul_one, + Complex.I_re,mul_zero,add_zero,zero_add,Complex.add_re,Complex.mul_re,sub_zero] + field_simp + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory Complex +open scoped Topology NNReal +namespace SLEExactGauge + +lemma exists_compact_boundary_field (κ α β a R : ℝ) (ha : 0 < a) (hR : 0 ≤ R) : + ∃ φ : ℂ × ℝ → ℝ, ContDiff ℝ (⊤ : ℕ∞) φ ∧ HasCompactSupport φ ∧ + (∀ q b, ‖(q,b)‖ ≤ R → 2*a < q.re-Real.sqrt κ*b → φ (q,b) = boundaryDensity κ α β q b) ∧ + (∀ q b, ‖(q,b)‖ ≤ R → 2*a < q.re-Real.sqrt κ*b → + fderiv ℝ φ (q,b) = fderiv ℝ (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) (q,b)) ∧ + (∀ q b, ‖(q,b)‖ ≤ R → 2*a < q.re-Real.sqrt κ*b → + iteratedDeriv 2 (fun x => φ (q,x)) b = iteratedDeriv 2 (boundaryDensity κ α β q) b) := by + let cut : ContDiffBump (0 : ℂ × ℝ) := ⟨R+1,R+2,by linarith,by linarith⟩ + let φ (p : ℂ × ℝ) := cut p*smoothBoundaryDensity κ α β a p.1 p.2 + have hnear (p : ℂ × ℝ) (hball : ‖p‖ ≤ R) (hp : 2*a < p.1.re-Real.sqrt κ*p.2) : + φ =ᶠ[𝓝 p] (fun z : ℂ × ℝ => boundaryDensity κ α β z.1 z.2) := by + have hb : p ∈ Metric.ball (0:ℂ × ℝ) cut.rIn := by + simpa only [Metric.mem_ball,dist_zero_right] using (show ‖p‖ < R+1 by linarith) + filter_upwards [cut.eventuallyEq_one_of_mem_ball hb,smoothBoundaryDensity_eventuallyEq κ α β ha p hp] with z hz he + simp only [φ,hz,Pi.one_apply,one_mul,he] + refine ⟨φ,cut.contDiff.mul (smoothBoundaryDensity_contDiff κ α β ha),cut.hasCompactSupport.mul_right, + (fun q b h h' => (hnear (q,b) h h').eq_of_nhds),?_,?_⟩ + · intro q b h h' + exact (hnear (q,b) h h').fderiv_eq + · intro q b h h' + exact ((hnear (q,b) h h').comp_tendsto ((continuous_const.prodMk continuous_id).tendsto b)).iteratedDeriv_eq 2 + +lemma compact_boundary_drift_zero (κ α β a : ℝ) (hκ : 0 < κ) (ha : 0 < a) + (hβ : -α-2+κ*(β+1)/2 = 0) (φ : ℂ × ℝ → ℝ) (q : ℂ) (b : ℝ) + (hD : fderiv ℝ φ (q,b) = fderiv ℝ (fun p : ℂ × ℝ => boundaryDensity κ α β p.1 p.2) (q,b)) + (h2 : iteratedDeriv 2 (fun x => φ (q,x)) b = iteratedDeriv 2 (boundaryDensity κ α β q) b) + (hx : 2*a < q.re-Real.sqrt κ*b) : + fderiv ℝ φ (q,b) (boundaryClockField a (Real.sqrt κ*b) q,0) + + (1/2:ℝ)*iteratedDeriv 2 (fun x => φ (q,x)) b = 0 := by + have hgap : a ≤ q.re-Real.sqrt κ*b := by linarith + have he : boundaryClockField a (Real.sqrt κ*b) q = + ((2/(q.re-Real.sqrt κ*b):ℝ):ℂ) + (((q.re-Real.sqrt κ*b)⁻¹^2:ℝ):ℂ)*I := by + simp only [boundaryClockField,positiveBoundaryField_eq hgap,max_eq_right hgap] + rw [hD,h2,he,boundaryDensity_generator κ α β hκ.le q b (by linarith),hβ,mul_zero,zero_div] + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +theorem BoundaryClockSolution.stopped_boundary_density + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + {κ a : ℝ} {q₀ : ℂ} + (c : BoundaryClockSolution B hm κ a q₀) + (hκ : 0 < κ) (ha : 0 < a) (α β : ℝ) + (hβ : -α-2+κ*(β+1)/2 = 0) + (R : ℝ) (hR : 0 ≤ R) (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (T : ℝ≥0) (hb : ∀ ω, τ ω ≤ T) + (hinside : ∀ ω t, t ≤ τ ω → + ‖(c.Q t ω, B t ω)‖ ≤ R ∧ 2*a < (c.Q t ω).re-Real.sqrt κ*B t ω) : + Integrable (fun ω => boundaryDensity κ α β (c.Q (τ ω) ω) (B (τ ω) ω)) P ∧ + (∫ ω, boundaryDensity κ α β (c.Q (τ ω) ω) (B (τ ω) ω) ∂P) = + boundaryDensity κ α β q₀ 0 := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + obtain ⟨φ, hφ, hφc, hφeq, hφD, hφ2⟩ := exists_compact_boundary_field κ α β a R ha hR + let L₀ : ℝ≥0 := ⟨2*a⁻¹+a⁻¹^2,by positivity⟩ + have hL₀ := boundaryClockField_bound ha + let V (t : ℝ) (ω : Ω) := + boundaryClockField a (Real.sqrt κ * B t.toNNReal ω) (c.Q t ω) + have hBr : Measurable (fun p : ℝ × Ω => Real.sqrt κ * B p.1.toNNReal p.2) := + (hBm.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk + measurable_snd)).const_mul _ + have hpair : Measurable (fun p : ℝ × Ω => + (Real.sqrt κ * B p.1.toNNReal p.2, c.Q p.1 p.2)) := hBr.prodMk c.measurable + have hVm : Measurable (fun p : ℝ × Ω => V p.1 p.2) := by + change Measurable ((fun p : ℝ × ℂ => boundaryClockField a p.1 p.2) ∘ + (fun p : ℝ × Ω => (Real.sqrt κ * B p.1.toNNReal p.2, c.Q p.1 p.2))) + exact (continuous_boundaryClockField ha).measurable.comp hpair + have hVb (t : ℝ) (ω : Ω) : ‖V t ω‖ ≤ (max c.L L₀ : ℝ≥0) := + (hL₀ _ _).trans (by exact_mod_cast le_max_right c.L L₀) + obtain ⟨K, hfield⟩ := compact_state_smooth_brownian_field B hm c.Q V (max c.L L₀) + c.measurable c.adapted (fun ω => (c.lipschitz ω).weaken (le_max_left _ _)) hVm hVb + (fun t ω ht => c.derivative ω t ht) φ hφ hφc + let F (t : ℝ≥0) (ω : Ω) (x : ℝ) := φ (c.Q t ω, x) + let drift (t : ℝ≥0) (ω : Ω) (x : ℝ) := fderiv ℝ φ (c.Q t ω, x) (V t ω, 0) + have hzero (ω : Ω) (u : ℝ) (hu : 0 ≤ u) (hut : u < (τ ω : ℝ)) : + brownianFieldDrift B F drift u ω = 0 := by + have ht : u.toNNReal ≤ τ ω := Real.toNNReal_le_iff_le_coe.mpr hut.le + obtain ⟨hball, hgap⟩ := hinside ω u.toNNReal ht + change fderiv ℝ φ (c.Q (u.toNNReal : ℝ) ω, B u.toNNReal ω) + (V (u.toNNReal : ℝ) ω, 0) + _ = 0 + dsimp only [V] + rw [Real.toNNReal_coe] + exact compact_boundary_drift_zero κ α β a hκ ha hβ φ _ _ + (hφD _ _ hball hgap) (hφ2 _ _ hball hgap) hgap + have hopt := brownian_time_field_optional hB hm hBm hBc K F drift hfield τ hτ T hb hzero + have hτm := stopping_time_measurable_nnreal hτ + have hBmτ : Measurable (fun ω => B (τ ω) ω) := hBm.comp (hτm.prodMk measurable_id) + have hQmτ : Measurable (fun ω => c.Q (τ ω) ω) := + c.measurable.comp ((NNReal.continuous_coe.measurable.comp hτm).prodMk measurable_id) + have hfm : Measurable (fun ω => F (τ ω) ω (B (τ ω) ω)) := + hφ.continuous.measurable.comp (hQmτ.prodMk hBmτ) + have hfi : Integrable (fun ω => F (τ ω) ω (B (τ ω) ω)) P := by + apply Integrable.of_bound hfm.aestronglyMeasurable (K : ℝ) + exact Eventually.of_forall fun ω => by + simpa only [Real.norm_eq_abs, iteratedDeriv_zero] using + hfield.bound (τ ω) ω (B (τ ω) ω) 0 (by decide) + have hfeq (ω : Ω) : F (τ ω) ω (B (τ ω) ω) = + boundaryDensity κ α β (c.Q (τ ω) ω) (B (τ ω) ω) := + hφeq _ _ (hinside ω (τ ω) le_rfl).1 (hinside ω (τ ω) le_rfl).2 + refine ⟨hfi.congr (Eventually.of_forall hfeq), ?_⟩ + calc + _ = ∫ ω, F (τ ω) ω (B (τ ω) ω) ∂P := + integral_congr_ae (Eventually.of_forall fun ω => (hfeq ω).symm) + _ = ∫ ω, F 0 ω (B 0 ω) ∂P := hopt + _ = ∫ _, boundaryDensity κ α β q₀ 0 ∂P := by + apply integral_congr_ae + filter_upwards [hB.eval_zero_ae_eq_zero] with ω hB0 + change φ (c.Q 0 ω, B 0 ω) = _ + have hh : ‖(c.Q 0 ω, B 0 ω)‖ ≤ R := by + simpa only [NNReal.coe_zero] using (hinside ω 0 zero_le).1 + rw [hφeq _ _ hh (hinside ω 0 zero_le).2, c.initial ω, hB0] + _ = boundaryDensity κ α β q₀ 0 := by simp + +end SLEExactGauge +end + + +section +open Set Filter MeasureTheory +open scoped Topology NNReal +namespace SLEExactGauge + +lemma continuous_hittingBtwn_mem {Ω : Type*} (H : ℝ≥0 → Ω → ℝ) + (hHc : ∀ ω, Continuous (fun t => H t ω)) (T : ℝ≥0) (ω : Ω) + (he : ∃ j ∈ Icc 0 T, H j ω ∈ ({0} : Set ℝ)) : + H (hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω) ω = 0 := by + have hc : IsClosed (Icc 0 T ∩ {t : ℝ≥0 | H t ω ∈ ({0} : Set ℝ)}) := + isClosed_Icc.inter (isClosed_singleton.preimage (hHc ω)) + have hn : (Icc 0 T ∩ {t : ℝ≥0 | H t ω ∈ ({0} : Set ℝ)}).Nonempty := by + obtain ⟨j, hj, hh⟩ := he + exact ⟨j, hj, hh⟩ + have hh := hc.csInf_mem hn (bddBelow_Icc.inter_of_left) + simpa only [hittingBtwn_def, ite_eq_left he, mem_inter_iff, mem_ofPred_eq, mem_singleton_iff] using hh.2 + +lemma continuous_zero_iff_dense + (H : ℝ≥0 → ℝ) (hHc : Continuous H) (hHn : ∀ t, 0 ≤ H t) (t : ℝ≥0) : + (∃ s ≤ t, H s = 0) ↔ + ∀ n : ℕ, ∃ k : ℕ, + H (TopologicalSpace.denseSeq (Iic t) k) < 1 / ((n : ℝ) + 1) := by + let : Nonempty (Iic t) := ⟨⟨0, show (0 : ℝ≥0) ≤ t from zero_le⟩⟩ + constructor + · rintro ⟨s, hs, he⟩ n + have hpos : (0 : ℝ) < 1 / ((n : ℝ) + 1) := by positivity + exact (TopologicalSpace.denseRange_denseSeq (Iic t)).exists_mem_open + (isOpen_lt (hHc.comp continuous_subtype_val) continuous_const) + ⟨⟨s, hs⟩, by simpa only [mem_ofPred_eq, Function.comp_apply, he] using hpos⟩ + · intro he + have hcc : IsCompact (Iic t) := by + have heq : Iic t = Icc 0 t := by ext s; simp + rw [heq] + exact isCompact_Icc + obtain ⟨s, hs, hmin⟩ := hcc.exists_isMinOn + ⟨0, show (0 : ℝ≥0) ≤ t from zero_le⟩ hHc.continuousOn + refine ⟨s, hs, le_antisymm ?_ (hHn s)⟩ + apply ge_of_tendsto (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)) + exact Eventually.of_forall fun n => by + obtain ⟨k, hk⟩ := he n + exact (hmin (TopologicalSpace.denseSeq (Iic t) k).property).trans hk.le + +theorem continuous_nonnegative_first_zero_stopping + {Ω : Type*} [mΩ : MeasurableSpace Ω] (f : Filtration ℝ≥0 mΩ) + (H : ℝ≥0 → Ω → ℝ) (hHa : Adapted f H) + (hHc : ∀ ω, Continuous (fun t => H t ω)) + (hHn : ∀ t ω, 0 ≤ H t ω) (T : ℝ≥0) : + IsStoppingTime f (fun ω => ((hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω : ℝ≥0) : WithTop ℝ≥0)) ∧ + (∀ ω, hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω ≤ T) ∧ + (∀ ω t, t < hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω → 0 < H t ω) ∧ + (∀ ω, hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω < T → H (hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω) ω = 0) := by + classical + have hb (ω : Ω) := hittingBtwn_le (u := H) (s := ({0} : Set ℝ)) (n := 0) (m := T) ω + have hmem (ω : Ω) (h : hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω < T) : + H (hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω) ω = 0 := by + apply continuous_hittingBtwn_mem H hHc T ω + by_contra he + simp only [hittingBtwn_def, ite_eq_right he] at h + exact lt_irrefl _ h + refine ⟨?_, hb, ?_, hmem⟩ + · intro t + by_cases hT : T ≤ t + · have he : {ω : Ω | ((hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω : ℝ≥0) : WithTop ℝ≥0) ≤ t} = univ := by + ext ω + simp only [mem_ofPred_eq, mem_univ, iff_true, WithTop.coe_le_coe] + exact (hb ω).trans hT + rw [he] + exact MeasurableSet.univ + · have ht : t < T := lt_of_not_ge hT + let : Nonempty (Iic t) := ⟨⟨0, show (0 : ℝ≥0) ≤ t from zero_le⟩⟩ + have he (ω : Ω) : hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω ≤ t ↔ ∃ s ≤ t, H s ω = 0 := by + constructor + · intro h + exact ⟨_, h, hmem ω (h.trans_lt ht)⟩ + · rintro ⟨s, hs, h0⟩ + exact (hittingBtwn_le_of_mem (zero_le) (hs.trans ht.le) (by simpa using h0)).trans hs + have hset : {ω : Ω | ((hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω : ℝ≥0) : WithTop ℝ≥0) ≤ t} = + ⋂ n : ℕ, ⋃ k : ℕ, {ω : Ω | H (TopologicalSpace.denseSeq (Iic t) k) ω < 1 / ((n : ℝ) + 1)} := by + ext ω + simp only [mem_ofPred_eq, WithTop.coe_le_coe, mem_iInter, mem_iUnion] + exact (he ω).trans (continuous_zero_iff_dense (fun s => H s ω) (hHc ω) (fun s => hHn s ω) t) + rw [hset] + apply MeasurableSet.iInter + intro n + apply MeasurableSet.iUnion + intro k + have hm := (hHa (TopologicalSpace.denseSeq (Iic t) k)).mono + (f.mono (TopologicalSpace.denseSeq (Iic t) k).property) le_rfl + exact measurableSet_lt hm measurable_const + · intro ω t ht + have hn := notMem_of_lt_hittingBtwn ht (zero_le) + exact lt_of_le_of_ne (hHn t ω) (by simpa only [mem_singleton_iff, ne_eq, eq_comm] using hn) + +end SLEExactGauge +end + + +section + + + +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +noncomputable def logRadiusClock (η₀ : ℝ) (q : ℂ × ℝ) : ℝ := + η₀ - q.1.im + q.2 + +noncomputable def logAngleSq (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : ℝ := + Real.exp (2 * q.1.im) / greenLogNormSq κ q b + +noncomputable def logClockRate (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : ℝ := + 4 * Real.exp (2 * q.1.im) / greenLogNormSq κ q b ^ 2 + +lemma logAngleSq_pos (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : + 0 < logAngleSq κ q b := + div_pos (Real.exp_pos _) (greenLogNormSq_pos κ q b) + +lemma logAngleSq_le_one (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : + logAngleSq κ q b ≤ 1 := by + apply (div_le_one (greenLogNormSq_pos κ q b)).mpr + exact le_add_of_nonneg_left (sq_nonneg _) + +lemma continuous_logAngleSq (κ : ℝ) : + Continuous (fun p : (ℂ × ℝ) × ℝ => logAngleSq κ p.1 p.2) := by + have hi : Continuous (fun p : (ℂ × ℝ) × ℝ => p.1.1.im) := + Complex.continuous_im.comp (continuous_fst.fst) + have hr : Continuous (fun p : (ℂ × ℝ) × ℝ => p.1.1.re) := + Complex.continuous_re.comp (continuous_fst.fst) + exact (Real.continuous_exp.comp (continuous_const.mul hi)).div + (((hr.sub (continuous_const.mul continuous_snd)).pow 2).add + (Real.continuous_exp.comp (continuous_const.mul hi))) + (fun p => (greenLogNormSq_pos κ p.1 p.2).ne') + +lemma continuous_logRadiusClock (η₀ : ℝ) : Continuous (logRadiusClock η₀) := + (continuous_const.sub (Complex.continuous_im.comp continuous_fst)).add continuous_snd + +lemma greenLogDensity_radius_angle (κ η₀ : ℝ) (q : ℂ × ℝ) (b : ℝ) : + greenLogDensity κ q b = + Real.exp (codimension κ * (logRadiusClock η₀ q - Real.log 2 - η₀)) * + (logAngleSq κ q b) ^ (greenExponent κ / 2) := by + rw [Real.rpow_def_of_pos (logAngleSq_pos κ q b), ← Real.exp_add] + unfold logAngleSq + rw [Real.log_div (Real.exp_ne_zero _) (greenLogNormSq_pos κ q b).ne', Real.log_exp] + unfold greenLogDensity logRadiusClock + congr 1 + ring + +lemma codimension_pos (κ : ℝ) (hκ8 : κ < 8) : 0 < codimension κ := by + dsimp [codimension, dimension] + linarith + +lemma greenExponent_pos (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) : + 0 < greenExponent κ := by + unfold greenExponent + have : 1 < 8 / κ := (lt_div_iff₀ hκ).mpr (by simpa using hκ8) + linarith + +lemma greenLogDensity_le_at_angular_exit + (κ η₀ u ε : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (q : ℂ × ℝ) (b : ℝ) + (hclock : logRadiusClock η₀ q ≤ u) (hangle : logAngleSq κ q b ≤ ε) : + greenLogDensity κ q b ≤ + Real.exp (codimension κ * (u - Real.log 2 - η₀)) * ε ^ (greenExponent κ / 2) := by + rw [greenLogDensity_radius_angle κ η₀ q b] + apply mul_le_mul + · exact Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_left (by linarith) + (codimension_pos κ hκ8).le) + · exact Real.rpow_le_rpow (logAngleSq_pos κ q b).le hangle + (div_nonneg (greenExponent_pos κ hκ hκ8).le (by norm_num)) + · exact Real.rpow_nonneg (logAngleSq_pos κ q b).le _ + · exact (Real.exp_pos _).le + +lemma logClockRate_pos (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : + 0 < logClockRate κ q b := by + unfold logClockRate + exact div_pos (mul_pos (by norm_num) (Real.exp_pos _)) + (sq_pos_of_pos (greenLogNormSq_pos κ q b)) + +lemma logClockRate_angle (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : + logClockRate κ q b = 4 * logAngleSq κ q b ^ 2 / Real.exp (2 * q.1.im) := by + unfold logClockRate logAngleSq + field_simp [(Real.exp_pos (2 * q.1.im)).ne', (greenLogNormSq_pos κ q b).ne'] + +lemma log_ode_im_derivative {Q : ℝ → ℂ × ℝ} {D : Set ℝ} {t κ b : ℝ} + (hQ : HasDerivWithinAt Q (physicalLogLoewnerField (Real.sqrt κ * b) (Q t)) D t) : + HasDerivWithinAt (fun s => (Q s).1.im) (-2 / greenLogNormSq κ (Q t) b) D t := by + have hi := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t hQ.fst + simpa only [Function.comp_def, Complex.imCLM_apply, + (physicalLogLoewnerField_components κ (Q t) b).2.1] using hi + +lemma log_ode_clock_derivative {Q : ℝ → ℂ × ℝ} {D : Set ℝ} {t κ b : ℝ} + (η₀ : ℝ) + (hQ : HasDerivWithinAt Q (physicalLogLoewnerField (Real.sqrt κ * b) (Q t)) D t) : + HasDerivWithinAt (fun s => logRadiusClock η₀ (Q s)) + (logClockRate κ (Q t) b) D t := by + have hs : HasDerivWithinAt (fun s => (Q s).2) + (physicalLogLoewnerField (Real.sqrt κ * b) (Q t)).2 D t := hQ.snd + have hd : HasDerivWithinAt (fun s => η₀ - (Q s).1.im + (Q s).2) + (-(-2 / greenLogNormSq κ (Q t) b) + + (physicalLogLoewnerField (Real.sqrt κ * b) (Q t)).2) D t := + ((log_ode_im_derivative hQ).const_sub η₀).add hs + have he : -(-2 / greenLogNormSq κ (Q t) b) + + (physicalLogLoewnerField (Real.sqrt κ * b) (Q t)).2 = logClockRate κ (Q t) b := by + rw [(physicalLogLoewnerField_components κ (Q t) b).2.2] + unfold logClockRate + have hN := (greenLogNormSq_pos κ (Q t) b).ne' + field_simp + unfold greenLogNormSq + ring + simpa only [he, logRadiusClock, Pi.add_apply] using hd + +lemma log_height_clock_derivative_nonneg + (κ ε : ℝ) (hε : 0 < ε) (q : ℂ × ℝ) (b : ℝ) + (ha : ε ≤ logAngleSq κ q b) : + 0 ≤ -2 / greenLogNormSq κ q b + logClockRate κ q b / (2 * ε) := by + have hN := greenLogNormSq_pos κ q b + have h1 : 1 ≤ logAngleSq κ q b / ε := (le_div_iff₀ hε).mpr (by simpa using ha) + have h2 := mul_le_mul_of_nonneg_left h1 (show 0 ≤ 2 / greenLogNormSq κ q b by positivity) + have he : logClockRate κ q b / (2 * ε) = + (2 / greenLogNormSq κ q b) * (logAngleSq κ q b / ε) := by + unfold logClockRate logAngleSq + field_simp + ring + rw [he, neg_div] + simpa only [mul_one, sub_eq_add_neg, add_comm] using sub_nonneg.mpr h2 + +lemma log_clock_rate_lower (κ ε η₀ : ℝ) (hε : 0 < ε) (q : ℂ × ℝ) (b : ℝ) + (ha : ε ≤ logAngleSq κ q b) (hi : q.1.im ≤ η₀) : + 4 * ε ^ 2 / Real.exp (2 * η₀) ≤ logClockRate κ q b := by + rw [logClockRate_angle] + have hs : ε ^ 2 ≤ logAngleSq κ q b ^ 2 := sq_le_sq₀ hε.le (logAngleSq_pos κ q b).le |>.mpr ha + have he : Real.exp (2 * q.1.im) ≤ Real.exp (2 * η₀) := + Real.exp_le_exp.mpr (by linarith) + exact div_le_div₀ (by positivity) (by nlinarith) (Real.exp_pos _) he + + + +theorem log_loewner_height_clock_bounds + {Q : ℝ → ℂ × ℝ} {B : ℝ → ℝ} {κ T ε : ℝ} + (hT : 0 ≤ T) (hε : 0 < ε) (hQ0 : (Q 0).2 = 0) + (hQ : ∀ t ∈ Icc 0 T, HasDerivWithinAt Q + (physicalLogLoewnerField (Real.sqrt κ * B t) (Q t)) (Icc 0 T) t) + (hangle : ∀ t ∈ Icc 0 T, ε ≤ logAngleSq κ (Q t) (B t)) : + (Q T).1.im ≤ (Q 0).1.im ∧ + (Q 0).1.im - logRadiusClock (Q 0).1.im (Q T) / (2 * ε) ≤ (Q T).1.im ∧ + (4 * ε ^ 2 / Real.exp (2 * (Q 0).1.im)) * T ≤ logRadiusClock (Q 0).1.im (Q T) := by + let η₀ := (Q 0).1.im + let c := 4 * ε ^ 2 / Real.exp (2 * η₀) + have h0 : (0 : ℝ) ∈ Icc 0 T := ⟨le_rfl, hT⟩ + have hTT : T ∈ Icc 0 T := ⟨hT, le_rfl⟩ + have hQc : ContinuousOn Q (Icc 0 T) := fun t ht => (hQ t ht).continuousWithinAt + have hi : AntitoneOn (fun t => (Q t).1.im) (Icc 0 T) := by + apply antitoneOn_of_hasDerivWithinAt_nonpos (convex_Icc _ _) + (Complex.continuous_im.comp_continuousOn (continuous_fst.comp_continuousOn hQc)) + (fun t ht => (log_ode_im_derivative (hQ t (interior_subset ht))).mono interior_subset) + intro t ht + exact div_nonpos_of_nonpos_of_nonneg (by norm_num) + (greenLogNormSq_pos κ (Q t) (B t)).le + have hib (t : ℝ) (ht : t ∈ Icc 0 T) : (Q t).1.im ≤ η₀ := hi h0 ht ht.1 + have hS0 : logRadiusClock η₀ (Q 0) = 0 := by simp [logRadiusClock, η₀, hQ0] + have hSc : ContinuousOn (fun t => logRadiusClock η₀ (Q t)) (Icc 0 T) := + (continuous_logRadiusClock η₀).comp_continuousOn hQc + have hlo : MonotoneOn (fun t => (Q t).1.im + + logRadiusClock η₀ (Q t) / (2 * ε)) (Icc 0 T) := by + apply monotoneOn_of_hasDerivWithinAt_nonneg (convex_Icc _ _) + ((Complex.continuous_im.comp_continuousOn (continuous_fst.comp_continuousOn hQc)).add + (hSc.div_const _)) + (fun t ht => ((log_ode_im_derivative (hQ t (interior_subset ht))).add + ((log_ode_clock_derivative η₀ (hQ t (interior_subset ht))).div_const _)).mono interior_subset) + intro t ht + exact log_height_clock_derivative_nonneg κ ε hε (Q t) (B t) (hangle t (interior_subset ht)) + have hrate : MonotoneOn (fun t => logRadiusClock η₀ (Q t) - c * t) (Icc 0 T) := by + apply monotoneOn_of_hasDerivWithinAt_nonneg (convex_Icc _ _) + (hSc.sub (continuous_const.mul continuous_id).continuousOn) + (fun t ht => ((log_ode_clock_derivative η₀ (hQ t (interior_subset ht))).sub + ((hasDerivWithinAt_id t (Icc 0 T)).const_mul c)).mono interior_subset) + intro t ht + have hb := log_clock_rate_lower κ ε η₀ hε (Q t) (B t) + (hangle t (interior_subset ht)) (hib t (interior_subset ht)) + change 0 ≤ logClockRate κ (Q t) (B t) - c * 1 + simpa only [mul_one] using sub_nonneg.mpr hb + refine ⟨hib T hTT, ?_, ?_⟩ + · have hh := hlo h0 hTT hT + dsimp only at hh + rw [hS0, zero_div, add_zero] at hh + linarith + · have hh := hrate h0 hTT hT + dsimp only at hh + rw [hS0, mul_zero, sub_zero] at hh + linarith + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +structure ClippedLogSolution {Ω : Type*} [MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (κ lo hi : ℝ) (hle : lo ≤ hi) (q₀ : ℂ × ℝ) where + L : ℝ≥0 + Q : ℝ → Ω → ℂ × ℝ + measurable : Measurable (fun p : ℝ × Ω => Q p.1 p.2) + lipschitz : ∀ ω, LipschitzWith L (fun t => Q t ω) + initial : ∀ ω, Q 0 ω = q₀ + derivative : ∀ ω t, 0 ≤ t → HasDerivWithinAt (fun s => Q s ω) + (clippedLogLoewnerField lo hi hle (Real.sqrt κ * B t.toNNReal ω) (Q t ω)) + (Ici 0) t + adapted : Adapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun t : ℝ≥0 => Q t) + +lemma exists_clippedLogSolution + {Ω : Type*} [MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + (κ lo hi : ℝ) (hle : lo ≤ hi) (q₀ : ℂ × ℝ) : + Nonempty (ClippedLogSolution B hm κ lo hi hle q₀) := by + let U (t : ℝ≥0) (ω : Ω) := Real.sqrt κ * B t ω + have hUm : Measurable (fun p : ℝ≥0 × Ω => U p.1 p.2) := hBm.const_mul _ + have hUc (ω : Ω) : Continuous (fun t => U t ω) := (hBc ω).const_mul _ + obtain ⟨L, Q, hQm, hQl, hQ0, hQd, hQaU⟩ := + clipped_log_loewner_global_adapted_solution U hUm hUc lo hi hle q₀ + have hBa : Adapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) B := + (Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)).adapted + refine ⟨⟨L, Q, hQm, hQl, hQ0, hQd, ?_⟩⟩ + intro t + apply (hQaU t).mono _ le_rfl + change (⨆ j ≤ t, MeasurableSpace.comap (U j) (borel ℝ)) ≤ _ + refine iSup₂_le fun j hj => ?_ + exact ((hBa.measurable_le hj).const_mul (Real.sqrt κ)).comap_le + +lemma compact_green_drift_zero + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) (lo hi : ℝ) (hle : lo ≤ hi) + (φ : (ℂ × ℝ) × ℝ → ℝ) (q : ℂ × ℝ) (x : ℝ) + (hφD : fderiv ℝ φ (q, x) = + fderiv ℝ (fun p : (ℂ × ℝ) × ℝ => greenLogDensity κ p.1 p.2) (q, x)) + (hφ2 : iteratedDeriv 2 (fun y => φ (q, y)) x = + iteratedDeriv 2 (greenLogDensity κ q) x) + (hq : q.1.im ∈ Icc lo hi) : + fderiv ℝ φ (q, x) + (clippedLogLoewnerField lo hi hle (Real.sqrt κ * x) q, 0) + + (1 / 2 : ℝ) * iteratedDeriv 2 (fun y => φ (q, y)) x = 0 := by + rw [hφD, hφ2, greenLogDensity_pair_directional, + clippedLogLoewnerField_eq_physical lo hi hle _ _ hq] + exact green_physical_generator_zero κ hκ hκ8 q x + + + +theorem ClippedLogSolution.stopped_green + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} + (c : ClippedLogSolution B hm κ lo hi hle q₀) + (hκ : 0 < κ) (hκ8 : κ < 8) + (R : ℝ) (hR : 0 ≤ R) (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (T : ℝ≥0) (hb : ∀ ω, τ ω ≤ T) + (hinside : ∀ ω t, t ≤ τ ω → + ‖(c.Q t ω, B t ω)‖ ≤ R ∧ lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi) : + Integrable (fun ω => greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω)) P ∧ + (∫ ω, greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) ∂P) = + greenLogDensity κ q₀ 0 := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + obtain ⟨φ, hφ, hφc, hφeq, hφD, hφ2⟩ := exists_compact_green_field κ R hR + obtain ⟨L₀, K₀, hL₀, _⟩ := clippedLogLoewnerField_bounds lo hi hle + let V (t : ℝ) (ω : Ω) := + clippedLogLoewnerField lo hi hle (Real.sqrt κ * B t.toNNReal ω) (c.Q t ω) + have hBr : Measurable (fun p : ℝ × Ω => Real.sqrt κ * B p.1.toNNReal p.2) := + (hBm.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk + measurable_snd)).const_mul _ + have hpair : Measurable (fun p : ℝ × Ω => + (Real.sqrt κ * B p.1.toNNReal p.2, c.Q p.1 p.2)) := hBr.prodMk c.measurable + have hVm : Measurable (fun p : ℝ × Ω => V p.1 p.2) := by + change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun p : ℝ × Ω => (Real.sqrt κ * B p.1.toNNReal p.2, c.Q p.1 p.2))) + exact (continuous_clippedLogLoewnerField lo hi hle).measurable.comp hpair + have hVb (t : ℝ) (ω : Ω) : ‖V t ω‖ ≤ (max c.L L₀ : ℝ≥0) := + (hL₀ _ _).trans (by exact_mod_cast le_max_right c.L L₀) + obtain ⟨K, hfield⟩ := compact_state_smooth_brownian_field B hm c.Q V (max c.L L₀) + c.measurable c.adapted (fun ω => (c.lipschitz ω).weaken (le_max_left _ _)) hVm hVb + (fun t ω ht => c.derivative ω t ht) φ hφ hφc + let F (t : ℝ≥0) (ω : Ω) (x : ℝ) := φ (c.Q t ω, x) + let a (t : ℝ≥0) (ω : Ω) (x : ℝ) := fderiv ℝ φ (c.Q t ω, x) (V t ω, 0) + have hzero (ω : Ω) (u : ℝ) (hu : 0 ≤ u) (hut : u < (τ ω : ℝ)) : + brownianFieldDrift B F a u ω = 0 := by + have ht : u.toNNReal ≤ τ ω := Real.toNNReal_le_iff_le_coe.mpr hut.le + obtain ⟨hball, hlo, hhi⟩ := hinside ω u.toNNReal ht + change fderiv ℝ φ (c.Q (u.toNNReal : ℝ) ω, B u.toNNReal ω) + (V (u.toNNReal : ℝ) ω, 0) + _ = 0 + dsimp only [V] + rw [Real.toNNReal_coe] + exact compact_green_drift_zero κ hκ hκ8 lo hi hle φ _ _ + (hφD _ _ hball) (hφ2 _ _ hball) ⟨hlo, hhi⟩ + have hopt := brownian_time_field_optional hB hm hBm hBc K F a hfield τ hτ T hb hzero + have hτm := stopping_time_measurable_nnreal hτ + have hBmτ : Measurable (fun ω => B (τ ω) ω) := hBm.comp (hτm.prodMk measurable_id) + have hQmτ : Measurable (fun ω => c.Q (τ ω) ω) := + c.measurable.comp ((NNReal.continuous_coe.measurable.comp hτm).prodMk measurable_id) + have hfm : Measurable (fun ω => F (τ ω) ω (B (τ ω) ω)) := + hφ.continuous.measurable.comp (hQmτ.prodMk hBmτ) + have hfi : Integrable (fun ω => F (τ ω) ω (B (τ ω) ω)) P := by + apply Integrable.of_bound hfm.aestronglyMeasurable (K : ℝ) + exact Eventually.of_forall fun ω => by + simpa only [Real.norm_eq_abs, iteratedDeriv_zero] using + hfield.bound (τ ω) ω (B (τ ω) ω) 0 (by decide) + have hfeq (ω : Ω) : F (τ ω) ω (B (τ ω) ω) = + greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) := + hφeq _ _ (hinside ω (τ ω) le_rfl).1 + refine ⟨hfi.congr (Eventually.of_forall hfeq), ?_⟩ + calc + _ = ∫ ω, F (τ ω) ω (B (τ ω) ω) ∂P := + integral_congr_ae (Eventually.of_forall fun ω => (hfeq ω).symm) + _ = ∫ ω, F 0 ω (B 0 ω) ∂P := hopt + _ = ∫ _, greenLogDensity κ q₀ 0 ∂P := by + apply integral_congr_ae + filter_upwards [hB.eval_zero_ae_eq_zero] with ω hB0 + change φ (c.Q 0 ω, B 0 ω) = _ + have hh : ‖(c.Q 0 ω, B 0 ω)‖ ≤ R := by + simpa only [NNReal.coe_zero] using (hinside ω 0 zero_le).1 + rw [hφeq _ _ hh, c.initial ω, hB0] + _ = greenLogDensity κ q₀ 0 := by simp + +end SLEExactGauge +end + + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/BrownianGenerators.lean b/lean/OAI/Probability/SLE/BrownianGenerators.lean index 6e1af05458c2111ea23b829ae1175005c8092532..77e0dedf9ea71c4ea93bcc0e4e601d99ac034033 100644 --- a/lean/OAI/Probability/SLE/BrownianGenerators.lean +++ b/lean/OAI/Probability/SLE/BrownianGenerators.lean @@ -1,683 +1,683 @@ -import Mathlib - -namespace OAI - -/-! Brownian Generators for chordal SLE. -/ - -section -section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -structure SmoothTimeBrownianField {Ω : Type*} [mΩ : MeasurableSpace Ω] - (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) (K : ℝ≥0) - (F a : ℝ≥0 → Ω → ℝ → ℝ) : Prop where - smooth : ∀ t ω, ContDiff ℝ 3 (F t ω) - adapted : ∀ t j, j ≤ 2 → Measurable[ - (Filtration.natural B (fun t => (hm t).stronglyMeasurable) t).prod (borel ℝ)] - (fun q : Ω × ℝ => iteratedDeriv j (F t q.1) q.2) - joint : ∀ j, j ≤ 2 → Measurable - (fun q : (ℝ≥0 × Ω) × ℝ => iteratedDeriv j (F q.1.1 q.1.2) q.2) - drift_joint : Measurable (fun q : (ℝ≥0 × Ω) × ℝ => a q.1.1 q.1.2 q.2) - bound : ∀ t ω x j, j ≤ 3 → |iteratedDeriv j (F t ω) x| ≤ K - drift_bound : ∀ t ω x, |a t ω x| ≤ K - drift_lipschitz : ∀ t ω x y, |a t ω x - a t ω y| ≤ (K : ℝ) * |x - y| - second_lipschitz : ∀ s t ω x y, - |iteratedDeriv 2 (F t ω) x - iteratedDeriv 2 (F s ω) y| ≤ - (K : ℝ) * (|(t : ℝ) - s| + |x - y|) - time_increment : ∀ s t : ℝ≥0, s ≤ t → ∀ ω x, - F t ω x - F s ω x = ∫ u in (s : ℝ)..(t : ℝ), a u.toNNReal ω x - -noncomputable def brownianFieldDrift {Ω : Type*} - (B : ℝ≥0 → Ω → ℝ) (F a : ℝ≥0 → Ω → ℝ → ℝ) (u : ℝ) (ω : Ω) : ℝ := - a u.toNNReal ω (B u.toNNReal ω) + - (1 / 2 : ℝ) * iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω) - -lemma brownian_increment_indep_natural - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) (s t : ℝ≥0) : - Indep (Filtration.natural B (fun t => (hm t).stronglyMeasurable) s) - ((borel ℝ).comap (fun ω => B (s + t) ω - B s ω)) P := by - have hi := ((hB.indepFun_shift s).comp (measurable_pi_apply t) measurable_id).symm - rw [Filtration.natural_eq_comap B _ s] - exact (IndepFun_iff_Indep _ _ _).mp hi - -lemma brownian_increment_indep_adapted - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) (s t : ℝ≥0) {f : Ω → ℝ} - (hf : Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] f) : - IndepFun f (fun ω => B (s + t) ω - B s ω) P := by - rw [IndepFun_iff_Indep] - exact indep_of_indep_of_le (brownian_increment_indep_natural hB hm s t) hf.comap_le le_rfl - -lemma gaussian_square_memLp_two {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) : - MemLp (fun ω => X ω ^ 2) 2 P := by - have h4 : MemLp X 4 P := hX.hasGaussianLaw.memLp (by norm_num) - apply (memLp_two_iff_integrable_sq (hX.aemeasurable.pow_const 2).aestronglyMeasurable).mpr - have hint := h4.integrable_norm_pow (p := 4) (by decide) - convert hint using 1 - funext ω - rw [Real.norm_eq_abs, show (4 : ℕ) = 2 * 2 from rfl, pow_mul, sq_abs] - -lemma gaussian_centered_square_memLp_two {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) : - MemLp (fun ω => X ω ^ 2 - (δ : ℝ)) 2 P := by - let : IsProbabilityMeasure P := hX.isProbabilityMeasure - exact (gaussian_square_memLp_two hX).sub (memLp_const _) - -lemma gaussian_square_integral (δ : ℝ≥0) : - (∫ x : ℝ, x ^ 2 ∂gaussianReal 0 δ) = δ := by - have h := variance_fun_id_gaussianReal (μ := 0) (v := δ) - rw [variance_eq_integral (X := fun x : ℝ => x) (by fun_prop)] at h - simpa using h - -lemma gaussian_centered_square_integral {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) : - (∫ ω, X ω ^ 2 - (δ : ℝ) ∂P) = 0 := by - have he := hX.integral_comp (f := fun x : ℝ => x ^ 2 - (δ : ℝ)) (by fun_prop) - simp only [Function.comp_apply] at he - rw [he] - have h2 : Integrable (fun x : ℝ => x ^ 2) (gaussianReal 0 δ) := - (memLp_id_gaussianReal (μ := 0) (v := δ) 2).integrable_sq - rw [integral_sub h2 (integrable_const _), gaussian_square_integral] - simp - -lemma real_second_taylor_bound {f : ℝ → ℝ} (hf : ContDiff ℝ 3 f) - (K : ℝ≥0) (hK : ∀ z, |iteratedDeriv 3 f z| ≤ K) (x y : ℝ) : - |f (x + y) - f x - deriv f x * y - (1 / 2 : ℝ) * iteratedDeriv 2 f x * y ^ 2| ≤ - (K : ℝ) * |y| ^ 3 := by - have ht := map_add_eq_sum_add_integral_iteratedFDeriv (n := 2) (x := x) (y := y) - (fun (_t : ℝ) (_ht : _ ∈ Icc (0 : ℝ) 1) => hf.contDiffAt) - simp only [iteratedFDeriv_apply_eq_iteratedDeriv_mul_prod, Finset.prod_const, - Finset.card_univ, Fintype.card_fin, smul_eq_mul] at ht - norm_num [Finset.sum_range_succ, iteratedDeriv_zero, iteratedDeriv_one] at ht - have hi : |∫ t : ℝ in 0..1, (1 - t) ^ 2 * (y ^ 3 * iteratedDeriv 3 f (x + t * y))| ≤ - (K : ℝ) * |y| ^ 3 := by - have h := intervalIntegral.norm_integral_le_of_norm_le_const (C := (K : ℝ) * |y| ^ 3) - (a := (0 : ℝ)) (b := 1) - (f := fun t : ℝ => (1 - t) ^ 2 * (y ^ 3 * iteratedDeriv 3 f (x + t * y))) ?_ - · simpa only [Real.norm_eq_abs, sub_zero, abs_one, mul_one] using h - · intro t ht - have ht' : t ∈ Ioc (0 : ℝ) 1 := by simpa using ht - have ht1 : |1 - t| ≤ 1 := by rw [abs_of_nonneg (by linarith [ht'.2])]; linarith [ht'.1] - simp only [Real.norm_eq_abs, abs_mul, abs_pow] - calc - |1 - t| ^ 2 * (|y| ^ 3 * |iteratedDeriv 3 f (x + t * y)|) ≤ - 1 ^ 2 * (|y| ^ 3 * (K : ℝ)) := by gcongr; exact hK _ - _ = (K : ℝ) * |y| ^ 3 := by ring - have he : f (x + y) - f x - deriv f x * y - (1 / 2 : ℝ) * iteratedDeriv 2 f x * y ^ 2 = - (1 / 2 : ℝ) * ∫ t : ℝ in 0..1, (1 - t) ^ 2 * (y ^ 3 * iteratedDeriv 3 f (x + t * y)) := by - rw [ht] - ring - rw [he, abs_mul, abs_of_nonneg (by norm_num : (0 : ℝ) ≤ 1 / 2)] - nlinarith [show 0 ≤ (K : ℝ) * |y| ^ 3 by positivity] - -noncomputable def standardGaussianAbsMoment (m : ℕ) : ℝ := - ∫ x : ℝ, |x| ^ m ∂gaussianReal 0 1 - -lemma standardGaussianAbsMoment_nonneg (m : ℕ) : 0 ≤ standardGaussianAbsMoment m := - integral_nonneg fun x => pow_nonneg (abs_nonneg x) m - -lemma gaussian_abs_moment_integrable {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) - (m : ℕ) (hm : m ≠ 0) : Integrable (fun ω => |X ω| ^ m) P := by - have hm' : (m : ℝ≥0∞) ≠ ∞ := ENNReal.natCast_ne_top m - have hp : MemLp X m P := hX.hasGaussianLaw.memLp hm' - simpa only [Real.norm_eq_abs] using hp.integrable_norm_pow hm - -lemma gaussian_abs_moment {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) - (m : ℕ) : (∫ ω, |X ω| ^ m ∂P) = (Real.sqrt δ) ^ m * standardGaussianAbsMoment m := by - have he := hX.integral_comp (f := fun x : ℝ => |x| ^ m) (by fun_prop) - simp only [Function.comp_apply] at he - rw [he] - have hm : (gaussianReal 0 1).map (fun x : ℝ => Real.sqrt δ * x) = gaussianReal 0 δ := by - rw [gaussianReal_map_const_mul] - congr 1 - · simp - · ext - simp [Real.sq_sqrt δ.coe_nonneg] - rw [← hm, integral_map (by fun_prop) (by fun_prop)] - simp_rw [abs_mul, mul_pow, abs_of_nonneg (Real.sqrt_nonneg _)] - rw [integral_const_mul] - rfl - -lemma gaussian_abs_cube {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) : - (∫ ω, |X ω| ^ 3 ∂P) = (δ : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 3 := by - rw [gaussian_abs_moment hX] - congr 1 - rw [pow_succ, Real.sq_sqrt δ.coe_nonneg] - -lemma SmoothTimeBrownianField.eval_measurable - {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} - {hm : ∀ t, Measurable (B t)} {K : ℝ≥0} {F a : ℝ≥0 → Ω → ℝ → ℝ} - (hF : SmoothTimeBrownianField B hm K F a) (t : ℝ≥0) (j : ℕ) (hj : j ≤ 2) - {V : Ω → ℝ} (hV : Measurable V) : - Measurable (fun ω => iteratedDeriv j (F t ω) (V ω)) := - (hF.joint j hj).comp ((measurable_const.prodMk measurable_id).prodMk hV) - -lemma SmoothTimeBrownianField.eval_adapted - {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} - {hm : ∀ t, Measurable (B t)} {K : ℝ≥0} {F a : ℝ≥0 → Ω → ℝ → ℝ} - (hF : SmoothTimeBrownianField B hm K F a) (t : ℝ≥0) (j : ℕ) (hj : j ≤ 2) : - Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) t] - (fun ω => iteratedDeriv j (F t ω) (B t ω)) := by - have hBt := (Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable) t).measurable - exact (hF.adapted t j hj).comp (measurable_id.prodMk hBt) - -lemma brownian_increment_orthogonal - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) (s δ : ℝ≥0) {f : Ω → ℝ} - (hf : Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] f) : - (∫ ω, f ω * (B (s + δ) ω - B s ω) ∂P) = 0 := by - have hif := brownian_increment_indep_adapted hB hm s δ hf - have hfm : Measurable f := hf.mono - ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s) le_rfl - have hlaw := (hB.shift s).hasLaw_eval δ - rw [hif.integral_fun_mul_eq_mul_integral hfm.aestronglyMeasurable - ((hm _).sub (hm _)).aestronglyMeasurable, hlaw.integral_eq] - simp - -lemma brownian_centered_square_orthogonal - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) (s δ : ℝ≥0) {f : Ω → ℝ} - (hf : Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] f) : - (∫ ω, f ω * ((B (s + δ) ω - B s ω) ^ 2 - (δ : ℝ)) ∂P) = 0 := by - have hif := (brownian_increment_indep_adapted hB hm s δ hf).comp - measurable_id (by fun_prop : Measurable (fun x : ℝ => x ^ 2 - (δ : ℝ))) - have hfm : Measurable f := hf.mono - ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s) le_rfl - have hlaw := (hB.shift s).hasLaw_eval δ - have he := hif.integral_fun_mul_eq_mul_integral - hfm.aestronglyMeasurable (((hm _).sub (hm _)).pow_const 2 |>.sub measurable_const).aestronglyMeasurable - simp only [Function.comp_apply, id_eq] at he - rw [he, gaussian_centered_square_integral hlaw, mul_zero] - -lemma brownian_set_integral_increment_zero - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) (s δ : ℝ≥0) {f : Ω → ℝ} {E : Set Ω} - (hf : Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] f) - (hE : MeasurableSet[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] E) : - (∫ ω in E, f ω * (B (s + δ) ω - B s ω) ∂P) = 0 := by - have hEm : MeasurableSet E := - (Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s _ hE - have h := brownian_increment_orthogonal hB hm s δ (hf.indicator hE) - rw [← integral_indicator hEm] - convert h using 1 - congr 1 - funext ω - by_cases hω : ω ∈ E <;> simp [hω] - -lemma brownian_set_integral_square - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) (s δ C : ℝ≥0) {f : Ω → ℝ} {E : Set Ω} - (hf : Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] f) - (hbound : ∀ ω, |f ω| ≤ C) - (hE : MeasurableSet[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] E) : - (∫ ω in E, f ω * (B (s + δ) ω - B s ω) ^ 2 ∂P) = - (δ : ℝ) * ∫ ω in E, f ω ∂P := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - have hEm : MeasurableSet E := - (Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s _ hE - have hfm := hf.mono ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s) le_rfl - have hfi : Integrable f (P.restrict E) := - Integrable.of_bound hfm.aestronglyMeasurable _ (Eventually.of_forall fun ω => by - simpa only [Real.norm_eq_abs] using hbound ω) - have hi2 : Integrable (fun ω => (B (s + δ) ω - B s ω) ^ 2) (P.restrict E) := - ((hB.shift s).hasLaw_eval δ).hasGaussianLaw.memLp_two.integrable_sq.restrict - have hprod := hi2.bdd_mul hfm.aestronglyMeasurable - (Eventually.of_forall fun ω => by simpa only [Real.norm_eq_abs] using hbound ω) - have h := brownian_centered_square_orthogonal hB hm s δ (hf.indicator hE) - have hz : (∫ ω in E, f ω * ((B (s + δ) ω - B s ω) ^ 2 - (δ : ℝ)) ∂P) = 0 := by - rw [← integral_indicator hEm] - convert h using 1 - congr 1 - funext ω - by_cases hω : ω ∈ E <;> simp [hω] - simp_rw [mul_sub] at hz - rw [integral_sub hprod (hfi.mul_const _), integral_mul_const] at hz - linarith - -lemma smooth_field_taylor_set_error - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) - (K : ℝ≥0) {F a : ℝ≥0 → Ω → ℝ → ℝ} - (hF : SmoothTimeBrownianField B hm K F a) - (s δ : ℝ≥0) {E : Set Ω} - (hE : MeasurableSet[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] E) : - |(∫ ω in E, F s ω (B (s + δ) ω) - F s ω (B s ω) ∂P) - - (1 / 2 : ℝ) * (δ : ℝ) * ∫ ω in E, iteratedDeriv 2 (F s ω) (B s ω) ∂P| ≤ - (K : ℝ) * (δ : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 3 := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - let X (ω : Ω) := B (s + δ) ω - B s ω - let c₁ (ω : Ω) := iteratedDeriv 1 (F s ω) (B s ω) - let c₂ (ω : Ω) := iteratedDeriv 2 (F s ω) (B s ω) - let T (ω : Ω) := F s ω (B (s + δ) ω) - F s ω (B s ω) - let R (ω : Ω) := T ω - c₁ ω * X ω - (1 / 2 : ℝ) * (c₂ ω * X ω ^ 2) - have hXlaw : HasLaw X (gaussianReal 0 δ) P := (hB.shift s).hasLaw_eval δ - have hXm : Measurable X := (hm _).sub (hm _) - have hc₁m : Measurable c₁ := hF.eval_measurable s 1 (by decide) (hm s) - have hc₂m : Measurable c₂ := hF.eval_measurable s 2 (by decide) (hm s) - have hc₁b (ω) : |c₁ ω| ≤ K := hF.bound s ω _ 1 (by decide) - have hc₂b (ω) : |c₂ ω| ≤ K := hF.bound s ω _ 2 (by decide) - have hI (t : ℝ≥0) : Integrable (fun ω => F s ω (B t ω)) (P.restrict E) := by - have hm' : Measurable (fun ω => F s ω (B t ω)) := by - simpa only [iteratedDeriv_zero] using hF.eval_measurable s 0 (by decide) (hm t) - refine Integrable.of_bound hm'.aestronglyMeasurable K (Eventually.of_forall fun ω => ?_) - simpa only [Real.norm_eq_abs, iteratedDeriv_zero] using hF.bound s ω (B t ω) 0 (by decide) - have hTi : Integrable T (P.restrict E) := (hI _).sub (hI _) - have hlin : Integrable (fun ω => c₁ ω * X ω) (P.restrict E) := - hXlaw.hasGaussianLaw.integrable.restrict.bdd_mul hc₁m.aestronglyMeasurable - (Eventually.of_forall fun ω => by simpa only [Real.norm_eq_abs] using hc₁b ω) - have hquad : Integrable (fun ω => c₂ ω * X ω ^ 2) (P.restrict E) := - hXlaw.hasGaussianLaw.memLp_two.integrable_sq.restrict.bdd_mul hc₂m.aestronglyMeasurable - (Eventually.of_forall fun ω => by simpa only [Real.norm_eq_abs] using hc₂b ω) - have hRi : Integrable R (P.restrict E) := (hTi.sub hlin).sub (hquad.const_mul _) - have hlin0 : (∫ ω in E, c₁ ω * X ω ∂P) = 0 := - brownian_set_integral_increment_zero hB hm s δ (hF.eval_adapted s 1 (by decide)) hE - have hquad0 : (∫ ω in E, c₂ ω * X ω ^ 2 ∂P) = (δ : ℝ) * ∫ ω in E, c₂ ω ∂P := - brownian_set_integral_square hB hm s δ K (hF.eval_adapted s 2 (by decide)) hc₂b hE - have hRint : (∫ ω in E, R ω ∂P) = (∫ ω in E, T ω ∂P) - - (1 / 2 : ℝ) * (δ : ℝ) * ∫ ω in E, c₂ ω ∂P := by - dsimp only [R] - have hsubi : Integrable (fun ω => T ω - c₁ ω * X ω) (P.restrict E) := hTi.sub hlin - rw [integral_sub hsubi (hquad.const_mul (1 / 2 : ℝ)), integral_sub hTi hlin, - hlin0, sub_zero, integral_const_mul, hquad0] - ring - have hRb (ω) : |R ω| ≤ (K : ℝ) * |X ω| ^ 3 := by - have h := real_second_taylor_bound (hF.smooth s ω) K - (fun z => hF.bound s ω z 3 (by decide)) (B s ω) (X ω) - have he : B s ω + X ω = B (s + δ) ω := by dsimp [X]; ring - rw [he] at h - simpa only [R, T, c₁, c₂, iteratedDeriv_one, mul_assoc] using h - change |(∫ ω in E, T ω ∂P) - (1 / 2 : ℝ) * (δ : ℝ) * ∫ ω in E, c₂ ω ∂P| ≤ _ - rw [← hRint] - have hcube := gaussian_abs_moment_integrable hXlaw 3 (by decide) - calc - |∫ ω in E, R ω ∂P| ≤ ∫ ω in E, |R ω| ∂P := by - simpa only [Real.norm_eq_abs] using norm_integral_le_integral_norm (μ := P.restrict E) R - _ ≤ ∫ ω in E, (K : ℝ) * |X ω| ^ 3 ∂P := - integral_mono hRi.abs (hcube.restrict.const_mul _) hRb - _ ≤ ∫ ω, (K : ℝ) * |X ω| ^ 3 ∂P := - integral_mono_measure Measure.restrict_le_self - (Eventually.of_forall fun _ => by positivity) (hcube.const_mul _) - _ = (K : ℝ) * (δ : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 3 := by - rw [integral_const_mul, gaussian_abs_cube hXlaw] - ring - -lemma brownian_expected_abs_increment_le - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (r t δ : ℝ≥0) (hgap : |(t : ℝ) - r| ≤ δ) (E : Set Ω) : - (∫ ω in E, |B t ω - B r ω| ∂P) ≤ Real.sqrt δ * standardGaussianAbsMoment 1 := by - have hlaw : HasLaw (fun ω => B t ω - B r ω) - (gaussianReal 0 (nndist (t : ℝ) (r : ℝ))) P := hB.hasLaw_sub t r - have hint : Integrable (fun ω => |B t ω - B r ω|) P := hlaw.hasGaussianLaw.integrable.abs - calc - (∫ ω in E, |B t ω - B r ω| ∂P) ≤ ∫ ω, |B t ω - B r ω| ∂P := - integral_mono_measure Measure.restrict_le_self - (Eventually.of_forall fun _ => abs_nonneg _) hint - _ = Real.sqrt (nndist (t : ℝ) (r : ℝ)) * standardGaussianAbsMoment 1 := by - simpa only [pow_one, Pi.sub_apply] using gaussian_abs_moment hlaw 1 - _ ≤ Real.sqrt δ * standardGaussianAbsMoment 1 := by - apply mul_le_mul_of_nonneg_right _ (standardGaussianAbsMoment_nonneg 1) - apply Real.sqrt_le_sqrt - simpa only [coe_nndist, Real.dist_eq] using hgap - -lemma bounded_interval_integral_integrable - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P] - (a b : ℝ) (hab : a ≤ b) (G : ℝ → Ω → ℝ) - (hG : Measurable (Function.uncurry G)) (C : ℝ) - (hbound : ∀ u ω, |G u ω| ≤ C) : - Integrable (fun ω => ∫ u in a..b, G u ω) P := by - have hI : Integrable (Function.uncurry G) ((volume.restrict (Ioc a b)).prod P) := - Integrable.of_bound hG.aestronglyMeasurable C - (Eventually.of_forall fun q => by simpa only [Real.norm_eq_abs, Function.uncurry] using hbound q.1 q.2) - simpa only [intervalIntegral.integral_of_le hab, Function.uncurry] using hI.integral_prod_right - -lemma bounded_interval_integral_expectation_bound - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P] - (a b : ℝ) (hab : a ≤ b) (G : ℝ → Ω → ℝ) - (hG : Measurable (Function.uncurry G)) (C D : ℝ) - (hbound : ∀ u ω, |G u ω| ≤ C) - (hmean : ∀ u ∈ Ioc a b, |∫ ω, G u ω ∂P| ≤ D) : - |∫ ω, (∫ u in a..b, G u ω) ∂P| ≤ D * (b - a) := by - have hI : Integrable (Function.uncurry G) ((volume.restrict (Ioc a b)).prod P) := - Integrable.of_bound hG.aestronglyMeasurable C - (Eventually.of_forall fun q => by simpa only [Real.norm_eq_abs, Function.uncurry] using hbound q.1 q.2) - simp_rw [intervalIntegral.integral_of_le hab] - rw [← integral_integral_swap hI] - have h := intervalIntegral.norm_integral_le_of_norm_le_const (a := a) (b := b) - (f := fun u => ∫ ω, G u ω ∂P) (C := D) (fun u hu => by - simpa only [Real.norm_eq_abs] using hmean u (by simpa only [uIoc_of_le hab] using hu)) - simpa only [Real.norm_eq_abs, intervalIntegral.integral_of_le hab, - abs_of_nonneg (sub_nonneg.mpr hab)] using h - -lemma bounded_time_section_intervalIntegrable - {Ω : Type*} [MeasurableSpace Ω] (a b : ℝ) (hab : a ≤ b) - (G : ℝ → Ω → ℝ) (hG : Measurable (Function.uncurry G)) (C : ℝ) - (hbound : ∀ u ω, |G u ω| ≤ C) (ω : Ω) : - IntervalIntegrable (fun u => G u ω) volume a b := by - rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hab] - apply Integrable.of_bound ((hG.comp (measurable_id.prodMk measurable_const)).aestronglyMeasurable) C - exact Eventually.of_forall fun u => by simpa only [Real.norm_eq_abs, Function.comp_apply, Function.uncurry, id_eq] using hbound u ω - -lemma smooth_field_time_set_error - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (K : ℝ≥0) {F a : ℝ≥0 → Ω → ℝ → ℝ} - (hF : SmoothTimeBrownianField B hm K F a) (s δ : ℝ≥0) (E : Set Ω) : - |(∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B (s + δ) ω) ∂P) - - ∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), a u.toNNReal ω (B u.toNNReal ω)) ∂P| ≤ - (K : ℝ) * (δ : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 1 := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - let C (u : ℝ) (ω : Ω) := a u.toNNReal ω (B (s + δ) ω) - let D (u : ℝ) (ω : Ω) := a u.toNNReal ω (B u.toNNReal ω) - let G (u : ℝ) (ω : Ω) := C u ω - D u ω - have htime : Measurable (fun q : ℝ × Ω => (q.1.toNNReal, q.2)) := by fun_prop - have hC : Measurable (Function.uncurry C) := - hF.drift_joint.comp (htime.prodMk ((hm (s + δ)).comp measurable_snd)) - have hD : Measurable (Function.uncurry D) := - hF.drift_joint.comp (htime.prodMk (hBm.comp htime)) - have hG : Measurable (Function.uncurry G) := hC.sub hD - have hCb (u ω) : |C u ω| ≤ K := hF.drift_bound _ _ _ - have hDb (u ω) : |D u ω| ≤ K := hF.drift_bound _ _ _ - have hGb (u ω) : |G u ω| ≤ 2 * (K : ℝ) := by - exact (abs_sub _ _).trans (by linarith [hCb u ω, hDb u ω]) - have hle : (s : ℝ) ≤ (s + δ : ℝ≥0) := by - simp only [NNReal.coe_add]; exact le_add_of_nonneg_right δ.coe_nonneg - have hCI := bounded_interval_integral_integrable (P := P.restrict E) _ _ hle C hC K hCb - have hDI := bounded_interval_integral_integrable (P := P.restrict E) _ _ hle D hD K hDb - have he : (∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B (s + δ) ω) ∂P) - - (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), D u ω) ∂P) = - ∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), G u ω) ∂P := by - simp_rw [hF.time_increment s (s + δ) (le_add_of_nonneg_right (zero_le))] - change (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), C u ω) ∂P) - _ = _ - rw [← integral_sub hCI hDI] - apply integral_congr_ae - exact Eventually.of_forall fun ω => - (intervalIntegral.integral_sub - (bounded_time_section_intervalIntegrable _ _ hle C hC K hCb ω) - (bounded_time_section_intervalIntegrable _ _ hle D hD K hDb ω)).symm - change |(∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B (s + δ) ω) ∂P) - - (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), D u ω) ∂P)| ≤ _ - rw [he] - have hmean (u : ℝ) (hu : u ∈ Ioc (s : ℝ) (s + δ : ℝ≥0)) : - |∫ ω in E, G u ω ∂P| ≤ (K : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 1 := by - have hgi : Integrable (G u) (P.restrict E) := - Integrable.of_bound (hG.comp (measurable_const.prodMk measurable_id)).aestronglyMeasurable - (2 * (K : ℝ)) (Eventually.of_forall fun ω => by - simpa only [Real.norm_eq_abs] using hGb u ω) - have hxi : Integrable (fun ω => |B (s + δ) ω - B u.toNNReal ω|) (P.restrict E) := - ((hB.hasLaw_sub (s + δ) u.toNNReal).hasGaussianLaw.integrable.abs).restrict - have hgap : |((s + δ : ℝ≥0) : ℝ) - (u.toNNReal : ℝ)| ≤ δ := by - rw [Real.coe_toNNReal _ (le_trans s.coe_nonneg hu.1.le), - abs_of_nonneg (sub_nonneg.mpr hu.2), NNReal.coe_add] - linarith [hu.1] - calc - |∫ ω in E, G u ω ∂P| ≤ ∫ ω in E, |G u ω| ∂P := by - simpa only [Real.norm_eq_abs] using norm_integral_le_integral_norm (μ := P.restrict E) (G u) - _ ≤ ∫ ω in E, (K : ℝ) * |B (s + δ) ω - B u.toNNReal ω| ∂P := - integral_mono hgi.abs (hxi.const_mul _) (fun ω => hF.drift_lipschitz _ _ _ _) - _ = (K : ℝ) * ∫ ω in E, |B (s + δ) ω - B u.toNNReal ω| ∂P := integral_const_mul _ _ - _ ≤ (K : ℝ) * (Real.sqrt δ * standardGaussianAbsMoment 1) := - mul_le_mul_of_nonneg_left (brownian_expected_abs_increment_le hB _ _ _ hgap E) K.coe_nonneg - _ = (K : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 1 := by ring - have hb := bounded_interval_integral_expectation_bound (P := P.restrict E) _ _ hle G hG - (2 * (K : ℝ)) ((K : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 1) hGb hmean - simpa only [NNReal.coe_add, add_sub_cancel_left, mul_right_comm, mul_assoc] using hb - -lemma smooth_field_second_mean_error - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (K : ℝ≥0) {F a : ℝ≥0 → Ω → ℝ → ℝ} - (hF : SmoothTimeBrownianField B hm K F a) (s δ : ℝ≥0) (E : Set Ω) - (u : ℝ) (hu : u ∈ Ioc (s : ℝ) (s + δ : ℝ≥0)) : - |∫ ω in E, iteratedDeriv 2 (F s ω) (B s ω) - - iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω) ∂P| ≤ - (K : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - let C (u : ℝ) (ω : Ω) := iteratedDeriv 2 (F s ω) (B s ω) - let D (u : ℝ) (ω : Ω) := iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω) - let G (u : ℝ) (ω : Ω) := C u ω - D u ω - have htime : Measurable (fun q : ℝ × Ω => (q.1.toNNReal, q.2)) := by fun_prop - have hC : Measurable (Function.uncurry C) := - (hF.eval_measurable s 2 (by decide) (hm s)).comp measurable_snd - have hD : Measurable (Function.uncurry D) := by - change Measurable (fun q : ℝ × Ω => - iteratedDeriv 2 (F q.1.toNNReal q.2) (B q.1.toNNReal q.2)) - simpa only [Function.comp_def] using - (hF.joint 2 (by decide)).comp (htime.prodMk (hBm.comp htime)) - have hG : Measurable (Function.uncurry G) := hC.sub hD - have hCb (u ω) : |C u ω| ≤ K := hF.bound _ _ _ 2 (by decide) - have hDb (u ω) : |D u ω| ≤ K := hF.bound _ _ _ 2 (by decide) - have hGb (u ω) : |G u ω| ≤ 2 * (K : ℝ) := - (abs_sub _ _).trans (by linarith [hCb u ω, hDb u ω]) - have hgi : Integrable (G u) (P.restrict E) := - Integrable.of_bound (hG.comp (measurable_const.prodMk measurable_id)).aestronglyMeasurable - (2 * (K : ℝ)) (Eventually.of_forall fun ω => by - simpa only [Real.norm_eq_abs] using hGb u ω) - have hxi : Integrable (fun ω => |B u.toNNReal ω - B s ω|) (P.restrict E) := - ((hB.hasLaw_sub u.toNNReal s).hasGaussianLaw.integrable.abs).restrict - have hgap : |(u.toNNReal : ℝ) - (s : ℝ)| ≤ δ := by - rw [Real.coe_toNNReal _ (le_trans s.coe_nonneg hu.1.le), abs_of_nonneg (sub_nonneg.mpr hu.1.le)] - have hh := hu.2 - simp only [NNReal.coe_add] at hh - linarith - have hpoint (ω) : |G u ω| ≤ (K : ℝ) * ((δ : ℝ) + |B u.toNNReal ω - B s ω|) := by - calc - |G u ω| = |D u ω - C u ω| := abs_sub_comm _ _ - _ ≤ (K : ℝ) * (|(u.toNNReal : ℝ) - (s : ℝ)| + |B u.toNNReal ω - B s ω|) := - hF.second_lipschitz s u.toNNReal ω _ _ - _ ≤ (K : ℝ) * ((δ : ℝ) + |B u.toNNReal ω - B s ω|) := - mul_le_mul_of_nonneg_left (add_le_add hgap le_rfl) K.coe_nonneg - have hconst : (∫ _ω in E, (δ : ℝ) ∂P) ≤ δ := by - calc - (∫ _ω in E, (δ : ℝ) ∂P) ≤ ∫ _ω, (δ : ℝ) ∂P := - integral_mono_measure Measure.restrict_le_self - (Eventually.of_forall fun _ => δ.coe_nonneg) (integrable_const _) - _ = δ := by simp - calc - |∫ ω in E, G u ω ∂P| ≤ ∫ ω in E, |G u ω| ∂P := by - simpa only [Real.norm_eq_abs] using norm_integral_le_integral_norm (μ := P.restrict E) (G u) - _ ≤ ∫ ω in E, (K : ℝ) * ((δ : ℝ) + |B u.toNNReal ω - B s ω|) ∂P := - integral_mono hgi.abs (((integrable_const _).add hxi).const_mul _) hpoint - _ = (K : ℝ) * ((∫ _ω in E, (δ : ℝ) ∂P) + - ∫ ω in E, |B u.toNNReal ω - B s ω| ∂P) := by - rw [integral_const_mul, integral_add (integrable_const _) hxi] - _ ≤ (K : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) := - mul_le_mul_of_nonneg_left - (add_le_add hconst (brownian_expected_abs_increment_le hB _ _ _ hgap E)) K.coe_nonneg - -lemma smooth_field_second_set_error - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (K : ℝ≥0) {F a : ℝ≥0 → Ω → ℝ → ℝ} - (hF : SmoothTimeBrownianField B hm K F a) (s δ : ℝ≥0) (E : Set Ω) : - |(δ : ℝ) * (∫ ω in E, iteratedDeriv 2 (F s ω) (B s ω) ∂P) - - ∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), - iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω)) ∂P| ≤ - (K : ℝ) * (δ : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - let C (u : ℝ) (ω : Ω) := iteratedDeriv 2 (F s ω) (B s ω) - let D (u : ℝ) (ω : Ω) := iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω) - let G (u : ℝ) (ω : Ω) := C u ω - D u ω - have htime : Measurable (fun q : ℝ × Ω => (q.1.toNNReal, q.2)) := by fun_prop - have hC : Measurable (Function.uncurry C) := - (hF.eval_measurable s 2 (by decide) (hm s)).comp measurable_snd - have hD : Measurable (Function.uncurry D) := by - change Measurable (fun q : ℝ × Ω => - iteratedDeriv 2 (F q.1.toNNReal q.2) (B q.1.toNNReal q.2)) - simpa only [Function.comp_def] using - (hF.joint 2 (by decide)).comp (htime.prodMk (hBm.comp htime)) - have hG : Measurable (Function.uncurry G) := hC.sub hD - have hCb (u ω) : |C u ω| ≤ K := hF.bound _ _ _ 2 (by decide) - have hDb (u ω) : |D u ω| ≤ K := hF.bound _ _ _ 2 (by decide) - have hGb (u ω) : |G u ω| ≤ 2 * (K : ℝ) := - (abs_sub _ _).trans (by linarith [hCb u ω, hDb u ω]) - have hle : (s : ℝ) ≤ (s + δ : ℝ≥0) := by - simp only [NNReal.coe_add]; exact le_add_of_nonneg_right δ.coe_nonneg - have hCI := bounded_interval_integral_integrable (P := P.restrict E) _ _ hle C hC K hCb - have hDI := bounded_interval_integral_integrable (P := P.restrict E) _ _ hle D hD K hDb - have he : (δ : ℝ) * (∫ ω in E, C 0 ω ∂P) - - (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), D u ω) ∂P) = - ∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), G u ω) ∂P := by - have hconst : (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), C u ω) ∂P) = - (δ : ℝ) * ∫ ω in E, C 0 ω ∂P := by - simp only [C, intervalIntegral.integral_const, NNReal.coe_add, - add_sub_cancel_left, smul_eq_mul, integral_const_mul] - rw [← hconst, ← integral_sub hCI hDI] - apply integral_congr_ae - exact Eventually.of_forall fun ω => - (intervalIntegral.integral_sub - (bounded_time_section_intervalIntegrable _ _ hle C hC K hCb ω) - (bounded_time_section_intervalIntegrable _ _ hle D hD K hDb ω)).symm - change |(δ : ℝ) * (∫ ω in E, C 0 ω ∂P) - - (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), D u ω) ∂P)| ≤ _ - rw [he] - have hmean (u : ℝ) (hu : u ∈ Ioc (s : ℝ) (s + δ : ℝ≥0)) : - |∫ ω in E, G u ω ∂P| ≤ (K : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) := - smooth_field_second_mean_error hB hm hBm K hF s δ E u hu - have hb := bounded_interval_integral_expectation_bound (P := P.restrict E) _ _ hle G hG - (2 * (K : ℝ)) ((K : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1)) hGb hmean - calc - _ ≤ (K : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) * - (((s + δ : ℝ≥0) : ℝ) - s) := hb - _ = _ := by simp only [NNReal.coe_add]; ring - -lemma SmoothTimeBrownianField.eval_integrable - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {K : ℝ≥0} {F a : ℝ≥0 → Ω → ℝ → ℝ} - (hF : SmoothTimeBrownianField B hm K F a) (t : ℝ≥0) (j : ℕ) (hj : j ≤ 2) - {V : Ω → ℝ} (hV : Measurable V) : - Integrable (fun ω => iteratedDeriv j (F t ω) (V ω)) P := by - apply Integrable.of_bound (hF.eval_measurable t j hj hV).aestronglyMeasurable K - exact Eventually.of_forall fun ω => by - simpa only [Real.norm_eq_abs] using hF.bound t ω (V ω) j (by omega) - -lemma SmoothTimeBrownianField.deriv_real_joint - {Ω : Type*} [MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {K : ℝ≥0} {F a : ℝ≥0 → Ω → ℝ → ℝ} - (hF : SmoothTimeBrownianField B hm K F a) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) (j : ℕ) (hj : j ≤ 2) : - Measurable (fun q : ℝ × Ω => iteratedDeriv j (F q.1.toNNReal q.2) (B q.1.toNNReal q.2)) := by - have ht : Measurable (fun q : ℝ × Ω => (q.1.toNNReal, q.2)) := by fun_prop - simpa only [Function.comp_def] using (hF.joint j hj).comp (ht.prodMk (hBm.comp ht)) - -lemma SmoothTimeBrownianField.drift_real_joint - {Ω : Type*} [MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {K : ℝ≥0} {F a : ℝ≥0 → Ω → ℝ → ℝ} - (hF : SmoothTimeBrownianField B hm K F a) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) : - Measurable (fun q : ℝ × Ω => a q.1.toNNReal q.2 (B q.1.toNNReal q.2)) := by - have ht : Measurable (fun q : ℝ × Ω => (q.1.toNNReal, q.2)) := by fun_prop - exact hF.drift_joint.comp (ht.prodMk (hBm.comp ht)) - -lemma bounded_interval_integral_expectation_add - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P] - (a b c : ℝ) (hab : a ≤ b) (G H : ℝ → Ω → ℝ) - (hG : Measurable (Function.uncurry G)) (hH : Measurable (Function.uncurry H)) - (C D : ℝ) (hGb : ∀ u ω, |G u ω| ≤ C) (hHb : ∀ u ω, |H u ω| ≤ D) : - (∫ ω, (∫ u in a..b, G u ω + c * H u ω) ∂P) = - (∫ ω, (∫ u in a..b, G u ω) ∂P) + c * (∫ ω, (∫ u in a..b, H u ω) ∂P) := by - have hGI := bounded_interval_integral_integrable a b hab G hG C hGb (P := P) - have hHI := bounded_interval_integral_integrable a b hab H hH D hHb (P := P) - calc - _ = ∫ ω, ((∫ u in a..b, G u ω) + c * (∫ u in a..b, H u ω)) ∂P := by - apply integral_congr_ae - filter_upwards [] with ω - rw [intervalIntegral.integral_add - (bounded_time_section_intervalIntegrable a b hab G hG C hGb ω) - ((bounded_time_section_intervalIntegrable a b hab H hH D hHb ω).const_mul c), - intervalIntegral.integral_const_mul] - _ = _ := by rw [integral_add hGI (hHI.const_mul c), integral_const_mul] - -noncomputable def dynkinRate (δ : ℝ≥0) : ℝ := - Real.sqrt δ * standardGaussianAbsMoment 3 + Real.sqrt δ * standardGaussianAbsMoment 1 + - (1 / 2 : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) - -lemma dynkinRate_tendsto_zero : Tendsto dynkinRate (𝓝 0) (𝓝 0) := by - have hc : Continuous dynkinRate := by unfold dynkinRate; fun_prop - simpa [ContinuousAt, dynkinRate] using hc.continuousAt (x := 0) - -lemma abs_dynkin_algebra_bound (T A S I J eT eA eS δ : ℝ) - (hT : |T - (1 / 2 : ℝ) * δ * S| ≤ eT) - (hA : |A - I| ≤ eA) (hS : |δ * S - J| ≤ eS) : - |(T + A) - (I + (1 / 2 : ℝ) * J)| ≤ eT + eA + (1 / 2 : ℝ) * eS := by - have he : (T + A) - (I + (1 / 2 : ℝ) * J) = - (T - (1 / 2 : ℝ) * δ * S) + (A - I) + (1 / 2 : ℝ) * (δ * S - J) := by ring - rw [he] - calc - _ ≤ |T - (1 / 2 : ℝ) * δ * S| + |A - I| + |(1 / 2 : ℝ) * (δ * S - J)| := - (abs_add_le _ _).trans (add_le_add (abs_add_le _ _) le_rfl) - _ = |T - (1 / 2 : ℝ) * δ * S| + |A - I| + (1 / 2 : ℝ) * |δ * S - J| := by - rw [abs_mul]; norm_num - _ ≤ _ := add_le_add (add_le_add hT hA) (mul_le_mul_of_nonneg_left hS (by norm_num)) - -lemma smooth_field_one_step_error - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (K : ℝ≥0) {F a : ℝ≥0 → Ω → ℝ → ℝ} - (hF : SmoothTimeBrownianField B hm K F a) (s δ : ℝ≥0) {E : Set Ω} - (hE : MeasurableSet[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] E) : - |(∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B s ω) ∂P) - - (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), brownianFieldDrift B F a u ω) ∂P)| ≤ - (K : ℝ) * (δ : ℝ) * dynkinRate δ := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - have hI (v t : ℝ≥0) : Integrable (fun ω => F v ω (B t ω)) (P.restrict E) := by - simpa only [iteratedDeriv_zero] using hF.eval_integrable v 0 (by decide) (hm t) (P := P.restrict E) - have hsplit : (∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B s ω) ∂P) = - (∫ ω in E, F s ω (B (s + δ) ω) - F s ω (B s ω) ∂P) + - (∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B (s + δ) ω) ∂P) := by - rw [integral_sub (hI _ _) (hI _ _), integral_sub (hI _ _) (hI _ _), - integral_sub (hI _ _) (hI _ _)] - ring - have hle : (s : ℝ) ≤ (s + δ : ℝ≥0) := by - simp only [NNReal.coe_add]; exact le_add_of_nonneg_right δ.coe_nonneg - have hsplitD : (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), brownianFieldDrift B F a u ω) ∂P) = - (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), a u.toNNReal ω (B u.toNNReal ω)) ∂P) + - (1 / 2 : ℝ) * (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), - iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω)) ∂P) := by - apply bounded_interval_integral_expectation_add _ _ _ hle _ _ - (hF.drift_real_joint hBm) (hF.deriv_real_joint hBm 2 (by decide)) (K : ℝ) (K : ℝ) - · exact fun u ω => hF.drift_bound _ _ _ - · exact fun u ω => hF.bound _ _ _ 2 (by decide) - rw [hsplit, hsplitD] - have h := abs_dynkin_algebra_bound _ _ _ _ _ _ _ _ _ - (smooth_field_taylor_set_error hB hm K hF s δ hE) - (smooth_field_time_set_error hB hm hBm K hF s δ E) - (smooth_field_second_set_error hB hm hBm K hF s δ E) - convert h using 1 - unfold dynkinRate - ring - - - -end SLEExactGauge -end -end - -end OAI +import Mathlib + +namespace OAI + +/-! Brownian Generators for chordal SLE. -/ + +section +section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +structure SmoothTimeBrownianField {Ω : Type*} [mΩ : MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) (K : ℝ≥0) + (F a : ℝ≥0 → Ω → ℝ → ℝ) : Prop where + smooth : ∀ t ω, ContDiff ℝ 3 (F t ω) + adapted : ∀ t j, j ≤ 2 → Measurable[ + (Filtration.natural B (fun t => (hm t).stronglyMeasurable) t).prod (borel ℝ)] + (fun q : Ω × ℝ => iteratedDeriv j (F t q.1) q.2) + joint : ∀ j, j ≤ 2 → Measurable + (fun q : (ℝ≥0 × Ω) × ℝ => iteratedDeriv j (F q.1.1 q.1.2) q.2) + drift_joint : Measurable (fun q : (ℝ≥0 × Ω) × ℝ => a q.1.1 q.1.2 q.2) + bound : ∀ t ω x j, j ≤ 3 → |iteratedDeriv j (F t ω) x| ≤ K + drift_bound : ∀ t ω x, |a t ω x| ≤ K + drift_lipschitz : ∀ t ω x y, |a t ω x - a t ω y| ≤ (K : ℝ) * |x - y| + second_lipschitz : ∀ s t ω x y, + |iteratedDeriv 2 (F t ω) x - iteratedDeriv 2 (F s ω) y| ≤ + (K : ℝ) * (|(t : ℝ) - s| + |x - y|) + time_increment : ∀ s t : ℝ≥0, s ≤ t → ∀ ω x, + F t ω x - F s ω x = ∫ u in (s : ℝ)..(t : ℝ), a u.toNNReal ω x + +noncomputable def brownianFieldDrift {Ω : Type*} + (B : ℝ≥0 → Ω → ℝ) (F a : ℝ≥0 → Ω → ℝ → ℝ) (u : ℝ) (ω : Ω) : ℝ := + a u.toNNReal ω (B u.toNNReal ω) + + (1 / 2 : ℝ) * iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω) + +lemma brownian_increment_indep_natural + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (s t : ℝ≥0) : + Indep (Filtration.natural B (fun t => (hm t).stronglyMeasurable) s) + ((borel ℝ).comap (fun ω => B (s + t) ω - B s ω)) P := by + have hi := ((hB.indepFun_shift s).comp (measurable_pi_apply t) measurable_id).symm + rw [Filtration.natural_eq_comap B _ s] + exact (IndepFun_iff_Indep _ _ _).mp hi + +lemma brownian_increment_indep_adapted + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (s t : ℝ≥0) {f : Ω → ℝ} + (hf : Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] f) : + IndepFun f (fun ω => B (s + t) ω - B s ω) P := by + rw [IndepFun_iff_Indep] + exact indep_of_indep_of_le (brownian_increment_indep_natural hB hm s t) hf.comap_le le_rfl + +lemma gaussian_square_memLp_two {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) : + MemLp (fun ω => X ω ^ 2) 2 P := by + have h4 : MemLp X 4 P := hX.hasGaussianLaw.memLp (by norm_num) + apply (memLp_two_iff_integrable_sq (hX.aemeasurable.pow_const 2).aestronglyMeasurable).mpr + have hint := h4.integrable_norm_pow (p := 4) (by decide) + convert hint using 1 + funext ω + rw [Real.norm_eq_abs, show (4 : ℕ) = 2 * 2 from rfl, pow_mul, sq_abs] + +lemma gaussian_centered_square_memLp_two {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) : + MemLp (fun ω => X ω ^ 2 - (δ : ℝ)) 2 P := by + let : IsProbabilityMeasure P := hX.isProbabilityMeasure + exact (gaussian_square_memLp_two hX).sub (memLp_const _) + +lemma gaussian_square_integral (δ : ℝ≥0) : + (∫ x : ℝ, x ^ 2 ∂gaussianReal 0 δ) = δ := by + have h := variance_fun_id_gaussianReal (μ := 0) (v := δ) + rw [variance_eq_integral (X := fun x : ℝ => x) (by fun_prop)] at h + simpa using h + +lemma gaussian_centered_square_integral {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) : + (∫ ω, X ω ^ 2 - (δ : ℝ) ∂P) = 0 := by + have he := hX.integral_comp (f := fun x : ℝ => x ^ 2 - (δ : ℝ)) (by fun_prop) + simp only [Function.comp_apply] at he + rw [he] + have h2 : Integrable (fun x : ℝ => x ^ 2) (gaussianReal 0 δ) := + (memLp_id_gaussianReal (μ := 0) (v := δ) 2).integrable_sq + rw [integral_sub h2 (integrable_const _), gaussian_square_integral] + simp + +lemma real_second_taylor_bound {f : ℝ → ℝ} (hf : ContDiff ℝ 3 f) + (K : ℝ≥0) (hK : ∀ z, |iteratedDeriv 3 f z| ≤ K) (x y : ℝ) : + |f (x + y) - f x - deriv f x * y - (1 / 2 : ℝ) * iteratedDeriv 2 f x * y ^ 2| ≤ + (K : ℝ) * |y| ^ 3 := by + have ht := map_add_eq_sum_add_integral_iteratedFDeriv (n := 2) (x := x) (y := y) + (fun (_t : ℝ) (_ht : _ ∈ Icc (0 : ℝ) 1) => hf.contDiffAt) + simp only [iteratedFDeriv_apply_eq_iteratedDeriv_mul_prod, Finset.prod_const, + Finset.card_univ, Fintype.card_fin, smul_eq_mul] at ht + norm_num [Finset.sum_range_succ, iteratedDeriv_zero, iteratedDeriv_one] at ht + have hi : |∫ t : ℝ in 0..1, (1 - t) ^ 2 * (y ^ 3 * iteratedDeriv 3 f (x + t * y))| ≤ + (K : ℝ) * |y| ^ 3 := by + have h := intervalIntegral.norm_integral_le_of_norm_le_const (C := (K : ℝ) * |y| ^ 3) + (a := (0 : ℝ)) (b := 1) + (f := fun t : ℝ => (1 - t) ^ 2 * (y ^ 3 * iteratedDeriv 3 f (x + t * y))) ?_ + · simpa only [Real.norm_eq_abs, sub_zero, abs_one, mul_one] using h + · intro t ht + have ht' : t ∈ Ioc (0 : ℝ) 1 := by simpa using ht + have ht1 : |1 - t| ≤ 1 := by rw [abs_of_nonneg (by linarith [ht'.2])]; linarith [ht'.1] + simp only [Real.norm_eq_abs, abs_mul, abs_pow] + calc + |1 - t| ^ 2 * (|y| ^ 3 * |iteratedDeriv 3 f (x + t * y)|) ≤ + 1 ^ 2 * (|y| ^ 3 * (K : ℝ)) := by gcongr; exact hK _ + _ = (K : ℝ) * |y| ^ 3 := by ring + have he : f (x + y) - f x - deriv f x * y - (1 / 2 : ℝ) * iteratedDeriv 2 f x * y ^ 2 = + (1 / 2 : ℝ) * ∫ t : ℝ in 0..1, (1 - t) ^ 2 * (y ^ 3 * iteratedDeriv 3 f (x + t * y)) := by + rw [ht] + ring + rw [he, abs_mul, abs_of_nonneg (by norm_num : (0 : ℝ) ≤ 1 / 2)] + nlinarith [show 0 ≤ (K : ℝ) * |y| ^ 3 by positivity] + +noncomputable def standardGaussianAbsMoment (m : ℕ) : ℝ := + ∫ x : ℝ, |x| ^ m ∂gaussianReal 0 1 + +lemma standardGaussianAbsMoment_nonneg (m : ℕ) : 0 ≤ standardGaussianAbsMoment m := + integral_nonneg fun x => pow_nonneg (abs_nonneg x) m + +lemma gaussian_abs_moment_integrable {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) + (m : ℕ) (hm : m ≠ 0) : Integrable (fun ω => |X ω| ^ m) P := by + have hm' : (m : ℝ≥0∞) ≠ ∞ := ENNReal.natCast_ne_top m + have hp : MemLp X m P := hX.hasGaussianLaw.memLp hm' + simpa only [Real.norm_eq_abs] using hp.integrable_norm_pow hm + +lemma gaussian_abs_moment {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) + (m : ℕ) : (∫ ω, |X ω| ^ m ∂P) = (Real.sqrt δ) ^ m * standardGaussianAbsMoment m := by + have he := hX.integral_comp (f := fun x : ℝ => |x| ^ m) (by fun_prop) + simp only [Function.comp_apply] at he + rw [he] + have hm : (gaussianReal 0 1).map (fun x : ℝ => Real.sqrt δ * x) = gaussianReal 0 δ := by + rw [gaussianReal_map_const_mul] + congr 1 + · simp + · ext + simp [Real.sq_sqrt δ.coe_nonneg] + rw [← hm, integral_map (by fun_prop) (by fun_prop)] + simp_rw [abs_mul, mul_pow, abs_of_nonneg (Real.sqrt_nonneg _)] + rw [integral_const_mul] + rfl + +lemma gaussian_abs_cube {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {X : Ω → ℝ} {δ : ℝ≥0} (hX : HasLaw X (gaussianReal 0 δ) P) : + (∫ ω, |X ω| ^ 3 ∂P) = (δ : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 3 := by + rw [gaussian_abs_moment hX] + congr 1 + rw [pow_succ, Real.sq_sqrt δ.coe_nonneg] + +lemma SmoothTimeBrownianField.eval_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + {hm : ∀ t, Measurable (B t)} {K : ℝ≥0} {F a : ℝ≥0 → Ω → ℝ → ℝ} + (hF : SmoothTimeBrownianField B hm K F a) (t : ℝ≥0) (j : ℕ) (hj : j ≤ 2) + {V : Ω → ℝ} (hV : Measurable V) : + Measurable (fun ω => iteratedDeriv j (F t ω) (V ω)) := + (hF.joint j hj).comp ((measurable_const.prodMk measurable_id).prodMk hV) + +lemma SmoothTimeBrownianField.eval_adapted + {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + {hm : ∀ t, Measurable (B t)} {K : ℝ≥0} {F a : ℝ≥0 → Ω → ℝ → ℝ} + (hF : SmoothTimeBrownianField B hm K F a) (t : ℝ≥0) (j : ℕ) (hj : j ≤ 2) : + Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) t] + (fun ω => iteratedDeriv j (F t ω) (B t ω)) := by + have hBt := (Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable) t).measurable + exact (hF.adapted t j hj).comp (measurable_id.prodMk hBt) + +lemma brownian_increment_orthogonal + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (s δ : ℝ≥0) {f : Ω → ℝ} + (hf : Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] f) : + (∫ ω, f ω * (B (s + δ) ω - B s ω) ∂P) = 0 := by + have hif := brownian_increment_indep_adapted hB hm s δ hf + have hfm : Measurable f := hf.mono + ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s) le_rfl + have hlaw := (hB.shift s).hasLaw_eval δ + rw [hif.integral_fun_mul_eq_mul_integral hfm.aestronglyMeasurable + ((hm _).sub (hm _)).aestronglyMeasurable, hlaw.integral_eq] + simp + +lemma brownian_centered_square_orthogonal + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (s δ : ℝ≥0) {f : Ω → ℝ} + (hf : Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] f) : + (∫ ω, f ω * ((B (s + δ) ω - B s ω) ^ 2 - (δ : ℝ)) ∂P) = 0 := by + have hif := (brownian_increment_indep_adapted hB hm s δ hf).comp + measurable_id (by fun_prop : Measurable (fun x : ℝ => x ^ 2 - (δ : ℝ))) + have hfm : Measurable f := hf.mono + ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s) le_rfl + have hlaw := (hB.shift s).hasLaw_eval δ + have he := hif.integral_fun_mul_eq_mul_integral + hfm.aestronglyMeasurable (((hm _).sub (hm _)).pow_const 2 |>.sub measurable_const).aestronglyMeasurable + simp only [Function.comp_apply, id_eq] at he + rw [he, gaussian_centered_square_integral hlaw, mul_zero] + +lemma brownian_set_integral_increment_zero + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (s δ : ℝ≥0) {f : Ω → ℝ} {E : Set Ω} + (hf : Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] f) + (hE : MeasurableSet[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] E) : + (∫ ω in E, f ω * (B (s + δ) ω - B s ω) ∂P) = 0 := by + have hEm : MeasurableSet E := + (Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s _ hE + have h := brownian_increment_orthogonal hB hm s δ (hf.indicator hE) + rw [← integral_indicator hEm] + convert h using 1 + congr 1 + funext ω + by_cases hω : ω ∈ E <;> simp [hω] + +lemma brownian_set_integral_square + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (s δ C : ℝ≥0) {f : Ω → ℝ} {E : Set Ω} + (hf : Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] f) + (hbound : ∀ ω, |f ω| ≤ C) + (hE : MeasurableSet[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] E) : + (∫ ω in E, f ω * (B (s + δ) ω - B s ω) ^ 2 ∂P) = + (δ : ℝ) * ∫ ω in E, f ω ∂P := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + have hEm : MeasurableSet E := + (Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s _ hE + have hfm := hf.mono ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s) le_rfl + have hfi : Integrable f (P.restrict E) := + Integrable.of_bound hfm.aestronglyMeasurable _ (Eventually.of_forall fun ω => by + simpa only [Real.norm_eq_abs] using hbound ω) + have hi2 : Integrable (fun ω => (B (s + δ) ω - B s ω) ^ 2) (P.restrict E) := + ((hB.shift s).hasLaw_eval δ).hasGaussianLaw.memLp_two.integrable_sq.restrict + have hprod := hi2.bdd_mul hfm.aestronglyMeasurable + (Eventually.of_forall fun ω => by simpa only [Real.norm_eq_abs] using hbound ω) + have h := brownian_centered_square_orthogonal hB hm s δ (hf.indicator hE) + have hz : (∫ ω in E, f ω * ((B (s + δ) ω - B s ω) ^ 2 - (δ : ℝ)) ∂P) = 0 := by + rw [← integral_indicator hEm] + convert h using 1 + congr 1 + funext ω + by_cases hω : ω ∈ E <;> simp [hω] + simp_rw [mul_sub] at hz + rw [integral_sub hprod (hfi.mul_const _), integral_mul_const] at hz + linarith + +lemma smooth_field_taylor_set_error + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (K : ℝ≥0) {F a : ℝ≥0 → Ω → ℝ → ℝ} + (hF : SmoothTimeBrownianField B hm K F a) + (s δ : ℝ≥0) {E : Set Ω} + (hE : MeasurableSet[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] E) : + |(∫ ω in E, F s ω (B (s + δ) ω) - F s ω (B s ω) ∂P) - + (1 / 2 : ℝ) * (δ : ℝ) * ∫ ω in E, iteratedDeriv 2 (F s ω) (B s ω) ∂P| ≤ + (K : ℝ) * (δ : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 3 := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let X (ω : Ω) := B (s + δ) ω - B s ω + let c₁ (ω : Ω) := iteratedDeriv 1 (F s ω) (B s ω) + let c₂ (ω : Ω) := iteratedDeriv 2 (F s ω) (B s ω) + let T (ω : Ω) := F s ω (B (s + δ) ω) - F s ω (B s ω) + let R (ω : Ω) := T ω - c₁ ω * X ω - (1 / 2 : ℝ) * (c₂ ω * X ω ^ 2) + have hXlaw : HasLaw X (gaussianReal 0 δ) P := (hB.shift s).hasLaw_eval δ + have hXm : Measurable X := (hm _).sub (hm _) + have hc₁m : Measurable c₁ := hF.eval_measurable s 1 (by decide) (hm s) + have hc₂m : Measurable c₂ := hF.eval_measurable s 2 (by decide) (hm s) + have hc₁b (ω) : |c₁ ω| ≤ K := hF.bound s ω _ 1 (by decide) + have hc₂b (ω) : |c₂ ω| ≤ K := hF.bound s ω _ 2 (by decide) + have hI (t : ℝ≥0) : Integrable (fun ω => F s ω (B t ω)) (P.restrict E) := by + have hm' : Measurable (fun ω => F s ω (B t ω)) := by + simpa only [iteratedDeriv_zero] using hF.eval_measurable s 0 (by decide) (hm t) + refine Integrable.of_bound hm'.aestronglyMeasurable K (Eventually.of_forall fun ω => ?_) + simpa only [Real.norm_eq_abs, iteratedDeriv_zero] using hF.bound s ω (B t ω) 0 (by decide) + have hTi : Integrable T (P.restrict E) := (hI _).sub (hI _) + have hlin : Integrable (fun ω => c₁ ω * X ω) (P.restrict E) := + hXlaw.hasGaussianLaw.integrable.restrict.bdd_mul hc₁m.aestronglyMeasurable + (Eventually.of_forall fun ω => by simpa only [Real.norm_eq_abs] using hc₁b ω) + have hquad : Integrable (fun ω => c₂ ω * X ω ^ 2) (P.restrict E) := + hXlaw.hasGaussianLaw.memLp_two.integrable_sq.restrict.bdd_mul hc₂m.aestronglyMeasurable + (Eventually.of_forall fun ω => by simpa only [Real.norm_eq_abs] using hc₂b ω) + have hRi : Integrable R (P.restrict E) := (hTi.sub hlin).sub (hquad.const_mul _) + have hlin0 : (∫ ω in E, c₁ ω * X ω ∂P) = 0 := + brownian_set_integral_increment_zero hB hm s δ (hF.eval_adapted s 1 (by decide)) hE + have hquad0 : (∫ ω in E, c₂ ω * X ω ^ 2 ∂P) = (δ : ℝ) * ∫ ω in E, c₂ ω ∂P := + brownian_set_integral_square hB hm s δ K (hF.eval_adapted s 2 (by decide)) hc₂b hE + have hRint : (∫ ω in E, R ω ∂P) = (∫ ω in E, T ω ∂P) - + (1 / 2 : ℝ) * (δ : ℝ) * ∫ ω in E, c₂ ω ∂P := by + dsimp only [R] + have hsubi : Integrable (fun ω => T ω - c₁ ω * X ω) (P.restrict E) := hTi.sub hlin + rw [integral_sub hsubi (hquad.const_mul (1 / 2 : ℝ)), integral_sub hTi hlin, + hlin0, sub_zero, integral_const_mul, hquad0] + ring + have hRb (ω) : |R ω| ≤ (K : ℝ) * |X ω| ^ 3 := by + have h := real_second_taylor_bound (hF.smooth s ω) K + (fun z => hF.bound s ω z 3 (by decide)) (B s ω) (X ω) + have he : B s ω + X ω = B (s + δ) ω := by dsimp [X]; ring + rw [he] at h + simpa only [R, T, c₁, c₂, iteratedDeriv_one, mul_assoc] using h + change |(∫ ω in E, T ω ∂P) - (1 / 2 : ℝ) * (δ : ℝ) * ∫ ω in E, c₂ ω ∂P| ≤ _ + rw [← hRint] + have hcube := gaussian_abs_moment_integrable hXlaw 3 (by decide) + calc + |∫ ω in E, R ω ∂P| ≤ ∫ ω in E, |R ω| ∂P := by + simpa only [Real.norm_eq_abs] using norm_integral_le_integral_norm (μ := P.restrict E) R + _ ≤ ∫ ω in E, (K : ℝ) * |X ω| ^ 3 ∂P := + integral_mono hRi.abs (hcube.restrict.const_mul _) hRb + _ ≤ ∫ ω, (K : ℝ) * |X ω| ^ 3 ∂P := + integral_mono_measure Measure.restrict_le_self + (Eventually.of_forall fun _ => by positivity) (hcube.const_mul _) + _ = (K : ℝ) * (δ : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 3 := by + rw [integral_const_mul, gaussian_abs_cube hXlaw] + ring + +lemma brownian_expected_abs_increment_le + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (r t δ : ℝ≥0) (hgap : |(t : ℝ) - r| ≤ δ) (E : Set Ω) : + (∫ ω in E, |B t ω - B r ω| ∂P) ≤ Real.sqrt δ * standardGaussianAbsMoment 1 := by + have hlaw : HasLaw (fun ω => B t ω - B r ω) + (gaussianReal 0 (nndist (t : ℝ) (r : ℝ))) P := hB.hasLaw_sub t r + have hint : Integrable (fun ω => |B t ω - B r ω|) P := hlaw.hasGaussianLaw.integrable.abs + calc + (∫ ω in E, |B t ω - B r ω| ∂P) ≤ ∫ ω, |B t ω - B r ω| ∂P := + integral_mono_measure Measure.restrict_le_self + (Eventually.of_forall fun _ => abs_nonneg _) hint + _ = Real.sqrt (nndist (t : ℝ) (r : ℝ)) * standardGaussianAbsMoment 1 := by + simpa only [pow_one, Pi.sub_apply] using gaussian_abs_moment hlaw 1 + _ ≤ Real.sqrt δ * standardGaussianAbsMoment 1 := by + apply mul_le_mul_of_nonneg_right _ (standardGaussianAbsMoment_nonneg 1) + apply Real.sqrt_le_sqrt + simpa only [coe_nndist, Real.dist_eq] using hgap + +lemma bounded_interval_integral_integrable + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P] + (a b : ℝ) (hab : a ≤ b) (G : ℝ → Ω → ℝ) + (hG : Measurable (Function.uncurry G)) (C : ℝ) + (hbound : ∀ u ω, |G u ω| ≤ C) : + Integrable (fun ω => ∫ u in a..b, G u ω) P := by + have hI : Integrable (Function.uncurry G) ((volume.restrict (Ioc a b)).prod P) := + Integrable.of_bound hG.aestronglyMeasurable C + (Eventually.of_forall fun q => by simpa only [Real.norm_eq_abs, Function.uncurry] using hbound q.1 q.2) + simpa only [intervalIntegral.integral_of_le hab, Function.uncurry] using hI.integral_prod_right + +lemma bounded_interval_integral_expectation_bound + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P] + (a b : ℝ) (hab : a ≤ b) (G : ℝ → Ω → ℝ) + (hG : Measurable (Function.uncurry G)) (C D : ℝ) + (hbound : ∀ u ω, |G u ω| ≤ C) + (hmean : ∀ u ∈ Ioc a b, |∫ ω, G u ω ∂P| ≤ D) : + |∫ ω, (∫ u in a..b, G u ω) ∂P| ≤ D * (b - a) := by + have hI : Integrable (Function.uncurry G) ((volume.restrict (Ioc a b)).prod P) := + Integrable.of_bound hG.aestronglyMeasurable C + (Eventually.of_forall fun q => by simpa only [Real.norm_eq_abs, Function.uncurry] using hbound q.1 q.2) + simp_rw [intervalIntegral.integral_of_le hab] + rw [← integral_integral_swap hI] + have h := intervalIntegral.norm_integral_le_of_norm_le_const (a := a) (b := b) + (f := fun u => ∫ ω, G u ω ∂P) (C := D) (fun u hu => by + simpa only [Real.norm_eq_abs] using hmean u (by simpa only [uIoc_of_le hab] using hu)) + simpa only [Real.norm_eq_abs, intervalIntegral.integral_of_le hab, + abs_of_nonneg (sub_nonneg.mpr hab)] using h + +lemma bounded_time_section_intervalIntegrable + {Ω : Type*} [MeasurableSpace Ω] (a b : ℝ) (hab : a ≤ b) + (G : ℝ → Ω → ℝ) (hG : Measurable (Function.uncurry G)) (C : ℝ) + (hbound : ∀ u ω, |G u ω| ≤ C) (ω : Ω) : + IntervalIntegrable (fun u => G u ω) volume a b := by + rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hab] + apply Integrable.of_bound ((hG.comp (measurable_id.prodMk measurable_const)).aestronglyMeasurable) C + exact Eventually.of_forall fun u => by simpa only [Real.norm_eq_abs, Function.comp_apply, Function.uncurry, id_eq] using hbound u ω + +lemma smooth_field_time_set_error + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (K : ℝ≥0) {F a : ℝ≥0 → Ω → ℝ → ℝ} + (hF : SmoothTimeBrownianField B hm K F a) (s δ : ℝ≥0) (E : Set Ω) : + |(∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B (s + δ) ω) ∂P) - + ∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), a u.toNNReal ω (B u.toNNReal ω)) ∂P| ≤ + (K : ℝ) * (δ : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 1 := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let C (u : ℝ) (ω : Ω) := a u.toNNReal ω (B (s + δ) ω) + let D (u : ℝ) (ω : Ω) := a u.toNNReal ω (B u.toNNReal ω) + let G (u : ℝ) (ω : Ω) := C u ω - D u ω + have htime : Measurable (fun q : ℝ × Ω => (q.1.toNNReal, q.2)) := by fun_prop + have hC : Measurable (Function.uncurry C) := + hF.drift_joint.comp (htime.prodMk ((hm (s + δ)).comp measurable_snd)) + have hD : Measurable (Function.uncurry D) := + hF.drift_joint.comp (htime.prodMk (hBm.comp htime)) + have hG : Measurable (Function.uncurry G) := hC.sub hD + have hCb (u ω) : |C u ω| ≤ K := hF.drift_bound _ _ _ + have hDb (u ω) : |D u ω| ≤ K := hF.drift_bound _ _ _ + have hGb (u ω) : |G u ω| ≤ 2 * (K : ℝ) := by + exact (abs_sub _ _).trans (by linarith [hCb u ω, hDb u ω]) + have hle : (s : ℝ) ≤ (s + δ : ℝ≥0) := by + simp only [NNReal.coe_add]; exact le_add_of_nonneg_right δ.coe_nonneg + have hCI := bounded_interval_integral_integrable (P := P.restrict E) _ _ hle C hC K hCb + have hDI := bounded_interval_integral_integrable (P := P.restrict E) _ _ hle D hD K hDb + have he : (∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B (s + δ) ω) ∂P) - + (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), D u ω) ∂P) = + ∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), G u ω) ∂P := by + simp_rw [hF.time_increment s (s + δ) (le_add_of_nonneg_right (zero_le))] + change (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), C u ω) ∂P) - _ = _ + rw [← integral_sub hCI hDI] + apply integral_congr_ae + exact Eventually.of_forall fun ω => + (intervalIntegral.integral_sub + (bounded_time_section_intervalIntegrable _ _ hle C hC K hCb ω) + (bounded_time_section_intervalIntegrable _ _ hle D hD K hDb ω)).symm + change |(∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B (s + δ) ω) ∂P) - + (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), D u ω) ∂P)| ≤ _ + rw [he] + have hmean (u : ℝ) (hu : u ∈ Ioc (s : ℝ) (s + δ : ℝ≥0)) : + |∫ ω in E, G u ω ∂P| ≤ (K : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 1 := by + have hgi : Integrable (G u) (P.restrict E) := + Integrable.of_bound (hG.comp (measurable_const.prodMk measurable_id)).aestronglyMeasurable + (2 * (K : ℝ)) (Eventually.of_forall fun ω => by + simpa only [Real.norm_eq_abs] using hGb u ω) + have hxi : Integrable (fun ω => |B (s + δ) ω - B u.toNNReal ω|) (P.restrict E) := + ((hB.hasLaw_sub (s + δ) u.toNNReal).hasGaussianLaw.integrable.abs).restrict + have hgap : |((s + δ : ℝ≥0) : ℝ) - (u.toNNReal : ℝ)| ≤ δ := by + rw [Real.coe_toNNReal _ (le_trans s.coe_nonneg hu.1.le), + abs_of_nonneg (sub_nonneg.mpr hu.2), NNReal.coe_add] + linarith [hu.1] + calc + |∫ ω in E, G u ω ∂P| ≤ ∫ ω in E, |G u ω| ∂P := by + simpa only [Real.norm_eq_abs] using norm_integral_le_integral_norm (μ := P.restrict E) (G u) + _ ≤ ∫ ω in E, (K : ℝ) * |B (s + δ) ω - B u.toNNReal ω| ∂P := + integral_mono hgi.abs (hxi.const_mul _) (fun ω => hF.drift_lipschitz _ _ _ _) + _ = (K : ℝ) * ∫ ω in E, |B (s + δ) ω - B u.toNNReal ω| ∂P := integral_const_mul _ _ + _ ≤ (K : ℝ) * (Real.sqrt δ * standardGaussianAbsMoment 1) := + mul_le_mul_of_nonneg_left (brownian_expected_abs_increment_le hB _ _ _ hgap E) K.coe_nonneg + _ = (K : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 1 := by ring + have hb := bounded_interval_integral_expectation_bound (P := P.restrict E) _ _ hle G hG + (2 * (K : ℝ)) ((K : ℝ) * Real.sqrt δ * standardGaussianAbsMoment 1) hGb hmean + simpa only [NNReal.coe_add, add_sub_cancel_left, mul_right_comm, mul_assoc] using hb + +lemma smooth_field_second_mean_error + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (K : ℝ≥0) {F a : ℝ≥0 → Ω → ℝ → ℝ} + (hF : SmoothTimeBrownianField B hm K F a) (s δ : ℝ≥0) (E : Set Ω) + (u : ℝ) (hu : u ∈ Ioc (s : ℝ) (s + δ : ℝ≥0)) : + |∫ ω in E, iteratedDeriv 2 (F s ω) (B s ω) - + iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω) ∂P| ≤ + (K : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let C (u : ℝ) (ω : Ω) := iteratedDeriv 2 (F s ω) (B s ω) + let D (u : ℝ) (ω : Ω) := iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω) + let G (u : ℝ) (ω : Ω) := C u ω - D u ω + have htime : Measurable (fun q : ℝ × Ω => (q.1.toNNReal, q.2)) := by fun_prop + have hC : Measurable (Function.uncurry C) := + (hF.eval_measurable s 2 (by decide) (hm s)).comp measurable_snd + have hD : Measurable (Function.uncurry D) := by + change Measurable (fun q : ℝ × Ω => + iteratedDeriv 2 (F q.1.toNNReal q.2) (B q.1.toNNReal q.2)) + simpa only [Function.comp_def] using + (hF.joint 2 (by decide)).comp (htime.prodMk (hBm.comp htime)) + have hG : Measurable (Function.uncurry G) := hC.sub hD + have hCb (u ω) : |C u ω| ≤ K := hF.bound _ _ _ 2 (by decide) + have hDb (u ω) : |D u ω| ≤ K := hF.bound _ _ _ 2 (by decide) + have hGb (u ω) : |G u ω| ≤ 2 * (K : ℝ) := + (abs_sub _ _).trans (by linarith [hCb u ω, hDb u ω]) + have hgi : Integrable (G u) (P.restrict E) := + Integrable.of_bound (hG.comp (measurable_const.prodMk measurable_id)).aestronglyMeasurable + (2 * (K : ℝ)) (Eventually.of_forall fun ω => by + simpa only [Real.norm_eq_abs] using hGb u ω) + have hxi : Integrable (fun ω => |B u.toNNReal ω - B s ω|) (P.restrict E) := + ((hB.hasLaw_sub u.toNNReal s).hasGaussianLaw.integrable.abs).restrict + have hgap : |(u.toNNReal : ℝ) - (s : ℝ)| ≤ δ := by + rw [Real.coe_toNNReal _ (le_trans s.coe_nonneg hu.1.le), abs_of_nonneg (sub_nonneg.mpr hu.1.le)] + have hh := hu.2 + simp only [NNReal.coe_add] at hh + linarith + have hpoint (ω) : |G u ω| ≤ (K : ℝ) * ((δ : ℝ) + |B u.toNNReal ω - B s ω|) := by + calc + |G u ω| = |D u ω - C u ω| := abs_sub_comm _ _ + _ ≤ (K : ℝ) * (|(u.toNNReal : ℝ) - (s : ℝ)| + |B u.toNNReal ω - B s ω|) := + hF.second_lipschitz s u.toNNReal ω _ _ + _ ≤ (K : ℝ) * ((δ : ℝ) + |B u.toNNReal ω - B s ω|) := + mul_le_mul_of_nonneg_left (add_le_add hgap le_rfl) K.coe_nonneg + have hconst : (∫ _ω in E, (δ : ℝ) ∂P) ≤ δ := by + calc + (∫ _ω in E, (δ : ℝ) ∂P) ≤ ∫ _ω, (δ : ℝ) ∂P := + integral_mono_measure Measure.restrict_le_self + (Eventually.of_forall fun _ => δ.coe_nonneg) (integrable_const _) + _ = δ := by simp + calc + |∫ ω in E, G u ω ∂P| ≤ ∫ ω in E, |G u ω| ∂P := by + simpa only [Real.norm_eq_abs] using norm_integral_le_integral_norm (μ := P.restrict E) (G u) + _ ≤ ∫ ω in E, (K : ℝ) * ((δ : ℝ) + |B u.toNNReal ω - B s ω|) ∂P := + integral_mono hgi.abs (((integrable_const _).add hxi).const_mul _) hpoint + _ = (K : ℝ) * ((∫ _ω in E, (δ : ℝ) ∂P) + + ∫ ω in E, |B u.toNNReal ω - B s ω| ∂P) := by + rw [integral_const_mul, integral_add (integrable_const _) hxi] + _ ≤ (K : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) := + mul_le_mul_of_nonneg_left + (add_le_add hconst (brownian_expected_abs_increment_le hB _ _ _ hgap E)) K.coe_nonneg + +lemma smooth_field_second_set_error + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (K : ℝ≥0) {F a : ℝ≥0 → Ω → ℝ → ℝ} + (hF : SmoothTimeBrownianField B hm K F a) (s δ : ℝ≥0) (E : Set Ω) : + |(δ : ℝ) * (∫ ω in E, iteratedDeriv 2 (F s ω) (B s ω) ∂P) - + ∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), + iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω)) ∂P| ≤ + (K : ℝ) * (δ : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let C (u : ℝ) (ω : Ω) := iteratedDeriv 2 (F s ω) (B s ω) + let D (u : ℝ) (ω : Ω) := iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω) + let G (u : ℝ) (ω : Ω) := C u ω - D u ω + have htime : Measurable (fun q : ℝ × Ω => (q.1.toNNReal, q.2)) := by fun_prop + have hC : Measurable (Function.uncurry C) := + (hF.eval_measurable s 2 (by decide) (hm s)).comp measurable_snd + have hD : Measurable (Function.uncurry D) := by + change Measurable (fun q : ℝ × Ω => + iteratedDeriv 2 (F q.1.toNNReal q.2) (B q.1.toNNReal q.2)) + simpa only [Function.comp_def] using + (hF.joint 2 (by decide)).comp (htime.prodMk (hBm.comp htime)) + have hG : Measurable (Function.uncurry G) := hC.sub hD + have hCb (u ω) : |C u ω| ≤ K := hF.bound _ _ _ 2 (by decide) + have hDb (u ω) : |D u ω| ≤ K := hF.bound _ _ _ 2 (by decide) + have hGb (u ω) : |G u ω| ≤ 2 * (K : ℝ) := + (abs_sub _ _).trans (by linarith [hCb u ω, hDb u ω]) + have hle : (s : ℝ) ≤ (s + δ : ℝ≥0) := by + simp only [NNReal.coe_add]; exact le_add_of_nonneg_right δ.coe_nonneg + have hCI := bounded_interval_integral_integrable (P := P.restrict E) _ _ hle C hC K hCb + have hDI := bounded_interval_integral_integrable (P := P.restrict E) _ _ hle D hD K hDb + have he : (δ : ℝ) * (∫ ω in E, C 0 ω ∂P) - + (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), D u ω) ∂P) = + ∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), G u ω) ∂P := by + have hconst : (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), C u ω) ∂P) = + (δ : ℝ) * ∫ ω in E, C 0 ω ∂P := by + simp only [C, intervalIntegral.integral_const, NNReal.coe_add, + add_sub_cancel_left, smul_eq_mul, integral_const_mul] + rw [← hconst, ← integral_sub hCI hDI] + apply integral_congr_ae + exact Eventually.of_forall fun ω => + (intervalIntegral.integral_sub + (bounded_time_section_intervalIntegrable _ _ hle C hC K hCb ω) + (bounded_time_section_intervalIntegrable _ _ hle D hD K hDb ω)).symm + change |(δ : ℝ) * (∫ ω in E, C 0 ω ∂P) - + (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), D u ω) ∂P)| ≤ _ + rw [he] + have hmean (u : ℝ) (hu : u ∈ Ioc (s : ℝ) (s + δ : ℝ≥0)) : + |∫ ω in E, G u ω ∂P| ≤ (K : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) := + smooth_field_second_mean_error hB hm hBm K hF s δ E u hu + have hb := bounded_interval_integral_expectation_bound (P := P.restrict E) _ _ hle G hG + (2 * (K : ℝ)) ((K : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1)) hGb hmean + calc + _ ≤ (K : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) * + (((s + δ : ℝ≥0) : ℝ) - s) := hb + _ = _ := by simp only [NNReal.coe_add]; ring + +lemma SmoothTimeBrownianField.eval_integrable + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {K : ℝ≥0} {F a : ℝ≥0 → Ω → ℝ → ℝ} + (hF : SmoothTimeBrownianField B hm K F a) (t : ℝ≥0) (j : ℕ) (hj : j ≤ 2) + {V : Ω → ℝ} (hV : Measurable V) : + Integrable (fun ω => iteratedDeriv j (F t ω) (V ω)) P := by + apply Integrable.of_bound (hF.eval_measurable t j hj hV).aestronglyMeasurable K + exact Eventually.of_forall fun ω => by + simpa only [Real.norm_eq_abs] using hF.bound t ω (V ω) j (by omega) + +lemma SmoothTimeBrownianField.deriv_real_joint + {Ω : Type*} [MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {K : ℝ≥0} {F a : ℝ≥0 → Ω → ℝ → ℝ} + (hF : SmoothTimeBrownianField B hm K F a) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) (j : ℕ) (hj : j ≤ 2) : + Measurable (fun q : ℝ × Ω => iteratedDeriv j (F q.1.toNNReal q.2) (B q.1.toNNReal q.2)) := by + have ht : Measurable (fun q : ℝ × Ω => (q.1.toNNReal, q.2)) := by fun_prop + simpa only [Function.comp_def] using (hF.joint j hj).comp (ht.prodMk (hBm.comp ht)) + +lemma SmoothTimeBrownianField.drift_real_joint + {Ω : Type*} [MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {K : ℝ≥0} {F a : ℝ≥0 → Ω → ℝ → ℝ} + (hF : SmoothTimeBrownianField B hm K F a) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) : + Measurable (fun q : ℝ × Ω => a q.1.toNNReal q.2 (B q.1.toNNReal q.2)) := by + have ht : Measurable (fun q : ℝ × Ω => (q.1.toNNReal, q.2)) := by fun_prop + exact hF.drift_joint.comp (ht.prodMk (hBm.comp ht)) + +lemma bounded_interval_integral_expectation_add + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsFiniteMeasure P] + (a b c : ℝ) (hab : a ≤ b) (G H : ℝ → Ω → ℝ) + (hG : Measurable (Function.uncurry G)) (hH : Measurable (Function.uncurry H)) + (C D : ℝ) (hGb : ∀ u ω, |G u ω| ≤ C) (hHb : ∀ u ω, |H u ω| ≤ D) : + (∫ ω, (∫ u in a..b, G u ω + c * H u ω) ∂P) = + (∫ ω, (∫ u in a..b, G u ω) ∂P) + c * (∫ ω, (∫ u in a..b, H u ω) ∂P) := by + have hGI := bounded_interval_integral_integrable a b hab G hG C hGb (P := P) + have hHI := bounded_interval_integral_integrable a b hab H hH D hHb (P := P) + calc + _ = ∫ ω, ((∫ u in a..b, G u ω) + c * (∫ u in a..b, H u ω)) ∂P := by + apply integral_congr_ae + filter_upwards [] with ω + rw [intervalIntegral.integral_add + (bounded_time_section_intervalIntegrable a b hab G hG C hGb ω) + ((bounded_time_section_intervalIntegrable a b hab H hH D hHb ω).const_mul c), + intervalIntegral.integral_const_mul] + _ = _ := by rw [integral_add hGI (hHI.const_mul c), integral_const_mul] + +noncomputable def dynkinRate (δ : ℝ≥0) : ℝ := + Real.sqrt δ * standardGaussianAbsMoment 3 + Real.sqrt δ * standardGaussianAbsMoment 1 + + (1 / 2 : ℝ) * ((δ : ℝ) + Real.sqrt δ * standardGaussianAbsMoment 1) + +lemma dynkinRate_tendsto_zero : Tendsto dynkinRate (𝓝 0) (𝓝 0) := by + have hc : Continuous dynkinRate := by unfold dynkinRate; fun_prop + simpa [ContinuousAt, dynkinRate] using hc.continuousAt (x := 0) + +lemma abs_dynkin_algebra_bound (T A S I J eT eA eS δ : ℝ) + (hT : |T - (1 / 2 : ℝ) * δ * S| ≤ eT) + (hA : |A - I| ≤ eA) (hS : |δ * S - J| ≤ eS) : + |(T + A) - (I + (1 / 2 : ℝ) * J)| ≤ eT + eA + (1 / 2 : ℝ) * eS := by + have he : (T + A) - (I + (1 / 2 : ℝ) * J) = + (T - (1 / 2 : ℝ) * δ * S) + (A - I) + (1 / 2 : ℝ) * (δ * S - J) := by ring + rw [he] + calc + _ ≤ |T - (1 / 2 : ℝ) * δ * S| + |A - I| + |(1 / 2 : ℝ) * (δ * S - J)| := + (abs_add_le _ _).trans (add_le_add (abs_add_le _ _) le_rfl) + _ = |T - (1 / 2 : ℝ) * δ * S| + |A - I| + (1 / 2 : ℝ) * |δ * S - J| := by + rw [abs_mul]; norm_num + _ ≤ _ := add_le_add (add_le_add hT hA) (mul_le_mul_of_nonneg_left hS (by norm_num)) + +lemma smooth_field_one_step_error + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (K : ℝ≥0) {F a : ℝ≥0 → Ω → ℝ → ℝ} + (hF : SmoothTimeBrownianField B hm K F a) (s δ : ℝ≥0) {E : Set Ω} + (hE : MeasurableSet[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] E) : + |(∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B s ω) ∂P) - + (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), brownianFieldDrift B F a u ω) ∂P)| ≤ + (K : ℝ) * (δ : ℝ) * dynkinRate δ := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + have hI (v t : ℝ≥0) : Integrable (fun ω => F v ω (B t ω)) (P.restrict E) := by + simpa only [iteratedDeriv_zero] using hF.eval_integrable v 0 (by decide) (hm t) (P := P.restrict E) + have hsplit : (∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B s ω) ∂P) = + (∫ ω in E, F s ω (B (s + δ) ω) - F s ω (B s ω) ∂P) + + (∫ ω in E, F (s + δ) ω (B (s + δ) ω) - F s ω (B (s + δ) ω) ∂P) := by + rw [integral_sub (hI _ _) (hI _ _), integral_sub (hI _ _) (hI _ _), + integral_sub (hI _ _) (hI _ _)] + ring + have hle : (s : ℝ) ≤ (s + δ : ℝ≥0) := by + simp only [NNReal.coe_add]; exact le_add_of_nonneg_right δ.coe_nonneg + have hsplitD : (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), brownianFieldDrift B F a u ω) ∂P) = + (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), a u.toNNReal ω (B u.toNNReal ω)) ∂P) + + (1 / 2 : ℝ) * (∫ ω in E, (∫ u in (s : ℝ)..(s + δ : ℝ≥0), + iteratedDeriv 2 (F u.toNNReal ω) (B u.toNNReal ω)) ∂P) := by + apply bounded_interval_integral_expectation_add _ _ _ hle _ _ + (hF.drift_real_joint hBm) (hF.deriv_real_joint hBm 2 (by decide)) (K : ℝ) (K : ℝ) + · exact fun u ω => hF.drift_bound _ _ _ + · exact fun u ω => hF.bound _ _ _ 2 (by decide) + rw [hsplit, hsplitD] + have h := abs_dynkin_algebra_bound _ _ _ _ _ _ _ _ _ + (smooth_field_taylor_set_error hB hm K hF s δ hE) + (smooth_field_time_set_error hB hm hBm K hF s δ E) + (smooth_field_second_set_error hB hm hBm K hF s δ E) + convert h using 1 + unfold dynkinRate + ring + + + +end SLEExactGauge +end +end + +end OAI diff --git a/lean/OAI/Probability/SLE/BrownianStrongMarkov.lean b/lean/OAI/Probability/SLE/BrownianStrongMarkov.lean index fac0aefca270755d90e7b82ebef49461f37236dc..67a4f06cd9837779deb81d9066f1337e2a860bff 100644 --- a/lean/OAI/Probability/SLE/BrownianStrongMarkov.lean +++ b/lean/OAI/Probability/SLE/BrownianStrongMarkov.lean @@ -1,798 +1,798 @@ -import Mathlib -import OAI.Probability.SLE.NearRealContraction - -namespace OAI - -/-! Brownian Strong Markov for chordal SLE. -/ - -section -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal -namespace SLEExactGauge - -noncomputable def shiftedFDD {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) - (I : Finset ℝ≥0) (s : ℝ≥0) (ω : Ω) : I → ℝ := - fun i => B (s + i) ω - B s ω - -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - [IsProbabilityMeasure P] {B : ℝ≥0 → Ω → ℝ} - (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) - -include hm in -lemma shiftedFDD_measurable (I : Finset ℝ≥0) (s : ℝ≥0) : - Measurable (shiftedFDD B I s) := - Measurable.of_eval (fun i => (hm (s + i)).sub (hm s)) - -include hB hm in -omit [IsProbabilityMeasure P] in -lemma shiftedFDD_indep (I : Finset ℝ≥0) (s : ℝ≥0) : - Indep (Filtration.natural B (fun t => (hm t).stronglyMeasurable) s) - (MeasurableSpace.comap (shiftedFDD B I s) inferInstance) P := by - have hi := ((hB.indepFun_shift s).comp - (Measurable.of_eval (fun i : I => measurable_pi_apply (i : ℝ≥0))) measurable_id).symm - rw [Filtration.natural_eq_comap B _ s] - exact (IndepFun_iff_Indep _ _ _).mp hi - -include hB hm in -omit [IsProbabilityMeasure P] in -lemma shiftedFDD_setIntegral (I : Finset ℝ≥0) (s : ℝ≥0) - (φ : BoundedContinuousFunction (I → ℝ) ℝ) {A : Set Ω} - (hA : MeasurableSet[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] A) : - (∫ ω in A, φ (shiftedFDD B I s ω) ∂P) = - P.real A * ∫ x, φ x ∂BrownianReal.projectiveFamily I := by - rw [(shiftedFDD_indep hB hm I s).setIntegral_eq_mul - ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s) - (shiftedFDD_measurable hm I s).aemeasurable hA φ.continuous.aestronglyMeasurable] - congr 1 - exact ((hB.shift s).hasLaw I).integral_comp φ.continuous.aestronglyMeasurable - -include hm in -lemma shiftedFDD_grid_measurable {τ : Ω → ℝ≥0} (hτm : Measurable τ) - (I : Finset ℝ≥0) (n : ℕ) : - Measurable (fun ω => shiftedFDD B I (stopGrid n (τ ω)) ω) := by - apply Measurable.of_eval - intro i - exact measurable_discrete_eval - (fun k ω => B (stopGridTime n k + i) ω - B (stopGridTime n k) ω) - (fun k => (hm _).sub (hm _)) (stopGridIndex_measurable hτm n) - -include hB hm in -lemma shiftedFDD_grid_setIntegral {τ : Ω → ℝ≥0} - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - {A : Set Ω} (hA : MeasurableSet[hτ.measurableSpace] A) - (I : Finset ℝ≥0) (φ : BoundedContinuousFunction (I → ℝ) ℝ) (n : ℕ) : - (∫ ω in A, φ (shiftedFDD B I (stopGrid n (τ ω)) ω) ∂P) = - P.real A * ∫ x, φ x ∂BrownianReal.projectiveFamily I := by - apply integral_stopping_grid_glue hτ hA n _ - (Integrable.of_bound (φ.continuous.measurable.comp - (shiftedFDD_grid_measurable hm (stopping_time_measurable_nnreal hτ) I n)).aestronglyMeasurable - ‖φ‖ (Eventually.of_forall (fun ω => φ.norm_coe_le_norm _))) - intro k - have hk := stopping_grid_piece_measurable hτ hA n k - have hk' := (Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le _ _ hk - rw [setIntegral_congr_fun hk' (g := fun ω => φ (shiftedFDD B I (stopGridTime n k) ω)) - (fun ω hω => by - have he : stopGridIndex n (τ ω) = k := hω.2 - simp only [Function.comp_def, stopGrid, he])] - exact shiftedFDD_setIntegral hB hm I _ φ hk - -omit mΩ in -lemma shiftedFDD_grid_tendsto - (hc : ∀ ω, Continuous (fun t => B t ω)) (I : Finset ℝ≥0) (τ : Ω → ℝ≥0) (ω : Ω) : - Tendsto (fun n => shiftedFDD B I (stopGrid n (τ ω)) ω) atTop - (𝓝 (shiftedFDD B I (τ ω) ω)) := by - apply tendsto_pi_nhds.mpr - intro i - exact ((hc ω).continuousAt.tendsto.comp ((stopGrid_tendsto (τ ω)).add_const (i : ℝ≥0))).sub - ((hc ω).continuousAt.tendsto.comp (stopGrid_tendsto (τ ω))) - -include hB hm in - - -theorem brownian_strongMarkov_integral - (hc : ∀ ω, Continuous (fun t => B t ω)) {τ : Ω → ℝ≥0} - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - {A : Set Ω} (hA : MeasurableSet[hτ.measurableSpace] A) - (I : Finset ℝ≥0) (φ : BoundedContinuousFunction (I → ℝ) ℝ) : - (∫ ω in A, φ (shiftedFDD B I (τ ω) ω) ∂P) = - P.real A * ∫ x, φ x ∂BrownianReal.projectiveFamily I := by - have hlim := tendsto_integral_of_dominated_convergence (μ := P.restrict A) - (F := fun n ω => φ (shiftedFDD B I (stopGrid n (τ ω)) ω)) - (f := fun ω => φ (shiftedFDD B I (τ ω) ω)) (fun _ => ‖φ‖) - (fun n => (φ.continuous.measurable.comp - (shiftedFDD_grid_measurable hm (stopping_time_measurable_nnreal hτ) I n)).aestronglyMeasurable) - (integrable_const _) - (fun n => Eventually.of_forall (fun ω => φ.norm_coe_le_norm _)) - (Eventually.of_forall (fun ω => φ.continuous.continuousAt.tendsto.comp - (shiftedFDD_grid_tendsto hc I τ ω))) - simp only [shiftedFDD_grid_setIntegral hB hm hτ hA I φ] at hlim - exact tendsto_nhds_unique hlim tendsto_const_nhds - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -noncomputable def brownianRestart {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) - (τ : Ω → ℝ≥0) (t : ℝ≥0) (ω : Ω) : ℝ := B (τ ω + t) ω - B (τ ω) ω - -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - [IsProbabilityMeasure P] {B : ℝ≥0 → Ω → ℝ} - (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) - (hc : ∀ ω, Continuous (fun t => B t ω)) - -include hm hc in -lemma brownianRestart_measurable {τ : Ω → ℝ≥0} (hτm : Measurable τ) : - Measurable (fun ω t => brownianRestart B τ t ω) := by - have hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2) := - measurable_uncurry_of_continuous_of_measurable hc hm - apply Measurable.of_eval - intro t - exact (hBm.comp ((hτm.add_const t).prodMk measurable_id)).sub - (hBm.comp (hτm.prodMk measurable_id)) - -include hB hm hc in -lemma brownian_restart_fdd_restrict {τ : Ω → ℝ≥0} - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - {A : Set Ω} (hA : MeasurableSet[hτ.measurableSpace] A) (I : Finset ℝ≥0) : - (P.restrict A).map (fun ω => shiftedFDD B I (τ ω) ω) = - P A • BrownianReal.projectiveFamily I := by - have hXm : Measurable (fun ω => shiftedFDD B I (τ ω) ω) := - (Finset.measurable_restrict I).comp - (brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ)) - let : IsFiniteMeasure (P A • BrownianReal.projectiveFamily I) := - Measure.smul_finite _ (measure_ne_top P A) - apply ext_of_forall_integral_eq_of_IsFiniteMeasure - intro φ - rw [integral_map hXm.aemeasurable φ.continuous.aestronglyMeasurable, - integral_smul_measure] - exact brownian_strongMarkov_integral hB hm hc hτ hA I φ - -include hB hm hc in - - -theorem brownian_restart_path_law {τ : Ω → ℝ≥0} - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - {A : Set Ω} (hA : MeasurableSet[hτ.measurableSpace] A) : - (P.restrict A).map (fun ω t => brownianRestart B τ t ω) = - P A • P.map (fun ω t => B t ω) := by - have hXm := brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ) - have hBm : Measurable (fun ω t => B t ω) := Measurable.of_eval hm - let (I : Finset ℝ≥0) : IsFiniteMeasure (P A • BrownianReal.projectiveFamily I) := - Measure.smul_finite _ (measure_ne_top P A) - have hL : IsProjectiveLimit ((P.restrict A).map (fun ω t => brownianRestart B τ t ω)) - (fun I => P A • BrownianReal.projectiveFamily I) := by - intro I - rw [Measure.map_map (Finset.measurable_restrict I) hXm] - exact brownian_restart_fdd_restrict hB hm hc hτ hA I - have hR : IsProjectiveLimit (P A • P.map (fun ω t => B t ω)) - (fun I => P A • BrownianReal.projectiveFamily I) := by - intro I - rw [Measure.map_smul _ (Finset.measurable_restrict I).aemeasurable, - Measure.map_map (Finset.measurable_restrict I) hBm] - exact congrArg (fun ν => P A • ν) (hB.hasLaw I).map_eq - exact hL.unique hR - -include hB hm hc in -lemma brownian_restart_path_map {τ : Ω → ℝ≥0} - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) : - P.map (fun ω t => brownianRestart B τ t ω) = P.map (fun ω t => B t ω) := by - simpa only [Measure.restrict_univ, measure_univ, one_smul] using - brownian_restart_path_law hB hm hc hτ (A := univ) MeasurableSet.univ - -include hB hm hc in -lemma brownian_restart_event_factorizes {τ : Ω → ℝ≥0} - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - {A : Set Ω} (hA : MeasurableSet[hτ.measurableSpace] A) - {S : Set (ℝ≥0 → ℝ)} (hS : MeasurableSet S) : - P (A ∩ {ω | (fun t => brownianRestart B τ t ω) ∈ S}) = - P A * P {ω | (fun t => B t ω) ∈ S} := by - have hXm := brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ) - have he := congrArg (fun ν : Measure (ℝ≥0 → ℝ) => ν S) - (brownian_restart_path_law hB hm hc hτ hA) - rw [Measure.map_apply hXm hS, Measure.restrict_apply (hXm hS), - Measure.smul_apply, Measure.map_apply (Measurable.of_eval hm) hS] at he - simpa only [Set.preimage, Set.inter_comm, smul_eq_mul] using he - -include hB hm hc in - - -theorem brownian_restart_independent {τ : Ω → ℝ≥0} - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) : - Indep hτ.measurableSpace - (MeasurableSpace.comap (fun ω t => brownianRestart B τ t ω) inferInstance) P := by - rw [Indep_iff] - intro A C hA hC - rcases hC with ⟨S, hS, rfl⟩ - have he := congrArg (fun ν : Measure (ℝ≥0 → ℝ) => ν S) - (brownian_restart_path_map hB hm hc hτ) - rw [Measure.map_apply (brownianRestart_measurable hm hc - (stopping_time_measurable_nnreal hτ)) hS, - Measure.map_apply (Measurable.of_eval hm) hS] at he - change P (A ∩ {ω | (fun t => brownianRestart B τ t ω) ∈ S}) = _ - rw [brownian_restart_event_factorizes hB hm hc hτ hA hS] - rw [he] - rfl - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory Complex -open scoped Topology NNReal -namespace SLEExactGauge - -section -variable {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) - (U : ℝ≥0 → Ω → ℝ) (hUa : Adapted ℱ U) - (hUc : ∀ ω, Continuous (fun t => U t ω)) -include hUa hUc - -lemma measurable_reverse_driver (T : ℝ≥0) : - @Measurable (ℝ × Ω) ℝ ((borel ℝ).prod (ℱ T)) (borel ℝ) - (fun p => U (min ((T : ℝ) - p.1).toNNReal T) p.2) := by - have hsa : StronglyAdapted ℱ U := fun t => (hUa t).stronglyMeasurable - have hp := (hsa.isStronglyProgressive_of_continuous hUc T).measurable - let : MeasurableSpace Ω := ℱ T - have ht : Measurable (fun s : ℝ => (⟨min ((T : ℝ) - s).toNNReal T, - by change min ((T : ℝ) - s).toNNReal T ≤ T; exact min_le_right _ _⟩ : Iic T)) := - ((continuous_real_toNNReal.comp (continuous_const.sub continuous_id)).min continuous_const).measurable.subtype_mk - exact hp.comp ((ht.comp measurable_fst).prodMk measurable_snd) - - - -theorem inverse_vertical_measurable - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (h : ∀ ω, IsCapacityTwoWitness (fun t => U t ω) (γ ω) (G ω) (F ω)) - (T : ℝ≥0) {a : ℝ} (ha : 0 < a) : - @Measurable Ω ℂ (ℱ T) (borel ℂ) - (fun ω => F ω T ((U T ω : ℂ) + (a : ℂ) * I)) := by - let V (s : ℝ) (ω : Ω) := U (min ((T : ℝ) - s).toNNReal T) ω - have hVm := measurable_reverse_driver ℱ U hUa hUc T - have hVc (ω : Ω) : Continuous (fun s : ℝ => V s ω) := - (hUc ω).comp ((continuous_real_toNNReal.comp (continuous_const.sub continuous_id)).min continuous_const) - let : MeasurableSpace Ω := ℱ T - have hwm : Measurable (fun ω => (U T ω : ℂ) + (a : ℂ) * I) := - (Complex.continuous_ofReal.measurable.comp (hUa T)).add_const _ - obtain ⟨Q, hQm, hQ0, hQd⟩ := exists_measurable_reverse_flow V hVm hVc - (fun ω => (U T ω : ℂ) + (a : ℂ) * I) hwm ha - have he (ω : Ω) : Q (T : ℝ) ω = F ω T ((U T ω : ℂ) + (a : ℂ) * I) := by - apply (h ω).reverse_flow_identifies T _ ha (by simp) (fun s => Q s ω) (hQ0 ω) - intro s hs - have hsT : ((T : ℝ) - s).toNNReal ≤ T := - Real.toNNReal_le_iff_le_coe.mpr (by linarith [hs.1]) - simpa only [V, min_eq_left hsT] using - (hQd ω s hs.1).mono (show Icc (0 : ℝ) T ⊆ Ici 0 from Icc_subset_Ici_self) - have hefun : (fun ω => Q (T : ℝ) ω) = (fun ω => F ω T ((U T ω : ℂ) + (a : ℂ) * I)) := funext he - rw [← hefun] - exact hQm.comp (measurable_prodMk_left (x := (T : ℝ))) - - - -theorem capacity_trace_adapted - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (h : ∀ ω, IsCapacityTwoWitness (fun t => U t ω) (γ ω) (G ω) (F ω)) : - Adapted ℱ (fun t ω => γ ω t) := by - intro T - have hn (n : ℕ) : @Measurable Ω ℂ (ℱ T) (borel ℂ) - (fun ω => F ω T ((U T ω : ℂ) + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * I)) := - inverse_vertical_measurable ℱ U hUa hUc γ G F h T (by positivity) - let : MeasurableSpace Ω := ℱ T - apply measurable_of_tendsto_metrizable - (f := fun n ω => F ω T ((U T ω : ℂ) + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * I)) - · exact hn - · apply tendsto_pi_nhds.mpr - intro ω - have hy : Tendsto (fun n : ℕ => 1 / ((n : ℝ) + 1)) atTop (𝓝[>] (0 : ℝ)) := - tendsto_nhdsWithin_iff.mpr ⟨tendsto_one_div_add_atTop_nhds_zero_nat, - Eventually.of_forall (fun n => by change (0 : ℝ) < 1 / ((n : ℝ) + 1); positivity)⟩ - exact ((h ω).2.2.2.2.2.2.2.2.2.2.2.2 T).comp hy - -end -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - -def IsCapacityTwoTrace (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) : Prop := - ∃ G F : ℝ≥0 → ℂ → ℂ, IsCapacityTwoWitness U γ G F - - - -def IsOrdinaryChordalSLE {Ω : Type*} [MeasurableSpace Ω] - (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (P : Measure Ω) : Prop := - (∀ t, Measurable (fun ω => γ ω t)) ∧ - ∃ B : ℝ≥0 → Ω → ℝ, ProbabilityTheory.IsBrownianReal B P ∧ - ∀ᵐ ω ∂P, IsCapacityTwoTrace (fun t => Real.sqrt κ * B t ω) (γ ω) - - - -structure RegularSLEPresentation {Ω : Type*} [MeasurableSpace Ω] - (P : Measure Ω) (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) where - samples : Set Ω - measurable_samples : MeasurableSet samples - full_samples : ∀ᵐ ω ∂P, ω ∈ samples - B : ℝ≥0 → samples → ℝ - measurable_B : ∀ t, Measurable (B t) - continuous_B : ∀ ω, Continuous (fun t => B t ω) - zero_B : ∀ ω, B 0 ω = 0 - brownian : IsBrownianReal B (P.comap (Subtype.val : samples → Ω)) - G : samples → ℝ≥0 → ℂ → ℂ - F : samples → ℝ≥0 → ℂ → ℂ - witness : ∀ ω : samples, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) (F ω) - -namespace RegularSLEPresentation -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} - -lemma measurePreserving_val (a : RegularSLEPresentation P κ γ) : - MeasurePreserving (Subtype.val : a.samples → Ω) (P.comap Subtype.val) P := by - refine ⟨measurable_subtype_coe, ?_⟩ - rw [map_comap_subtype_coe a.measurable_samples, - Measure.restrict_eq_self_of_ae_mem a.full_samples] - -instance probability [IsProbabilityMeasure P] (a : RegularSLEPresentation P κ γ) : - IsProbabilityMeasure (P.comap (Subtype.val : a.samples → Ω)) := - (MeasurableEmbedding.subtype_coe a.measurable_samples).isProbabilityMeasure_comap - (by simpa only [Subtype.range_coe] using a.full_samples) - -def filtration (a : RegularSLEPresentation P κ γ) : - Filtration ℝ≥0 (inferInstance : MeasurableSpace a.samples) := - Filtration.natural a.B (fun t => (a.measurable_B t).stronglyMeasurable) - -lemma trace_adapted (a : RegularSLEPresentation P κ γ) : - Adapted a.filtration (fun t ω => γ ω t) := by - apply capacity_trace_adapted a.filtration (fun t ω => Real.sqrt κ * a.B t ω) - ?_ ?_ (γ ∘ Subtype.val) a.G a.F a.witness - · intro t - exact measurable_const.mul - ((Filtration.stronglyAdapted_natural (fun t => (a.measurable_B t).stronglyMeasurable)) t).measurable - · intro ω - exact continuous_const.mul (a.continuous_B ω) - -lemma trace_continuous (a : RegularSLEPresentation P κ γ) (ω : a.samples) : - Continuous (γ ω) := (a.witness ω).1 - -end RegularSLEPresentation - - - -theorem exists_regular_sle_presentation - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} - {γ : Ω → ℝ≥0 → ℂ} (hSLE : IsOrdinaryChordalSLE κ γ P) : - Nonempty (RegularSLEPresentation P κ γ) := by - classical - obtain ⟨B, hB, htrace⟩ := hSLE.2 - obtain ⟨C, hCm, hCc, hC0, hC, hCB⟩ := exists_regular_brownian_version hB - have htraceC : ∀ᵐ ω ∂P, IsCapacityTwoTrace (fun t => Real.sqrt κ * C t ω) (γ ω) := by - filter_upwards [htrace, hCB] with ω hω heq - simpa only [heq] using hω - let N := toMeasurable P {ω | ¬ IsCapacityTwoTrace (fun t => Real.sqrt κ * C t ω) (γ ω)} - let S := Nᶜ - have hSm : MeasurableSet S := (measurableSet_toMeasurable _ _).compl - have hNa : P N = 0 := by - rw [show N = toMeasurable P {ω | ¬ IsCapacityTwoTrace - (fun t => Real.sqrt κ * C t ω) (γ ω)} from rfl, measure_toMeasurable] - exact ae_iff.mp htraceC - have hSa : ∀ᵐ ω ∂P, ω ∈ S := by - apply ae_iff.mpr - simpa only [S, mem_compl_iff, not_not, ofPred_mem_eq] using hNa - have hw (ω : S) : IsCapacityTwoTrace (fun t => Real.sqrt κ * C t ω) (γ ω) := by - by_contra hh - exact ω.property (subset_toMeasurable P _ hh) - choose G F hGF using hw - have hval : MeasurePreserving (Subtype.val : S → Ω) (P.comap Subtype.val) P := by - refine ⟨measurable_subtype_coe, ?_⟩ - rw [map_comap_subtype_coe hSm, Measure.restrict_eq_self_of_ae_mem hSa] - refine ⟨{ - samples := S - measurable_samples := hSm - full_samples := hSa - B := fun t ω => C t ω - measurable_B := fun t => (hCm.comp (measurable_prodMk_left (x := t))).comp measurable_subtype_coe - continuous_B := fun ω => hCc ω - zero_B := fun ω => hC0 ω - brownian := ?_ - G := G - F := F - witness := hGF }⟩ - exact ⟨⟨fun I => (hC.hasLaw I).comp hval.hasLaw⟩, Eventually.of_forall (fun ω => hCc ω)⟩ - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Complex -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -theorem ordinary_positive_real_center_approach - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (x r : ℝ) (hx : 0 < x) (hr : 0 < r) : - P {ω | ∃ t : ℝ≥0, dist (γ ω t) (x:ℂ) < r} ≤ - ENNReal.ofReal ((r/(((8-κ)/32)*x))^(3*(8-κ)/(4*κ))) := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - have hδ : 0 < (8-κ)/32 := by positivity - have hδ2 : (8-κ)/32 ≤ 1/2 := by linarith - have hβ : 0 < 3*(8-κ)/(4*κ) := by positivity - by_cases hrx : r < ((8-κ)/32)*x - · apply (measure_mono_ae (show {ω | ∃ t : ℝ≥0, dist (γ ω t) (x:ℂ) < r} ≤ᵐ[P] - {ω | BoundaryComparisonFailure (fun t => Real.sqrt κ*B t ω) x r ((8-κ)/32)} from ?_)).trans - (boundary_comparison_failure_sle_exponent hB κ x r hκ hκ8 hx hr) - filter_upwards [hw,hB.cont,hB.eval_zero_ae_eq_zero] with ω hω hc h0 - rintro ⟨t,ht⟩ - by_contra hn - have hh := hω.all_time_real_center_avoidance (hc.const_mul _) (by simp only [h0,mul_zero]) - hx hrx hδ2 hn t - exact (not_lt_of_ge hh) (by simpa only [dist_eq_norm] using ht) - · have hq : 1 ≤ r/(((8-κ)/32)*x) := - (le_div_iff₀ (mul_pos hδ hx)).mpr (by simpa only [one_mul] using le_of_not_gt hrx) - have hh := ENNReal.ofReal_le_ofReal (Real.one_le_rpow hq hβ.le) - rw [ENNReal.ofReal_one] at hh - exact prob_le_one.trans hh - - - -theorem sle_positive_real_center_approach - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (x r : ℝ) (hx : 0 < x) (hr : 0 < r) : - P {ω | ∃ t : ℝ≥0, dist (γ ω t) (x:ℂ) < r} ≤ - ENNReal.ofReal ((r/(((8-κ)/32)*x))^(3*(8-κ)/(4*κ))) := by - classical - obtain ⟨B,hB,htrace⟩ := hSLE.2 - have hchoice (ω : Ω) : ∃ G F : ℝ≥0 → ℂ → ℂ, - IsCapacityTwoTrace (fun t => Real.sqrt κ*B t ω) (γ ω) → - IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) G F := by - by_cases h : IsCapacityTwoTrace (fun t => Real.sqrt κ*B t ω) (γ ω) - · obtain ⟨G,F,hw⟩ := h - exact ⟨G,F,fun _ => hw⟩ - · exact ⟨fun _ _ => 0,fun _ _ => 0,fun hh => False.elim (h hh)⟩ - choose G F hw using hchoice - exact ordinary_positive_real_center_approach hB κ hκ hκ8 γ G F - (htrace.mono fun ω hω => hw ω hω) x r hx hr - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Complex ComplexConjugate -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma IsOrdinaryChordalSLE.mirror - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (h : IsOrdinaryChordalSLE κ γ P) : - IsOrdinaryChordalSLE κ (fun ω => loewnerMirror ∘ γ ω) P := by - obtain ⟨hm,B,hB,hw⟩ := h - refine ⟨fun t => loewnerMirror.continuous.measurable.comp (hm t),-B,hB.neg,?_⟩ - filter_upwards [hw] with ω hω - obtain ⟨G,F,hGF⟩ := hω - refine ⟨fun t z => loewnerMirror (G t (loewnerMirror z)), - fun t z => loewnerMirror (F t (loewnerMirror z)),?_⟩ - simpa only [Pi.neg_apply,mul_neg] using hGF.mirror - - -theorem sle_real_center_approach - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (x r : ℝ) (hx : x ≠ 0) (hr : 0 < r) : - P {ω | ∃ t : ℝ≥0, dist (γ ω t) (x:ℂ) < r} ≤ - ENNReal.ofReal ((r/(((8-κ)/32)*|x|))^(3*(8-κ)/(4*κ))) := by - rcases lt_or_gt_of_ne hx with hx | hx - · have hh := sle_positive_real_center_approach κ hκ hκ8 - (fun ω => loewnerMirror ∘ γ ω) hSLE.mirror (-x) r (neg_pos.mpr hx) hr - have he : {ω | ∃ t : ℝ≥0, dist ((loewnerMirror ∘ γ ω) t) ((-x:ℝ):ℂ) < r} = - {ω | ∃ t : ℝ≥0, dist (γ ω t) (x:ℂ) < r} := by - ext ω - have hrx : ((-x:ℝ):ℂ) = loewnerMirror (x:ℂ) := by simp - simp only [Function.comp_apply,hrx,loewnerMirror_dist] - rw [he] at hh - simpa only [abs_of_neg hx] using hh - · simpa only [abs_of_pos hx] using - sle_positive_real_center_approach κ hκ hκ8 γ hSLE x r hx hr - -end SLEExactGauge -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -lemma derivative_close_of_cauchy {f : ℂ → ℂ} {U : Set ℂ} {b : ℂ} {r : ℝ} - (hr : 0 < r) (hU : IsOpen U) (hd : DifferentiableOn ℂ f U) - (hinc : closedBall b r ⊆ U) - (hbound : ∀ w ∈ closedBall b r, ‖deriv f w‖ ≤ 2 * ‖deriv f b‖) : - ∀ w ∈ closedBall b (r / 8), ‖deriv f w - deriv f b‖ ≤ ‖deriv f b‖ / 2 := by - have hdr := hd.deriv hU - have hsmall : closedBall b (r / 8) ⊆ closedBall b r := closedBall_subset_closedBall (by linarith) - have hsecond (w : ℂ) (hw : w ∈ closedBall b (r / 8)) : - ‖deriv (deriv f) w‖ ≤ 4 * ‖deriv f b‖ / r := by - have hs : closedBall w (r / 2) ⊆ closedBall b r := by - intro z hz - apply mem_closedBall.mpr - have hw' := mem_closedBall.mp hw - have hz' := mem_closedBall.mp hz - exact (dist_triangle z w b).trans (by linarith) - have hh := Complex.norm_deriv_le_of_forall_mem_sphere_norm_le (by positivity : 0 < r / 2) - (hdr.diffContOnCl_ball (hs.trans hinc)) - (fun z hz => hbound z (hs (sphere_subset_closedBall hz))) - convert hh using 1 - ring - intro w hw - have hh := (convex_closedBall b (r / 8)).norm_image_sub_le_of_norm_deriv_le - (fun z hz => hdr.differentiableAt (hU.mem_nhds (hinc (hsmall hz)))) hsecond - (mem_closedBall_self (by positivity : 0 ≤ r / 8)) hw - have hn : ‖w - b‖ ≤ r / 8 := mem_closedBall_iff_norm.mp hw - calc - ‖deriv f w - deriv f b‖ ≤ (4 * ‖deriv f b‖ / r) * ‖w - b‖ := hh - _ ≤ (4 * ‖deriv f b‖ / r) * (r / 8) := mul_le_mul_of_nonneg_left hn (by positivity) - _ = ‖deriv f b‖ / 2 := by field_simp; ring - -end SLEExactGauge -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -lemma disk_image_of_deriv_close {f f' : ℂ → ℂ} {b a : ℂ} {r : ℝ} - (hr : 0 ≤ r) (ha : a ≠ 0) - (hd : ∀ z ∈ closedBall b r, HasDerivAt f (f' z) z) - (hb : ∀ z ∈ closedBall b r, ‖f' z / a - 1‖ ≤ 1 / 2) : - closedBall (f b) (‖a‖ * r / 2) ⊆ f '' closedBall b r := by - let g : ℂ → ℂ := fun z => f z / a - have hl : LipschitzOnWith (1 / 2 : ℝ≥0) (fun z => g z - z) (closedBall b r) := by - apply (convex_closedBall b r).lipschitzOnWith_of_nnnorm_hasDerivWithin_le - (f' := fun z => f' z / a - 1) - · intro z hz - exact (((hd z hz).div_const a).sub (hasDerivAt_id z)).hasDerivWithinAt - · intro z hz - exact_mod_cast hb z hz - have hl' : ApproximatesLinearOn g (ContinuousLinearMap.id ℂ ℂ) (closedBall b r) (1 / 2) := by - apply LipschitzOnWith.approximatesLinearOn - exact hl - have hs := hl'.surjOn_closedBall_of_nonlinearRightInverse - (ContinuousLinearEquiv.refl ℂ ℂ).toNonlinearRightInverse hr (Subset.refl _) - have hs' : SurjOn g (closedBall b r) (closedBall (g b) (r / 2)) := by - norm_num [ContinuousLinearEquiv.toNonlinearRightInverse] at hs - convert hs using 1 - ring_nf - intro y hy - have hy' : y / a ∈ closedBall (g b) (r / 2) := by - rw [mem_closedBall_iff_norm] at hy ⊢ - change ‖y / a - f b / a‖ ≤ r / 2 - rw [← sub_div, norm_div] - apply (div_le_iff₀ (norm_pos_iff.mpr ha)).mpr - nlinarith - obtain ⟨z, hz, he⟩ := hs' hy' - exact ⟨z, hz, (div_left_inj' ha).mp he⟩ - -end SLEExactGauge -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -lemma bloch_disk {f : ℂ → ℂ} (hd : DifferentiableOn ℂ f (ball 0 1)) : - ∃ b ∈ ball (0 : ℂ) 1, - closedBall (f b) (‖deriv f 0‖ / 64) ⊆ f '' ball 0 1 := by - have hzero : (0 : ℂ) ∈ closedBall 0 (1 / 2 : ℝ) := mem_closedBall_self (by norm_num) - have hinc : closedBall (0 : ℂ) (1 / 2 : ℝ) ⊆ ball 0 1 := - closedBall_subset_ball (by norm_num) - by_cases h0 : deriv f 0 = 0 - · refine ⟨0, mem_ball_self (by norm_num), ?_⟩ - simp only [h0, norm_zero, zero_div, closedBall_zero, singleton_subset_iff] - exact mem_image_of_mem f (mem_ball_self (by norm_num)) - have hd0 : 0 < ‖deriv f 0‖ := norm_pos_iff.mpr h0 - let Φ : ℂ → ℝ := fun z => (1 / 2 - ‖z‖) * ‖deriv f z‖ - have hc : ContinuousOn Φ (closedBall 0 (1 / 2 : ℝ)) := - (continuousOn_const.sub continuous_norm.continuousOn).mul - ((hd.deriv isOpen_ball).continuousOn.mono hinc).norm - obtain ⟨b, hb, hmax⟩ := (isCompact_closedBall (0 : ℂ) (1 / 2 : ℝ)).exists_isMaxOn - ⟨0, hzero⟩ hc - have hM : ‖deriv f 0‖ / 2 ≤ (1 / 2 - ‖b‖) * ‖deriv f b‖ := by - have hh := hmax hzero - simpa [Φ, norm_zero, mul_comm, div_eq_mul_inv] using hh - have hb' : ‖b‖ ≤ 1 / 2 := mem_closedBall_zero_iff.mp hb - have hab : 0 < ‖deriv f b‖ := by - by_contra hn - have hh : ‖deriv f b‖ = 0 := le_antisymm (le_of_not_gt hn) (norm_nonneg _) - rw [hh, mul_zero] at hM - linarith - have hmargin : 0 < 1 / 2 - ‖b‖ := by - by_contra hn - have hh := mul_nonpos_of_nonpos_of_nonneg (le_of_not_gt hn) hab.le - linarith - let r : ℝ := (1 / 2 - ‖b‖) / 2 - have hr : 0 < r := div_pos hmargin (by norm_num) - have hsub : closedBall b r ⊆ closedBall 0 (1 / 2 : ℝ) := by - intro w hw - rw [mem_closedBall_zero_iff] - have hw' : ‖w - b‖ ≤ r := mem_closedBall_iff_norm.mp hw - have hnorm : ‖w‖ ≤ ‖w - b‖ + ‖b‖ := by simpa [norm_sub_rev, add_comm] using norm_le_insert b w - dsimp [r] at hw' - linarith - have hbound (w : ℂ) (hw : w ∈ closedBall b r) : ‖deriv f w‖ ≤ 2 * ‖deriv f b‖ := by - have hh := hmax (hsub hw) - change (1 / 2 - ‖w‖) * ‖deriv f w‖ ≤ (1 / 2 - ‖b‖) * ‖deriv f b‖ at hh - have hw' : ‖w - b‖ ≤ r := mem_closedBall_iff_norm.mp hw - have hnorm : ‖w‖ ≤ ‖w - b‖ + ‖b‖ := by simpa [norm_sub_rev, add_comm] using norm_le_insert b w - have hm : r ≤ 1 / 2 - ‖w‖ := by dsimp [r] at *; linarith - have he : 1 / 2 - ‖b‖ = 2 * r := by dsimp [r]; ring - have hprod := mul_le_mul_of_nonneg_right hm (norm_nonneg (deriv f w)) - rw [he] at hh - nlinarith - have hclose := derivative_close_of_cauchy hr isOpen_ball hd (hsub.trans hinc) hbound - have hsmall : closedBall b (r / 8) ⊆ closedBall b r := closedBall_subset_closedBall (by linarith) - have himage := disk_image_of_deriv_close (f := f) (f' := deriv f) (a := deriv f b) - (by positivity : 0 ≤ r / 8) (norm_pos_iff.mp hab) - (fun w hw => (hd.differentiableAt (isOpen_ball.mem_nhds (hinc (hsub (hsmall hw))))).hasDerivAt) - (by - intro w hw - rw [← div_self (norm_pos_iff.mp hab), ← sub_div, norm_div] - exact (div_le_iff₀ hab).mpr (by simpa [div_eq_mul_inv, mul_comm] using hclose w hw)) - refine ⟨b, hinc hb, ?_⟩ - have hlower : ‖deriv f 0‖ / 64 ≤ ‖deriv f b‖ * (r / 8) / 2 := by - dsimp [r] - nlinarith - exact (closedBall_subset_closedBall hlower).trans - (himage.trans (image_mono (hsmall.trans (hsub.trans hinc)))) - -end SLEExactGauge -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -lemma hasDerivAt_log_lift {g h : ℂ → ℂ} {U : Set ℂ} (hU : IsOpen U) - (hg : DifferentiableOn ℂ g U) (hh : ContinuousOn h U) - (he : EqOn (Complex.exp ∘ h) g U) {z : ℂ} (hz : z ∈ U) : - HasDerivAt h (deriv g z / g z) z := by - have hgz : g z ≠ 0 := by rw [← he hz]; exact Complex.exp_ne_zero _ - have hdz := (hg.differentiableAt (hU.mem_nhds hz)).hasDerivAt - have hcx := hh.continuousAt (hU.mem_nhds hz) - have hdisc : ∀ᶠ w in 𝓝 z, ‖h w - h z‖ < Real.pi := by - have hc : ContinuousAt (fun w => ‖h w - h z‖) z := (hcx.sub continuousAt_const).norm - exact hc (Iio_mem_nhds (by simpa using Real.pi_pos)) - have hlocal : (fun w => Complex.log (g w / g z) + h z) =ᶠ[𝓝 z] h := by - filter_upwards [hU.mem_nhds hz, hdisc] with w hw hw' - have him : |(h w - h z).im| < Real.pi := (Complex.abs_im_le_norm _).trans_lt hw' - rw [← he hw, ← he hz] - change Complex.log (Complex.exp (h w) / Complex.exp (h z)) + h z = h w - rw [← Complex.exp_sub, Complex.log_exp (by linarith [(abs_lt.mp him).1]) - (le_of_lt (abs_lt.mp him).2)] - ring - have hlog := (hdz.div_const (g z)).clog (by simp [hgz]) - have hf : HasDerivAt (fun w => Complex.log (g w / g z) + h z) (deriv g z / g z) z := by - simpa [hgz] using hlog.add_const (h z) - exact hf.congr_of_eventuallyEq hlocal.symm - -lemma differentiableOn_log_lift {g h : ℂ → ℂ} {U : Set ℂ} (hU : IsOpen U) - (hg : DifferentiableOn ℂ g U) (hh : ContinuousOn h U) - (he : EqOn (Complex.exp ∘ h) g U) : DifferentiableOn ℂ h U := - fun _ hz => (hasDerivAt_log_lift hU hg hh he hz).differentiableAt.differentiableWithinAt - -lemma exists_holomorphic_log_on_ball {g : ℂ → ℂ} {b : ℂ} {r : ℝ} - (hr : 0 < r) (hg : DifferentiableOn ℂ g (ball b r)) - (h0 : ∀ z ∈ ball b r, g z ≠ 0) : - ∃ h : ℂ → ℂ, DifferentiableOn ℂ h (ball b r) ∧ - EqOn (Complex.exp ∘ h) g (ball b r) ∧ - ∀ z ∈ ball b r, deriv h z = deriv g z / g z := by - let := (convex_ball b r).contractibleSpace ⟨b, mem_ball_self hr⟩ - obtain ⟨h, hh, he⟩ := Complex.exists_continuousOn_eqOn_exp_comp - (by change SimplyConnectedSpace (ball b r); infer_instance) isOpen_ball hg.continuousOn - (by rintro ⟨z, hz, he⟩; exact h0 z hz he) - exact ⟨h, differentiableOn_log_lift isOpen_ball hg hh he, he, - fun z hz => (hasDerivAt_log_lift isOpen_ball hg hh he hz).deriv⟩ - -end SLEExactGauge -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -lemma univalent_omitted_value_bound {f : ℂ → ℂ} - (hd : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) - (a : ℂ) (ha : a ∉ f '' ball 0 1) : - ‖deriv f 0‖ ≤ (128 * Real.pi) * ‖f 0 - a‖ := by - have hnon (z : ℂ) (hz : z ∈ ball (0 : ℂ) 1) : f z - a ≠ 0 := by - intro he - exact ha ⟨z, hz, sub_eq_zero.mp he⟩ - have hz0 : (0 : ℂ) ∈ ball 0 1 := mem_ball_self (by norm_num) - obtain ⟨h, hhd, he, hhder⟩ := exists_holomorphic_log_on_ball (by norm_num : (0 : ℝ) < 1) - (hd.sub_const a) hnon - obtain ⟨b, hb, hball⟩ := bloch_disk hhd - have hbound : ‖deriv h 0‖ < 128 * Real.pi := by - by_contra hn - have hn' : 128 * Real.pi ≤ ‖deriv h 0‖ := le_of_not_gt hn - have hw : h b + 2 * Real.pi * Complex.I ∈ closedBall (h b) (‖deriv h 0‖ / 64) := by - rw [mem_closedBall_iff_norm, add_sub_cancel_left, norm_mul, norm_mul, - norm_ofNat, Complex.norm_real, Real.norm_eq_abs, abs_of_pos Real.pi_pos, Complex.norm_I, mul_one] - linarith - obtain ⟨z, hz, hzh⟩ := hball hw - have hfe : f z - a = f b - a := by - calc - f z - a = Complex.exp (h z) := (he hz).symm - _ = Complex.exp (h b) := by rw [hzh]; exact Complex.exp_periodic (h b) - _ = f b - a := he hb - have hzb : z = b := hi hz hb (sub_left_inj.mp hfe) - rw [hzb] at hzh - have him := congrArg Complex.im hzh - norm_num [Complex.add_im, Complex.mul_im, Complex.mul_re] at him - have hd0 := (hd.differentiableAt (isOpen_ball.mem_nhds hz0)).hasDerivAt - have hdsub : deriv (fun z => f z - a) 0 = deriv f 0 := (hd0.sub_const a).deriv - rw [hhder 0 hz0, hdsub, norm_div] at hbound - exact ((div_lt_iff₀ (norm_pos_iff.mpr (hnon 0 hz0))).mp hbound).le - -end SLEExactGauge -end - - -end - -end OAI +import Mathlib +import OAI.Probability.SLE.NearRealContraction + +namespace OAI + +/-! Brownian Strong Markov for chordal SLE. -/ + +section +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal +namespace SLEExactGauge + +noncomputable def shiftedFDD {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) + (I : Finset ℝ≥0) (s : ℝ≥0) (ω : Ω) : I → ℝ := + fun i => B (s + i) ω - B s ω + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + [IsProbabilityMeasure P] {B : ℝ≥0 → Ω → ℝ} + (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) + +include hm in +lemma shiftedFDD_measurable (I : Finset ℝ≥0) (s : ℝ≥0) : + Measurable (shiftedFDD B I s) := + Measurable.of_eval (fun i => (hm (s + i)).sub (hm s)) + +include hB hm in +omit [IsProbabilityMeasure P] in +lemma shiftedFDD_indep (I : Finset ℝ≥0) (s : ℝ≥0) : + Indep (Filtration.natural B (fun t => (hm t).stronglyMeasurable) s) + (MeasurableSpace.comap (shiftedFDD B I s) inferInstance) P := by + have hi := ((hB.indepFun_shift s).comp + (Measurable.of_eval (fun i : I => measurable_pi_apply (i : ℝ≥0))) measurable_id).symm + rw [Filtration.natural_eq_comap B _ s] + exact (IndepFun_iff_Indep _ _ _).mp hi + +include hB hm in +omit [IsProbabilityMeasure P] in +lemma shiftedFDD_setIntegral (I : Finset ℝ≥0) (s : ℝ≥0) + (φ : BoundedContinuousFunction (I → ℝ) ℝ) {A : Set Ω} + (hA : MeasurableSet[Filtration.natural B (fun t => (hm t).stronglyMeasurable) s] A) : + (∫ ω in A, φ (shiftedFDD B I s ω) ∂P) = + P.real A * ∫ x, φ x ∂BrownianReal.projectiveFamily I := by + rw [(shiftedFDD_indep hB hm I s).setIntegral_eq_mul + ((Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le s) + (shiftedFDD_measurable hm I s).aemeasurable hA φ.continuous.aestronglyMeasurable] + congr 1 + exact ((hB.shift s).hasLaw I).integral_comp φ.continuous.aestronglyMeasurable + +include hm in +lemma shiftedFDD_grid_measurable {τ : Ω → ℝ≥0} (hτm : Measurable τ) + (I : Finset ℝ≥0) (n : ℕ) : + Measurable (fun ω => shiftedFDD B I (stopGrid n (τ ω)) ω) := by + apply Measurable.of_eval + intro i + exact measurable_discrete_eval + (fun k ω => B (stopGridTime n k + i) ω - B (stopGridTime n k) ω) + (fun k => (hm _).sub (hm _)) (stopGridIndex_measurable hτm n) + +include hB hm in +lemma shiftedFDD_grid_setIntegral {τ : Ω → ℝ≥0} + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + {A : Set Ω} (hA : MeasurableSet[hτ.measurableSpace] A) + (I : Finset ℝ≥0) (φ : BoundedContinuousFunction (I → ℝ) ℝ) (n : ℕ) : + (∫ ω in A, φ (shiftedFDD B I (stopGrid n (τ ω)) ω) ∂P) = + P.real A * ∫ x, φ x ∂BrownianReal.projectiveFamily I := by + apply integral_stopping_grid_glue hτ hA n _ + (Integrable.of_bound (φ.continuous.measurable.comp + (shiftedFDD_grid_measurable hm (stopping_time_measurable_nnreal hτ) I n)).aestronglyMeasurable + ‖φ‖ (Eventually.of_forall (fun ω => φ.norm_coe_le_norm _))) + intro k + have hk := stopping_grid_piece_measurable hτ hA n k + have hk' := (Filtration.natural B (fun t => (hm t).stronglyMeasurable)).le _ _ hk + rw [setIntegral_congr_fun hk' (g := fun ω => φ (shiftedFDD B I (stopGridTime n k) ω)) + (fun ω hω => by + have he : stopGridIndex n (τ ω) = k := hω.2 + simp only [Function.comp_def, stopGrid, he])] + exact shiftedFDD_setIntegral hB hm I _ φ hk + +omit mΩ in +lemma shiftedFDD_grid_tendsto + (hc : ∀ ω, Continuous (fun t => B t ω)) (I : Finset ℝ≥0) (τ : Ω → ℝ≥0) (ω : Ω) : + Tendsto (fun n => shiftedFDD B I (stopGrid n (τ ω)) ω) atTop + (𝓝 (shiftedFDD B I (τ ω) ω)) := by + apply tendsto_pi_nhds.mpr + intro i + exact ((hc ω).continuousAt.tendsto.comp ((stopGrid_tendsto (τ ω)).add_const (i : ℝ≥0))).sub + ((hc ω).continuousAt.tendsto.comp (stopGrid_tendsto (τ ω))) + +include hB hm in + + +theorem brownian_strongMarkov_integral + (hc : ∀ ω, Continuous (fun t => B t ω)) {τ : Ω → ℝ≥0} + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + {A : Set Ω} (hA : MeasurableSet[hτ.measurableSpace] A) + (I : Finset ℝ≥0) (φ : BoundedContinuousFunction (I → ℝ) ℝ) : + (∫ ω in A, φ (shiftedFDD B I (τ ω) ω) ∂P) = + P.real A * ∫ x, φ x ∂BrownianReal.projectiveFamily I := by + have hlim := tendsto_integral_of_dominated_convergence (μ := P.restrict A) + (F := fun n ω => φ (shiftedFDD B I (stopGrid n (τ ω)) ω)) + (f := fun ω => φ (shiftedFDD B I (τ ω) ω)) (fun _ => ‖φ‖) + (fun n => (φ.continuous.measurable.comp + (shiftedFDD_grid_measurable hm (stopping_time_measurable_nnreal hτ) I n)).aestronglyMeasurable) + (integrable_const _) + (fun n => Eventually.of_forall (fun ω => φ.norm_coe_le_norm _)) + (Eventually.of_forall (fun ω => φ.continuous.continuousAt.tendsto.comp + (shiftedFDD_grid_tendsto hc I τ ω))) + simp only [shiftedFDD_grid_setIntegral hB hm hτ hA I φ] at hlim + exact tendsto_nhds_unique hlim tendsto_const_nhds + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +noncomputable def brownianRestart {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) + (τ : Ω → ℝ≥0) (t : ℝ≥0) (ω : Ω) : ℝ := B (τ ω + t) ω - B (τ ω) ω + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + [IsProbabilityMeasure P] {B : ℝ≥0 → Ω → ℝ} + (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) + +include hm hc in +lemma brownianRestart_measurable {τ : Ω → ℝ≥0} (hτm : Measurable τ) : + Measurable (fun ω t => brownianRestart B τ t ω) := by + have hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2) := + measurable_uncurry_of_continuous_of_measurable hc hm + apply Measurable.of_eval + intro t + exact (hBm.comp ((hτm.add_const t).prodMk measurable_id)).sub + (hBm.comp (hτm.prodMk measurable_id)) + +include hB hm hc in +lemma brownian_restart_fdd_restrict {τ : Ω → ℝ≥0} + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + {A : Set Ω} (hA : MeasurableSet[hτ.measurableSpace] A) (I : Finset ℝ≥0) : + (P.restrict A).map (fun ω => shiftedFDD B I (τ ω) ω) = + P A • BrownianReal.projectiveFamily I := by + have hXm : Measurable (fun ω => shiftedFDD B I (τ ω) ω) := + (Finset.measurable_restrict I).comp + (brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ)) + let : IsFiniteMeasure (P A • BrownianReal.projectiveFamily I) := + Measure.smul_finite _ (measure_ne_top P A) + apply ext_of_forall_integral_eq_of_IsFiniteMeasure + intro φ + rw [integral_map hXm.aemeasurable φ.continuous.aestronglyMeasurable, + integral_smul_measure] + exact brownian_strongMarkov_integral hB hm hc hτ hA I φ + +include hB hm hc in + + +theorem brownian_restart_path_law {τ : Ω → ℝ≥0} + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + {A : Set Ω} (hA : MeasurableSet[hτ.measurableSpace] A) : + (P.restrict A).map (fun ω t => brownianRestart B τ t ω) = + P A • P.map (fun ω t => B t ω) := by + have hXm := brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ) + have hBm : Measurable (fun ω t => B t ω) := Measurable.of_eval hm + let (I : Finset ℝ≥0) : IsFiniteMeasure (P A • BrownianReal.projectiveFamily I) := + Measure.smul_finite _ (measure_ne_top P A) + have hL : IsProjectiveLimit ((P.restrict A).map (fun ω t => brownianRestart B τ t ω)) + (fun I => P A • BrownianReal.projectiveFamily I) := by + intro I + rw [Measure.map_map (Finset.measurable_restrict I) hXm] + exact brownian_restart_fdd_restrict hB hm hc hτ hA I + have hR : IsProjectiveLimit (P A • P.map (fun ω t => B t ω)) + (fun I => P A • BrownianReal.projectiveFamily I) := by + intro I + rw [Measure.map_smul _ (Finset.measurable_restrict I).aemeasurable, + Measure.map_map (Finset.measurable_restrict I) hBm] + exact congrArg (fun ν => P A • ν) (hB.hasLaw I).map_eq + exact hL.unique hR + +include hB hm hc in +lemma brownian_restart_path_map {τ : Ω → ℝ≥0} + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + P.map (fun ω t => brownianRestart B τ t ω) = P.map (fun ω t => B t ω) := by + simpa only [Measure.restrict_univ, measure_univ, one_smul] using + brownian_restart_path_law hB hm hc hτ (A := univ) MeasurableSet.univ + +include hB hm hc in +lemma brownian_restart_event_factorizes {τ : Ω → ℝ≥0} + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + {A : Set Ω} (hA : MeasurableSet[hτ.measurableSpace] A) + {S : Set (ℝ≥0 → ℝ)} (hS : MeasurableSet S) : + P (A ∩ {ω | (fun t => brownianRestart B τ t ω) ∈ S}) = + P A * P {ω | (fun t => B t ω) ∈ S} := by + have hXm := brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ) + have he := congrArg (fun ν : Measure (ℝ≥0 → ℝ) => ν S) + (brownian_restart_path_law hB hm hc hτ hA) + rw [Measure.map_apply hXm hS, Measure.restrict_apply (hXm hS), + Measure.smul_apply, Measure.map_apply (Measurable.of_eval hm) hS] at he + simpa only [Set.preimage, Set.inter_comm, smul_eq_mul] using he + +include hB hm hc in + + +theorem brownian_restart_independent {τ : Ω → ℝ≥0} + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + Indep hτ.measurableSpace + (MeasurableSpace.comap (fun ω t => brownianRestart B τ t ω) inferInstance) P := by + rw [Indep_iff] + intro A C hA hC + rcases hC with ⟨S, hS, rfl⟩ + have he := congrArg (fun ν : Measure (ℝ≥0 → ℝ) => ν S) + (brownian_restart_path_map hB hm hc hτ) + rw [Measure.map_apply (brownianRestart_measurable hm hc + (stopping_time_measurable_nnreal hτ)) hS, + Measure.map_apply (Measurable.of_eval hm) hS] at he + change P (A ∩ {ω | (fun t => brownianRestart B τ t ω) ∈ S}) = _ + rw [brownian_restart_event_factorizes hB hm hc hτ hA hS] + rw [he] + rfl + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory Complex +open scoped Topology NNReal +namespace SLEExactGauge + +section +variable {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (U : ℝ≥0 → Ω → ℝ) (hUa : Adapted ℱ U) + (hUc : ∀ ω, Continuous (fun t => U t ω)) +include hUa hUc + +lemma measurable_reverse_driver (T : ℝ≥0) : + @Measurable (ℝ × Ω) ℝ ((borel ℝ).prod (ℱ T)) (borel ℝ) + (fun p => U (min ((T : ℝ) - p.1).toNNReal T) p.2) := by + have hsa : StronglyAdapted ℱ U := fun t => (hUa t).stronglyMeasurable + have hp := (hsa.isStronglyProgressive_of_continuous hUc T).measurable + let : MeasurableSpace Ω := ℱ T + have ht : Measurable (fun s : ℝ => (⟨min ((T : ℝ) - s).toNNReal T, + by change min ((T : ℝ) - s).toNNReal T ≤ T; exact min_le_right _ _⟩ : Iic T)) := + ((continuous_real_toNNReal.comp (continuous_const.sub continuous_id)).min continuous_const).measurable.subtype_mk + exact hp.comp ((ht.comp measurable_fst).prodMk measurable_snd) + + + +theorem inverse_vertical_measurable + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (h : ∀ ω, IsCapacityTwoWitness (fun t => U t ω) (γ ω) (G ω) (F ω)) + (T : ℝ≥0) {a : ℝ} (ha : 0 < a) : + @Measurable Ω ℂ (ℱ T) (borel ℂ) + (fun ω => F ω T ((U T ω : ℂ) + (a : ℂ) * I)) := by + let V (s : ℝ) (ω : Ω) := U (min ((T : ℝ) - s).toNNReal T) ω + have hVm := measurable_reverse_driver ℱ U hUa hUc T + have hVc (ω : Ω) : Continuous (fun s : ℝ => V s ω) := + (hUc ω).comp ((continuous_real_toNNReal.comp (continuous_const.sub continuous_id)).min continuous_const) + let : MeasurableSpace Ω := ℱ T + have hwm : Measurable (fun ω => (U T ω : ℂ) + (a : ℂ) * I) := + (Complex.continuous_ofReal.measurable.comp (hUa T)).add_const _ + obtain ⟨Q, hQm, hQ0, hQd⟩ := exists_measurable_reverse_flow V hVm hVc + (fun ω => (U T ω : ℂ) + (a : ℂ) * I) hwm ha + have he (ω : Ω) : Q (T : ℝ) ω = F ω T ((U T ω : ℂ) + (a : ℂ) * I) := by + apply (h ω).reverse_flow_identifies T _ ha (by simp) (fun s => Q s ω) (hQ0 ω) + intro s hs + have hsT : ((T : ℝ) - s).toNNReal ≤ T := + Real.toNNReal_le_iff_le_coe.mpr (by linarith [hs.1]) + simpa only [V, min_eq_left hsT] using + (hQd ω s hs.1).mono (show Icc (0 : ℝ) T ⊆ Ici 0 from Icc_subset_Ici_self) + have hefun : (fun ω => Q (T : ℝ) ω) = (fun ω => F ω T ((U T ω : ℂ) + (a : ℂ) * I)) := funext he + rw [← hefun] + exact hQm.comp (measurable_prodMk_left (x := (T : ℝ))) + + + +theorem capacity_trace_adapted + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (h : ∀ ω, IsCapacityTwoWitness (fun t => U t ω) (γ ω) (G ω) (F ω)) : + Adapted ℱ (fun t ω => γ ω t) := by + intro T + have hn (n : ℕ) : @Measurable Ω ℂ (ℱ T) (borel ℂ) + (fun ω => F ω T ((U T ω : ℂ) + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * I)) := + inverse_vertical_measurable ℱ U hUa hUc γ G F h T (by positivity) + let : MeasurableSpace Ω := ℱ T + apply measurable_of_tendsto_metrizable + (f := fun n ω => F ω T ((U T ω : ℂ) + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * I)) + · exact hn + · apply tendsto_pi_nhds.mpr + intro ω + have hy : Tendsto (fun n : ℕ => 1 / ((n : ℝ) + 1)) atTop (𝓝[>] (0 : ℝ)) := + tendsto_nhdsWithin_iff.mpr ⟨tendsto_one_div_add_atTop_nhds_zero_nat, + Eventually.of_forall (fun n => by change (0 : ℝ) < 1 / ((n : ℝ) + 1); positivity)⟩ + exact ((h ω).2.2.2.2.2.2.2.2.2.2.2.2 T).comp hy + +end +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + +def IsCapacityTwoTrace (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) : Prop := + ∃ G F : ℝ≥0 → ℂ → ℂ, IsCapacityTwoWitness U γ G F + + + +def IsOrdinaryChordalSLE {Ω : Type*} [MeasurableSpace Ω] + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (P : Measure Ω) : Prop := + (∀ t, Measurable (fun ω => γ ω t)) ∧ + ∃ B : ℝ≥0 → Ω → ℝ, ProbabilityTheory.IsBrownianReal B P ∧ + ∀ᵐ ω ∂P, IsCapacityTwoTrace (fun t => Real.sqrt κ * B t ω) (γ ω) + + + +structure RegularSLEPresentation {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) where + samples : Set Ω + measurable_samples : MeasurableSet samples + full_samples : ∀ᵐ ω ∂P, ω ∈ samples + B : ℝ≥0 → samples → ℝ + measurable_B : ∀ t, Measurable (B t) + continuous_B : ∀ ω, Continuous (fun t => B t ω) + zero_B : ∀ ω, B 0 ω = 0 + brownian : IsBrownianReal B (P.comap (Subtype.val : samples → Ω)) + G : samples → ℝ≥0 → ℂ → ℂ + F : samples → ℝ≥0 → ℂ → ℂ + witness : ∀ ω : samples, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω) + +namespace RegularSLEPresentation +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} + +lemma measurePreserving_val (a : RegularSLEPresentation P κ γ) : + MeasurePreserving (Subtype.val : a.samples → Ω) (P.comap Subtype.val) P := by + refine ⟨measurable_subtype_coe, ?_⟩ + rw [map_comap_subtype_coe a.measurable_samples, + Measure.restrict_eq_self_of_ae_mem a.full_samples] + +instance probability [IsProbabilityMeasure P] (a : RegularSLEPresentation P κ γ) : + IsProbabilityMeasure (P.comap (Subtype.val : a.samples → Ω)) := + (MeasurableEmbedding.subtype_coe a.measurable_samples).isProbabilityMeasure_comap + (by simpa only [Subtype.range_coe] using a.full_samples) + +def filtration (a : RegularSLEPresentation P κ γ) : + Filtration ℝ≥0 (inferInstance : MeasurableSpace a.samples) := + Filtration.natural a.B (fun t => (a.measurable_B t).stronglyMeasurable) + +lemma trace_adapted (a : RegularSLEPresentation P κ γ) : + Adapted a.filtration (fun t ω => γ ω t) := by + apply capacity_trace_adapted a.filtration (fun t ω => Real.sqrt κ * a.B t ω) + ?_ ?_ (γ ∘ Subtype.val) a.G a.F a.witness + · intro t + exact measurable_const.mul + ((Filtration.stronglyAdapted_natural (fun t => (a.measurable_B t).stronglyMeasurable)) t).measurable + · intro ω + exact continuous_const.mul (a.continuous_B ω) + +lemma trace_continuous (a : RegularSLEPresentation P κ γ) (ω : a.samples) : + Continuous (γ ω) := (a.witness ω).1 + +end RegularSLEPresentation + + + +theorem exists_regular_sle_presentation + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} (hSLE : IsOrdinaryChordalSLE κ γ P) : + Nonempty (RegularSLEPresentation P κ γ) := by + classical + obtain ⟨B, hB, htrace⟩ := hSLE.2 + obtain ⟨C, hCm, hCc, hC0, hC, hCB⟩ := exists_regular_brownian_version hB + have htraceC : ∀ᵐ ω ∂P, IsCapacityTwoTrace (fun t => Real.sqrt κ * C t ω) (γ ω) := by + filter_upwards [htrace, hCB] with ω hω heq + simpa only [heq] using hω + let N := toMeasurable P {ω | ¬ IsCapacityTwoTrace (fun t => Real.sqrt κ * C t ω) (γ ω)} + let S := Nᶜ + have hSm : MeasurableSet S := (measurableSet_toMeasurable _ _).compl + have hNa : P N = 0 := by + rw [show N = toMeasurable P {ω | ¬ IsCapacityTwoTrace + (fun t => Real.sqrt κ * C t ω) (γ ω)} from rfl, measure_toMeasurable] + exact ae_iff.mp htraceC + have hSa : ∀ᵐ ω ∂P, ω ∈ S := by + apply ae_iff.mpr + simpa only [S, mem_compl_iff, not_not, ofPred_mem_eq] using hNa + have hw (ω : S) : IsCapacityTwoTrace (fun t => Real.sqrt κ * C t ω) (γ ω) := by + by_contra hh + exact ω.property (subset_toMeasurable P _ hh) + choose G F hGF using hw + have hval : MeasurePreserving (Subtype.val : S → Ω) (P.comap Subtype.val) P := by + refine ⟨measurable_subtype_coe, ?_⟩ + rw [map_comap_subtype_coe hSm, Measure.restrict_eq_self_of_ae_mem hSa] + refine ⟨{ + samples := S + measurable_samples := hSm + full_samples := hSa + B := fun t ω => C t ω + measurable_B := fun t => (hCm.comp (measurable_prodMk_left (x := t))).comp measurable_subtype_coe + continuous_B := fun ω => hCc ω + zero_B := fun ω => hC0 ω + brownian := ?_ + G := G + F := F + witness := hGF }⟩ + exact ⟨⟨fun I => (hC.hasLaw I).comp hval.hasLaw⟩, Eventually.of_forall (fun ω => hCc ω)⟩ + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Complex +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +theorem ordinary_positive_real_center_approach + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (x r : ℝ) (hx : 0 < x) (hr : 0 < r) : + P {ω | ∃ t : ℝ≥0, dist (γ ω t) (x:ℂ) < r} ≤ + ENNReal.ofReal ((r/(((8-κ)/32)*x))^(3*(8-κ)/(4*κ))) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + have hδ : 0 < (8-κ)/32 := by positivity + have hδ2 : (8-κ)/32 ≤ 1/2 := by linarith + have hβ : 0 < 3*(8-κ)/(4*κ) := by positivity + by_cases hrx : r < ((8-κ)/32)*x + · apply (measure_mono_ae (show {ω | ∃ t : ℝ≥0, dist (γ ω t) (x:ℂ) < r} ≤ᵐ[P] + {ω | BoundaryComparisonFailure (fun t => Real.sqrt κ*B t ω) x r ((8-κ)/32)} from ?_)).trans + (boundary_comparison_failure_sle_exponent hB κ x r hκ hκ8 hx hr) + filter_upwards [hw,hB.cont,hB.eval_zero_ae_eq_zero] with ω hω hc h0 + rintro ⟨t,ht⟩ + by_contra hn + have hh := hω.all_time_real_center_avoidance (hc.const_mul _) (by simp only [h0,mul_zero]) + hx hrx hδ2 hn t + exact (not_lt_of_ge hh) (by simpa only [dist_eq_norm] using ht) + · have hq : 1 ≤ r/(((8-κ)/32)*x) := + (le_div_iff₀ (mul_pos hδ hx)).mpr (by simpa only [one_mul] using le_of_not_gt hrx) + have hh := ENNReal.ofReal_le_ofReal (Real.one_le_rpow hq hβ.le) + rw [ENNReal.ofReal_one] at hh + exact prob_le_one.trans hh + + + +theorem sle_positive_real_center_approach + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (x r : ℝ) (hx : 0 < x) (hr : 0 < r) : + P {ω | ∃ t : ℝ≥0, dist (γ ω t) (x:ℂ) < r} ≤ + ENNReal.ofReal ((r/(((8-κ)/32)*x))^(3*(8-κ)/(4*κ))) := by + classical + obtain ⟨B,hB,htrace⟩ := hSLE.2 + have hchoice (ω : Ω) : ∃ G F : ℝ≥0 → ℂ → ℂ, + IsCapacityTwoTrace (fun t => Real.sqrt κ*B t ω) (γ ω) → + IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) G F := by + by_cases h : IsCapacityTwoTrace (fun t => Real.sqrt κ*B t ω) (γ ω) + · obtain ⟨G,F,hw⟩ := h + exact ⟨G,F,fun _ => hw⟩ + · exact ⟨fun _ _ => 0,fun _ _ => 0,fun hh => False.elim (h hh)⟩ + choose G F hw using hchoice + exact ordinary_positive_real_center_approach hB κ hκ hκ8 γ G F + (htrace.mono fun ω hω => hw ω hω) x r hx hr + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Complex ComplexConjugate +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma IsOrdinaryChordalSLE.mirror + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (h : IsOrdinaryChordalSLE κ γ P) : + IsOrdinaryChordalSLE κ (fun ω => loewnerMirror ∘ γ ω) P := by + obtain ⟨hm,B,hB,hw⟩ := h + refine ⟨fun t => loewnerMirror.continuous.measurable.comp (hm t),-B,hB.neg,?_⟩ + filter_upwards [hw] with ω hω + obtain ⟨G,F,hGF⟩ := hω + refine ⟨fun t z => loewnerMirror (G t (loewnerMirror z)), + fun t z => loewnerMirror (F t (loewnerMirror z)),?_⟩ + simpa only [Pi.neg_apply,mul_neg] using hGF.mirror + + +theorem sle_real_center_approach + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (x r : ℝ) (hx : x ≠ 0) (hr : 0 < r) : + P {ω | ∃ t : ℝ≥0, dist (γ ω t) (x:ℂ) < r} ≤ + ENNReal.ofReal ((r/(((8-κ)/32)*|x|))^(3*(8-κ)/(4*κ))) := by + rcases lt_or_gt_of_ne hx with hx | hx + · have hh := sle_positive_real_center_approach κ hκ hκ8 + (fun ω => loewnerMirror ∘ γ ω) hSLE.mirror (-x) r (neg_pos.mpr hx) hr + have he : {ω | ∃ t : ℝ≥0, dist ((loewnerMirror ∘ γ ω) t) ((-x:ℝ):ℂ) < r} = + {ω | ∃ t : ℝ≥0, dist (γ ω t) (x:ℂ) < r} := by + ext ω + have hrx : ((-x:ℝ):ℂ) = loewnerMirror (x:ℂ) := by simp + simp only [Function.comp_apply,hrx,loewnerMirror_dist] + rw [he] at hh + simpa only [abs_of_neg hx] using hh + · simpa only [abs_of_pos hx] using + sle_positive_real_center_approach κ hκ hκ8 γ hSLE x r hx hr + +end SLEExactGauge +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +lemma derivative_close_of_cauchy {f : ℂ → ℂ} {U : Set ℂ} {b : ℂ} {r : ℝ} + (hr : 0 < r) (hU : IsOpen U) (hd : DifferentiableOn ℂ f U) + (hinc : closedBall b r ⊆ U) + (hbound : ∀ w ∈ closedBall b r, ‖deriv f w‖ ≤ 2 * ‖deriv f b‖) : + ∀ w ∈ closedBall b (r / 8), ‖deriv f w - deriv f b‖ ≤ ‖deriv f b‖ / 2 := by + have hdr := hd.deriv hU + have hsmall : closedBall b (r / 8) ⊆ closedBall b r := closedBall_subset_closedBall (by linarith) + have hsecond (w : ℂ) (hw : w ∈ closedBall b (r / 8)) : + ‖deriv (deriv f) w‖ ≤ 4 * ‖deriv f b‖ / r := by + have hs : closedBall w (r / 2) ⊆ closedBall b r := by + intro z hz + apply mem_closedBall.mpr + have hw' := mem_closedBall.mp hw + have hz' := mem_closedBall.mp hz + exact (dist_triangle z w b).trans (by linarith) + have hh := Complex.norm_deriv_le_of_forall_mem_sphere_norm_le (by positivity : 0 < r / 2) + (hdr.diffContOnCl_ball (hs.trans hinc)) + (fun z hz => hbound z (hs (sphere_subset_closedBall hz))) + convert hh using 1 + ring + intro w hw + have hh := (convex_closedBall b (r / 8)).norm_image_sub_le_of_norm_deriv_le + (fun z hz => hdr.differentiableAt (hU.mem_nhds (hinc (hsmall hz)))) hsecond + (mem_closedBall_self (by positivity : 0 ≤ r / 8)) hw + have hn : ‖w - b‖ ≤ r / 8 := mem_closedBall_iff_norm.mp hw + calc + ‖deriv f w - deriv f b‖ ≤ (4 * ‖deriv f b‖ / r) * ‖w - b‖ := hh + _ ≤ (4 * ‖deriv f b‖ / r) * (r / 8) := mul_le_mul_of_nonneg_left hn (by positivity) + _ = ‖deriv f b‖ / 2 := by field_simp; ring + +end SLEExactGauge +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +lemma disk_image_of_deriv_close {f f' : ℂ → ℂ} {b a : ℂ} {r : ℝ} + (hr : 0 ≤ r) (ha : a ≠ 0) + (hd : ∀ z ∈ closedBall b r, HasDerivAt f (f' z) z) + (hb : ∀ z ∈ closedBall b r, ‖f' z / a - 1‖ ≤ 1 / 2) : + closedBall (f b) (‖a‖ * r / 2) ⊆ f '' closedBall b r := by + let g : ℂ → ℂ := fun z => f z / a + have hl : LipschitzOnWith (1 / 2 : ℝ≥0) (fun z => g z - z) (closedBall b r) := by + apply (convex_closedBall b r).lipschitzOnWith_of_nnnorm_hasDerivWithin_le + (f' := fun z => f' z / a - 1) + · intro z hz + exact (((hd z hz).div_const a).sub (hasDerivAt_id z)).hasDerivWithinAt + · intro z hz + exact_mod_cast hb z hz + have hl' : ApproximatesLinearOn g (ContinuousLinearMap.id ℂ ℂ) (closedBall b r) (1 / 2) := by + apply LipschitzOnWith.approximatesLinearOn + exact hl + have hs := hl'.surjOn_closedBall_of_nonlinearRightInverse + (ContinuousLinearEquiv.refl ℂ ℂ).toNonlinearRightInverse hr (Subset.refl _) + have hs' : SurjOn g (closedBall b r) (closedBall (g b) (r / 2)) := by + norm_num [ContinuousLinearEquiv.toNonlinearRightInverse] at hs + convert hs using 1 + ring_nf + intro y hy + have hy' : y / a ∈ closedBall (g b) (r / 2) := by + rw [mem_closedBall_iff_norm] at hy ⊢ + change ‖y / a - f b / a‖ ≤ r / 2 + rw [← sub_div, norm_div] + apply (div_le_iff₀ (norm_pos_iff.mpr ha)).mpr + nlinarith + obtain ⟨z, hz, he⟩ := hs' hy' + exact ⟨z, hz, (div_left_inj' ha).mp he⟩ + +end SLEExactGauge +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +lemma bloch_disk {f : ℂ → ℂ} (hd : DifferentiableOn ℂ f (ball 0 1)) : + ∃ b ∈ ball (0 : ℂ) 1, + closedBall (f b) (‖deriv f 0‖ / 64) ⊆ f '' ball 0 1 := by + have hzero : (0 : ℂ) ∈ closedBall 0 (1 / 2 : ℝ) := mem_closedBall_self (by norm_num) + have hinc : closedBall (0 : ℂ) (1 / 2 : ℝ) ⊆ ball 0 1 := + closedBall_subset_ball (by norm_num) + by_cases h0 : deriv f 0 = 0 + · refine ⟨0, mem_ball_self (by norm_num), ?_⟩ + simp only [h0, norm_zero, zero_div, closedBall_zero, singleton_subset_iff] + exact mem_image_of_mem f (mem_ball_self (by norm_num)) + have hd0 : 0 < ‖deriv f 0‖ := norm_pos_iff.mpr h0 + let Φ : ℂ → ℝ := fun z => (1 / 2 - ‖z‖) * ‖deriv f z‖ + have hc : ContinuousOn Φ (closedBall 0 (1 / 2 : ℝ)) := + (continuousOn_const.sub continuous_norm.continuousOn).mul + ((hd.deriv isOpen_ball).continuousOn.mono hinc).norm + obtain ⟨b, hb, hmax⟩ := (isCompact_closedBall (0 : ℂ) (1 / 2 : ℝ)).exists_isMaxOn + ⟨0, hzero⟩ hc + have hM : ‖deriv f 0‖ / 2 ≤ (1 / 2 - ‖b‖) * ‖deriv f b‖ := by + have hh := hmax hzero + simpa [Φ, norm_zero, mul_comm, div_eq_mul_inv] using hh + have hb' : ‖b‖ ≤ 1 / 2 := mem_closedBall_zero_iff.mp hb + have hab : 0 < ‖deriv f b‖ := by + by_contra hn + have hh : ‖deriv f b‖ = 0 := le_antisymm (le_of_not_gt hn) (norm_nonneg _) + rw [hh, mul_zero] at hM + linarith + have hmargin : 0 < 1 / 2 - ‖b‖ := by + by_contra hn + have hh := mul_nonpos_of_nonpos_of_nonneg (le_of_not_gt hn) hab.le + linarith + let r : ℝ := (1 / 2 - ‖b‖) / 2 + have hr : 0 < r := div_pos hmargin (by norm_num) + have hsub : closedBall b r ⊆ closedBall 0 (1 / 2 : ℝ) := by + intro w hw + rw [mem_closedBall_zero_iff] + have hw' : ‖w - b‖ ≤ r := mem_closedBall_iff_norm.mp hw + have hnorm : ‖w‖ ≤ ‖w - b‖ + ‖b‖ := by simpa [norm_sub_rev, add_comm] using norm_le_insert b w + dsimp [r] at hw' + linarith + have hbound (w : ℂ) (hw : w ∈ closedBall b r) : ‖deriv f w‖ ≤ 2 * ‖deriv f b‖ := by + have hh := hmax (hsub hw) + change (1 / 2 - ‖w‖) * ‖deriv f w‖ ≤ (1 / 2 - ‖b‖) * ‖deriv f b‖ at hh + have hw' : ‖w - b‖ ≤ r := mem_closedBall_iff_norm.mp hw + have hnorm : ‖w‖ ≤ ‖w - b‖ + ‖b‖ := by simpa [norm_sub_rev, add_comm] using norm_le_insert b w + have hm : r ≤ 1 / 2 - ‖w‖ := by dsimp [r] at *; linarith + have he : 1 / 2 - ‖b‖ = 2 * r := by dsimp [r]; ring + have hprod := mul_le_mul_of_nonneg_right hm (norm_nonneg (deriv f w)) + rw [he] at hh + nlinarith + have hclose := derivative_close_of_cauchy hr isOpen_ball hd (hsub.trans hinc) hbound + have hsmall : closedBall b (r / 8) ⊆ closedBall b r := closedBall_subset_closedBall (by linarith) + have himage := disk_image_of_deriv_close (f := f) (f' := deriv f) (a := deriv f b) + (by positivity : 0 ≤ r / 8) (norm_pos_iff.mp hab) + (fun w hw => (hd.differentiableAt (isOpen_ball.mem_nhds (hinc (hsub (hsmall hw))))).hasDerivAt) + (by + intro w hw + rw [← div_self (norm_pos_iff.mp hab), ← sub_div, norm_div] + exact (div_le_iff₀ hab).mpr (by simpa [div_eq_mul_inv, mul_comm] using hclose w hw)) + refine ⟨b, hinc hb, ?_⟩ + have hlower : ‖deriv f 0‖ / 64 ≤ ‖deriv f b‖ * (r / 8) / 2 := by + dsimp [r] + nlinarith + exact (closedBall_subset_closedBall hlower).trans + (himage.trans (image_mono (hsmall.trans (hsub.trans hinc)))) + +end SLEExactGauge +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +lemma hasDerivAt_log_lift {g h : ℂ → ℂ} {U : Set ℂ} (hU : IsOpen U) + (hg : DifferentiableOn ℂ g U) (hh : ContinuousOn h U) + (he : EqOn (Complex.exp ∘ h) g U) {z : ℂ} (hz : z ∈ U) : + HasDerivAt h (deriv g z / g z) z := by + have hgz : g z ≠ 0 := by rw [← he hz]; exact Complex.exp_ne_zero _ + have hdz := (hg.differentiableAt (hU.mem_nhds hz)).hasDerivAt + have hcx := hh.continuousAt (hU.mem_nhds hz) + have hdisc : ∀ᶠ w in 𝓝 z, ‖h w - h z‖ < Real.pi := by + have hc : ContinuousAt (fun w => ‖h w - h z‖) z := (hcx.sub continuousAt_const).norm + exact hc (Iio_mem_nhds (by simpa using Real.pi_pos)) + have hlocal : (fun w => Complex.log (g w / g z) + h z) =ᶠ[𝓝 z] h := by + filter_upwards [hU.mem_nhds hz, hdisc] with w hw hw' + have him : |(h w - h z).im| < Real.pi := (Complex.abs_im_le_norm _).trans_lt hw' + rw [← he hw, ← he hz] + change Complex.log (Complex.exp (h w) / Complex.exp (h z)) + h z = h w + rw [← Complex.exp_sub, Complex.log_exp (by linarith [(abs_lt.mp him).1]) + (le_of_lt (abs_lt.mp him).2)] + ring + have hlog := (hdz.div_const (g z)).clog (by simp [hgz]) + have hf : HasDerivAt (fun w => Complex.log (g w / g z) + h z) (deriv g z / g z) z := by + simpa [hgz] using hlog.add_const (h z) + exact hf.congr_of_eventuallyEq hlocal.symm + +lemma differentiableOn_log_lift {g h : ℂ → ℂ} {U : Set ℂ} (hU : IsOpen U) + (hg : DifferentiableOn ℂ g U) (hh : ContinuousOn h U) + (he : EqOn (Complex.exp ∘ h) g U) : DifferentiableOn ℂ h U := + fun _ hz => (hasDerivAt_log_lift hU hg hh he hz).differentiableAt.differentiableWithinAt + +lemma exists_holomorphic_log_on_ball {g : ℂ → ℂ} {b : ℂ} {r : ℝ} + (hr : 0 < r) (hg : DifferentiableOn ℂ g (ball b r)) + (h0 : ∀ z ∈ ball b r, g z ≠ 0) : + ∃ h : ℂ → ℂ, DifferentiableOn ℂ h (ball b r) ∧ + EqOn (Complex.exp ∘ h) g (ball b r) ∧ + ∀ z ∈ ball b r, deriv h z = deriv g z / g z := by + let := (convex_ball b r).contractibleSpace ⟨b, mem_ball_self hr⟩ + obtain ⟨h, hh, he⟩ := Complex.exists_continuousOn_eqOn_exp_comp + (by change SimplyConnectedSpace (ball b r); infer_instance) isOpen_ball hg.continuousOn + (by rintro ⟨z, hz, he⟩; exact h0 z hz he) + exact ⟨h, differentiableOn_log_lift isOpen_ball hg hh he, he, + fun z hz => (hasDerivAt_log_lift isOpen_ball hg hh he hz).deriv⟩ + +end SLEExactGauge +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +lemma univalent_omitted_value_bound {f : ℂ → ℂ} + (hd : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) + (a : ℂ) (ha : a ∉ f '' ball 0 1) : + ‖deriv f 0‖ ≤ (128 * Real.pi) * ‖f 0 - a‖ := by + have hnon (z : ℂ) (hz : z ∈ ball (0 : ℂ) 1) : f z - a ≠ 0 := by + intro he + exact ha ⟨z, hz, sub_eq_zero.mp he⟩ + have hz0 : (0 : ℂ) ∈ ball 0 1 := mem_ball_self (by norm_num) + obtain ⟨h, hhd, he, hhder⟩ := exists_holomorphic_log_on_ball (by norm_num : (0 : ℝ) < 1) + (hd.sub_const a) hnon + obtain ⟨b, hb, hball⟩ := bloch_disk hhd + have hbound : ‖deriv h 0‖ < 128 * Real.pi := by + by_contra hn + have hn' : 128 * Real.pi ≤ ‖deriv h 0‖ := le_of_not_gt hn + have hw : h b + 2 * Real.pi * Complex.I ∈ closedBall (h b) (‖deriv h 0‖ / 64) := by + rw [mem_closedBall_iff_norm, add_sub_cancel_left, norm_mul, norm_mul, + norm_ofNat, Complex.norm_real, Real.norm_eq_abs, abs_of_pos Real.pi_pos, Complex.norm_I, mul_one] + linarith + obtain ⟨z, hz, hzh⟩ := hball hw + have hfe : f z - a = f b - a := by + calc + f z - a = Complex.exp (h z) := (he hz).symm + _ = Complex.exp (h b) := by rw [hzh]; exact Complex.exp_periodic (h b) + _ = f b - a := he hb + have hzb : z = b := hi hz hb (sub_left_inj.mp hfe) + rw [hzb] at hzh + have him := congrArg Complex.im hzh + norm_num [Complex.add_im, Complex.mul_im, Complex.mul_re] at him + have hd0 := (hd.differentiableAt (isOpen_ball.mem_nhds hz0)).hasDerivAt + have hdsub : deriv (fun z => f z - a) 0 = deriv f 0 := (hd0.sub_const a).deriv + rw [hhder 0 hz0, hdsub, norm_div] at hbound + exact ((div_lt_iff₀ (norm_pos_iff.mpr (hnon 0 hz0))).mp hbound).le + +end SLEExactGauge +end + + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/ChartMeasurability.lean b/lean/OAI/Probability/SLE/ChartMeasurability.lean index 338c485ddc4908a7f758ac48f1fd22f318d71013..3fbbcd5093c9de118e64be996dde99dafbada005 100644 --- a/lean/OAI/Probability/SLE/ChartMeasurability.lean +++ b/lean/OAI/Probability/SLE/ChartMeasurability.lean @@ -1,689 +1,689 @@ -import Mathlib -import OAI.Probability.SLE.DiskHalfPlane -import OAI.Probability.SLE.StoppedMeasures - -namespace OAI - -/-! Chart Measurability for chordal SLE. -/ - -section -open Set Filter MeasureTheory ProbabilityTheory Complex -open scoped Topology NNReal ENNReal -section -open Set Filter MeasureTheory ProbabilityTheory Complex Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -noncomputable section -lemma source_killedChart_stopped_measurable - {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} - (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) - (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) (F ω)) (z : ℂ) - (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) : - Measurable[hτ.measurableSpace] - (fun ω => if z ∈ survivingDomain (γ ω) (τ ω) then G ω (τ ω) z else 0) := by - exact measurable_stoppedValue - (source_killedChart_progressive hm hc κ γ G F hw z) hτ - -end -end SLEExactGauge - -end - -section -open Set Filter MeasureTheory Complex TopologicalSpace Classical -open scoped Topology NNReal -namespace SLEExactGauge - -lemma source_measurable_inverse_chart - {Ω : Type*} [MeasurableSpace Ω] - (S : Ω → Set ℂ) (G F K : Ω → ℂ → ℂ) (H : Set ℂ) - (hS : ∀ ω, IsOpen (S ω)) (hH : IsOpen H) - (hG : ∀ ω, ContinuousOn (G ω) (S ω)) - (hF : ∀ ω, ContinuousOn (F ω) H) - (hFH : ∀ ω, MapsTo (F ω) H (S ω)) - (hGF : ∀ ω z, z ∈ H → G ω (F ω z) = z) - (hFG : ∀ ω z, z ∈ S ω → F ω (G ω z) = z) - (hK : ∀ z, Measurable (fun ω => K ω z)) - (hKeq : ∀ ω z, K ω z = if z ∈ S ω then G ω z else 0) - (hGH : ∀ ω z, z ∈ S ω → 0 < (G ω z).im) - (w : Ω → ℂ) (hwm : Measurable w) (hw : ∀ ω, w ω ∈ H) : - Measurable (fun ω => F ω (w ω)) := by - classical - let d := denseSeq ℂ - let v (k : ℕ) (ω : Ω) (n : ℕ) : Prop := - 0 < (K ω (d n)).im ∧ dist (K ω (d n)) (w ω) < 1/((k:ℝ)+1) - have hv (k : ℕ) (ω : Ω) : ∃ n, v k ω n := by - have hpos : 0 < 1/((k:ℝ)+1) := by positivity - have hx : F ω (w ω) ∈ S ω := hFH ω (hw ω) - have hct := (hG ω).continuousAt ((hS ω).mem_nhds hx) - have hn : {z | dist (G ω z) (w ω) < 1/((k:ℝ)+1)} ∈ 𝓝 (F ω (w ω)) := by - change G ω ⁻¹' Metric.ball (w ω) (1/((k:ℝ)+1)) ∈ 𝓝 (F ω (w ω)) - apply hct.preimage_mem_nhds - rw [hGF ω _ (hw ω)] - exact Metric.ball_mem_nhds (w ω) hpos - obtain ⟨n,hn⟩ := (denseRange_denseSeq ℂ).mem_nhds (inter_mem ((hS ω).mem_nhds hx) hn) - refine ⟨n,?_⟩ - dsimp [v,d] - rw [hKeq,ite_eq_left hn.1] - exact ⟨hGH ω _ hn.1,hn.2⟩ - have hvm (k n : ℕ) : MeasurableSet {ω | v k ω n} := - (measurableSet_lt measurable_const (Complex.measurable_im.comp (hK _))).inter - (measurableSet_lt ((hK _).dist hwm) measurable_const) - let j (k : ℕ) (ω : Ω) : ℕ := Nat.find (hv k ω) - have hj (k : ℕ) : Measurable (j k) := measurable_find (hv k) (hvm k) - have hjv (k : ℕ) (ω : Ω) : v k ω (j k ω) := Nat.find_spec (hv k ω) - have hjS (k : ℕ) (ω : Ω) : d (j k ω) ∈ S ω := by - by_contra hn - have hh := (hjv k ω).1 - rw [hKeq,ite_eq_right hn] at hh - norm_num at hh - have hlim (ω : Ω) : Tendsto (fun k => K ω (d (j k ω))) atTop (𝓝 (w ω)) := by - apply Metric.tendsto_atTop.mpr - intro ε hε - obtain ⟨N,hN⟩ := Metric.tendsto_atTop.mp - (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)) ε hε - refine ⟨N,fun k hk => (hjv k ω).2.trans ?_⟩ - simpa only [Real.dist_eq,sub_zero,abs_of_pos (by positivity : 0 < 1/((k:ℝ)+1))] - using hN k hk - have hflim (ω : Ω) : Tendsto (fun k => d (j k ω)) atTop (𝓝 (F ω (w ω))) := by - have hh := ((hF ω).continuousAt (hH.mem_nhds (hw ω))).tendsto.comp (hlim ω) - convert hh using 1 - ext k - simp only [Function.comp_apply,hKeq,ite_eq_left (hjS k ω),hFG ω _ (hjS k ω)] - exact measurable_of_tendsto_metrizable (fun k => (measurable_of_countable d).comp (hj k)) (tendsto_pi_nhds.mpr hflim) -end SLEExactGauge - -end - -section -open Set Filter MeasureTheory ProbabilityTheory Complex Classical -open scoped Topology NNReal -namespace SLEExactGauge -lemma source_stopped_inverseChart_measurable - {Ω : Type*} [m : MeasurableSpace Ω] (B : ℝ≥0 → Ω → ℝ) - (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) - (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) (F ω)) - (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) (w : Ω → ℂ) - (hwm : Measurable[hτ.measurableSpace] w) (hwH : ∀ ω, w ω ∈ upperHalfPlane) : - Measurable[hτ.measurableSpace] (fun ω => F ω (τ ω) (w ω)) := by - apply @source_measurable_inverse_chart Ω hτ.measurableSpace - (fun ω => survivingDomain (γ ω) (τ ω)) (fun ω => G ω (τ ω)) - (fun ω => F ω (τ ω)) - (fun ω z => if z ∈ survivingDomain (γ ω) (τ ω) then G ω (τ ω) z else 0) - upperHalfPlane - (fun ω => isOpen_survivingDomain (hw ω).1 _) isOpen_upperHalfPlane - (fun ω => ((hw ω).2.2.2.1 _).continuousOn) - (fun ω => ((hw ω).2.2.2.2.1 _).continuousOn) - (fun ω => (hw ω).2.2.2.2.2.2.1 _) - (fun ω => (hw ω).2.2.2.2.2.2.2.2.1 _) - (fun ω => (hw ω).2.2.2.2.2.2.2.1 _) - (fun z => source_killedChart_stopped_measurable hm hc κ γ G F hw z τ hτ) - (fun _ _ => rfl) - (fun ω z hz => (hw ω).imag_positive _ z hz) w hwm hwH -end SLEExactGauge - -end - -section -open Set Filter MeasureTheory ProbabilityTheory Complex Classical TopologicalSpace -open scoped Topology NNReal -namespace SLEExactGauge -noncomputable section -local instance : MeasurableSpace C(upperHalfPlane,ℂ) := borel _ -local instance : BorelSpace C(upperHalfPlane,ℂ) := ⟨rfl⟩ - -lemma source_halfplane_cmap_measurable {Ω : Type*} [MeasurableSpace Ω] - (f : Ω → C(upperHalfPlane,ℂ)) - (hf : ∀ z, Measurable (fun ω => f ω z)) : Measurable f := by - let : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace - let : PolishSpace upperHalfPlane := isOpen_upperHalfPlane.polishSpace - let : Nonempty upperHalfPlane := ⟨⟨Complex.I,by simp [upperHalfPlane]⟩⟩ - have he : MeasurableEmbedding - (fun F : C(upperHalfPlane,ℂ) => fun n => F (denseSeq upperHalfPlane n)) := by - apply Continuous.measurableEmbedding - · exact continuous_pi fun n => continuous_eval_const _ - · intro F G heq - apply DFunLike.coe_injective - exact (denseRange_denseSeq upperHalfPlane).equalizer F.continuous G.continuous heq - exact he.measurable_comp_iff.mp (Measurable.of_eval (fun _ => hf _)) - -def sourceStoppedInversePath {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) - (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (τ : Ω → ℝ≥0) (ω : Ω) : C(upperHalfPlane,ℂ) := - ⟨fun z => F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ)), - ContinuousOn.comp_continuous ((hw ω).2.2.2.2.1 _).continuousOn - (continuous_subtype_val.add continuous_const) - (fun z => by simpa [upperHalfPlane] using z.2)⟩ - -lemma source_stopped_inversePath_measurable - {Ω : Type*} [m : MeasurableSpace Ω] (B : ℝ≥0 → Ω → ℝ) - (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) - (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) (F ω)) - (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) : - Measurable[hτ.measurableSpace] (sourceStoppedInversePath B κ γ G F hw τ) := by - apply @source_halfplane_cmap_measurable Ω hτ.measurableSpace - intro z - have hB := measurable_stoppedValue - ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)).isStronglyProgressive_of_continuous hc) hτ - apply source_stopped_inverseChart_measurable B hm hc κ γ G F hw τ hτ - (fun ω => z+(Real.sqrt κ * B (τ ω) ω : ℝ)) - · exact measurable_const.add (Complex.measurable_ofReal.comp (measurable_const.mul hB)) - · intro ω - simpa [upperHalfPlane] using z.2 -end -end SLEExactGauge - -end - -section -open Set Filter MeasureTheory Metric Bornology -open scoped Topology NNReal -namespace SLEExactGauge - - -def square (R : ℝ) : Set ℂ := {z | |z.re| ≤ R ∧ |z.im| ≤ R} - -def upperExterior (R : ℝ) : Set ℂ := upperHalfPlane ∩ (square R)ᶜ - -def lowerExterior (R : ℝ) : Set ℂ := {z | z.im ≤ 0} ∩ (square R)ᶜ - -lemma square_isCompact (R : ℝ) : IsCompact (square R) := by - have hc : IsClosed (square R) := - (isClosed_le Complex.continuous_re.abs continuous_const).inter - (isClosed_le Complex.continuous_im.abs continuous_const) - apply isCompact_of_isClosed_isBounded hc - apply isBounded_iff_forall_norm_le.mpr - refine ⟨2*R,fun z hz => ?_⟩ - exact (Complex.norm_le_abs_re_add_abs_im z).trans (by linarith [hz.1,hz.2]) - -lemma bounded_subset_square {s : Set ℂ} (hs : Bornology.IsBounded s) : - ∃ R > 0, s ⊆ square R := by - obtain ⟨C,hC⟩ := hs.exists_norm_le - refine ⟨max C 1,lt_of_lt_of_le zero_lt_one (le_max_right _ _),?_⟩ - intro z hz - exact ⟨(Complex.abs_re_le_norm z).trans ((hC z hz).trans (le_max_left _ _)), - (Complex.abs_im_le_norm z).trans ((hC z hz).trans (le_max_left _ _))⟩ - -lemma upperExterior_eq (R : ℝ) (hR : 0 ≤ R) : upperExterior R = - ({z : ℂ | z.re < -R} ∩ {z | 0 < z.im}) ∪ {z | R < z.im} ∪ - ({z : ℂ | R < z.re} ∩ {z | 0 < z.im}) := by - ext z - simp only [upperExterior,upperHalfPlane,square,mem_inter_iff,mem_ofPred_eq, - mem_compl_iff,mem_union,abs_le] - constructor - · rintro ⟨hi,hs⟩ - by_cases hl : z.re < -R - · exact Or.inl (Or.inl ⟨hl,hi⟩) - by_cases hr : R < z.re - · exact Or.inr ⟨hr,hi⟩ - exact Or.inl (Or.inr (by by_contra hn; exact hs ⟨⟨by linarith,by linarith⟩, - ⟨by linarith,by linarith⟩⟩)) - · rintro ((⟨hl,hi⟩ | hi) | ⟨hr,hi⟩) - · exact ⟨hi,fun hs => (not_lt_of_ge hs.1.1) hl⟩ - · exact ⟨by linarith,fun hs => (not_lt_of_ge hs.2.2) hi⟩ - · exact ⟨hi,fun hs => (not_lt_of_ge hs.1.2) hr⟩ - -lemma upperExterior_preconnected (R : ℝ) (hR : 0 ≤ R) : IsPreconnected (upperExterior R) := by - rw [upperExterior_eq R hR] - have hL := ((convex_halfSpace_re_lt (-R)).inter (convex_halfSpace_im_gt 0)).isPreconnected - have hU := (convex_halfSpace_im_gt R).isPreconnected - have hV := ((convex_halfSpace_re_gt R).inter (convex_halfSpace_im_gt 0)).isPreconnected - have hLU : (({z : ℂ | z.re < -R} ∩ {z | 0 < z.im}) ∩ {z | R < z.im}).Nonempty := by - refine ⟨⟨-R-1,R+1⟩,?_,?_⟩ <;> simp only [mem_inter_iff,mem_ofPred_eq] <;> (try constructor) <;> linarith - have hUV : ((({z : ℂ | z.re < -R} ∩ {z | 0 < z.im}) ∪ {z | R < z.im}) ∩ - ({z : ℂ | R < z.re} ∩ {z | 0 < z.im})).Nonempty := by - refine ⟨⟨R+1,R+1⟩,Or.inr ?_,?_,?_⟩ <;> simp only [mem_ofPred_eq] <;> linarith - exact (hL.union' hLU hU).union' hUV hV - -lemma upperExterior_unbounded (R : ℝ) (hR : 0 ≤ R) : ¬ Bornology.IsBounded (upperExterior R) := by - intro hb - obtain ⟨C,hC⟩ := hb.exists_norm_le - let y : ℝ := max C R + 1 - have hyR : R < y := by dsimp [y]; linarith [le_max_right C R] - have hyC : C < y := by dsimp [y]; linarith [le_max_left C R] - have hy0 : 0 < y := by linarith - have hm : (⟨0,y⟩ : ℂ) ∈ upperExterior R := by - exact ⟨hy0,fun h => (not_le_of_gt hyR) ((le_abs_self y).trans h.2)⟩ - have hb' := hC _ hm - have hn := Complex.abs_im_le_norm (⟨0,y⟩ : ℂ) - change |y| ≤ ‖(⟨0,y⟩ : ℂ)‖ at hn - rw [abs_of_pos hy0] at hn - linarith - -lemma upperExterior_subset_survivingDomain {γ : ℝ≥0 → ℂ} {T : ℝ≥0} {R : ℝ} - (hR : 0 ≤ R) (hγ : γ '' Icc 0 T ⊆ square R) : - upperExterior R ⊆ survivingDomain γ T := by - intro z hz - have hs : upperExterior R ⊆ upperHalfPlane \ (γ '' Icc 0 T) := by - intro w hw - exact ⟨hw.1,fun ht => hw.2 (hγ ht)⟩ - refine ⟨hs hz,?_⟩ - intro hb - exact upperExterior_unbounded R hR (hb.subset - ((upperExterior_preconnected R hR).subset_connectedComponentIn hz hs)) - -end SLEExactGauge - -end - -section -open Set Filter MeasureTheory Complex -open scoped Topology NNReal -namespace SLEExactGauge - -lemma source_live_compact_bridge (γ : C(ℝ≥0,ℂ)) (t : ℝ≥0) (z : ℂ) - (hz : z ∈ survivingDomain γ t) : - ∃ (R δ : ℝ) (K : Set ℂ), 0 < R ∧ 0 < δ ∧ IsCompact K ∧ - IsPreconnected K ∧ Metric.closedBall z δ ⊆ K ∧ - (⟨0,R+1⟩ : ℂ) ∈ K ∧ K ⊆ upperHalfPlane ∧ - MapsTo γ (Icc 0 t) (Metric.ball 0 R \ K) := by - obtain ⟨M,hM⟩ := (isCompact_Icc.image γ.continuous).isBounded.exists_norm_le - let R := max M 0 + 1 - have hR : 0 < R := by dsimp [R]; linarith [le_max_right M 0] - have hnorm (s : ℝ≥0) (hs : s ∈ Icc 0 t) : ‖γ s‖ < R := by - have hh := hM _ ⟨s,hs,rfl⟩ - dsimp [R]; linarith [le_max_left M 0] - have htr : γ '' Icc 0 t ⊆ square R := by - rintro _ ⟨s,hs,rfl⟩ - exact ⟨(abs_re_le_norm _).trans (hnorm s hs).le,(abs_im_le_norm _).trans (hnorm s hs).le⟩ - let A : Set ℂ := upperHalfPlane \ γ '' Icc 0 t - let C := connectedComponentIn A z - have hA : IsOpen A := isOpen_upperHalfPlane.sdiff (isCompact_Icc.image γ.continuous).isClosed - have hzC : z ∈ C := mem_connectedComponentIn hz.1 - have hCsub : C ⊆ A := connectedComponentIn_subset _ _ - have hnot : ¬ C ⊆ square R := fun hh => hz.2 ((square_isCompact R).isBounded.subset hh) - obtain ⟨v,hv,hvR⟩ := Set.not_subset.mp hnot - have hvE : v ∈ upperExterior R := ⟨(hCsub hv).1,hvR⟩ - have hEsub : upperExterior R ⊆ A := by - intro w hw - exact ⟨hw.1,fun ht => hw.2 (htr ht)⟩ - have hEC : upperExterior R ⊆ C := by - have hc := (upperExterior_preconnected R hR.le).subset_connectedComponentIn hvE hEsub - rwa [← connectedComponentIn_eq hv] at hc - let p : ℂ := ⟨0,R+1⟩ - have hpE : p ∈ upperExterior R := by - refine ⟨by change 0 < R+1; linarith,?_⟩ - intro hh - have hhi : |R+1| ≤ R := hh.2 - linarith [le_abs_self (R+1)] - have hpathc : IsPathConnected C := (hA.connectedComponentIn).isConnected_iff_isPathConnected.mp - ⟨⟨z,hzC⟩,isPreconnected_connectedComponentIn⟩ - let η := (hpathc.joinedIn z hzC p (hEC hpE)).somePath - have hη : range η ⊆ A := by - rintro _ ⟨s,rfl⟩ - exact hCsub ((hpathc.joinedIn z hzC p (hEC hpE)).somePath_mem s) - obtain ⟨ε,hε,hεsub⟩ := Metric.isOpen_iff.mp hA z hz.1 - let δ := ε/2 - have hδ : 0 < δ := by dsimp [δ]; positivity - have hball : Metric.closedBall z δ ⊆ A := by - apply subset_trans _ hεsub - exact Metric.closedBall_subset_ball (by dsimp [δ]; linarith) - let K := range η ∪ Metric.closedBall z δ - have hKc : IsCompact K := (isCompact_range η.continuous).union (isCompact_closedBall z δ) - have hKconn : IsPreconnected K := - (isConnected_range η.continuous).2.union z η.source_mem_range (Metric.mem_closedBall_self hδ.le) - (convex_closedBall z δ).isPreconnected - have hKsub : K ⊆ A := union_subset hη hball - refine ⟨R,δ,K,hR,hδ,hKc,hKconn,subset_union_right, - Or.inl η.target_mem_range,fun w hw => (hKsub hw).1,?_⟩ - intro s hs - refine ⟨by simpa only [Metric.mem_ball,dist_zero_right] using hnorm s hs,?_⟩ - intro hh - exact (hKsub hh).2 ⟨s,hs,rfl⟩ - - - -lemma source_live_of_bridge {γ : ℝ≥0 → ℂ} {t : ℝ≥0} {z : ℂ} {R : ℝ} {K : Set ℂ} - (hR : 0 ≤ R) (hK : IsPreconnected K) (hz : z ∈ K) - (hp : (⟨0,R+1⟩ : ℂ) ∈ K) (hKH : K ⊆ upperHalfPlane) - (hγ : MapsTo γ (Icc 0 t) (Metric.ball 0 R \ K)) : - z ∈ survivingDomain γ t := by - have hnorm (s : ℝ≥0) (hs : s ∈ Icc 0 t) : ‖γ s‖ < R := by - simpa only [Metric.mem_ball,dist_zero_right] using (hγ hs).1 - have htr : γ '' Icc 0 t ⊆ square R := by - rintro _ ⟨s,hs,rfl⟩ - exact ⟨(abs_re_le_norm _).trans (hnorm s hs).le,(abs_im_le_norm _).trans (hnorm s hs).le⟩ - have hpE : (⟨0,R+1⟩ : ℂ) ∈ upperExterior R := by - refine ⟨by change 0 < R+1; linarith,?_⟩ - intro hh - have hhi : |R+1| ≤ R := hh.2 - linarith [le_abs_self (R+1)] - have hpS := upperExterior_subset_survivingDomain hR htr hpE - have hKa : K ⊆ upperHalfPlane \ γ '' Icc 0 t := by - intro w hw - refine ⟨hKH hw,?_⟩ - rintro ⟨s,hs,rfl⟩ - exact (hγ hs).2 hw - have hpC := hK.subset_connectedComponentIn hz hKa hp - refine ⟨hKa hz,?_⟩ - rw [connectedComponentIn_eq hpC] - exact hpS.2 - -noncomputable def sourceRescaledPath (p : C(ℝ≥0,ℂ) × ℝ≥0) : C(ℝ≥0,ℂ) := - ⟨fun s => p.1 (p.2*s),p.1.continuous.comp (continuous_const.mul continuous_id)⟩ - -lemma sourceRescaledPath_continuous : Continuous sourceRescaledPath := by - apply ContinuousMap.continuous_of_continuous_uncurry - exact continuous_eval.comp - ((continuous_fst.fst).prodMk ((continuous_fst.snd).mul continuous_snd)) - -lemma sourceRescaledPath_mapsTo {p : C(ℝ≥0,ℂ) × ℝ≥0} {A : Set ℂ} : - MapsTo (sourceRescaledPath p) (Icc 0 1) A ↔ MapsTo p.1 (Icc 0 p.2) A := by - have he : (fun s : ℝ≥0 => p.2*s) '' Icc 0 1 = Icc 0 p.2 := by - simpa using image_mul_left_Icc (show 0 ≤ p.2 from bot_le) (show (0 : ℝ≥0) ≤ 1 by norm_num) - rw [← he] - constructor - · intro h v hv - rcases hv with ⟨s,hs,rfl⟩ - exact h hs - · intro h s hs - exact h ⟨s,hs,rfl⟩ - -lemma source_survival_open : - IsOpen {p : (C(ℝ≥0,ℂ) × ℝ≥0) × ℂ | p.2 ∈ survivingDomain p.1.1 p.1.2} := by - apply isOpen_iff_forall_mem_open.mpr - rintro ⟨⟨γ,t⟩,z⟩ hz - obtain ⟨R,δ,K,hR,hδ,hKc,hKconn,hball,hp,hKH,hγ⟩ := source_live_compact_bridge γ t z hz - let W : Set (C(ℝ≥0,ℂ) × ℝ≥0) := {p | MapsTo p.1 (Icc 0 p.2) (Metric.ball 0 R \ K)} - have hWo : IsOpen W := by - have hh := (ContinuousMap.isOpen_setOfPred_mapsTo (K := Icc (0 : ℝ≥0) 1) (U := Metric.ball (0 : ℂ) R \ K) isCompact_Icc - (Metric.isOpen_ball.sdiff hKc.isClosed)).preimage sourceRescaledPath_continuous - convert hh using 1 - ext p - exact sourceRescaledPath_mapsTo.symm - refine ⟨W ×ˢ Metric.ball z δ,?_,hWo.prod Metric.isOpen_ball,⟨hγ,Metric.mem_ball_self hδ⟩⟩ - rintro ⟨⟨β,s⟩,w⟩ ⟨hβ,hw⟩ - exact source_live_of_bridge hR.le hKconn (hball (Metric.ball_subset_closedBall hw)) hp hKH hβ - -end SLEExactGauge - -end - -section -open Set Filter MeasureTheory Complex -open scoped Topology NNReal -namespace SLEExactGauge -abbrev SourceDiskParameter := (C(upperHalfPlane,ℂ) × ℂ) × (ℂ × ℝ) - -lemma source_physical_disk_kernel_open : - IsOpen {p : SourceDiskParameter × C(ℝ≥0,ℂ) | - ∃ t : ℝ≥0, p.1.1.2 ∈ survivingDomain p.2 t ∧ - ∃ h : p.2 t ∈ upperHalfPlane, - p.1.2.2 < ‖p.1.1.1 ⟨p.2 t,h⟩ - p.1.2.1‖} := by - let : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace - have ht (t : ℝ≥0) : - IsOpen {p : SourceDiskParameter × C(ℝ≥0,ℂ) | - p.1.1.2 ∈ survivingDomain p.2 t ∧ - ∃ h : p.2 t ∈ upperHalfPlane, - p.1.2.2 < ‖p.1.1.1 ⟨p.2 t,h⟩ - p.1.2.1‖} := by - let S : Set (SourceDiskParameter × C(ℝ≥0,ℂ)) := {p | p.2 t ∈ upperHalfPlane} - have hS : IsOpen S := isOpen_upperHalfPlane.preimage - ((continuous_eval_const t).comp continuous_snd) - let Z : S → upperHalfPlane := fun p => ⟨p.1.2 t,p.2⟩ - have hZ : Continuous Z := Continuous.subtype_mk - ((continuous_eval_const t).comp (continuous_snd.comp continuous_subtype_val)) _ - have hF : Continuous (fun p : S => p.1.1.1.1 (Z p)) := - continuous_eval.comp - ((continuous_fst.fst.fst.comp continuous_subtype_val).prodMk hZ) - have hLive : IsOpen {p : S | p.1.1.1.2 ∈ survivingDomain p.1.2 t} := - source_survival_open.preimage - (((continuous_snd.comp continuous_subtype_val).prodMk continuous_const).prodMk - (continuous_fst.fst.snd.comp continuous_subtype_val)) - have hExit : IsOpen {p : S | p.1.1.2.2 < ‖p.1.1.1.1 (Z p) - p.1.1.2.1‖} := - isOpen_lt (continuous_fst.snd.snd.comp continuous_subtype_val) - ((hF.sub (continuous_fst.snd.fst.comp continuous_subtype_val)).norm) - have hO := hS.isOpenMap_subtype_val _ (hLive.inter hExit) - convert hO using 1 - ext p - constructor - · rintro ⟨hl,h,he⟩ - exact ⟨⟨p,h⟩,⟨hl,he⟩,rfl⟩ - · rintro ⟨q,⟨hl,he⟩,rfl⟩ - exact ⟨hl,q.2,he⟩ - simpa only [ofPred_exists] using isOpen_iUnion ht -end SLEExactGauge - -end - -section -open Set Filter MeasureTheory Complex -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma source_high_vertical_survives {γ : ℝ≥0 → ℂ} {t : ℝ≥0} {R : ℝ} - (hR : 0 ≤ R) (hb : ∀ s ∈ Icc 0 t, ‖γ s‖ ≤ R) {y : ℝ} (hy : R < y) : - (⟨0,y⟩ : ℂ) ∈ survivingDomain γ t := by - let A : Set ℂ := {z | R < z.im} - have hA : A ⊆ upperHalfPlane \ γ '' Icc 0 t := by - intro z hz - refine ⟨lt_of_le_of_lt hR hz, ?_⟩ - rintro ⟨s,hs,rfl⟩ - have hh := (le_abs_self (γ s).im).trans ((Complex.abs_im_le_norm _).trans (hb s hs)) - exact (not_lt_of_ge hh) hz - refine ⟨hA hy, ?_⟩ - intro hbd - obtain ⟨C,hC⟩ := (hbd.subset ((convex_halfSpace_im_gt R).isPreconnected.subset_connectedComponentIn hy hA)).exists_norm_le - let v : ℝ := max C R + 1 - have hv : R < v := by dsimp [v]; linarith [le_max_right C R] - have hvC : C < v := by dsimp [v]; linarith [le_max_left C R] - have hh := hC (⟨0,v⟩ : ℂ) hv - have hh' := Complex.abs_im_le_norm (⟨0,v⟩ : ℂ) - change |v| ≤ _ at hh' - linarith [le_abs_self v] - -lemma IsCapacityTwoWitness.source_later_image_unbounded - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (h : IsCapacityTwoWitness U γ G F) (T t : ℝ≥0) : - ¬ Bornology.IsBounded ((fun z => G T z - (U T : ℂ)) '' survivingDomain γ (T+t)) := by - intro hbd - obtain ⟨C,hC⟩ := hbd.exists_norm_le - obtain ⟨R,hR⟩ := (isCompact_Icc.image h.1).isBounded.exists_norm_le - have hb : ∀ s ∈ Icc 0 (T+t), ‖γ s‖ ≤ max R 0 := by - intro s hs - exact (hR _ ⟨s,hs,rfl⟩).trans (le_max_left _ _) - have hlim := h.2.2.2.2.2.2.2.2.2.2.2.1 T - have hnorm := hlim.norm - have he : ∀ᶠ z in cocompact ℂ, z ∈ survivingDomain γ T → - ‖z * (G T z - z)‖ < ‖(2 : ℂ)*(T : ℂ)‖ + 1 := by - apply eventually_inf_principal.mp - exact (tendsto_order.mp hnorm).2 _ (lt_add_one _) - obtain ⟨K,hK,hKe⟩ := mem_cocompact.mp he - obtain ⟨D,hD⟩ := hK.isBounded.exists_norm_le - let A : ℝ := ‖(2 : ℂ)*(T : ℂ)‖ + 1 - let y : ℝ := max (max (max R 0) D) (max A (C + |U T|)) + 2 - have hyR : max R 0 < y := by dsimp [y]; linarith [le_max_left (max R 0) D,le_max_left (max (max R 0) D) (max A (C+|U T|))] - have hyD : D < y := by dsimp [y]; linarith [le_max_right (max R 0) D,le_max_left (max (max R 0) D) (max A (C+|U T|))] - have hyA : A < y := by dsimp [y]; linarith [le_max_left A (C+|U T|),le_max_right (max (max R 0) D) (max A (C+|U T|))] - have hyC : C + |U T| + 1 < y := by dsimp [y]; linarith [le_max_right A (C+|U T|),le_max_right (max (max R 0) D) (max A (C+|U T|))] - have hy0 : 0 < y := lt_of_le_of_lt (le_max_right R 0) hyR - let z : ℂ := ⟨0,y⟩ - have hnz : ‖z‖ = y := by simp [z,Complex.norm_def,Real.sqrt_mul_self hy0.le] - have hz : z ∈ survivingDomain γ (T+t) := source_high_vertical_survives (le_max_right R 0) hb hyR - have hzt : z ∈ survivingDomain γ T := survivingDomain_antitone γ (le_add_of_nonneg_right (show 0 ≤ t from bot_le)) hz - have hzK : z ∈ Kᶜ := by intro h'; have := hD z h'; rw [hnz] at this; linarith - have hsmall := hKe hzK hzt - have hG : ‖G T z‖ ≤ C + |U T| := by - calc - ‖G T z‖ = ‖(G T z-(U T : ℂ))+(U T : ℂ)‖ := by rw [sub_add_cancel] - _ ≤ ‖G T z-(U T : ℂ)‖+‖(U T : ℂ)‖ := norm_add_le _ _ - _ ≤ C + |U T| := by gcongr; exact hC _ ⟨z,hz,rfl⟩; simp - have htri := norm_sub_norm_le z (G T z) - rw [hnz,norm_sub_rev] at htri - rw [norm_mul,hnz] at hsmall - change y*‖G T z-z‖ < A at hsmall - have hpos : 0 < A := by dsimp [A]; positivity - nlinarith - -lemma IsCapacityTwoWitness.source_surviving_preconnected - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (h : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) : - IsPreconnected (survivingDomain γ t) := by - have he : F t '' upperHalfPlane = survivingDomain γ t := by - apply Subset.antisymm - · rintro _ ⟨w,hw,rfl⟩ - exact h.2.2.2.2.2.2.1 t hw - · intro z hz - exact ⟨G t z,h.2.2.2.2.2.1 t hz,h.2.2.2.2.2.2.2.1 t z hz⟩ - rw [← he] - exact (convex_halfSpace_im_gt 0).isPreconnected.image _ (h.2.2.2.2.1 t).continuousOn - -lemma source_stopped_live_transfer - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (h : IsCapacityTwoWitness U γ G F) (T t : ℝ≥0) (β : ℝ≥0 → ℂ) - (hid : ∀ s ∈ Icc 0 t, β s ∈ upperHalfPlane → - γ (T+s) = F T (β s + (U T : ℂ))) - (z : ℂ) (hz : z ∈ survivingDomain γ (T+t)) : - G T z - (U T : ℂ) ∈ survivingDomain β t := by - let f : ℂ → ℂ := fun z => G T z - (U T : ℂ) - let D := survivingDomain γ (T+t) - have hsub : D ⊆ survivingDomain γ T := - survivingDomain_antitone γ (le_add_of_nonneg_right (show 0 ≤ t from bot_le)) - have hmap : f '' D ⊆ upperHalfPlane \ β '' Icc 0 t := by - rintro w ⟨v,hv,rfl⟩ - have hvT := hsub hv - have him : f v ∈ upperHalfPlane := by - simpa only [f,upperHalfPlane,mem_ofPred_eq,sub_im,ofReal_im,sub_zero] - using h.2.2.2.2.2.1 T hvT - refine ⟨him,?_⟩ - rintro ⟨s,hs,he⟩ - have hβ : β s ∈ upperHalfPlane := he ▸ him - have hv' : γ (T+s) = v := by - rw [hid s hs hβ,he] - simp only [f,sub_add_cancel,h.2.2.2.2.2.2.2.1 T v hvT] - exact hv.1.2 ⟨T+s,⟨bot_le,by simpa only [add_comm] using add_le_add_left hs.2 T⟩,hv'⟩ - have hconn : IsPreconnected (f '' D) := - (h.source_surviving_preconnected (T+t)).image _ - (((h.2.2.2.1 T).continuousOn.mono hsub).sub continuousOn_const) - have hmem : f z ∈ f '' D := ⟨z,hz,rfl⟩ - refine ⟨hmap hmem,?_⟩ - intro hb - exact h.source_later_image_unbounded T t - (hb.subset (hconn.subset_connectedComponentIn hmem hmap)) - -end SLEExactGauge - -end - -section -open Set Filter MeasureTheory Complex TopologicalSpace -open scoped Topology NNReal -namespace SLEExactGauge -noncomputable section -local instance : MeasurableSpace C(ℝ≥0,ℂ) := borel _ -local instance : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ - -def SourcePathInteriorDense (β : C(ℝ≥0,ℂ)) : Prop := - ∀ s t : ℝ≥0, s < t → ∃ u ∈ Ioo s t, 0 < (β u).im - -lemma source_path_interior_dense_measurable : - MeasurableSet {β : C(ℝ≥0,ℂ) | SourcePathInteriorDense β} := by - have he : {β : C(ℝ≥0,ℂ) | SourcePathInteriorDense β} = - ⋂ n : ℕ, ⋂ m : ℕ, {β | denseSeq ℝ≥0 n < denseSeq ℝ≥0 m → - ∃ u ∈ Ioo (denseSeq ℝ≥0 n) (denseSeq ℝ≥0 m), 0 < (β u).im} := by - ext β - simp only [mem_iInter,mem_ofPred_eq] - constructor - · exact fun h _ _ => h _ _ - · intro h s t hst - obtain ⟨a,ha⟩ := (denseRange_denseSeq ℝ≥0).exists_mem_open isOpen_Ioo (nonempty_Ioo.mpr hst) - obtain ⟨b,hb⟩ := (denseRange_denseSeq ℝ≥0).exists_mem_open isOpen_Ioo (nonempty_Ioo.mpr ha.2) - obtain ⟨u,hu,hui⟩ := h a b hb.1 - exact ⟨u,⟨ha.1.trans hu.1,hu.2.trans hb.2⟩,hui⟩ - rw [he] - apply MeasurableSet.iInter - intro n - apply MeasurableSet.iInter - intro m - by_cases hnm : denseSeq ℝ≥0 n < denseSeq ℝ≥0 m - · simp only [hnm,true_implies,ofPred_exists] - apply IsOpen.measurableSet - apply isOpen_iUnion - intro u - by_cases hu : u ∈ Ioo (denseSeq ℝ≥0 n) (denseSeq ℝ≥0 m) - · simpa only [hu,true_and,Function.comp_apply] using isOpen_lt continuous_const (Complex.continuous_im.comp (continuous_eval_const u)) - · simp [hu] - · simp [hnm] -end -end SLEExactGauge - -end - -section -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma IsCapacityTwoWitness.radius_le_of_domain_subset - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (s t : ℝ≥0) (hsub : survivingDomain γ s ⊆ survivingDomain γ t) - (z : ℂ) (hz : z ∈ survivingDomain γ s) : - fullRadius G s z ≤ fullRadius G t z := by - have hγ := h.1 - have ht : z ∈ survivingDomain γ t := hsub hz - have hgs := h.derivative_norm_positive hU s z hz - have hgt := h.derivative_norm_positive hU t z ht - have hys := h.imag_positive s z hz - rcases h with ⟨_,h0,hupper,hG,hF,hGm,hFm,hinv,hinv',hinit,hode,hnorm,htip⟩ - have hfs := ((hF s).differentiableAt (isOpen_upperHalfPlane.mem_nhds (hGm s hz))).hasDerivAt - have hgsd := ((hG s).differentiableAt ((isOpen_survivingDomain hγ s).mem_nhds hz)).hasDerivAt - have hgtd := ((hG t).differentiableAt ((isOpen_survivingDomain hγ t).mem_nhds ht)).hasDerivAt - have hinvder : deriv (F s) (G s z)*deriv (G s) z = 1 := by - have he : (fun w => F s (G s w)) =ᶠ[𝓝 z] (fun w => w) := by - filter_upwards [(isOpen_survivingDomain hγ s).mem_nhds hz] with w hw - exact hinv s w hw - exact ((hfs.comp z hgsd).congr_of_eventuallyEq he.symm).unique (hasDerivAt_id z) - have hnp : ‖deriv (F s) (G s z)‖*‖deriv (G s) z‖ = 1 := by - simpa only [norm_mul,norm_one] using congrArg norm hinvder - let f : ℂ → ℂ := fun w => G t (F s (diskToHalfPlane (G s z) w)) - have hfd : DifferentiableOn ℂ f (Metric.ball 0 1) := - (hG t).comp ((hF s).comp (diskToHalfPlane_differentiable _) (diskToHalfPlane_maps hys)) - (fun w hw => hsub (hFm s (diskToHalfPlane_maps hys hw))) - have hfm : MapsTo f (Metric.ball 0 1) upperHalfPlane := - fun w hw => hGm t (hsub (hFm s (diskToHalfPlane_maps hys hw))) - have hf0 : f 0 = G t z := by simp only [f,diskToHalfPlane_zero,hinv s z hz] - have hder : deriv f 0 = deriv (G t) z*deriv (F s) (G s z)*(G s z-star (G s z)) := by - have hfs' : HasDerivAt (F s) (deriv (F s) (G s z)) (diskToHalfPlane (G s z) 0) := by - simpa only [diskToHalfPlane_zero] using hfs - have hgt' : HasDerivAt (G t) (deriv (G t) z) (F s (diskToHalfPlane (G s z) 0)) := by - simpa only [diskToHalfPlane_zero,hinv s z hz] using hgtd - have hh := hgt'.comp 0 (hfs'.comp 0 (diskToHalfPlane_deriv_zero (G s z))) - simpa only [f,Function.comp_def,mul_assoc] using hh.deriv - have hn : ‖deriv f 0‖ = ‖deriv (G t) z‖*fullRadius G s z := by - rw [hder,norm_mul,norm_mul,norm_sub_conj_of_im_pos hys,fullRadius] - have hi : ‖deriv (F s) (G s z)‖ = 1/‖deriv (G s) z‖ := (eq_div_iff hgs.ne').mpr hnp - rw [hi] - ring - have hpos : 0 < ‖deriv f 0‖ := by - rw [hn,fullRadius] - positivity - have hbound := radius_of_halfplane_map (by norm_num : (0:ℝ) < 1) hfd hfm - (norm_pos_iff.mp hpos) - rw [hf0,hn] at hbound - have hy : 0 < (G t z).im := hGm t ht - have hh := (le_div_iff₀ (show 0 < ‖deriv (G t) z‖*fullRadius G s z by rwa [← hn])).mp hbound - change _ ≤ 2*(G t z).im/‖deriv (G t) z‖ - exact (le_div_iff₀ hgt).mpr (by nlinarith [hh]) - -end SLEExactGauge -namespace SLEExactGauge - - -end SLEExactGauge -end -end - -end OAI +import Mathlib +import OAI.Probability.SLE.DiskHalfPlane +import OAI.Probability.SLE.StoppedMeasures + +namespace OAI + +/-! Chart Measurability for chordal SLE. -/ + +section +open Set Filter MeasureTheory ProbabilityTheory Complex +open scoped Topology NNReal ENNReal +section +open Set Filter MeasureTheory ProbabilityTheory Complex Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +noncomputable section +lemma source_killedChart_stopped_measurable + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) (z : ℂ) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + Measurable[hτ.measurableSpace] + (fun ω => if z ∈ survivingDomain (γ ω) (τ ω) then G ω (τ ω) z else 0) := by + exact measurable_stoppedValue + (source_killedChart_progressive hm hc κ γ G F hw z) hτ + +end +end SLEExactGauge + +end + +section +open Set Filter MeasureTheory Complex TopologicalSpace Classical +open scoped Topology NNReal +namespace SLEExactGauge + +lemma source_measurable_inverse_chart + {Ω : Type*} [MeasurableSpace Ω] + (S : Ω → Set ℂ) (G F K : Ω → ℂ → ℂ) (H : Set ℂ) + (hS : ∀ ω, IsOpen (S ω)) (hH : IsOpen H) + (hG : ∀ ω, ContinuousOn (G ω) (S ω)) + (hF : ∀ ω, ContinuousOn (F ω) H) + (hFH : ∀ ω, MapsTo (F ω) H (S ω)) + (hGF : ∀ ω z, z ∈ H → G ω (F ω z) = z) + (hFG : ∀ ω z, z ∈ S ω → F ω (G ω z) = z) + (hK : ∀ z, Measurable (fun ω => K ω z)) + (hKeq : ∀ ω z, K ω z = if z ∈ S ω then G ω z else 0) + (hGH : ∀ ω z, z ∈ S ω → 0 < (G ω z).im) + (w : Ω → ℂ) (hwm : Measurable w) (hw : ∀ ω, w ω ∈ H) : + Measurable (fun ω => F ω (w ω)) := by + classical + let d := denseSeq ℂ + let v (k : ℕ) (ω : Ω) (n : ℕ) : Prop := + 0 < (K ω (d n)).im ∧ dist (K ω (d n)) (w ω) < 1/((k:ℝ)+1) + have hv (k : ℕ) (ω : Ω) : ∃ n, v k ω n := by + have hpos : 0 < 1/((k:ℝ)+1) := by positivity + have hx : F ω (w ω) ∈ S ω := hFH ω (hw ω) + have hct := (hG ω).continuousAt ((hS ω).mem_nhds hx) + have hn : {z | dist (G ω z) (w ω) < 1/((k:ℝ)+1)} ∈ 𝓝 (F ω (w ω)) := by + change G ω ⁻¹' Metric.ball (w ω) (1/((k:ℝ)+1)) ∈ 𝓝 (F ω (w ω)) + apply hct.preimage_mem_nhds + rw [hGF ω _ (hw ω)] + exact Metric.ball_mem_nhds (w ω) hpos + obtain ⟨n,hn⟩ := (denseRange_denseSeq ℂ).mem_nhds (inter_mem ((hS ω).mem_nhds hx) hn) + refine ⟨n,?_⟩ + dsimp [v,d] + rw [hKeq,ite_eq_left hn.1] + exact ⟨hGH ω _ hn.1,hn.2⟩ + have hvm (k n : ℕ) : MeasurableSet {ω | v k ω n} := + (measurableSet_lt measurable_const (Complex.measurable_im.comp (hK _))).inter + (measurableSet_lt ((hK _).dist hwm) measurable_const) + let j (k : ℕ) (ω : Ω) : ℕ := Nat.find (hv k ω) + have hj (k : ℕ) : Measurable (j k) := measurable_find (hv k) (hvm k) + have hjv (k : ℕ) (ω : Ω) : v k ω (j k ω) := Nat.find_spec (hv k ω) + have hjS (k : ℕ) (ω : Ω) : d (j k ω) ∈ S ω := by + by_contra hn + have hh := (hjv k ω).1 + rw [hKeq,ite_eq_right hn] at hh + norm_num at hh + have hlim (ω : Ω) : Tendsto (fun k => K ω (d (j k ω))) atTop (𝓝 (w ω)) := by + apply Metric.tendsto_atTop.mpr + intro ε hε + obtain ⟨N,hN⟩ := Metric.tendsto_atTop.mp + (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)) ε hε + refine ⟨N,fun k hk => (hjv k ω).2.trans ?_⟩ + simpa only [Real.dist_eq,sub_zero,abs_of_pos (by positivity : 0 < 1/((k:ℝ)+1))] + using hN k hk + have hflim (ω : Ω) : Tendsto (fun k => d (j k ω)) atTop (𝓝 (F ω (w ω))) := by + have hh := ((hF ω).continuousAt (hH.mem_nhds (hw ω))).tendsto.comp (hlim ω) + convert hh using 1 + ext k + simp only [Function.comp_apply,hKeq,ite_eq_left (hjS k ω),hFG ω _ (hjS k ω)] + exact measurable_of_tendsto_metrizable (fun k => (measurable_of_countable d).comp (hj k)) (tendsto_pi_nhds.mpr hflim) +end SLEExactGauge + +end + +section +open Set Filter MeasureTheory ProbabilityTheory Complex Classical +open scoped Topology NNReal +namespace SLEExactGauge +lemma source_stopped_inverseChart_measurable + {Ω : Type*} [m : MeasurableSpace Ω] (B : ℝ≥0 → Ω → ℝ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) (w : Ω → ℂ) + (hwm : Measurable[hτ.measurableSpace] w) (hwH : ∀ ω, w ω ∈ upperHalfPlane) : + Measurable[hτ.measurableSpace] (fun ω => F ω (τ ω) (w ω)) := by + apply @source_measurable_inverse_chart Ω hτ.measurableSpace + (fun ω => survivingDomain (γ ω) (τ ω)) (fun ω => G ω (τ ω)) + (fun ω => F ω (τ ω)) + (fun ω z => if z ∈ survivingDomain (γ ω) (τ ω) then G ω (τ ω) z else 0) + upperHalfPlane + (fun ω => isOpen_survivingDomain (hw ω).1 _) isOpen_upperHalfPlane + (fun ω => ((hw ω).2.2.2.1 _).continuousOn) + (fun ω => ((hw ω).2.2.2.2.1 _).continuousOn) + (fun ω => (hw ω).2.2.2.2.2.2.1 _) + (fun ω => (hw ω).2.2.2.2.2.2.2.2.1 _) + (fun ω => (hw ω).2.2.2.2.2.2.2.1 _) + (fun z => source_killedChart_stopped_measurable hm hc κ γ G F hw z τ hτ) + (fun _ _ => rfl) + (fun ω z hz => (hw ω).imag_positive _ z hz) w hwm hwH +end SLEExactGauge + +end + +section +open Set Filter MeasureTheory ProbabilityTheory Complex Classical TopologicalSpace +open scoped Topology NNReal +namespace SLEExactGauge +noncomputable section +local instance : MeasurableSpace C(upperHalfPlane,ℂ) := borel _ +local instance : BorelSpace C(upperHalfPlane,ℂ) := ⟨rfl⟩ + +lemma source_halfplane_cmap_measurable {Ω : Type*} [MeasurableSpace Ω] + (f : Ω → C(upperHalfPlane,ℂ)) + (hf : ∀ z, Measurable (fun ω => f ω z)) : Measurable f := by + let : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + let : PolishSpace upperHalfPlane := isOpen_upperHalfPlane.polishSpace + let : Nonempty upperHalfPlane := ⟨⟨Complex.I,by simp [upperHalfPlane]⟩⟩ + have he : MeasurableEmbedding + (fun F : C(upperHalfPlane,ℂ) => fun n => F (denseSeq upperHalfPlane n)) := by + apply Continuous.measurableEmbedding + · exact continuous_pi fun n => continuous_eval_const _ + · intro F G heq + apply DFunLike.coe_injective + exact (denseRange_denseSeq upperHalfPlane).equalizer F.continuous G.continuous heq + exact he.measurable_comp_iff.mp (Measurable.of_eval (fun _ => hf _)) + +def sourceStoppedInversePath {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) (ω : Ω) : C(upperHalfPlane,ℂ) := + ⟨fun z => F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ)), + ContinuousOn.comp_continuous ((hw ω).2.2.2.2.1 _).continuousOn + (continuous_subtype_val.add continuous_const) + (fun z => by simpa [upperHalfPlane] using z.2)⟩ + +lemma source_stopped_inversePath_measurable + {Ω : Type*} [m : MeasurableSpace Ω] (B : ℝ≥0 → Ω → ℝ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + Measurable[hτ.measurableSpace] (sourceStoppedInversePath B κ γ G F hw τ) := by + apply @source_halfplane_cmap_measurable Ω hτ.measurableSpace + intro z + have hB := measurable_stoppedValue + ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)).isStronglyProgressive_of_continuous hc) hτ + apply source_stopped_inverseChart_measurable B hm hc κ γ G F hw τ hτ + (fun ω => z+(Real.sqrt κ * B (τ ω) ω : ℝ)) + · exact measurable_const.add (Complex.measurable_ofReal.comp (measurable_const.mul hB)) + · intro ω + simpa [upperHalfPlane] using z.2 +end +end SLEExactGauge + +end + +section +open Set Filter MeasureTheory Metric Bornology +open scoped Topology NNReal +namespace SLEExactGauge + + +def square (R : ℝ) : Set ℂ := {z | |z.re| ≤ R ∧ |z.im| ≤ R} + +def upperExterior (R : ℝ) : Set ℂ := upperHalfPlane ∩ (square R)ᶜ + +def lowerExterior (R : ℝ) : Set ℂ := {z | z.im ≤ 0} ∩ (square R)ᶜ + +lemma square_isCompact (R : ℝ) : IsCompact (square R) := by + have hc : IsClosed (square R) := + (isClosed_le Complex.continuous_re.abs continuous_const).inter + (isClosed_le Complex.continuous_im.abs continuous_const) + apply isCompact_of_isClosed_isBounded hc + apply isBounded_iff_forall_norm_le.mpr + refine ⟨2*R,fun z hz => ?_⟩ + exact (Complex.norm_le_abs_re_add_abs_im z).trans (by linarith [hz.1,hz.2]) + +lemma bounded_subset_square {s : Set ℂ} (hs : Bornology.IsBounded s) : + ∃ R > 0, s ⊆ square R := by + obtain ⟨C,hC⟩ := hs.exists_norm_le + refine ⟨max C 1,lt_of_lt_of_le zero_lt_one (le_max_right _ _),?_⟩ + intro z hz + exact ⟨(Complex.abs_re_le_norm z).trans ((hC z hz).trans (le_max_left _ _)), + (Complex.abs_im_le_norm z).trans ((hC z hz).trans (le_max_left _ _))⟩ + +lemma upperExterior_eq (R : ℝ) (hR : 0 ≤ R) : upperExterior R = + ({z : ℂ | z.re < -R} ∩ {z | 0 < z.im}) ∪ {z | R < z.im} ∪ + ({z : ℂ | R < z.re} ∩ {z | 0 < z.im}) := by + ext z + simp only [upperExterior,upperHalfPlane,square,mem_inter_iff,mem_ofPred_eq, + mem_compl_iff,mem_union,abs_le] + constructor + · rintro ⟨hi,hs⟩ + by_cases hl : z.re < -R + · exact Or.inl (Or.inl ⟨hl,hi⟩) + by_cases hr : R < z.re + · exact Or.inr ⟨hr,hi⟩ + exact Or.inl (Or.inr (by by_contra hn; exact hs ⟨⟨by linarith,by linarith⟩, + ⟨by linarith,by linarith⟩⟩)) + · rintro ((⟨hl,hi⟩ | hi) | ⟨hr,hi⟩) + · exact ⟨hi,fun hs => (not_lt_of_ge hs.1.1) hl⟩ + · exact ⟨by linarith,fun hs => (not_lt_of_ge hs.2.2) hi⟩ + · exact ⟨hi,fun hs => (not_lt_of_ge hs.1.2) hr⟩ + +lemma upperExterior_preconnected (R : ℝ) (hR : 0 ≤ R) : IsPreconnected (upperExterior R) := by + rw [upperExterior_eq R hR] + have hL := ((convex_halfSpace_re_lt (-R)).inter (convex_halfSpace_im_gt 0)).isPreconnected + have hU := (convex_halfSpace_im_gt R).isPreconnected + have hV := ((convex_halfSpace_re_gt R).inter (convex_halfSpace_im_gt 0)).isPreconnected + have hLU : (({z : ℂ | z.re < -R} ∩ {z | 0 < z.im}) ∩ {z | R < z.im}).Nonempty := by + refine ⟨⟨-R-1,R+1⟩,?_,?_⟩ <;> simp only [mem_inter_iff,mem_ofPred_eq] <;> (try constructor) <;> linarith + have hUV : ((({z : ℂ | z.re < -R} ∩ {z | 0 < z.im}) ∪ {z | R < z.im}) ∩ + ({z : ℂ | R < z.re} ∩ {z | 0 < z.im})).Nonempty := by + refine ⟨⟨R+1,R+1⟩,Or.inr ?_,?_,?_⟩ <;> simp only [mem_ofPred_eq] <;> linarith + exact (hL.union' hLU hU).union' hUV hV + +lemma upperExterior_unbounded (R : ℝ) (hR : 0 ≤ R) : ¬ Bornology.IsBounded (upperExterior R) := by + intro hb + obtain ⟨C,hC⟩ := hb.exists_norm_le + let y : ℝ := max C R + 1 + have hyR : R < y := by dsimp [y]; linarith [le_max_right C R] + have hyC : C < y := by dsimp [y]; linarith [le_max_left C R] + have hy0 : 0 < y := by linarith + have hm : (⟨0,y⟩ : ℂ) ∈ upperExterior R := by + exact ⟨hy0,fun h => (not_le_of_gt hyR) ((le_abs_self y).trans h.2)⟩ + have hb' := hC _ hm + have hn := Complex.abs_im_le_norm (⟨0,y⟩ : ℂ) + change |y| ≤ ‖(⟨0,y⟩ : ℂ)‖ at hn + rw [abs_of_pos hy0] at hn + linarith + +lemma upperExterior_subset_survivingDomain {γ : ℝ≥0 → ℂ} {T : ℝ≥0} {R : ℝ} + (hR : 0 ≤ R) (hγ : γ '' Icc 0 T ⊆ square R) : + upperExterior R ⊆ survivingDomain γ T := by + intro z hz + have hs : upperExterior R ⊆ upperHalfPlane \ (γ '' Icc 0 T) := by + intro w hw + exact ⟨hw.1,fun ht => hw.2 (hγ ht)⟩ + refine ⟨hs hz,?_⟩ + intro hb + exact upperExterior_unbounded R hR (hb.subset + ((upperExterior_preconnected R hR).subset_connectedComponentIn hz hs)) + +end SLEExactGauge + +end + +section +open Set Filter MeasureTheory Complex +open scoped Topology NNReal +namespace SLEExactGauge + +lemma source_live_compact_bridge (γ : C(ℝ≥0,ℂ)) (t : ℝ≥0) (z : ℂ) + (hz : z ∈ survivingDomain γ t) : + ∃ (R δ : ℝ) (K : Set ℂ), 0 < R ∧ 0 < δ ∧ IsCompact K ∧ + IsPreconnected K ∧ Metric.closedBall z δ ⊆ K ∧ + (⟨0,R+1⟩ : ℂ) ∈ K ∧ K ⊆ upperHalfPlane ∧ + MapsTo γ (Icc 0 t) (Metric.ball 0 R \ K) := by + obtain ⟨M,hM⟩ := (isCompact_Icc.image γ.continuous).isBounded.exists_norm_le + let R := max M 0 + 1 + have hR : 0 < R := by dsimp [R]; linarith [le_max_right M 0] + have hnorm (s : ℝ≥0) (hs : s ∈ Icc 0 t) : ‖γ s‖ < R := by + have hh := hM _ ⟨s,hs,rfl⟩ + dsimp [R]; linarith [le_max_left M 0] + have htr : γ '' Icc 0 t ⊆ square R := by + rintro _ ⟨s,hs,rfl⟩ + exact ⟨(abs_re_le_norm _).trans (hnorm s hs).le,(abs_im_le_norm _).trans (hnorm s hs).le⟩ + let A : Set ℂ := upperHalfPlane \ γ '' Icc 0 t + let C := connectedComponentIn A z + have hA : IsOpen A := isOpen_upperHalfPlane.sdiff (isCompact_Icc.image γ.continuous).isClosed + have hzC : z ∈ C := mem_connectedComponentIn hz.1 + have hCsub : C ⊆ A := connectedComponentIn_subset _ _ + have hnot : ¬ C ⊆ square R := fun hh => hz.2 ((square_isCompact R).isBounded.subset hh) + obtain ⟨v,hv,hvR⟩ := Set.not_subset.mp hnot + have hvE : v ∈ upperExterior R := ⟨(hCsub hv).1,hvR⟩ + have hEsub : upperExterior R ⊆ A := by + intro w hw + exact ⟨hw.1,fun ht => hw.2 (htr ht)⟩ + have hEC : upperExterior R ⊆ C := by + have hc := (upperExterior_preconnected R hR.le).subset_connectedComponentIn hvE hEsub + rwa [← connectedComponentIn_eq hv] at hc + let p : ℂ := ⟨0,R+1⟩ + have hpE : p ∈ upperExterior R := by + refine ⟨by change 0 < R+1; linarith,?_⟩ + intro hh + have hhi : |R+1| ≤ R := hh.2 + linarith [le_abs_self (R+1)] + have hpathc : IsPathConnected C := (hA.connectedComponentIn).isConnected_iff_isPathConnected.mp + ⟨⟨z,hzC⟩,isPreconnected_connectedComponentIn⟩ + let η := (hpathc.joinedIn z hzC p (hEC hpE)).somePath + have hη : range η ⊆ A := by + rintro _ ⟨s,rfl⟩ + exact hCsub ((hpathc.joinedIn z hzC p (hEC hpE)).somePath_mem s) + obtain ⟨ε,hε,hεsub⟩ := Metric.isOpen_iff.mp hA z hz.1 + let δ := ε/2 + have hδ : 0 < δ := by dsimp [δ]; positivity + have hball : Metric.closedBall z δ ⊆ A := by + apply subset_trans _ hεsub + exact Metric.closedBall_subset_ball (by dsimp [δ]; linarith) + let K := range η ∪ Metric.closedBall z δ + have hKc : IsCompact K := (isCompact_range η.continuous).union (isCompact_closedBall z δ) + have hKconn : IsPreconnected K := + (isConnected_range η.continuous).2.union z η.source_mem_range (Metric.mem_closedBall_self hδ.le) + (convex_closedBall z δ).isPreconnected + have hKsub : K ⊆ A := union_subset hη hball + refine ⟨R,δ,K,hR,hδ,hKc,hKconn,subset_union_right, + Or.inl η.target_mem_range,fun w hw => (hKsub hw).1,?_⟩ + intro s hs + refine ⟨by simpa only [Metric.mem_ball,dist_zero_right] using hnorm s hs,?_⟩ + intro hh + exact (hKsub hh).2 ⟨s,hs,rfl⟩ + + + +lemma source_live_of_bridge {γ : ℝ≥0 → ℂ} {t : ℝ≥0} {z : ℂ} {R : ℝ} {K : Set ℂ} + (hR : 0 ≤ R) (hK : IsPreconnected K) (hz : z ∈ K) + (hp : (⟨0,R+1⟩ : ℂ) ∈ K) (hKH : K ⊆ upperHalfPlane) + (hγ : MapsTo γ (Icc 0 t) (Metric.ball 0 R \ K)) : + z ∈ survivingDomain γ t := by + have hnorm (s : ℝ≥0) (hs : s ∈ Icc 0 t) : ‖γ s‖ < R := by + simpa only [Metric.mem_ball,dist_zero_right] using (hγ hs).1 + have htr : γ '' Icc 0 t ⊆ square R := by + rintro _ ⟨s,hs,rfl⟩ + exact ⟨(abs_re_le_norm _).trans (hnorm s hs).le,(abs_im_le_norm _).trans (hnorm s hs).le⟩ + have hpE : (⟨0,R+1⟩ : ℂ) ∈ upperExterior R := by + refine ⟨by change 0 < R+1; linarith,?_⟩ + intro hh + have hhi : |R+1| ≤ R := hh.2 + linarith [le_abs_self (R+1)] + have hpS := upperExterior_subset_survivingDomain hR htr hpE + have hKa : K ⊆ upperHalfPlane \ γ '' Icc 0 t := by + intro w hw + refine ⟨hKH hw,?_⟩ + rintro ⟨s,hs,rfl⟩ + exact (hγ hs).2 hw + have hpC := hK.subset_connectedComponentIn hz hKa hp + refine ⟨hKa hz,?_⟩ + rw [connectedComponentIn_eq hpC] + exact hpS.2 + +noncomputable def sourceRescaledPath (p : C(ℝ≥0,ℂ) × ℝ≥0) : C(ℝ≥0,ℂ) := + ⟨fun s => p.1 (p.2*s),p.1.continuous.comp (continuous_const.mul continuous_id)⟩ + +lemma sourceRescaledPath_continuous : Continuous sourceRescaledPath := by + apply ContinuousMap.continuous_of_continuous_uncurry + exact continuous_eval.comp + ((continuous_fst.fst).prodMk ((continuous_fst.snd).mul continuous_snd)) + +lemma sourceRescaledPath_mapsTo {p : C(ℝ≥0,ℂ) × ℝ≥0} {A : Set ℂ} : + MapsTo (sourceRescaledPath p) (Icc 0 1) A ↔ MapsTo p.1 (Icc 0 p.2) A := by + have he : (fun s : ℝ≥0 => p.2*s) '' Icc 0 1 = Icc 0 p.2 := by + simpa using image_mul_left_Icc (show 0 ≤ p.2 from bot_le) (show (0 : ℝ≥0) ≤ 1 by norm_num) + rw [← he] + constructor + · intro h v hv + rcases hv with ⟨s,hs,rfl⟩ + exact h hs + · intro h s hs + exact h ⟨s,hs,rfl⟩ + +lemma source_survival_open : + IsOpen {p : (C(ℝ≥0,ℂ) × ℝ≥0) × ℂ | p.2 ∈ survivingDomain p.1.1 p.1.2} := by + apply isOpen_iff_forall_mem_open.mpr + rintro ⟨⟨γ,t⟩,z⟩ hz + obtain ⟨R,δ,K,hR,hδ,hKc,hKconn,hball,hp,hKH,hγ⟩ := source_live_compact_bridge γ t z hz + let W : Set (C(ℝ≥0,ℂ) × ℝ≥0) := {p | MapsTo p.1 (Icc 0 p.2) (Metric.ball 0 R \ K)} + have hWo : IsOpen W := by + have hh := (ContinuousMap.isOpen_setOfPred_mapsTo (K := Icc (0 : ℝ≥0) 1) (U := Metric.ball (0 : ℂ) R \ K) isCompact_Icc + (Metric.isOpen_ball.sdiff hKc.isClosed)).preimage sourceRescaledPath_continuous + convert hh using 1 + ext p + exact sourceRescaledPath_mapsTo.symm + refine ⟨W ×ˢ Metric.ball z δ,?_,hWo.prod Metric.isOpen_ball,⟨hγ,Metric.mem_ball_self hδ⟩⟩ + rintro ⟨⟨β,s⟩,w⟩ ⟨hβ,hw⟩ + exact source_live_of_bridge hR.le hKconn (hball (Metric.ball_subset_closedBall hw)) hp hKH hβ + +end SLEExactGauge + +end + +section +open Set Filter MeasureTheory Complex +open scoped Topology NNReal +namespace SLEExactGauge +abbrev SourceDiskParameter := (C(upperHalfPlane,ℂ) × ℂ) × (ℂ × ℝ) + +lemma source_physical_disk_kernel_open : + IsOpen {p : SourceDiskParameter × C(ℝ≥0,ℂ) | + ∃ t : ℝ≥0, p.1.1.2 ∈ survivingDomain p.2 t ∧ + ∃ h : p.2 t ∈ upperHalfPlane, + p.1.2.2 < ‖p.1.1.1 ⟨p.2 t,h⟩ - p.1.2.1‖} := by + let : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + have ht (t : ℝ≥0) : + IsOpen {p : SourceDiskParameter × C(ℝ≥0,ℂ) | + p.1.1.2 ∈ survivingDomain p.2 t ∧ + ∃ h : p.2 t ∈ upperHalfPlane, + p.1.2.2 < ‖p.1.1.1 ⟨p.2 t,h⟩ - p.1.2.1‖} := by + let S : Set (SourceDiskParameter × C(ℝ≥0,ℂ)) := {p | p.2 t ∈ upperHalfPlane} + have hS : IsOpen S := isOpen_upperHalfPlane.preimage + ((continuous_eval_const t).comp continuous_snd) + let Z : S → upperHalfPlane := fun p => ⟨p.1.2 t,p.2⟩ + have hZ : Continuous Z := Continuous.subtype_mk + ((continuous_eval_const t).comp (continuous_snd.comp continuous_subtype_val)) _ + have hF : Continuous (fun p : S => p.1.1.1.1 (Z p)) := + continuous_eval.comp + ((continuous_fst.fst.fst.comp continuous_subtype_val).prodMk hZ) + have hLive : IsOpen {p : S | p.1.1.1.2 ∈ survivingDomain p.1.2 t} := + source_survival_open.preimage + (((continuous_snd.comp continuous_subtype_val).prodMk continuous_const).prodMk + (continuous_fst.fst.snd.comp continuous_subtype_val)) + have hExit : IsOpen {p : S | p.1.1.2.2 < ‖p.1.1.1.1 (Z p) - p.1.1.2.1‖} := + isOpen_lt (continuous_fst.snd.snd.comp continuous_subtype_val) + ((hF.sub (continuous_fst.snd.fst.comp continuous_subtype_val)).norm) + have hO := hS.isOpenMap_subtype_val _ (hLive.inter hExit) + convert hO using 1 + ext p + constructor + · rintro ⟨hl,h,he⟩ + exact ⟨⟨p,h⟩,⟨hl,he⟩,rfl⟩ + · rintro ⟨q,⟨hl,he⟩,rfl⟩ + exact ⟨hl,q.2,he⟩ + simpa only [ofPred_exists] using isOpen_iUnion ht +end SLEExactGauge + +end + +section +open Set Filter MeasureTheory Complex +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma source_high_vertical_survives {γ : ℝ≥0 → ℂ} {t : ℝ≥0} {R : ℝ} + (hR : 0 ≤ R) (hb : ∀ s ∈ Icc 0 t, ‖γ s‖ ≤ R) {y : ℝ} (hy : R < y) : + (⟨0,y⟩ : ℂ) ∈ survivingDomain γ t := by + let A : Set ℂ := {z | R < z.im} + have hA : A ⊆ upperHalfPlane \ γ '' Icc 0 t := by + intro z hz + refine ⟨lt_of_le_of_lt hR hz, ?_⟩ + rintro ⟨s,hs,rfl⟩ + have hh := (le_abs_self (γ s).im).trans ((Complex.abs_im_le_norm _).trans (hb s hs)) + exact (not_lt_of_ge hh) hz + refine ⟨hA hy, ?_⟩ + intro hbd + obtain ⟨C,hC⟩ := (hbd.subset ((convex_halfSpace_im_gt R).isPreconnected.subset_connectedComponentIn hy hA)).exists_norm_le + let v : ℝ := max C R + 1 + have hv : R < v := by dsimp [v]; linarith [le_max_right C R] + have hvC : C < v := by dsimp [v]; linarith [le_max_left C R] + have hh := hC (⟨0,v⟩ : ℂ) hv + have hh' := Complex.abs_im_le_norm (⟨0,v⟩ : ℂ) + change |v| ≤ _ at hh' + linarith [le_abs_self v] + +lemma IsCapacityTwoWitness.source_later_image_unbounded + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (T t : ℝ≥0) : + ¬ Bornology.IsBounded ((fun z => G T z - (U T : ℂ)) '' survivingDomain γ (T+t)) := by + intro hbd + obtain ⟨C,hC⟩ := hbd.exists_norm_le + obtain ⟨R,hR⟩ := (isCompact_Icc.image h.1).isBounded.exists_norm_le + have hb : ∀ s ∈ Icc 0 (T+t), ‖γ s‖ ≤ max R 0 := by + intro s hs + exact (hR _ ⟨s,hs,rfl⟩).trans (le_max_left _ _) + have hlim := h.2.2.2.2.2.2.2.2.2.2.2.1 T + have hnorm := hlim.norm + have he : ∀ᶠ z in cocompact ℂ, z ∈ survivingDomain γ T → + ‖z * (G T z - z)‖ < ‖(2 : ℂ)*(T : ℂ)‖ + 1 := by + apply eventually_inf_principal.mp + exact (tendsto_order.mp hnorm).2 _ (lt_add_one _) + obtain ⟨K,hK,hKe⟩ := mem_cocompact.mp he + obtain ⟨D,hD⟩ := hK.isBounded.exists_norm_le + let A : ℝ := ‖(2 : ℂ)*(T : ℂ)‖ + 1 + let y : ℝ := max (max (max R 0) D) (max A (C + |U T|)) + 2 + have hyR : max R 0 < y := by dsimp [y]; linarith [le_max_left (max R 0) D,le_max_left (max (max R 0) D) (max A (C+|U T|))] + have hyD : D < y := by dsimp [y]; linarith [le_max_right (max R 0) D,le_max_left (max (max R 0) D) (max A (C+|U T|))] + have hyA : A < y := by dsimp [y]; linarith [le_max_left A (C+|U T|),le_max_right (max (max R 0) D) (max A (C+|U T|))] + have hyC : C + |U T| + 1 < y := by dsimp [y]; linarith [le_max_right A (C+|U T|),le_max_right (max (max R 0) D) (max A (C+|U T|))] + have hy0 : 0 < y := lt_of_le_of_lt (le_max_right R 0) hyR + let z : ℂ := ⟨0,y⟩ + have hnz : ‖z‖ = y := by simp [z,Complex.norm_def,Real.sqrt_mul_self hy0.le] + have hz : z ∈ survivingDomain γ (T+t) := source_high_vertical_survives (le_max_right R 0) hb hyR + have hzt : z ∈ survivingDomain γ T := survivingDomain_antitone γ (le_add_of_nonneg_right (show 0 ≤ t from bot_le)) hz + have hzK : z ∈ Kᶜ := by intro h'; have := hD z h'; rw [hnz] at this; linarith + have hsmall := hKe hzK hzt + have hG : ‖G T z‖ ≤ C + |U T| := by + calc + ‖G T z‖ = ‖(G T z-(U T : ℂ))+(U T : ℂ)‖ := by rw [sub_add_cancel] + _ ≤ ‖G T z-(U T : ℂ)‖+‖(U T : ℂ)‖ := norm_add_le _ _ + _ ≤ C + |U T| := by gcongr; exact hC _ ⟨z,hz,rfl⟩; simp + have htri := norm_sub_norm_le z (G T z) + rw [hnz,norm_sub_rev] at htri + rw [norm_mul,hnz] at hsmall + change y*‖G T z-z‖ < A at hsmall + have hpos : 0 < A := by dsimp [A]; positivity + nlinarith + +lemma IsCapacityTwoWitness.source_surviving_preconnected + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) : + IsPreconnected (survivingDomain γ t) := by + have he : F t '' upperHalfPlane = survivingDomain γ t := by + apply Subset.antisymm + · rintro _ ⟨w,hw,rfl⟩ + exact h.2.2.2.2.2.2.1 t hw + · intro z hz + exact ⟨G t z,h.2.2.2.2.2.1 t hz,h.2.2.2.2.2.2.2.1 t z hz⟩ + rw [← he] + exact (convex_halfSpace_im_gt 0).isPreconnected.image _ (h.2.2.2.2.1 t).continuousOn + +lemma source_stopped_live_transfer + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (T t : ℝ≥0) (β : ℝ≥0 → ℂ) + (hid : ∀ s ∈ Icc 0 t, β s ∈ upperHalfPlane → + γ (T+s) = F T (β s + (U T : ℂ))) + (z : ℂ) (hz : z ∈ survivingDomain γ (T+t)) : + G T z - (U T : ℂ) ∈ survivingDomain β t := by + let f : ℂ → ℂ := fun z => G T z - (U T : ℂ) + let D := survivingDomain γ (T+t) + have hsub : D ⊆ survivingDomain γ T := + survivingDomain_antitone γ (le_add_of_nonneg_right (show 0 ≤ t from bot_le)) + have hmap : f '' D ⊆ upperHalfPlane \ β '' Icc 0 t := by + rintro w ⟨v,hv,rfl⟩ + have hvT := hsub hv + have him : f v ∈ upperHalfPlane := by + simpa only [f,upperHalfPlane,mem_ofPred_eq,sub_im,ofReal_im,sub_zero] + using h.2.2.2.2.2.1 T hvT + refine ⟨him,?_⟩ + rintro ⟨s,hs,he⟩ + have hβ : β s ∈ upperHalfPlane := he ▸ him + have hv' : γ (T+s) = v := by + rw [hid s hs hβ,he] + simp only [f,sub_add_cancel,h.2.2.2.2.2.2.2.1 T v hvT] + exact hv.1.2 ⟨T+s,⟨bot_le,by simpa only [add_comm] using add_le_add_left hs.2 T⟩,hv'⟩ + have hconn : IsPreconnected (f '' D) := + (h.source_surviving_preconnected (T+t)).image _ + (((h.2.2.2.1 T).continuousOn.mono hsub).sub continuousOn_const) + have hmem : f z ∈ f '' D := ⟨z,hz,rfl⟩ + refine ⟨hmap hmem,?_⟩ + intro hb + exact h.source_later_image_unbounded T t + (hb.subset (hconn.subset_connectedComponentIn hmem hmap)) + +end SLEExactGauge + +end + +section +open Set Filter MeasureTheory Complex TopologicalSpace +open scoped Topology NNReal +namespace SLEExactGauge +noncomputable section +local instance : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ + +def SourcePathInteriorDense (β : C(ℝ≥0,ℂ)) : Prop := + ∀ s t : ℝ≥0, s < t → ∃ u ∈ Ioo s t, 0 < (β u).im + +lemma source_path_interior_dense_measurable : + MeasurableSet {β : C(ℝ≥0,ℂ) | SourcePathInteriorDense β} := by + have he : {β : C(ℝ≥0,ℂ) | SourcePathInteriorDense β} = + ⋂ n : ℕ, ⋂ m : ℕ, {β | denseSeq ℝ≥0 n < denseSeq ℝ≥0 m → + ∃ u ∈ Ioo (denseSeq ℝ≥0 n) (denseSeq ℝ≥0 m), 0 < (β u).im} := by + ext β + simp only [mem_iInter,mem_ofPred_eq] + constructor + · exact fun h _ _ => h _ _ + · intro h s t hst + obtain ⟨a,ha⟩ := (denseRange_denseSeq ℝ≥0).exists_mem_open isOpen_Ioo (nonempty_Ioo.mpr hst) + obtain ⟨b,hb⟩ := (denseRange_denseSeq ℝ≥0).exists_mem_open isOpen_Ioo (nonempty_Ioo.mpr ha.2) + obtain ⟨u,hu,hui⟩ := h a b hb.1 + exact ⟨u,⟨ha.1.trans hu.1,hu.2.trans hb.2⟩,hui⟩ + rw [he] + apply MeasurableSet.iInter + intro n + apply MeasurableSet.iInter + intro m + by_cases hnm : denseSeq ℝ≥0 n < denseSeq ℝ≥0 m + · simp only [hnm,true_implies,ofPred_exists] + apply IsOpen.measurableSet + apply isOpen_iUnion + intro u + by_cases hu : u ∈ Ioo (denseSeq ℝ≥0 n) (denseSeq ℝ≥0 m) + · simpa only [hu,true_and,Function.comp_apply] using isOpen_lt continuous_const (Complex.continuous_im.comp (continuous_eval_const u)) + · simp [hu] + · simp [hnm] +end +end SLEExactGauge + +end + +section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.radius_le_of_domain_subset + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (s t : ℝ≥0) (hsub : survivingDomain γ s ⊆ survivingDomain γ t) + (z : ℂ) (hz : z ∈ survivingDomain γ s) : + fullRadius G s z ≤ fullRadius G t z := by + have hγ := h.1 + have ht : z ∈ survivingDomain γ t := hsub hz + have hgs := h.derivative_norm_positive hU s z hz + have hgt := h.derivative_norm_positive hU t z ht + have hys := h.imag_positive s z hz + rcases h with ⟨_,h0,hupper,hG,hF,hGm,hFm,hinv,hinv',hinit,hode,hnorm,htip⟩ + have hfs := ((hF s).differentiableAt (isOpen_upperHalfPlane.mem_nhds (hGm s hz))).hasDerivAt + have hgsd := ((hG s).differentiableAt ((isOpen_survivingDomain hγ s).mem_nhds hz)).hasDerivAt + have hgtd := ((hG t).differentiableAt ((isOpen_survivingDomain hγ t).mem_nhds ht)).hasDerivAt + have hinvder : deriv (F s) (G s z)*deriv (G s) z = 1 := by + have he : (fun w => F s (G s w)) =ᶠ[𝓝 z] (fun w => w) := by + filter_upwards [(isOpen_survivingDomain hγ s).mem_nhds hz] with w hw + exact hinv s w hw + exact ((hfs.comp z hgsd).congr_of_eventuallyEq he.symm).unique (hasDerivAt_id z) + have hnp : ‖deriv (F s) (G s z)‖*‖deriv (G s) z‖ = 1 := by + simpa only [norm_mul,norm_one] using congrArg norm hinvder + let f : ℂ → ℂ := fun w => G t (F s (diskToHalfPlane (G s z) w)) + have hfd : DifferentiableOn ℂ f (Metric.ball 0 1) := + (hG t).comp ((hF s).comp (diskToHalfPlane_differentiable _) (diskToHalfPlane_maps hys)) + (fun w hw => hsub (hFm s (diskToHalfPlane_maps hys hw))) + have hfm : MapsTo f (Metric.ball 0 1) upperHalfPlane := + fun w hw => hGm t (hsub (hFm s (diskToHalfPlane_maps hys hw))) + have hf0 : f 0 = G t z := by simp only [f,diskToHalfPlane_zero,hinv s z hz] + have hder : deriv f 0 = deriv (G t) z*deriv (F s) (G s z)*(G s z-star (G s z)) := by + have hfs' : HasDerivAt (F s) (deriv (F s) (G s z)) (diskToHalfPlane (G s z) 0) := by + simpa only [diskToHalfPlane_zero] using hfs + have hgt' : HasDerivAt (G t) (deriv (G t) z) (F s (diskToHalfPlane (G s z) 0)) := by + simpa only [diskToHalfPlane_zero,hinv s z hz] using hgtd + have hh := hgt'.comp 0 (hfs'.comp 0 (diskToHalfPlane_deriv_zero (G s z))) + simpa only [f,Function.comp_def,mul_assoc] using hh.deriv + have hn : ‖deriv f 0‖ = ‖deriv (G t) z‖*fullRadius G s z := by + rw [hder,norm_mul,norm_mul,norm_sub_conj_of_im_pos hys,fullRadius] + have hi : ‖deriv (F s) (G s z)‖ = 1/‖deriv (G s) z‖ := (eq_div_iff hgs.ne').mpr hnp + rw [hi] + ring + have hpos : 0 < ‖deriv f 0‖ := by + rw [hn,fullRadius] + positivity + have hbound := radius_of_halfplane_map (by norm_num : (0:ℝ) < 1) hfd hfm + (norm_pos_iff.mp hpos) + rw [hf0,hn] at hbound + have hy : 0 < (G t z).im := hGm t ht + have hh := (le_div_iff₀ (show 0 < ‖deriv (G t) z‖*fullRadius G s z by rwa [← hn])).mp hbound + change _ ≤ 2*(G t z).im/‖deriv (G t) z‖ + exact (le_div_iff₀ hgt).mpr (by nlinarith [hh]) + +end SLEExactGauge +namespace SLEExactGauge + + +end SLEExactGauge +end +end + +end OAI diff --git a/lean/OAI/Probability/SLE/ClippedCoordinates.lean b/lean/OAI/Probability/SLE/ClippedCoordinates.lean index 5c0c570423f4e5791df8dbfa0a06ee371a210e02..d8a925b64238994290ad82802e6ff16382958165 100644 --- a/lean/OAI/Probability/SLE/ClippedCoordinates.lean +++ b/lean/OAI/Probability/SLE/ClippedCoordinates.lean @@ -1,905 +1,905 @@ -import Mathlib -import OAI.Probability.SLE.OptionalStopping - -namespace OAI - -/-! Clipped Coordinates for chordal SLE. -/ - -section -section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -lemma clippedCenter_norm_lower (lo hi : ℝ) (hle : lo ≤ hi) (u : ℝ) (q : ℂ × ℝ) : - Real.exp lo ≤ ‖clippedCenter lo hi hle u q‖ := by - calc - _ ≤ clippedHeight lo hi hle q := (clippedHeight_bounds lo hi hle q).1 - _ = (clippedCenter lo hi hle u q).im := (clippedCenter_im lo hi hle u q).symm - _ ≤ ‖clippedCenter lo hi hle u q‖ := Complex.im_le_norm _ - -lemma clippedCenter_inv_norm_bound (lo hi : ℝ) (hle : lo ≤ hi) (u : ℝ) (q : ℂ × ℝ) : - ‖(clippedCenter lo hi hle u q)⁻¹‖ ≤ (Real.exp lo)⁻¹ := by - rw [norm_inv] - exact inv_anti₀ (Real.exp_pos lo) (clippedCenter_norm_lower lo hi hle u q) - -lemma clippedCenter_dist (lo hi : ℝ) (hle : lo ≤ hi) (u : ℝ) (q r : ℂ × ℝ) : - dist (clippedCenter lo hi hle u q) (clippedCenter lo hi hle u r) ≤ - (1 + Real.exp hi) * dist q r := by - have he := (exp_clamp_lipschitz lo hi hle).dist_le_mul q.1.im r.1.im - have hY : |clippedHeight lo hi hle q - clippedHeight lo hi hle r| ≤ - Real.exp hi * ‖q.1 - r.1‖ := by - change |Real.exp (projIcc lo hi hle q.1.im) - Real.exp (projIcc lo hi hle r.1.im)| ≤ _ - change |Real.exp (projIcc lo hi hle q.1.im) - Real.exp (projIcc lo hi hle r.1.im)| ≤ - Real.exp hi * |q.1.im - r.1.im| at he - exact he.trans - (mul_le_mul_of_nonneg_left (show |q.1.im - r.1.im| ≤ ‖q.1 - r.1‖ from - Complex.abs_im_le_norm (q.1 - r.1)) (Real.exp_pos hi).le) - have hX : |q.1.re - r.1.re| ≤ ‖q.1 - r.1‖ := Complex.abs_re_le_norm (q.1 - r.1) - have hsub : clippedCenter lo hi hle u q - clippedCenter lo hi hle u r = - ((q.1.re - r.1.re : ℝ) : ℂ) + - ((clippedHeight lo hi hle q - clippedHeight lo hi hle r : ℝ) : ℂ) * Complex.I := by - simp only [clippedCenter, Complex.ofReal_sub] - ring - rw [dist_eq_norm, hsub] - calc - _ ≤ |q.1.re - r.1.re| + |clippedHeight lo hi hle q - clippedHeight lo hi hle r| := by - simpa only [norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, mul_one] using - norm_add_le ((q.1.re - r.1.re : ℝ) : ℂ) - (((clippedHeight lo hi hle q - clippedHeight lo hi hle r : ℝ) : ℂ) * Complex.I) - _ ≤ (1 + Real.exp hi) * ‖q.1 - r.1‖ := by linarith - _ ≤ (1 + Real.exp hi) * dist q r := by - apply mul_le_mul_of_nonneg_left _ (by positivity) - rw [dist_eq_norm] - exact norm_fst_le (q - r) - -lemma clippedCenter_inv_dist (lo hi : ℝ) (hle : lo ≤ hi) (u : ℝ) (q r : ℂ × ℝ) : - dist (clippedCenter lo hi hle u q)⁻¹ (clippedCenter lo hi hle u r)⁻¹ ≤ - ((Real.exp lo)⁻¹ ^ 2 * (1 + Real.exp hi)) * dist q r := by - let b := (Real.exp lo)⁻¹ - have hb : 0 ≤ b := by dsimp [b]; positivity - rw [dist_eq_norm, inv_sub_inv' (clippedCenter_ne_zero lo hi hle u q) - (clippedCenter_ne_zero lo hi hle u r), norm_mul, norm_mul] - calc - _ ≤ b * ((1 + Real.exp hi) * dist q r) * b := by - gcongr - · exact clippedCenter_inv_norm_bound lo hi hle u q - · simpa only [← dist_eq_norm, dist_comm] using clippedCenter_dist lo hi hle u q r - · exact clippedCenter_inv_norm_bound lo hi hle u r - _ = _ := by dsimp [b]; ring - -noncomputable def logLoewnerVector (v : ℂ) : ℂ × ℝ := - (((2 * v.re : ℝ) : ℂ) + ((-2 * Complex.normSq v : ℝ) : ℂ) * Complex.I, - (-2 * v ^ 2).re) - -lemma bounded_normSq_dist {v w : ℂ} {b : ℝ} (hv : ‖v‖ ≤ b) (hw : ‖w‖ ≤ b) : - |Complex.normSq v - Complex.normSq w| ≤ 2 * b * dist v w := by - rw [Complex.normSq_eq_norm_sq, Complex.normSq_eq_norm_sq, - show ‖v‖ ^ 2 - ‖w‖ ^ 2 = (‖v‖ - ‖w‖) * (‖v‖ + ‖w‖) by ring, - abs_mul, abs_of_nonneg (add_nonneg (norm_nonneg v) (norm_nonneg w))] - calc - _ ≤ ‖v - w‖ * (‖v‖ + ‖w‖) := - mul_le_mul_of_nonneg_right (abs_norm_sub_norm_le v w) - (add_nonneg (norm_nonneg v) (norm_nonneg w)) - _ ≤ ‖v - w‖ * (b + b) := by gcongr - _ = _ := by rw [dist_eq_norm]; ring - -lemma bounded_sq_dist {v w : ℂ} {b : ℝ} (hv : ‖v‖ ≤ b) (hw : ‖w‖ ≤ b) : - ‖v ^ 2 - w ^ 2‖ ≤ 2 * b * dist v w := by - rw [show v ^ 2 - w ^ 2 = (v - w) * (v + w) by ring, norm_mul] - calc - _ ≤ ‖v - w‖ * (‖v‖ + ‖w‖) := mul_le_mul_of_nonneg_left (norm_add_le v w) (norm_nonneg _) - _ ≤ ‖v - w‖ * (b + b) := by gcongr - _ = _ := by rw [dist_eq_norm]; ring - -lemma logLoewnerVector_dist {v w : ℂ} {b : ℝ} (hv : ‖v‖ ≤ b) (hw : ‖w‖ ≤ b) : - dist (logLoewnerVector v) (logLoewnerVector w) ≤ (2 + 4 * b) * dist v w := by - rw [dist_eq_norm] - apply norm_prod_le_iff.mpr - constructor - · have hr : ((logLoewnerVector v - logLoewnerVector w).1).re = 2 * (v.re - w.re) := by - simp [logLoewnerVector] - ring - have hi : ((logLoewnerVector v - logLoewnerVector w).1).im = - -2 * (Complex.normSq v - Complex.normSq w) := by - simp [logLoewnerVector] - ring - have hRe : |v.re - w.re| ≤ dist v w := by - simpa only [dist_eq_norm, Complex.sub_re] using Complex.abs_re_le_norm (v - w) - calc - _ ≤ |((logLoewnerVector v - logLoewnerVector w).1).re| + - |((logLoewnerVector v - logLoewnerVector w).1).im| := Complex.norm_le_abs_re_add_abs_im _ - _ = 2 * |v.re - w.re| + 2 * |Complex.normSq v - Complex.normSq w| := by - rw [hr, hi, abs_mul, abs_mul] - norm_num - _ ≤ 2 * dist v w + 2 * (2 * b * dist v w) := by - gcongr - exact bounded_normSq_dist hv hw - _ = _ := by ring - · have he : (logLoewnerVector v - logLoewnerVector w).2 = (-2 * (v ^ 2 - w ^ 2)).re := by - simp only [logLoewnerVector, Prod.snd_sub, mul_sub, Complex.sub_re] - rw [he, Real.norm_eq_abs] - calc - _ ≤ ‖-2 * (v ^ 2 - w ^ 2)‖ := Complex.abs_re_le_norm _ - _ = 2 * ‖v ^ 2 - w ^ 2‖ := by rw [norm_mul]; norm_num - _ ≤ 2 * (2 * b * dist v w) := by gcongr; exact bounded_sq_dist hv hw - _ ≤ (2 + 4 * b) * dist v w := by nlinarith [show 0 ≤ dist v w from dist_nonneg] - -lemma logLoewnerVector_norm {v : ℂ} {b : ℝ} (hb : 0 ≤ b) (hv : ‖v‖ ≤ b) : - ‖logLoewnerVector v‖ ≤ (2 + 4 * b) * b := by - have hh := logLoewnerVector_dist hv (show ‖(0 : ℂ)‖ ≤ b by simpa using hb) - have h0 : logLoewnerVector 0 = 0 := by simp [logLoewnerVector] - rw [h0, dist_zero_right, dist_zero_right] at hh - exact hh.trans (mul_le_mul_of_nonneg_left hv (by positivity)) - -lemma clippedLogLoewnerField_bounds (lo hi : ℝ) (hle : lo ≤ hi) : - ∃ (L K : ℝ≥0), - (∀ u q, ‖clippedLogLoewnerField lo hi hle u q‖ ≤ L) ∧ - (∀ u, LipschitzWith K (clippedLogLoewnerField lo hi hle u)) := by - let b : ℝ := (Real.exp lo)⁻¹ - have hb : 0 ≤ b := by dsimp [b]; positivity - let L : ℝ≥0 := ⟨(2 + 4 * b) * b, by positivity⟩ - let K : ℝ≥0 := ⟨(2 + 4 * b) * (b ^ 2 * (1 + Real.exp hi)), by positivity⟩ - refine ⟨L, K, ?_, ?_⟩ - · intro u q - exact logLoewnerVector_norm hb (clippedCenter_inv_norm_bound lo hi hle u q) - · intro u - apply LipschitzWith.of_dist_le_mul - intro q r - change dist (logLoewnerVector (clippedCenter lo hi hle u q)⁻¹) - (logLoewnerVector (clippedCenter lo hi hle u r)⁻¹) ≤ _ - calc - _ ≤ (2 + 4 * b) * dist (clippedCenter lo hi hle u q)⁻¹ (clippedCenter lo hi hle u r)⁻¹ := - logLoewnerVector_dist (clippedCenter_inv_norm_bound lo hi hle u q) - (clippedCenter_inv_norm_bound lo hi hle u r) - _ ≤ (2 + 4 * b) * ((b ^ 2 * (1 + Real.exp hi)) * dist q r) := - mul_le_mul_of_nonneg_left (clippedCenter_inv_dist lo hi hle u q r) (by positivity) - _ = _ := by - change (2 + 4 * b) * (b ^ 2 * (1 + Real.exp hi) * dist q r) = - ((2 + 4 * b) * (b ^ 2 * (1 + Real.exp hi))) * dist q r - ring - -lemma continuous_clippedLogLoewnerField (lo hi : ℝ) (hle : lo ≤ hi) : - Continuous (fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) := by - have hZ : Continuous (fun p : ℝ × (ℂ × ℝ) => clippedCenter lo hi hle p.1 p.2) := by - dsimp only [clippedCenter, clippedHeight] - fun_prop - have hv : Continuous (fun p : ℝ × (ℂ × ℝ) => (clippedCenter lo hi hle p.1 p.2)⁻¹) := - hZ.inv₀ (fun p => clippedCenter_ne_zero lo hi hle p.1 p.2) - have hF : Continuous logLoewnerVector := by fun_prop [logLoewnerVector] - exact hF.comp hv - - - -theorem clipped_log_loewner_solution - {Ω : Type*} [MeasurableSpace Ω] (U : ℝ → Ω → ℝ) - (hU : Measurable (fun q : ℝ × Ω => U q.1 q.2)) - (hc : ∀ ω, Continuous (fun t : ℝ => U t ω)) - (lo hi : ℝ) (hle : lo ≤ hi) (q₀ : ℂ × ℝ) (T : ℝ≥0) : - ∃ (L : ℝ≥0) (Q : ℝ → Ω → ℂ × ℝ), - Measurable (fun q : ℝ × Ω => Q q.1 q.2) ∧ - (∀ ω, LipschitzWith L (fun t => Q t ω)) ∧ - (∀ ω, Q 0 ω = q₀) ∧ - (∀ ω t, t ∈ Icc 0 (T : ℝ) → - HasDerivWithinAt (fun s => Q s ω) - (clippedLogLoewnerField lo hi hle (U t ω) (Q t ω)) - (Icc 0 (T : ℝ)) t) := by - obtain ⟨L, K, hbound, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle - let V (t : ℝ) (ω : Ω) (q : ℂ × ℝ) := clippedLogLoewnerField lo hi hle (U t ω) q - have hF := continuous_clippedLogLoewnerField lo hi hle - have hm : Measurable (fun q : (ℝ × Ω) × (ℂ × ℝ) => V q.1.1 q.1.2 q.2) := by - change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun q : (ℝ × Ω) × (ℂ × ℝ) => (U q.1.1 q.1.2, q.2))) - apply hF.measurable.comp - exact (hU.comp measurable_fst).prodMk measurable_snd - have hcont (ω : Ω) (q : ℂ × ℝ) : Continuous (fun t : ℝ => V t ω q) := by - change Continuous ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun t : ℝ => (U t ω, q))) - exact hF.comp ((hc ω).prodMk continuous_const) - obtain ⟨Q, hQ⟩ := exists_measurable_bounded_ode V q₀ T L K hm hcont - (fun ω t => hlip (U t ω)) (fun ω t q => hbound (U t ω) q) - exact ⟨L, Q, hQ⟩ - -theorem exists_measurable_bounded_ode_picard - {Ω E : Type*} [MeasurableSpace Ω] [NormedAddCommGroup E] [NormedSpace ℝ E] - [CompleteSpace E] [SecondCountableTopology E] [MeasurableSpace E] [BorelSpace E] - (V : ℝ → Ω → E → E) (x₀ : E) (T L K : ℝ≥0) - (hV : Measurable (fun q : (ℝ × Ω) × E => V q.1.1 q.1.2 q.2)) - (hc : ∀ ω x, Continuous (fun t : ℝ => V t ω x)) - (hl : ∀ ω t, LipschitzWith K (V t ω)) - (hb : ∀ ω t x, ‖V t ω x‖ ≤ L) : - ∃ X : ℝ → Ω → E, - Measurable (fun q : ℝ × Ω => X q.1 q.2) ∧ - (∀ ω, LipschitzWith L (fun t => X t ω)) ∧ - (∀ ω, X 0 ω = x₀) ∧ - (∀ ω t, t ∈ Icc 0 (T : ℝ) → - HasDerivWithinAt (fun u => X u ω) (V t ω (X t ω)) (Icc 0 (T : ℝ)) t) ∧ - (∀ t ω, Tendsto (fun n => picardApprox V x₀ n (projIcc 0 (T : ℝ) T.coe_nonneg t) ω) atTop (𝓝 (X t ω))) := by - let t₀ : Icc (0 : ℝ) T := ⟨0, ⟨le_rfl, T.coe_nonneg⟩⟩ - have hPL (ω : Ω) : IsPicardLindelof (fun t x => V t ω x) t₀ x₀ (L * T) 0 L K := by - refine ⟨fun t ht => (hl ω t).lipschitzOnWith, fun x hx => (hc ω x).continuousOn, - fun t ht x hx => hb ω t x, ?_⟩ - simp only [t₀, sub_zero, sub_self, max_eq_left T.coe_nonneg, NNReal.coe_mul, - NNReal.coe_zero, le_refl] - have hx : x₀ ∈ Metric.closedBall x₀ (0 : ℝ) := Metric.mem_closedBall_self le_rfl - choose α hα using fun ω => ODE.FunSpace.exists_isFixedPt_next (hPL ω) hx - let X (t : ℝ) (ω : Ω) := (α ω).compProj t - let α₀ : ODE.FunSpace t₀ x₀ 0 L := - ⟨fun _ => x₀, (LipschitzWith.const x₀).weaken (show (0 : ℝ≥0) ≤ L from bot_le), hx⟩ - have hα₀ (t : Icc (0 : ℝ) T) : α₀ t = x₀ := rfl - have hconv (t : Icc (0 : ℝ) T) (ω : Ω) : - Tendsto (fun n => picardApprox V x₀ n t ω) atTop (𝓝 ((α ω) t)) := by - apply tendsto_iff_dist_tendsto_zero.mpr - apply squeeze_zero (fun _ => dist_nonneg) - (fun n => ?_) (by simpa only [zero_mul] using (FloorSemiring.tendsto_pow_div_factorial_atTop - ((K : ℝ) * |(t : ℝ)|)).mul_const (dist α₀ (α ω))) - have hh := ODE.FunSpace.dist_iterate_next_apply_le (hPL ω) hx α₀ (α ω) n t - rw [(hα ω).iterate n] at hh - simpa only [t₀, sub_zero, picardApprox_eq_iterate ω (hPL ω) α₀ hα₀ n t] using hh - refine ⟨X, ?_, ?_, ?_, ?_, ?_⟩ - · apply measurable_of_tendsto_metrizable - (f := fun n q => picardApprox V x₀ n (projIcc 0 (T : ℝ) T.coe_nonneg q.1) q.2) - · intro n - exact (picardApprox_measurable V x₀ hV n).comp - (((continuous_subtype_val.comp (continuous_projIcc (h := T.coe_nonneg))).measurable.comp measurable_fst).prodMk measurable_snd) - · apply tendsto_pi_nhds.mpr - intro q - exact hconv (projIcc 0 (T : ℝ) T.coe_nonneg q.1) q.2 - · intro ω - simpa only [mul_one, X, ODE.FunSpace.compProj, Function.comp_def] using (α ω).lipschitzWith.comp (LipschitzWith.projIcc T.coe_nonneg) - · intro ω - change (α ω).compProj 0 = x₀ - rw [ODE.FunSpace.compProj_of_mem t₀.property] - exact ODE.FunSpace.apply_of_zero (α ω) - · intro ω t ht - apply ODE.hasDerivWithinAt_picard_Icc t₀.property (hPL ω).continuousOn_uncurry - (α ω).continuous_compProj.continuousOn - (fun s hs => (α ω).compProj_mem_closedBall (t := s) (hPL ω).mul_max_le) x₀ ht - |>.congr_of_mem _ ht - intro s hs - change (α ω).compProj s = ODE.picard (fun t x => V t ω x) t₀ x₀ (α ω).compProj s - rw [ODE.FunSpace.compProj_of_mem hs] - nth_rw 1 [← hα ω] - exact ODE.FunSpace.next_apply (hPL ω) hx (α ω) - - · intro t ω - exact hconv (projIcc 0 (T : ℝ) T.coe_nonneg t) ω - -lemma picardApprox_congr_on - {Ω E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] - {V W : ℝ → Ω → E → E} (x₀ : E) (t : ℝ) - (hVW : ∀ s ∈ Icc 0 t, ∀ ω x, V s ω x = W s ω x) (n : ℕ) : - ∀ s ∈ Icc 0 t, ∀ ω, picardApprox V x₀ n s ω = picardApprox W x₀ n s ω := by - induction n with - | zero => intro s hs ω; rfl - | succ n ih => - intro s hs ω - dsimp only [picardApprox] - congr 1 - apply setIntegral_congr_fun measurableSet_Ioc - intro u hu - have hut : u ∈ Icc 0 t := ⟨hu.1.le, hu.2.trans hs.2⟩ - dsimp only - rw [ih u hut ω, hVW u hut] - -lemma measurable_driver_frozen - {Ω : Type*} [MeasurableSpace Ω] (U : ℝ≥0 → Ω → ℝ) - (hU : Measurable (fun q : ℝ≥0 × Ω => U q.1 q.2)) - (hc : ∀ ω, Continuous (fun t : ℝ≥0 => U t ω)) (t : ℝ≥0) : - @Measurable (ℝ × Ω) ℝ - ((borel ℝ).prod (Filtration.natural U - (fun t => (hU.comp (measurable_prodMk_left (x := t))).stronglyMeasurable) t)) - (borel ℝ) (fun q => U (min q.1.toNNReal t) q.2) := by - let hm := fun t => (hU.comp (measurable_prodMk_left (x := t))).stronglyMeasurable - have hp := (Filtration.stronglyAdapted_natural hm).isStronglyProgressive_of_continuous hc - have hpt := (hp t).measurable - let : MeasurableSpace Ω := Filtration.natural U hm t - have htime : Measurable (fun s : ℝ => (⟨min s.toNNReal t, by change min s.toNNReal t ≤ t; exact min_le_right s.toNNReal t⟩ : Iic t)) := - ((continuous_real_toNNReal.min continuous_const).measurable).subtype_mk - exact hpt.comp ((htime.comp measurable_fst).prodMk measurable_snd) - - - -theorem clipped_log_loewner_adapted_solution - {Ω : Type*} [MeasurableSpace Ω] (U : ℝ≥0 → Ω → ℝ) - (hU : Measurable (fun q : ℝ≥0 × Ω => U q.1 q.2)) - (hc : ∀ ω, Continuous (fun t : ℝ≥0 => U t ω)) - (lo hi : ℝ) (hle : lo ≤ hi) (q₀ : ℂ × ℝ) (T : ℝ≥0) : - ∃ (L : ℝ≥0) (Q : ℝ → Ω → ℂ × ℝ), - Measurable (fun q : ℝ × Ω => Q q.1 q.2) ∧ - (∀ ω, LipschitzWith L (fun t => Q t ω)) ∧ - (∀ ω, Q 0 ω = q₀) ∧ - (∀ ω t, t ∈ Icc 0 (T : ℝ) → - HasDerivWithinAt (fun s => Q s ω) - (clippedLogLoewnerField lo hi hle (U t.toNNReal ω) (Q t ω)) - (Icc 0 (T : ℝ)) t) ∧ - Adapted (Filtration.natural U (fun t => (hU.comp (measurable_prodMk_left (x := t))).stronglyMeasurable)) - (fun t : ℝ≥0 => Q t) := by - obtain ⟨L, K, hbound, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle - let V (t : ℝ) (ω : Ω) (q : ℂ × ℝ) := clippedLogLoewnerField lo hi hle (U t.toNNReal ω) q - have hF := continuous_clippedLogLoewnerField lo hi hle - have hUr : Measurable (fun q : ℝ × Ω => U q.1.toNNReal q.2) := - hU.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk measurable_snd) - have hm : Measurable (fun q : (ℝ × Ω) × (ℂ × ℝ) => V q.1.1 q.1.2 q.2) := by - change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun q : (ℝ × Ω) × (ℂ × ℝ) => (U q.1.1.toNNReal q.1.2, q.2))) - exact hF.measurable.comp ((hUr.comp measurable_fst).prodMk measurable_snd) - have hcont (ω : Ω) (q : ℂ × ℝ) : Continuous (fun t : ℝ => V t ω q) := by - change Continuous ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun t : ℝ => (U t.toNNReal ω, q))) - exact hF.comp (((hc ω).comp continuous_real_toNNReal).prodMk continuous_const) - obtain ⟨Q, hQm, hQl, hQ0, hQd, hQconv⟩ := - exists_measurable_bounded_ode_picard V q₀ T L K hm hcont - (fun ω t => hlip (U t.toNNReal ω)) (fun ω t q => hbound (U t.toNNReal ω) q) - refine ⟨L, Q, hQm, hQl, hQ0, hQd, ?_⟩ - intro t - have hUfrozen := measurable_driver_frozen U hU hc t - let m := Filtration.natural U (fun t => (hU.comp measurable_prodMk_left).stronglyMeasurable) t - let : MeasurableSpace Ω := m - let W (s : ℝ) (ω : Ω) (q : ℂ × ℝ) := - clippedLogLoewnerField lo hi hle (U (min s.toNNReal t) ω) q - have hW : Measurable (fun q : (ℝ × Ω) × (ℂ × ℝ) => W q.1.1 q.1.2 q.2) := by - change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun q : (ℝ × Ω) × (ℂ × ℝ) => (U (min q.1.1.toNNReal t) q.1.2, q.2))) - exact hF.measurable.comp ((hUfrozen.comp measurable_fst).prodMk measurable_snd) - let c : ℝ := projIcc 0 (T : ℝ) T.coe_nonneg (t : ℝ) - have hc0 : 0 ≤ c := (projIcc 0 (T : ℝ) T.coe_nonneg (t : ℝ)).property.1 - have hct : c ≤ (t : ℝ) := by - dsimp [c] - simp only [projIcc] - exact max_le t.coe_nonneg (min_le_right _ _) - have heq (n : ℕ) (ω : Ω) : picardApprox W q₀ n c ω = picardApprox V q₀ n c ω := by - apply picardApprox_congr_on q₀ c _ n c ⟨hc0, le_rfl⟩ ω - intro s hs ω q - have hh : s.toNNReal ≤ t := Real.toNNReal_le_iff_le_coe.mpr (hs.2.trans hct) - simp only [W, V, min_eq_left hh] - apply measurable_of_tendsto_metrizable (f := fun n ω => picardApprox W q₀ n c ω) - · intro n - exact (picardApprox_measurable W q₀ hW n).comp measurable_prodMk_left - · apply tendsto_pi_nhds.mpr - intro ω - simpa only [heq] using hQconv t ω - - - -theorem exists_measurable_global_bounded_ode_picard - {Ω E : Type*} [MeasurableSpace Ω] [NormedAddCommGroup E] [NormedSpace ℝ E] - [CompleteSpace E] [SecondCountableTopology E] [MeasurableSpace E] [BorelSpace E] - (V : ℝ → Ω → E → E) (x₀ : E) (L K : ℝ≥0) - (hV : Measurable (fun q : (ℝ × Ω) × E => V q.1.1 q.1.2 q.2)) - (hc : ∀ ω x, Continuous (fun t : ℝ => V t ω x)) - (hl : ∀ ω t, LipschitzWith K (V t ω)) - (hb : ∀ ω t x, ‖V t ω x‖ ≤ L) : - ∃ X : ℝ → Ω → E, - Measurable (fun q : ℝ × Ω => X q.1 q.2) ∧ - (∀ ω, LipschitzWith L (fun t => X t ω)) ∧ - (∀ ω, X 0 ω = x₀) ∧ - (∀ ω t, 0 ≤ t → - HasDerivWithinAt (fun u => X u ω) (V t ω (X t ω)) (Ici 0) t) ∧ - (∀ t ω, Tendsto (fun n => picardApprox V x₀ n (max 0 t) ω) atTop (𝓝 (X t ω))) := by - classical - have hex (t : ℝ) (ω : Ω) : ∃ v : E, - Tendsto (fun n => picardApprox V x₀ n (max 0 t) ω) atTop (𝓝 v) := by - let T : ℝ≥0 := ⟨max 0 t, le_max_left _ _⟩ - obtain ⟨X, _, _, _, _, hconv⟩ := exists_measurable_bounded_ode_picard V x₀ T L K hV hc hl hb - refine ⟨X t ω, ?_⟩ - have hc0 := hconv t ω - change Tendsto (fun n => picardApprox V x₀ n (max 0 (min (max 0 t) t)) ω) atTop (𝓝 (X t ω)) at hc0 - simpa only [min_eq_right (le_max_right (0 : ℝ) t)] using hc0 - let Q (t : ℝ) (ω : Ω) := limUnder atTop (fun n => picardApprox V x₀ n (max 0 t) ω) - have hlim (t : ℝ) (ω : Ω) : - Tendsto (fun n => picardApprox V x₀ n (max 0 t) ω) atTop (𝓝 (Q t ω)) := - tendsto_nhds_limUnder (hex t ω) - have hmatch (T : ℝ≥0) (X : ℝ → Ω → E) - (hconv : ∀ t ω, Tendsto (fun n => picardApprox V x₀ n - (projIcc 0 (T : ℝ) T.coe_nonneg t) ω) atTop (𝓝 (X t ω))) - (t : ℝ) (ht : t ≤ T) (ω : Ω) : Q t ω = X t ω := by - apply tendsto_nhds_unique (hlim t ω) - simpa only [projIcc, min_eq_right ht] using hconv t ω - refine ⟨Q, ?_, ?_, ?_, ?_, hlim⟩ - · apply measurable_of_tendsto_metrizable (f := fun n (q : ℝ × Ω) => picardApprox V x₀ n (max 0 q.1) q.2) - · intro n - exact (picardApprox_measurable V x₀ hV n).comp - ((measurable_const.max measurable_fst).prodMk measurable_snd) - · exact tendsto_pi_nhds.mpr fun q => hlim q.1 q.2 - · intro ω - apply LipschitzWith.of_dist_le_mul - intro s t - let T : ℝ≥0 := ⟨max (max 0 s) t, (le_max_left 0 s).trans (le_max_left _ _)⟩ - obtain ⟨X, _, hXl, _, _, hconv⟩ := exists_measurable_bounded_ode_picard V x₀ T L K hV hc hl hb - rw [hmatch T X hconv s ((le_max_right 0 s).trans (le_max_left _ _)) ω, - hmatch T X hconv t (le_max_right _ _) ω] - exact (hXl ω).dist_le_mul s t - · intro ω - obtain ⟨X, _, _, hX0, _, hconv⟩ := exists_measurable_bounded_ode_picard V x₀ 0 L K hV hc hl hb - rw [hmatch 0 X hconv 0 le_rfl ω, hX0 ω] - · intro ω t ht - let T : ℝ≥0 := ⟨t + 1, by linarith⟩ - have hlt : t < (T : ℝ) := by change t < t + 1; linarith - obtain ⟨X, _, _, _, hXd, hconv⟩ := exists_measurable_bounded_ode_picard V x₀ T L K hV hc hl hb - have heq : (fun s => Q s ω) =ᶠ[𝓝 t] (fun s => X s ω) := by - filter_upwards [Iic_mem_nhds hlt] with s hs - exact hmatch T X hconv s hs ω - have hd := hXd ω t ⟨ht, hlt.le⟩ - have hsets : Icc 0 (T : ℝ) =ᶠ[𝓝 t] Ici 0 := by - filter_upwards [Iic_mem_nhds hlt] with s hs - change (0 ≤ s ∧ s ≤ (T : ℝ)) = (0 ≤ s) - exact propext ⟨And.left, fun h => ⟨h, hs⟩⟩ - have hd' := hd.congr_set hsets - rw [← hmatch T X hconv t hlt.le ω] at hd' - exact hd'.congr_of_eventuallyEq (heq.filter_mono nhdsWithin_le_nhds) (heq.eq_of_nhds) - -theorem clipped_log_loewner_global_adapted_solution - {Ω : Type*} [MeasurableSpace Ω] (U : ℝ≥0 → Ω → ℝ) - (hU : Measurable (fun q : ℝ≥0 × Ω => U q.1 q.2)) - (hc : ∀ ω, Continuous (fun t : ℝ≥0 => U t ω)) - (lo hi : ℝ) (hle : lo ≤ hi) (q₀ : ℂ × ℝ) : - ∃ (L : ℝ≥0) (Q : ℝ → Ω → ℂ × ℝ), - Measurable (fun q : ℝ × Ω => Q q.1 q.2) ∧ - (∀ ω, LipschitzWith L (fun t => Q t ω)) ∧ - (∀ ω, Q 0 ω = q₀) ∧ - (∀ ω t, 0 ≤ t → - HasDerivWithinAt (fun s => Q s ω) - (clippedLogLoewnerField lo hi hle (U t.toNNReal ω) (Q t ω)) - (Ici 0) t) ∧ - Adapted (Filtration.natural U (fun t => (hU.comp (measurable_prodMk_left (x := t))).stronglyMeasurable)) - (fun t : ℝ≥0 => Q t) := by - obtain ⟨L, K, hbound, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle - let V (t : ℝ) (ω : Ω) (q : ℂ × ℝ) := clippedLogLoewnerField lo hi hle (U t.toNNReal ω) q - have hF := continuous_clippedLogLoewnerField lo hi hle - have hUr : Measurable (fun q : ℝ × Ω => U q.1.toNNReal q.2) := - hU.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk measurable_snd) - have hm : Measurable (fun q : (ℝ × Ω) × (ℂ × ℝ) => V q.1.1 q.1.2 q.2) := by - change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun q : (ℝ × Ω) × (ℂ × ℝ) => (U q.1.1.toNNReal q.1.2, q.2))) - exact hF.measurable.comp ((hUr.comp measurable_fst).prodMk measurable_snd) - have hcont (ω : Ω) (q : ℂ × ℝ) : Continuous (fun t : ℝ => V t ω q) := by - change Continuous ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun t : ℝ => (U t.toNNReal ω, q))) - exact hF.comp (((hc ω).comp continuous_real_toNNReal).prodMk continuous_const) - obtain ⟨Q, hQm, hQl, hQ0, hQd, hQconv⟩ := - exists_measurable_global_bounded_ode_picard V q₀ L K hm hcont - (fun ω t => hlip (U t.toNNReal ω)) (fun ω t q => hbound (U t.toNNReal ω) q) - refine ⟨L, Q, hQm, hQl, hQ0, hQd, ?_⟩ - intro t - have hUfrozen := measurable_driver_frozen U hU hc t - let m := Filtration.natural U (fun t => (hU.comp measurable_prodMk_left).stronglyMeasurable) t - let : MeasurableSpace Ω := m - let W (s : ℝ) (ω : Ω) (q : ℂ × ℝ) := - clippedLogLoewnerField lo hi hle (U (min s.toNNReal t) ω) q - have hW : Measurable (fun q : (ℝ × Ω) × (ℂ × ℝ) => W q.1.1 q.1.2 q.2) := by - change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun q : (ℝ × Ω) × (ℂ × ℝ) => (U (min q.1.1.toNNReal t) q.1.2, q.2))) - exact hF.measurable.comp ((hUfrozen.comp measurable_fst).prodMk measurable_snd) - have heq (n : ℕ) (ω : Ω) : picardApprox W q₀ n (t : ℝ) ω = picardApprox V q₀ n (t : ℝ) ω := by - apply picardApprox_congr_on q₀ (t : ℝ) _ n (t : ℝ) ⟨t.coe_nonneg, le_rfl⟩ ω - intro s hs ω q - have hh : s.toNNReal ≤ t := Real.toNNReal_le_iff_le_coe.mpr hs.2 - simp only [W, V, min_eq_left hh] - apply measurable_of_tendsto_metrizable (f := fun n ω => picardApprox W q₀ n (t : ℝ) ω) - · intro n - exact (picardApprox_measurable W q₀ hW n).comp measurable_prodMk_left - · apply tendsto_pi_nhds.mpr - intro ω - simpa only [heq, max_eq_right t.coe_nonneg] using hQconv t ω - -noncomputable def spatialPartial {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] - (φ : E × ℝ → ℝ) : ℕ → E × ℝ → ℝ - | 0 => φ - | n + 1 => fun p => fderiv ℝ (spatialPartial φ n) p (0, 1) - -lemma spatialPartial_smooth {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] - (φ : E × ℝ → ℝ) (hφ : ContDiff ℝ (⊤ : ℕ∞) φ) (n : ℕ) : - ContDiff ℝ (⊤ : ℕ∞) (spatialPartial φ n) := by - induction n with - | zero => exact hφ - | succ n ih => - exact (ih.fderiv_right (by simp)).clm_apply contDiff_const - -lemma spatialPartial_compact {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] - (φ : E × ℝ → ℝ) (hφ : HasCompactSupport φ) (n : ℕ) : - HasCompactSupport (spatialPartial φ n) := by - induction n with - | zero => exact hφ - | succ n ih => - exact (ih.fderiv ℝ).comp_left (g := fun D : (E × ℝ) →L[ℝ] ℝ => D (0, 1)) (by simp) - -lemma spatialPartial_eq_iteratedDeriv {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] - (φ : E × ℝ → ℝ) (hφ : ContDiff ℝ (⊤ : ℕ∞) φ) (n : ℕ) (q : E) (x : ℝ) : - spatialPartial φ n (q, x) = iteratedDeriv n (fun y => φ (q, y)) x := by - induction n generalizing x with - | zero => rfl - | succ n ih => - have hd : HasDerivAt (fun y => spatialPartial φ n (q, y)) - (fderiv ℝ (spatialPartial φ n) (q, x) (0, 1)) x := by - exact (((spatialPartial_smooth φ hφ n).differentiable (by simp)) (q, x)).hasFDerivAt.comp_hasDerivAt x - ((hasDerivAt_const x q).prodMk (hasDerivAt_id x)) - simpa only [spatialPartial, iteratedDeriv_succ, ← funext ih] using hd.deriv.symm - -lemma compact_smooth_bounded_lipschitz - {E F : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] - [NormedAddCommGroup F] [NormedSpace ℝ F] - (φ : E → F) (hφ : ContDiff ℝ (⊤ : ℕ∞) φ) (hφc : HasCompactSupport φ) : - ∃ C : ℝ≥0, (∀ p, ‖φ p‖ ≤ C) ∧ LipschitzWith C φ := by - obtain ⟨A, hA⟩ := hφ.continuous.bounded_above_of_compact_support hφc - obtain ⟨D, hD⟩ := (hφ.continuous_fderiv (by simp)).bounded_above_of_compact_support (hφc.fderiv ℝ) - let C := Real.toNNReal (max A D) - have hAC : A ≤ (C : ℝ) := (le_max_left _ _).trans (Real.le_coe_toNNReal _) - have hDC : D ≤ (C : ℝ) := (le_max_right _ _).trans (Real.le_coe_toNNReal _) - refine ⟨C, fun p => (hA p).trans hAC, ?_⟩ - apply lipschitzWith_of_nnnorm_fderiv_le (hφ.differentiable (by simp)) - intro p - exact_mod_cast (hD p).trans hDC - - - -theorem compact_state_smooth_brownian_field - {Ω E : Type*} [MeasurableSpace Ω] [NormedAddCommGroup E] [NormedSpace ℝ E] - [MeasurableSpace E] [BorelSpace E] [SecondCountableTopology E] - (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) - (Q V : ℝ → Ω → E) (L : ℝ≥0) - (hQm : Measurable (fun p : ℝ × Ω => Q p.1 p.2)) - (hQa : Adapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun t : ℝ≥0 => Q t)) - (hQl : ∀ ω, LipschitzWith L (fun t => Q t ω)) - (hVm : Measurable (fun p : ℝ × Ω => V p.1 p.2)) - (hVb : ∀ t ω, ‖V t ω‖ ≤ L) - (hQd : ∀ t ω, 0 ≤ t → HasDerivWithinAt (fun s => Q s ω) (V t ω) (Ici 0) t) - (φ : E × ℝ → ℝ) (hφ : ContDiff ℝ (⊤ : ℕ∞) φ) (hφc : HasCompactSupport φ) : - ∃ K : ℝ≥0, SmoothTimeBrownianField B hm K - (fun t ω x => φ (Q t ω, x)) - (fun t ω x => fderiv ℝ φ (Q t ω, x) (V t ω, 0)) := by - - classical - have hr (j : ℕ) := compact_smooth_bounded_lipschitz (spatialPartial φ j) - (spatialPartial_smooth φ hφ j) (spatialPartial_compact φ hφc j) - choose C hCb hCl using hr - let C₀ : ℝ≥0 := ∑ j ∈ Finset.range 4, C j - have hC (j : ℕ) (hj : j ≤ 3) : C j ≤ C₀ := - Finset.single_le_sum (fun i _ => (zero_le : (0 : ℝ≥0) ≤ C i)) (Finset.mem_range.mpr (by omega)) - have hCb' (j : ℕ) (hj : j ≤ 3) (p : E × ℝ) : |spatialPartial φ j p| ≤ C₀ := by - have hh := (hCb j p).trans (show (C j : ℝ) ≤ C₀ by exact_mod_cast hC j hj) - simpa only [Real.norm_eq_abs] using hh - have hC2 : LipschitzWith C₀ (spatialPartial φ 2) := (hCl 2).weaken (hC 2 (by decide)) - obtain ⟨D, hDb, hDl⟩ := compact_smooth_bounded_lipschitz (fderiv ℝ φ) - (hφ.fderiv_right (by simp)) (hφc.fderiv ℝ) - let K : ℝ≥0 := (C₀ + D) * (L + 1) - have hKC : (C₀ : ℝ) ≤ (K : ℝ) := by - change (C₀ : ℝ) ≤ ((C₀ : ℝ) + D) * ((L : ℝ) + 1) - nlinarith [C₀.coe_nonneg, D.coe_nonneg, L.coe_nonneg] - have hKDL : (D : ℝ) * L ≤ (K : ℝ) := by - change (D : ℝ) * L ≤ ((C₀ : ℝ) + D) * ((L : ℝ) + 1) - nlinarith [C₀.coe_nonneg, D.coe_nonneg, L.coe_nonneg] - have hKCL : (C₀ : ℝ) * ((L : ℝ) + 1) ≤ (K : ℝ) := by - change (C₀ : ℝ) * ((L : ℝ) + 1) ≤ ((C₀ : ℝ) + D) * ((L : ℝ) + 1) - nlinarith [C₀.coe_nonneg, D.coe_nonneg, L.coe_nonneg] - have hQn : Measurable (fun p : ℝ≥0 × Ω => Q p.1 p.2) := - hQm.comp ((NNReal.continuous_coe.measurable.comp measurable_fst).prodMk measurable_snd) - have hVn : Measurable (fun p : ℝ≥0 × Ω => V p.1 p.2) := - hVm.comp ((NNReal.continuous_coe.measurable.comp measurable_fst).prodMk measurable_snd) - have happ : Continuous (fun p : (E × ℝ) × (E × ℝ) => fderiv ℝ φ p.1 p.2) := - ((hφ.continuous_fderiv (by simp)).comp continuous_fst).clm_apply continuous_snd - have hameas : Measurable (fun p : (ℝ≥0 × Ω) × ℝ => fderiv ℝ φ (Q p.1.1 p.1.2, p.2) (V p.1.1 p.1.2, 0)) := - happ.measurable.comp (((hQn.comp measurable_fst).prodMk measurable_snd).prodMk - ((hVn.comp measurable_fst).prodMk measurable_const)) - have habound (t : ℝ≥0) (ω : Ω) (x : ℝ) : - |fderiv ℝ φ (Q t ω, x) (V t ω, 0)| ≤ K := by - calc - _ = ‖fderiv ℝ φ (Q t ω, x) (V t ω, 0)‖ := (Real.norm_eq_abs _).symm - _ ≤ ‖fderiv ℝ φ (Q t ω, x)‖ * ‖(V t ω, (0 : ℝ))‖ := ContinuousLinearMap.le_opNorm _ _ - _ = ‖fderiv ℝ φ (Q t ω, x)‖ * ‖V t ω‖ := by simp - _ ≤ (D : ℝ) * L := mul_le_mul (hDb _) (hVb t ω) (norm_nonneg _) D.coe_nonneg - _ ≤ K := hKDL - have haLip (t : ℝ≥0) (ω : Ω) (x y : ℝ) : - |fderiv ℝ φ (Q t ω, x) (V t ω, 0) - fderiv ℝ φ (Q t ω, y) (V t ω, 0)| ≤ - (K : ℝ) * |x - y| := by - have hd : ‖fderiv ℝ φ (Q t ω, x) - fderiv ℝ φ (Q t ω, y)‖ ≤ (D : ℝ) * |x - y| := by - simpa [dist_eq_norm, Prod.norm_def, Real.norm_eq_abs] using hDl.dist_le_mul (Q t ω, x) (Q t ω, y) - calc - _ = ‖(fderiv ℝ φ (Q t ω, x) - fderiv ℝ φ (Q t ω, y)) (V t ω, 0)‖ := by - rw [sub_apply, Real.norm_eq_abs] - _ ≤ ‖fderiv ℝ φ (Q t ω, x) - fderiv ℝ φ (Q t ω, y)‖ * ‖(V t ω, (0 : ℝ))‖ := ContinuousLinearMap.le_opNorm _ _ - _ = ‖fderiv ℝ φ (Q t ω, x) - fderiv ℝ φ (Q t ω, y)‖ * ‖V t ω‖ := by simp - _ ≤ ((D : ℝ) * |x - y|) * L := mul_le_mul hd (hVb t ω) (norm_nonneg _) (by positivity) - _ = ((D : ℝ) * L) * |x - y| := by ring - _ ≤ (K : ℝ) * |x - y| := mul_le_mul_of_nonneg_right hKDL (abs_nonneg _) - refine ⟨K, ⟨?_, ?_, ?_, hameas, ?_, habound, haLip, ?_, ?_⟩⟩ - · intro t ω - have hc : ContDiff ℝ (⊤ : ℕ∞) (fun x : ℝ => φ (Q t ω, x)) := - hφ.comp (contDiff_const.prodMk contDiff_id) - exact hc.of_le (WithTop.coe_le_coe.mpr (show (3 : ℕ∞) ≤ ⊤ from le_top)) - · intro t j hj - simp_rw [← spatialPartial_eq_iteratedDeriv φ hφ] - exact (spatialPartial_smooth φ hφ j).continuous.measurable.comp - (((hQa t).comp measurable_fst).prodMk measurable_snd) - · intro j hj - simp_rw [← spatialPartial_eq_iteratedDeriv φ hφ] - exact (spatialPartial_smooth φ hφ j).continuous.measurable.comp - ((hQn.comp measurable_fst).prodMk measurable_snd) - · intro t ω x j hj - rw [← spatialPartial_eq_iteratedDeriv φ hφ] - exact (hCb' j hj _).trans hKC - · intro s t ω x y - rw [← spatialPartial_eq_iteratedDeriv φ hφ, ← spatialPartial_eq_iteratedDeriv φ hφ] - have hQdist := (hQl ω).dist_le_mul (t : ℝ) (s : ℝ) - rw [Real.dist_eq] at hQdist - calc - _ = dist (spatialPartial φ 2 (Q t ω, x)) (spatialPartial φ 2 (Q s ω, y)) := (Real.dist_eq _ _).symm - _ ≤ (C₀ : ℝ) * dist (Q t ω, x) (Q s ω, y) := hC2.dist_le_mul _ _ - _ ≤ (C₀ : ℝ) * (dist (Q t ω) (Q s ω) + |x - y|) := by - apply mul_le_mul_of_nonneg_left _ C₀.coe_nonneg - rw [Prod.dist_eq, Real.dist_eq] - exact max_le (le_add_of_nonneg_right (abs_nonneg _)) (le_add_of_nonneg_left dist_nonneg) - _ ≤ (C₀ : ℝ) * ((L : ℝ) * |(t : ℝ) - s| + |x - y|) := - mul_le_mul_of_nonneg_left (show dist (Q (t : ℝ) ω) (Q (s : ℝ) ω) + |x - y| ≤ - (L : ℝ) * |(t : ℝ) - s| + |x - y| by linarith) C₀.coe_nonneg - _ ≤ ((C₀ : ℝ) * ((L : ℝ) + 1)) * (|(t : ℝ) - s| + |x - y|) := by - nlinarith [mul_nonneg C₀.coe_nonneg (abs_nonneg ((t : ℝ) - s)), - mul_nonneg (mul_nonneg C₀.coe_nonneg L.coe_nonneg) (abs_nonneg (x - y))] - _ ≤ (K : ℝ) * (|(t : ℝ) - s| + |x - y|) := - mul_le_mul_of_nonneg_right hKCL (by positivity) - · intro s t hst ω x - have hst' : (s : ℝ) ≤ (t : ℝ) := by exact_mod_cast hst - symm - apply intervalIntegral.integral_eq_sub_of_hasDerivAt_of_le (f := fun u : ℝ => φ (Q u ω, x)) - (f' := fun u : ℝ => fderiv ℝ φ (Q u.toNNReal ω, x) (V u.toNNReal ω, 0)) hst' - · exact (hφ.continuous.comp ((hQl ω).continuous.prodMk continuous_const)).continuousOn - · intro u hu - have hu0 : 0 < u := lt_of_le_of_lt s.coe_nonneg hu.1 - have hd := (hQd u ω hu0.le).hasDerivAt (Ici_mem_nhds hu0) - have hpair := hd.prodMk (hasDerivAt_const u x) - have hc := ((hφ.differentiable (by simp)) (Q u ω, x)).hasFDerivAt.comp_hasDerivAt u hpair - simpa only [Function.comp_def, Real.coe_toNNReal _ hu0.le] using hc - · rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hst'] - have hmA : Measurable (fun u : ℝ => fderiv ℝ φ (Q u.toNNReal ω, x) (V u.toNNReal ω, 0)) := - hameas.comp ((continuous_real_toNNReal.measurable.prodMk measurable_const).prodMk measurable_const) - apply Integrable.of_bound hmA.aestronglyMeasurable (K : ℝ) - exact Eventually.of_forall fun u => by simpa only [Real.norm_eq_abs] using habound u.toNNReal ω x - -noncomputable def dimension (κ : ℝ) : ℝ := 1 + κ / 8 -noncomputable def codimension (κ : ℝ) : ℝ := ((2 : ℕ) : ℝ) - dimension κ -noncomputable def greenExponent (κ : ℝ) : ℝ := 8 / κ - 1 - - - -noncomputable def greenLogNormSq (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : ℝ := - (q.1.re - Real.sqrt κ * x) ^ 2 + Real.exp (2 * q.1.im) -noncomputable def greenLogDensity (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : ℝ := - Real.exp (-codimension κ * Real.log 2 + codimension κ * q.2 + - (greenExponent κ - codimension κ) * q.1.im - - (greenExponent κ / 2) * Real.log (greenLogNormSq κ q x)) -noncomputable def physicalLogLoewnerField (u : ℝ) (q : ℂ × ℝ) : ℂ × ℝ := - let Z := ((q.1.re - u : ℝ) : ℂ) + (Real.exp q.1.im : ℂ) * Complex.I - let v := Z⁻¹ - (((2 * v.re : ℝ) : ℂ) + ((-2 * Complex.normSq v : ℝ) : ℂ) * Complex.I, - (-2 * v ^ 2).re) - -lemma greenLogNormSq_pos (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : - 0 < greenLogNormSq κ q x := - add_pos_of_nonneg_of_pos (sq_nonneg _) (Real.exp_pos _) - -lemma greenLogDensity_contDiff (κ : ℝ) : - ContDiff ℝ (⊤ : ℕ∞) (fun p : (ℂ × ℝ) × ℝ => greenLogDensity κ p.1 p.2) := by - have hre : ContDiff ℝ (⊤ : ℕ∞) (fun p : (ℂ × ℝ) × ℝ => p.1.1.re) := - Complex.reCLM.contDiff.comp contDiff_fst.fst - have him : ContDiff ℝ (⊤ : ℕ∞) (fun p : (ℂ × ℝ) × ℝ => p.1.1.im) := - Complex.imCLM.contDiff.comp contDiff_fst.fst - have hN : ContDiff ℝ (⊤ : ℕ∞) (fun p : (ℂ × ℝ) × ℝ => greenLogNormSq κ p.1 p.2) := by - exact ((hre.sub (contDiff_const.mul contDiff_snd)).pow 2).add - ((contDiff_const.mul him).exp) - have hlog := hN.log (fun p => (greenLogNormSq_pos κ p.1 p.2).ne') - unfold greenLogDensity - apply ContDiff.exp - exact (((contDiff_const.add (contDiff_const.mul contDiff_fst.snd)).add - (contDiff_const.mul him)).sub (contDiff_const.mul hlog)) - -lemma greenLogDensity_spatial_derivative (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : - HasDerivAt (greenLogDensity κ q) - (greenLogDensity κ q x * (greenExponent κ * Real.sqrt κ * (q.1.re - Real.sqrt κ * x) / - greenLogNormSq κ q x)) x := by - have hX := (hasDerivAt_const x q.1.re).sub ((hasDerivAt_id x).const_mul (Real.sqrt κ)) - have hN : HasDerivAt (greenLogNormSq κ q) - (2 * (q.1.re - Real.sqrt κ * x) * (-Real.sqrt κ)) x := by - convert (hX.pow 2).add_const (Real.exp (2 * q.1.im)) using 1 <;> try rfl - simp - have hlog := hN.log (greenLogNormSq_pos κ q x).ne' - have hd := ((hasDerivAt_const x (-codimension κ * Real.log 2 + codimension κ * q.2 + - (greenExponent κ - codimension κ) * q.1.im)).sub - (hlog.const_mul (greenExponent κ / 2))).exp - convert hd using 1 <;> try rfl - dsimp only [greenLogDensity, Pi.sub_apply, Pi.mul_apply, Function.comp_def] - ring - -lemma greenLogDensity_spatial_second (κ : ℝ) (hκ : 0 ≤ κ) (q : ℂ × ℝ) (x : ℝ) : - iteratedDeriv 2 (greenLogDensity κ q) x = - greenLogDensity κ q x * κ * greenExponent κ * - ((greenExponent κ + 1) * (q.1.re - Real.sqrt κ * x) ^ 2 - Real.exp (2 * q.1.im)) / - (greenLogNormSq κ q x) ^ 2 := by - have hd : deriv (greenLogDensity κ q) = fun x => - greenLogDensity κ q x * (greenExponent κ * Real.sqrt κ * (q.1.re - Real.sqrt κ * x) / - greenLogNormSq κ q x) := funext fun x => (greenLogDensity_spatial_derivative κ q x).deriv - have hX := (hasDerivAt_const x q.1.re).sub ((hasDerivAt_id x).const_mul (Real.sqrt κ)) - have hN : HasDerivAt (greenLogNormSq κ q) - (2 * (q.1.re - Real.sqrt κ * x) * (-Real.sqrt κ)) x := by - convert (hX.pow 2).add_const (Real.exp (2 * q.1.im)) using 1 <;> try rfl - simp - have hcoef := (hX.const_mul (greenExponent κ * Real.sqrt κ)).div hN - (greenLogNormSq_pos κ q x).ne' - have hsecond := (greenLogDensity_spatial_derivative κ q x).mul hcoef - rw [show (2 : ℕ) = 1 + 1 from rfl, iteratedDeriv_succ, iteratedDeriv_one, hd] - dsimp only [Pi.mul_apply, Pi.sub_apply, Pi.div_apply, id_eq] at hsecond - change HasDerivAt (fun y => greenLogDensity κ q y * - (greenExponent κ * Real.sqrt κ * (q.1.re - Real.sqrt κ * y) / greenLogNormSq κ q y)) _ x at hsecond - rw [hsecond.deriv] - have hn := (greenLogNormSq_pos κ q x).ne' - dsimp only [greenLogNormSq] - generalize greenLogDensity κ q x = f - generalize greenExponent κ = a - generalize q.1.re - Real.sqrt κ * x = X - generalize Real.exp (2 * q.1.im) = Y - have hs := Real.sq_sqrt hκ - generalize Real.sqrt κ = r at * - rw [← hs] - field_simp - ring - -lemma greenLogDensity_directional (κ : ℝ) (q v : ℂ × ℝ) (x : ℝ) : - (fderiv ℝ (fun r : ℂ × ℝ => greenLogDensity κ r x) q) v = - greenLogDensity κ q x * (codimension κ * v.2 + - (greenExponent κ - codimension κ) * v.1.im - (greenExponent κ / 2) * - ((2 * (q.1.re - Real.sqrt κ * x) * v.1.re + - 2 * Real.exp (2 * q.1.im) * v.1.im) / greenLogNormSq κ q x)) := by - have hzre : HasDerivAt (fun t : ℝ => (q + t • v).1.re) v.1.re 0 := by - simpa only [Prod.fst_add, Prod.smul_fst, Complex.add_re, Complex.smul_re, smul_eq_mul, - id_eq, one_mul] using ((hasDerivAt_id (0 : ℝ)).mul_const v.1.re).const_add q.1.re - have hzim : HasDerivAt (fun t : ℝ => (q + t • v).1.im) v.1.im 0 := by - simpa only [Prod.fst_add, Prod.smul_fst, Complex.add_im, Complex.smul_im, smul_eq_mul, - id_eq, one_mul] using ((hasDerivAt_id (0 : ℝ)).mul_const v.1.im).const_add q.1.im - have hj : HasDerivAt (fun t : ℝ => (q + t • v).2) v.2 0 := by - simpa only [Prod.snd_add, Prod.smul_snd, smul_eq_mul, id_eq, one_mul] - using ((hasDerivAt_id (0 : ℝ)).mul_const v.2).const_add q.2 - have hN : HasDerivAt (fun t : ℝ => greenLogNormSq κ (q + t • v) x) - (2 * (q.1.re - Real.sqrt κ * x) * v.1.re + - 2 * Real.exp (2 * q.1.im) * v.1.im) 0 := by - convert ((hzre.sub_const (Real.sqrt κ * x)).pow 2).add ((hzim.const_mul 2).exp) using 1 <;> try rfl - simp only [zero_smul, add_zero, Nat.cast_ofNat] - ring - have hlog := hN.log (by simpa only [zero_smul, add_zero] using (greenLogNormSq_pos κ q x).ne') - have hcalc := (((hj.const_mul (codimension κ)).const_add (-codimension κ * Real.log 2)).add - (hzim.const_mul (greenExponent κ - codimension κ))).sub - (hlog.const_mul (greenExponent κ / 2)) - have hline : HasDerivAt (fun t : ℝ => greenLogDensity κ (q + t • v) x) - (greenLogDensity κ q x * (codimension κ * v.2 + - (greenExponent κ - codimension κ) * v.1.im - (greenExponent κ / 2) * - ((2 * (q.1.re - Real.sqrt κ * x) * v.1.re + - 2 * Real.exp (2 * q.1.im) * v.1.im) / greenLogNormSq κ q x))) 0 := by - convert hcalc.exp using 1 <;> try rfl - simp only [Pi.sub_apply, Pi.add_apply, zero_smul, add_zero] - simp only [greenLogDensity] - have hcd : ContDiff ℝ (⊤ : ℕ∞) (fun r : ℂ × ℝ => greenLogDensity κ r x) := - (greenLogDensity_contDiff κ).comp (contDiff_id.prodMk contDiff_const) - have haff : HasDerivAt (fun t : ℝ => q + t • v) v 0 := by - simpa only [id_eq, one_smul] using ((hasDerivAt_id (0 : ℝ)).smul_const v).const_add q - have hfd : HasFDerivAt (fun r : ℂ × ℝ => greenLogDensity κ r x) - (fderiv ℝ (fun r : ℂ × ℝ => greenLogDensity κ r x) q) (q + (0 : ℝ) • v) := by - simpa using ((hcd.differentiable (by simp)) q).hasFDerivAt - have hchain := hfd.comp_hasDerivAt 0 haff - simpa only [Function.comp_def] using hchain.unique hline - -lemma physicalLogLoewnerField_components (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : - (physicalLogLoewnerField (Real.sqrt κ * x) q).1.re = - 2 * (q.1.re - Real.sqrt κ * x) / greenLogNormSq κ q x ∧ - (physicalLogLoewnerField (Real.sqrt κ * x) q).1.im = - -2 / greenLogNormSq κ q x ∧ - (physicalLogLoewnerField (Real.sqrt κ * x) q).2 = - -2 * ((q.1.re - Real.sqrt κ * x) ^ 2 - Real.exp (2 * q.1.im)) / - (greenLogNormSq κ q x) ^ 2 := by - let Z : ℂ := ((q.1.re - Real.sqrt κ * x : ℝ) : ℂ) + (Real.exp q.1.im : ℂ) * Complex.I - have hre : Z.re = q.1.re - Real.sqrt κ * x := by simp [Z] - have him : Z.im = Real.exp q.1.im := by - simp only [Z, Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, - Complex.I_re, Complex.I_im, mul_one, mul_zero, zero_add, add_zero] - have he : Real.exp q.1.im * Real.exp q.1.im = Real.exp (2 * q.1.im) := by - rw [← Real.exp_add]; congr 1; ring - have hn : Complex.normSq Z = greenLogNormSq κ q x := by - rw [Complex.normSq_apply, hre, him, he] - simp only [greenLogNormSq, pow_two] - change (((2 * Z⁻¹.re : ℝ) : ℂ) + ((-2 * Complex.normSq Z⁻¹ : ℝ) : ℂ) * Complex.I).re = _ ∧ - (((2 * Z⁻¹.re : ℝ) : ℂ) + ((-2 * Complex.normSq Z⁻¹ : ℝ) : ℂ) * Complex.I).im = _ ∧ - (-2 * Z⁻¹ ^ 2).re = _ - constructor - · simp [Complex.inv_re, hre, hn, mul_div_assoc] - constructor - · simp only [Complex.add_im, Complex.ofReal_im, Complex.mul_im, Complex.ofReal_re, - Complex.I_re, Complex.I_im, mul_one, mul_zero, zero_add, add_zero, - Complex.normSq_inv, hn, div_eq_mul_inv] - · simp only [pow_two, Complex.mul_re, Complex.mul_im, Complex.neg_re, Complex.neg_im, - Complex.re_ofNat, Complex.im_ofNat, neg_zero, zero_mul, sub_zero, - Complex.inv_re, Complex.inv_im, hre, him, hn] - have he2 : Real.exp q.1.im ^ 2 = Real.exp (2 * q.1.im) := by simpa only [pow_two] using he - rw [← he2] - field_simp - - -theorem green_physical_generator_zero (κ : ℝ) (hκ : 0 < κ) (_hκ8 : κ < 8) - (q : ℂ × ℝ) (x : ℝ) : - (fderiv ℝ (fun r : ℂ × ℝ => greenLogDensity κ r x) q) - (physicalLogLoewnerField (Real.sqrt κ * x) q) + - (1 / 2 : ℝ) * iteratedDeriv 2 (greenLogDensity κ q) x = 0 := by - rw [greenLogDensity_directional, greenLogDensity_spatial_second κ hκ.le] - obtain ⟨hr, hi, hj⟩ := physicalLogLoewnerField_components κ q x - rw [hr, hi, hj] - have ha : κ * (greenExponent κ + 1) = 8 := by - simp only [greenExponent, sub_add_cancel] - field_simp - have hp : κ * greenExponent κ = 8 * codimension κ := by - dsimp only [greenExponent, codimension, dimension] - field_simp - ring - have hc1 : -4 * greenExponent κ + κ * greenExponent κ * (greenExponent κ + 1) / 2 = 0 := by - linear_combination (greenExponent κ / 2) * ha - have hc2 : 4 * codimension κ - κ * greenExponent κ / 2 = 0 := by - linarith - calc - _ = greenLogDensity κ q x * - ((-4 * greenExponent κ + κ * greenExponent κ * (greenExponent κ + 1) / 2) * - (q.1.re - Real.sqrt κ * x) ^ 2 + - (4 * codimension κ - κ * greenExponent κ / 2) * Real.exp (2 * q.1.im)) / - (greenLogNormSq κ q x) ^ 2 := by - have hn := (greenLogNormSq_pos κ q x).ne' - field_simp - dsimp only [greenLogNormSq] - ring - _ = 0 := by rw [hc1, hc2]; ring - -lemma greenLogDensity_pair_directional (κ : ℝ) (q v : ℂ × ℝ) (x : ℝ) : - fderiv ℝ (fun p : (ℂ × ℝ) × ℝ => greenLogDensity κ p.1 p.2) (q, x) (v, 0) = - fderiv ℝ (fun r : ℂ × ℝ => greenLogDensity κ r x) q v := by - have hd := ((greenLogDensity_contDiff κ).differentiable (by simp)) (q, x) - have hp := (hasFDerivAt_id (𝕜 := ℝ) q).prodMk (hasFDerivAt_const (𝕜 := ℝ) (E := ℂ × ℝ) x q) - have hc := (hd.hasFDerivAt.comp q hp).fderiv - have he := congrArg (fun D : (ℂ × ℝ) →L[ℝ] ℝ => D v) hc - simpa only [Function.comp_def, ContinuousLinearMap.comp_apply, ContinuousLinearMap.prod_apply, - ContinuousLinearMap.id_apply, id_eq, zero_apply] using he.symm - - - -lemma exists_compact_green_field (κ R : ℝ) (hR : 0 ≤ R) : - ∃ φ : (ℂ × ℝ) × ℝ → ℝ, - ContDiff ℝ (⊤ : ℕ∞) φ ∧ HasCompactSupport φ ∧ - (∀ q x, ‖(q, x)‖ ≤ R → φ (q, x) = greenLogDensity κ q x) ∧ - (∀ q x, ‖(q, x)‖ ≤ R → - fderiv ℝ φ (q, x) = fderiv ℝ (fun p : (ℂ × ℝ) × ℝ => greenLogDensity κ p.1 p.2) (q, x)) ∧ - (∀ q x, ‖(q, x)‖ ≤ R → iteratedDeriv 2 (fun y => φ (q, y)) x = - iteratedDeriv 2 (greenLogDensity κ q) x) := by - let b : ContDiffBump (0 : (ℂ × ℝ) × ℝ) := ⟨R + 1, R + 2, by linarith, by linarith⟩ - let φ (p : (ℂ × ℝ) × ℝ) : ℝ := b p * greenLogDensity κ p.1 p.2 - have hnear (p : (ℂ × ℝ) × ℝ) (hp : ‖p‖ ≤ R) : - φ =ᶠ[𝓝 p] (fun r : (ℂ × ℝ) × ℝ => greenLogDensity κ r.1 r.2) := by - have hball : p ∈ Metric.ball (0 : (ℂ × ℝ) × ℝ) b.rIn := by - simp only [Metric.mem_ball, dist_zero_right] - change ‖p‖ < R + 1 - linarith - filter_upwards [b.eventuallyEq_one_of_mem_ball hball] with r hr - simp only [φ, hr, Pi.one_apply, one_mul] - refine ⟨φ, b.contDiff.mul (greenLogDensity_contDiff κ), b.hasCompactSupport.mul_right, - (fun q x h => (hnear (q, x) h).eq_of_nhds), ?_, ?_⟩ - · intro q x h - exact (hnear (q, x) h).fderiv_eq - · intro q x h - have he := (hnear (q, x) h).comp_tendsto - ((continuous_const.prodMk continuous_id).tendsto x) - exact he.iteratedDeriv_eq 2 - -lemma clippedLogLoewnerField_eq_physical (lo hi : ℝ) (hle : lo ≤ hi) (u : ℝ) - (q : ℂ × ℝ) (hq : q.1.im ∈ Icc lo hi) : - clippedLogLoewnerField lo hi hle u q = physicalLogLoewnerField u q := by - simp only [clippedLogLoewnerField, clippedCenter, clippedHeight, projIcc_of_mem hle hq, - physicalLogLoewnerField] - -end SLEExactGauge -end - - -end - -end OAI +import Mathlib +import OAI.Probability.SLE.OptionalStopping + +namespace OAI + +/-! Clipped Coordinates for chordal SLE. -/ + +section +section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +lemma clippedCenter_norm_lower (lo hi : ℝ) (hle : lo ≤ hi) (u : ℝ) (q : ℂ × ℝ) : + Real.exp lo ≤ ‖clippedCenter lo hi hle u q‖ := by + calc + _ ≤ clippedHeight lo hi hle q := (clippedHeight_bounds lo hi hle q).1 + _ = (clippedCenter lo hi hle u q).im := (clippedCenter_im lo hi hle u q).symm + _ ≤ ‖clippedCenter lo hi hle u q‖ := Complex.im_le_norm _ + +lemma clippedCenter_inv_norm_bound (lo hi : ℝ) (hle : lo ≤ hi) (u : ℝ) (q : ℂ × ℝ) : + ‖(clippedCenter lo hi hle u q)⁻¹‖ ≤ (Real.exp lo)⁻¹ := by + rw [norm_inv] + exact inv_anti₀ (Real.exp_pos lo) (clippedCenter_norm_lower lo hi hle u q) + +lemma clippedCenter_dist (lo hi : ℝ) (hle : lo ≤ hi) (u : ℝ) (q r : ℂ × ℝ) : + dist (clippedCenter lo hi hle u q) (clippedCenter lo hi hle u r) ≤ + (1 + Real.exp hi) * dist q r := by + have he := (exp_clamp_lipschitz lo hi hle).dist_le_mul q.1.im r.1.im + have hY : |clippedHeight lo hi hle q - clippedHeight lo hi hle r| ≤ + Real.exp hi * ‖q.1 - r.1‖ := by + change |Real.exp (projIcc lo hi hle q.1.im) - Real.exp (projIcc lo hi hle r.1.im)| ≤ _ + change |Real.exp (projIcc lo hi hle q.1.im) - Real.exp (projIcc lo hi hle r.1.im)| ≤ + Real.exp hi * |q.1.im - r.1.im| at he + exact he.trans + (mul_le_mul_of_nonneg_left (show |q.1.im - r.1.im| ≤ ‖q.1 - r.1‖ from + Complex.abs_im_le_norm (q.1 - r.1)) (Real.exp_pos hi).le) + have hX : |q.1.re - r.1.re| ≤ ‖q.1 - r.1‖ := Complex.abs_re_le_norm (q.1 - r.1) + have hsub : clippedCenter lo hi hle u q - clippedCenter lo hi hle u r = + ((q.1.re - r.1.re : ℝ) : ℂ) + + ((clippedHeight lo hi hle q - clippedHeight lo hi hle r : ℝ) : ℂ) * Complex.I := by + simp only [clippedCenter, Complex.ofReal_sub] + ring + rw [dist_eq_norm, hsub] + calc + _ ≤ |q.1.re - r.1.re| + |clippedHeight lo hi hle q - clippedHeight lo hi hle r| := by + simpa only [norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, mul_one] using + norm_add_le ((q.1.re - r.1.re : ℝ) : ℂ) + (((clippedHeight lo hi hle q - clippedHeight lo hi hle r : ℝ) : ℂ) * Complex.I) + _ ≤ (1 + Real.exp hi) * ‖q.1 - r.1‖ := by linarith + _ ≤ (1 + Real.exp hi) * dist q r := by + apply mul_le_mul_of_nonneg_left _ (by positivity) + rw [dist_eq_norm] + exact norm_fst_le (q - r) + +lemma clippedCenter_inv_dist (lo hi : ℝ) (hle : lo ≤ hi) (u : ℝ) (q r : ℂ × ℝ) : + dist (clippedCenter lo hi hle u q)⁻¹ (clippedCenter lo hi hle u r)⁻¹ ≤ + ((Real.exp lo)⁻¹ ^ 2 * (1 + Real.exp hi)) * dist q r := by + let b := (Real.exp lo)⁻¹ + have hb : 0 ≤ b := by dsimp [b]; positivity + rw [dist_eq_norm, inv_sub_inv' (clippedCenter_ne_zero lo hi hle u q) + (clippedCenter_ne_zero lo hi hle u r), norm_mul, norm_mul] + calc + _ ≤ b * ((1 + Real.exp hi) * dist q r) * b := by + gcongr + · exact clippedCenter_inv_norm_bound lo hi hle u q + · simpa only [← dist_eq_norm, dist_comm] using clippedCenter_dist lo hi hle u q r + · exact clippedCenter_inv_norm_bound lo hi hle u r + _ = _ := by dsimp [b]; ring + +noncomputable def logLoewnerVector (v : ℂ) : ℂ × ℝ := + (((2 * v.re : ℝ) : ℂ) + ((-2 * Complex.normSq v : ℝ) : ℂ) * Complex.I, + (-2 * v ^ 2).re) + +lemma bounded_normSq_dist {v w : ℂ} {b : ℝ} (hv : ‖v‖ ≤ b) (hw : ‖w‖ ≤ b) : + |Complex.normSq v - Complex.normSq w| ≤ 2 * b * dist v w := by + rw [Complex.normSq_eq_norm_sq, Complex.normSq_eq_norm_sq, + show ‖v‖ ^ 2 - ‖w‖ ^ 2 = (‖v‖ - ‖w‖) * (‖v‖ + ‖w‖) by ring, + abs_mul, abs_of_nonneg (add_nonneg (norm_nonneg v) (norm_nonneg w))] + calc + _ ≤ ‖v - w‖ * (‖v‖ + ‖w‖) := + mul_le_mul_of_nonneg_right (abs_norm_sub_norm_le v w) + (add_nonneg (norm_nonneg v) (norm_nonneg w)) + _ ≤ ‖v - w‖ * (b + b) := by gcongr + _ = _ := by rw [dist_eq_norm]; ring + +lemma bounded_sq_dist {v w : ℂ} {b : ℝ} (hv : ‖v‖ ≤ b) (hw : ‖w‖ ≤ b) : + ‖v ^ 2 - w ^ 2‖ ≤ 2 * b * dist v w := by + rw [show v ^ 2 - w ^ 2 = (v - w) * (v + w) by ring, norm_mul] + calc + _ ≤ ‖v - w‖ * (‖v‖ + ‖w‖) := mul_le_mul_of_nonneg_left (norm_add_le v w) (norm_nonneg _) + _ ≤ ‖v - w‖ * (b + b) := by gcongr + _ = _ := by rw [dist_eq_norm]; ring + +lemma logLoewnerVector_dist {v w : ℂ} {b : ℝ} (hv : ‖v‖ ≤ b) (hw : ‖w‖ ≤ b) : + dist (logLoewnerVector v) (logLoewnerVector w) ≤ (2 + 4 * b) * dist v w := by + rw [dist_eq_norm] + apply norm_prod_le_iff.mpr + constructor + · have hr : ((logLoewnerVector v - logLoewnerVector w).1).re = 2 * (v.re - w.re) := by + simp [logLoewnerVector] + ring + have hi : ((logLoewnerVector v - logLoewnerVector w).1).im = + -2 * (Complex.normSq v - Complex.normSq w) := by + simp [logLoewnerVector] + ring + have hRe : |v.re - w.re| ≤ dist v w := by + simpa only [dist_eq_norm, Complex.sub_re] using Complex.abs_re_le_norm (v - w) + calc + _ ≤ |((logLoewnerVector v - logLoewnerVector w).1).re| + + |((logLoewnerVector v - logLoewnerVector w).1).im| := Complex.norm_le_abs_re_add_abs_im _ + _ = 2 * |v.re - w.re| + 2 * |Complex.normSq v - Complex.normSq w| := by + rw [hr, hi, abs_mul, abs_mul] + norm_num + _ ≤ 2 * dist v w + 2 * (2 * b * dist v w) := by + gcongr + exact bounded_normSq_dist hv hw + _ = _ := by ring + · have he : (logLoewnerVector v - logLoewnerVector w).2 = (-2 * (v ^ 2 - w ^ 2)).re := by + simp only [logLoewnerVector, Prod.snd_sub, mul_sub, Complex.sub_re] + rw [he, Real.norm_eq_abs] + calc + _ ≤ ‖-2 * (v ^ 2 - w ^ 2)‖ := Complex.abs_re_le_norm _ + _ = 2 * ‖v ^ 2 - w ^ 2‖ := by rw [norm_mul]; norm_num + _ ≤ 2 * (2 * b * dist v w) := by gcongr; exact bounded_sq_dist hv hw + _ ≤ (2 + 4 * b) * dist v w := by nlinarith [show 0 ≤ dist v w from dist_nonneg] + +lemma logLoewnerVector_norm {v : ℂ} {b : ℝ} (hb : 0 ≤ b) (hv : ‖v‖ ≤ b) : + ‖logLoewnerVector v‖ ≤ (2 + 4 * b) * b := by + have hh := logLoewnerVector_dist hv (show ‖(0 : ℂ)‖ ≤ b by simpa using hb) + have h0 : logLoewnerVector 0 = 0 := by simp [logLoewnerVector] + rw [h0, dist_zero_right, dist_zero_right] at hh + exact hh.trans (mul_le_mul_of_nonneg_left hv (by positivity)) + +lemma clippedLogLoewnerField_bounds (lo hi : ℝ) (hle : lo ≤ hi) : + ∃ (L K : ℝ≥0), + (∀ u q, ‖clippedLogLoewnerField lo hi hle u q‖ ≤ L) ∧ + (∀ u, LipschitzWith K (clippedLogLoewnerField lo hi hle u)) := by + let b : ℝ := (Real.exp lo)⁻¹ + have hb : 0 ≤ b := by dsimp [b]; positivity + let L : ℝ≥0 := ⟨(2 + 4 * b) * b, by positivity⟩ + let K : ℝ≥0 := ⟨(2 + 4 * b) * (b ^ 2 * (1 + Real.exp hi)), by positivity⟩ + refine ⟨L, K, ?_, ?_⟩ + · intro u q + exact logLoewnerVector_norm hb (clippedCenter_inv_norm_bound lo hi hle u q) + · intro u + apply LipschitzWith.of_dist_le_mul + intro q r + change dist (logLoewnerVector (clippedCenter lo hi hle u q)⁻¹) + (logLoewnerVector (clippedCenter lo hi hle u r)⁻¹) ≤ _ + calc + _ ≤ (2 + 4 * b) * dist (clippedCenter lo hi hle u q)⁻¹ (clippedCenter lo hi hle u r)⁻¹ := + logLoewnerVector_dist (clippedCenter_inv_norm_bound lo hi hle u q) + (clippedCenter_inv_norm_bound lo hi hle u r) + _ ≤ (2 + 4 * b) * ((b ^ 2 * (1 + Real.exp hi)) * dist q r) := + mul_le_mul_of_nonneg_left (clippedCenter_inv_dist lo hi hle u q r) (by positivity) + _ = _ := by + change (2 + 4 * b) * (b ^ 2 * (1 + Real.exp hi) * dist q r) = + ((2 + 4 * b) * (b ^ 2 * (1 + Real.exp hi))) * dist q r + ring + +lemma continuous_clippedLogLoewnerField (lo hi : ℝ) (hle : lo ≤ hi) : + Continuous (fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) := by + have hZ : Continuous (fun p : ℝ × (ℂ × ℝ) => clippedCenter lo hi hle p.1 p.2) := by + dsimp only [clippedCenter, clippedHeight] + fun_prop + have hv : Continuous (fun p : ℝ × (ℂ × ℝ) => (clippedCenter lo hi hle p.1 p.2)⁻¹) := + hZ.inv₀ (fun p => clippedCenter_ne_zero lo hi hle p.1 p.2) + have hF : Continuous logLoewnerVector := by fun_prop [logLoewnerVector] + exact hF.comp hv + + + +theorem clipped_log_loewner_solution + {Ω : Type*} [MeasurableSpace Ω] (U : ℝ → Ω → ℝ) + (hU : Measurable (fun q : ℝ × Ω => U q.1 q.2)) + (hc : ∀ ω, Continuous (fun t : ℝ => U t ω)) + (lo hi : ℝ) (hle : lo ≤ hi) (q₀ : ℂ × ℝ) (T : ℝ≥0) : + ∃ (L : ℝ≥0) (Q : ℝ → Ω → ℂ × ℝ), + Measurable (fun q : ℝ × Ω => Q q.1 q.2) ∧ + (∀ ω, LipschitzWith L (fun t => Q t ω)) ∧ + (∀ ω, Q 0 ω = q₀) ∧ + (∀ ω t, t ∈ Icc 0 (T : ℝ) → + HasDerivWithinAt (fun s => Q s ω) + (clippedLogLoewnerField lo hi hle (U t ω) (Q t ω)) + (Icc 0 (T : ℝ)) t) := by + obtain ⟨L, K, hbound, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle + let V (t : ℝ) (ω : Ω) (q : ℂ × ℝ) := clippedLogLoewnerField lo hi hle (U t ω) q + have hF := continuous_clippedLogLoewnerField lo hi hle + have hm : Measurable (fun q : (ℝ × Ω) × (ℂ × ℝ) => V q.1.1 q.1.2 q.2) := by + change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun q : (ℝ × Ω) × (ℂ × ℝ) => (U q.1.1 q.1.2, q.2))) + apply hF.measurable.comp + exact (hU.comp measurable_fst).prodMk measurable_snd + have hcont (ω : Ω) (q : ℂ × ℝ) : Continuous (fun t : ℝ => V t ω q) := by + change Continuous ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun t : ℝ => (U t ω, q))) + exact hF.comp ((hc ω).prodMk continuous_const) + obtain ⟨Q, hQ⟩ := exists_measurable_bounded_ode V q₀ T L K hm hcont + (fun ω t => hlip (U t ω)) (fun ω t q => hbound (U t ω) q) + exact ⟨L, Q, hQ⟩ + +theorem exists_measurable_bounded_ode_picard + {Ω E : Type*} [MeasurableSpace Ω] [NormedAddCommGroup E] [NormedSpace ℝ E] + [CompleteSpace E] [SecondCountableTopology E] [MeasurableSpace E] [BorelSpace E] + (V : ℝ → Ω → E → E) (x₀ : E) (T L K : ℝ≥0) + (hV : Measurable (fun q : (ℝ × Ω) × E => V q.1.1 q.1.2 q.2)) + (hc : ∀ ω x, Continuous (fun t : ℝ => V t ω x)) + (hl : ∀ ω t, LipschitzWith K (V t ω)) + (hb : ∀ ω t x, ‖V t ω x‖ ≤ L) : + ∃ X : ℝ → Ω → E, + Measurable (fun q : ℝ × Ω => X q.1 q.2) ∧ + (∀ ω, LipschitzWith L (fun t => X t ω)) ∧ + (∀ ω, X 0 ω = x₀) ∧ + (∀ ω t, t ∈ Icc 0 (T : ℝ) → + HasDerivWithinAt (fun u => X u ω) (V t ω (X t ω)) (Icc 0 (T : ℝ)) t) ∧ + (∀ t ω, Tendsto (fun n => picardApprox V x₀ n (projIcc 0 (T : ℝ) T.coe_nonneg t) ω) atTop (𝓝 (X t ω))) := by + let t₀ : Icc (0 : ℝ) T := ⟨0, ⟨le_rfl, T.coe_nonneg⟩⟩ + have hPL (ω : Ω) : IsPicardLindelof (fun t x => V t ω x) t₀ x₀ (L * T) 0 L K := by + refine ⟨fun t ht => (hl ω t).lipschitzOnWith, fun x hx => (hc ω x).continuousOn, + fun t ht x hx => hb ω t x, ?_⟩ + simp only [t₀, sub_zero, sub_self, max_eq_left T.coe_nonneg, NNReal.coe_mul, + NNReal.coe_zero, le_refl] + have hx : x₀ ∈ Metric.closedBall x₀ (0 : ℝ) := Metric.mem_closedBall_self le_rfl + choose α hα using fun ω => ODE.FunSpace.exists_isFixedPt_next (hPL ω) hx + let X (t : ℝ) (ω : Ω) := (α ω).compProj t + let α₀ : ODE.FunSpace t₀ x₀ 0 L := + ⟨fun _ => x₀, (LipschitzWith.const x₀).weaken (show (0 : ℝ≥0) ≤ L from bot_le), hx⟩ + have hα₀ (t : Icc (0 : ℝ) T) : α₀ t = x₀ := rfl + have hconv (t : Icc (0 : ℝ) T) (ω : Ω) : + Tendsto (fun n => picardApprox V x₀ n t ω) atTop (𝓝 ((α ω) t)) := by + apply tendsto_iff_dist_tendsto_zero.mpr + apply squeeze_zero (fun _ => dist_nonneg) + (fun n => ?_) (by simpa only [zero_mul] using (FloorSemiring.tendsto_pow_div_factorial_atTop + ((K : ℝ) * |(t : ℝ)|)).mul_const (dist α₀ (α ω))) + have hh := ODE.FunSpace.dist_iterate_next_apply_le (hPL ω) hx α₀ (α ω) n t + rw [(hα ω).iterate n] at hh + simpa only [t₀, sub_zero, picardApprox_eq_iterate ω (hPL ω) α₀ hα₀ n t] using hh + refine ⟨X, ?_, ?_, ?_, ?_, ?_⟩ + · apply measurable_of_tendsto_metrizable + (f := fun n q => picardApprox V x₀ n (projIcc 0 (T : ℝ) T.coe_nonneg q.1) q.2) + · intro n + exact (picardApprox_measurable V x₀ hV n).comp + (((continuous_subtype_val.comp (continuous_projIcc (h := T.coe_nonneg))).measurable.comp measurable_fst).prodMk measurable_snd) + · apply tendsto_pi_nhds.mpr + intro q + exact hconv (projIcc 0 (T : ℝ) T.coe_nonneg q.1) q.2 + · intro ω + simpa only [mul_one, X, ODE.FunSpace.compProj, Function.comp_def] using (α ω).lipschitzWith.comp (LipschitzWith.projIcc T.coe_nonneg) + · intro ω + change (α ω).compProj 0 = x₀ + rw [ODE.FunSpace.compProj_of_mem t₀.property] + exact ODE.FunSpace.apply_of_zero (α ω) + · intro ω t ht + apply ODE.hasDerivWithinAt_picard_Icc t₀.property (hPL ω).continuousOn_uncurry + (α ω).continuous_compProj.continuousOn + (fun s hs => (α ω).compProj_mem_closedBall (t := s) (hPL ω).mul_max_le) x₀ ht + |>.congr_of_mem _ ht + intro s hs + change (α ω).compProj s = ODE.picard (fun t x => V t ω x) t₀ x₀ (α ω).compProj s + rw [ODE.FunSpace.compProj_of_mem hs] + nth_rw 1 [← hα ω] + exact ODE.FunSpace.next_apply (hPL ω) hx (α ω) + + · intro t ω + exact hconv (projIcc 0 (T : ℝ) T.coe_nonneg t) ω + +lemma picardApprox_congr_on + {Ω E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] + {V W : ℝ → Ω → E → E} (x₀ : E) (t : ℝ) + (hVW : ∀ s ∈ Icc 0 t, ∀ ω x, V s ω x = W s ω x) (n : ℕ) : + ∀ s ∈ Icc 0 t, ∀ ω, picardApprox V x₀ n s ω = picardApprox W x₀ n s ω := by + induction n with + | zero => intro s hs ω; rfl + | succ n ih => + intro s hs ω + dsimp only [picardApprox] + congr 1 + apply setIntegral_congr_fun measurableSet_Ioc + intro u hu + have hut : u ∈ Icc 0 t := ⟨hu.1.le, hu.2.trans hs.2⟩ + dsimp only + rw [ih u hut ω, hVW u hut] + +lemma measurable_driver_frozen + {Ω : Type*} [MeasurableSpace Ω] (U : ℝ≥0 → Ω → ℝ) + (hU : Measurable (fun q : ℝ≥0 × Ω => U q.1 q.2)) + (hc : ∀ ω, Continuous (fun t : ℝ≥0 => U t ω)) (t : ℝ≥0) : + @Measurable (ℝ × Ω) ℝ + ((borel ℝ).prod (Filtration.natural U + (fun t => (hU.comp (measurable_prodMk_left (x := t))).stronglyMeasurable) t)) + (borel ℝ) (fun q => U (min q.1.toNNReal t) q.2) := by + let hm := fun t => (hU.comp (measurable_prodMk_left (x := t))).stronglyMeasurable + have hp := (Filtration.stronglyAdapted_natural hm).isStronglyProgressive_of_continuous hc + have hpt := (hp t).measurable + let : MeasurableSpace Ω := Filtration.natural U hm t + have htime : Measurable (fun s : ℝ => (⟨min s.toNNReal t, by change min s.toNNReal t ≤ t; exact min_le_right s.toNNReal t⟩ : Iic t)) := + ((continuous_real_toNNReal.min continuous_const).measurable).subtype_mk + exact hpt.comp ((htime.comp measurable_fst).prodMk measurable_snd) + + + +theorem clipped_log_loewner_adapted_solution + {Ω : Type*} [MeasurableSpace Ω] (U : ℝ≥0 → Ω → ℝ) + (hU : Measurable (fun q : ℝ≥0 × Ω => U q.1 q.2)) + (hc : ∀ ω, Continuous (fun t : ℝ≥0 => U t ω)) + (lo hi : ℝ) (hle : lo ≤ hi) (q₀ : ℂ × ℝ) (T : ℝ≥0) : + ∃ (L : ℝ≥0) (Q : ℝ → Ω → ℂ × ℝ), + Measurable (fun q : ℝ × Ω => Q q.1 q.2) ∧ + (∀ ω, LipschitzWith L (fun t => Q t ω)) ∧ + (∀ ω, Q 0 ω = q₀) ∧ + (∀ ω t, t ∈ Icc 0 (T : ℝ) → + HasDerivWithinAt (fun s => Q s ω) + (clippedLogLoewnerField lo hi hle (U t.toNNReal ω) (Q t ω)) + (Icc 0 (T : ℝ)) t) ∧ + Adapted (Filtration.natural U (fun t => (hU.comp (measurable_prodMk_left (x := t))).stronglyMeasurable)) + (fun t : ℝ≥0 => Q t) := by + obtain ⟨L, K, hbound, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle + let V (t : ℝ) (ω : Ω) (q : ℂ × ℝ) := clippedLogLoewnerField lo hi hle (U t.toNNReal ω) q + have hF := continuous_clippedLogLoewnerField lo hi hle + have hUr : Measurable (fun q : ℝ × Ω => U q.1.toNNReal q.2) := + hU.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk measurable_snd) + have hm : Measurable (fun q : (ℝ × Ω) × (ℂ × ℝ) => V q.1.1 q.1.2 q.2) := by + change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun q : (ℝ × Ω) × (ℂ × ℝ) => (U q.1.1.toNNReal q.1.2, q.2))) + exact hF.measurable.comp ((hUr.comp measurable_fst).prodMk measurable_snd) + have hcont (ω : Ω) (q : ℂ × ℝ) : Continuous (fun t : ℝ => V t ω q) := by + change Continuous ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun t : ℝ => (U t.toNNReal ω, q))) + exact hF.comp (((hc ω).comp continuous_real_toNNReal).prodMk continuous_const) + obtain ⟨Q, hQm, hQl, hQ0, hQd, hQconv⟩ := + exists_measurable_bounded_ode_picard V q₀ T L K hm hcont + (fun ω t => hlip (U t.toNNReal ω)) (fun ω t q => hbound (U t.toNNReal ω) q) + refine ⟨L, Q, hQm, hQl, hQ0, hQd, ?_⟩ + intro t + have hUfrozen := measurable_driver_frozen U hU hc t + let m := Filtration.natural U (fun t => (hU.comp measurable_prodMk_left).stronglyMeasurable) t + let : MeasurableSpace Ω := m + let W (s : ℝ) (ω : Ω) (q : ℂ × ℝ) := + clippedLogLoewnerField lo hi hle (U (min s.toNNReal t) ω) q + have hW : Measurable (fun q : (ℝ × Ω) × (ℂ × ℝ) => W q.1.1 q.1.2 q.2) := by + change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun q : (ℝ × Ω) × (ℂ × ℝ) => (U (min q.1.1.toNNReal t) q.1.2, q.2))) + exact hF.measurable.comp ((hUfrozen.comp measurable_fst).prodMk measurable_snd) + let c : ℝ := projIcc 0 (T : ℝ) T.coe_nonneg (t : ℝ) + have hc0 : 0 ≤ c := (projIcc 0 (T : ℝ) T.coe_nonneg (t : ℝ)).property.1 + have hct : c ≤ (t : ℝ) := by + dsimp [c] + simp only [projIcc] + exact max_le t.coe_nonneg (min_le_right _ _) + have heq (n : ℕ) (ω : Ω) : picardApprox W q₀ n c ω = picardApprox V q₀ n c ω := by + apply picardApprox_congr_on q₀ c _ n c ⟨hc0, le_rfl⟩ ω + intro s hs ω q + have hh : s.toNNReal ≤ t := Real.toNNReal_le_iff_le_coe.mpr (hs.2.trans hct) + simp only [W, V, min_eq_left hh] + apply measurable_of_tendsto_metrizable (f := fun n ω => picardApprox W q₀ n c ω) + · intro n + exact (picardApprox_measurable W q₀ hW n).comp measurable_prodMk_left + · apply tendsto_pi_nhds.mpr + intro ω + simpa only [heq] using hQconv t ω + + + +theorem exists_measurable_global_bounded_ode_picard + {Ω E : Type*} [MeasurableSpace Ω] [NormedAddCommGroup E] [NormedSpace ℝ E] + [CompleteSpace E] [SecondCountableTopology E] [MeasurableSpace E] [BorelSpace E] + (V : ℝ → Ω → E → E) (x₀ : E) (L K : ℝ≥0) + (hV : Measurable (fun q : (ℝ × Ω) × E => V q.1.1 q.1.2 q.2)) + (hc : ∀ ω x, Continuous (fun t : ℝ => V t ω x)) + (hl : ∀ ω t, LipschitzWith K (V t ω)) + (hb : ∀ ω t x, ‖V t ω x‖ ≤ L) : + ∃ X : ℝ → Ω → E, + Measurable (fun q : ℝ × Ω => X q.1 q.2) ∧ + (∀ ω, LipschitzWith L (fun t => X t ω)) ∧ + (∀ ω, X 0 ω = x₀) ∧ + (∀ ω t, 0 ≤ t → + HasDerivWithinAt (fun u => X u ω) (V t ω (X t ω)) (Ici 0) t) ∧ + (∀ t ω, Tendsto (fun n => picardApprox V x₀ n (max 0 t) ω) atTop (𝓝 (X t ω))) := by + classical + have hex (t : ℝ) (ω : Ω) : ∃ v : E, + Tendsto (fun n => picardApprox V x₀ n (max 0 t) ω) atTop (𝓝 v) := by + let T : ℝ≥0 := ⟨max 0 t, le_max_left _ _⟩ + obtain ⟨X, _, _, _, _, hconv⟩ := exists_measurable_bounded_ode_picard V x₀ T L K hV hc hl hb + refine ⟨X t ω, ?_⟩ + have hc0 := hconv t ω + change Tendsto (fun n => picardApprox V x₀ n (max 0 (min (max 0 t) t)) ω) atTop (𝓝 (X t ω)) at hc0 + simpa only [min_eq_right (le_max_right (0 : ℝ) t)] using hc0 + let Q (t : ℝ) (ω : Ω) := limUnder atTop (fun n => picardApprox V x₀ n (max 0 t) ω) + have hlim (t : ℝ) (ω : Ω) : + Tendsto (fun n => picardApprox V x₀ n (max 0 t) ω) atTop (𝓝 (Q t ω)) := + tendsto_nhds_limUnder (hex t ω) + have hmatch (T : ℝ≥0) (X : ℝ → Ω → E) + (hconv : ∀ t ω, Tendsto (fun n => picardApprox V x₀ n + (projIcc 0 (T : ℝ) T.coe_nonneg t) ω) atTop (𝓝 (X t ω))) + (t : ℝ) (ht : t ≤ T) (ω : Ω) : Q t ω = X t ω := by + apply tendsto_nhds_unique (hlim t ω) + simpa only [projIcc, min_eq_right ht] using hconv t ω + refine ⟨Q, ?_, ?_, ?_, ?_, hlim⟩ + · apply measurable_of_tendsto_metrizable (f := fun n (q : ℝ × Ω) => picardApprox V x₀ n (max 0 q.1) q.2) + · intro n + exact (picardApprox_measurable V x₀ hV n).comp + ((measurable_const.max measurable_fst).prodMk measurable_snd) + · exact tendsto_pi_nhds.mpr fun q => hlim q.1 q.2 + · intro ω + apply LipschitzWith.of_dist_le_mul + intro s t + let T : ℝ≥0 := ⟨max (max 0 s) t, (le_max_left 0 s).trans (le_max_left _ _)⟩ + obtain ⟨X, _, hXl, _, _, hconv⟩ := exists_measurable_bounded_ode_picard V x₀ T L K hV hc hl hb + rw [hmatch T X hconv s ((le_max_right 0 s).trans (le_max_left _ _)) ω, + hmatch T X hconv t (le_max_right _ _) ω] + exact (hXl ω).dist_le_mul s t + · intro ω + obtain ⟨X, _, _, hX0, _, hconv⟩ := exists_measurable_bounded_ode_picard V x₀ 0 L K hV hc hl hb + rw [hmatch 0 X hconv 0 le_rfl ω, hX0 ω] + · intro ω t ht + let T : ℝ≥0 := ⟨t + 1, by linarith⟩ + have hlt : t < (T : ℝ) := by change t < t + 1; linarith + obtain ⟨X, _, _, _, hXd, hconv⟩ := exists_measurable_bounded_ode_picard V x₀ T L K hV hc hl hb + have heq : (fun s => Q s ω) =ᶠ[𝓝 t] (fun s => X s ω) := by + filter_upwards [Iic_mem_nhds hlt] with s hs + exact hmatch T X hconv s hs ω + have hd := hXd ω t ⟨ht, hlt.le⟩ + have hsets : Icc 0 (T : ℝ) =ᶠ[𝓝 t] Ici 0 := by + filter_upwards [Iic_mem_nhds hlt] with s hs + change (0 ≤ s ∧ s ≤ (T : ℝ)) = (0 ≤ s) + exact propext ⟨And.left, fun h => ⟨h, hs⟩⟩ + have hd' := hd.congr_set hsets + rw [← hmatch T X hconv t hlt.le ω] at hd' + exact hd'.congr_of_eventuallyEq (heq.filter_mono nhdsWithin_le_nhds) (heq.eq_of_nhds) + +theorem clipped_log_loewner_global_adapted_solution + {Ω : Type*} [MeasurableSpace Ω] (U : ℝ≥0 → Ω → ℝ) + (hU : Measurable (fun q : ℝ≥0 × Ω => U q.1 q.2)) + (hc : ∀ ω, Continuous (fun t : ℝ≥0 => U t ω)) + (lo hi : ℝ) (hle : lo ≤ hi) (q₀ : ℂ × ℝ) : + ∃ (L : ℝ≥0) (Q : ℝ → Ω → ℂ × ℝ), + Measurable (fun q : ℝ × Ω => Q q.1 q.2) ∧ + (∀ ω, LipschitzWith L (fun t => Q t ω)) ∧ + (∀ ω, Q 0 ω = q₀) ∧ + (∀ ω t, 0 ≤ t → + HasDerivWithinAt (fun s => Q s ω) + (clippedLogLoewnerField lo hi hle (U t.toNNReal ω) (Q t ω)) + (Ici 0) t) ∧ + Adapted (Filtration.natural U (fun t => (hU.comp (measurable_prodMk_left (x := t))).stronglyMeasurable)) + (fun t : ℝ≥0 => Q t) := by + obtain ⟨L, K, hbound, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle + let V (t : ℝ) (ω : Ω) (q : ℂ × ℝ) := clippedLogLoewnerField lo hi hle (U t.toNNReal ω) q + have hF := continuous_clippedLogLoewnerField lo hi hle + have hUr : Measurable (fun q : ℝ × Ω => U q.1.toNNReal q.2) := + hU.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk measurable_snd) + have hm : Measurable (fun q : (ℝ × Ω) × (ℂ × ℝ) => V q.1.1 q.1.2 q.2) := by + change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun q : (ℝ × Ω) × (ℂ × ℝ) => (U q.1.1.toNNReal q.1.2, q.2))) + exact hF.measurable.comp ((hUr.comp measurable_fst).prodMk measurable_snd) + have hcont (ω : Ω) (q : ℂ × ℝ) : Continuous (fun t : ℝ => V t ω q) := by + change Continuous ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun t : ℝ => (U t.toNNReal ω, q))) + exact hF.comp (((hc ω).comp continuous_real_toNNReal).prodMk continuous_const) + obtain ⟨Q, hQm, hQl, hQ0, hQd, hQconv⟩ := + exists_measurable_global_bounded_ode_picard V q₀ L K hm hcont + (fun ω t => hlip (U t.toNNReal ω)) (fun ω t q => hbound (U t.toNNReal ω) q) + refine ⟨L, Q, hQm, hQl, hQ0, hQd, ?_⟩ + intro t + have hUfrozen := measurable_driver_frozen U hU hc t + let m := Filtration.natural U (fun t => (hU.comp measurable_prodMk_left).stronglyMeasurable) t + let : MeasurableSpace Ω := m + let W (s : ℝ) (ω : Ω) (q : ℂ × ℝ) := + clippedLogLoewnerField lo hi hle (U (min s.toNNReal t) ω) q + have hW : Measurable (fun q : (ℝ × Ω) × (ℂ × ℝ) => W q.1.1 q.1.2 q.2) := by + change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun q : (ℝ × Ω) × (ℂ × ℝ) => (U (min q.1.1.toNNReal t) q.1.2, q.2))) + exact hF.measurable.comp ((hUfrozen.comp measurable_fst).prodMk measurable_snd) + have heq (n : ℕ) (ω : Ω) : picardApprox W q₀ n (t : ℝ) ω = picardApprox V q₀ n (t : ℝ) ω := by + apply picardApprox_congr_on q₀ (t : ℝ) _ n (t : ℝ) ⟨t.coe_nonneg, le_rfl⟩ ω + intro s hs ω q + have hh : s.toNNReal ≤ t := Real.toNNReal_le_iff_le_coe.mpr hs.2 + simp only [W, V, min_eq_left hh] + apply measurable_of_tendsto_metrizable (f := fun n ω => picardApprox W q₀ n (t : ℝ) ω) + · intro n + exact (picardApprox_measurable W q₀ hW n).comp measurable_prodMk_left + · apply tendsto_pi_nhds.mpr + intro ω + simpa only [heq, max_eq_right t.coe_nonneg] using hQconv t ω + +noncomputable def spatialPartial {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] + (φ : E × ℝ → ℝ) : ℕ → E × ℝ → ℝ + | 0 => φ + | n + 1 => fun p => fderiv ℝ (spatialPartial φ n) p (0, 1) + +lemma spatialPartial_smooth {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] + (φ : E × ℝ → ℝ) (hφ : ContDiff ℝ (⊤ : ℕ∞) φ) (n : ℕ) : + ContDiff ℝ (⊤ : ℕ∞) (spatialPartial φ n) := by + induction n with + | zero => exact hφ + | succ n ih => + exact (ih.fderiv_right (by simp)).clm_apply contDiff_const + +lemma spatialPartial_compact {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] + (φ : E × ℝ → ℝ) (hφ : HasCompactSupport φ) (n : ℕ) : + HasCompactSupport (spatialPartial φ n) := by + induction n with + | zero => exact hφ + | succ n ih => + exact (ih.fderiv ℝ).comp_left (g := fun D : (E × ℝ) →L[ℝ] ℝ => D (0, 1)) (by simp) + +lemma spatialPartial_eq_iteratedDeriv {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] + (φ : E × ℝ → ℝ) (hφ : ContDiff ℝ (⊤ : ℕ∞) φ) (n : ℕ) (q : E) (x : ℝ) : + spatialPartial φ n (q, x) = iteratedDeriv n (fun y => φ (q, y)) x := by + induction n generalizing x with + | zero => rfl + | succ n ih => + have hd : HasDerivAt (fun y => spatialPartial φ n (q, y)) + (fderiv ℝ (spatialPartial φ n) (q, x) (0, 1)) x := by + exact (((spatialPartial_smooth φ hφ n).differentiable (by simp)) (q, x)).hasFDerivAt.comp_hasDerivAt x + ((hasDerivAt_const x q).prodMk (hasDerivAt_id x)) + simpa only [spatialPartial, iteratedDeriv_succ, ← funext ih] using hd.deriv.symm + +lemma compact_smooth_bounded_lipschitz + {E F : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] + [NormedAddCommGroup F] [NormedSpace ℝ F] + (φ : E → F) (hφ : ContDiff ℝ (⊤ : ℕ∞) φ) (hφc : HasCompactSupport φ) : + ∃ C : ℝ≥0, (∀ p, ‖φ p‖ ≤ C) ∧ LipschitzWith C φ := by + obtain ⟨A, hA⟩ := hφ.continuous.bounded_above_of_compact_support hφc + obtain ⟨D, hD⟩ := (hφ.continuous_fderiv (by simp)).bounded_above_of_compact_support (hφc.fderiv ℝ) + let C := Real.toNNReal (max A D) + have hAC : A ≤ (C : ℝ) := (le_max_left _ _).trans (Real.le_coe_toNNReal _) + have hDC : D ≤ (C : ℝ) := (le_max_right _ _).trans (Real.le_coe_toNNReal _) + refine ⟨C, fun p => (hA p).trans hAC, ?_⟩ + apply lipschitzWith_of_nnnorm_fderiv_le (hφ.differentiable (by simp)) + intro p + exact_mod_cast (hD p).trans hDC + + + +theorem compact_state_smooth_brownian_field + {Ω E : Type*} [MeasurableSpace Ω] [NormedAddCommGroup E] [NormedSpace ℝ E] + [MeasurableSpace E] [BorelSpace E] [SecondCountableTopology E] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (Q V : ℝ → Ω → E) (L : ℝ≥0) + (hQm : Measurable (fun p : ℝ × Ω => Q p.1 p.2)) + (hQa : Adapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun t : ℝ≥0 => Q t)) + (hQl : ∀ ω, LipschitzWith L (fun t => Q t ω)) + (hVm : Measurable (fun p : ℝ × Ω => V p.1 p.2)) + (hVb : ∀ t ω, ‖V t ω‖ ≤ L) + (hQd : ∀ t ω, 0 ≤ t → HasDerivWithinAt (fun s => Q s ω) (V t ω) (Ici 0) t) + (φ : E × ℝ → ℝ) (hφ : ContDiff ℝ (⊤ : ℕ∞) φ) (hφc : HasCompactSupport φ) : + ∃ K : ℝ≥0, SmoothTimeBrownianField B hm K + (fun t ω x => φ (Q t ω, x)) + (fun t ω x => fderiv ℝ φ (Q t ω, x) (V t ω, 0)) := by + + classical + have hr (j : ℕ) := compact_smooth_bounded_lipschitz (spatialPartial φ j) + (spatialPartial_smooth φ hφ j) (spatialPartial_compact φ hφc j) + choose C hCb hCl using hr + let C₀ : ℝ≥0 := ∑ j ∈ Finset.range 4, C j + have hC (j : ℕ) (hj : j ≤ 3) : C j ≤ C₀ := + Finset.single_le_sum (fun i _ => (zero_le : (0 : ℝ≥0) ≤ C i)) (Finset.mem_range.mpr (by omega)) + have hCb' (j : ℕ) (hj : j ≤ 3) (p : E × ℝ) : |spatialPartial φ j p| ≤ C₀ := by + have hh := (hCb j p).trans (show (C j : ℝ) ≤ C₀ by exact_mod_cast hC j hj) + simpa only [Real.norm_eq_abs] using hh + have hC2 : LipschitzWith C₀ (spatialPartial φ 2) := (hCl 2).weaken (hC 2 (by decide)) + obtain ⟨D, hDb, hDl⟩ := compact_smooth_bounded_lipschitz (fderiv ℝ φ) + (hφ.fderiv_right (by simp)) (hφc.fderiv ℝ) + let K : ℝ≥0 := (C₀ + D) * (L + 1) + have hKC : (C₀ : ℝ) ≤ (K : ℝ) := by + change (C₀ : ℝ) ≤ ((C₀ : ℝ) + D) * ((L : ℝ) + 1) + nlinarith [C₀.coe_nonneg, D.coe_nonneg, L.coe_nonneg] + have hKDL : (D : ℝ) * L ≤ (K : ℝ) := by + change (D : ℝ) * L ≤ ((C₀ : ℝ) + D) * ((L : ℝ) + 1) + nlinarith [C₀.coe_nonneg, D.coe_nonneg, L.coe_nonneg] + have hKCL : (C₀ : ℝ) * ((L : ℝ) + 1) ≤ (K : ℝ) := by + change (C₀ : ℝ) * ((L : ℝ) + 1) ≤ ((C₀ : ℝ) + D) * ((L : ℝ) + 1) + nlinarith [C₀.coe_nonneg, D.coe_nonneg, L.coe_nonneg] + have hQn : Measurable (fun p : ℝ≥0 × Ω => Q p.1 p.2) := + hQm.comp ((NNReal.continuous_coe.measurable.comp measurable_fst).prodMk measurable_snd) + have hVn : Measurable (fun p : ℝ≥0 × Ω => V p.1 p.2) := + hVm.comp ((NNReal.continuous_coe.measurable.comp measurable_fst).prodMk measurable_snd) + have happ : Continuous (fun p : (E × ℝ) × (E × ℝ) => fderiv ℝ φ p.1 p.2) := + ((hφ.continuous_fderiv (by simp)).comp continuous_fst).clm_apply continuous_snd + have hameas : Measurable (fun p : (ℝ≥0 × Ω) × ℝ => fderiv ℝ φ (Q p.1.1 p.1.2, p.2) (V p.1.1 p.1.2, 0)) := + happ.measurable.comp (((hQn.comp measurable_fst).prodMk measurable_snd).prodMk + ((hVn.comp measurable_fst).prodMk measurable_const)) + have habound (t : ℝ≥0) (ω : Ω) (x : ℝ) : + |fderiv ℝ φ (Q t ω, x) (V t ω, 0)| ≤ K := by + calc + _ = ‖fderiv ℝ φ (Q t ω, x) (V t ω, 0)‖ := (Real.norm_eq_abs _).symm + _ ≤ ‖fderiv ℝ φ (Q t ω, x)‖ * ‖(V t ω, (0 : ℝ))‖ := ContinuousLinearMap.le_opNorm _ _ + _ = ‖fderiv ℝ φ (Q t ω, x)‖ * ‖V t ω‖ := by simp + _ ≤ (D : ℝ) * L := mul_le_mul (hDb _) (hVb t ω) (norm_nonneg _) D.coe_nonneg + _ ≤ K := hKDL + have haLip (t : ℝ≥0) (ω : Ω) (x y : ℝ) : + |fderiv ℝ φ (Q t ω, x) (V t ω, 0) - fderiv ℝ φ (Q t ω, y) (V t ω, 0)| ≤ + (K : ℝ) * |x - y| := by + have hd : ‖fderiv ℝ φ (Q t ω, x) - fderiv ℝ φ (Q t ω, y)‖ ≤ (D : ℝ) * |x - y| := by + simpa [dist_eq_norm, Prod.norm_def, Real.norm_eq_abs] using hDl.dist_le_mul (Q t ω, x) (Q t ω, y) + calc + _ = ‖(fderiv ℝ φ (Q t ω, x) - fderiv ℝ φ (Q t ω, y)) (V t ω, 0)‖ := by + rw [sub_apply, Real.norm_eq_abs] + _ ≤ ‖fderiv ℝ φ (Q t ω, x) - fderiv ℝ φ (Q t ω, y)‖ * ‖(V t ω, (0 : ℝ))‖ := ContinuousLinearMap.le_opNorm _ _ + _ = ‖fderiv ℝ φ (Q t ω, x) - fderiv ℝ φ (Q t ω, y)‖ * ‖V t ω‖ := by simp + _ ≤ ((D : ℝ) * |x - y|) * L := mul_le_mul hd (hVb t ω) (norm_nonneg _) (by positivity) + _ = ((D : ℝ) * L) * |x - y| := by ring + _ ≤ (K : ℝ) * |x - y| := mul_le_mul_of_nonneg_right hKDL (abs_nonneg _) + refine ⟨K, ⟨?_, ?_, ?_, hameas, ?_, habound, haLip, ?_, ?_⟩⟩ + · intro t ω + have hc : ContDiff ℝ (⊤ : ℕ∞) (fun x : ℝ => φ (Q t ω, x)) := + hφ.comp (contDiff_const.prodMk contDiff_id) + exact hc.of_le (WithTop.coe_le_coe.mpr (show (3 : ℕ∞) ≤ ⊤ from le_top)) + · intro t j hj + simp_rw [← spatialPartial_eq_iteratedDeriv φ hφ] + exact (spatialPartial_smooth φ hφ j).continuous.measurable.comp + (((hQa t).comp measurable_fst).prodMk measurable_snd) + · intro j hj + simp_rw [← spatialPartial_eq_iteratedDeriv φ hφ] + exact (spatialPartial_smooth φ hφ j).continuous.measurable.comp + ((hQn.comp measurable_fst).prodMk measurable_snd) + · intro t ω x j hj + rw [← spatialPartial_eq_iteratedDeriv φ hφ] + exact (hCb' j hj _).trans hKC + · intro s t ω x y + rw [← spatialPartial_eq_iteratedDeriv φ hφ, ← spatialPartial_eq_iteratedDeriv φ hφ] + have hQdist := (hQl ω).dist_le_mul (t : ℝ) (s : ℝ) + rw [Real.dist_eq] at hQdist + calc + _ = dist (spatialPartial φ 2 (Q t ω, x)) (spatialPartial φ 2 (Q s ω, y)) := (Real.dist_eq _ _).symm + _ ≤ (C₀ : ℝ) * dist (Q t ω, x) (Q s ω, y) := hC2.dist_le_mul _ _ + _ ≤ (C₀ : ℝ) * (dist (Q t ω) (Q s ω) + |x - y|) := by + apply mul_le_mul_of_nonneg_left _ C₀.coe_nonneg + rw [Prod.dist_eq, Real.dist_eq] + exact max_le (le_add_of_nonneg_right (abs_nonneg _)) (le_add_of_nonneg_left dist_nonneg) + _ ≤ (C₀ : ℝ) * ((L : ℝ) * |(t : ℝ) - s| + |x - y|) := + mul_le_mul_of_nonneg_left (show dist (Q (t : ℝ) ω) (Q (s : ℝ) ω) + |x - y| ≤ + (L : ℝ) * |(t : ℝ) - s| + |x - y| by linarith) C₀.coe_nonneg + _ ≤ ((C₀ : ℝ) * ((L : ℝ) + 1)) * (|(t : ℝ) - s| + |x - y|) := by + nlinarith [mul_nonneg C₀.coe_nonneg (abs_nonneg ((t : ℝ) - s)), + mul_nonneg (mul_nonneg C₀.coe_nonneg L.coe_nonneg) (abs_nonneg (x - y))] + _ ≤ (K : ℝ) * (|(t : ℝ) - s| + |x - y|) := + mul_le_mul_of_nonneg_right hKCL (by positivity) + · intro s t hst ω x + have hst' : (s : ℝ) ≤ (t : ℝ) := by exact_mod_cast hst + symm + apply intervalIntegral.integral_eq_sub_of_hasDerivAt_of_le (f := fun u : ℝ => φ (Q u ω, x)) + (f' := fun u : ℝ => fderiv ℝ φ (Q u.toNNReal ω, x) (V u.toNNReal ω, 0)) hst' + · exact (hφ.continuous.comp ((hQl ω).continuous.prodMk continuous_const)).continuousOn + · intro u hu + have hu0 : 0 < u := lt_of_le_of_lt s.coe_nonneg hu.1 + have hd := (hQd u ω hu0.le).hasDerivAt (Ici_mem_nhds hu0) + have hpair := hd.prodMk (hasDerivAt_const u x) + have hc := ((hφ.differentiable (by simp)) (Q u ω, x)).hasFDerivAt.comp_hasDerivAt u hpair + simpa only [Function.comp_def, Real.coe_toNNReal _ hu0.le] using hc + · rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hst'] + have hmA : Measurable (fun u : ℝ => fderiv ℝ φ (Q u.toNNReal ω, x) (V u.toNNReal ω, 0)) := + hameas.comp ((continuous_real_toNNReal.measurable.prodMk measurable_const).prodMk measurable_const) + apply Integrable.of_bound hmA.aestronglyMeasurable (K : ℝ) + exact Eventually.of_forall fun u => by simpa only [Real.norm_eq_abs] using habound u.toNNReal ω x + +noncomputable def dimension (κ : ℝ) : ℝ := 1 + κ / 8 +noncomputable def codimension (κ : ℝ) : ℝ := ((2 : ℕ) : ℝ) - dimension κ +noncomputable def greenExponent (κ : ℝ) : ℝ := 8 / κ - 1 + + + +noncomputable def greenLogNormSq (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : ℝ := + (q.1.re - Real.sqrt κ * x) ^ 2 + Real.exp (2 * q.1.im) +noncomputable def greenLogDensity (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : ℝ := + Real.exp (-codimension κ * Real.log 2 + codimension κ * q.2 + + (greenExponent κ - codimension κ) * q.1.im - + (greenExponent κ / 2) * Real.log (greenLogNormSq κ q x)) +noncomputable def physicalLogLoewnerField (u : ℝ) (q : ℂ × ℝ) : ℂ × ℝ := + let Z := ((q.1.re - u : ℝ) : ℂ) + (Real.exp q.1.im : ℂ) * Complex.I + let v := Z⁻¹ + (((2 * v.re : ℝ) : ℂ) + ((-2 * Complex.normSq v : ℝ) : ℂ) * Complex.I, + (-2 * v ^ 2).re) + +lemma greenLogNormSq_pos (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : + 0 < greenLogNormSq κ q x := + add_pos_of_nonneg_of_pos (sq_nonneg _) (Real.exp_pos _) + +lemma greenLogDensity_contDiff (κ : ℝ) : + ContDiff ℝ (⊤ : ℕ∞) (fun p : (ℂ × ℝ) × ℝ => greenLogDensity κ p.1 p.2) := by + have hre : ContDiff ℝ (⊤ : ℕ∞) (fun p : (ℂ × ℝ) × ℝ => p.1.1.re) := + Complex.reCLM.contDiff.comp contDiff_fst.fst + have him : ContDiff ℝ (⊤ : ℕ∞) (fun p : (ℂ × ℝ) × ℝ => p.1.1.im) := + Complex.imCLM.contDiff.comp contDiff_fst.fst + have hN : ContDiff ℝ (⊤ : ℕ∞) (fun p : (ℂ × ℝ) × ℝ => greenLogNormSq κ p.1 p.2) := by + exact ((hre.sub (contDiff_const.mul contDiff_snd)).pow 2).add + ((contDiff_const.mul him).exp) + have hlog := hN.log (fun p => (greenLogNormSq_pos κ p.1 p.2).ne') + unfold greenLogDensity + apply ContDiff.exp + exact (((contDiff_const.add (contDiff_const.mul contDiff_fst.snd)).add + (contDiff_const.mul him)).sub (contDiff_const.mul hlog)) + +lemma greenLogDensity_spatial_derivative (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : + HasDerivAt (greenLogDensity κ q) + (greenLogDensity κ q x * (greenExponent κ * Real.sqrt κ * (q.1.re - Real.sqrt κ * x) / + greenLogNormSq κ q x)) x := by + have hX := (hasDerivAt_const x q.1.re).sub ((hasDerivAt_id x).const_mul (Real.sqrt κ)) + have hN : HasDerivAt (greenLogNormSq κ q) + (2 * (q.1.re - Real.sqrt κ * x) * (-Real.sqrt κ)) x := by + convert (hX.pow 2).add_const (Real.exp (2 * q.1.im)) using 1 <;> try rfl + simp + have hlog := hN.log (greenLogNormSq_pos κ q x).ne' + have hd := ((hasDerivAt_const x (-codimension κ * Real.log 2 + codimension κ * q.2 + + (greenExponent κ - codimension κ) * q.1.im)).sub + (hlog.const_mul (greenExponent κ / 2))).exp + convert hd using 1 <;> try rfl + dsimp only [greenLogDensity, Pi.sub_apply, Pi.mul_apply, Function.comp_def] + ring + +lemma greenLogDensity_spatial_second (κ : ℝ) (hκ : 0 ≤ κ) (q : ℂ × ℝ) (x : ℝ) : + iteratedDeriv 2 (greenLogDensity κ q) x = + greenLogDensity κ q x * κ * greenExponent κ * + ((greenExponent κ + 1) * (q.1.re - Real.sqrt κ * x) ^ 2 - Real.exp (2 * q.1.im)) / + (greenLogNormSq κ q x) ^ 2 := by + have hd : deriv (greenLogDensity κ q) = fun x => + greenLogDensity κ q x * (greenExponent κ * Real.sqrt κ * (q.1.re - Real.sqrt κ * x) / + greenLogNormSq κ q x) := funext fun x => (greenLogDensity_spatial_derivative κ q x).deriv + have hX := (hasDerivAt_const x q.1.re).sub ((hasDerivAt_id x).const_mul (Real.sqrt κ)) + have hN : HasDerivAt (greenLogNormSq κ q) + (2 * (q.1.re - Real.sqrt κ * x) * (-Real.sqrt κ)) x := by + convert (hX.pow 2).add_const (Real.exp (2 * q.1.im)) using 1 <;> try rfl + simp + have hcoef := (hX.const_mul (greenExponent κ * Real.sqrt κ)).div hN + (greenLogNormSq_pos κ q x).ne' + have hsecond := (greenLogDensity_spatial_derivative κ q x).mul hcoef + rw [show (2 : ℕ) = 1 + 1 from rfl, iteratedDeriv_succ, iteratedDeriv_one, hd] + dsimp only [Pi.mul_apply, Pi.sub_apply, Pi.div_apply, id_eq] at hsecond + change HasDerivAt (fun y => greenLogDensity κ q y * + (greenExponent κ * Real.sqrt κ * (q.1.re - Real.sqrt κ * y) / greenLogNormSq κ q y)) _ x at hsecond + rw [hsecond.deriv] + have hn := (greenLogNormSq_pos κ q x).ne' + dsimp only [greenLogNormSq] + generalize greenLogDensity κ q x = f + generalize greenExponent κ = a + generalize q.1.re - Real.sqrt κ * x = X + generalize Real.exp (2 * q.1.im) = Y + have hs := Real.sq_sqrt hκ + generalize Real.sqrt κ = r at * + rw [← hs] + field_simp + ring + +lemma greenLogDensity_directional (κ : ℝ) (q v : ℂ × ℝ) (x : ℝ) : + (fderiv ℝ (fun r : ℂ × ℝ => greenLogDensity κ r x) q) v = + greenLogDensity κ q x * (codimension κ * v.2 + + (greenExponent κ - codimension κ) * v.1.im - (greenExponent κ / 2) * + ((2 * (q.1.re - Real.sqrt κ * x) * v.1.re + + 2 * Real.exp (2 * q.1.im) * v.1.im) / greenLogNormSq κ q x)) := by + have hzre : HasDerivAt (fun t : ℝ => (q + t • v).1.re) v.1.re 0 := by + simpa only [Prod.fst_add, Prod.smul_fst, Complex.add_re, Complex.smul_re, smul_eq_mul, + id_eq, one_mul] using ((hasDerivAt_id (0 : ℝ)).mul_const v.1.re).const_add q.1.re + have hzim : HasDerivAt (fun t : ℝ => (q + t • v).1.im) v.1.im 0 := by + simpa only [Prod.fst_add, Prod.smul_fst, Complex.add_im, Complex.smul_im, smul_eq_mul, + id_eq, one_mul] using ((hasDerivAt_id (0 : ℝ)).mul_const v.1.im).const_add q.1.im + have hj : HasDerivAt (fun t : ℝ => (q + t • v).2) v.2 0 := by + simpa only [Prod.snd_add, Prod.smul_snd, smul_eq_mul, id_eq, one_mul] + using ((hasDerivAt_id (0 : ℝ)).mul_const v.2).const_add q.2 + have hN : HasDerivAt (fun t : ℝ => greenLogNormSq κ (q + t • v) x) + (2 * (q.1.re - Real.sqrt κ * x) * v.1.re + + 2 * Real.exp (2 * q.1.im) * v.1.im) 0 := by + convert ((hzre.sub_const (Real.sqrt κ * x)).pow 2).add ((hzim.const_mul 2).exp) using 1 <;> try rfl + simp only [zero_smul, add_zero, Nat.cast_ofNat] + ring + have hlog := hN.log (by simpa only [zero_smul, add_zero] using (greenLogNormSq_pos κ q x).ne') + have hcalc := (((hj.const_mul (codimension κ)).const_add (-codimension κ * Real.log 2)).add + (hzim.const_mul (greenExponent κ - codimension κ))).sub + (hlog.const_mul (greenExponent κ / 2)) + have hline : HasDerivAt (fun t : ℝ => greenLogDensity κ (q + t • v) x) + (greenLogDensity κ q x * (codimension κ * v.2 + + (greenExponent κ - codimension κ) * v.1.im - (greenExponent κ / 2) * + ((2 * (q.1.re - Real.sqrt κ * x) * v.1.re + + 2 * Real.exp (2 * q.1.im) * v.1.im) / greenLogNormSq κ q x))) 0 := by + convert hcalc.exp using 1 <;> try rfl + simp only [Pi.sub_apply, Pi.add_apply, zero_smul, add_zero] + simp only [greenLogDensity] + have hcd : ContDiff ℝ (⊤ : ℕ∞) (fun r : ℂ × ℝ => greenLogDensity κ r x) := + (greenLogDensity_contDiff κ).comp (contDiff_id.prodMk contDiff_const) + have haff : HasDerivAt (fun t : ℝ => q + t • v) v 0 := by + simpa only [id_eq, one_smul] using ((hasDerivAt_id (0 : ℝ)).smul_const v).const_add q + have hfd : HasFDerivAt (fun r : ℂ × ℝ => greenLogDensity κ r x) + (fderiv ℝ (fun r : ℂ × ℝ => greenLogDensity κ r x) q) (q + (0 : ℝ) • v) := by + simpa using ((hcd.differentiable (by simp)) q).hasFDerivAt + have hchain := hfd.comp_hasDerivAt 0 haff + simpa only [Function.comp_def] using hchain.unique hline + +lemma physicalLogLoewnerField_components (κ : ℝ) (q : ℂ × ℝ) (x : ℝ) : + (physicalLogLoewnerField (Real.sqrt κ * x) q).1.re = + 2 * (q.1.re - Real.sqrt κ * x) / greenLogNormSq κ q x ∧ + (physicalLogLoewnerField (Real.sqrt κ * x) q).1.im = + -2 / greenLogNormSq κ q x ∧ + (physicalLogLoewnerField (Real.sqrt κ * x) q).2 = + -2 * ((q.1.re - Real.sqrt κ * x) ^ 2 - Real.exp (2 * q.1.im)) / + (greenLogNormSq κ q x) ^ 2 := by + let Z : ℂ := ((q.1.re - Real.sqrt κ * x : ℝ) : ℂ) + (Real.exp q.1.im : ℂ) * Complex.I + have hre : Z.re = q.1.re - Real.sqrt κ * x := by simp [Z] + have him : Z.im = Real.exp q.1.im := by + simp only [Z, Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_one, mul_zero, zero_add, add_zero] + have he : Real.exp q.1.im * Real.exp q.1.im = Real.exp (2 * q.1.im) := by + rw [← Real.exp_add]; congr 1; ring + have hn : Complex.normSq Z = greenLogNormSq κ q x := by + rw [Complex.normSq_apply, hre, him, he] + simp only [greenLogNormSq, pow_two] + change (((2 * Z⁻¹.re : ℝ) : ℂ) + ((-2 * Complex.normSq Z⁻¹ : ℝ) : ℂ) * Complex.I).re = _ ∧ + (((2 * Z⁻¹.re : ℝ) : ℂ) + ((-2 * Complex.normSq Z⁻¹ : ℝ) : ℂ) * Complex.I).im = _ ∧ + (-2 * Z⁻¹ ^ 2).re = _ + constructor + · simp [Complex.inv_re, hre, hn, mul_div_assoc] + constructor + · simp only [Complex.add_im, Complex.ofReal_im, Complex.mul_im, Complex.ofReal_re, + Complex.I_re, Complex.I_im, mul_one, mul_zero, zero_add, add_zero, + Complex.normSq_inv, hn, div_eq_mul_inv] + · simp only [pow_two, Complex.mul_re, Complex.mul_im, Complex.neg_re, Complex.neg_im, + Complex.re_ofNat, Complex.im_ofNat, neg_zero, zero_mul, sub_zero, + Complex.inv_re, Complex.inv_im, hre, him, hn] + have he2 : Real.exp q.1.im ^ 2 = Real.exp (2 * q.1.im) := by simpa only [pow_two] using he + rw [← he2] + field_simp + + +theorem green_physical_generator_zero (κ : ℝ) (hκ : 0 < κ) (_hκ8 : κ < 8) + (q : ℂ × ℝ) (x : ℝ) : + (fderiv ℝ (fun r : ℂ × ℝ => greenLogDensity κ r x) q) + (physicalLogLoewnerField (Real.sqrt κ * x) q) + + (1 / 2 : ℝ) * iteratedDeriv 2 (greenLogDensity κ q) x = 0 := by + rw [greenLogDensity_directional, greenLogDensity_spatial_second κ hκ.le] + obtain ⟨hr, hi, hj⟩ := physicalLogLoewnerField_components κ q x + rw [hr, hi, hj] + have ha : κ * (greenExponent κ + 1) = 8 := by + simp only [greenExponent, sub_add_cancel] + field_simp + have hp : κ * greenExponent κ = 8 * codimension κ := by + dsimp only [greenExponent, codimension, dimension] + field_simp + ring + have hc1 : -4 * greenExponent κ + κ * greenExponent κ * (greenExponent κ + 1) / 2 = 0 := by + linear_combination (greenExponent κ / 2) * ha + have hc2 : 4 * codimension κ - κ * greenExponent κ / 2 = 0 := by + linarith + calc + _ = greenLogDensity κ q x * + ((-4 * greenExponent κ + κ * greenExponent κ * (greenExponent κ + 1) / 2) * + (q.1.re - Real.sqrt κ * x) ^ 2 + + (4 * codimension κ - κ * greenExponent κ / 2) * Real.exp (2 * q.1.im)) / + (greenLogNormSq κ q x) ^ 2 := by + have hn := (greenLogNormSq_pos κ q x).ne' + field_simp + dsimp only [greenLogNormSq] + ring + _ = 0 := by rw [hc1, hc2]; ring + +lemma greenLogDensity_pair_directional (κ : ℝ) (q v : ℂ × ℝ) (x : ℝ) : + fderiv ℝ (fun p : (ℂ × ℝ) × ℝ => greenLogDensity κ p.1 p.2) (q, x) (v, 0) = + fderiv ℝ (fun r : ℂ × ℝ => greenLogDensity κ r x) q v := by + have hd := ((greenLogDensity_contDiff κ).differentiable (by simp)) (q, x) + have hp := (hasFDerivAt_id (𝕜 := ℝ) q).prodMk (hasFDerivAt_const (𝕜 := ℝ) (E := ℂ × ℝ) x q) + have hc := (hd.hasFDerivAt.comp q hp).fderiv + have he := congrArg (fun D : (ℂ × ℝ) →L[ℝ] ℝ => D v) hc + simpa only [Function.comp_def, ContinuousLinearMap.comp_apply, ContinuousLinearMap.prod_apply, + ContinuousLinearMap.id_apply, id_eq, zero_apply] using he.symm + + + +lemma exists_compact_green_field (κ R : ℝ) (hR : 0 ≤ R) : + ∃ φ : (ℂ × ℝ) × ℝ → ℝ, + ContDiff ℝ (⊤ : ℕ∞) φ ∧ HasCompactSupport φ ∧ + (∀ q x, ‖(q, x)‖ ≤ R → φ (q, x) = greenLogDensity κ q x) ∧ + (∀ q x, ‖(q, x)‖ ≤ R → + fderiv ℝ φ (q, x) = fderiv ℝ (fun p : (ℂ × ℝ) × ℝ => greenLogDensity κ p.1 p.2) (q, x)) ∧ + (∀ q x, ‖(q, x)‖ ≤ R → iteratedDeriv 2 (fun y => φ (q, y)) x = + iteratedDeriv 2 (greenLogDensity κ q) x) := by + let b : ContDiffBump (0 : (ℂ × ℝ) × ℝ) := ⟨R + 1, R + 2, by linarith, by linarith⟩ + let φ (p : (ℂ × ℝ) × ℝ) : ℝ := b p * greenLogDensity κ p.1 p.2 + have hnear (p : (ℂ × ℝ) × ℝ) (hp : ‖p‖ ≤ R) : + φ =ᶠ[𝓝 p] (fun r : (ℂ × ℝ) × ℝ => greenLogDensity κ r.1 r.2) := by + have hball : p ∈ Metric.ball (0 : (ℂ × ℝ) × ℝ) b.rIn := by + simp only [Metric.mem_ball, dist_zero_right] + change ‖p‖ < R + 1 + linarith + filter_upwards [b.eventuallyEq_one_of_mem_ball hball] with r hr + simp only [φ, hr, Pi.one_apply, one_mul] + refine ⟨φ, b.contDiff.mul (greenLogDensity_contDiff κ), b.hasCompactSupport.mul_right, + (fun q x h => (hnear (q, x) h).eq_of_nhds), ?_, ?_⟩ + · intro q x h + exact (hnear (q, x) h).fderiv_eq + · intro q x h + have he := (hnear (q, x) h).comp_tendsto + ((continuous_const.prodMk continuous_id).tendsto x) + exact he.iteratedDeriv_eq 2 + +lemma clippedLogLoewnerField_eq_physical (lo hi : ℝ) (hle : lo ≤ hi) (u : ℝ) + (q : ℂ × ℝ) (hq : q.1.im ∈ Icc lo hi) : + clippedLogLoewnerField lo hi hle u q = physicalLogLoewnerField u q := by + simp only [clippedLogLoewnerField, clippedCenter, clippedHeight, projIcc_of_mem hle hq, + physicalLogLoewnerField] + +end SLEExactGauge +end + + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/DiskHalfPlane.lean b/lean/OAI/Probability/SLE/DiskHalfPlane.lean index 16d0c64ecb6ebd6c49876c6b50119de6596fb487..78a74d0778b2ed2938c2254a3781acc799b40259 100644 --- a/lean/OAI/Probability/SLE/DiskHalfPlane.lean +++ b/lean/OAI/Probability/SLE/DiskHalfPlane.lean @@ -1,813 +1,813 @@ -import Mathlib -import OAI.Probability.SLE.BrownianStrongMarkov - -namespace OAI - -/-! Disk Half Plane for chordal SLE. -/ - -section -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - -noncomputable def diskToHalfPlane (w ζ : ℂ) : ℂ := (w - star w * ζ) / (1 - ζ) - -lemma disk_denominator_ne {ζ : ℂ} (hζ : ζ ∈ ball (0 : ℂ) 1) : 1 - ζ ≠ 0 := by - intro he - have hh := mem_ball_zero_iff.mp hζ - rw [← sub_eq_zero.mp he] at hh - simp at hh - -lemma diskToHalfPlane_im (w ζ : ℂ) : - (diskToHalfPlane w ζ).im = w.im * (1 - Complex.normSq ζ) / Complex.normSq (1 - ζ) := by - simp only [diskToHalfPlane, Complex.div_im, Complex.sub_im, Complex.sub_re, Complex.mul_im, - Complex.mul_re, Complex.star_def, Complex.conj_re, Complex.conj_im, Complex.one_im, - Complex.one_re, Complex.normSq_apply] - ring - -lemma diskToHalfPlane_maps {w : ℂ} (hw : 0 < w.im) : - MapsTo (diskToHalfPlane w) (ball 0 1) upperHalfPlane := by - intro ζ hζ - have hn : ‖ζ‖ < 1 := mem_ball_zero_iff.mp hζ - have hn2 : Complex.normSq ζ < 1 := by rw [Complex.normSq_eq_norm_sq]; nlinarith [norm_nonneg ζ] - have hp : 0 < Complex.normSq (1 - ζ) := Complex.normSq_pos.mpr (disk_denominator_ne hζ) - change 0 < (diskToHalfPlane w ζ).im - rw [diskToHalfPlane_im] - exact div_pos (mul_pos hw (sub_pos.mpr hn2)) hp - -lemma diskToHalfPlane_differentiable (w : ℂ) : - DifferentiableOn ℂ (diskToHalfPlane w) (ball 0 1) := - ((differentiableOn_id.const_mul (star w)).const_sub w).div - (differentiableOn_id.const_sub 1) (fun _ hζ => disk_denominator_ne hζ) - -@[simp] lemma diskToHalfPlane_zero (w : ℂ) : diskToHalfPlane w 0 = w := by simp [diskToHalfPlane] - -lemma diskToHalfPlane_deriv_zero (w : ℂ) : - HasDerivAt (diskToHalfPlane w) (w - star w) 0 := by - have hh := ((hasDerivAt_const (0 : ℂ) w).sub ((hasDerivAt_id 0).const_mul (star w))).div - ((hasDerivAt_const (0 : ℂ) 1).sub (hasDerivAt_id 0)) (by norm_num : (1 : ℂ) - 0 ≠ 0) - convert hh using 1 <;> first | rfl | (dsimp; ring) - -lemma diskToHalfPlane_injOn {w : ℂ} (hw : 0 < w.im) : InjOn (diskToHalfPlane w) (ball 0 1) := by - intro ζ hζ ξ hξ he - have hc := (div_eq_div_iff (disk_denominator_ne hζ) (disk_denominator_ne hξ)).mp he - have hp : (w - star w) * (ζ - ξ) = 0 := by linear_combination hc - have hn : w - star w ≠ 0 := by - intro he - have him := congrArg Complex.im he - simp at him - linarith - exact sub_eq_zero.mp ((mul_eq_zero.mp hp).resolve_left hn) - -lemma norm_sub_conj_of_im_pos {w : ℂ} (hw : 0 < w.im) : ‖w - star w‖ = 2 * w.im := by - rw [Complex.star_def, Complex.sub_conj, norm_mul, Complex.norm_real, Real.norm_eq_abs, - abs_of_pos (mul_pos (by norm_num) hw), Complex.norm_I, mul_one] - -end SLEExactGauge -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -lemma IsCapacityTwoWitness.radius_le_omitted_distance - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (_hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ t) - (a : ℂ) (ha : a ∉ survivingDomain γ t) : - fullRadius G t z ≤ (128 * Real.pi) * dist z a := by - have hγ := h.1 - rcases h with ⟨_, hγ0, hγim, hG, hF, hGmap, hFmap, hinv, hinv', h0, hode, hnorm, htip⟩ - have hy : 0 < (G t z).im := hGmap t hz - have hg := ((hG t).differentiableAt ((isOpen_survivingDomain hγ t).mem_nhds hz)).hasDerivAt - have hf := ((hF t).differentiableAt (isOpen_upperHalfPlane.mem_nhds (hGmap t hz))).hasDerivAt - have hident : (fun v => F t (G t v)) =ᶠ[𝓝 z] (fun v => v) := by - filter_upwards [(isOpen_survivingDomain hγ t).mem_nhds hz] with v hv - exact hinv t v hv - have hprod : deriv (F t) (G t z) * deriv (G t) z = 1 := - ((hf.comp z hg).congr_of_eventuallyEq hident.symm).unique (hasDerivAt_id z) - have hnormprod : ‖deriv (F t) (G t z)‖ * ‖deriv (G t) z‖ = 1 := by - simpa only [norm_mul, norm_one] using congrArg norm hprod - have hgpos : 0 < ‖deriv (G t) z‖ := by - by_contra hn - have he : ‖deriv (G t) z‖ = 0 := le_antisymm (le_of_not_gt hn) (norm_nonneg _) - rw [he, mul_zero] at hnormprod - norm_num at hnormprod - let f : ℂ → ℂ := F t ∘ diskToHalfPlane (G t z) - have hfd : DifferentiableOn ℂ f (ball 0 1) := - (hF t).comp (diskToHalfPlane_differentiable _) (diskToHalfPlane_maps hy) - have hfi : InjOn f (ball 0 1) := by - intro v hv w hw he - apply diskToHalfPlane_injOn hy hv hw - have he' := congrArg (G t) he - change G t (F t (diskToHalfPlane (G t z) v)) = G t (F t (diskToHalfPlane (G t z) w)) at he' - rwa [hinv' t _ (diskToHalfPlane_maps hy hv), hinv' t _ (diskToHalfPlane_maps hy hw)] at he' - have hfimage : f '' ball 0 1 ⊆ survivingDomain γ t := by - rintro _ ⟨v, hv, rfl⟩ - exact hFmap t (diskToHalfPlane_maps hy hv) - have hfv0 : f 0 = z := by simp only [f, Function.comp_apply, diskToHalfPlane_zero, hinv t z hz] - have hfq : HasDerivAt (F t) (deriv (F t) (G t z)) (diskToHalfPlane (G t z) 0) := by simpa using hf - have hfder : deriv f 0 = deriv (F t) (G t z) * (G t z - star (G t z)) := - (hfq.comp 0 (diskToHalfPlane_deriv_zero _)).deriv - have hfrad : ‖deriv f 0‖ = fullRadius G t z := by - rw [hfder, norm_mul, norm_sub_conj_of_im_pos hy, fullRadius] - apply (eq_div_iff hgpos.ne').mpr - nlinarith [hnormprod] - have hh := univalent_omitted_value_bound hfd hfi a (fun ha' => ha (hfimage ha')) - rwa [hfrad, hfv0, ← dist_eq_norm] at hh - -lemma IsCapacityTwoWitness.radius_le_past_distance - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ t) - (s : ℝ≥0) (hs : s ≤ t) : - fullRadius G t z ≤ (128 * Real.pi) * dist z (γ s) := - h.radius_le_omitted_distance hU t z hz (γ s) - (fun hw => hw.1.2 ⟨s, ⟨zero_le, hs⟩, rfl⟩) - -end SLEExactGauge -end - - -section - -open Set Filter Metric Complex -open scoped Topology NNReal -namespace SLEExactGauge - - - -lemma IsCapacityTwoWitness.radius_approach_of_trace_approach - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (r : ℝ) (hr : 0 < r) (hy : r ≤ z.im) - (T : ℝ≥0) (hT : dist (γ T) z < r) : - ∃ s : ℝ≥0, s ≤ T ∧ z ∈ survivingDomain γ s ∧ fullRadius G s z < (128 * Real.pi) * r := by - let ρ : ℝ := (r + dist (γ T) z) / 2 - have hρ : 0 < ρ := by dsimp [ρ]; linarith [(dist_nonneg : 0 ≤ dist (γ T) z)] - have hρr : ρ < r := by dsimp [ρ]; linarith - have hTρ : dist (γ T) z < ρ := by dsimp [ρ]; linarith - have hγ : Continuous γ := h.1 - let S : Set ℝ≥0 := Icc 0 T ∩ {s | dist (γ s) z ≤ ρ} - have hSc : IsCompact S := isCompact_Icc.inter_right (isClosed_le (hγ.dist continuous_const) continuous_const) - have hSn : S.Nonempty := ⟨T, ⟨⟨zero_le, le_rfl⟩, hTρ.le⟩⟩ - obtain ⟨τ, hτ, hmin⟩ := hSc.exists_isMinOn hSn continuous_id.continuousOn - have hτ0 : 0 < τ := by - by_contra hn - have he : τ = 0 := le_antisymm (le_of_not_gt hn) zero_le - have hh := hτ.2 - change dist (γ τ) z ≤ ρ at hh - rw [he, h.2.1, dist_zero_left] at hh - have hz := Complex.im_le_norm z - linarith - have hprior (s : ℝ≥0) (hs : s < τ) : ρ < dist (γ s) z := by - by_contra hn - have hmem : s ∈ S := ⟨⟨zero_le, hs.le.trans hτ.1.2⟩, le_of_not_gt hn⟩ - exact not_le_of_gt hs (hmin hmem) - have hτcl : τ ∈ closure (Ioo (0 : ℝ≥0) τ) := by - rw [closure_Ioo (ne_of_lt hτ0)] - exact ⟨hτ0.le, le_rfl⟩ - have hO : IsOpen {s : ℝ≥0 | dist (γ s) z < r} := isOpen_lt (hγ.dist continuous_const) continuous_const - have hτO : τ ∈ {s : ℝ≥0 | dist (γ s) z < r} := lt_of_le_of_lt hτ.2 hρr - obtain ⟨s, hsnear, hs⟩ := mem_closure_iff.mp hτcl _ hO hτO - have hsT : s ≤ T := hs.2.le.trans hτ.1.2 - have hfree : ball z ρ ⊆ upperHalfPlane \ (γ '' Icc 0 s) := by - intro w hw - refine ⟨ball_subset_upperHalfPlane (hρr.le.trans hy) hw, ?_⟩ - rintro ⟨u, hu, rfl⟩ - exact not_lt_of_ge (hprior u (hu.2.trans_lt hs.2)).le (mem_ball.mp hw) - have hsz := h.surviving_of_free_ball_future_tip s T hsT z ρ hρ hfree (mem_ball.mpr hTρ) - refine ⟨s, hsT, hsz, ?_⟩ - have hh := h.radius_le_past_distance hU s z hsz s le_rfl - rw [dist_comm z (γ s)] at hh - exact hh.trans_lt (mul_lt_mul_of_pos_left hsnear (mul_pos (by norm_num) Real.pi_pos)) - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma logRadiusClock_logCoordinates - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (t : ℝ≥0) (hz : z ∈ survivingDomain γ t) : - logRadiusClock (Real.log z.im) (logLoewnerCoordinates G z t) = - Real.log ((2 * z.im) / fullRadius G t z) := by - have hy := h.imag_positive t z hz - have hj := h.derivative_norm_positive hU t z hz - have hR := h.fullRadius_positive hU t z hz - rw [logRadiusClock, logCoordinates_im, logCoordinates_snd, - Real.log_div (mul_ne_zero (by norm_num) hz.1.1.ne') hR.ne', - Real.log_mul (by norm_num) hz.1.1.ne', fullRadius, - Real.log_div (mul_ne_zero (by norm_num) hy.ne') hj.ne', - Real.log_mul (by norm_num) hy.ne'] - ring - -lemma fullRadius_eq_logClock - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (t : ℝ≥0) (hz : z ∈ survivingDomain γ t) : - fullRadius G t z = (2 * z.im) * - Real.exp (-logRadiusClock (Real.log z.im) (logLoewnerCoordinates G z t)) := by - rw [logRadiusClock_logCoordinates hU h z t hz, Real.exp_neg, - Real.exp_log (div_pos (mul_pos (by norm_num) hz.1.1) (h.fullRadius_positive hU t z hz))] - field_simp [(show 0 < z.im from hz.1.1).ne'] - -lemma fullRadius_level_iff_logClock - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (t : ℝ≥0) (hz : z ∈ survivingDomain γ t) (u : ℝ) : - fullRadius G t z = (2 * z.im) * Real.exp (-u) ↔ - logRadiusClock (Real.log z.im) (logLoewnerCoordinates G z t) = u := by - rw [fullRadius_eq_logClock hU h z t hz, - mul_right_inj' (mul_ne_zero (by norm_num) hz.1.1.ne'), Real.exp_eq_exp, neg_inj] - -lemma IsCapacityTwoWitness.radius_clock_strictMonoOn - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (T : ℝ≥0) (hz : z ∈ survivingDomain γ T) : - StrictMonoOn (fun t : ℝ => Real.log ((2 * z.im) / fullRadius G t.toNNReal z)) - (Icc 0 (T : ℝ)) := by - have hd := loewner_radius_clock_derivative hU h T z hz - apply strictMonoOn_of_hasDerivWithinAt_pos (convex_Icc _ _) - (fun t ht => (hd t ht).continuousWithinAt) - (fun t ht => (hd t (interior_subset ht)).mono interior_subset) - intro t ht - have hy := h.imag_positive t.toNNReal z (h.live_at_real_time T z hz t (interior_subset ht).2) - have hn := Complex.normSq_pos.mpr (h.centered_ne_zero t.toNNReal z - (h.live_at_real_time T z hz t (interior_subset ht).2)) - positivity - -lemma live_radius_unique - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (s t : ℝ≥0) (hs : z ∈ survivingDomain γ s) - (ht : z ∈ survivingDomain γ t) (he : fullRadius G s z = fullRadius G t z) : s = t := by - have hmax : z ∈ survivingDomain γ (max s t) := by - rcases le_total s t with hh | hh - · simpa only [max_eq_right hh] using ht - · simpa only [max_eq_left hh] using hs - have hi := h.radius_clock_strictMonoOn hU z (max s t) hmax - apply NNReal.coe_injective - apply hi.injOn - · exact ⟨s.coe_nonneg, by exact_mod_cast le_max_left s t⟩ - · exact ⟨t.coe_nonneg, by exact_mod_cast le_max_right s t⟩ - · simp only [Real.toNNReal_coe, he] - -lemma live_clock_le_time - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (s t : ℝ≥0) (hs : z ∈ survivingDomain γ s) - (_ht : z ∈ survivingDomain γ t) - (he : Real.log ((2 * z.im) / fullRadius G s z) ≤ - Real.log ((2 * z.im) / fullRadius G t z)) : s ≤ t := by - by_contra hn - have hts := not_le.mp hn - have hi := h.radius_clock_strictMonoOn hU z s hs - have hh := hi (show (t : ℝ) ∈ Icc 0 (s : ℝ) from ⟨t.coe_nonneg, by exact_mod_cast hts.le⟩) - (show (s : ℝ) ∈ Icc 0 (s : ℝ) from ⟨s.coe_nonneg, le_rfl⟩) (by exact_mod_cast hts) - simp only [Real.toNNReal_coe] at hh - exact (not_lt_of_ge he) hh - -lemma live_angleSq_lower_bound - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (T : ℝ≥0) (hz : z ∈ survivingDomain γ T) : - ∃ δ : ℝ, 0 < δ ∧ ∀ t : ℝ≥0, t ≤ T → - δ ≤ (Real.sin (Complex.arg (G t z - (U t : ℂ)))) ^ 2 := by - let A (t : ℝ) := (Real.sin (Complex.arg (G t.toNNReal z - (U t.toNNReal : ℂ)))) ^ 2 - have hn (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : - ‖G t.toNNReal z - (U t.toNNReal : ℂ)‖ ≠ 0 := - norm_ne_zero_iff.mpr (h.centered_ne_zero _ z (h.live_at_real_time T z hz t ht.2)) - have hc : ContinuousOn A (Icc 0 (T : ℝ)) := by - have hGc := h.time_continuousOn T z hz - have hUc := Complex.continuous_ofReal.comp (hU.comp continuous_real_toNNReal) - have hZc := hGc.sub hUc.continuousOn - simp only [A, Complex.sin_arg] - exact ((Complex.continuous_im.comp_continuousOn hZc).div hZc.norm hn).pow 2 - obtain ⟨t, ht, hmin⟩ := (isCompact_Icc : IsCompact (Icc 0 (T : ℝ))).exists_isMinOn - ⟨0, le_rfl, T.coe_nonneg⟩ hc - have hp : 0 < A t := by - have hy := h.imag_positive t.toNNReal z (h.live_at_real_time T z hz t ht.2) - dsimp only [A] - rw [Complex.sin_arg, Complex.sub_im, Complex.ofReal_im, sub_zero] - exact sq_pos_of_pos (div_pos hy (lt_of_le_of_ne (norm_nonneg _) (hn t ht).symm)) - refine ⟨A t, hp, fun s hs => ?_⟩ - have hh := hmin (show (s : ℝ) ∈ Icc 0 (T : ℝ) from ⟨s.coe_nonneg, by exact_mod_cast hs⟩) - change A t ≤ A (s : ℝ) at hh - simpa only [A, Real.toNNReal_coe] using hh - -lemma radiusLevelTime_eq_of_live_level - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (u : ℝ) (t : ℝ≥0) (ht : z ∈ survivingDomain γ t) - (hR : fullRadius G t z = (2 * z.im) * Real.exp (-u)) : - radiusLevelTime γ G z u = (t : ℝ≥0∞) := by - have he : {s : ℝ≥0∞ | s < ∞ ∧ z ∈ survivingDomain γ s.toNNReal ∧ - fullRadius G s.toNNReal z = (2 * z.im) * Real.exp (-u)} = {(t : ℝ≥0∞)} := by - ext s - constructor - · rintro ⟨hs, hsl, hsR⟩ - have hh : s.toNNReal = t := live_radius_unique hU h z s.toNNReal t hsl ht (hsR.trans hR.symm) - have hse : (s.toNNReal : ℝ≥0∞) = s := ENNReal.coe_toNNReal hs.ne - rw [Set.mem_singleton_iff, ← hse, hh] - · intro hs - rw [Set.mem_singleton_iff] at hs - subst s - simpa only [Set.mem_ofPred_eq, ENNReal.coe_lt_top, ENNReal.toNNReal_coe, true_and] using And.intro ht hR - rw [radiusLevelTime, he, sInf_singleton] - -lemma stoppedGreen_eq_of_live_level - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (κ : ℝ) (z : ℂ) (u : ℝ) (t : ℝ≥0) (ht : z ∈ survivingDomain γ t) - (hR : fullRadius G t z = (2 * z.im) * Real.exp (-u)) : - stoppedGreen κ U γ G z u = greenDensity κ U γ G t z := by - rw [stoppedGreen, radiusLevelTime_eq_of_live_level hU h z u t ht hR] - simp only [ENNReal.coe_lt_top, ↓reduceIte, ENNReal.toNNReal_coe] - -lemma stoppedGreen_eq_zero_of_no_level - (κ : ℝ) (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) (G : ℝ≥0 → ℂ → ℂ) - (z : ℂ) (u : ℝ) - (hn : ¬ ∃ t : ℝ≥0, z ∈ survivingDomain γ t ∧ - fullRadius G t z = (2 * z.im) * Real.exp (-u)) : - stoppedGreen κ U γ G z u = 0 := by - have he : {s : ℝ≥0∞ | s < ∞ ∧ z ∈ survivingDomain γ s.toNNReal ∧ - fullRadius G s.toNNReal z = (2 * z.im) * Real.exp (-u)} = ∅ := by - apply Set.eq_empty_iff_forall_notMem.mpr - rintro s ⟨_, hsl, hsR⟩ - exact hn ⟨s.toNNReal, hsl, hsR⟩ - simp only [stoppedGreen, radiusLevelTime, he, sInf_empty, lt_self_iff_false, ↓reduceIte] - -end SLEExactGauge -end - - -section - -open Set Filter -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma IsCapacityTwoWitness.fullRadius_initial - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (hz : z ∈ survivingDomain γ 0) : - fullRadius G 0 z = 2 * z.im := by - rw [fullRadius, h.initial_value z hz.1.1, - loewner_spatial_derivative hU h 0 z hz] - simp - - - -lemma radiusLevelTime_finite_of_live_radius_lt - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) - (ht : z ∈ survivingDomain γ t) - (hR : fullRadius G t z < (2 * z.im) * Real.exp (-u)) : - radiusLevelTime γ G z u < ∞ := by - let L : ℝ → ℝ := fun s => Real.log ((2 * z.im) / fullRadius G s.toNNReal z) - have hy : 0 < 2 * z.im := mul_pos (by norm_num) ht.1.1 - have hz0 : z ∈ survivingDomain γ 0 := survivingDomain_antitone γ zero_le ht - have hL0 : L 0 = 0 := by - simp only [L, Real.toNNReal_zero, h.fullRadius_initial hU z hz0, - div_self hy.ne', Real.log_one] - have hLt : u < L t := by - have he := fullRadius_eq_logClock hU h z t ht - rw [he] at hR - have hc := (mul_lt_mul_iff_right₀ hy).mp hR - rw [Real.exp_lt_exp] at hc - dsimp only [L] - rw [Real.toNNReal_coe, ← logRadiusClock_logCoordinates hU h z t ht] - linarith - have hLc : ContinuousOn L (Icc 0 (t : ℝ)) := - fun s hs => (loewner_radius_clock_derivative hU h t z ht s hs).continuousWithinAt - obtain ⟨s, hs, hsu⟩ := intermediate_value_Icc t.coe_nonneg hLc - (show u ∈ Icc (L 0) (L t) from ⟨by rwa [hL0], hLt.le⟩) - have hsl : z ∈ survivingDomain γ s.toNNReal := h.live_at_real_time t z ht s hs.2 - have hsr : fullRadius G s.toNNReal z = (2 * z.im) * Real.exp (-u) := by - apply (fullRadius_level_iff_logClock hU h z s.toNNReal hsl u).mpr - rw [logRadiusClock_logCoordinates hU h z s.toNNReal hsl] - exact hsu - rw [radiusLevelTime_eq_of_live_level hU h z u s.toNNReal hsl hsr] - exact ENNReal.coe_lt_top - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -structure FiniteIncreasingClock (Ω : Type*) where - S : ℝ → Ω → ℝ - T : Ω → ℝ≥0 - zero : ∀ ω, S 0 ω = 0 - continuous : ∀ ω, Continuous (fun t => S t ω) - strict : ∀ ω, StrictMonoOn (fun t => S t ω) (Icc 0 (T ω : ℝ)) - -namespace FiniteIncreasingClock -variable {Ω : Type*} (c : FiniteIncreasingClock Ω) - -lemma terminal_nonneg (ω : Ω) : 0 ≤ c.S (c.T ω) ω := by - rw [← c.zero ω] - exact (c.strict ω).monotoneOn ⟨le_rfl, (c.T ω).coe_nonneg⟩ - ⟨(c.T ω).coe_nonneg, le_rfl⟩ (c.T ω).coe_nonneg - -noncomputable def iso (ω : Ω) : Icc (0 : ℝ) (c.T ω : ℝ) ≃o Icc (0 : ℝ) (c.S (c.T ω) ω) := by - let f : Icc (0 : ℝ) (c.T ω : ℝ) → Icc (0 : ℝ) (c.S (c.T ω) ω) := fun t => - ⟨c.S t ω, by - constructor - · simpa only [c.zero ω] using - ((c.strict ω).monotoneOn ⟨le_rfl, (c.T ω).coe_nonneg⟩ t.property t.property.1) - · exact (c.strict ω).monotoneOn t.property ⟨(c.T ω).coe_nonneg, le_rfl⟩ t.property.2⟩ - apply StrictMono.orderIsoOfSurjective f - · intro s t hst - exact c.strict ω s.property t.property hst - · intro s - obtain ⟨t, ht, he⟩ := intermediate_value_Icc (c.T ω).coe_nonneg - (c.continuous ω).continuousOn (show (s : ℝ) ∈ Icc (c.S 0 ω) (c.S (c.T ω) ω) by - simpa only [c.zero ω] using s.property) - exact ⟨⟨t, ht⟩, Subtype.ext he⟩ - -lemma iso_apply (ω : Ω) (t : Icc (0 : ℝ) (c.T ω : ℝ)) : - (c.iso ω t : ℝ) = c.S t ω := rfl - -noncomputable def inverse (s : ℝ) (ω : Ω) : ℝ := - ((c.iso ω).symm ⟨min (max s 0) (c.S (c.T ω) ω), - ⟨le_min (le_max_right _ _) (c.terminal_nonneg ω), min_le_right _ _⟩⟩ : ℝ) - -lemma inverse_mem (s : ℝ) (ω : Ω) : c.inverse s ω ∈ Icc (0 : ℝ) (c.T ω : ℝ) := - ((c.iso ω).symm _).property - -lemma clock_inverse (s : ℝ) (ω : Ω) : - c.S (c.inverse s ω) ω = min (max s 0) (c.S (c.T ω) ω) := by - exact congrArg Subtype.val ((c.iso ω).apply_symm_apply _) - -lemma inverse_clock (ω : Ω) (t : ℝ) (ht : t ∈ Icc (0 : ℝ) (c.T ω : ℝ)) : - c.inverse (c.S t ω) ω = t := by - apply (c.strict ω).injOn (c.inverse_mem _ ω) ht - dsimp only - rw [c.clock_inverse] - have h0 : 0 ≤ c.S t ω := by - rw [← c.zero ω] - exact (c.strict ω).monotoneOn ⟨le_rfl, (c.T ω).coe_nonneg⟩ ht ht.1 - have hT := (c.strict ω).monotoneOn ht ⟨(c.T ω).coe_nonneg, le_rfl⟩ ht.2 - rw [max_eq_left h0, min_eq_left hT] - -lemma continuous_inverse (ω : Ω) : Continuous (fun s => c.inverse s ω) := by - apply continuous_subtype_val.comp - apply (c.iso ω).symm.continuous.comp - exact Continuous.subtype_mk ((continuous_id.max continuous_const).min continuous_const) _ - -lemma inverse_le_iff (s : ℝ) (ω : Ω) (t : ℝ) (ht : 0 ≤ t) : - c.inverse s ω ≤ t ↔ (c.T ω : ℝ) ≤ t ∨ - min (max s 0) (c.S (c.T ω) ω) ≤ c.S t ω := by - by_cases hT : (c.T ω : ℝ) ≤ t - · exact iff_of_true ((c.inverse_mem s ω).2.trans hT) (Or.inl hT) - · have htm : t ∈ Icc (0 : ℝ) (c.T ω : ℝ) := ⟨ht, (lt_of_not_ge hT).le⟩ - rw [or_iff_right hT, ← c.clock_inverse] - exact ((c.strict ω).le_iff_le (c.inverse_mem s ω) htm).symm - -lemma measurable_inverse [MeasurableSpace Ω] - (hS : Measurable (Function.uncurry c.S)) (hT : Measurable c.T) : - Measurable (Function.uncurry c.inverse) := by - apply measurable_of_Iic - intro t - by_cases ht : 0 ≤ t - · have hterminal : Measurable (fun ω => c.S (c.T ω) ω) := - hS.comp ((measurable_coe_nnreal_real.comp hT).prodMk measurable_id) - have he : (Function.uncurry c.inverse) ⁻¹' Iic t = - {p : ℝ × Ω | (c.T p.2 : ℝ) ≤ t} ∪ - {p : ℝ × Ω | min (max p.1 0) (c.S (c.T p.2) p.2) ≤ c.S t p.2} := by - ext p - exact c.inverse_le_iff p.1 p.2 t ht - rw [he] - exact (measurableSet_le ((measurable_coe_nnreal_real.comp hT).comp measurable_snd) measurable_const).union - (measurableSet_le ((measurable_fst.max measurable_const).min (hterminal.comp measurable_snd)) - (hS.comp (measurable_const.prodMk measurable_snd))) - · have he : (Function.uncurry c.inverse) ⁻¹' Iic t = ∅ := by - apply Set.eq_empty_iff_forall_notMem.mpr - intro p hp - exact ht ((c.inverse_mem p.1 p.2).1.trans hp) - rw [he] - exact MeasurableSet.empty - -end FiniteIncreasingClock -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma powerLogDensity_pos (κ p α : ℝ) (q : ℂ × ℝ) (x : ℝ) : - 0 < powerLogDensity κ p α q x := Real.exp_pos _ - -lemma powerLogDensity_le_radius - (κ p α η₀ u : ℝ) (hp : 0 ≤ p) (ha : 0 ≤ α) (q : ℂ × ℝ) (x : ℝ) - (hs : logRadiusClock η₀ q ≤ u) : - powerLogDensity κ p α q x ≤ Real.exp (p * (u - Real.log 2 - η₀)) := by - rw [powerLogDensity_radius_angle κ p α η₀ q x] - have ha' : (logAngleSq κ q x) ^ (α / 2) ≤ 1 := by - simpa only [Real.one_rpow] using Real.rpow_le_rpow (logAngleSq_pos κ q x).le - (logAngleSq_le_one κ q x) (div_nonneg ha (by norm_num)) - calc - _ ≤ Real.exp (p * (logRadiusClock η₀ q - Real.log 2 - η₀)) * 1 := - mul_le_mul_of_nonneg_left ha' (Real.exp_pos _).le - _ ≤ _ := by rw [mul_one]; apply Real.exp_le_exp.mpr; gcongr - -lemma powerLogGenerator_abs_bound - (κ p α lo : ℝ) (q : ℂ × ℝ) (x : ℝ) (hlo : lo ≤ q.1.im) : - |powerLogGenerator κ p α q x| ≤ - powerLogDensity κ p α q x * - (|(-4 * α + κ * α * (α + 1) / 2)| + |(4 * p - κ * α / 2)|) / - Real.exp (2 * lo) := by - let A := -4 * α + κ * α * (α + 1) / 2 - let D := 4 * p - κ * α / 2 - let X := q.1.re - Real.sqrt κ * x - let Y := Real.exp (2 * q.1.im) - let N := greenLogNormSq κ q x - let φ := powerLogDensity κ p α q x - have hN : 0 < N := greenLogNormSq_pos κ q x - have hY : 0 < Y := Real.exp_pos _ - have hφ : 0 ≤ φ := (powerLogDensity_pos κ p α q x).le - have hX : X ^ 2 ≤ N := le_add_of_nonneg_right hY.le - have hYN : Y ≤ N := le_add_of_nonneg_left (sq_nonneg _) - have hlow : Real.exp (2 * lo) ≤ N := - (Real.exp_le_exp.mpr (by linarith)).trans hYN - have hnum : |A * X ^ 2 + D * Y| ≤ (|A| + |D|) * N := by - calc - _ ≤ |A * X ^ 2| + |D * Y| := abs_add_le _ _ - _ = |A| * X ^ 2 + |D| * Y := by - rw [abs_mul, abs_mul, abs_of_nonneg (sq_nonneg X), abs_of_pos hY] - _ ≤ |A| * N + |D| * N := add_le_add - (mul_le_mul_of_nonneg_left hX (abs_nonneg A)) - (mul_le_mul_of_nonneg_left hYN (abs_nonneg D)) - _ = _ := by ring - change |φ * (A * X ^ 2 + D * Y) / N ^ 2| ≤ φ * (|A| + |D|) / _ - rw [abs_div, abs_mul, abs_of_nonneg hφ, abs_of_nonneg (sq_nonneg N)] - calc - _ ≤ φ * ((|A| + |D|) * N) / N ^ 2 := by gcongr - _ = φ * (|A| + |D|) / N := by field_simp - _ ≤ _ := div_le_div_of_nonneg_left (by positivity) (Real.exp_pos _) hlow - -lemma powerLogGenerator_le_radius_height - (κ p α η₀ u lo : ℝ) (hp : 0 ≤ p) (ha : 0 ≤ α) (q : ℂ × ℝ) (x : ℝ) - (hs : logRadiusClock η₀ q ≤ u) (hlo : lo ≤ q.1.im) : - |powerLogGenerator κ p α q x| ≤ - Real.exp (p * (u - Real.log 2 - η₀)) * - (|(-4 * α + κ * α * (α + 1) / 2)| + |(4 * p - κ * α / 2)|) / - Real.exp (2 * lo) := by - apply (powerLogGenerator_abs_bound κ p α lo q x hlo).trans - apply div_le_div_of_nonneg_right _ (Real.exp_pos _).le - exact mul_le_mul_of_nonneg_right (powerLogDensity_le_radius κ p α η₀ u hp ha q x hs) - (add_nonneg (abs_nonneg _) (abs_nonneg _)) - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -theorem exists_finite_angular_kernel - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) - (ε : ℝ) (hε : 0 < ε) (hε0 : ε ≤ logAngleSq κ (initialLogCoordinates z) 0) : - ∃ f : Ω → ℝ, - Integrable f P ∧ (∫ ω, f ω ∂P) = initialGreen κ z ∧ - (∀ ω, 0 ≤ f ω ∧ f ω ≤ Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) ∧ - ∀ (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), - IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) γ G F → - ∃ t : ℝ≥0, z ∈ survivingDomain γ t ∧ - Real.log ((2 * z.im) / fullRadius G t z) ≤ u ∧ - (Real.log ((2 * z.im) / fullRadius G t z) = u ∨ - (Real.sin (Complex.arg (G t z - ((Real.sqrt κ * B t ω : ℝ) : ℂ)))) ^ 2 = ε) ∧ - f ω = greenDensity κ (fun t => Real.sqrt κ * B t ω) γ G t z ∧ - ((Real.sin (Complex.arg (G t z - ((Real.sqrt κ * B t ω : ℝ) : ℂ)))) ^ 2 = ε → - f ω ≤ Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) * - ε ^ (greenExponent κ / 2)) := by - let η₀ := Real.log z.im - let lo := η₀ - u / (2 * ε) - 1 - let hi := η₀ + 1 - have hule : 0 ≤ u / (2 * ε) := by positivity - have hle : lo ≤ hi := by dsimp [lo, hi]; linarith - let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) - obtain ⟨c⟩ := exists_clippedLogSolution B hm hBm hBc κ lo hi hle (initialLogCoordinates z) - have hη : (initialLogCoordinates z).1.im = η₀ := by - simp only [initialLogCoordinates, Complex.add_im, Complex.ofReal_im, Complex.mul_im, - Complex.ofReal_re, Complex.I_im, Complex.I_re, mul_one, mul_zero, zero_add, add_zero] - rfl - let a := 4 * ε ^ 2 / Real.exp (2 * η₀) - have ha : 0 < a := by dsimp [a]; positivity - obtain ⟨N, hN⟩ := exists_nat_gt (u / a) - have hT : u < (4 * ε ^ 2 / Real.exp (2 * (initialLogCoordinates z).1.im)) * ((N : ℝ≥0) : ℝ) := by - rw [hη] - have hh := (div_lt_iff₀ ha).mp hN - simpa only [NNReal.coe_natCast, mul_comm (N : ℝ) a] using hh - obtain ⟨τ, hτ, ht, hin, hpre, hbound, hfi, hfm⟩ := c.finite_angular_law - hB hBm hBc hB0 hκ hκ8 rfl u ε hu hε hε0 - (by rw [hη]; dsimp [lo]; linarith) (by rw [hη]; dsimp [hi]; linarith) (N : ℝ≥0) hT - let f (ω : Ω) := greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) - refine ⟨f, hfi, hfm.trans (greenLogDensity_initial κ z hz), ?_, ?_⟩ - · intro ω - refine ⟨greenLogDensity_nonneg _ _ _, ?_⟩ - have hh := greenLogDensity_le_radius κ (initialLogCoordinates z).1.im u hκ hκ8 (c.Q (τ ω) ω) (B (τ ω) ω) - (hin ω (τ ω) le_rfl).1 - simpa only [hη] using hh - · intro ω γ G F hw - have hU : Continuous (fun t => Real.sqrt κ * B t ω) := (hBc ω).const_mul _ - have hQd (s : ℝ) (hs : s ∈ Icc 0 (τ ω : ℝ)) := (c.derivative ω s hs.1).mono - (show Icc (0 : ℝ) (τ ω : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) - have hQb (s : ℝ) (hs : s ∈ Icc 0 (τ ω : ℝ)) : (c.Q s ω).1.im ∈ Icc lo hi := by - have hh := (hin ω s.toNNReal (Real.toNNReal_le_iff_le_coe.mpr hs.2)).2.2 - simpa only [Set.mem_Icc, Real.coe_toNNReal _ hs.1] using hh - obtain ⟨hlive, heq⟩ := clipped_log_identification hU hw z hz (τ ω) lo hi hle - (fun s => c.Q s ω) (c.initial ω) hQd hQb - have he : c.Q (τ ω) ω = logLoewnerCoordinates G z (τ ω) := - heq ⟨(τ ω).coe_nonneg, le_rfl⟩ - have hr : logRadiusClock (initialLogCoordinates z).1.im (c.Q (τ ω) ω) = - Real.log ((2 * z.im) / fullRadius G (τ ω) z) := by - rw [he, hη] - exact logRadiusClock_logCoordinates hU hw z (τ ω) hlive - have ha' : logAngleSq κ (c.Q (τ ω) ω) (B (τ ω) ω) = - (Real.sin (Complex.arg (G (τ ω) z - ((Real.sqrt κ * B (τ ω) ω : ℝ) : ℂ)))) ^ 2 := by - rw [he] - exact logAngleSq_logCoordinates κ _ G z _ (hw.imag_positive _ z hlive) - refine ⟨τ ω, hlive, ?_, ?_, ?_, ?_⟩ - · simpa only [hr] using (hin ω (τ ω) le_rfl).1 - · simpa only [hr, ha'] using hbound ω - · dsimp only [f] - rw [he] - exact greenLogDensity_logCoordinates hU hw κ _ z _ hlive rfl - · intro hA - have hh := greenLogDensity_le_at_angular_exit κ (initialLogCoordinates z).1.im u ε hκ hκ8 - (c.Q (τ ω) ω) (B (τ ω) ω) (hin ω (τ ω) le_rfl).1 (by rw [ha', hA]) - simpa only [hη] using hh - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -structure AngularLocalization {Ω : Type*} [mΩ : MeasurableSpace Ω] - (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) (κ : ℝ) - (z : ℂ) (u ε : ℝ) where - lo : ℝ - hi : ℝ - le : lo ≤ hi - solution : ClippedLogSolution B hm κ lo hi le (initialLogCoordinates z) - T : ℝ≥0 - τ : Ω → ℝ≥0 - stopping : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0)) - bounded : ∀ ω, τ ω ≤ T - inside : ∀ ω t, t ≤ τ ω → - logRadiusClock (Real.log z.im) (solution.Q t ω) ≤ u ∧ - ε ≤ logAngleSq κ (solution.Q t ω) (B t ω) ∧ - lo ≤ (solution.Q t ω).1.im ∧ (solution.Q t ω).1.im ≤ hi - before : ∀ ω t, t < τ ω → - logRadiusClock (Real.log z.im) (solution.Q t ω) < u ∧ - ε < logAngleSq κ (solution.Q t ω) (B t ω) - boundary : ∀ ω, - logRadiusClock (Real.log z.im) (solution.Q (τ ω) ω) = u ∨ - logAngleSq κ (solution.Q (τ ω) ω) (B (τ ω) ω) = ε - -lemma initialLogCoordinates_im (z : ℂ) : - (initialLogCoordinates z).1.im = Real.log z.im := by - simp [initialLogCoordinates] - -lemma exists_angularLocalization - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (z : ℂ) (u ε : ℝ) (hu : 0 ≤ u) (hε : 0 < ε) - (hε0 : ε ≤ logAngleSq κ (initialLogCoordinates z) 0) : - Nonempty (AngularLocalization B hm κ z u ε) := by - let η₀ := Real.log z.im - let lo := η₀ - u / (2 * ε) - 1 - let hi := η₀ + 1 - have hule : 0 ≤ u / (2 * ε) := by positivity - have hle : lo ≤ hi := by dsimp [lo, hi]; linarith - obtain ⟨c⟩ := exists_clippedLogSolution B hm hBm hBc κ lo hi hle (initialLogCoordinates z) - let a := 4 * ε ^ 2 / Real.exp (2 * η₀) - have ha : 0 < a := by dsimp [a]; positivity - obtain ⟨N, hN⟩ := exists_nat_gt (u / a) - have hT : u < (4 * ε ^ 2 / Real.exp (2 * (initialLogCoordinates z).1.im)) * ((N : ℝ≥0) : ℝ) := by - rw [initialLogCoordinates_im] - have hh := (div_lt_iff₀ ha).mp hN - simpa only [NNReal.coe_natCast, mul_comm (N : ℝ) a] using hh - obtain ⟨τ, hτ, ht, hin, hpre, hbound, _, _⟩ := c.finite_angular_law - hB hBm hBc hB0 hκ hκ8 rfl u ε hu hε hε0 - (by rw [initialLogCoordinates_im]; dsimp [lo, η₀]; linarith) - (by rw [initialLogCoordinates_im]; dsimp [hi, η₀]; linarith) (N : ℝ≥0) hT - exact ⟨⟨lo, hi, hle, c, N, τ, hτ, fun ω => (ht ω).le, - by simpa only [initialLogCoordinates_im] using hin, - by simpa only [initialLogCoordinates_im] using hpre, - by simpa only [initialLogCoordinates_im] using hbound⟩⟩ - -namespace AngularLocalization -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u ε : ℝ} - (a : AngularLocalization B hm κ z u ε) - -lemma chart_identification - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hz : z ∈ upperHalfPlane) - (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) γ G F) : - z ∈ survivingDomain γ (a.τ ω) ∧ - ∀ t : ℝ≥0, t ≤ a.τ ω → a.solution.Q t ω = logLoewnerCoordinates G z t := by - have hQd (s : ℝ) (hs : s ∈ Icc 0 (a.τ ω : ℝ)) := (a.solution.derivative ω s hs.1).mono - (show Icc (0 : ℝ) (a.τ ω : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) - have hQb (s : ℝ) (hs : s ∈ Icc 0 (a.τ ω : ℝ)) : (a.solution.Q s ω).1.im ∈ Icc a.lo a.hi := by - have hh := (a.inside ω s.toNNReal (Real.toNNReal_le_iff_le_coe.mpr hs.2)).2.2 - simpa only [Set.mem_Icc, Real.coe_toNNReal _ hs.1] using hh - obtain ⟨hlive, heq⟩ := clipped_log_identification ((hBc ω).const_mul _) hw z hz (a.τ ω) - a.lo a.hi a.le (fun s => a.solution.Q s ω) (a.solution.initial ω) hQd hQb - exact ⟨hlive, fun t ht => by simpa only [Real.toNNReal_coe] using heq ⟨t.coe_nonneg, ht⟩⟩ - -lemma clock_eq_chart - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hz : z ∈ upperHalfPlane) - (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) γ G F) - (t : ℝ≥0) (ht : t ≤ a.τ ω) : - logRadiusClock (Real.log z.im) (a.solution.Q t ω) = - Real.log ((2 * z.im) / fullRadius G t z) := by - obtain ⟨hl, he⟩ := a.chart_identification hBc hz ω γ G F hw - rw [he t ht] - exact logRadiusClock_logCoordinates ((hBc ω).const_mul _) hw z t (survivingDomain_antitone γ ht hl) - -lemma clock_stopped_measurable : - Measurable[a.stopping.measurableSpace] - (fun ω => logRadiusClock (Real.log z.im) (a.solution.Q (a.τ ω) ω)) := by - have hQa : StronglyAdapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun t : ℝ≥0 => a.solution.Q t) := fun t => (a.solution.adapted t).stronglyMeasurable - have hQc (ω : Ω) : Continuous (fun t : ℝ≥0 => a.solution.Q t ω) := - (a.solution.lipschitz ω).continuous.comp NNReal.continuous_coe - have hQ := measurable_stoppedValue (hQa.isStronglyProgressive_of_continuous hQc) a.stopping - have hmQ : Measurable[a.stopping.measurableSpace] (fun ω => a.solution.Q (a.τ ω) ω) := by - exact hQ - exact (continuous_logRadiusClock _).measurable.comp hmQ - -lemma mean_green - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) : - Integrable (fun ω => greenLogDensity κ (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω)) P ∧ - (∫ ω, greenLogDensity κ (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω) ∂P) = initialGreen κ z := by - obtain ⟨hi, he⟩ := a.solution.stopped_green_bounded_clock hB hBm hBc hB0 hκ hκ8 - (Real.log z.im) u a.τ a.stopping a.T a.bounded - (fun ω t ht => ⟨(a.inside ω t ht).1, (a.inside ω t ht).2.2⟩) - exact ⟨hi, he.trans (greenLogDensity_initial κ z hz)⟩ - -end AngularLocalization -end SLEExactGauge -end - - -end - -end OAI +import Mathlib +import OAI.Probability.SLE.BrownianStrongMarkov + +namespace OAI + +/-! Disk Half Plane for chordal SLE. -/ + +section +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + +noncomputable def diskToHalfPlane (w ζ : ℂ) : ℂ := (w - star w * ζ) / (1 - ζ) + +lemma disk_denominator_ne {ζ : ℂ} (hζ : ζ ∈ ball (0 : ℂ) 1) : 1 - ζ ≠ 0 := by + intro he + have hh := mem_ball_zero_iff.mp hζ + rw [← sub_eq_zero.mp he] at hh + simp at hh + +lemma diskToHalfPlane_im (w ζ : ℂ) : + (diskToHalfPlane w ζ).im = w.im * (1 - Complex.normSq ζ) / Complex.normSq (1 - ζ) := by + simp only [diskToHalfPlane, Complex.div_im, Complex.sub_im, Complex.sub_re, Complex.mul_im, + Complex.mul_re, Complex.star_def, Complex.conj_re, Complex.conj_im, Complex.one_im, + Complex.one_re, Complex.normSq_apply] + ring + +lemma diskToHalfPlane_maps {w : ℂ} (hw : 0 < w.im) : + MapsTo (diskToHalfPlane w) (ball 0 1) upperHalfPlane := by + intro ζ hζ + have hn : ‖ζ‖ < 1 := mem_ball_zero_iff.mp hζ + have hn2 : Complex.normSq ζ < 1 := by rw [Complex.normSq_eq_norm_sq]; nlinarith [norm_nonneg ζ] + have hp : 0 < Complex.normSq (1 - ζ) := Complex.normSq_pos.mpr (disk_denominator_ne hζ) + change 0 < (diskToHalfPlane w ζ).im + rw [diskToHalfPlane_im] + exact div_pos (mul_pos hw (sub_pos.mpr hn2)) hp + +lemma diskToHalfPlane_differentiable (w : ℂ) : + DifferentiableOn ℂ (diskToHalfPlane w) (ball 0 1) := + ((differentiableOn_id.const_mul (star w)).const_sub w).div + (differentiableOn_id.const_sub 1) (fun _ hζ => disk_denominator_ne hζ) + +@[simp] lemma diskToHalfPlane_zero (w : ℂ) : diskToHalfPlane w 0 = w := by simp [diskToHalfPlane] + +lemma diskToHalfPlane_deriv_zero (w : ℂ) : + HasDerivAt (diskToHalfPlane w) (w - star w) 0 := by + have hh := ((hasDerivAt_const (0 : ℂ) w).sub ((hasDerivAt_id 0).const_mul (star w))).div + ((hasDerivAt_const (0 : ℂ) 1).sub (hasDerivAt_id 0)) (by norm_num : (1 : ℂ) - 0 ≠ 0) + convert hh using 1 <;> first | rfl | (dsimp; ring) + +lemma diskToHalfPlane_injOn {w : ℂ} (hw : 0 < w.im) : InjOn (diskToHalfPlane w) (ball 0 1) := by + intro ζ hζ ξ hξ he + have hc := (div_eq_div_iff (disk_denominator_ne hζ) (disk_denominator_ne hξ)).mp he + have hp : (w - star w) * (ζ - ξ) = 0 := by linear_combination hc + have hn : w - star w ≠ 0 := by + intro he + have him := congrArg Complex.im he + simp at him + linarith + exact sub_eq_zero.mp ((mul_eq_zero.mp hp).resolve_left hn) + +lemma norm_sub_conj_of_im_pos {w : ℂ} (hw : 0 < w.im) : ‖w - star w‖ = 2 * w.im := by + rw [Complex.star_def, Complex.sub_conj, norm_mul, Complex.norm_real, Real.norm_eq_abs, + abs_of_pos (mul_pos (by norm_num) hw), Complex.norm_I, mul_one] + +end SLEExactGauge +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +lemma IsCapacityTwoWitness.radius_le_omitted_distance + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (_hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ t) + (a : ℂ) (ha : a ∉ survivingDomain γ t) : + fullRadius G t z ≤ (128 * Real.pi) * dist z a := by + have hγ := h.1 + rcases h with ⟨_, hγ0, hγim, hG, hF, hGmap, hFmap, hinv, hinv', h0, hode, hnorm, htip⟩ + have hy : 0 < (G t z).im := hGmap t hz + have hg := ((hG t).differentiableAt ((isOpen_survivingDomain hγ t).mem_nhds hz)).hasDerivAt + have hf := ((hF t).differentiableAt (isOpen_upperHalfPlane.mem_nhds (hGmap t hz))).hasDerivAt + have hident : (fun v => F t (G t v)) =ᶠ[𝓝 z] (fun v => v) := by + filter_upwards [(isOpen_survivingDomain hγ t).mem_nhds hz] with v hv + exact hinv t v hv + have hprod : deriv (F t) (G t z) * deriv (G t) z = 1 := + ((hf.comp z hg).congr_of_eventuallyEq hident.symm).unique (hasDerivAt_id z) + have hnormprod : ‖deriv (F t) (G t z)‖ * ‖deriv (G t) z‖ = 1 := by + simpa only [norm_mul, norm_one] using congrArg norm hprod + have hgpos : 0 < ‖deriv (G t) z‖ := by + by_contra hn + have he : ‖deriv (G t) z‖ = 0 := le_antisymm (le_of_not_gt hn) (norm_nonneg _) + rw [he, mul_zero] at hnormprod + norm_num at hnormprod + let f : ℂ → ℂ := F t ∘ diskToHalfPlane (G t z) + have hfd : DifferentiableOn ℂ f (ball 0 1) := + (hF t).comp (diskToHalfPlane_differentiable _) (diskToHalfPlane_maps hy) + have hfi : InjOn f (ball 0 1) := by + intro v hv w hw he + apply diskToHalfPlane_injOn hy hv hw + have he' := congrArg (G t) he + change G t (F t (diskToHalfPlane (G t z) v)) = G t (F t (diskToHalfPlane (G t z) w)) at he' + rwa [hinv' t _ (diskToHalfPlane_maps hy hv), hinv' t _ (diskToHalfPlane_maps hy hw)] at he' + have hfimage : f '' ball 0 1 ⊆ survivingDomain γ t := by + rintro _ ⟨v, hv, rfl⟩ + exact hFmap t (diskToHalfPlane_maps hy hv) + have hfv0 : f 0 = z := by simp only [f, Function.comp_apply, diskToHalfPlane_zero, hinv t z hz] + have hfq : HasDerivAt (F t) (deriv (F t) (G t z)) (diskToHalfPlane (G t z) 0) := by simpa using hf + have hfder : deriv f 0 = deriv (F t) (G t z) * (G t z - star (G t z)) := + (hfq.comp 0 (diskToHalfPlane_deriv_zero _)).deriv + have hfrad : ‖deriv f 0‖ = fullRadius G t z := by + rw [hfder, norm_mul, norm_sub_conj_of_im_pos hy, fullRadius] + apply (eq_div_iff hgpos.ne').mpr + nlinarith [hnormprod] + have hh := univalent_omitted_value_bound hfd hfi a (fun ha' => ha (hfimage ha')) + rwa [hfrad, hfv0, ← dist_eq_norm] at hh + +lemma IsCapacityTwoWitness.radius_le_past_distance + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ t) + (s : ℝ≥0) (hs : s ≤ t) : + fullRadius G t z ≤ (128 * Real.pi) * dist z (γ s) := + h.radius_le_omitted_distance hU t z hz (γ s) + (fun hw => hw.1.2 ⟨s, ⟨zero_le, hs⟩, rfl⟩) + +end SLEExactGauge +end + + +section + +open Set Filter Metric Complex +open scoped Topology NNReal +namespace SLEExactGauge + + + +lemma IsCapacityTwoWitness.radius_approach_of_trace_approach + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (r : ℝ) (hr : 0 < r) (hy : r ≤ z.im) + (T : ℝ≥0) (hT : dist (γ T) z < r) : + ∃ s : ℝ≥0, s ≤ T ∧ z ∈ survivingDomain γ s ∧ fullRadius G s z < (128 * Real.pi) * r := by + let ρ : ℝ := (r + dist (γ T) z) / 2 + have hρ : 0 < ρ := by dsimp [ρ]; linarith [(dist_nonneg : 0 ≤ dist (γ T) z)] + have hρr : ρ < r := by dsimp [ρ]; linarith + have hTρ : dist (γ T) z < ρ := by dsimp [ρ]; linarith + have hγ : Continuous γ := h.1 + let S : Set ℝ≥0 := Icc 0 T ∩ {s | dist (γ s) z ≤ ρ} + have hSc : IsCompact S := isCompact_Icc.inter_right (isClosed_le (hγ.dist continuous_const) continuous_const) + have hSn : S.Nonempty := ⟨T, ⟨⟨zero_le, le_rfl⟩, hTρ.le⟩⟩ + obtain ⟨τ, hτ, hmin⟩ := hSc.exists_isMinOn hSn continuous_id.continuousOn + have hτ0 : 0 < τ := by + by_contra hn + have he : τ = 0 := le_antisymm (le_of_not_gt hn) zero_le + have hh := hτ.2 + change dist (γ τ) z ≤ ρ at hh + rw [he, h.2.1, dist_zero_left] at hh + have hz := Complex.im_le_norm z + linarith + have hprior (s : ℝ≥0) (hs : s < τ) : ρ < dist (γ s) z := by + by_contra hn + have hmem : s ∈ S := ⟨⟨zero_le, hs.le.trans hτ.1.2⟩, le_of_not_gt hn⟩ + exact not_le_of_gt hs (hmin hmem) + have hτcl : τ ∈ closure (Ioo (0 : ℝ≥0) τ) := by + rw [closure_Ioo (ne_of_lt hτ0)] + exact ⟨hτ0.le, le_rfl⟩ + have hO : IsOpen {s : ℝ≥0 | dist (γ s) z < r} := isOpen_lt (hγ.dist continuous_const) continuous_const + have hτO : τ ∈ {s : ℝ≥0 | dist (γ s) z < r} := lt_of_le_of_lt hτ.2 hρr + obtain ⟨s, hsnear, hs⟩ := mem_closure_iff.mp hτcl _ hO hτO + have hsT : s ≤ T := hs.2.le.trans hτ.1.2 + have hfree : ball z ρ ⊆ upperHalfPlane \ (γ '' Icc 0 s) := by + intro w hw + refine ⟨ball_subset_upperHalfPlane (hρr.le.trans hy) hw, ?_⟩ + rintro ⟨u, hu, rfl⟩ + exact not_lt_of_ge (hprior u (hu.2.trans_lt hs.2)).le (mem_ball.mp hw) + have hsz := h.surviving_of_free_ball_future_tip s T hsT z ρ hρ hfree (mem_ball.mpr hTρ) + refine ⟨s, hsT, hsz, ?_⟩ + have hh := h.radius_le_past_distance hU s z hsz s le_rfl + rw [dist_comm z (γ s)] at hh + exact hh.trans_lt (mul_lt_mul_of_pos_left hsnear (mul_pos (by norm_num) Real.pi_pos)) + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma logRadiusClock_logCoordinates + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (t : ℝ≥0) (hz : z ∈ survivingDomain γ t) : + logRadiusClock (Real.log z.im) (logLoewnerCoordinates G z t) = + Real.log ((2 * z.im) / fullRadius G t z) := by + have hy := h.imag_positive t z hz + have hj := h.derivative_norm_positive hU t z hz + have hR := h.fullRadius_positive hU t z hz + rw [logRadiusClock, logCoordinates_im, logCoordinates_snd, + Real.log_div (mul_ne_zero (by norm_num) hz.1.1.ne') hR.ne', + Real.log_mul (by norm_num) hz.1.1.ne', fullRadius, + Real.log_div (mul_ne_zero (by norm_num) hy.ne') hj.ne', + Real.log_mul (by norm_num) hy.ne'] + ring + +lemma fullRadius_eq_logClock + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (t : ℝ≥0) (hz : z ∈ survivingDomain γ t) : + fullRadius G t z = (2 * z.im) * + Real.exp (-logRadiusClock (Real.log z.im) (logLoewnerCoordinates G z t)) := by + rw [logRadiusClock_logCoordinates hU h z t hz, Real.exp_neg, + Real.exp_log (div_pos (mul_pos (by norm_num) hz.1.1) (h.fullRadius_positive hU t z hz))] + field_simp [(show 0 < z.im from hz.1.1).ne'] + +lemma fullRadius_level_iff_logClock + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (t : ℝ≥0) (hz : z ∈ survivingDomain γ t) (u : ℝ) : + fullRadius G t z = (2 * z.im) * Real.exp (-u) ↔ + logRadiusClock (Real.log z.im) (logLoewnerCoordinates G z t) = u := by + rw [fullRadius_eq_logClock hU h z t hz, + mul_right_inj' (mul_ne_zero (by norm_num) hz.1.1.ne'), Real.exp_eq_exp, neg_inj] + +lemma IsCapacityTwoWitness.radius_clock_strictMonoOn + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (T : ℝ≥0) (hz : z ∈ survivingDomain γ T) : + StrictMonoOn (fun t : ℝ => Real.log ((2 * z.im) / fullRadius G t.toNNReal z)) + (Icc 0 (T : ℝ)) := by + have hd := loewner_radius_clock_derivative hU h T z hz + apply strictMonoOn_of_hasDerivWithinAt_pos (convex_Icc _ _) + (fun t ht => (hd t ht).continuousWithinAt) + (fun t ht => (hd t (interior_subset ht)).mono interior_subset) + intro t ht + have hy := h.imag_positive t.toNNReal z (h.live_at_real_time T z hz t (interior_subset ht).2) + have hn := Complex.normSq_pos.mpr (h.centered_ne_zero t.toNNReal z + (h.live_at_real_time T z hz t (interior_subset ht).2)) + positivity + +lemma live_radius_unique + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (s t : ℝ≥0) (hs : z ∈ survivingDomain γ s) + (ht : z ∈ survivingDomain γ t) (he : fullRadius G s z = fullRadius G t z) : s = t := by + have hmax : z ∈ survivingDomain γ (max s t) := by + rcases le_total s t with hh | hh + · simpa only [max_eq_right hh] using ht + · simpa only [max_eq_left hh] using hs + have hi := h.radius_clock_strictMonoOn hU z (max s t) hmax + apply NNReal.coe_injective + apply hi.injOn + · exact ⟨s.coe_nonneg, by exact_mod_cast le_max_left s t⟩ + · exact ⟨t.coe_nonneg, by exact_mod_cast le_max_right s t⟩ + · simp only [Real.toNNReal_coe, he] + +lemma live_clock_le_time + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (s t : ℝ≥0) (hs : z ∈ survivingDomain γ s) + (_ht : z ∈ survivingDomain γ t) + (he : Real.log ((2 * z.im) / fullRadius G s z) ≤ + Real.log ((2 * z.im) / fullRadius G t z)) : s ≤ t := by + by_contra hn + have hts := not_le.mp hn + have hi := h.radius_clock_strictMonoOn hU z s hs + have hh := hi (show (t : ℝ) ∈ Icc 0 (s : ℝ) from ⟨t.coe_nonneg, by exact_mod_cast hts.le⟩) + (show (s : ℝ) ∈ Icc 0 (s : ℝ) from ⟨s.coe_nonneg, le_rfl⟩) (by exact_mod_cast hts) + simp only [Real.toNNReal_coe] at hh + exact (not_lt_of_ge he) hh + +lemma live_angleSq_lower_bound + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (T : ℝ≥0) (hz : z ∈ survivingDomain γ T) : + ∃ δ : ℝ, 0 < δ ∧ ∀ t : ℝ≥0, t ≤ T → + δ ≤ (Real.sin (Complex.arg (G t z - (U t : ℂ)))) ^ 2 := by + let A (t : ℝ) := (Real.sin (Complex.arg (G t.toNNReal z - (U t.toNNReal : ℂ)))) ^ 2 + have hn (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : + ‖G t.toNNReal z - (U t.toNNReal : ℂ)‖ ≠ 0 := + norm_ne_zero_iff.mpr (h.centered_ne_zero _ z (h.live_at_real_time T z hz t ht.2)) + have hc : ContinuousOn A (Icc 0 (T : ℝ)) := by + have hGc := h.time_continuousOn T z hz + have hUc := Complex.continuous_ofReal.comp (hU.comp continuous_real_toNNReal) + have hZc := hGc.sub hUc.continuousOn + simp only [A, Complex.sin_arg] + exact ((Complex.continuous_im.comp_continuousOn hZc).div hZc.norm hn).pow 2 + obtain ⟨t, ht, hmin⟩ := (isCompact_Icc : IsCompact (Icc 0 (T : ℝ))).exists_isMinOn + ⟨0, le_rfl, T.coe_nonneg⟩ hc + have hp : 0 < A t := by + have hy := h.imag_positive t.toNNReal z (h.live_at_real_time T z hz t ht.2) + dsimp only [A] + rw [Complex.sin_arg, Complex.sub_im, Complex.ofReal_im, sub_zero] + exact sq_pos_of_pos (div_pos hy (lt_of_le_of_ne (norm_nonneg _) (hn t ht).symm)) + refine ⟨A t, hp, fun s hs => ?_⟩ + have hh := hmin (show (s : ℝ) ∈ Icc 0 (T : ℝ) from ⟨s.coe_nonneg, by exact_mod_cast hs⟩) + change A t ≤ A (s : ℝ) at hh + simpa only [A, Real.toNNReal_coe] using hh + +lemma radiusLevelTime_eq_of_live_level + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (u : ℝ) (t : ℝ≥0) (ht : z ∈ survivingDomain γ t) + (hR : fullRadius G t z = (2 * z.im) * Real.exp (-u)) : + radiusLevelTime γ G z u = (t : ℝ≥0∞) := by + have he : {s : ℝ≥0∞ | s < ∞ ∧ z ∈ survivingDomain γ s.toNNReal ∧ + fullRadius G s.toNNReal z = (2 * z.im) * Real.exp (-u)} = {(t : ℝ≥0∞)} := by + ext s + constructor + · rintro ⟨hs, hsl, hsR⟩ + have hh : s.toNNReal = t := live_radius_unique hU h z s.toNNReal t hsl ht (hsR.trans hR.symm) + have hse : (s.toNNReal : ℝ≥0∞) = s := ENNReal.coe_toNNReal hs.ne + rw [Set.mem_singleton_iff, ← hse, hh] + · intro hs + rw [Set.mem_singleton_iff] at hs + subst s + simpa only [Set.mem_ofPred_eq, ENNReal.coe_lt_top, ENNReal.toNNReal_coe, true_and] using And.intro ht hR + rw [radiusLevelTime, he, sInf_singleton] + +lemma stoppedGreen_eq_of_live_level + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (κ : ℝ) (z : ℂ) (u : ℝ) (t : ℝ≥0) (ht : z ∈ survivingDomain γ t) + (hR : fullRadius G t z = (2 * z.im) * Real.exp (-u)) : + stoppedGreen κ U γ G z u = greenDensity κ U γ G t z := by + rw [stoppedGreen, radiusLevelTime_eq_of_live_level hU h z u t ht hR] + simp only [ENNReal.coe_lt_top, ↓reduceIte, ENNReal.toNNReal_coe] + +lemma stoppedGreen_eq_zero_of_no_level + (κ : ℝ) (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) (G : ℝ≥0 → ℂ → ℂ) + (z : ℂ) (u : ℝ) + (hn : ¬ ∃ t : ℝ≥0, z ∈ survivingDomain γ t ∧ + fullRadius G t z = (2 * z.im) * Real.exp (-u)) : + stoppedGreen κ U γ G z u = 0 := by + have he : {s : ℝ≥0∞ | s < ∞ ∧ z ∈ survivingDomain γ s.toNNReal ∧ + fullRadius G s.toNNReal z = (2 * z.im) * Real.exp (-u)} = ∅ := by + apply Set.eq_empty_iff_forall_notMem.mpr + rintro s ⟨_, hsl, hsR⟩ + exact hn ⟨s.toNNReal, hsl, hsR⟩ + simp only [stoppedGreen, radiusLevelTime, he, sInf_empty, lt_self_iff_false, ↓reduceIte] + +end SLEExactGauge +end + + +section + +open Set Filter +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.fullRadius_initial + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (hz : z ∈ survivingDomain γ 0) : + fullRadius G 0 z = 2 * z.im := by + rw [fullRadius, h.initial_value z hz.1.1, + loewner_spatial_derivative hU h 0 z hz] + simp + + + +lemma radiusLevelTime_finite_of_live_radius_lt + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) + (ht : z ∈ survivingDomain γ t) + (hR : fullRadius G t z < (2 * z.im) * Real.exp (-u)) : + radiusLevelTime γ G z u < ∞ := by + let L : ℝ → ℝ := fun s => Real.log ((2 * z.im) / fullRadius G s.toNNReal z) + have hy : 0 < 2 * z.im := mul_pos (by norm_num) ht.1.1 + have hz0 : z ∈ survivingDomain γ 0 := survivingDomain_antitone γ zero_le ht + have hL0 : L 0 = 0 := by + simp only [L, Real.toNNReal_zero, h.fullRadius_initial hU z hz0, + div_self hy.ne', Real.log_one] + have hLt : u < L t := by + have he := fullRadius_eq_logClock hU h z t ht + rw [he] at hR + have hc := (mul_lt_mul_iff_right₀ hy).mp hR + rw [Real.exp_lt_exp] at hc + dsimp only [L] + rw [Real.toNNReal_coe, ← logRadiusClock_logCoordinates hU h z t ht] + linarith + have hLc : ContinuousOn L (Icc 0 (t : ℝ)) := + fun s hs => (loewner_radius_clock_derivative hU h t z ht s hs).continuousWithinAt + obtain ⟨s, hs, hsu⟩ := intermediate_value_Icc t.coe_nonneg hLc + (show u ∈ Icc (L 0) (L t) from ⟨by rwa [hL0], hLt.le⟩) + have hsl : z ∈ survivingDomain γ s.toNNReal := h.live_at_real_time t z ht s hs.2 + have hsr : fullRadius G s.toNNReal z = (2 * z.im) * Real.exp (-u) := by + apply (fullRadius_level_iff_logClock hU h z s.toNNReal hsl u).mpr + rw [logRadiusClock_logCoordinates hU h z s.toNNReal hsl] + exact hsu + rw [radiusLevelTime_eq_of_live_level hU h z u s.toNNReal hsl hsr] + exact ENNReal.coe_lt_top + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +structure FiniteIncreasingClock (Ω : Type*) where + S : ℝ → Ω → ℝ + T : Ω → ℝ≥0 + zero : ∀ ω, S 0 ω = 0 + continuous : ∀ ω, Continuous (fun t => S t ω) + strict : ∀ ω, StrictMonoOn (fun t => S t ω) (Icc 0 (T ω : ℝ)) + +namespace FiniteIncreasingClock +variable {Ω : Type*} (c : FiniteIncreasingClock Ω) + +lemma terminal_nonneg (ω : Ω) : 0 ≤ c.S (c.T ω) ω := by + rw [← c.zero ω] + exact (c.strict ω).monotoneOn ⟨le_rfl, (c.T ω).coe_nonneg⟩ + ⟨(c.T ω).coe_nonneg, le_rfl⟩ (c.T ω).coe_nonneg + +noncomputable def iso (ω : Ω) : Icc (0 : ℝ) (c.T ω : ℝ) ≃o Icc (0 : ℝ) (c.S (c.T ω) ω) := by + let f : Icc (0 : ℝ) (c.T ω : ℝ) → Icc (0 : ℝ) (c.S (c.T ω) ω) := fun t => + ⟨c.S t ω, by + constructor + · simpa only [c.zero ω] using + ((c.strict ω).monotoneOn ⟨le_rfl, (c.T ω).coe_nonneg⟩ t.property t.property.1) + · exact (c.strict ω).monotoneOn t.property ⟨(c.T ω).coe_nonneg, le_rfl⟩ t.property.2⟩ + apply StrictMono.orderIsoOfSurjective f + · intro s t hst + exact c.strict ω s.property t.property hst + · intro s + obtain ⟨t, ht, he⟩ := intermediate_value_Icc (c.T ω).coe_nonneg + (c.continuous ω).continuousOn (show (s : ℝ) ∈ Icc (c.S 0 ω) (c.S (c.T ω) ω) by + simpa only [c.zero ω] using s.property) + exact ⟨⟨t, ht⟩, Subtype.ext he⟩ + +lemma iso_apply (ω : Ω) (t : Icc (0 : ℝ) (c.T ω : ℝ)) : + (c.iso ω t : ℝ) = c.S t ω := rfl + +noncomputable def inverse (s : ℝ) (ω : Ω) : ℝ := + ((c.iso ω).symm ⟨min (max s 0) (c.S (c.T ω) ω), + ⟨le_min (le_max_right _ _) (c.terminal_nonneg ω), min_le_right _ _⟩⟩ : ℝ) + +lemma inverse_mem (s : ℝ) (ω : Ω) : c.inverse s ω ∈ Icc (0 : ℝ) (c.T ω : ℝ) := + ((c.iso ω).symm _).property + +lemma clock_inverse (s : ℝ) (ω : Ω) : + c.S (c.inverse s ω) ω = min (max s 0) (c.S (c.T ω) ω) := by + exact congrArg Subtype.val ((c.iso ω).apply_symm_apply _) + +lemma inverse_clock (ω : Ω) (t : ℝ) (ht : t ∈ Icc (0 : ℝ) (c.T ω : ℝ)) : + c.inverse (c.S t ω) ω = t := by + apply (c.strict ω).injOn (c.inverse_mem _ ω) ht + dsimp only + rw [c.clock_inverse] + have h0 : 0 ≤ c.S t ω := by + rw [← c.zero ω] + exact (c.strict ω).monotoneOn ⟨le_rfl, (c.T ω).coe_nonneg⟩ ht ht.1 + have hT := (c.strict ω).monotoneOn ht ⟨(c.T ω).coe_nonneg, le_rfl⟩ ht.2 + rw [max_eq_left h0, min_eq_left hT] + +lemma continuous_inverse (ω : Ω) : Continuous (fun s => c.inverse s ω) := by + apply continuous_subtype_val.comp + apply (c.iso ω).symm.continuous.comp + exact Continuous.subtype_mk ((continuous_id.max continuous_const).min continuous_const) _ + +lemma inverse_le_iff (s : ℝ) (ω : Ω) (t : ℝ) (ht : 0 ≤ t) : + c.inverse s ω ≤ t ↔ (c.T ω : ℝ) ≤ t ∨ + min (max s 0) (c.S (c.T ω) ω) ≤ c.S t ω := by + by_cases hT : (c.T ω : ℝ) ≤ t + · exact iff_of_true ((c.inverse_mem s ω).2.trans hT) (Or.inl hT) + · have htm : t ∈ Icc (0 : ℝ) (c.T ω : ℝ) := ⟨ht, (lt_of_not_ge hT).le⟩ + rw [or_iff_right hT, ← c.clock_inverse] + exact ((c.strict ω).le_iff_le (c.inverse_mem s ω) htm).symm + +lemma measurable_inverse [MeasurableSpace Ω] + (hS : Measurable (Function.uncurry c.S)) (hT : Measurable c.T) : + Measurable (Function.uncurry c.inverse) := by + apply measurable_of_Iic + intro t + by_cases ht : 0 ≤ t + · have hterminal : Measurable (fun ω => c.S (c.T ω) ω) := + hS.comp ((measurable_coe_nnreal_real.comp hT).prodMk measurable_id) + have he : (Function.uncurry c.inverse) ⁻¹' Iic t = + {p : ℝ × Ω | (c.T p.2 : ℝ) ≤ t} ∪ + {p : ℝ × Ω | min (max p.1 0) (c.S (c.T p.2) p.2) ≤ c.S t p.2} := by + ext p + exact c.inverse_le_iff p.1 p.2 t ht + rw [he] + exact (measurableSet_le ((measurable_coe_nnreal_real.comp hT).comp measurable_snd) measurable_const).union + (measurableSet_le ((measurable_fst.max measurable_const).min (hterminal.comp measurable_snd)) + (hS.comp (measurable_const.prodMk measurable_snd))) + · have he : (Function.uncurry c.inverse) ⁻¹' Iic t = ∅ := by + apply Set.eq_empty_iff_forall_notMem.mpr + intro p hp + exact ht ((c.inverse_mem p.1 p.2).1.trans hp) + rw [he] + exact MeasurableSet.empty + +end FiniteIncreasingClock +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma powerLogDensity_pos (κ p α : ℝ) (q : ℂ × ℝ) (x : ℝ) : + 0 < powerLogDensity κ p α q x := Real.exp_pos _ + +lemma powerLogDensity_le_radius + (κ p α η₀ u : ℝ) (hp : 0 ≤ p) (ha : 0 ≤ α) (q : ℂ × ℝ) (x : ℝ) + (hs : logRadiusClock η₀ q ≤ u) : + powerLogDensity κ p α q x ≤ Real.exp (p * (u - Real.log 2 - η₀)) := by + rw [powerLogDensity_radius_angle κ p α η₀ q x] + have ha' : (logAngleSq κ q x) ^ (α / 2) ≤ 1 := by + simpa only [Real.one_rpow] using Real.rpow_le_rpow (logAngleSq_pos κ q x).le + (logAngleSq_le_one κ q x) (div_nonneg ha (by norm_num)) + calc + _ ≤ Real.exp (p * (logRadiusClock η₀ q - Real.log 2 - η₀)) * 1 := + mul_le_mul_of_nonneg_left ha' (Real.exp_pos _).le + _ ≤ _ := by rw [mul_one]; apply Real.exp_le_exp.mpr; gcongr + +lemma powerLogGenerator_abs_bound + (κ p α lo : ℝ) (q : ℂ × ℝ) (x : ℝ) (hlo : lo ≤ q.1.im) : + |powerLogGenerator κ p α q x| ≤ + powerLogDensity κ p α q x * + (|(-4 * α + κ * α * (α + 1) / 2)| + |(4 * p - κ * α / 2)|) / + Real.exp (2 * lo) := by + let A := -4 * α + κ * α * (α + 1) / 2 + let D := 4 * p - κ * α / 2 + let X := q.1.re - Real.sqrt κ * x + let Y := Real.exp (2 * q.1.im) + let N := greenLogNormSq κ q x + let φ := powerLogDensity κ p α q x + have hN : 0 < N := greenLogNormSq_pos κ q x + have hY : 0 < Y := Real.exp_pos _ + have hφ : 0 ≤ φ := (powerLogDensity_pos κ p α q x).le + have hX : X ^ 2 ≤ N := le_add_of_nonneg_right hY.le + have hYN : Y ≤ N := le_add_of_nonneg_left (sq_nonneg _) + have hlow : Real.exp (2 * lo) ≤ N := + (Real.exp_le_exp.mpr (by linarith)).trans hYN + have hnum : |A * X ^ 2 + D * Y| ≤ (|A| + |D|) * N := by + calc + _ ≤ |A * X ^ 2| + |D * Y| := abs_add_le _ _ + _ = |A| * X ^ 2 + |D| * Y := by + rw [abs_mul, abs_mul, abs_of_nonneg (sq_nonneg X), abs_of_pos hY] + _ ≤ |A| * N + |D| * N := add_le_add + (mul_le_mul_of_nonneg_left hX (abs_nonneg A)) + (mul_le_mul_of_nonneg_left hYN (abs_nonneg D)) + _ = _ := by ring + change |φ * (A * X ^ 2 + D * Y) / N ^ 2| ≤ φ * (|A| + |D|) / _ + rw [abs_div, abs_mul, abs_of_nonneg hφ, abs_of_nonneg (sq_nonneg N)] + calc + _ ≤ φ * ((|A| + |D|) * N) / N ^ 2 := by gcongr + _ = φ * (|A| + |D|) / N := by field_simp + _ ≤ _ := div_le_div_of_nonneg_left (by positivity) (Real.exp_pos _) hlow + +lemma powerLogGenerator_le_radius_height + (κ p α η₀ u lo : ℝ) (hp : 0 ≤ p) (ha : 0 ≤ α) (q : ℂ × ℝ) (x : ℝ) + (hs : logRadiusClock η₀ q ≤ u) (hlo : lo ≤ q.1.im) : + |powerLogGenerator κ p α q x| ≤ + Real.exp (p * (u - Real.log 2 - η₀)) * + (|(-4 * α + κ * α * (α + 1) / 2)| + |(4 * p - κ * α / 2)|) / + Real.exp (2 * lo) := by + apply (powerLogGenerator_abs_bound κ p α lo q x hlo).trans + apply div_le_div_of_nonneg_right _ (Real.exp_pos _).le + exact mul_le_mul_of_nonneg_right (powerLogDensity_le_radius κ p α η₀ u hp ha q x hs) + (add_nonneg (abs_nonneg _) (abs_nonneg _)) + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +theorem exists_finite_angular_kernel + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) + (ε : ℝ) (hε : 0 < ε) (hε0 : ε ≤ logAngleSq κ (initialLogCoordinates z) 0) : + ∃ f : Ω → ℝ, + Integrable f P ∧ (∫ ω, f ω ∂P) = initialGreen κ z ∧ + (∀ ω, 0 ≤ f ω ∧ f ω ≤ Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im))) ∧ + ∀ (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), + IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) γ G F → + ∃ t : ℝ≥0, z ∈ survivingDomain γ t ∧ + Real.log ((2 * z.im) / fullRadius G t z) ≤ u ∧ + (Real.log ((2 * z.im) / fullRadius G t z) = u ∨ + (Real.sin (Complex.arg (G t z - ((Real.sqrt κ * B t ω : ℝ) : ℂ)))) ^ 2 = ε) ∧ + f ω = greenDensity κ (fun t => Real.sqrt κ * B t ω) γ G t z ∧ + ((Real.sin (Complex.arg (G t z - ((Real.sqrt κ * B t ω : ℝ) : ℂ)))) ^ 2 = ε → + f ω ≤ Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) * + ε ^ (greenExponent κ / 2)) := by + let η₀ := Real.log z.im + let lo := η₀ - u / (2 * ε) - 1 + let hi := η₀ + 1 + have hule : 0 ≤ u / (2 * ε) := by positivity + have hle : lo ≤ hi := by dsimp [lo, hi]; linarith + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + obtain ⟨c⟩ := exists_clippedLogSolution B hm hBm hBc κ lo hi hle (initialLogCoordinates z) + have hη : (initialLogCoordinates z).1.im = η₀ := by + simp only [initialLogCoordinates, Complex.add_im, Complex.ofReal_im, Complex.mul_im, + Complex.ofReal_re, Complex.I_im, Complex.I_re, mul_one, mul_zero, zero_add, add_zero] + rfl + let a := 4 * ε ^ 2 / Real.exp (2 * η₀) + have ha : 0 < a := by dsimp [a]; positivity + obtain ⟨N, hN⟩ := exists_nat_gt (u / a) + have hT : u < (4 * ε ^ 2 / Real.exp (2 * (initialLogCoordinates z).1.im)) * ((N : ℝ≥0) : ℝ) := by + rw [hη] + have hh := (div_lt_iff₀ ha).mp hN + simpa only [NNReal.coe_natCast, mul_comm (N : ℝ) a] using hh + obtain ⟨τ, hτ, ht, hin, hpre, hbound, hfi, hfm⟩ := c.finite_angular_law + hB hBm hBc hB0 hκ hκ8 rfl u ε hu hε hε0 + (by rw [hη]; dsimp [lo]; linarith) (by rw [hη]; dsimp [hi]; linarith) (N : ℝ≥0) hT + let f (ω : Ω) := greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) + refine ⟨f, hfi, hfm.trans (greenLogDensity_initial κ z hz), ?_, ?_⟩ + · intro ω + refine ⟨greenLogDensity_nonneg _ _ _, ?_⟩ + have hh := greenLogDensity_le_radius κ (initialLogCoordinates z).1.im u hκ hκ8 (c.Q (τ ω) ω) (B (τ ω) ω) + (hin ω (τ ω) le_rfl).1 + simpa only [hη] using hh + · intro ω γ G F hw + have hU : Continuous (fun t => Real.sqrt κ * B t ω) := (hBc ω).const_mul _ + have hQd (s : ℝ) (hs : s ∈ Icc 0 (τ ω : ℝ)) := (c.derivative ω s hs.1).mono + (show Icc (0 : ℝ) (τ ω : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) + have hQb (s : ℝ) (hs : s ∈ Icc 0 (τ ω : ℝ)) : (c.Q s ω).1.im ∈ Icc lo hi := by + have hh := (hin ω s.toNNReal (Real.toNNReal_le_iff_le_coe.mpr hs.2)).2.2 + simpa only [Set.mem_Icc, Real.coe_toNNReal _ hs.1] using hh + obtain ⟨hlive, heq⟩ := clipped_log_identification hU hw z hz (τ ω) lo hi hle + (fun s => c.Q s ω) (c.initial ω) hQd hQb + have he : c.Q (τ ω) ω = logLoewnerCoordinates G z (τ ω) := + heq ⟨(τ ω).coe_nonneg, le_rfl⟩ + have hr : logRadiusClock (initialLogCoordinates z).1.im (c.Q (τ ω) ω) = + Real.log ((2 * z.im) / fullRadius G (τ ω) z) := by + rw [he, hη] + exact logRadiusClock_logCoordinates hU hw z (τ ω) hlive + have ha' : logAngleSq κ (c.Q (τ ω) ω) (B (τ ω) ω) = + (Real.sin (Complex.arg (G (τ ω) z - ((Real.sqrt κ * B (τ ω) ω : ℝ) : ℂ)))) ^ 2 := by + rw [he] + exact logAngleSq_logCoordinates κ _ G z _ (hw.imag_positive _ z hlive) + refine ⟨τ ω, hlive, ?_, ?_, ?_, ?_⟩ + · simpa only [hr] using (hin ω (τ ω) le_rfl).1 + · simpa only [hr, ha'] using hbound ω + · dsimp only [f] + rw [he] + exact greenLogDensity_logCoordinates hU hw κ _ z _ hlive rfl + · intro hA + have hh := greenLogDensity_le_at_angular_exit κ (initialLogCoordinates z).1.im u ε hκ hκ8 + (c.Q (τ ω) ω) (B (τ ω) ω) (hin ω (τ ω) le_rfl).1 (by rw [ha', hA]) + simpa only [hη] using hh + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +structure AngularLocalization {Ω : Type*} [mΩ : MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) (κ : ℝ) + (z : ℂ) (u ε : ℝ) where + lo : ℝ + hi : ℝ + le : lo ≤ hi + solution : ClippedLogSolution B hm κ lo hi le (initialLogCoordinates z) + T : ℝ≥0 + τ : Ω → ℝ≥0 + stopping : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0)) + bounded : ∀ ω, τ ω ≤ T + inside : ∀ ω t, t ≤ τ ω → + logRadiusClock (Real.log z.im) (solution.Q t ω) ≤ u ∧ + ε ≤ logAngleSq κ (solution.Q t ω) (B t ω) ∧ + lo ≤ (solution.Q t ω).1.im ∧ (solution.Q t ω).1.im ≤ hi + before : ∀ ω t, t < τ ω → + logRadiusClock (Real.log z.im) (solution.Q t ω) < u ∧ + ε < logAngleSq κ (solution.Q t ω) (B t ω) + boundary : ∀ ω, + logRadiusClock (Real.log z.im) (solution.Q (τ ω) ω) = u ∨ + logAngleSq κ (solution.Q (τ ω) ω) (B (τ ω) ω) = ε + +lemma initialLogCoordinates_im (z : ℂ) : + (initialLogCoordinates z).1.im = Real.log z.im := by + simp [initialLogCoordinates] + +lemma exists_angularLocalization + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (z : ℂ) (u ε : ℝ) (hu : 0 ≤ u) (hε : 0 < ε) + (hε0 : ε ≤ logAngleSq κ (initialLogCoordinates z) 0) : + Nonempty (AngularLocalization B hm κ z u ε) := by + let η₀ := Real.log z.im + let lo := η₀ - u / (2 * ε) - 1 + let hi := η₀ + 1 + have hule : 0 ≤ u / (2 * ε) := by positivity + have hle : lo ≤ hi := by dsimp [lo, hi]; linarith + obtain ⟨c⟩ := exists_clippedLogSolution B hm hBm hBc κ lo hi hle (initialLogCoordinates z) + let a := 4 * ε ^ 2 / Real.exp (2 * η₀) + have ha : 0 < a := by dsimp [a]; positivity + obtain ⟨N, hN⟩ := exists_nat_gt (u / a) + have hT : u < (4 * ε ^ 2 / Real.exp (2 * (initialLogCoordinates z).1.im)) * ((N : ℝ≥0) : ℝ) := by + rw [initialLogCoordinates_im] + have hh := (div_lt_iff₀ ha).mp hN + simpa only [NNReal.coe_natCast, mul_comm (N : ℝ) a] using hh + obtain ⟨τ, hτ, ht, hin, hpre, hbound, _, _⟩ := c.finite_angular_law + hB hBm hBc hB0 hκ hκ8 rfl u ε hu hε hε0 + (by rw [initialLogCoordinates_im]; dsimp [lo, η₀]; linarith) + (by rw [initialLogCoordinates_im]; dsimp [hi, η₀]; linarith) (N : ℝ≥0) hT + exact ⟨⟨lo, hi, hle, c, N, τ, hτ, fun ω => (ht ω).le, + by simpa only [initialLogCoordinates_im] using hin, + by simpa only [initialLogCoordinates_im] using hpre, + by simpa only [initialLogCoordinates_im] using hbound⟩⟩ + +namespace AngularLocalization +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u ε : ℝ} + (a : AngularLocalization B hm κ z u ε) + +lemma chart_identification + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hz : z ∈ upperHalfPlane) + (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) γ G F) : + z ∈ survivingDomain γ (a.τ ω) ∧ + ∀ t : ℝ≥0, t ≤ a.τ ω → a.solution.Q t ω = logLoewnerCoordinates G z t := by + have hQd (s : ℝ) (hs : s ∈ Icc 0 (a.τ ω : ℝ)) := (a.solution.derivative ω s hs.1).mono + (show Icc (0 : ℝ) (a.τ ω : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) + have hQb (s : ℝ) (hs : s ∈ Icc 0 (a.τ ω : ℝ)) : (a.solution.Q s ω).1.im ∈ Icc a.lo a.hi := by + have hh := (a.inside ω s.toNNReal (Real.toNNReal_le_iff_le_coe.mpr hs.2)).2.2 + simpa only [Set.mem_Icc, Real.coe_toNNReal _ hs.1] using hh + obtain ⟨hlive, heq⟩ := clipped_log_identification ((hBc ω).const_mul _) hw z hz (a.τ ω) + a.lo a.hi a.le (fun s => a.solution.Q s ω) (a.solution.initial ω) hQd hQb + exact ⟨hlive, fun t ht => by simpa only [Real.toNNReal_coe] using heq ⟨t.coe_nonneg, ht⟩⟩ + +lemma clock_eq_chart + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hz : z ∈ upperHalfPlane) + (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) γ G F) + (t : ℝ≥0) (ht : t ≤ a.τ ω) : + logRadiusClock (Real.log z.im) (a.solution.Q t ω) = + Real.log ((2 * z.im) / fullRadius G t z) := by + obtain ⟨hl, he⟩ := a.chart_identification hBc hz ω γ G F hw + rw [he t ht] + exact logRadiusClock_logCoordinates ((hBc ω).const_mul _) hw z t (survivingDomain_antitone γ ht hl) + +lemma clock_stopped_measurable : + Measurable[a.stopping.measurableSpace] + (fun ω => logRadiusClock (Real.log z.im) (a.solution.Q (a.τ ω) ω)) := by + have hQa : StronglyAdapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun t : ℝ≥0 => a.solution.Q t) := fun t => (a.solution.adapted t).stronglyMeasurable + have hQc (ω : Ω) : Continuous (fun t : ℝ≥0 => a.solution.Q t ω) := + (a.solution.lipschitz ω).continuous.comp NNReal.continuous_coe + have hQ := measurable_stoppedValue (hQa.isStronglyProgressive_of_continuous hQc) a.stopping + have hmQ : Measurable[a.stopping.measurableSpace] (fun ω => a.solution.Q (a.τ ω) ω) := by + exact hQ + exact (continuous_logRadiusClock _).measurable.comp hmQ + +lemma mean_green + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) : + Integrable (fun ω => greenLogDensity κ (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω)) P ∧ + (∫ ω, greenLogDensity κ (a.solution.Q (a.τ ω) ω) (B (a.τ ω) ω) ∂P) = initialGreen κ z := by + obtain ⟨hi, he⟩ := a.solution.stopped_green_bounded_clock hB hBm hBc hB0 hκ hκ8 + (Real.log z.im) u a.τ a.stopping a.T a.bounded + (fun ω t ht => ⟨(a.inside ω t ht).1, (a.inside ω t ht).2.2⟩) + exact ⟨hi, he.trans (greenLogDensity_initial κ z hz)⟩ + +end AngularLocalization +end SLEExactGauge +end + + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/DyadicStrips.lean b/lean/OAI/Probability/SLE/DyadicStrips.lean index 5d2717ac3ea9cbb58c8625c5ed749cf3457845f8..9af5dbe5033ffbc1c6137ba9671408850bb9f406 100644 --- a/lean/OAI/Probability/SLE/DyadicStrips.lean +++ b/lean/OAI/Probability/SLE/DyadicStrips.lean @@ -1,697 +1,697 @@ -import Mathlib -import OAI.Probability.SLE.RectangleMeans -import OAI.Probability.SLE.SausagePointBound - -namespace OAI - -/-! Dyadic Strips for chordal SLE. -/ - -section -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -lemma inv_pow_rpow_two (k : ℕ) (α : ℝ) : - (1/(2:ℝ)^k)^α = (2:ℝ)^(-α*(k:ℝ)) := by - rw [one_div,Real.inv_rpow (by positivity)] - rw [← Real.rpow_natCast (2:ℝ) k,← Real.rpow_mul (by norm_num : 0 ≤ (2:ℝ)), - ← Real.rpow_neg (by norm_num : 0 ≤ (2:ℝ))] - congr 1 - ring - - - -theorem sle_dyadic_strip_rectangle_hit - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (j : ℤ) (k : ℕ) (i m : Fin (2^k)) : - P {ω | ∃ t : ℝ≥0, γ ω t ∈ Complex.exp '' dyadicStripRectangle j k i m} ≤ - ENNReal.ofReal (stripHittingConstant κ * - (2:ℝ)^(-annularApproachPower κ*(k:ℝ))) := by - have hk : 0 < (2:ℝ)^k := by positivity - have hm : (m:ℝ) ≤ (2:ℝ)^k := by - exact_mod_cast m.isLt.le - have hz : 0 ≤ Real.pi*((m:ℝ)/(2:ℝ)^k) := by positivity - have hp : Real.pi*((m:ℝ)/(2:ℝ)^k) ≤ Real.pi := by - exact mul_le_of_le_one_right Real.pi_pos.le ((div_le_one hk).mpr hm) - have hh := sle_exp_strip_rectangle_hit κ hκ hκ8 γ hSLE - ((j:ℝ)+(i:ℝ)/(2:ℝ)^k) (Real.pi*((m:ℝ)/(2:ℝ)^k)) - (1/(2:ℝ)^k) hz hp (by positivity) - simpa only [dyadicStripRectangle,inv_pow_rpow_two] using hh - - - -theorem ordinary_sle_strip_hitting_constants - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) : - ∃ C α : ℝ, 0 < C ∧ 0 < α ∧ - ∀ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - (γ : Ω → ℝ≥0 → ℂ), IsOrdinaryChordalSLE κ γ P → - ∀ (j : ℤ) (k : ℕ) (i m : Fin (2^k)), - P {ω | ∃ t : ℝ≥0, γ ω t ∈ Complex.exp '' dyadicStripRectangle j k i m} ≤ - ENNReal.ofReal (C*(2:ℝ)^(-α*(k:ℝ))) := by - refine ⟨stripHittingConstant κ,annularApproachPower κ, - stripHittingConstant_pos κ hκ hκ8,annularApproachPower_pos κ hκ hκ8,?_⟩ - intro Ω _ P γ hγ j k i m - exact sle_dyadic_strip_rectangle_hit κ hκ hκ8 γ hγ j k i m - -end SLEExactGauge -end - -section - -open Set Filter MeasureTheory -open scoped Topology ContDiff ENNReal BigOperators NNReal -namespace SLEExactGauge - - -def IsStripWeakGradient (u : ℂ → ℝ) (D : ℂ → ℂ) : Prop := - MemLp u 2 (volume.restrict openUnitStrip) ∧ - MemLp D 2 (volume.restrict openUnitStrip) ∧ - ∀ φ : ℂ → ℝ, ContDiff ℝ ⊤ φ → HasCompactSupport φ → tsupport φ ⊆ openUnitStrip → - (∫ z in openUnitStrip, u z * (fderiv ℝ φ z) (1:ℂ)) = - -(∫ z in openUnitStrip, (D z).re * φ z) ∧ - (∫ z in openUnitStrip, u z * (fderiv ℝ φ z) Complex.I) = - -(∫ z in openUnitStrip, (D z).im * φ z) - -noncomputable def annulusKernel (q : ℂ) (r R : ℝ) (w : ℂ) : ℝ≥0∞ := - if r < ‖w-q‖ ∧ ‖w-q‖ < R then ENNReal.ofReal (‖w-q‖^2)⁻¹ else 0 - -lemma measurable_annulusKernel (q : ℂ) (r R : ℝ) : Measurable (annulusKernel q r R) := by - unfold annulusKernel - exact Measurable.ite ((isOpen_lt continuous_const (continuous_id.sub continuous_const).norm).measurableSet.inter - (isOpen_lt (continuous_id.sub continuous_const).norm continuous_const).measurableSet) - (ENNReal.measurable_ofReal.comp ((((measurable_id.sub measurable_const).norm).pow_const 2).inv)) - measurable_const - -lemma lintegral_inv_Ioo (r R : ℝ) (hr : 0 < r) (hrR : r < R) : - (∫⁻ x in Ioo r R, ENNReal.ofReal x⁻¹) = ENNReal.ofReal (Real.log (R/r)) := by - have hc : ContinuousOn (fun x : ℝ => x⁻¹) (Icc r R) := - continuousOn_id.inv₀ (fun x hx => ne_of_gt (hr.trans_le hx.1)) - have hi : IntegrableOn (fun x : ℝ => x⁻¹) (Ioo r R) := - hc.integrableOn_Icc.mono_set Ioo_subset_Icc_self - rw [← ofReal_integral_eq_lintegral_ofReal hi] - · congr 1 - change (∫ x, x⁻¹ ∂volume.restrict (Ioo r R)) = _ - rw [restrict_Ioo_eq_restrict_Ioc,← intervalIntegral.integral_of_le hrR.le] - apply integral_inv - rw [uIcc_of_le hrR.le] - intro h - exact not_le_of_gt hr h.1 - · filter_upwards [ae_restrict_mem measurableSet_Ioo] with x hx - exact inv_nonneg.mpr (hr.trans hx.1).le - -lemma annulusKernel_polar (r R : ℝ) (p : ℝ × ℝ) (hp : 0 < p.1) : - ENNReal.ofReal p.1 * annulusKernel 0 r R (Complex.polarCoord.symm p) = - (Ioo r R).indicator (fun x : ℝ => ENNReal.ofReal x⁻¹) p.1 := by - simp only [annulusKernel,sub_zero,Complex.norm_polarCoord_symm,abs_of_pos hp] - by_cases h : r < p.1 ∧ p.1 < R - · simp only [Set.indicator,Set.mem_Ioo,ite_eq_left h] - rw [← ENNReal.ofReal_mul hp.le] - congr 1 - field_simp - · simp only [Set.indicator,Set.mem_Ioo,ite_eq_right h,mul_zero] - - - -theorem annulusKernel_integral (q : ℂ) (r R : ℝ) (hr : 0 < r) (hrR : r < R) : - (∫⁻ w, annulusKernel q r R w) = ENNReal.ofReal (2*Real.pi*Real.log (R/r)) := by - have hcenter : (∫⁻ w, annulusKernel q r R w) = ∫⁻ w, annulusKernel 0 r R w := by - simpa only [annulusKernel,sub_zero] using - (lintegral_sub_right_eq_self (μ := (volume : Measure ℂ)) (annulusKernel 0 r R) q) - rw [hcenter,← Complex.lintegral_comp_polarCoord_symm] - let f : ℝ → ℝ≥0∞ := (Ioo r R).indicator (fun x : ℝ => ENNReal.ofReal x⁻¹) - have hf : Measurable f := (ENNReal.measurable_ofReal.comp measurable_inv).indicator measurableSet_Ioo - have he : (∫⁻ p in polarCoord.target, ENNReal.ofReal p.1 • - annulusKernel 0 r R (Complex.polarCoord.symm p)) = - ∫⁻ p in Ioi (0:ℝ) ×ˢ Ioo (-Real.pi) Real.pi, f p.1 := by - apply setLIntegral_congr_fun (measurableSet_Ioi.prod measurableSet_Ioo) - intro p hp - exact annulusKernel_polar r R p hp.1 - rw [he] - change (∫⁻ p in Ioi (0:ℝ) ×ˢ Ioo (-Real.pi) Real.pi, f p.1 ∂volume.prod volume) = _ - rw [setLIntegral_prod (μ := (volume : Measure ℝ)) (ν := (volume : Measure ℝ)) - (fun p : ℝ × ℝ => f p.1) ((hf.comp measurable_fst).aemeasurable)] - simp only [setLIntegral_const,Real.volume_Ioo,sub_neg_eq_add] - rw [lintegral_mul_const' _ _ ENNReal.ofReal_ne_top] - have hsub : Ioo r R ⊆ Ioi (0:ℝ) := fun x hx => hr.trans hx.1 - have hfint : (∫⁻ x in Ioi (0:ℝ), f x) = ENNReal.ofReal (Real.log (R/r)) := by - dsimp [f] - rw [setLIntegral_indicator measurableSet_Ioo,inter_eq_left.mpr hsub, - lintegral_inv_Ioo r R hr hrR] - rw [hfint,← ENNReal.ofReal_mul] - · congr 1 - ring - · exact Real.log_nonneg ((one_le_div hr).mpr hrR.le) - -lemma complex_deriv_real_det (d : ℂ) : - ((ContinuousLinearMap.toSpanSingleton ℂ d).restrictScalars ℝ).det = ‖d‖^2 := by - simp [ContinuousLinearMap.det,LinearMap.det_restrictScalars, - Algebra.norm_complex_eq,Complex.normSq_eq_norm_sq] - - - -theorem univalent_annulus_dirichlet_bound {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F {z | 0 < z.im}) - (hi : InjOn F {z | 0 < z.im}) (q : ℂ) (r R : ℝ) (hr : 0 < r) (hrR : r < R) : - (∫⁻ z in {z : ℂ | 0 < z.im}, ENNReal.ofReal (‖deriv F z‖^2) * - annulusKernel q r R (F z)) ≤ ENNReal.ofReal (2*Real.pi*Real.log (R/r)) := by - have ho : IsOpen {z : ℂ | 0 < z.im} := isOpen_lt continuous_const Complex.continuous_im - let D : ℂ → ℂ →L[ℝ] ℂ := fun z => (ContinuousLinearMap.toSpanSingleton ℂ (deriv F z)).restrictScalars ℝ - have hD : ∀ z ∈ {z : ℂ | 0 < z.im}, HasFDerivWithinAt F (D z) {z : ℂ | 0 < z.im} z := by - intro z hz - exact ((hF.differentiableAt (ho.mem_nhds hz)).hasDerivAt.hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt - have he := lintegral_image_eq_lintegral_abs_det_fderiv_mul volume ho.measurableSet hD hi (annulusKernel q r R) - have hdet (z : ℂ) : |(D z).det| = ‖deriv F z‖^2 := by - rw [show D z = (ContinuousLinearMap.toSpanSingleton ℂ (deriv F z)).restrictScalars ℝ from rfl, - complex_deriv_real_det,abs_of_nonneg (sq_nonneg _)] - simp only [hdet] at he - rw [← he] - calc - _ ≤ ∫⁻ w, annulusKernel q r R w := setLIntegral_le_lintegral _ _ - _ = _ := annulusKernel_integral q r R hr hrR - -noncomputable def truncatedConformalLog (F : ℂ → ℂ) (q : ℂ) (r H : ℝ) (z : ℂ) : ℝ := - min H (max 0 (Real.log (‖F z-q‖/r))) - -lemma lipschitz_clip (H : ℝ) : LipschitzWith 1 (fun x : ℝ => min H (max 0 x)) := by - have hmax : LipschitzWith 1 (fun x : ℝ => max 0 x) := by - simpa [Function.comp_def] using lipschitzWith_max.comp ((LipschitzWith.const (0:ℝ)).prodMk LipschitzWith.id) - simpa [Function.comp_def] using lipschitzWith_min.comp ((LipschitzWith.const H).prodMk hmax) - -lemma norm_fderiv_clip_le {v : ℂ → ℝ} {z : ℂ} (hv : ContDiffAt ℝ 1 v z) (H : ℝ) : - ‖fderiv ℝ (fun w => min H (max 0 (v w))) z‖ ≤ ‖fderiv ℝ v z‖ := by - apply le_of_forall_gt_imp_ge_of_dense - intro K hK - have hK0 : 0 ≤ K := (norm_nonneg _).trans hK.le - obtain ⟨s,hs,hvs⟩ := hv.exists_lipschitzOnWith_of_nnnorm_lt ⟨K,hK0⟩ hK - have hc := (lipschitz_clip H).comp_lipschitzOnWith hvs - have he : (1 : ℝ≥0)*⟨K,hK0⟩ = ⟨K,hK0⟩ := one_mul _ - rw [he] at hc - exact norm_fderiv_le_of_lipschitzOn ℝ hs hc - -lemma norm_fderiv_log_norm_div_le {F : ℂ → ℂ} {z : ℂ} - (hF : DifferentiableAt ℂ F z) (q : ℂ) {r : ℝ} (hr : 0 < r) - (h0 : F z-q ≠ 0) : - ‖fderiv ℝ (fun w => Real.log (‖F w-q‖/r)) z‖ ≤ ‖deriv F z‖ / ‖F z-q‖ := by - let A : ℂ →L[ℝ] ℂ := (ContinuousLinearMap.toSpanSingleton ℂ (deriv F z)).restrictScalars ℝ - have hA : HasFDerivAt (fun w => F w-q) A z := - ((hF.hasDerivAt.hasFDerivAt.restrictScalars ℝ).sub_const q) - have hn := (differentiableAt_id.norm ℝ h0).hasFDerivAt - have hnorm : ‖fderiv ℝ (fun w : ℂ => ‖w‖) (F z-q)‖ = 1 := - norm_fderiv_norm (differentiableAt_id.norm ℝ h0) - have hn0 : 0 < ‖F z-q‖ := norm_pos_iff.mpr h0 - have hl := ((hn.comp z hA).log (norm_ne_zero_iff.mpr h0)).sub_const (Real.log r) - have he : (fun w => Real.log (‖F w-q‖/r)) =ᶠ[𝓝 z] - (fun w => Real.log ‖F w-q‖ - Real.log r) := by - filter_upwards [(hA.continuousAt.norm).eventually (Ioi_mem_nhds hn0)] with w hw - exact Real.log_div (ne_of_gt hw) hr.ne' - have hd := hl.congr_of_eventuallyEq he - rw [hd.fderiv,norm_smul,Real.norm_eq_abs] - simp only [Function.comp_apply,id_eq] at * - rw [abs_of_pos (inv_pos.mpr hn0)] - have hAnorm : ‖A‖ = ‖deriv F z‖ := by - simp [A] - have hb := (fderiv ℝ (fun w : ℂ => ‖w‖) (F z-q)).opNorm_comp_le A - rw [hnorm,one_mul,hAnorm] at hb - simpa [div_eq_mul_inv,mul_comm] using mul_le_mul_of_nonneg_left hb (inv_nonneg.mpr hn0.le) - -lemma truncatedConformalLog_eq_zero {F : ℂ → ℂ} {q z : ℂ} {r H : ℝ} - (hr : 0 < r) (hH : 0 ≤ H) (hl : ‖F z-q‖ ≤ r) : - truncatedConformalLog F q r H z = 0 := by - have hb : Real.log (‖F z-q‖/r) ≤ 0 := Real.log_nonpos - (div_nonneg (norm_nonneg _) hr.le) ((div_le_one hr).mpr hl) - simp [truncatedConformalLog,max_eq_left hb,min_eq_right hH] - -lemma truncatedConformalLog_eq_height {F : ℂ → ℂ} {q z : ℂ} {r H : ℝ} - (hr : 0 < r) (hu : Real.exp H*r ≤ ‖F z-q‖) : - truncatedConformalLog F q r H z = H := by - have hn : 0 < ‖F z-q‖ := (mul_pos (Real.exp_pos _) hr).trans_le hu - have hb : H ≤ Real.log (‖F z-q‖/r) := - (Real.le_log_iff_exp_le (div_pos hn hr)).mpr ((le_div_iff₀ hr).mpr hu) - exact min_eq_left (hb.trans (le_max_right _ _)) - -lemma fderiv_truncated_eq_zero_of_low {F : ℂ → ℂ} {q z : ℂ} {r H : ℝ} - (hF : ContinuousAt F z) (hr : 0 < r) (hH : 0 ≤ H) (hl : ‖F z-q‖ < r) : - fderiv ℝ (truncatedConformalLog F q r H) z = 0 := by - have he : truncatedConformalLog F q r H =ᶠ[𝓝 z] (fun _ => (0:ℝ)) := by - filter_upwards [((hF.sub_const q).norm).eventually (Iio_mem_nhds hl)] with w hw - exact truncatedConformalLog_eq_zero hr hH hw.le - exact ((hasFDerivAt_const (0:ℝ) z).congr_of_eventuallyEq he).fderiv - -lemma fderiv_truncated_eq_zero_of_high {F : ℂ → ℂ} {q z : ℂ} {r H : ℝ} - (hF : ContinuousAt F z) (hr : 0 < r) (hu : Real.exp H*r < ‖F z-q‖) : - fderiv ℝ (truncatedConformalLog F q r H) z = 0 := by - have he : truncatedConformalLog F q r H =ᶠ[𝓝 z] (fun _ => H) := by - filter_upwards [((hF.sub_const q).norm).eventually (Ioi_mem_nhds hu)] with w hw - exact truncatedConformalLog_eq_height hr hw.le - exact ((hasFDerivAt_const H z).congr_of_eventuallyEq he).fderiv - -lemma norm_fderiv_truncated_le {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F D) {z : ℂ} (hz : z ∈ D) (q : ℂ) {r H : ℝ} - (hr : 0 < r) (h0 : F z-q ≠ 0) : - ‖fderiv ℝ (truncatedConformalLog F q r H) z‖ ≤ ‖deriv F z‖ / ‖F z-q‖ := by - have hcF : ContDiffAt ℝ 1 F z := ((hF.analyticAt (hD.mem_nhds hz)).restrictScalars (𝕜 := ℝ)).contDiffAt - have hv : ContDiffAt ℝ 1 (fun w => Real.log (‖F w-q‖/r)) z := - (((hcF.sub contDiffAt_const).norm ℝ h0).div_const r).log - (div_ne_zero (norm_ne_zero_iff.mpr h0) hr.ne') - exact (norm_fderiv_clip_le hv H).trans - (norm_fderiv_log_norm_div_le (hF.differentiableAt (hD.mem_nhds hz)) q hr h0) - - - -lemma truncated_log_energy_pointwise {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F D) {z : ℂ} (hz : z ∈ D) (q : ℂ) - {r H a b : ℝ} (hr : 0 < r) (hH : 0 < H) (ha : 0 < a) (har : a < r) - (hRb : Real.exp H*r < b) : - ENNReal.ofReal (‖fderiv ℝ (truncatedConformalLog F q r H) z‖^2) ≤ - ENNReal.ofReal (‖deriv F z‖^2) * annulusKernel q a b (F z) := by - have hc := (hF.differentiableAt (hD.mem_nhds hz)).continuousAt - by_cases hband : a < ‖F z-q‖ ∧ ‖F z-q‖ < b - · have hn : 0 < ‖F z-q‖ := ha.trans hband.1 - have hb := norm_fderiv_truncated_le hD hF hz q hr (norm_ne_zero_iff.mp hn.ne') (H := H) - have hs : ‖fderiv ℝ (truncatedConformalLog F q r H) z‖^2 ≤ - ‖deriv F z‖^2 * (‖F z-q‖^2)⁻¹ := by - calc - _ ≤ (‖deriv F z‖/‖F z-q‖)^2 := pow_le_pow_left₀ (norm_nonneg _) hb 2 - _ = _ := by rw [div_pow,div_eq_mul_inv] - simpa only [annulusKernel,ite_eq_left hband,← ENNReal.ofReal_mul (sq_nonneg _)] using - ENNReal.ofReal_le_ofReal hs - · have he : fderiv ℝ (truncatedConformalLog F q r H) z = 0 := by - rcases not_and_or.mp hband with hl | hu - · exact fderiv_truncated_eq_zero_of_low hc hr hH.le ((le_of_not_gt hl).trans_lt har) - · exact fderiv_truncated_eq_zero_of_high hc hr (hRb.trans_le (le_of_not_gt hu)) - simp [he] - -lemma truncated_log_lipschitz_near {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F D) {z : ℂ} (hz : z ∈ D) (q : ℂ) {r H : ℝ} - (hr : 0 < r) (hH : 0 < H) : - ∃ (K : ℝ≥0) (U : Set ℂ), IsOpen U ∧ z ∈ U ∧ - LipschitzOnWith K (truncatedConformalLog F q r H) U := by - by_cases h0 : F z-q = 0 - · have hn : ‖F z-q‖ < r := by simpa [h0] using hr - have he := (((hF.differentiableAt (hD.mem_nhds hz)).continuousAt.sub_const q).norm).eventually - (Iio_mem_nhds hn) - obtain ⟨U,hU,hUo,hzU⟩ := mem_nhds_iff.mp he - refine ⟨0,U,hUo,hzU,?_⟩ - intro x hx y hy - rw [truncatedConformalLog_eq_zero hr hH.le (hU hx).le, - truncatedConformalLog_eq_zero hr hH.le (hU hy).le] - simp - · have hcF : ContDiffAt ℝ 1 F z := - ((hF.analyticAt (hD.mem_nhds hz)).restrictScalars (𝕜 := ℝ)).contDiffAt - have hv : ContDiffAt ℝ 1 (fun w => Real.log (‖F w-q‖/r)) z := - (((hcF.sub contDiffAt_const).norm ℝ h0).div_const r).log - (div_ne_zero (norm_ne_zero_iff.mpr h0) hr.ne') - let K : ℝ≥0 := ‖fderiv ℝ (fun w => Real.log (‖F w-q‖/r)) z‖₊ + 1 - have hK : ‖fderiv ℝ (fun w => Real.log (‖F w-q‖/r)) z‖₊ < K := by - dsimp [K]; simp - obtain ⟨U,hU,hLip⟩ := hv.exists_lipschitzOnWith_of_nnnorm_lt K hK - refine ⟨1*K,interior U,isOpen_interior,mem_interior_iff_mem_nhds.mpr hU,?_⟩ - exact ((lipschitz_clip H).comp_lipschitzOnWith hLip).mono interior_subset - - -theorem truncated_log_ae_differentiable {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F D) (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : - ∀ᵐ z ∂volume, z ∈ D → DifferentiableAt ℝ (truncatedConformalLog F q r H) z := by - classical - have hloc (x : D) := truncated_log_lipschitz_near hD hF x.2 q hr hH - choose K U hUo hxU hULip using hloc - have hcov : D ⊆ ⋃ x : D, U x := fun z hz => mem_iUnion.mpr ⟨⟨z,hz⟩,hxU ⟨z,hz⟩⟩ - obtain ⟨t,ht,htcov⟩ := (HereditarilyLindelofSpace.isLindelof D).elim_countable_subcover U hUo hcov - have ha (x : D) : ∀ᵐ z ∂volume, z ∈ U x → - DifferentiableAt ℝ (truncatedConformalLog F q r H) z := by - filter_upwards [(hULip x).ae_differentiableWithinAt_of_mem (μ := volume)] with z hz hzU - exact (hz hzU).differentiableAt ((hUo x).mem_nhds hzU) - filter_upwards [(ae_ball_iff ht).mpr (fun x _ => ha x)] with z hz hzD - obtain ⟨x,htx,hzx⟩ := mem_iUnion₂.mp (htcov hzD) - exact hz x htx hzx - -lemma local_lipschitz_weak_derivative {D : Set ℂ} (hD : IsOpen D) {u : ℂ → ℝ} - (hlocal : ∀ x ∈ D, ∃ (K : ℝ≥0) (U : Set ℂ), IsOpen U ∧ x ∈ U ∧ LipschitzOnWith K u U) - (φ : ℂ → ℝ) (hφ : ContDiff ℝ ⊤ φ) (hcφ : HasCompactSupport φ) - (hsφ : tsupport φ ⊆ D) (v : ℂ) : - (∫ z in D, u z * (fderiv ℝ φ z) v) = - -(∫ z in D, (fderiv ℝ u z) v * φ z) := by - obtain ⟨S,hSc,hφS,hSD⟩ := exists_compact_between hcφ hD hsφ - have huS : LocallyLipschitzOn S u := by - intro x hx - obtain ⟨K,U,hUo,hxU,hU⟩ := hlocal x (hSD hx) - exact ⟨K,U,mem_nhdsWithin_of_mem_nhds (hUo.mem_nhds hxU),hU⟩ - obtain ⟨K,hK⟩ := huS.exists_lipschitzOnWith_of_compact hSc - obtain ⟨g,hglip,hug⟩ := hK.extend_real - obtain ⟨C,hφlip⟩ := ContDiff.lipschitzWith_of_hasCompactSupport hcφ hφ (by simp) - have hφdiff : ∀ z, DifferentiableAt ℝ φ z := fun z => (hφ.differentiable (by simp)).differentiableAt - have ht (z : ℂ) (hz : z ∈ tsupport φ) : u =ᶠ[𝓝 z] g := by - filter_upwards [mem_interior_iff_mem_nhds.mp (hφS hz)] with w hw - exact hug hw - have hid := hglip.integral_lineDeriv_mul_eq (μ := volume) hφlip hcφ v - have hfull : (∫ z, (fderiv ℝ g z) v * φ z) = -(∫ z, g z * (fderiv ℝ φ z) v) := by - calc - _ = ∫ z, lineDeriv ℝ g z v * φ z := by - apply integral_congr_ae - filter_upwards [hglip.ae_differentiableAt (μ := volume)] with z hz - rw [hz.lineDeriv_eq_fderiv] - _ = ∫ z, lineDeriv ℝ φ z (-v) * g z := hid - _ = _ := by - simp_rw [(hφdiff _).lineDeriv_eq_fderiv,map_neg,neg_mul,mul_comm _ (g _)] - rw [integral_neg] - have he1 : (fun z => u z * (fderiv ℝ φ z) v) = (fun z => g z * (fderiv ℝ φ z) v) := by - funext z - by_cases hz : z ∈ tsupport φ - · rw [hug (interior_subset (hφS hz))] - · simp [fderiv_of_notMem_tsupport ℝ hz] - have he2 : (fun z => (fderiv ℝ u z) v * φ z) = (fun z => (fderiv ℝ g z) v * φ z) := by - funext z - by_cases hz : z ∈ tsupport φ - · rw [(ht z hz).fderiv_eq] - · simp [image_eq_zero_of_notMem_tsupport hz] - have hs1 : (∫ z in D, u z * (fderiv ℝ φ z) v) = ∫ z, u z * (fderiv ℝ φ z) v := by - apply setIntegral_eq_integral_of_forall_compl_eq_zero - intro z hz - have hn : z ∉ tsupport φ := fun h => hz (hsφ h) - simp [fderiv_of_notMem_tsupport ℝ hn] - have hs2 : (∫ z in D, (fderiv ℝ u z) v * φ z) = ∫ z, (fderiv ℝ u z) v * φ z := by - apply setIntegral_eq_integral_of_forall_compl_eq_zero - intro z hz - have hn : z ∉ tsupport φ := fun h => hz (hsφ h) - simp [image_eq_zero_of_notMem_tsupport hn] - rw [hs1,hs2,he1,he2,hfull] - simp - -theorem truncated_log_weak_derivative {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F D) (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) - (φ : ℂ → ℝ) (hφ : ContDiff ℝ ⊤ φ) (hcφ : HasCompactSupport φ) - (hsφ : tsupport φ ⊆ D) (v : ℂ) : - (∫ z in D, truncatedConformalLog F q r H z * (fderiv ℝ φ z) v) = - -(∫ z in D, (fderiv ℝ (truncatedConformalLog F q r H) z) v * φ z) := - local_lipschitz_weak_derivative hD (fun _ hx => truncated_log_lipschitz_near hD hF hx q hr hH) - φ hφ hcφ hsφ v - -lemma open_univalent_weighted_area {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F D) (hi : InjOn F D) (q : ℂ) (a b : ℝ) - (ha : 0 < a) (hab : a < b) : - (∫⁻ z in D, ENNReal.ofReal (‖deriv F z‖^2)*annulusKernel q a b (F z)) ≤ - ENNReal.ofReal (2*Real.pi*Real.log (b/a)) := by - let B : ℂ → ℂ →L[ℝ] ℂ := fun z => - (ContinuousLinearMap.toSpanSingleton ℂ (deriv F z)).restrictScalars ℝ - have hB : ∀ z ∈ D, HasFDerivWithinAt F (B z) D z := by - intro z hz - exact ((hF.differentiableAt (hD.mem_nhds hz)).hasDerivAt.hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt - have he := lintegral_image_eq_lintegral_abs_det_fderiv_mul volume hD.measurableSet hB hi (annulusKernel q a b) - have hdet (z : ℂ) : |(B z).det| = ‖deriv F z‖^2 := by - rw [show B z = (ContinuousLinearMap.toSpanSingleton ℂ (deriv F z)).restrictScalars ℝ from rfl, - complex_deriv_real_det,abs_of_nonneg (sq_nonneg _)] - simp only [hdet] at he - rw [← he] - exact (setLIntegral_le_lintegral _ _).trans_eq (annulusKernel_integral q a b ha hab) - - - -theorem truncated_log_dirichlet_bound {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F D) (hi : InjOn F D) - (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : - (∫⁻ z in D, ENNReal.ofReal (‖fderiv ℝ (truncatedConformalLog F q r H) z‖^2)) ≤ - ENNReal.ofReal (2*Real.pi*H) := by - have hbound (ε : ℝ) (hε : 0 < ε) : - (∫⁻ z in D, ENNReal.ofReal (‖fderiv ℝ (truncatedConformalLog F q r H) z‖^2)) ≤ - ENNReal.ofReal (2*Real.pi*(H+2*ε)) := by - let a := r * Real.exp (-ε) - let b := Real.exp (H+ε)*r - have ha : 0 < a := mul_pos hr (Real.exp_pos _) - have har : a < r := by - dsimp [a] - exact (mul_lt_mul_of_pos_left (Real.exp_lt_one_iff.mpr (neg_lt_zero.mpr hε)) hr).trans_eq (mul_one r) - have hrR : r < Real.exp H*r := by - simpa using mul_lt_mul_of_pos_right (Real.one_lt_exp_iff.mpr hH) hr - have hRb : Real.exp H*r < b := by - exact mul_lt_mul_of_pos_right (Real.exp_lt_exp.mpr (lt_add_of_pos_right _ hε)) hr - have hab : a < b := har.trans (hrR.trans hRb) - have hlog : Real.log (b/a) = H+2*ε := by - have hid : b/a = Real.exp (H+2*ε) := by - dsimp [a,b] - rw [show H+2*ε = (H+ε)+ε by ring,Real.exp_add (H+ε) ε,Real.exp_neg] - field_simp - rw [hid,Real.log_exp] - calc - _ ≤ ∫⁻ z in D, ENNReal.ofReal (‖deriv F z‖^2)*annulusKernel q a b (F z) := by - apply setLIntegral_mono' hD.measurableSet - intro z hz - exact truncated_log_energy_pointwise hD hF hz q hr hH ha har hRb - _ ≤ ENNReal.ofReal (2*Real.pi*Real.log (b/a)) := open_univalent_weighted_area hD hF hi q a b ha hab - _ = _ := by rw [hlog] - have ht : Tendsto (fun ε : ℝ => ENNReal.ofReal (2*Real.pi*(H+2*ε))) (𝓝[>] 0) - (𝓝 (ENNReal.ofReal (2*Real.pi*H))) := by - have hc : Continuous (fun ε : ℝ => ENNReal.ofReal (2*Real.pi*(H+2*ε))) := ENNReal.continuous_ofReal.comp (by fun_prop) - simpa using (hc.tendsto 0).mono_left (nhdsWithin_le_nhds : 𝓝[>] (0:ℝ) ≤ 𝓝 0) - exact ge_of_tendsto ht (by filter_upwards [self_mem_nhdsWithin] with ε hε using hbound ε hε) - -lemma measurable_real_gradient (u : ℂ → ℝ) : Measurable (gradient u) := - (InnerProductSpace.toDual ℝ ℂ).symm.continuous.measurable.comp (measurable_fderiv ℝ u) - -lemma norm_real_gradient (u : ℂ → ℝ) (z : ℂ) : ‖gradient u z‖ = ‖fderiv ℝ u z‖ := by - simp [gradient] - -theorem truncated_log_sobolev_energy {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F D) (hi : InjOn F D) - (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : - MemLp (gradient (truncatedConformalLog F q r H)) 2 (volume.restrict D) ∧ - (∫ z in D, ‖gradient (truncatedConformalLog F q r H) z‖^2) ≤ 2*Real.pi*H ∧ - ∀ (φ : ℂ → ℝ), ContDiff ℝ ⊤ φ → HasCompactSupport φ → tsupport φ ⊆ D → - ((∫ z in D, truncatedConformalLog F q r H z * (fderiv ℝ φ z) (1:ℂ)) = - -(∫ z in D, (gradient (truncatedConformalLog F q r H) z).re * φ z)) ∧ - ((∫ z in D, truncatedConformalLog F q r H z * (fderiv ℝ φ z) Complex.I) = - -(∫ z in D, (gradient (truncatedConformalLog F q r H) z).im * φ z)) := by - let u := truncatedConformalLog F q r H - have hgm : AEStronglyMeasurable (gradient u) (volume.restrict D) := - (measurable_real_gradient u).aestronglyMeasurable - have hsq : AEStronglyMeasurable (fun z => ‖gradient u z‖^2) (volume.restrict D) := hgm.norm.pow 2 - have hb : (∫⁻ z in D, ENNReal.ofReal (‖gradient u z‖^2)) ≤ ENNReal.ofReal (2*Real.pi*H) := by - simpa only [norm_real_gradient] using truncated_log_dirichlet_bound hD hF hi q r H hr hH - have hint : Integrable (fun z => ‖gradient u z‖^2) (volume.restrict D) := - (lintegral_ofReal_ne_top_iff_integrable hsq (ae_of_all _ fun z => sq_nonneg _)).mp - (ne_of_lt (hb.trans_lt ENNReal.ofReal_lt_top)) - have henergy : (∫ z in D, ‖gradient u z‖^2) ≤ 2*Real.pi*H := by - have he := ofReal_integral_eq_lintegral_ofReal hint (ae_of_all _ fun z => sq_nonneg _) - rw [← he] at hb - exact (ENNReal.ofReal_le_ofReal_iff (by positivity : 0 ≤ 2*Real.pi*H)).mp hb - refine ⟨(memLp_two_iff_integrable_sq_norm hgm).mpr hint,henergy,?_⟩ - intro φ hφ hcφ hsφ - constructor - · simpa only [real_gradient_re] using truncated_log_weak_derivative hD hF q r H hr hH φ hφ hcφ hsφ (1:ℂ) - · simpa only [real_gradient_im] using truncated_log_weak_derivative hD hF q r H hr hH φ hφ hcφ hsφ Complex.I - -noncomputable def conformalStripLog (F : ℂ → ℂ) (q : ℂ) (r H : ℝ) (z : ℂ) : ℝ := - min H (max 0 (Real.log (‖F (Complex.exp z)-q‖/r))) - -lemma exp_strip_halfplane : MapsTo Complex.exp {z : ℂ | 0 < z.im ∧ z.im < Real.pi} - {z : ℂ | 0 < z.im} := by - intro z hz - change 0 < (Complex.exp z).im - rw [Complex.exp_im] - exact mul_pos (Real.exp_pos _) (Real.sin_pos_of_pos_of_lt_pi hz.1 hz.2) - -lemma exp_injective_strip : InjOn Complex.exp {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := by - intro x hx y hy hxy - exact Complex.exp_inj_of_neg_pi_lt_of_le_pi - ((neg_neg_of_pos Real.pi_pos).trans hx.1) hx.2.le - ((neg_neg_of_pos Real.pi_pos).trans hy.1) hy.2.le hxy - - -theorem conformal_strip_total_energy {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F {z | 0 < z.im}) (hi : InjOn F {z | 0 < z.im}) - (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : - MemLp (gradient (conformalStripLog F q r H)) 2 - (volume.restrict {z : ℂ | 0 < z.im ∧ z.im < Real.pi}) ∧ - (∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, - ‖gradient (conformalStripLog F q r H) z‖^2) ≤ 2*Real.pi*H ∧ - ∀ (φ : ℂ → ℝ), ContDiff ℝ ⊤ φ → HasCompactSupport φ → - tsupport φ ⊆ {z : ℂ | 0 < z.im ∧ z.im < Real.pi} → - ((∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, - conformalStripLog F q r H z * (fderiv ℝ φ z) (1:ℂ)) = - -(∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, - (gradient (conformalStripLog F q r H) z).re * φ z)) ∧ - ((∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, - conformalStripLog F q r H z * (fderiv ℝ φ z) Complex.I) = - -(∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, - (gradient (conformalStripLog F q r H) z).im * φ z)) := by - have hS : IsOpen {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := - (isOpen_lt continuous_const Complex.continuous_im).inter - (isOpen_lt Complex.continuous_im continuous_const) - have hcomp : DifferentiableOn ℂ (F ∘ Complex.exp) {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := - hF.comp Complex.differentiable_exp.differentiableOn exp_strip_halfplane - have hicomp : InjOn (F ∘ Complex.exp) {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := - hi.comp exp_injective_strip exp_strip_halfplane - exact truncated_log_sobolev_energy hS hcomp hicomp q r H hr hH - -lemma truncated_log_continuousOn {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F D) (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : - ContinuousOn (truncatedConformalLog F q r H) D := by - apply LocallyLipschitzOn.continuousOn - intro z hz - obtain ⟨K,U,hU,hzU,hlip⟩ := truncated_log_lipschitz_near hD hF hz q hr hH - exact ⟨K,U,mem_nhdsWithin_of_mem_nhds (hU.mem_nhds hzU),hlip⟩ - -lemma truncated_log_bounds (F : ℂ → ℂ) (q : ℂ) (r H : ℝ) (hH : 0 ≤ H) (z : ℂ) : - 0 ≤ truncatedConformalLog F q r H z ∧ truncatedConformalLog F q r H z ≤ H := by - exact ⟨le_min hH (le_max_left _ _),min_le_left _ _⟩ - -theorem conformal_unit_strip_weak_gradient {F : ℂ → ℂ} - (hF : DifferentiableOn ℂ F {z | 0 < z.im}) (hi : InjOn F {z | 0 < z.im}) - (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : - IsStripWeakGradient (conformalStripLog F q r H) - (gradient (conformalStripLog F q r H)) ∧ - (∫ z in openUnitStrip, ‖gradient (conformalStripLog F q r H) z‖^2) ≤ - 2*Real.pi*H := by - have hsub : openUnitStrip ⊆ {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := fun z hz => hz.2.2 - have hcm : DifferentiableOn ℂ (F ∘ Complex.exp) openUnitStrip := - (hF.comp Complex.differentiable_exp.differentiableOn exp_strip_halfplane).mono hsub - have hicm : InjOn (F ∘ Complex.exp) openUnitStrip := - (hi.comp exp_injective_strip exp_strip_halfplane).mono hsub - obtain ⟨hgrad,henergy,hweak⟩ := - truncated_log_sobolev_energy openUnitStrip_isOpen hcm hicm q r H hr hH - have : IsFiniteMeasure (volume.restrict openUnitStrip) := - isFiniteMeasure_restrict.mpr openUnitStrip_measure_lt_top.ne - have hu : MemLp (truncatedConformalLog (F ∘ Complex.exp) q r H) 2 - (volume.restrict openUnitStrip) := - memLp_of_bounded (ae_of_all _ fun z => truncated_log_bounds _ _ _ _ hH.le z) - ((truncated_log_continuousOn openUnitStrip_isOpen hcm q r H hr hH).aestronglyMeasurable - openUnitStrip_isOpen.measurableSet) 2 - exact ⟨⟨hu,hgrad,hweak⟩,henergy⟩ - - -noncomputable def sphericalTruncatedLog (q : ℂ) (r H : ℝ) : OnePoint ℂ → ℝ := - OnePoint.rec H (fun z => min H (max 0 (Real.log (‖z-q‖/r)))) - -@[simp] lemma sphericalTruncatedLog_coe (q z : ℂ) (r H : ℝ) : - sphericalTruncatedLog q r H (z : OnePoint ℂ) = - truncatedConformalLog id q r H z := rfl - -@[simp] lemma sphericalTruncatedLog_infty (q : ℂ) (r H : ℝ) : - sphericalTruncatedLog q r H OnePoint.infty = H := rfl - -lemma sphericalTruncatedLog_continuous (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : - Continuous (sphericalTruncatedLog q r H) := by - apply continuous_iff_continuousAt.mpr - intro x - induction x using OnePoint.rec with - | infty => - apply OnePoint.continuousAt_infty.mpr - intro S hS - refine ⟨Metric.closedBall q (Real.exp H*r),Metric.isClosed_closedBall,isCompact_closedBall _ _,?_⟩ - intro z hz - have hb : Real.exp H*r ≤ ‖z-q‖ := by - rw [mem_compl_iff,Metric.mem_closedBall,dist_eq_norm] at hz - exact (lt_of_not_ge hz).le - have he : sphericalTruncatedLog q r H (z : OnePoint ℂ) = H := by - rw [sphericalTruncatedLog_coe] - exact truncatedConformalLog_eq_height (F := id) hr hb - change sphericalTruncatedLog q r H (z : OnePoint ℂ) ∈ S - rw [he] - exact mem_of_mem_nhds hS - | coe z => - rw [OnePoint.continuousAt_coe] - change ContinuousAt (truncatedConformalLog id q r H) z - have hc := truncated_log_continuousOn isOpen_univ - (differentiable_id.differentiableOn : DifferentiableOn ℂ id Set.univ) q r H hr hH - exact (continuousOn_univ.mp hc).continuousAt - - -theorem spherical_strip_log_continuous {Fbar : ℂ → OnePoint ℂ} - (hFbar : ContinuousOn Fbar {z : ℂ | 0 ≤ z.im}) - (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : - ContinuousOn (fun z : ℂ => sphericalTruncatedLog q r H (Fbar (Complex.exp z))) - {z : ℂ | 0 ≤ z.im ∧ z.im ≤ Real.pi} := by - have hmap : MapsTo Complex.exp {z : ℂ | 0 ≤ z.im ∧ z.im ≤ Real.pi} - {z : ℂ | 0 ≤ z.im} := by - intro z hz - change 0 ≤ (Complex.exp z).im - rw [Complex.exp_im] - exact mul_nonneg (Real.exp_pos _).le (Real.sin_nonneg_of_nonneg_of_le_pi hz.1 hz.2) - exact (sphericalTruncatedLog_continuous q r H hr hH).continuousOn.comp - (hFbar.comp Complex.continuous_exp.continuousOn hmap) (mapsTo_univ _ _) - - - -theorem source_strip_log_regularity {F : ℂ → ℂ} {Fbar : ℂ → OnePoint ℂ} - (hF : DifferentiableOn ℂ F {z | 0 < z.im}) (hi : InjOn F {z | 0 < z.im}) - (hbar : ContinuousOn Fbar {z : ℂ | 0 ≤ z.im}) - (hext : ∀ z : ℂ, 0 < z.im → Fbar z = (F z : OnePoint ℂ)) - (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : - let U := fun z : ℂ => sphericalTruncatedLog q r H (Fbar (Complex.exp z)) - ContinuousOn U {z : ℂ | 0 ≤ z.im ∧ z.im ≤ Real.pi} ∧ - (∀ z, 0 ≤ U z ∧ U z ≤ H) ∧ - IsStripWeakGradient U (gradient U) ∧ - MemLp (gradient U) 2 (volume.restrict {z : ℂ | 0 < z.im ∧ z.im < Real.pi}) ∧ - (∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, ‖gradient U z‖^2) ≤ - 2*Real.pi*H := by - let U := fun z : ℂ => sphericalTruncatedLog q r H (Fbar (Complex.exp z)) - let V := conformalStripLog F q r H - let S := {z : ℂ | 0 < z.im ∧ z.im < Real.pi} - have hS : IsOpen S := (isOpen_lt continuous_const Complex.continuous_im).inter - (isOpen_lt Complex.continuous_im continuous_const) - have heq : EqOn U V S := by - intro z hz - dsimp [U] - rw [hext (Complex.exp z) (exp_strip_halfplane hz),sphericalTruncatedLog_coe] - rfl - have hgeq : EqOn (gradient U) (gradient V) S := by - intro z hz - have he : U =ᶠ[𝓝 z] V := by - filter_upwards [hS.mem_nhds hz] with w hw - exact heq hw - simp only [gradient,he.fderiv_eq] - have heae : U =ᵐ[volume.restrict S] V := by - filter_upwards [ae_restrict_mem hS.measurableSet] with z hz - exact heq hz - have hgae : gradient U =ᵐ[volume.restrict S] gradient V := by - filter_upwards [ae_restrict_mem hS.measurableSet] with z hz - exact hgeq hz - have hsub : openUnitStrip ⊆ S := fun z hz => hz.2.2 - have heu : U =ᵐ[volume.restrict openUnitStrip] V := - heae.filter_mono (ae_mono (Measure.restrict_mono hsub le_rfl)) - have hgu : gradient U =ᵐ[volume.restrict openUnitStrip] gradient V := - hgae.filter_mono (ae_mono (Measure.restrict_mono hsub le_rfl)) - obtain ⟨hV,-⟩ := conformal_unit_strip_weak_gradient hF hi q r H hr hH - obtain ⟨hgrad,henergy,-⟩ := conformal_strip_total_energy hF hi q r H hr hH - refine ⟨spherical_strip_log_continuous hbar q r H hr hH,?_,?_,(memLp_congr_ae hgae).mpr hgrad,?_⟩ - · intro z - change 0 ≤ sphericalTruncatedLog q r H (Fbar (Complex.exp z)) ∧ - sphericalTruncatedLog q r H (Fbar (Complex.exp z)) ≤ H - generalize Fbar (Complex.exp z) = x - induction x using OnePoint.rec with - | infty => simpa using And.intro hH.le (le_refl H) - | coe w => exact truncated_log_bounds id q r H hH.le w - · refine ⟨(memLp_congr_ae heu).mpr hV.1,(memLp_congr_ae hgu).mpr hV.2.1,?_⟩ - intro φ hφ hc hs - obtain ⟨hrx,hix⟩ := hV.2.2 φ hφ hc hs - have h1 : (∫ z in openUnitStrip, U z * (fderiv ℝ φ z) (1:ℂ)) = - (∫ z in openUnitStrip, V z * (fderiv ℝ φ z) (1:ℂ)) := - integral_congr_ae (heu.mono fun z hz => by dsimp only; rw [hz]) - have h2 : (∫ z in openUnitStrip, U z * (fderiv ℝ φ z) Complex.I) = - (∫ z in openUnitStrip, V z * (fderiv ℝ φ z) Complex.I) := - integral_congr_ae (heu.mono fun z hz => by dsimp only; rw [hz]) - have h3 : (∫ z in openUnitStrip, (gradient U z).re * φ z) = - (∫ z in openUnitStrip, (gradient V z).re * φ z) := - integral_congr_ae (hgu.mono fun z hz => by dsimp only; rw [hz]) - have h4 : (∫ z in openUnitStrip, (gradient U z).im * φ z) = - (∫ z in openUnitStrip, (gradient V z).im * φ z) := - integral_congr_ae (hgu.mono fun z hz => by dsimp only; rw [hz]) - exact ⟨h1.trans (hrx.trans (congrArg Neg.neg h3.symm)), - h2.trans (hix.trans (congrArg Neg.neg h4.symm))⟩ - · calc - _ = ∫ z in S, ‖gradient V z‖^2 := - integral_congr_ae (hgae.mono fun z hz => by dsimp only; rw [hz]) - _ ≤ _ := henergy - - - -end SLEExactGauge -end -end - -end OAI +import Mathlib +import OAI.Probability.SLE.RectangleMeans +import OAI.Probability.SLE.SausagePointBound + +namespace OAI + +/-! Dyadic Strips for chordal SLE. -/ + +section +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +lemma inv_pow_rpow_two (k : ℕ) (α : ℝ) : + (1/(2:ℝ)^k)^α = (2:ℝ)^(-α*(k:ℝ)) := by + rw [one_div,Real.inv_rpow (by positivity)] + rw [← Real.rpow_natCast (2:ℝ) k,← Real.rpow_mul (by norm_num : 0 ≤ (2:ℝ)), + ← Real.rpow_neg (by norm_num : 0 ≤ (2:ℝ))] + congr 1 + ring + + + +theorem sle_dyadic_strip_rectangle_hit + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (j : ℤ) (k : ℕ) (i m : Fin (2^k)) : + P {ω | ∃ t : ℝ≥0, γ ω t ∈ Complex.exp '' dyadicStripRectangle j k i m} ≤ + ENNReal.ofReal (stripHittingConstant κ * + (2:ℝ)^(-annularApproachPower κ*(k:ℝ))) := by + have hk : 0 < (2:ℝ)^k := by positivity + have hm : (m:ℝ) ≤ (2:ℝ)^k := by + exact_mod_cast m.isLt.le + have hz : 0 ≤ Real.pi*((m:ℝ)/(2:ℝ)^k) := by positivity + have hp : Real.pi*((m:ℝ)/(2:ℝ)^k) ≤ Real.pi := by + exact mul_le_of_le_one_right Real.pi_pos.le ((div_le_one hk).mpr hm) + have hh := sle_exp_strip_rectangle_hit κ hκ hκ8 γ hSLE + ((j:ℝ)+(i:ℝ)/(2:ℝ)^k) (Real.pi*((m:ℝ)/(2:ℝ)^k)) + (1/(2:ℝ)^k) hz hp (by positivity) + simpa only [dyadicStripRectangle,inv_pow_rpow_two] using hh + + + +theorem ordinary_sle_strip_hitting_constants + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) : + ∃ C α : ℝ, 0 < C ∧ 0 < α ∧ + ∀ {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (γ : Ω → ℝ≥0 → ℂ), IsOrdinaryChordalSLE κ γ P → + ∀ (j : ℤ) (k : ℕ) (i m : Fin (2^k)), + P {ω | ∃ t : ℝ≥0, γ ω t ∈ Complex.exp '' dyadicStripRectangle j k i m} ≤ + ENNReal.ofReal (C*(2:ℝ)^(-α*(k:ℝ))) := by + refine ⟨stripHittingConstant κ,annularApproachPower κ, + stripHittingConstant_pos κ hκ hκ8,annularApproachPower_pos κ hκ hκ8,?_⟩ + intro Ω _ P γ hγ j k i m + exact sle_dyadic_strip_rectangle_hit κ hκ hκ8 γ hγ j k i m + +end SLEExactGauge +end + +section + +open Set Filter MeasureTheory +open scoped Topology ContDiff ENNReal BigOperators NNReal +namespace SLEExactGauge + + +def IsStripWeakGradient (u : ℂ → ℝ) (D : ℂ → ℂ) : Prop := + MemLp u 2 (volume.restrict openUnitStrip) ∧ + MemLp D 2 (volume.restrict openUnitStrip) ∧ + ∀ φ : ℂ → ℝ, ContDiff ℝ ⊤ φ → HasCompactSupport φ → tsupport φ ⊆ openUnitStrip → + (∫ z in openUnitStrip, u z * (fderiv ℝ φ z) (1:ℂ)) = + -(∫ z in openUnitStrip, (D z).re * φ z) ∧ + (∫ z in openUnitStrip, u z * (fderiv ℝ φ z) Complex.I) = + -(∫ z in openUnitStrip, (D z).im * φ z) + +noncomputable def annulusKernel (q : ℂ) (r R : ℝ) (w : ℂ) : ℝ≥0∞ := + if r < ‖w-q‖ ∧ ‖w-q‖ < R then ENNReal.ofReal (‖w-q‖^2)⁻¹ else 0 + +lemma measurable_annulusKernel (q : ℂ) (r R : ℝ) : Measurable (annulusKernel q r R) := by + unfold annulusKernel + exact Measurable.ite ((isOpen_lt continuous_const (continuous_id.sub continuous_const).norm).measurableSet.inter + (isOpen_lt (continuous_id.sub continuous_const).norm continuous_const).measurableSet) + (ENNReal.measurable_ofReal.comp ((((measurable_id.sub measurable_const).norm).pow_const 2).inv)) + measurable_const + +lemma lintegral_inv_Ioo (r R : ℝ) (hr : 0 < r) (hrR : r < R) : + (∫⁻ x in Ioo r R, ENNReal.ofReal x⁻¹) = ENNReal.ofReal (Real.log (R/r)) := by + have hc : ContinuousOn (fun x : ℝ => x⁻¹) (Icc r R) := + continuousOn_id.inv₀ (fun x hx => ne_of_gt (hr.trans_le hx.1)) + have hi : IntegrableOn (fun x : ℝ => x⁻¹) (Ioo r R) := + hc.integrableOn_Icc.mono_set Ioo_subset_Icc_self + rw [← ofReal_integral_eq_lintegral_ofReal hi] + · congr 1 + change (∫ x, x⁻¹ ∂volume.restrict (Ioo r R)) = _ + rw [restrict_Ioo_eq_restrict_Ioc,← intervalIntegral.integral_of_le hrR.le] + apply integral_inv + rw [uIcc_of_le hrR.le] + intro h + exact not_le_of_gt hr h.1 + · filter_upwards [ae_restrict_mem measurableSet_Ioo] with x hx + exact inv_nonneg.mpr (hr.trans hx.1).le + +lemma annulusKernel_polar (r R : ℝ) (p : ℝ × ℝ) (hp : 0 < p.1) : + ENNReal.ofReal p.1 * annulusKernel 0 r R (Complex.polarCoord.symm p) = + (Ioo r R).indicator (fun x : ℝ => ENNReal.ofReal x⁻¹) p.1 := by + simp only [annulusKernel,sub_zero,Complex.norm_polarCoord_symm,abs_of_pos hp] + by_cases h : r < p.1 ∧ p.1 < R + · simp only [Set.indicator,Set.mem_Ioo,ite_eq_left h] + rw [← ENNReal.ofReal_mul hp.le] + congr 1 + field_simp + · simp only [Set.indicator,Set.mem_Ioo,ite_eq_right h,mul_zero] + + + +theorem annulusKernel_integral (q : ℂ) (r R : ℝ) (hr : 0 < r) (hrR : r < R) : + (∫⁻ w, annulusKernel q r R w) = ENNReal.ofReal (2*Real.pi*Real.log (R/r)) := by + have hcenter : (∫⁻ w, annulusKernel q r R w) = ∫⁻ w, annulusKernel 0 r R w := by + simpa only [annulusKernel,sub_zero] using + (lintegral_sub_right_eq_self (μ := (volume : Measure ℂ)) (annulusKernel 0 r R) q) + rw [hcenter,← Complex.lintegral_comp_polarCoord_symm] + let f : ℝ → ℝ≥0∞ := (Ioo r R).indicator (fun x : ℝ => ENNReal.ofReal x⁻¹) + have hf : Measurable f := (ENNReal.measurable_ofReal.comp measurable_inv).indicator measurableSet_Ioo + have he : (∫⁻ p in polarCoord.target, ENNReal.ofReal p.1 • + annulusKernel 0 r R (Complex.polarCoord.symm p)) = + ∫⁻ p in Ioi (0:ℝ) ×ˢ Ioo (-Real.pi) Real.pi, f p.1 := by + apply setLIntegral_congr_fun (measurableSet_Ioi.prod measurableSet_Ioo) + intro p hp + exact annulusKernel_polar r R p hp.1 + rw [he] + change (∫⁻ p in Ioi (0:ℝ) ×ˢ Ioo (-Real.pi) Real.pi, f p.1 ∂volume.prod volume) = _ + rw [setLIntegral_prod (μ := (volume : Measure ℝ)) (ν := (volume : Measure ℝ)) + (fun p : ℝ × ℝ => f p.1) ((hf.comp measurable_fst).aemeasurable)] + simp only [setLIntegral_const,Real.volume_Ioo,sub_neg_eq_add] + rw [lintegral_mul_const' _ _ ENNReal.ofReal_ne_top] + have hsub : Ioo r R ⊆ Ioi (0:ℝ) := fun x hx => hr.trans hx.1 + have hfint : (∫⁻ x in Ioi (0:ℝ), f x) = ENNReal.ofReal (Real.log (R/r)) := by + dsimp [f] + rw [setLIntegral_indicator measurableSet_Ioo,inter_eq_left.mpr hsub, + lintegral_inv_Ioo r R hr hrR] + rw [hfint,← ENNReal.ofReal_mul] + · congr 1 + ring + · exact Real.log_nonneg ((one_le_div hr).mpr hrR.le) + +lemma complex_deriv_real_det (d : ℂ) : + ((ContinuousLinearMap.toSpanSingleton ℂ d).restrictScalars ℝ).det = ‖d‖^2 := by + simp [ContinuousLinearMap.det,LinearMap.det_restrictScalars, + Algebra.norm_complex_eq,Complex.normSq_eq_norm_sq] + + + +theorem univalent_annulus_dirichlet_bound {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F {z | 0 < z.im}) + (hi : InjOn F {z | 0 < z.im}) (q : ℂ) (r R : ℝ) (hr : 0 < r) (hrR : r < R) : + (∫⁻ z in {z : ℂ | 0 < z.im}, ENNReal.ofReal (‖deriv F z‖^2) * + annulusKernel q r R (F z)) ≤ ENNReal.ofReal (2*Real.pi*Real.log (R/r)) := by + have ho : IsOpen {z : ℂ | 0 < z.im} := isOpen_lt continuous_const Complex.continuous_im + let D : ℂ → ℂ →L[ℝ] ℂ := fun z => (ContinuousLinearMap.toSpanSingleton ℂ (deriv F z)).restrictScalars ℝ + have hD : ∀ z ∈ {z : ℂ | 0 < z.im}, HasFDerivWithinAt F (D z) {z : ℂ | 0 < z.im} z := by + intro z hz + exact ((hF.differentiableAt (ho.mem_nhds hz)).hasDerivAt.hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt + have he := lintegral_image_eq_lintegral_abs_det_fderiv_mul volume ho.measurableSet hD hi (annulusKernel q r R) + have hdet (z : ℂ) : |(D z).det| = ‖deriv F z‖^2 := by + rw [show D z = (ContinuousLinearMap.toSpanSingleton ℂ (deriv F z)).restrictScalars ℝ from rfl, + complex_deriv_real_det,abs_of_nonneg (sq_nonneg _)] + simp only [hdet] at he + rw [← he] + calc + _ ≤ ∫⁻ w, annulusKernel q r R w := setLIntegral_le_lintegral _ _ + _ = _ := annulusKernel_integral q r R hr hrR + +noncomputable def truncatedConformalLog (F : ℂ → ℂ) (q : ℂ) (r H : ℝ) (z : ℂ) : ℝ := + min H (max 0 (Real.log (‖F z-q‖/r))) + +lemma lipschitz_clip (H : ℝ) : LipschitzWith 1 (fun x : ℝ => min H (max 0 x)) := by + have hmax : LipschitzWith 1 (fun x : ℝ => max 0 x) := by + simpa [Function.comp_def] using lipschitzWith_max.comp ((LipschitzWith.const (0:ℝ)).prodMk LipschitzWith.id) + simpa [Function.comp_def] using lipschitzWith_min.comp ((LipschitzWith.const H).prodMk hmax) + +lemma norm_fderiv_clip_le {v : ℂ → ℝ} {z : ℂ} (hv : ContDiffAt ℝ 1 v z) (H : ℝ) : + ‖fderiv ℝ (fun w => min H (max 0 (v w))) z‖ ≤ ‖fderiv ℝ v z‖ := by + apply le_of_forall_gt_imp_ge_of_dense + intro K hK + have hK0 : 0 ≤ K := (norm_nonneg _).trans hK.le + obtain ⟨s,hs,hvs⟩ := hv.exists_lipschitzOnWith_of_nnnorm_lt ⟨K,hK0⟩ hK + have hc := (lipschitz_clip H).comp_lipschitzOnWith hvs + have he : (1 : ℝ≥0)*⟨K,hK0⟩ = ⟨K,hK0⟩ := one_mul _ + rw [he] at hc + exact norm_fderiv_le_of_lipschitzOn ℝ hs hc + +lemma norm_fderiv_log_norm_div_le {F : ℂ → ℂ} {z : ℂ} + (hF : DifferentiableAt ℂ F z) (q : ℂ) {r : ℝ} (hr : 0 < r) + (h0 : F z-q ≠ 0) : + ‖fderiv ℝ (fun w => Real.log (‖F w-q‖/r)) z‖ ≤ ‖deriv F z‖ / ‖F z-q‖ := by + let A : ℂ →L[ℝ] ℂ := (ContinuousLinearMap.toSpanSingleton ℂ (deriv F z)).restrictScalars ℝ + have hA : HasFDerivAt (fun w => F w-q) A z := + ((hF.hasDerivAt.hasFDerivAt.restrictScalars ℝ).sub_const q) + have hn := (differentiableAt_id.norm ℝ h0).hasFDerivAt + have hnorm : ‖fderiv ℝ (fun w : ℂ => ‖w‖) (F z-q)‖ = 1 := + norm_fderiv_norm (differentiableAt_id.norm ℝ h0) + have hn0 : 0 < ‖F z-q‖ := norm_pos_iff.mpr h0 + have hl := ((hn.comp z hA).log (norm_ne_zero_iff.mpr h0)).sub_const (Real.log r) + have he : (fun w => Real.log (‖F w-q‖/r)) =ᶠ[𝓝 z] + (fun w => Real.log ‖F w-q‖ - Real.log r) := by + filter_upwards [(hA.continuousAt.norm).eventually (Ioi_mem_nhds hn0)] with w hw + exact Real.log_div (ne_of_gt hw) hr.ne' + have hd := hl.congr_of_eventuallyEq he + rw [hd.fderiv,norm_smul,Real.norm_eq_abs] + simp only [Function.comp_apply,id_eq] at * + rw [abs_of_pos (inv_pos.mpr hn0)] + have hAnorm : ‖A‖ = ‖deriv F z‖ := by + simp [A] + have hb := (fderiv ℝ (fun w : ℂ => ‖w‖) (F z-q)).opNorm_comp_le A + rw [hnorm,one_mul,hAnorm] at hb + simpa [div_eq_mul_inv,mul_comm] using mul_le_mul_of_nonneg_left hb (inv_nonneg.mpr hn0.le) + +lemma truncatedConformalLog_eq_zero {F : ℂ → ℂ} {q z : ℂ} {r H : ℝ} + (hr : 0 < r) (hH : 0 ≤ H) (hl : ‖F z-q‖ ≤ r) : + truncatedConformalLog F q r H z = 0 := by + have hb : Real.log (‖F z-q‖/r) ≤ 0 := Real.log_nonpos + (div_nonneg (norm_nonneg _) hr.le) ((div_le_one hr).mpr hl) + simp [truncatedConformalLog,max_eq_left hb,min_eq_right hH] + +lemma truncatedConformalLog_eq_height {F : ℂ → ℂ} {q z : ℂ} {r H : ℝ} + (hr : 0 < r) (hu : Real.exp H*r ≤ ‖F z-q‖) : + truncatedConformalLog F q r H z = H := by + have hn : 0 < ‖F z-q‖ := (mul_pos (Real.exp_pos _) hr).trans_le hu + have hb : H ≤ Real.log (‖F z-q‖/r) := + (Real.le_log_iff_exp_le (div_pos hn hr)).mpr ((le_div_iff₀ hr).mpr hu) + exact min_eq_left (hb.trans (le_max_right _ _)) + +lemma fderiv_truncated_eq_zero_of_low {F : ℂ → ℂ} {q z : ℂ} {r H : ℝ} + (hF : ContinuousAt F z) (hr : 0 < r) (hH : 0 ≤ H) (hl : ‖F z-q‖ < r) : + fderiv ℝ (truncatedConformalLog F q r H) z = 0 := by + have he : truncatedConformalLog F q r H =ᶠ[𝓝 z] (fun _ => (0:ℝ)) := by + filter_upwards [((hF.sub_const q).norm).eventually (Iio_mem_nhds hl)] with w hw + exact truncatedConformalLog_eq_zero hr hH hw.le + exact ((hasFDerivAt_const (0:ℝ) z).congr_of_eventuallyEq he).fderiv + +lemma fderiv_truncated_eq_zero_of_high {F : ℂ → ℂ} {q z : ℂ} {r H : ℝ} + (hF : ContinuousAt F z) (hr : 0 < r) (hu : Real.exp H*r < ‖F z-q‖) : + fderiv ℝ (truncatedConformalLog F q r H) z = 0 := by + have he : truncatedConformalLog F q r H =ᶠ[𝓝 z] (fun _ => H) := by + filter_upwards [((hF.sub_const q).norm).eventually (Ioi_mem_nhds hu)] with w hw + exact truncatedConformalLog_eq_height hr hw.le + exact ((hasFDerivAt_const H z).congr_of_eventuallyEq he).fderiv + +lemma norm_fderiv_truncated_le {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F D) {z : ℂ} (hz : z ∈ D) (q : ℂ) {r H : ℝ} + (hr : 0 < r) (h0 : F z-q ≠ 0) : + ‖fderiv ℝ (truncatedConformalLog F q r H) z‖ ≤ ‖deriv F z‖ / ‖F z-q‖ := by + have hcF : ContDiffAt ℝ 1 F z := ((hF.analyticAt (hD.mem_nhds hz)).restrictScalars (𝕜 := ℝ)).contDiffAt + have hv : ContDiffAt ℝ 1 (fun w => Real.log (‖F w-q‖/r)) z := + (((hcF.sub contDiffAt_const).norm ℝ h0).div_const r).log + (div_ne_zero (norm_ne_zero_iff.mpr h0) hr.ne') + exact (norm_fderiv_clip_le hv H).trans + (norm_fderiv_log_norm_div_le (hF.differentiableAt (hD.mem_nhds hz)) q hr h0) + + + +lemma truncated_log_energy_pointwise {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F D) {z : ℂ} (hz : z ∈ D) (q : ℂ) + {r H a b : ℝ} (hr : 0 < r) (hH : 0 < H) (ha : 0 < a) (har : a < r) + (hRb : Real.exp H*r < b) : + ENNReal.ofReal (‖fderiv ℝ (truncatedConformalLog F q r H) z‖^2) ≤ + ENNReal.ofReal (‖deriv F z‖^2) * annulusKernel q a b (F z) := by + have hc := (hF.differentiableAt (hD.mem_nhds hz)).continuousAt + by_cases hband : a < ‖F z-q‖ ∧ ‖F z-q‖ < b + · have hn : 0 < ‖F z-q‖ := ha.trans hband.1 + have hb := norm_fderiv_truncated_le hD hF hz q hr (norm_ne_zero_iff.mp hn.ne') (H := H) + have hs : ‖fderiv ℝ (truncatedConformalLog F q r H) z‖^2 ≤ + ‖deriv F z‖^2 * (‖F z-q‖^2)⁻¹ := by + calc + _ ≤ (‖deriv F z‖/‖F z-q‖)^2 := pow_le_pow_left₀ (norm_nonneg _) hb 2 + _ = _ := by rw [div_pow,div_eq_mul_inv] + simpa only [annulusKernel,ite_eq_left hband,← ENNReal.ofReal_mul (sq_nonneg _)] using + ENNReal.ofReal_le_ofReal hs + · have he : fderiv ℝ (truncatedConformalLog F q r H) z = 0 := by + rcases not_and_or.mp hband with hl | hu + · exact fderiv_truncated_eq_zero_of_low hc hr hH.le ((le_of_not_gt hl).trans_lt har) + · exact fderiv_truncated_eq_zero_of_high hc hr (hRb.trans_le (le_of_not_gt hu)) + simp [he] + +lemma truncated_log_lipschitz_near {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F D) {z : ℂ} (hz : z ∈ D) (q : ℂ) {r H : ℝ} + (hr : 0 < r) (hH : 0 < H) : + ∃ (K : ℝ≥0) (U : Set ℂ), IsOpen U ∧ z ∈ U ∧ + LipschitzOnWith K (truncatedConformalLog F q r H) U := by + by_cases h0 : F z-q = 0 + · have hn : ‖F z-q‖ < r := by simpa [h0] using hr + have he := (((hF.differentiableAt (hD.mem_nhds hz)).continuousAt.sub_const q).norm).eventually + (Iio_mem_nhds hn) + obtain ⟨U,hU,hUo,hzU⟩ := mem_nhds_iff.mp he + refine ⟨0,U,hUo,hzU,?_⟩ + intro x hx y hy + rw [truncatedConformalLog_eq_zero hr hH.le (hU hx).le, + truncatedConformalLog_eq_zero hr hH.le (hU hy).le] + simp + · have hcF : ContDiffAt ℝ 1 F z := + ((hF.analyticAt (hD.mem_nhds hz)).restrictScalars (𝕜 := ℝ)).contDiffAt + have hv : ContDiffAt ℝ 1 (fun w => Real.log (‖F w-q‖/r)) z := + (((hcF.sub contDiffAt_const).norm ℝ h0).div_const r).log + (div_ne_zero (norm_ne_zero_iff.mpr h0) hr.ne') + let K : ℝ≥0 := ‖fderiv ℝ (fun w => Real.log (‖F w-q‖/r)) z‖₊ + 1 + have hK : ‖fderiv ℝ (fun w => Real.log (‖F w-q‖/r)) z‖₊ < K := by + dsimp [K]; simp + obtain ⟨U,hU,hLip⟩ := hv.exists_lipschitzOnWith_of_nnnorm_lt K hK + refine ⟨1*K,interior U,isOpen_interior,mem_interior_iff_mem_nhds.mpr hU,?_⟩ + exact ((lipschitz_clip H).comp_lipschitzOnWith hLip).mono interior_subset + + +theorem truncated_log_ae_differentiable {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F D) (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : + ∀ᵐ z ∂volume, z ∈ D → DifferentiableAt ℝ (truncatedConformalLog F q r H) z := by + classical + have hloc (x : D) := truncated_log_lipschitz_near hD hF x.2 q hr hH + choose K U hUo hxU hULip using hloc + have hcov : D ⊆ ⋃ x : D, U x := fun z hz => mem_iUnion.mpr ⟨⟨z,hz⟩,hxU ⟨z,hz⟩⟩ + obtain ⟨t,ht,htcov⟩ := (HereditarilyLindelofSpace.isLindelof D).elim_countable_subcover U hUo hcov + have ha (x : D) : ∀ᵐ z ∂volume, z ∈ U x → + DifferentiableAt ℝ (truncatedConformalLog F q r H) z := by + filter_upwards [(hULip x).ae_differentiableWithinAt_of_mem (μ := volume)] with z hz hzU + exact (hz hzU).differentiableAt ((hUo x).mem_nhds hzU) + filter_upwards [(ae_ball_iff ht).mpr (fun x _ => ha x)] with z hz hzD + obtain ⟨x,htx,hzx⟩ := mem_iUnion₂.mp (htcov hzD) + exact hz x htx hzx + +lemma local_lipschitz_weak_derivative {D : Set ℂ} (hD : IsOpen D) {u : ℂ → ℝ} + (hlocal : ∀ x ∈ D, ∃ (K : ℝ≥0) (U : Set ℂ), IsOpen U ∧ x ∈ U ∧ LipschitzOnWith K u U) + (φ : ℂ → ℝ) (hφ : ContDiff ℝ ⊤ φ) (hcφ : HasCompactSupport φ) + (hsφ : tsupport φ ⊆ D) (v : ℂ) : + (∫ z in D, u z * (fderiv ℝ φ z) v) = + -(∫ z in D, (fderiv ℝ u z) v * φ z) := by + obtain ⟨S,hSc,hφS,hSD⟩ := exists_compact_between hcφ hD hsφ + have huS : LocallyLipschitzOn S u := by + intro x hx + obtain ⟨K,U,hUo,hxU,hU⟩ := hlocal x (hSD hx) + exact ⟨K,U,mem_nhdsWithin_of_mem_nhds (hUo.mem_nhds hxU),hU⟩ + obtain ⟨K,hK⟩ := huS.exists_lipschitzOnWith_of_compact hSc + obtain ⟨g,hglip,hug⟩ := hK.extend_real + obtain ⟨C,hφlip⟩ := ContDiff.lipschitzWith_of_hasCompactSupport hcφ hφ (by simp) + have hφdiff : ∀ z, DifferentiableAt ℝ φ z := fun z => (hφ.differentiable (by simp)).differentiableAt + have ht (z : ℂ) (hz : z ∈ tsupport φ) : u =ᶠ[𝓝 z] g := by + filter_upwards [mem_interior_iff_mem_nhds.mp (hφS hz)] with w hw + exact hug hw + have hid := hglip.integral_lineDeriv_mul_eq (μ := volume) hφlip hcφ v + have hfull : (∫ z, (fderiv ℝ g z) v * φ z) = -(∫ z, g z * (fderiv ℝ φ z) v) := by + calc + _ = ∫ z, lineDeriv ℝ g z v * φ z := by + apply integral_congr_ae + filter_upwards [hglip.ae_differentiableAt (μ := volume)] with z hz + rw [hz.lineDeriv_eq_fderiv] + _ = ∫ z, lineDeriv ℝ φ z (-v) * g z := hid + _ = _ := by + simp_rw [(hφdiff _).lineDeriv_eq_fderiv,map_neg,neg_mul,mul_comm _ (g _)] + rw [integral_neg] + have he1 : (fun z => u z * (fderiv ℝ φ z) v) = (fun z => g z * (fderiv ℝ φ z) v) := by + funext z + by_cases hz : z ∈ tsupport φ + · rw [hug (interior_subset (hφS hz))] + · simp [fderiv_of_notMem_tsupport ℝ hz] + have he2 : (fun z => (fderiv ℝ u z) v * φ z) = (fun z => (fderiv ℝ g z) v * φ z) := by + funext z + by_cases hz : z ∈ tsupport φ + · rw [(ht z hz).fderiv_eq] + · simp [image_eq_zero_of_notMem_tsupport hz] + have hs1 : (∫ z in D, u z * (fderiv ℝ φ z) v) = ∫ z, u z * (fderiv ℝ φ z) v := by + apply setIntegral_eq_integral_of_forall_compl_eq_zero + intro z hz + have hn : z ∉ tsupport φ := fun h => hz (hsφ h) + simp [fderiv_of_notMem_tsupport ℝ hn] + have hs2 : (∫ z in D, (fderiv ℝ u z) v * φ z) = ∫ z, (fderiv ℝ u z) v * φ z := by + apply setIntegral_eq_integral_of_forall_compl_eq_zero + intro z hz + have hn : z ∉ tsupport φ := fun h => hz (hsφ h) + simp [image_eq_zero_of_notMem_tsupport hn] + rw [hs1,hs2,he1,he2,hfull] + simp + +theorem truncated_log_weak_derivative {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F D) (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) + (φ : ℂ → ℝ) (hφ : ContDiff ℝ ⊤ φ) (hcφ : HasCompactSupport φ) + (hsφ : tsupport φ ⊆ D) (v : ℂ) : + (∫ z in D, truncatedConformalLog F q r H z * (fderiv ℝ φ z) v) = + -(∫ z in D, (fderiv ℝ (truncatedConformalLog F q r H) z) v * φ z) := + local_lipschitz_weak_derivative hD (fun _ hx => truncated_log_lipschitz_near hD hF hx q hr hH) + φ hφ hcφ hsφ v + +lemma open_univalent_weighted_area {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F D) (hi : InjOn F D) (q : ℂ) (a b : ℝ) + (ha : 0 < a) (hab : a < b) : + (∫⁻ z in D, ENNReal.ofReal (‖deriv F z‖^2)*annulusKernel q a b (F z)) ≤ + ENNReal.ofReal (2*Real.pi*Real.log (b/a)) := by + let B : ℂ → ℂ →L[ℝ] ℂ := fun z => + (ContinuousLinearMap.toSpanSingleton ℂ (deriv F z)).restrictScalars ℝ + have hB : ∀ z ∈ D, HasFDerivWithinAt F (B z) D z := by + intro z hz + exact ((hF.differentiableAt (hD.mem_nhds hz)).hasDerivAt.hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt + have he := lintegral_image_eq_lintegral_abs_det_fderiv_mul volume hD.measurableSet hB hi (annulusKernel q a b) + have hdet (z : ℂ) : |(B z).det| = ‖deriv F z‖^2 := by + rw [show B z = (ContinuousLinearMap.toSpanSingleton ℂ (deriv F z)).restrictScalars ℝ from rfl, + complex_deriv_real_det,abs_of_nonneg (sq_nonneg _)] + simp only [hdet] at he + rw [← he] + exact (setLIntegral_le_lintegral _ _).trans_eq (annulusKernel_integral q a b ha hab) + + + +theorem truncated_log_dirichlet_bound {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F D) (hi : InjOn F D) + (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : + (∫⁻ z in D, ENNReal.ofReal (‖fderiv ℝ (truncatedConformalLog F q r H) z‖^2)) ≤ + ENNReal.ofReal (2*Real.pi*H) := by + have hbound (ε : ℝ) (hε : 0 < ε) : + (∫⁻ z in D, ENNReal.ofReal (‖fderiv ℝ (truncatedConformalLog F q r H) z‖^2)) ≤ + ENNReal.ofReal (2*Real.pi*(H+2*ε)) := by + let a := r * Real.exp (-ε) + let b := Real.exp (H+ε)*r + have ha : 0 < a := mul_pos hr (Real.exp_pos _) + have har : a < r := by + dsimp [a] + exact (mul_lt_mul_of_pos_left (Real.exp_lt_one_iff.mpr (neg_lt_zero.mpr hε)) hr).trans_eq (mul_one r) + have hrR : r < Real.exp H*r := by + simpa using mul_lt_mul_of_pos_right (Real.one_lt_exp_iff.mpr hH) hr + have hRb : Real.exp H*r < b := by + exact mul_lt_mul_of_pos_right (Real.exp_lt_exp.mpr (lt_add_of_pos_right _ hε)) hr + have hab : a < b := har.trans (hrR.trans hRb) + have hlog : Real.log (b/a) = H+2*ε := by + have hid : b/a = Real.exp (H+2*ε) := by + dsimp [a,b] + rw [show H+2*ε = (H+ε)+ε by ring,Real.exp_add (H+ε) ε,Real.exp_neg] + field_simp + rw [hid,Real.log_exp] + calc + _ ≤ ∫⁻ z in D, ENNReal.ofReal (‖deriv F z‖^2)*annulusKernel q a b (F z) := by + apply setLIntegral_mono' hD.measurableSet + intro z hz + exact truncated_log_energy_pointwise hD hF hz q hr hH ha har hRb + _ ≤ ENNReal.ofReal (2*Real.pi*Real.log (b/a)) := open_univalent_weighted_area hD hF hi q a b ha hab + _ = _ := by rw [hlog] + have ht : Tendsto (fun ε : ℝ => ENNReal.ofReal (2*Real.pi*(H+2*ε))) (𝓝[>] 0) + (𝓝 (ENNReal.ofReal (2*Real.pi*H))) := by + have hc : Continuous (fun ε : ℝ => ENNReal.ofReal (2*Real.pi*(H+2*ε))) := ENNReal.continuous_ofReal.comp (by fun_prop) + simpa using (hc.tendsto 0).mono_left (nhdsWithin_le_nhds : 𝓝[>] (0:ℝ) ≤ 𝓝 0) + exact ge_of_tendsto ht (by filter_upwards [self_mem_nhdsWithin] with ε hε using hbound ε hε) + +lemma measurable_real_gradient (u : ℂ → ℝ) : Measurable (gradient u) := + (InnerProductSpace.toDual ℝ ℂ).symm.continuous.measurable.comp (measurable_fderiv ℝ u) + +lemma norm_real_gradient (u : ℂ → ℝ) (z : ℂ) : ‖gradient u z‖ = ‖fderiv ℝ u z‖ := by + simp [gradient] + +theorem truncated_log_sobolev_energy {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F D) (hi : InjOn F D) + (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : + MemLp (gradient (truncatedConformalLog F q r H)) 2 (volume.restrict D) ∧ + (∫ z in D, ‖gradient (truncatedConformalLog F q r H) z‖^2) ≤ 2*Real.pi*H ∧ + ∀ (φ : ℂ → ℝ), ContDiff ℝ ⊤ φ → HasCompactSupport φ → tsupport φ ⊆ D → + ((∫ z in D, truncatedConformalLog F q r H z * (fderiv ℝ φ z) (1:ℂ)) = + -(∫ z in D, (gradient (truncatedConformalLog F q r H) z).re * φ z)) ∧ + ((∫ z in D, truncatedConformalLog F q r H z * (fderiv ℝ φ z) Complex.I) = + -(∫ z in D, (gradient (truncatedConformalLog F q r H) z).im * φ z)) := by + let u := truncatedConformalLog F q r H + have hgm : AEStronglyMeasurable (gradient u) (volume.restrict D) := + (measurable_real_gradient u).aestronglyMeasurable + have hsq : AEStronglyMeasurable (fun z => ‖gradient u z‖^2) (volume.restrict D) := hgm.norm.pow 2 + have hb : (∫⁻ z in D, ENNReal.ofReal (‖gradient u z‖^2)) ≤ ENNReal.ofReal (2*Real.pi*H) := by + simpa only [norm_real_gradient] using truncated_log_dirichlet_bound hD hF hi q r H hr hH + have hint : Integrable (fun z => ‖gradient u z‖^2) (volume.restrict D) := + (lintegral_ofReal_ne_top_iff_integrable hsq (ae_of_all _ fun z => sq_nonneg _)).mp + (ne_of_lt (hb.trans_lt ENNReal.ofReal_lt_top)) + have henergy : (∫ z in D, ‖gradient u z‖^2) ≤ 2*Real.pi*H := by + have he := ofReal_integral_eq_lintegral_ofReal hint (ae_of_all _ fun z => sq_nonneg _) + rw [← he] at hb + exact (ENNReal.ofReal_le_ofReal_iff (by positivity : 0 ≤ 2*Real.pi*H)).mp hb + refine ⟨(memLp_two_iff_integrable_sq_norm hgm).mpr hint,henergy,?_⟩ + intro φ hφ hcφ hsφ + constructor + · simpa only [real_gradient_re] using truncated_log_weak_derivative hD hF q r H hr hH φ hφ hcφ hsφ (1:ℂ) + · simpa only [real_gradient_im] using truncated_log_weak_derivative hD hF q r H hr hH φ hφ hcφ hsφ Complex.I + +noncomputable def conformalStripLog (F : ℂ → ℂ) (q : ℂ) (r H : ℝ) (z : ℂ) : ℝ := + min H (max 0 (Real.log (‖F (Complex.exp z)-q‖/r))) + +lemma exp_strip_halfplane : MapsTo Complex.exp {z : ℂ | 0 < z.im ∧ z.im < Real.pi} + {z : ℂ | 0 < z.im} := by + intro z hz + change 0 < (Complex.exp z).im + rw [Complex.exp_im] + exact mul_pos (Real.exp_pos _) (Real.sin_pos_of_pos_of_lt_pi hz.1 hz.2) + +lemma exp_injective_strip : InjOn Complex.exp {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := by + intro x hx y hy hxy + exact Complex.exp_inj_of_neg_pi_lt_of_le_pi + ((neg_neg_of_pos Real.pi_pos).trans hx.1) hx.2.le + ((neg_neg_of_pos Real.pi_pos).trans hy.1) hy.2.le hxy + + +theorem conformal_strip_total_energy {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F {z | 0 < z.im}) (hi : InjOn F {z | 0 < z.im}) + (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : + MemLp (gradient (conformalStripLog F q r H)) 2 + (volume.restrict {z : ℂ | 0 < z.im ∧ z.im < Real.pi}) ∧ + (∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, + ‖gradient (conformalStripLog F q r H) z‖^2) ≤ 2*Real.pi*H ∧ + ∀ (φ : ℂ → ℝ), ContDiff ℝ ⊤ φ → HasCompactSupport φ → + tsupport φ ⊆ {z : ℂ | 0 < z.im ∧ z.im < Real.pi} → + ((∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, + conformalStripLog F q r H z * (fderiv ℝ φ z) (1:ℂ)) = + -(∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, + (gradient (conformalStripLog F q r H) z).re * φ z)) ∧ + ((∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, + conformalStripLog F q r H z * (fderiv ℝ φ z) Complex.I) = + -(∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, + (gradient (conformalStripLog F q r H) z).im * φ z)) := by + have hS : IsOpen {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := + (isOpen_lt continuous_const Complex.continuous_im).inter + (isOpen_lt Complex.continuous_im continuous_const) + have hcomp : DifferentiableOn ℂ (F ∘ Complex.exp) {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := + hF.comp Complex.differentiable_exp.differentiableOn exp_strip_halfplane + have hicomp : InjOn (F ∘ Complex.exp) {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := + hi.comp exp_injective_strip exp_strip_halfplane + exact truncated_log_sobolev_energy hS hcomp hicomp q r H hr hH + +lemma truncated_log_continuousOn {D : Set ℂ} (hD : IsOpen D) {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F D) (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : + ContinuousOn (truncatedConformalLog F q r H) D := by + apply LocallyLipschitzOn.continuousOn + intro z hz + obtain ⟨K,U,hU,hzU,hlip⟩ := truncated_log_lipschitz_near hD hF hz q hr hH + exact ⟨K,U,mem_nhdsWithin_of_mem_nhds (hU.mem_nhds hzU),hlip⟩ + +lemma truncated_log_bounds (F : ℂ → ℂ) (q : ℂ) (r H : ℝ) (hH : 0 ≤ H) (z : ℂ) : + 0 ≤ truncatedConformalLog F q r H z ∧ truncatedConformalLog F q r H z ≤ H := by + exact ⟨le_min hH (le_max_left _ _),min_le_left _ _⟩ + +theorem conformal_unit_strip_weak_gradient {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F {z | 0 < z.im}) (hi : InjOn F {z | 0 < z.im}) + (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : + IsStripWeakGradient (conformalStripLog F q r H) + (gradient (conformalStripLog F q r H)) ∧ + (∫ z in openUnitStrip, ‖gradient (conformalStripLog F q r H) z‖^2) ≤ + 2*Real.pi*H := by + have hsub : openUnitStrip ⊆ {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := fun z hz => hz.2.2 + have hcm : DifferentiableOn ℂ (F ∘ Complex.exp) openUnitStrip := + (hF.comp Complex.differentiable_exp.differentiableOn exp_strip_halfplane).mono hsub + have hicm : InjOn (F ∘ Complex.exp) openUnitStrip := + (hi.comp exp_injective_strip exp_strip_halfplane).mono hsub + obtain ⟨hgrad,henergy,hweak⟩ := + truncated_log_sobolev_energy openUnitStrip_isOpen hcm hicm q r H hr hH + have : IsFiniteMeasure (volume.restrict openUnitStrip) := + isFiniteMeasure_restrict.mpr openUnitStrip_measure_lt_top.ne + have hu : MemLp (truncatedConformalLog (F ∘ Complex.exp) q r H) 2 + (volume.restrict openUnitStrip) := + memLp_of_bounded (ae_of_all _ fun z => truncated_log_bounds _ _ _ _ hH.le z) + ((truncated_log_continuousOn openUnitStrip_isOpen hcm q r H hr hH).aestronglyMeasurable + openUnitStrip_isOpen.measurableSet) 2 + exact ⟨⟨hu,hgrad,hweak⟩,henergy⟩ + + +noncomputable def sphericalTruncatedLog (q : ℂ) (r H : ℝ) : OnePoint ℂ → ℝ := + OnePoint.rec H (fun z => min H (max 0 (Real.log (‖z-q‖/r)))) + +@[simp] lemma sphericalTruncatedLog_coe (q z : ℂ) (r H : ℝ) : + sphericalTruncatedLog q r H (z : OnePoint ℂ) = + truncatedConformalLog id q r H z := rfl + +@[simp] lemma sphericalTruncatedLog_infty (q : ℂ) (r H : ℝ) : + sphericalTruncatedLog q r H OnePoint.infty = H := rfl + +lemma sphericalTruncatedLog_continuous (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : + Continuous (sphericalTruncatedLog q r H) := by + apply continuous_iff_continuousAt.mpr + intro x + induction x using OnePoint.rec with + | infty => + apply OnePoint.continuousAt_infty.mpr + intro S hS + refine ⟨Metric.closedBall q (Real.exp H*r),Metric.isClosed_closedBall,isCompact_closedBall _ _,?_⟩ + intro z hz + have hb : Real.exp H*r ≤ ‖z-q‖ := by + rw [mem_compl_iff,Metric.mem_closedBall,dist_eq_norm] at hz + exact (lt_of_not_ge hz).le + have he : sphericalTruncatedLog q r H (z : OnePoint ℂ) = H := by + rw [sphericalTruncatedLog_coe] + exact truncatedConformalLog_eq_height (F := id) hr hb + change sphericalTruncatedLog q r H (z : OnePoint ℂ) ∈ S + rw [he] + exact mem_of_mem_nhds hS + | coe z => + rw [OnePoint.continuousAt_coe] + change ContinuousAt (truncatedConformalLog id q r H) z + have hc := truncated_log_continuousOn isOpen_univ + (differentiable_id.differentiableOn : DifferentiableOn ℂ id Set.univ) q r H hr hH + exact (continuousOn_univ.mp hc).continuousAt + + +theorem spherical_strip_log_continuous {Fbar : ℂ → OnePoint ℂ} + (hFbar : ContinuousOn Fbar {z : ℂ | 0 ≤ z.im}) + (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : + ContinuousOn (fun z : ℂ => sphericalTruncatedLog q r H (Fbar (Complex.exp z))) + {z : ℂ | 0 ≤ z.im ∧ z.im ≤ Real.pi} := by + have hmap : MapsTo Complex.exp {z : ℂ | 0 ≤ z.im ∧ z.im ≤ Real.pi} + {z : ℂ | 0 ≤ z.im} := by + intro z hz + change 0 ≤ (Complex.exp z).im + rw [Complex.exp_im] + exact mul_nonneg (Real.exp_pos _).le (Real.sin_nonneg_of_nonneg_of_le_pi hz.1 hz.2) + exact (sphericalTruncatedLog_continuous q r H hr hH).continuousOn.comp + (hFbar.comp Complex.continuous_exp.continuousOn hmap) (mapsTo_univ _ _) + + + +theorem source_strip_log_regularity {F : ℂ → ℂ} {Fbar : ℂ → OnePoint ℂ} + (hF : DifferentiableOn ℂ F {z | 0 < z.im}) (hi : InjOn F {z | 0 < z.im}) + (hbar : ContinuousOn Fbar {z : ℂ | 0 ≤ z.im}) + (hext : ∀ z : ℂ, 0 < z.im → Fbar z = (F z : OnePoint ℂ)) + (q : ℂ) (r H : ℝ) (hr : 0 < r) (hH : 0 < H) : + let U := fun z : ℂ => sphericalTruncatedLog q r H (Fbar (Complex.exp z)) + ContinuousOn U {z : ℂ | 0 ≤ z.im ∧ z.im ≤ Real.pi} ∧ + (∀ z, 0 ≤ U z ∧ U z ≤ H) ∧ + IsStripWeakGradient U (gradient U) ∧ + MemLp (gradient U) 2 (volume.restrict {z : ℂ | 0 < z.im ∧ z.im < Real.pi}) ∧ + (∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, ‖gradient U z‖^2) ≤ + 2*Real.pi*H := by + let U := fun z : ℂ => sphericalTruncatedLog q r H (Fbar (Complex.exp z)) + let V := conformalStripLog F q r H + let S := {z : ℂ | 0 < z.im ∧ z.im < Real.pi} + have hS : IsOpen S := (isOpen_lt continuous_const Complex.continuous_im).inter + (isOpen_lt Complex.continuous_im continuous_const) + have heq : EqOn U V S := by + intro z hz + dsimp [U] + rw [hext (Complex.exp z) (exp_strip_halfplane hz),sphericalTruncatedLog_coe] + rfl + have hgeq : EqOn (gradient U) (gradient V) S := by + intro z hz + have he : U =ᶠ[𝓝 z] V := by + filter_upwards [hS.mem_nhds hz] with w hw + exact heq hw + simp only [gradient,he.fderiv_eq] + have heae : U =ᵐ[volume.restrict S] V := by + filter_upwards [ae_restrict_mem hS.measurableSet] with z hz + exact heq hz + have hgae : gradient U =ᵐ[volume.restrict S] gradient V := by + filter_upwards [ae_restrict_mem hS.measurableSet] with z hz + exact hgeq hz + have hsub : openUnitStrip ⊆ S := fun z hz => hz.2.2 + have heu : U =ᵐ[volume.restrict openUnitStrip] V := + heae.filter_mono (ae_mono (Measure.restrict_mono hsub le_rfl)) + have hgu : gradient U =ᵐ[volume.restrict openUnitStrip] gradient V := + hgae.filter_mono (ae_mono (Measure.restrict_mono hsub le_rfl)) + obtain ⟨hV,-⟩ := conformal_unit_strip_weak_gradient hF hi q r H hr hH + obtain ⟨hgrad,henergy,-⟩ := conformal_strip_total_energy hF hi q r H hr hH + refine ⟨spherical_strip_log_continuous hbar q r H hr hH,?_,?_,(memLp_congr_ae hgae).mpr hgrad,?_⟩ + · intro z + change 0 ≤ sphericalTruncatedLog q r H (Fbar (Complex.exp z)) ∧ + sphericalTruncatedLog q r H (Fbar (Complex.exp z)) ≤ H + generalize Fbar (Complex.exp z) = x + induction x using OnePoint.rec with + | infty => simpa using And.intro hH.le (le_refl H) + | coe w => exact truncated_log_bounds id q r H hH.le w + · refine ⟨(memLp_congr_ae heu).mpr hV.1,(memLp_congr_ae hgu).mpr hV.2.1,?_⟩ + intro φ hφ hc hs + obtain ⟨hrx,hix⟩ := hV.2.2 φ hφ hc hs + have h1 : (∫ z in openUnitStrip, U z * (fderiv ℝ φ z) (1:ℂ)) = + (∫ z in openUnitStrip, V z * (fderiv ℝ φ z) (1:ℂ)) := + integral_congr_ae (heu.mono fun z hz => by dsimp only; rw [hz]) + have h2 : (∫ z in openUnitStrip, U z * (fderiv ℝ φ z) Complex.I) = + (∫ z in openUnitStrip, V z * (fderiv ℝ φ z) Complex.I) := + integral_congr_ae (heu.mono fun z hz => by dsimp only; rw [hz]) + have h3 : (∫ z in openUnitStrip, (gradient U z).re * φ z) = + (∫ z in openUnitStrip, (gradient V z).re * φ z) := + integral_congr_ae (hgu.mono fun z hz => by dsimp only; rw [hz]) + have h4 : (∫ z in openUnitStrip, (gradient U z).im * φ z) = + (∫ z in openUnitStrip, (gradient V z).im * φ z) := + integral_congr_ae (hgu.mono fun z hz => by dsimp only; rw [hz]) + exact ⟨h1.trans (hrx.trans (congrArg Neg.neg h3.symm)), + h2.trans (hix.trans (congrArg Neg.neg h4.symm))⟩ + · calc + _ = ∫ z in S, ‖gradient V z‖^2 := + integral_congr_ae (hgae.mono fun z hz => by dsimp only; rw [hz]) + _ ≤ _ := henergy + + + +end SLEExactGauge +end +end + +end OAI diff --git a/lean/OAI/Probability/SLE/ExponentialMartingales.lean b/lean/OAI/Probability/SLE/ExponentialMartingales.lean index 54bb89f2f3204d50eba592b22c88d2da2ad50433..113e87025a9905775ae713bc1644d416bdd7a94c 100644 --- a/lean/OAI/Probability/SLE/ExponentialMartingales.lean +++ b/lean/OAI/Probability/SLE/ExponentialMartingales.lean @@ -1,776 +1,776 @@ -import Mathlib -import OAI.Probability.SLE.SimpleFields - -namespace OAI - -/-! Exponential Martingales for chordal SLE. -/ - -section -section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -open Set Filter MeasureTheory -open scoped Topology NNReal -open Set Filter MeasureTheory Complex -open MeasureTheory ProbabilityTheory Set Filter -open Set Filter Metric Complex InnerProductSpace -open scoped Topology Laplacian -open Set Filter Metric Complex MeasureTheory -open Set Filter Metric Complex MeasureTheory InnerProductSpace -open scoped Topology Laplacian ENNReal -open scoped Topology ENNReal -open scoped Topology Laplacian RealInnerProductSpace -open Set Filter Metric Complex -open scoped Topology -open Set Filter Metric -open Set Filter MeasureTheory Metric -open Set Filter Complex -open scoped Topology ComplexConjugate NNReal -open scoped Topology ENNReal NNReal ComplexConjugate -open Set Filter Metric MeasureTheory Complex -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology ENNReal NNReal -open Set Filter MeasureTheory ProbabilityTheory Metric Classical -open Set Filter -open scoped Topology NNReal ENNReal ComplexConjugate -open scoped ENNReal NNReal -noncomputable section -open Set MeasureTheory ProbabilityTheory Filter -open scoped ENNReal NNReal Topology -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology ENNReal NNReal -noncomputable section -open Set Filter MeasureTheory -open scoped Topology -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -open MeasureTheory ProbabilityTheory Set Filter -open scoped ENNReal NNReal Topology -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology ENNReal -open scoped Topology ENNReal NNReal -namespace SLEExactGauge -open L2Limit -lemma finite_uniformIntegrable_one_of_eLpNorm_two_bounded {Ω ι : Type*} [MeasurableSpace Ω] - {P : Measure Ω} [IsFiniteMeasure P] {X : ι → Ω → ℝ} - (hXm : ∀ i, AEStronglyMeasurable (X i) P) (C : ℝ≥0) - (hC : ∀ i, eLpNorm (X i) 2 P ≤ C) : UniformIntegrable X 1 P := by - let D : ℝ≥0∞ := C * (P univ) ^ (1/2 : ℝ) - have hDt : D ≠ ∞ := ENNReal.mul_ne_top ENNReal.coe_ne_top - (ENNReal.rpow_ne_top_of_nonneg (by norm_num) (measure_ne_top P univ)) - refine ⟨unifIntegrable_iff.mpr ?_, D.toNNReal, ?_⟩ - · intro bound hbound - obtain ⟨small, hsmall, hsmall_bound⟩ := ENNReal.lt_iff_exists_nnreal_btwn.mp hbound - let ε : ℝ := small - have hε : 0 < ε := by exact_mod_cast hsmall - let d : ℝ≥0 := ⟨ε / ((C : ℝ)+1), div_nonneg hε.le (by positivity)⟩ - have hd : 0 < (d : ℝ) := div_pos hε (by positivity) - refine ⟨ENNReal.ofReal ((d : ℝ)^2), ENNReal.ofReal_pos.mpr (sq_pos_of_pos hd), - fun i s hμs => ?_⟩ - have hb := eLpNorm_le_eLpNorm_mul_rpow_measure_univ (μ := P.restrict s) - (by norm_num : (1 : ℝ≥0∞) ≤ 2) (hXm i).restrict - norm_num only [ENNReal.toReal_one, ENNReal.toReal_ofNat, div_one] at hb - rw [Measure.restrict_apply_univ] at hb - have hp : (P s) ^ (1/2 : ℝ) ≤ (d : ℝ≥0∞) := by - calc - _ ≤ (ENNReal.ofReal ((d : ℝ)^2)) ^ (1/2 : ℝ) := - ENNReal.rpow_le_rpow hμs (by norm_num) - _ = _ := by - rw [ENNReal.ofReal_pow d.coe_nonneg] - simp only [ENNReal.ofReal_coe_nnreal] - rw [← ENNReal.rpow_natCast, ← ENNReal.rpow_mul] - norm_num - calc - _ ≤ eLpNorm (X i) 2 (P.restrict s) * (P s) ^ (1/2 : ℝ) := hb - _ ≤ C * (d : ℝ≥0∞) := mul_le_mul - ((eLpNorm_mono_measure _ Measure.restrict_le_self).trans (hC i)) hp (by positivity) (by positivity) - _ ≤ ENNReal.ofReal ε := by - rw [← ENNReal.coe_mul, ← ENNReal.ofReal_coe_nnreal] - simp only [NNReal.coe_mul] - apply ENNReal.ofReal_le_ofReal - change (C : ℝ) * (ε / ((C : ℝ)+1)) ≤ ε - rw [← mul_div_assoc, div_le_iff₀ (by positivity)] - nlinarith - _ ≤ bound := by - simpa only [ε, ENNReal.ofReal_coe_nnreal] using hsmall_bound.le - · intro i - have hb := eLpNorm_le_eLpNorm_mul_rpow_measure_univ (by norm_num : (1 : ℝ≥0∞) ≤ 2) (hXm i) - rw [ENNReal.coe_toNNReal hDt] - norm_num only [ENNReal.toReal_one, ENNReal.toReal_ofNat, div_one] at hb - exact hb.trans (mul_le_mul (hC i) le_rfl bot_le bot_le) - -theorem finite_L1_tendsto_of_square_bound {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} [IsFiniteMeasure P] {X : ℕ → Ω → ℝ} {Y : Ω → ℝ} - (hX : ∀ n, MemLp (X n) 2 P) (A : ℝ) - (hA : ∀ n, (∫ ω, X n ω ^ 2 ∂P) ≤ A) - (hXY : ∀ᵐ ω ∂P, Tendsto (fun n => X n ω) atTop (𝓝 (Y ω))) : - Integrable Y P ∧ Tendsto (fun n => eLpNorm (X n - Y) 1 P) atTop (𝓝 0) := by - let C : ℝ≥0∞ := (ENNReal.ofReal A) ^ (1/2 : ℝ) - have hCt : C ≠ ∞ := ENNReal.rpow_ne_top_of_nonneg (by norm_num) ENNReal.ofReal_ne_top - have hC (n : ℕ) : eLpNorm (X n) 2 P ≤ C.toNNReal := by - rw [ENNReal.coe_toNNReal hCt, eLpNorm_two_eq_integral_sq (hX n)] - exact ENNReal.rpow_le_rpow (ENNReal.ofReal_le_ofReal (hA n)) (by norm_num) - have hui := finite_uniformIntegrable_one_of_eLpNorm_two_bounded - (fun n => (hX n).aestronglyMeasurable) C.toNNReal hC - have hY := hui.memLp_of_ae_tendsto hXY - exact ⟨memLp_one_iff_integrable.1 hY, - tendsto_Lp_finite_of_tendsto_ae (by norm_num : (1 : ℝ≥0∞) ≤ 1) - (by norm_num) (fun n => (hX n).aestronglyMeasurable) hY hui.unifIntegrable hXY⟩ - -end SLEExactGauge - - - -open Set Filter MeasureTheory -open scoped Topology ENNReal NNReal -namespace SLEExactGauge - -lemma product_memLp_two_of_section_square_bound - {Z Ω : Type*} [MeasurableSpace Z] [MeasurableSpace Ω] - {ν : Measure Z} {P : Measure Ω} [IsFiniteMeasure ν] [SFinite P] - {X : Z × Ω → ℝ} (hX : Measurable X) - (hX2 : ∀ z, MemLp (fun ω => X (z, ω)) 2 P) - (V : ℝ) (hV : ∀ z, (∫ ω, X (z, ω)^2 ∂P) ≤ V) : - MemLp X 2 (ν.prod P) ∧ - (∫ p, X p ^ 2 ∂(ν.prod P)) ≤ V * (ν univ).toReal := by - have hm : StronglyMeasurable (fun z => ∫ ω, X (z, ω)^2 ∂P) := - (hX.pow_const 2).stronglyMeasurable.integral_prod_right' - have hn (z : Z) : 0 ≤ ∫ ω, X (z, ω)^2 ∂P := integral_nonneg fun ω => sq_nonneg _ - have hi : Integrable (fun z => ∫ ω, X (z, ω)^2 ∂P) ν := by - apply Integrable.of_bound hm.aestronglyMeasurable V - exact Eventually.of_forall fun z => by rw [Real.norm_eq_abs, abs_of_nonneg (hn z)]; exact hV z - have hisq : Integrable (fun p => X p ^ 2) (ν.prod P) := by - apply (integrable_prod_iff (hX.pow_const 2).aestronglyMeasurable).mpr - refine ⟨Eventually.of_forall fun z => (hX2 z).integrable_sq, ?_⟩ - simpa only [Real.norm_eq_abs, abs_sq] using hi - refine ⟨(memLp_two_iff_integrable_sq hX.aestronglyMeasurable).mpr hisq, ?_⟩ - rw [integral_prod _ hisq] - calc - _ ≤ ∫ _z, V ∂ν := integral_mono hi (integrable_const _) hV - _ = _ := by simp [mul_comm, Measure.real] - -lemma area_eLpNorm_one_le_product - {Z Ω : Type*} [MeasurableSpace Z] [MeasurableSpace Ω] - {ν : Measure Z} {P : Measure Ω} [SFinite ν] [SFinite P] - {X Y : Z × Ω → ℝ} (hX : Integrable X (ν.prod P)) (hY : Integrable Y (ν.prod P)) : - eLpNorm (fun ω => (∫ z, X (z, ω) ∂ν) - ∫ z, Y (z, ω) ∂ν) 1 P ≤ - eLpNorm (X - Y) 1 (ν.prod P) := by - rw [eLpNorm_one_eq_lintegral_enorm - (f := fun ω => (∫ z, X (z, ω) ∂ν) - ∫ z, Y (z, ω) ∂ν) - (hX.integral_prod_right.sub hY.integral_prod_right).aestronglyMeasurable, - eLpNorm_one_eq_lintegral_enorm (hX.sub hY).aestronglyMeasurable] - calc - _ ≤ ∫⁻ ω, ∫⁻ z, ‖X (z, ω) - Y (z, ω)‖ₑ ∂ν ∂P := by - apply lintegral_mono_ae - filter_upwards [hX.prod_left_ae, hY.prod_left_ae] with ω hx hy - rw [← integral_sub hx hy] - exact enorm_integral_le_lintegral_enorm _ - _ = _ := by - rw [← lintegral_lintegral_swap (hX.sub hY).aestronglyMeasurable.enorm] - exact (lintegral_prod _ (hX.sub hY).aestronglyMeasurable.enorm).symm - - - -theorem area_L1_tendsto_of_square_bound - {Z Ω : Type*} [MeasurableSpace Z] [MeasurableSpace Ω] - {ν : Measure Z} {P : Measure Ω} [IsFiniteMeasure ν] [IsProbabilityMeasure P] - {X : ℕ → Z × Ω → ℝ} {Y : Z × Ω → ℝ} - (hXm : ∀ n, Measurable (X n)) (hYm : Measurable Y) - (hX2 : ∀ n z, MemLp (fun ω => X n (z, ω)) 2 P) - (V : ℝ) (hV : ∀ n z, (∫ ω, X n (z, ω)^2 ∂P) ≤ V) - (hXY : ∀ z, ∀ᵐ ω ∂P, Tendsto (fun n => X n (z, ω)) atTop (𝓝 (Y (z, ω)))) : - Integrable Y (ν.prod P) ∧ Tendsto (fun n => - eLpNorm (fun ω => (∫ z, X n (z, ω) ∂ν) - ∫ z, Y (z, ω) ∂ν) 1 P) atTop (𝓝 0) := by - have hb (n : ℕ) := product_memLp_two_of_section_square_bound (ν := ν) (P := P) (hXm n) (hX2 n) V (hV n) - have hc : ∀ᵐ p ∂(ν.prod P), Tendsto (fun n => X n p) atTop (𝓝 (Y p)) := - (Measure.ae_prod_iff_ae_ae (measurableSet_tendsto_fun hXm hYm)).mpr (Eventually.of_forall hXY) - obtain ⟨hi, ht⟩ := finite_L1_tendsto_of_square_bound (fun n => (hb n).1) - (V * (ν univ).toReal) (fun n => (hb n).2) hc - refine ⟨hi, ?_⟩ - exact tendsto_of_tendsto_of_tendsto_of_le_of_le tendsto_const_nhds ht - (fun n => bot_le) (fun n => area_eLpNorm_one_le_product ((hb n).1.integrable (by norm_num)) hi) - -end SLEExactGauge - - - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology ENNReal NNReal -namespace SLEExactGauge -open BrownianPredictable PredictableLimit - -lemma area_driver_sum {Z Ω : Type*} [MeasurableSpace Z] [MeasurableSpace Ω] - {ν : Measure Z} [IsFiniteMeasure ν] - (B : ℝ≥0 → Ω → ℝ) (t : ℕ → ℝ≥0) (C : ℕ → Z × Ω → ℝ) - (hC : ∀ i, Measurable (C i)) (K : ℝ) (hb : ∀ i z ω, |C i (z, ω)| ≤ K) - (n : ℕ) (ω : Ω) : - (∫ z, driverPredictableSum B t (fun i ω => C i (z, ω)) n ω ∂ν) = - driverPredictableSum B t (fun i ω => ∫ z, C i (z, ω) ∂ν) n ω := by - have hi (i : ℕ) : Integrable (fun z => C i (z, ω)) ν := - Integrable.of_bound ((hC i).comp (measurable_id.prodMk measurable_const)).aestronglyMeasurable K - (Eventually.of_forall fun z => by simpa only [Real.norm_eq_abs] using hb i z ω) - simp only [driverPredictableSum] - rw [integral_finsetSum _ (fun i _ => (hi i).mul_const _)] - exact Finset.sum_congr rfl fun i hi => integral_mul_const _ _ - - - -theorem brownian_area_sum_L1_limit - {Z Ω : Type*} [MeasurableSpace Z] [mΩ : MeasurableSpace Ω] - {ν : Measure Z} {P : Measure Ω} [IsFiniteMeasure ν] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) - (T : ℝ≥0) (C : ℕ → ℕ → Z × Ω → ℝ) - (hCm : ∀ n i, Measurable (C n i)) - (hCa : ∀ n i z, Measurable[Filtration.natural B - (fun t => (hm t).stronglyMeasurable) (dyadicTime T n i)] (fun ω => C n i (z, ω))) - (K : ℝ) (hK : 0 ≤ K) (hb : ∀ n i z ω, |C n i (z, ω)| ≤ K) - (Y : Z × Ω → ℝ) (hYm : Measurable Y) - (hlim : ∀ z, ∀ᵐ ω ∂P, Tendsto - (fun n => driverPredictableSum B (dyadicTime T n) (fun i ω => C n i (z, ω)) (2^n) ω) - atTop (𝓝 (Y (z, ω)))) : - Integrable Y (ν.prod P) ∧ Tendsto (fun n => - eLpNorm (fun ω => driverPredictableSum B (dyadicTime T n) - (fun i ω => ∫ z, C n i (z, ω) ∂ν) (2^n) ω - ∫ z, Y (z, ω) ∂ν) 1 P) - atTop (𝓝 0) := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - let X (n : ℕ) (p : Z × Ω) := - driverPredictableSum B (dyadicTime T n) (fun i ω => C n i (p.1, ω)) (2^n) p.2 - have hCp (n i : ℕ) (z : Z) : Measurable[pastSigma B (dyadicTime T n i)] - (fun ω => C n i (z, ω)) := by - exact (hCa n i z).mono - (le_of_eq (Filtration.natural_eq_comap B (fun t => (hm t).stronglyMeasurable) _)) le_rfl - have hC2 (n i : ℕ) (z : Z) : MemLp (fun ω => C n i (z, ω)) 2 P := - MemLp.of_bound ((hCm n i).comp (measurable_const.prodMk measurable_id)).aestronglyMeasurable K - (Eventually.of_forall fun ω => by simpa only [Real.norm_eq_abs] using hb n i z ω) - have hXm (n : ℕ) : Measurable (X n) := by - apply Finset.measurable_sum - intro i hi - exact (hCm n i).mul (((hm _).comp measurable_snd).sub ((hm _).comp measurable_snd)) - have hX2 (n : ℕ) (z : Z) : MemLp (fun ω => X n (z, ω)) 2 P := by - exact dyadicDriverSum_memLp hB T (fun n i ω => C n i (z, ω)) - (fun n i => hCp n i z) (fun n i => hC2 n i z) n - have hV (n : ℕ) (z : Z) : (∫ ω, X n (z, ω)^2 ∂P) ≤ K^2 * (T : ℝ) := by - change (∫ ω, (∑ i ∈ Finset.range (2^n), C n i (z, ω) * - (B (dyadicTime T n (i+1)) ω - B (dyadicTime T n i) ω)) ^ 2 ∂P) ≤ _ - rw [brownian_predictableSum_isometry hB _ (dyadicTime_mono T n) _ - (fun i => hCp n i z) (fun i => hC2 n i z)] - calc - _ ≤ ∑ i ∈ Finset.range (2^n), K^2 * ((T : ℝ) / (2 : ℝ)^n) := by - apply Finset.sum_le_sum - intro i hi - rw [dyadicTime_step] - apply mul_le_mul_of_nonneg_right _ (by positivity) - calc - _ ≤ ∫ _ω, K^2 ∂P := integral_mono (hC2 n i z).integrable_sq (integrable_const _) fun ω => - by - have hh := (sq_le_sq₀ (abs_nonneg (C n i (z, ω))) hK).mpr (hb n i z ω) - simpa only [sq_abs] using hh - _ = K^2 := by simp - _ = K^2 * (T : ℝ) := by - simp only [Finset.sum_const, Finset.card_range, nsmul_eq_mul, Nat.cast_pow, Nat.cast_ofNat] - field_simp - obtain ⟨hi, ht⟩ := area_L1_tendsto_of_square_bound (ν := ν) hXm hYm hX2 _ hV hlim - refine ⟨hi, ?_⟩ - have he (n : ℕ) (ω : Ω) : (∫ z, X n (z, ω) ∂ν) = - driverPredictableSum B (dyadicTime T n) (fun i ω => ∫ z, C n i (z, ω) ∂ν) (2^n) ω := - area_driver_sum B _ _ (hCm n) K (hb n) _ ω - simpa only [he] using ht - -end SLEExactGauge - - - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology ENNReal NNReal -namespace SLEExactGauge -open BrownianPredictable PredictableLimit - - - -theorem brownian_area_exponential_limit - {Z Ω : Type*} [mZ : MeasurableSpace Z] [mΩ : MeasurableSpace Ω] - {ν : Measure Z} {P : Measure Ω} [IsFiniteMeasure ν] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) - (T : ℝ≥0) (C : ℕ → ℕ → Z × Ω → ℝ) - (hCm : ∀ n i, Measurable (C n i)) - (hCa : ∀ n i, @Measurable (Z × Ω) ℝ - (mZ.prod (Filtration.natural B (fun t => (hm t).stronglyMeasurable) (dyadicTime T n i))) - (borel ℝ) (C n i)) - (K : ℝ) (hK : 0 ≤ K) (hb : ∀ n i z ω, |C n i (z, ω)| ≤ K) - (Y : Z × Ω → ℝ) (hYm : Measurable Y) - (hlim : ∀ z, ∀ᵐ ω ∂P, Tendsto - (fun n => driverPredictableSum B (dyadicTime T n) (fun i ω => C n i (z, ω)) (2^n) ω) - atTop (𝓝 (Y (z, ω)))) - (Q : Ω → ℝ) - (hE : ∀ᵐ ω ∂P, Tendsto (fun n => driverPredictableEnergy (dyadicTime T n) - (fun i ω => ∫ z, C n i (z, ω) ∂ν) (2^n) ω) atTop (𝓝 (Q ω))) - (θ : ℝ) : - (∫⁻ ω, ENNReal.ofReal (Real.exp - (θ * (∫ z, Y (z, ω) ∂ν) - θ^2 * Q ω / 2)) ∂P) ≤ 1 := by - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - let D (n i : ℕ) (ω : Ω) := ∫ z, C n i (z, ω) ∂ν - have hDa (n i : ℕ) : Measurable[Filtration.natural B - (fun t => (hm t).stronglyMeasurable) (dyadicTime T n i)] (D n i) := by - let : MeasurableSpace Ω := Filtration.natural B - (fun t => (hm t).stronglyMeasurable) (dyadicTime T n i) - exact (hCa n i).stronglyMeasurable.integral_prod_left'.measurable - let X (n : ℕ) := driverPredictableSum B (dyadicTime T n) (D n) (2^n) - let E (n : ℕ) := driverPredictableEnergy (dyadicTime T n) (D n) (2^n) - have hXm (n : ℕ) : Measurable (X n) := - (driverPredictableSum_measurable_past B hm _ (dyadicTime_mono T n) _ (hDa n) _).mono - (Filtration.le _ _) le_rfl - have hEm (n : ℕ) : Measurable (E n) := - (driverPredictableEnergy_measurable_past B hm _ (dyadicTime_mono T n) _ (hDa n) _).mono - (Filtration.le _ _) le_rfl - have hca (n i : ℕ) (z : Z) : Measurable[Filtration.natural B - (fun t => (hm t).stronglyMeasurable) (dyadicTime T n i)] (fun ω => C n i (z, ω)) := - (hCa n i).comp (measurable_const.prodMk measurable_id) - obtain ⟨hi, ht⟩ := brownian_area_sum_L1_limit (ν := ν) (P := P) hB hm T C hCm hca K hK hb Y hYm hlim - have hY : Measurable (fun ω => ∫ z, Y (z, ω) ∂ν) := - hYm.stronglyMeasurable.integral_prod_left'.measurable - have hc : TendstoInMeasure P X atTop (fun ω => ∫ z, Y (z, ω) ∂ν) := - tendstoInMeasure_of_tendsto_eLpNorm (by norm_num : (1 : ℝ≥0∞) ≠ 0) ht - obtain ⟨ns, hns, hs⟩ := hc.exists_seq_tendsto_ae - apply compensated_exponential_limit_energy (fun n => X (ns n)) (fun n => E (ns n)) - (fun ω => ∫ z, Y (z, ω) ∂ν) Q θ - (fun n => (((hXm _).const_mul θ).sub (((hEm _).const_mul (θ^2)).div_const 2)).exp.ennreal_ofReal.aemeasurable) - hs - · filter_upwards [hE] with ω he - exact he.comp hns.tendsto_atTop - · intro n - exact (driverPredictable_exponential hB hm _ (dyadicTime_mono T (ns n)) _ (hDa _) θ _).le - -end SLEExactGauge - - - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -open BrownianPredictable BrownianField BrownianIto TaylorMeshes - -noncomputable def areaPrefixSample {Z : Type*} (f : ℝ × Z → ℝ) (τ : Z → ℝ≥0) - (T : ℝ≥0) (n i : ℕ) (z : Z) : ℝ := - if dyadicTime T n i < τ z then f (dyadicTime T n i, z) else 0 - -lemma areaPrefixSample_measurable {Z : Type*} [MeasurableSpace Z] - {f : ℝ × Z → ℝ} (hf : Measurable f) {τ : Z → ℝ≥0} (hτ : Measurable τ) - (T : ℝ≥0) (n i : ℕ) : Measurable (areaPrefixSample f τ T n i) := - (hf.comp (measurable_const.prodMk measurable_id)).ite - (measurableSet_lt measurable_const hτ) measurable_const - -lemma areaPrefixSample_bound {Z : Type*} {f : ℝ × Z → ℝ} - {K : ℝ} (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) - (τ : Z → ℝ≥0) (T : ℝ≥0) (n i : ℕ) (z : Z) : - |areaPrefixSample f τ T n i z| ≤ K := by - unfold areaPrefixSample - split_ifs - · exact hb _ _ - · simpa using hK - -lemma prefix_pair_energy_tendsto {Z : Type*} (f : ℝ × Z → ℝ) - (hf : ∀ z, Continuous (fun t => f (t,z))) - (τ : Z → ℝ≥0) (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) (z w : Z) : - Tendsto (fun n => ∑ i ∈ Finset.range (2^n), - (areaPrefixSample f τ T n i z * areaPrefixSample f τ T n i w) * - ((T : ℝ) / (2 : ℝ)^n)) atTop - (𝓝 (∫ t in (0 : ℝ)..(min (τ z) (τ w) : ℝ≥0), f (t,z) * f (t,w))) := by - have hh := stopped_energy_tendsto ((min_le_left (τ z) (τ w)).trans (hτ z)) - ((hf z).mul (hf w)).continuousOn - simp only [Pi.mul_apply] at hh - convert hh using 1 - ext n - apply Finset.sum_congr rfl - intro i hi - rw [dyadicTime_step] - simp only [areaPrefixSample, lt_min_iff] - split_ifs <;> simp_all - -lemma prefix_pair_energy_bound {Z : Type*} {f : ℝ × Z → ℝ} - {K : ℝ} (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) - (τ : Z → ℝ≥0) (T : ℝ≥0) (n : ℕ) (z w : Z) : - |∑ i ∈ Finset.range (2^n), - (areaPrefixSample f τ T n i z * areaPrefixSample f τ T n i w) * - ((T : ℝ) / (2 : ℝ)^n)| ≤ K^2 * (T : ℝ) := by - calc - _ ≤ ∑ i ∈ Finset.range (2^n), - |(areaPrefixSample f τ T n i z * areaPrefixSample f τ T n i w) * - ((T : ℝ) / (2 : ℝ)^n)| := Finset.abs_sum_le_sum_abs _ _ - _ ≤ ∑ i ∈ Finset.range (2^n), K^2 * ((T : ℝ) / (2 : ℝ)^n) := by - apply Finset.sum_le_sum - intro i hi - rw [abs_mul, abs_of_nonneg (by positivity : 0 ≤ (T : ℝ) / (2 : ℝ)^n), abs_mul, pow_two] - exact mul_le_mul_of_nonneg_right - (mul_le_mul (areaPrefixSample_bound hK hb τ T n i z) - (areaPrefixSample_bound hK hb τ T n i w) (abs_nonneg _) hK) (by positivity) - _ = _ := by - simp only [Finset.sum_const, Finset.card_range, nsmul_eq_mul, Nat.cast_pow, Nat.cast_ofNat] - field_simp - - - -theorem area_prefix_energy_tendsto {Z : Type*} [MeasurableSpace Z] - {ν : Measure Z} [IsFiniteMeasure ν] - {f : ℝ × Z → ℝ} (hfm : Measurable f) (hfc : ∀ z, Continuous (fun t => f (t,z))) - {τ : Z → ℝ≥0} (hτm : Measurable τ) (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) - (K : ℝ) (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) : - Tendsto (fun n => ∑ i ∈ Finset.range (2^n), - (∫ z, areaPrefixSample f τ T n i z ∂ν)^2 * ((T : ℝ) / (2 : ℝ)^n)) atTop - (𝓝 (∫ p : Z × Z, (∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), - f (t,p.1) * f (t,p.2)) ∂(ν.prod ν))) := by - let H (n : ℕ) (p : Z × Z) := ∑ i ∈ Finset.range (2^n), - (areaPrefixSample f τ T n i p.1 * areaPrefixSample f τ T n i p.2) * - ((T : ℝ) / (2 : ℝ)^n) - have hC (n i : ℕ) := areaPrefixSample_measurable hfm hτm T n i - have hH (n : ℕ) : Measurable (H n) := by - apply Finset.measurable_sum - intro i hi - exact (((hC n i).comp measurable_fst).mul ((hC n i).comp measurable_snd)).mul_const _ - have hbH (n : ℕ) (p : Z × Z) : ‖H n p‖ ≤ K^2 * (T : ℝ) := by - rw [Real.norm_eq_abs] - exact prefix_pair_energy_bound hK hb τ T n p.1 p.2 - have ht := tendsto_integral_of_dominated_convergence - (μ := ν.prod ν) (fun _ => K^2 * (T : ℝ)) - (fun n => (hH n).aestronglyMeasurable) (integrable_const _) - (fun n => Eventually.of_forall (hbH n)) - (Eventually.of_forall fun p : Z × Z => prefix_pair_energy_tendsto f hfc τ T hτ p.1 p.2) - have he (n : ℕ) : (∫ p, H n p ∂(ν.prod ν)) = - ∑ i ∈ Finset.range (2^n), (∫ z, areaPrefixSample f τ T n i z ∂ν)^2 * - ((T : ℝ) / (2 : ℝ)^n) := by - have hi (i : ℕ) : Integrable (areaPrefixSample f τ T n i) ν := - Integrable.of_bound (hC n i).aestronglyMeasurable K - (Eventually.of_forall fun z => by rw [Real.norm_eq_abs]; exact areaPrefixSample_bound hK hb τ T n i z) - rw [show H n = (fun p : Z × Z => ∑ i ∈ Finset.range (2^n), - (areaPrefixSample f τ T n i p.1 * areaPrefixSample f τ T n i p.2) * - ((T : ℝ) / (2 : ℝ)^n)) from rfl] - rw [integral_finsetSum _ (fun i _ => ((hi i).mul_prod (hi i)).mul_const _)] - apply Finset.sum_congr rfl - intro i hi - rw [integral_mul_const, integral_prod_mul, pow_two] - simpa only [he] using ht - -end SLEExactGauge - - - -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma interval_integral_prefix_lt {S T : ℝ≥0} (hST : S ≤ T) (f : ℝ → ℝ) : - (∫ t in (0 : ℝ)..(T : ℝ), if t < (S : ℝ) then f t else 0) = - ∫ t in (0 : ℝ)..(S : ℝ), f t := by - calc - _ = ∫ t in (0 : ℝ)..(T : ℝ), indicator {t : ℝ | t ≤ S} f t := by - apply intervalIntegral.integral_congr_ae - have hn : ∀ᵐ t : ℝ, t ≠ (S : ℝ) := by simp [ae_iff] - filter_upwards [hn] with t ht - intro _ - simp only [Set.indicator, Set.mem_ofPred_eq, le_iff_lt_or_eq, ht, or_false] - _ = _ := intervalIntegral.integral_indicator ⟨S.coe_nonneg, by exact_mod_cast hST⟩ - - - -theorem area_prefix_energy_identity {Z : Type*} [MeasurableSpace Z] - {ν : Measure Z} [IsFiniteMeasure ν] - {f : ℝ × Z → ℝ} (hfm : Measurable f) - {τ : Z → ℝ≥0} (hτm : Measurable τ) (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) - (K : ℝ) (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) : - (∫ p : Z × Z, (∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), - f (t,p.1) * f (t,p.2)) ∂(ν.prod ν)) = - ∫ t in (0 : ℝ)..(T : ℝ), (∫ z, if t < (τ z : ℝ) then f (t,z) else 0 ∂ν)^2 := by - let g (p : ℝ × (Z × Z)) := if p.1 < (min (τ p.2.1) (τ p.2.2) : ℝ≥0) then - f (p.1,p.2.1) * f (p.1,p.2.2) else 0 - have htm : Measurable (fun p : ℝ × (Z × Z) => (min (τ p.2.1) (τ p.2.2) : ℝ)) := - NNReal.continuous_coe.measurable.comp (((hτm.comp (measurable_fst.comp measurable_snd))).min - (hτm.comp (measurable_snd.comp measurable_snd))) - have hgm : Measurable g := - ((hfm.comp (measurable_fst.prodMk (measurable_fst.comp measurable_snd))).mul - (hfm.comp (measurable_fst.prodMk (measurable_snd.comp measurable_snd)))).ite - (measurableSet_lt measurable_fst htm) measurable_const - have hgb (p : ℝ × (Z × Z)) : ‖g p‖ ≤ K^2 := by - rw [Real.norm_eq_abs] - dsimp only [g] - split_ifs - · rw [abs_mul, pow_two] - exact mul_le_mul (hb _ _) (hb _ _) (abs_nonneg _) hK - · simpa using sq_nonneg K - have hgi : Integrable g ((volume.restrict (Ioc 0 (T : ℝ))).prod (ν.prod ν)) := - Integrable.of_bound hgm.aestronglyMeasurable (K^2) (Eventually.of_forall hgb) - have hp (p : Z × Z) : (∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), - f (t,p.1) * f (t,p.2)) = ∫ t in Ioc (0 : ℝ) T, g (t,p) := by - rw [← intervalIntegral.integral_of_le T.coe_nonneg] - exact (interval_integral_prefix_lt ((min_le_left _ _).trans (hτ p.1)) _).symm - have hg (t : ℝ) : (∫ p : Z × Z, g (t,p) ∂(ν.prod ν)) = - (∫ z, if t < (τ z : ℝ) then f (t,z) else 0 ∂ν)^2 := by - calc - _ = ∫ p : Z × Z, (if t < (τ p.1 : ℝ) then f (t,p.1) else 0) * - (if t < (τ p.2 : ℝ) then f (t,p.2) else 0) ∂(ν.prod ν) := by - apply integral_congr_ae - apply Eventually.of_forall - intro p - simp only [g, NNReal.coe_min, lt_min_iff] - split_ifs <;> simp_all - _ = _ := by - simpa only [pow_two] using (integral_prod_mul (μ := ν) (ν := ν) - (fun z => if t < (τ z : ℝ) then f (t,z) else 0) - (fun z => if t < (τ z : ℝ) then f (t,z) else 0)) - simp_rw [hp] - rw [← integral_integral_swap hgi] - simp only [hg, intervalIntegral.integral_of_le T.coe_nonneg] - -end SLEExactGauge - - - -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -open BrownianPredictable - -noncomputable def areaWindowSample {Z : Type*} (f : ℝ × Z → ℝ) - (σ τ : Z → ℝ≥0) (T : ℝ≥0) (n i : ℕ) (z : Z) : ℝ := - if σ z ≤ dyadicTime T n i ∧ dyadicTime T n i < τ z then f (dyadicTime T n i,z) else 0 - -lemma areaWindowSample_measurable {Z : Type*} [MeasurableSpace Z] - {f : ℝ × Z → ℝ} (hf : Measurable f) {σ τ : Z → ℝ≥0} - (hσ : Measurable σ) (hτ : Measurable τ) (T : ℝ≥0) (n i : ℕ) : - Measurable (areaWindowSample f σ τ T n i) := - (hf.comp (measurable_const.prodMk measurable_id)).ite - ((measurableSet_le hσ measurable_const).inter (measurableSet_lt measurable_const (NNReal.continuous_coe.measurable.comp hτ))) measurable_const - -lemma areaWindowSample_bound {Z : Type*} {f : ℝ × Z → ℝ} - {K : ℝ} (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) - (σ τ : Z → ℝ≥0) (T : ℝ≥0) (n i : ℕ) (z : Z) : - |areaWindowSample f σ τ T n i z| ≤ K := by - unfold areaWindowSample - split_ifs - · exact hb _ _ - · simpa using hK - -lemma window_pair_eq_prefix_difference {Z : Type*} (f : ℝ × Z → ℝ) - (σ τ : Z → ℝ≥0) (T : ℝ≥0) (n i : ℕ) (z w : Z) : - areaWindowSample f σ τ T n i z * areaWindowSample f σ τ T n i w = - (if dyadicTime T n i < min (τ z) (τ w) then - f (dyadicTime T n i,z) * f (dyadicTime T n i,w) else 0) - - (if dyadicTime T n i < min (min (τ z) (τ w)) (max (σ z) (σ w)) then - f (dyadicTime T n i,z) * f (dyadicTime T n i,w) else 0) := by - simp only [areaWindowSample, lt_min_iff, lt_max_iff] - by_cases hz : σ z ≤ dyadicTime T n i - · by_cases hw : σ w ≤ dyadicTime T n i - · simp [hz, hw, not_lt.mpr hz, not_lt.mpr hw] - split_ifs <;> simp_all - · simp only [hw, false_and, ite_false, mul_zero] - have ht := lt_of_not_ge hw - simp [ht, sub_self] - · simp only [hz, false_and, ite_false, zero_mul] - have ht := lt_of_not_ge hz - simp [ht, sub_self] - -lemma window_pair_energy_tendsto {Z : Type*} (f : ℝ × Z → ℝ) - (hf : ∀ z, Continuous (fun t => f (t,z))) - (σ τ : Z → ℝ≥0) (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) (z w : Z) : - Tendsto (fun n => ∑ i ∈ Finset.range (2^n), - (areaWindowSample f σ τ T n i z * areaWindowSample f σ τ T n i w) * - ((T : ℝ) / (2 : ℝ)^n)) atTop - (𝓝 ((∫ t in (0 : ℝ)..(min (τ z) (τ w) : ℝ≥0), f (t,z) * f (t,w)) - - ∫ t in (0 : ℝ)..(min (min (τ z) (τ w)) (max (σ z) (σ w)) : ℝ≥0), f (t,z) * f (t,w))) := by - have hH := stopped_energy_tendsto ((min_le_left (τ z) (τ w)).trans (hτ z)) - ((hf z).mul (hf w)).continuousOn - have hL := stopped_energy_tendsto - ((min_le_left (min (τ z) (τ w)) (max (σ z) (σ w))).trans ((min_le_left (τ z) (τ w)).trans (hτ z))) - ((hf z).mul (hf w)).continuousOn - simp only [Pi.mul_apply] at hH hL - convert hH.sub hL using 1 - ext n - rw [← Finset.sum_sub_distrib] - apply Finset.sum_congr rfl - intro i hi - rw [window_pair_eq_prefix_difference, dyadicTime_step, sub_mul] - -lemma window_pair_energy_bound {Z : Type*} {f : ℝ × Z → ℝ} - {K : ℝ} (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) - (σ τ : Z → ℝ≥0) (T : ℝ≥0) (n : ℕ) (z w : Z) : - |∑ i ∈ Finset.range (2^n), - (areaWindowSample f σ τ T n i z * areaWindowSample f σ τ T n i w) * - ((T : ℝ) / (2 : ℝ)^n)| ≤ K^2 * (T : ℝ) := by - calc - _ ≤ ∑ i ∈ Finset.range (2^n), - |(areaWindowSample f σ τ T n i z * areaWindowSample f σ τ T n i w) * - ((T : ℝ) / (2 : ℝ)^n)| := Finset.abs_sum_le_sum_abs _ _ - _ ≤ ∑ i ∈ Finset.range (2^n), K^2 * ((T : ℝ) / (2 : ℝ)^n) := by - apply Finset.sum_le_sum - intro i hi - rw [abs_mul, abs_of_nonneg (by positivity : 0 ≤ (T : ℝ) / (2 : ℝ)^n), abs_mul, pow_two] - exact mul_le_mul_of_nonneg_right - (mul_le_mul (areaWindowSample_bound hK hb σ τ T n i z) - (areaWindowSample_bound hK hb σ τ T n i w) (abs_nonneg _) hK) (by positivity) - _ = _ := by - simp only [Finset.sum_const, Finset.card_range, nsmul_eq_mul, Nat.cast_pow, Nat.cast_ofNat] - field_simp - -lemma area_window_pair_energy_tendsto {Z : Type*} [MeasurableSpace Z] - {ν : Measure Z} [IsFiniteMeasure ν] - {f : ℝ × Z → ℝ} (hfm : Measurable f) (hfc : ∀ z, Continuous (fun t => f (t,z))) - {σ τ : Z → ℝ≥0} (hσm : Measurable σ) (hτm : Measurable τ) (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) - (K : ℝ) (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) : - Tendsto (fun n => ∑ i ∈ Finset.range (2^n), - (∫ z, areaWindowSample f σ τ T n i z ∂ν)^2 * ((T : ℝ) / (2 : ℝ)^n)) atTop - (𝓝 (∫ p : Z × Z, ((∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), - f (t,p.1) * f (t,p.2)) - ∫ t in (0 : ℝ).. - (min (min (τ p.1) (τ p.2)) (max (σ p.1) (σ p.2)) : ℝ≥0), f (t,p.1) * f (t,p.2)) ∂(ν.prod ν))) := by - let H (n : ℕ) (p : Z × Z) := ∑ i ∈ Finset.range (2^n), - (areaWindowSample f σ τ T n i p.1 * areaWindowSample f σ τ T n i p.2) * - ((T : ℝ) / (2 : ℝ)^n) - have hC (n i : ℕ) := areaWindowSample_measurable hfm hσm hτm T n i - have hH (n : ℕ) : Measurable (H n) := by - apply Finset.measurable_sum - intro i hi - exact (((hC n i).comp measurable_fst).mul ((hC n i).comp measurable_snd)).mul_const _ - have hbH (n : ℕ) (p : Z × Z) : ‖H n p‖ ≤ K^2 * (T : ℝ) := by - rw [Real.norm_eq_abs] - exact window_pair_energy_bound hK hb σ τ T n p.1 p.2 - have ht := tendsto_integral_of_dominated_convergence - (μ := ν.prod ν) (fun _ => K^2 * (T : ℝ)) - (fun n => (hH n).aestronglyMeasurable) (integrable_const _) - (fun n => Eventually.of_forall (hbH n)) - (Eventually.of_forall fun p : Z × Z => window_pair_energy_tendsto f hfc σ τ T hτ p.1 p.2) - have he (n : ℕ) : (∫ p, H n p ∂(ν.prod ν)) = - ∑ i ∈ Finset.range (2^n), (∫ z, areaWindowSample f σ τ T n i z ∂ν)^2 * - ((T : ℝ) / (2 : ℝ)^n) := by - have hi (i : ℕ) : Integrable (areaWindowSample f σ τ T n i) ν := - Integrable.of_bound (hC n i).aestronglyMeasurable K - (Eventually.of_forall fun z => by rw [Real.norm_eq_abs]; exact areaWindowSample_bound hK hb σ τ T n i z) - change (∫ p : Z × Z, ∑ i ∈ Finset.range (2^n), - (areaWindowSample f σ τ T n i p.1 * areaWindowSample f σ τ T n i p.2) * - ((T : ℝ) / (2 : ℝ)^n) ∂(ν.prod ν)) = _ - rw [integral_finsetSum _ (fun i _ => ((hi i).mul_prod (hi i)).mul_const _)] - apply Finset.sum_congr rfl - intro i hi - rw [integral_mul_const, integral_prod_mul, pow_two] - simpa only [he] using ht - -end SLEExactGauge - - - -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma real_window_pair_eq (f : ℝ → ℝ) (a b c d t : ℝ) : - (if a ≤ t ∧ t < b ∧ c ≤ t ∧ t < d then f t else 0) = - (if t < min b d then f t else 0) - - (if t < min (min b d) (max a c) then f t else 0) := by - simp only [lt_min_iff, lt_max_iff] - by_cases ha : a ≤ t - · by_cases hc : c ≤ t - · simp [ha, hc, not_lt.mpr ha, not_lt.mpr hc] - · simp only [hc, false_and, and_false, ite_false] - have ht := lt_of_not_ge hc - simp [ht] - · simp only [ha, false_and, ite_false] - have ht := lt_of_not_ge ha - simp [ht] - - - -theorem area_window_energy_identity {Z : Type*} [MeasurableSpace Z] - {ν : Measure Z} [IsFiniteMeasure ν] - {f : ℝ × Z → ℝ} (hfm : Measurable f) - {σ τ : Z → ℝ≥0} (hσm : Measurable σ) (hτm : Measurable τ) - (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) - (K : ℝ) (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) : - (∫ p : Z × Z, ((∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), - f (t,p.1) * f (t,p.2)) - ∫ t in (0 : ℝ).. - (min (min (τ p.1) (τ p.2)) (max (σ p.1) (σ p.2)) : ℝ≥0), f (t,p.1) * f (t,p.2)) ∂(ν.prod ν)) = - ∫ t in (0 : ℝ)..(T : ℝ), - (∫ z, if (σ z : ℝ) ≤ t ∧ t < (τ z : ℝ) then f (t,z) else 0 ∂ν)^2 := by - let g (p : ℝ × (Z × Z)) := if (σ p.2.1 : ℝ) ≤ p.1 ∧ p.1 < (τ p.2.1 : ℝ) ∧ - (σ p.2.2 : ℝ) ≤ p.1 ∧ p.1 < (τ p.2.2 : ℝ) then f (p.1,p.2.1) * f (p.1,p.2.2) else 0 - have htm (v : Z → ℝ≥0) (hv : Measurable v) : Measurable (fun z => (v z : ℝ)) := - NNReal.continuous_coe.measurable.comp hv - have hgm : Measurable g := - ((hfm.comp (measurable_fst.prodMk (measurable_fst.comp measurable_snd))).mul - (hfm.comp (measurable_fst.prodMk (measurable_snd.comp measurable_snd)))).ite - ((measurableSet_le ((htm σ hσm).comp (measurable_fst.comp measurable_snd)) measurable_fst).inter - ((measurableSet_lt measurable_fst ((htm τ hτm).comp (measurable_fst.comp measurable_snd))).inter - ((measurableSet_le ((htm σ hσm).comp (measurable_snd.comp measurable_snd)) measurable_fst).inter - (measurableSet_lt measurable_fst ((htm τ hτm).comp (measurable_snd.comp measurable_snd)))))) measurable_const - have hgb (p : ℝ × (Z × Z)) : ‖g p‖ ≤ K^2 := by - rw [Real.norm_eq_abs] - dsimp only [g] - split_ifs - · rw [abs_mul, pow_two] - exact mul_le_mul (hb _ _) (hb _ _) (abs_nonneg _) hK - · simpa using sq_nonneg K - have hgi : Integrable g ((volume.restrict (Ioc 0 (T : ℝ))).prod (ν.prod ν)) := - Integrable.of_bound hgm.aestronglyMeasurable (K^2) (Eventually.of_forall hgb) - have hp (p : Z × Z) : ((∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), - f (t,p.1) * f (t,p.2)) - ∫ t in (0 : ℝ).. - (min (min (τ p.1) (τ p.2)) (max (σ p.1) (σ p.2)) : ℝ≥0), f (t,p.1) * f (t,p.2)) = - ∫ t in Ioc (0 : ℝ) T, g (t,p) := by - let H := min (τ p.1) (τ p.2) - let L := min H (max (σ p.1) (σ p.2)) - have hHT : H ≤ T := (min_le_left _ _).trans (hτ p.1) - have hLT : L ≤ T := (min_le_left _ _).trans hHT - have hi (S : ℝ≥0) : IntervalIntegrable - (fun t : ℝ => if t < (S : ℝ) then f (t,p.1) * f (t,p.2) else 0) volume 0 T := by - apply (intervalIntegrable_iff_integrableOn_Icc_of_le T.coe_nonneg).mpr - apply Integrable.of_bound (μ := volume.restrict (Icc (0 : ℝ) T)) ?_ (K^2) ?_ - · exact (((hfm.comp (measurable_id.prodMk measurable_const)).mul - (hfm.comp (measurable_id.prodMk measurable_const))).ite - (measurableSet_lt measurable_id measurable_const) measurable_const).aestronglyMeasurable - · apply Eventually.of_forall - intro t - rw [Real.norm_eq_abs] - split_ifs - · rw [abs_mul, pow_two] - exact mul_le_mul (hb _ _) (hb _ _) (abs_nonneg _) hK - · simpa using sq_nonneg K - rw [← interval_integral_prefix_lt hHT, ← interval_integral_prefix_lt hLT, - ← intervalIntegral.integral_sub (hi H) (hi L), ← intervalIntegral.integral_of_le T.coe_nonneg] - apply intervalIntegral.integral_congr - intro t ht - dsimp only [g, H, L] - simpa only [NNReal.coe_min, NNReal.coe_max] using - (real_window_pair_eq (fun t => f (t,p.1) * f (t,p.2)) (σ p.1) (τ p.1) (σ p.2) (τ p.2) t).symm - have hg (t : ℝ) : (∫ p : Z × Z, g (t,p) ∂(ν.prod ν)) = - (∫ z, if (σ z : ℝ) ≤ t ∧ t < (τ z : ℝ) then f (t,z) else 0 ∂ν)^2 := by - calc - _ = ∫ p : Z × Z, - (if (σ p.1 : ℝ) ≤ t ∧ t < (τ p.1 : ℝ) then f (t,p.1) else 0) * - (if (σ p.2 : ℝ) ≤ t ∧ t < (τ p.2 : ℝ) then f (t,p.2) else 0) ∂(ν.prod ν) := by - apply integral_congr_ae - apply Eventually.of_forall - intro p - dsimp only [g] - split_ifs <;> simp_all - _ = _ := by - simpa only [pow_two] using (integral_prod_mul (μ := ν) (ν := ν) - (fun z => if (σ z : ℝ) ≤ t ∧ t < (τ z : ℝ) then f (t,z) else 0) - (fun z => if (σ z : ℝ) ≤ t ∧ t < (τ z : ℝ) then f (t,z) else 0)) - simp_rw [hp] - rw [← integral_integral_swap hgi] - simp only [hg, intervalIntegral.integral_of_le T.coe_nonneg] - -end SLEExactGauge - - - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -open BrownianPredictable BrownianField - - - -end SLEExactGauge -end -end -end -end -end - -end OAI +import Mathlib +import OAI.Probability.SLE.SimpleFields + +namespace OAI + +/-! Exponential Martingales for chordal SLE. -/ + +section +section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +open Set Filter MeasureTheory +open scoped Topology NNReal +open Set Filter MeasureTheory Complex +open MeasureTheory ProbabilityTheory Set Filter +open Set Filter Metric Complex InnerProductSpace +open scoped Topology Laplacian +open Set Filter Metric Complex MeasureTheory +open Set Filter Metric Complex MeasureTheory InnerProductSpace +open scoped Topology Laplacian ENNReal +open scoped Topology ENNReal +open scoped Topology Laplacian RealInnerProductSpace +open Set Filter Metric Complex +open scoped Topology +open Set Filter Metric +open Set Filter MeasureTheory Metric +open Set Filter Complex +open scoped Topology ComplexConjugate NNReal +open scoped Topology ENNReal NNReal ComplexConjugate +open Set Filter Metric MeasureTheory Complex +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology ENNReal NNReal +open Set Filter MeasureTheory ProbabilityTheory Metric Classical +open Set Filter +open scoped Topology NNReal ENNReal ComplexConjugate +open scoped ENNReal NNReal +noncomputable section +open Set MeasureTheory ProbabilityTheory Filter +open scoped ENNReal NNReal Topology +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology ENNReal NNReal +noncomputable section +open Set Filter MeasureTheory +open scoped Topology +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +open MeasureTheory ProbabilityTheory Set Filter +open scoped ENNReal NNReal Topology +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology ENNReal +open scoped Topology ENNReal NNReal +namespace SLEExactGauge +open L2Limit +lemma finite_uniformIntegrable_one_of_eLpNorm_two_bounded {Ω ι : Type*} [MeasurableSpace Ω] + {P : Measure Ω} [IsFiniteMeasure P] {X : ι → Ω → ℝ} + (hXm : ∀ i, AEStronglyMeasurable (X i) P) (C : ℝ≥0) + (hC : ∀ i, eLpNorm (X i) 2 P ≤ C) : UniformIntegrable X 1 P := by + let D : ℝ≥0∞ := C * (P univ) ^ (1/2 : ℝ) + have hDt : D ≠ ∞ := ENNReal.mul_ne_top ENNReal.coe_ne_top + (ENNReal.rpow_ne_top_of_nonneg (by norm_num) (measure_ne_top P univ)) + refine ⟨unifIntegrable_iff.mpr ?_, D.toNNReal, ?_⟩ + · intro bound hbound + obtain ⟨small, hsmall, hsmall_bound⟩ := ENNReal.lt_iff_exists_nnreal_btwn.mp hbound + let ε : ℝ := small + have hε : 0 < ε := by exact_mod_cast hsmall + let d : ℝ≥0 := ⟨ε / ((C : ℝ)+1), div_nonneg hε.le (by positivity)⟩ + have hd : 0 < (d : ℝ) := div_pos hε (by positivity) + refine ⟨ENNReal.ofReal ((d : ℝ)^2), ENNReal.ofReal_pos.mpr (sq_pos_of_pos hd), + fun i s hμs => ?_⟩ + have hb := eLpNorm_le_eLpNorm_mul_rpow_measure_univ (μ := P.restrict s) + (by norm_num : (1 : ℝ≥0∞) ≤ 2) (hXm i).restrict + norm_num only [ENNReal.toReal_one, ENNReal.toReal_ofNat, div_one] at hb + rw [Measure.restrict_apply_univ] at hb + have hp : (P s) ^ (1/2 : ℝ) ≤ (d : ℝ≥0∞) := by + calc + _ ≤ (ENNReal.ofReal ((d : ℝ)^2)) ^ (1/2 : ℝ) := + ENNReal.rpow_le_rpow hμs (by norm_num) + _ = _ := by + rw [ENNReal.ofReal_pow d.coe_nonneg] + simp only [ENNReal.ofReal_coe_nnreal] + rw [← ENNReal.rpow_natCast, ← ENNReal.rpow_mul] + norm_num + calc + _ ≤ eLpNorm (X i) 2 (P.restrict s) * (P s) ^ (1/2 : ℝ) := hb + _ ≤ C * (d : ℝ≥0∞) := mul_le_mul + ((eLpNorm_mono_measure _ Measure.restrict_le_self).trans (hC i)) hp (by positivity) (by positivity) + _ ≤ ENNReal.ofReal ε := by + rw [← ENNReal.coe_mul, ← ENNReal.ofReal_coe_nnreal] + simp only [NNReal.coe_mul] + apply ENNReal.ofReal_le_ofReal + change (C : ℝ) * (ε / ((C : ℝ)+1)) ≤ ε + rw [← mul_div_assoc, div_le_iff₀ (by positivity)] + nlinarith + _ ≤ bound := by + simpa only [ε, ENNReal.ofReal_coe_nnreal] using hsmall_bound.le + · intro i + have hb := eLpNorm_le_eLpNorm_mul_rpow_measure_univ (by norm_num : (1 : ℝ≥0∞) ≤ 2) (hXm i) + rw [ENNReal.coe_toNNReal hDt] + norm_num only [ENNReal.toReal_one, ENNReal.toReal_ofNat, div_one] at hb + exact hb.trans (mul_le_mul (hC i) le_rfl bot_le bot_le) + +theorem finite_L1_tendsto_of_square_bound {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} [IsFiniteMeasure P] {X : ℕ → Ω → ℝ} {Y : Ω → ℝ} + (hX : ∀ n, MemLp (X n) 2 P) (A : ℝ) + (hA : ∀ n, (∫ ω, X n ω ^ 2 ∂P) ≤ A) + (hXY : ∀ᵐ ω ∂P, Tendsto (fun n => X n ω) atTop (𝓝 (Y ω))) : + Integrable Y P ∧ Tendsto (fun n => eLpNorm (X n - Y) 1 P) atTop (𝓝 0) := by + let C : ℝ≥0∞ := (ENNReal.ofReal A) ^ (1/2 : ℝ) + have hCt : C ≠ ∞ := ENNReal.rpow_ne_top_of_nonneg (by norm_num) ENNReal.ofReal_ne_top + have hC (n : ℕ) : eLpNorm (X n) 2 P ≤ C.toNNReal := by + rw [ENNReal.coe_toNNReal hCt, eLpNorm_two_eq_integral_sq (hX n)] + exact ENNReal.rpow_le_rpow (ENNReal.ofReal_le_ofReal (hA n)) (by norm_num) + have hui := finite_uniformIntegrable_one_of_eLpNorm_two_bounded + (fun n => (hX n).aestronglyMeasurable) C.toNNReal hC + have hY := hui.memLp_of_ae_tendsto hXY + exact ⟨memLp_one_iff_integrable.1 hY, + tendsto_Lp_finite_of_tendsto_ae (by norm_num : (1 : ℝ≥0∞) ≤ 1) + (by norm_num) (fun n => (hX n).aestronglyMeasurable) hY hui.unifIntegrable hXY⟩ + +end SLEExactGauge + + + +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal +namespace SLEExactGauge + +lemma product_memLp_two_of_section_square_bound + {Z Ω : Type*} [MeasurableSpace Z] [MeasurableSpace Ω] + {ν : Measure Z} {P : Measure Ω} [IsFiniteMeasure ν] [SFinite P] + {X : Z × Ω → ℝ} (hX : Measurable X) + (hX2 : ∀ z, MemLp (fun ω => X (z, ω)) 2 P) + (V : ℝ) (hV : ∀ z, (∫ ω, X (z, ω)^2 ∂P) ≤ V) : + MemLp X 2 (ν.prod P) ∧ + (∫ p, X p ^ 2 ∂(ν.prod P)) ≤ V * (ν univ).toReal := by + have hm : StronglyMeasurable (fun z => ∫ ω, X (z, ω)^2 ∂P) := + (hX.pow_const 2).stronglyMeasurable.integral_prod_right' + have hn (z : Z) : 0 ≤ ∫ ω, X (z, ω)^2 ∂P := integral_nonneg fun ω => sq_nonneg _ + have hi : Integrable (fun z => ∫ ω, X (z, ω)^2 ∂P) ν := by + apply Integrable.of_bound hm.aestronglyMeasurable V + exact Eventually.of_forall fun z => by rw [Real.norm_eq_abs, abs_of_nonneg (hn z)]; exact hV z + have hisq : Integrable (fun p => X p ^ 2) (ν.prod P) := by + apply (integrable_prod_iff (hX.pow_const 2).aestronglyMeasurable).mpr + refine ⟨Eventually.of_forall fun z => (hX2 z).integrable_sq, ?_⟩ + simpa only [Real.norm_eq_abs, abs_sq] using hi + refine ⟨(memLp_two_iff_integrable_sq hX.aestronglyMeasurable).mpr hisq, ?_⟩ + rw [integral_prod _ hisq] + calc + _ ≤ ∫ _z, V ∂ν := integral_mono hi (integrable_const _) hV + _ = _ := by simp [mul_comm, Measure.real] + +lemma area_eLpNorm_one_le_product + {Z Ω : Type*} [MeasurableSpace Z] [MeasurableSpace Ω] + {ν : Measure Z} {P : Measure Ω} [SFinite ν] [SFinite P] + {X Y : Z × Ω → ℝ} (hX : Integrable X (ν.prod P)) (hY : Integrable Y (ν.prod P)) : + eLpNorm (fun ω => (∫ z, X (z, ω) ∂ν) - ∫ z, Y (z, ω) ∂ν) 1 P ≤ + eLpNorm (X - Y) 1 (ν.prod P) := by + rw [eLpNorm_one_eq_lintegral_enorm + (f := fun ω => (∫ z, X (z, ω) ∂ν) - ∫ z, Y (z, ω) ∂ν) + (hX.integral_prod_right.sub hY.integral_prod_right).aestronglyMeasurable, + eLpNorm_one_eq_lintegral_enorm (hX.sub hY).aestronglyMeasurable] + calc + _ ≤ ∫⁻ ω, ∫⁻ z, ‖X (z, ω) - Y (z, ω)‖ₑ ∂ν ∂P := by + apply lintegral_mono_ae + filter_upwards [hX.prod_left_ae, hY.prod_left_ae] with ω hx hy + rw [← integral_sub hx hy] + exact enorm_integral_le_lintegral_enorm _ + _ = _ := by + rw [← lintegral_lintegral_swap (hX.sub hY).aestronglyMeasurable.enorm] + exact (lintegral_prod _ (hX.sub hY).aestronglyMeasurable.enorm).symm + + + +theorem area_L1_tendsto_of_square_bound + {Z Ω : Type*} [MeasurableSpace Z] [MeasurableSpace Ω] + {ν : Measure Z} {P : Measure Ω} [IsFiniteMeasure ν] [IsProbabilityMeasure P] + {X : ℕ → Z × Ω → ℝ} {Y : Z × Ω → ℝ} + (hXm : ∀ n, Measurable (X n)) (hYm : Measurable Y) + (hX2 : ∀ n z, MemLp (fun ω => X n (z, ω)) 2 P) + (V : ℝ) (hV : ∀ n z, (∫ ω, X n (z, ω)^2 ∂P) ≤ V) + (hXY : ∀ z, ∀ᵐ ω ∂P, Tendsto (fun n => X n (z, ω)) atTop (𝓝 (Y (z, ω)))) : + Integrable Y (ν.prod P) ∧ Tendsto (fun n => + eLpNorm (fun ω => (∫ z, X n (z, ω) ∂ν) - ∫ z, Y (z, ω) ∂ν) 1 P) atTop (𝓝 0) := by + have hb (n : ℕ) := product_memLp_two_of_section_square_bound (ν := ν) (P := P) (hXm n) (hX2 n) V (hV n) + have hc : ∀ᵐ p ∂(ν.prod P), Tendsto (fun n => X n p) atTop (𝓝 (Y p)) := + (Measure.ae_prod_iff_ae_ae (measurableSet_tendsto_fun hXm hYm)).mpr (Eventually.of_forall hXY) + obtain ⟨hi, ht⟩ := finite_L1_tendsto_of_square_bound (fun n => (hb n).1) + (V * (ν univ).toReal) (fun n => (hb n).2) hc + refine ⟨hi, ?_⟩ + exact tendsto_of_tendsto_of_tendsto_of_le_of_le tendsto_const_nhds ht + (fun n => bot_le) (fun n => area_eLpNorm_one_le_product ((hb n).1.integrable (by norm_num)) hi) + +end SLEExactGauge + + + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology ENNReal NNReal +namespace SLEExactGauge +open BrownianPredictable PredictableLimit + +lemma area_driver_sum {Z Ω : Type*} [MeasurableSpace Z] [MeasurableSpace Ω] + {ν : Measure Z} [IsFiniteMeasure ν] + (B : ℝ≥0 → Ω → ℝ) (t : ℕ → ℝ≥0) (C : ℕ → Z × Ω → ℝ) + (hC : ∀ i, Measurable (C i)) (K : ℝ) (hb : ∀ i z ω, |C i (z, ω)| ≤ K) + (n : ℕ) (ω : Ω) : + (∫ z, driverPredictableSum B t (fun i ω => C i (z, ω)) n ω ∂ν) = + driverPredictableSum B t (fun i ω => ∫ z, C i (z, ω) ∂ν) n ω := by + have hi (i : ℕ) : Integrable (fun z => C i (z, ω)) ν := + Integrable.of_bound ((hC i).comp (measurable_id.prodMk measurable_const)).aestronglyMeasurable K + (Eventually.of_forall fun z => by simpa only [Real.norm_eq_abs] using hb i z ω) + simp only [driverPredictableSum] + rw [integral_finsetSum _ (fun i _ => (hi i).mul_const _)] + exact Finset.sum_congr rfl fun i hi => integral_mul_const _ _ + + + +theorem brownian_area_sum_L1_limit + {Z Ω : Type*} [MeasurableSpace Z] [mΩ : MeasurableSpace Ω] + {ν : Measure Z} {P : Measure Ω} [IsFiniteMeasure ν] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) + (T : ℝ≥0) (C : ℕ → ℕ → Z × Ω → ℝ) + (hCm : ∀ n i, Measurable (C n i)) + (hCa : ∀ n i z, Measurable[Filtration.natural B + (fun t => (hm t).stronglyMeasurable) (dyadicTime T n i)] (fun ω => C n i (z, ω))) + (K : ℝ) (hK : 0 ≤ K) (hb : ∀ n i z ω, |C n i (z, ω)| ≤ K) + (Y : Z × Ω → ℝ) (hYm : Measurable Y) + (hlim : ∀ z, ∀ᵐ ω ∂P, Tendsto + (fun n => driverPredictableSum B (dyadicTime T n) (fun i ω => C n i (z, ω)) (2^n) ω) + atTop (𝓝 (Y (z, ω)))) : + Integrable Y (ν.prod P) ∧ Tendsto (fun n => + eLpNorm (fun ω => driverPredictableSum B (dyadicTime T n) + (fun i ω => ∫ z, C n i (z, ω) ∂ν) (2^n) ω - ∫ z, Y (z, ω) ∂ν) 1 P) + atTop (𝓝 0) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let X (n : ℕ) (p : Z × Ω) := + driverPredictableSum B (dyadicTime T n) (fun i ω => C n i (p.1, ω)) (2^n) p.2 + have hCp (n i : ℕ) (z : Z) : Measurable[pastSigma B (dyadicTime T n i)] + (fun ω => C n i (z, ω)) := by + exact (hCa n i z).mono + (le_of_eq (Filtration.natural_eq_comap B (fun t => (hm t).stronglyMeasurable) _)) le_rfl + have hC2 (n i : ℕ) (z : Z) : MemLp (fun ω => C n i (z, ω)) 2 P := + MemLp.of_bound ((hCm n i).comp (measurable_const.prodMk measurable_id)).aestronglyMeasurable K + (Eventually.of_forall fun ω => by simpa only [Real.norm_eq_abs] using hb n i z ω) + have hXm (n : ℕ) : Measurable (X n) := by + apply Finset.measurable_sum + intro i hi + exact (hCm n i).mul (((hm _).comp measurable_snd).sub ((hm _).comp measurable_snd)) + have hX2 (n : ℕ) (z : Z) : MemLp (fun ω => X n (z, ω)) 2 P := by + exact dyadicDriverSum_memLp hB T (fun n i ω => C n i (z, ω)) + (fun n i => hCp n i z) (fun n i => hC2 n i z) n + have hV (n : ℕ) (z : Z) : (∫ ω, X n (z, ω)^2 ∂P) ≤ K^2 * (T : ℝ) := by + change (∫ ω, (∑ i ∈ Finset.range (2^n), C n i (z, ω) * + (B (dyadicTime T n (i+1)) ω - B (dyadicTime T n i) ω)) ^ 2 ∂P) ≤ _ + rw [brownian_predictableSum_isometry hB _ (dyadicTime_mono T n) _ + (fun i => hCp n i z) (fun i => hC2 n i z)] + calc + _ ≤ ∑ i ∈ Finset.range (2^n), K^2 * ((T : ℝ) / (2 : ℝ)^n) := by + apply Finset.sum_le_sum + intro i hi + rw [dyadicTime_step] + apply mul_le_mul_of_nonneg_right _ (by positivity) + calc + _ ≤ ∫ _ω, K^2 ∂P := integral_mono (hC2 n i z).integrable_sq (integrable_const _) fun ω => + by + have hh := (sq_le_sq₀ (abs_nonneg (C n i (z, ω))) hK).mpr (hb n i z ω) + simpa only [sq_abs] using hh + _ = K^2 := by simp + _ = K^2 * (T : ℝ) := by + simp only [Finset.sum_const, Finset.card_range, nsmul_eq_mul, Nat.cast_pow, Nat.cast_ofNat] + field_simp + obtain ⟨hi, ht⟩ := area_L1_tendsto_of_square_bound (ν := ν) hXm hYm hX2 _ hV hlim + refine ⟨hi, ?_⟩ + have he (n : ℕ) (ω : Ω) : (∫ z, X n (z, ω) ∂ν) = + driverPredictableSum B (dyadicTime T n) (fun i ω => ∫ z, C n i (z, ω) ∂ν) (2^n) ω := + area_driver_sum B _ _ (hCm n) K (hb n) _ ω + simpa only [he] using ht + +end SLEExactGauge + + + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology ENNReal NNReal +namespace SLEExactGauge +open BrownianPredictable PredictableLimit + + + +theorem brownian_area_exponential_limit + {Z Ω : Type*} [mZ : MeasurableSpace Z] [mΩ : MeasurableSpace Ω] + {ν : Measure Z} {P : Measure Ω} [IsFiniteMeasure ν] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) (hm : ∀ t, Measurable (B t)) + (T : ℝ≥0) (C : ℕ → ℕ → Z × Ω → ℝ) + (hCm : ∀ n i, Measurable (C n i)) + (hCa : ∀ n i, @Measurable (Z × Ω) ℝ + (mZ.prod (Filtration.natural B (fun t => (hm t).stronglyMeasurable) (dyadicTime T n i))) + (borel ℝ) (C n i)) + (K : ℝ) (hK : 0 ≤ K) (hb : ∀ n i z ω, |C n i (z, ω)| ≤ K) + (Y : Z × Ω → ℝ) (hYm : Measurable Y) + (hlim : ∀ z, ∀ᵐ ω ∂P, Tendsto + (fun n => driverPredictableSum B (dyadicTime T n) (fun i ω => C n i (z, ω)) (2^n) ω) + atTop (𝓝 (Y (z, ω)))) + (Q : Ω → ℝ) + (hE : ∀ᵐ ω ∂P, Tendsto (fun n => driverPredictableEnergy (dyadicTime T n) + (fun i ω => ∫ z, C n i (z, ω) ∂ν) (2^n) ω) atTop (𝓝 (Q ω))) + (θ : ℝ) : + (∫⁻ ω, ENNReal.ofReal (Real.exp + (θ * (∫ z, Y (z, ω) ∂ν) - θ^2 * Q ω / 2)) ∂P) ≤ 1 := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let D (n i : ℕ) (ω : Ω) := ∫ z, C n i (z, ω) ∂ν + have hDa (n i : ℕ) : Measurable[Filtration.natural B + (fun t => (hm t).stronglyMeasurable) (dyadicTime T n i)] (D n i) := by + let : MeasurableSpace Ω := Filtration.natural B + (fun t => (hm t).stronglyMeasurable) (dyadicTime T n i) + exact (hCa n i).stronglyMeasurable.integral_prod_left'.measurable + let X (n : ℕ) := driverPredictableSum B (dyadicTime T n) (D n) (2^n) + let E (n : ℕ) := driverPredictableEnergy (dyadicTime T n) (D n) (2^n) + have hXm (n : ℕ) : Measurable (X n) := + (driverPredictableSum_measurable_past B hm _ (dyadicTime_mono T n) _ (hDa n) _).mono + (Filtration.le _ _) le_rfl + have hEm (n : ℕ) : Measurable (E n) := + (driverPredictableEnergy_measurable_past B hm _ (dyadicTime_mono T n) _ (hDa n) _).mono + (Filtration.le _ _) le_rfl + have hca (n i : ℕ) (z : Z) : Measurable[Filtration.natural B + (fun t => (hm t).stronglyMeasurable) (dyadicTime T n i)] (fun ω => C n i (z, ω)) := + (hCa n i).comp (measurable_const.prodMk measurable_id) + obtain ⟨hi, ht⟩ := brownian_area_sum_L1_limit (ν := ν) (P := P) hB hm T C hCm hca K hK hb Y hYm hlim + have hY : Measurable (fun ω => ∫ z, Y (z, ω) ∂ν) := + hYm.stronglyMeasurable.integral_prod_left'.measurable + have hc : TendstoInMeasure P X atTop (fun ω => ∫ z, Y (z, ω) ∂ν) := + tendstoInMeasure_of_tendsto_eLpNorm (by norm_num : (1 : ℝ≥0∞) ≠ 0) ht + obtain ⟨ns, hns, hs⟩ := hc.exists_seq_tendsto_ae + apply compensated_exponential_limit_energy (fun n => X (ns n)) (fun n => E (ns n)) + (fun ω => ∫ z, Y (z, ω) ∂ν) Q θ + (fun n => (((hXm _).const_mul θ).sub (((hEm _).const_mul (θ^2)).div_const 2)).exp.ennreal_ofReal.aemeasurable) + hs + · filter_upwards [hE] with ω he + exact he.comp hns.tendsto_atTop + · intro n + exact (driverPredictable_exponential hB hm _ (dyadicTime_mono T (ns n)) _ (hDa _) θ _).le + +end SLEExactGauge + + + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +open BrownianPredictable BrownianField BrownianIto TaylorMeshes + +noncomputable def areaPrefixSample {Z : Type*} (f : ℝ × Z → ℝ) (τ : Z → ℝ≥0) + (T : ℝ≥0) (n i : ℕ) (z : Z) : ℝ := + if dyadicTime T n i < τ z then f (dyadicTime T n i, z) else 0 + +lemma areaPrefixSample_measurable {Z : Type*} [MeasurableSpace Z] + {f : ℝ × Z → ℝ} (hf : Measurable f) {τ : Z → ℝ≥0} (hτ : Measurable τ) + (T : ℝ≥0) (n i : ℕ) : Measurable (areaPrefixSample f τ T n i) := + (hf.comp (measurable_const.prodMk measurable_id)).ite + (measurableSet_lt measurable_const hτ) measurable_const + +lemma areaPrefixSample_bound {Z : Type*} {f : ℝ × Z → ℝ} + {K : ℝ} (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) + (τ : Z → ℝ≥0) (T : ℝ≥0) (n i : ℕ) (z : Z) : + |areaPrefixSample f τ T n i z| ≤ K := by + unfold areaPrefixSample + split_ifs + · exact hb _ _ + · simpa using hK + +lemma prefix_pair_energy_tendsto {Z : Type*} (f : ℝ × Z → ℝ) + (hf : ∀ z, Continuous (fun t => f (t,z))) + (τ : Z → ℝ≥0) (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) (z w : Z) : + Tendsto (fun n => ∑ i ∈ Finset.range (2^n), + (areaPrefixSample f τ T n i z * areaPrefixSample f τ T n i w) * + ((T : ℝ) / (2 : ℝ)^n)) atTop + (𝓝 (∫ t in (0 : ℝ)..(min (τ z) (τ w) : ℝ≥0), f (t,z) * f (t,w))) := by + have hh := stopped_energy_tendsto ((min_le_left (τ z) (τ w)).trans (hτ z)) + ((hf z).mul (hf w)).continuousOn + simp only [Pi.mul_apply] at hh + convert hh using 1 + ext n + apply Finset.sum_congr rfl + intro i hi + rw [dyadicTime_step] + simp only [areaPrefixSample, lt_min_iff] + split_ifs <;> simp_all + +lemma prefix_pair_energy_bound {Z : Type*} {f : ℝ × Z → ℝ} + {K : ℝ} (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) + (τ : Z → ℝ≥0) (T : ℝ≥0) (n : ℕ) (z w : Z) : + |∑ i ∈ Finset.range (2^n), + (areaPrefixSample f τ T n i z * areaPrefixSample f τ T n i w) * + ((T : ℝ) / (2 : ℝ)^n)| ≤ K^2 * (T : ℝ) := by + calc + _ ≤ ∑ i ∈ Finset.range (2^n), + |(areaPrefixSample f τ T n i z * areaPrefixSample f τ T n i w) * + ((T : ℝ) / (2 : ℝ)^n)| := Finset.abs_sum_le_sum_abs _ _ + _ ≤ ∑ i ∈ Finset.range (2^n), K^2 * ((T : ℝ) / (2 : ℝ)^n) := by + apply Finset.sum_le_sum + intro i hi + rw [abs_mul, abs_of_nonneg (by positivity : 0 ≤ (T : ℝ) / (2 : ℝ)^n), abs_mul, pow_two] + exact mul_le_mul_of_nonneg_right + (mul_le_mul (areaPrefixSample_bound hK hb τ T n i z) + (areaPrefixSample_bound hK hb τ T n i w) (abs_nonneg _) hK) (by positivity) + _ = _ := by + simp only [Finset.sum_const, Finset.card_range, nsmul_eq_mul, Nat.cast_pow, Nat.cast_ofNat] + field_simp + + + +theorem area_prefix_energy_tendsto {Z : Type*} [MeasurableSpace Z] + {ν : Measure Z} [IsFiniteMeasure ν] + {f : ℝ × Z → ℝ} (hfm : Measurable f) (hfc : ∀ z, Continuous (fun t => f (t,z))) + {τ : Z → ℝ≥0} (hτm : Measurable τ) (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) + (K : ℝ) (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) : + Tendsto (fun n => ∑ i ∈ Finset.range (2^n), + (∫ z, areaPrefixSample f τ T n i z ∂ν)^2 * ((T : ℝ) / (2 : ℝ)^n)) atTop + (𝓝 (∫ p : Z × Z, (∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), + f (t,p.1) * f (t,p.2)) ∂(ν.prod ν))) := by + let H (n : ℕ) (p : Z × Z) := ∑ i ∈ Finset.range (2^n), + (areaPrefixSample f τ T n i p.1 * areaPrefixSample f τ T n i p.2) * + ((T : ℝ) / (2 : ℝ)^n) + have hC (n i : ℕ) := areaPrefixSample_measurable hfm hτm T n i + have hH (n : ℕ) : Measurable (H n) := by + apply Finset.measurable_sum + intro i hi + exact (((hC n i).comp measurable_fst).mul ((hC n i).comp measurable_snd)).mul_const _ + have hbH (n : ℕ) (p : Z × Z) : ‖H n p‖ ≤ K^2 * (T : ℝ) := by + rw [Real.norm_eq_abs] + exact prefix_pair_energy_bound hK hb τ T n p.1 p.2 + have ht := tendsto_integral_of_dominated_convergence + (μ := ν.prod ν) (fun _ => K^2 * (T : ℝ)) + (fun n => (hH n).aestronglyMeasurable) (integrable_const _) + (fun n => Eventually.of_forall (hbH n)) + (Eventually.of_forall fun p : Z × Z => prefix_pair_energy_tendsto f hfc τ T hτ p.1 p.2) + have he (n : ℕ) : (∫ p, H n p ∂(ν.prod ν)) = + ∑ i ∈ Finset.range (2^n), (∫ z, areaPrefixSample f τ T n i z ∂ν)^2 * + ((T : ℝ) / (2 : ℝ)^n) := by + have hi (i : ℕ) : Integrable (areaPrefixSample f τ T n i) ν := + Integrable.of_bound (hC n i).aestronglyMeasurable K + (Eventually.of_forall fun z => by rw [Real.norm_eq_abs]; exact areaPrefixSample_bound hK hb τ T n i z) + rw [show H n = (fun p : Z × Z => ∑ i ∈ Finset.range (2^n), + (areaPrefixSample f τ T n i p.1 * areaPrefixSample f τ T n i p.2) * + ((T : ℝ) / (2 : ℝ)^n)) from rfl] + rw [integral_finsetSum _ (fun i _ => ((hi i).mul_prod (hi i)).mul_const _)] + apply Finset.sum_congr rfl + intro i hi + rw [integral_mul_const, integral_prod_mul, pow_two] + simpa only [he] using ht + +end SLEExactGauge + + + +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma interval_integral_prefix_lt {S T : ℝ≥0} (hST : S ≤ T) (f : ℝ → ℝ) : + (∫ t in (0 : ℝ)..(T : ℝ), if t < (S : ℝ) then f t else 0) = + ∫ t in (0 : ℝ)..(S : ℝ), f t := by + calc + _ = ∫ t in (0 : ℝ)..(T : ℝ), indicator {t : ℝ | t ≤ S} f t := by + apply intervalIntegral.integral_congr_ae + have hn : ∀ᵐ t : ℝ, t ≠ (S : ℝ) := by simp [ae_iff] + filter_upwards [hn] with t ht + intro _ + simp only [Set.indicator, Set.mem_ofPred_eq, le_iff_lt_or_eq, ht, or_false] + _ = _ := intervalIntegral.integral_indicator ⟨S.coe_nonneg, by exact_mod_cast hST⟩ + + + +theorem area_prefix_energy_identity {Z : Type*} [MeasurableSpace Z] + {ν : Measure Z} [IsFiniteMeasure ν] + {f : ℝ × Z → ℝ} (hfm : Measurable f) + {τ : Z → ℝ≥0} (hτm : Measurable τ) (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) + (K : ℝ) (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) : + (∫ p : Z × Z, (∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), + f (t,p.1) * f (t,p.2)) ∂(ν.prod ν)) = + ∫ t in (0 : ℝ)..(T : ℝ), (∫ z, if t < (τ z : ℝ) then f (t,z) else 0 ∂ν)^2 := by + let g (p : ℝ × (Z × Z)) := if p.1 < (min (τ p.2.1) (τ p.2.2) : ℝ≥0) then + f (p.1,p.2.1) * f (p.1,p.2.2) else 0 + have htm : Measurable (fun p : ℝ × (Z × Z) => (min (τ p.2.1) (τ p.2.2) : ℝ)) := + NNReal.continuous_coe.measurable.comp (((hτm.comp (measurable_fst.comp measurable_snd))).min + (hτm.comp (measurable_snd.comp measurable_snd))) + have hgm : Measurable g := + ((hfm.comp (measurable_fst.prodMk (measurable_fst.comp measurable_snd))).mul + (hfm.comp (measurable_fst.prodMk (measurable_snd.comp measurable_snd)))).ite + (measurableSet_lt measurable_fst htm) measurable_const + have hgb (p : ℝ × (Z × Z)) : ‖g p‖ ≤ K^2 := by + rw [Real.norm_eq_abs] + dsimp only [g] + split_ifs + · rw [abs_mul, pow_two] + exact mul_le_mul (hb _ _) (hb _ _) (abs_nonneg _) hK + · simpa using sq_nonneg K + have hgi : Integrable g ((volume.restrict (Ioc 0 (T : ℝ))).prod (ν.prod ν)) := + Integrable.of_bound hgm.aestronglyMeasurable (K^2) (Eventually.of_forall hgb) + have hp (p : Z × Z) : (∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), + f (t,p.1) * f (t,p.2)) = ∫ t in Ioc (0 : ℝ) T, g (t,p) := by + rw [← intervalIntegral.integral_of_le T.coe_nonneg] + exact (interval_integral_prefix_lt ((min_le_left _ _).trans (hτ p.1)) _).symm + have hg (t : ℝ) : (∫ p : Z × Z, g (t,p) ∂(ν.prod ν)) = + (∫ z, if t < (τ z : ℝ) then f (t,z) else 0 ∂ν)^2 := by + calc + _ = ∫ p : Z × Z, (if t < (τ p.1 : ℝ) then f (t,p.1) else 0) * + (if t < (τ p.2 : ℝ) then f (t,p.2) else 0) ∂(ν.prod ν) := by + apply integral_congr_ae + apply Eventually.of_forall + intro p + simp only [g, NNReal.coe_min, lt_min_iff] + split_ifs <;> simp_all + _ = _ := by + simpa only [pow_two] using (integral_prod_mul (μ := ν) (ν := ν) + (fun z => if t < (τ z : ℝ) then f (t,z) else 0) + (fun z => if t < (τ z : ℝ) then f (t,z) else 0)) + simp_rw [hp] + rw [← integral_integral_swap hgi] + simp only [hg, intervalIntegral.integral_of_le T.coe_nonneg] + +end SLEExactGauge + + + +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +open BrownianPredictable + +noncomputable def areaWindowSample {Z : Type*} (f : ℝ × Z → ℝ) + (σ τ : Z → ℝ≥0) (T : ℝ≥0) (n i : ℕ) (z : Z) : ℝ := + if σ z ≤ dyadicTime T n i ∧ dyadicTime T n i < τ z then f (dyadicTime T n i,z) else 0 + +lemma areaWindowSample_measurable {Z : Type*} [MeasurableSpace Z] + {f : ℝ × Z → ℝ} (hf : Measurable f) {σ τ : Z → ℝ≥0} + (hσ : Measurable σ) (hτ : Measurable τ) (T : ℝ≥0) (n i : ℕ) : + Measurable (areaWindowSample f σ τ T n i) := + (hf.comp (measurable_const.prodMk measurable_id)).ite + ((measurableSet_le hσ measurable_const).inter (measurableSet_lt measurable_const (NNReal.continuous_coe.measurable.comp hτ))) measurable_const + +lemma areaWindowSample_bound {Z : Type*} {f : ℝ × Z → ℝ} + {K : ℝ} (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) + (σ τ : Z → ℝ≥0) (T : ℝ≥0) (n i : ℕ) (z : Z) : + |areaWindowSample f σ τ T n i z| ≤ K := by + unfold areaWindowSample + split_ifs + · exact hb _ _ + · simpa using hK + +lemma window_pair_eq_prefix_difference {Z : Type*} (f : ℝ × Z → ℝ) + (σ τ : Z → ℝ≥0) (T : ℝ≥0) (n i : ℕ) (z w : Z) : + areaWindowSample f σ τ T n i z * areaWindowSample f σ τ T n i w = + (if dyadicTime T n i < min (τ z) (τ w) then + f (dyadicTime T n i,z) * f (dyadicTime T n i,w) else 0) - + (if dyadicTime T n i < min (min (τ z) (τ w)) (max (σ z) (σ w)) then + f (dyadicTime T n i,z) * f (dyadicTime T n i,w) else 0) := by + simp only [areaWindowSample, lt_min_iff, lt_max_iff] + by_cases hz : σ z ≤ dyadicTime T n i + · by_cases hw : σ w ≤ dyadicTime T n i + · simp [hz, hw, not_lt.mpr hz, not_lt.mpr hw] + split_ifs <;> simp_all + · simp only [hw, false_and, ite_false, mul_zero] + have ht := lt_of_not_ge hw + simp [ht, sub_self] + · simp only [hz, false_and, ite_false, zero_mul] + have ht := lt_of_not_ge hz + simp [ht, sub_self] + +lemma window_pair_energy_tendsto {Z : Type*} (f : ℝ × Z → ℝ) + (hf : ∀ z, Continuous (fun t => f (t,z))) + (σ τ : Z → ℝ≥0) (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) (z w : Z) : + Tendsto (fun n => ∑ i ∈ Finset.range (2^n), + (areaWindowSample f σ τ T n i z * areaWindowSample f σ τ T n i w) * + ((T : ℝ) / (2 : ℝ)^n)) atTop + (𝓝 ((∫ t in (0 : ℝ)..(min (τ z) (τ w) : ℝ≥0), f (t,z) * f (t,w)) - + ∫ t in (0 : ℝ)..(min (min (τ z) (τ w)) (max (σ z) (σ w)) : ℝ≥0), f (t,z) * f (t,w))) := by + have hH := stopped_energy_tendsto ((min_le_left (τ z) (τ w)).trans (hτ z)) + ((hf z).mul (hf w)).continuousOn + have hL := stopped_energy_tendsto + ((min_le_left (min (τ z) (τ w)) (max (σ z) (σ w))).trans ((min_le_left (τ z) (τ w)).trans (hτ z))) + ((hf z).mul (hf w)).continuousOn + simp only [Pi.mul_apply] at hH hL + convert hH.sub hL using 1 + ext n + rw [← Finset.sum_sub_distrib] + apply Finset.sum_congr rfl + intro i hi + rw [window_pair_eq_prefix_difference, dyadicTime_step, sub_mul] + +lemma window_pair_energy_bound {Z : Type*} {f : ℝ × Z → ℝ} + {K : ℝ} (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) + (σ τ : Z → ℝ≥0) (T : ℝ≥0) (n : ℕ) (z w : Z) : + |∑ i ∈ Finset.range (2^n), + (areaWindowSample f σ τ T n i z * areaWindowSample f σ τ T n i w) * + ((T : ℝ) / (2 : ℝ)^n)| ≤ K^2 * (T : ℝ) := by + calc + _ ≤ ∑ i ∈ Finset.range (2^n), + |(areaWindowSample f σ τ T n i z * areaWindowSample f σ τ T n i w) * + ((T : ℝ) / (2 : ℝ)^n)| := Finset.abs_sum_le_sum_abs _ _ + _ ≤ ∑ i ∈ Finset.range (2^n), K^2 * ((T : ℝ) / (2 : ℝ)^n) := by + apply Finset.sum_le_sum + intro i hi + rw [abs_mul, abs_of_nonneg (by positivity : 0 ≤ (T : ℝ) / (2 : ℝ)^n), abs_mul, pow_two] + exact mul_le_mul_of_nonneg_right + (mul_le_mul (areaWindowSample_bound hK hb σ τ T n i z) + (areaWindowSample_bound hK hb σ τ T n i w) (abs_nonneg _) hK) (by positivity) + _ = _ := by + simp only [Finset.sum_const, Finset.card_range, nsmul_eq_mul, Nat.cast_pow, Nat.cast_ofNat] + field_simp + +lemma area_window_pair_energy_tendsto {Z : Type*} [MeasurableSpace Z] + {ν : Measure Z} [IsFiniteMeasure ν] + {f : ℝ × Z → ℝ} (hfm : Measurable f) (hfc : ∀ z, Continuous (fun t => f (t,z))) + {σ τ : Z → ℝ≥0} (hσm : Measurable σ) (hτm : Measurable τ) (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) + (K : ℝ) (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) : + Tendsto (fun n => ∑ i ∈ Finset.range (2^n), + (∫ z, areaWindowSample f σ τ T n i z ∂ν)^2 * ((T : ℝ) / (2 : ℝ)^n)) atTop + (𝓝 (∫ p : Z × Z, ((∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), + f (t,p.1) * f (t,p.2)) - ∫ t in (0 : ℝ).. + (min (min (τ p.1) (τ p.2)) (max (σ p.1) (σ p.2)) : ℝ≥0), f (t,p.1) * f (t,p.2)) ∂(ν.prod ν))) := by + let H (n : ℕ) (p : Z × Z) := ∑ i ∈ Finset.range (2^n), + (areaWindowSample f σ τ T n i p.1 * areaWindowSample f σ τ T n i p.2) * + ((T : ℝ) / (2 : ℝ)^n) + have hC (n i : ℕ) := areaWindowSample_measurable hfm hσm hτm T n i + have hH (n : ℕ) : Measurable (H n) := by + apply Finset.measurable_sum + intro i hi + exact (((hC n i).comp measurable_fst).mul ((hC n i).comp measurable_snd)).mul_const _ + have hbH (n : ℕ) (p : Z × Z) : ‖H n p‖ ≤ K^2 * (T : ℝ) := by + rw [Real.norm_eq_abs] + exact window_pair_energy_bound hK hb σ τ T n p.1 p.2 + have ht := tendsto_integral_of_dominated_convergence + (μ := ν.prod ν) (fun _ => K^2 * (T : ℝ)) + (fun n => (hH n).aestronglyMeasurable) (integrable_const _) + (fun n => Eventually.of_forall (hbH n)) + (Eventually.of_forall fun p : Z × Z => window_pair_energy_tendsto f hfc σ τ T hτ p.1 p.2) + have he (n : ℕ) : (∫ p, H n p ∂(ν.prod ν)) = + ∑ i ∈ Finset.range (2^n), (∫ z, areaWindowSample f σ τ T n i z ∂ν)^2 * + ((T : ℝ) / (2 : ℝ)^n) := by + have hi (i : ℕ) : Integrable (areaWindowSample f σ τ T n i) ν := + Integrable.of_bound (hC n i).aestronglyMeasurable K + (Eventually.of_forall fun z => by rw [Real.norm_eq_abs]; exact areaWindowSample_bound hK hb σ τ T n i z) + change (∫ p : Z × Z, ∑ i ∈ Finset.range (2^n), + (areaWindowSample f σ τ T n i p.1 * areaWindowSample f σ τ T n i p.2) * + ((T : ℝ) / (2 : ℝ)^n) ∂(ν.prod ν)) = _ + rw [integral_finsetSum _ (fun i _ => ((hi i).mul_prod (hi i)).mul_const _)] + apply Finset.sum_congr rfl + intro i hi + rw [integral_mul_const, integral_prod_mul, pow_two] + simpa only [he] using ht + +end SLEExactGauge + + + +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma real_window_pair_eq (f : ℝ → ℝ) (a b c d t : ℝ) : + (if a ≤ t ∧ t < b ∧ c ≤ t ∧ t < d then f t else 0) = + (if t < min b d then f t else 0) - + (if t < min (min b d) (max a c) then f t else 0) := by + simp only [lt_min_iff, lt_max_iff] + by_cases ha : a ≤ t + · by_cases hc : c ≤ t + · simp [ha, hc, not_lt.mpr ha, not_lt.mpr hc] + · simp only [hc, false_and, and_false, ite_false] + have ht := lt_of_not_ge hc + simp [ht] + · simp only [ha, false_and, ite_false] + have ht := lt_of_not_ge ha + simp [ht] + + + +theorem area_window_energy_identity {Z : Type*} [MeasurableSpace Z] + {ν : Measure Z} [IsFiniteMeasure ν] + {f : ℝ × Z → ℝ} (hfm : Measurable f) + {σ τ : Z → ℝ≥0} (hσm : Measurable σ) (hτm : Measurable τ) + (T : ℝ≥0) (hτ : ∀ z, τ z ≤ T) + (K : ℝ) (hK : 0 ≤ K) (hb : ∀ t z, |f (t,z)| ≤ K) : + (∫ p : Z × Z, ((∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), + f (t,p.1) * f (t,p.2)) - ∫ t in (0 : ℝ).. + (min (min (τ p.1) (τ p.2)) (max (σ p.1) (σ p.2)) : ℝ≥0), f (t,p.1) * f (t,p.2)) ∂(ν.prod ν)) = + ∫ t in (0 : ℝ)..(T : ℝ), + (∫ z, if (σ z : ℝ) ≤ t ∧ t < (τ z : ℝ) then f (t,z) else 0 ∂ν)^2 := by + let g (p : ℝ × (Z × Z)) := if (σ p.2.1 : ℝ) ≤ p.1 ∧ p.1 < (τ p.2.1 : ℝ) ∧ + (σ p.2.2 : ℝ) ≤ p.1 ∧ p.1 < (τ p.2.2 : ℝ) then f (p.1,p.2.1) * f (p.1,p.2.2) else 0 + have htm (v : Z → ℝ≥0) (hv : Measurable v) : Measurable (fun z => (v z : ℝ)) := + NNReal.continuous_coe.measurable.comp hv + have hgm : Measurable g := + ((hfm.comp (measurable_fst.prodMk (measurable_fst.comp measurable_snd))).mul + (hfm.comp (measurable_fst.prodMk (measurable_snd.comp measurable_snd)))).ite + ((measurableSet_le ((htm σ hσm).comp (measurable_fst.comp measurable_snd)) measurable_fst).inter + ((measurableSet_lt measurable_fst ((htm τ hτm).comp (measurable_fst.comp measurable_snd))).inter + ((measurableSet_le ((htm σ hσm).comp (measurable_snd.comp measurable_snd)) measurable_fst).inter + (measurableSet_lt measurable_fst ((htm τ hτm).comp (measurable_snd.comp measurable_snd)))))) measurable_const + have hgb (p : ℝ × (Z × Z)) : ‖g p‖ ≤ K^2 := by + rw [Real.norm_eq_abs] + dsimp only [g] + split_ifs + · rw [abs_mul, pow_two] + exact mul_le_mul (hb _ _) (hb _ _) (abs_nonneg _) hK + · simpa using sq_nonneg K + have hgi : Integrable g ((volume.restrict (Ioc 0 (T : ℝ))).prod (ν.prod ν)) := + Integrable.of_bound hgm.aestronglyMeasurable (K^2) (Eventually.of_forall hgb) + have hp (p : Z × Z) : ((∫ t in (0 : ℝ)..(min (τ p.1) (τ p.2) : ℝ≥0), + f (t,p.1) * f (t,p.2)) - ∫ t in (0 : ℝ).. + (min (min (τ p.1) (τ p.2)) (max (σ p.1) (σ p.2)) : ℝ≥0), f (t,p.1) * f (t,p.2)) = + ∫ t in Ioc (0 : ℝ) T, g (t,p) := by + let H := min (τ p.1) (τ p.2) + let L := min H (max (σ p.1) (σ p.2)) + have hHT : H ≤ T := (min_le_left _ _).trans (hτ p.1) + have hLT : L ≤ T := (min_le_left _ _).trans hHT + have hi (S : ℝ≥0) : IntervalIntegrable + (fun t : ℝ => if t < (S : ℝ) then f (t,p.1) * f (t,p.2) else 0) volume 0 T := by + apply (intervalIntegrable_iff_integrableOn_Icc_of_le T.coe_nonneg).mpr + apply Integrable.of_bound (μ := volume.restrict (Icc (0 : ℝ) T)) ?_ (K^2) ?_ + · exact (((hfm.comp (measurable_id.prodMk measurable_const)).mul + (hfm.comp (measurable_id.prodMk measurable_const))).ite + (measurableSet_lt measurable_id measurable_const) measurable_const).aestronglyMeasurable + · apply Eventually.of_forall + intro t + rw [Real.norm_eq_abs] + split_ifs + · rw [abs_mul, pow_two] + exact mul_le_mul (hb _ _) (hb _ _) (abs_nonneg _) hK + · simpa using sq_nonneg K + rw [← interval_integral_prefix_lt hHT, ← interval_integral_prefix_lt hLT, + ← intervalIntegral.integral_sub (hi H) (hi L), ← intervalIntegral.integral_of_le T.coe_nonneg] + apply intervalIntegral.integral_congr + intro t ht + dsimp only [g, H, L] + simpa only [NNReal.coe_min, NNReal.coe_max] using + (real_window_pair_eq (fun t => f (t,p.1) * f (t,p.2)) (σ p.1) (τ p.1) (σ p.2) (τ p.2) t).symm + have hg (t : ℝ) : (∫ p : Z × Z, g (t,p) ∂(ν.prod ν)) = + (∫ z, if (σ z : ℝ) ≤ t ∧ t < (τ z : ℝ) then f (t,z) else 0 ∂ν)^2 := by + calc + _ = ∫ p : Z × Z, + (if (σ p.1 : ℝ) ≤ t ∧ t < (τ p.1 : ℝ) then f (t,p.1) else 0) * + (if (σ p.2 : ℝ) ≤ t ∧ t < (τ p.2 : ℝ) then f (t,p.2) else 0) ∂(ν.prod ν) := by + apply integral_congr_ae + apply Eventually.of_forall + intro p + dsimp only [g] + split_ifs <;> simp_all + _ = _ := by + simpa only [pow_two] using (integral_prod_mul (μ := ν) (ν := ν) + (fun z => if (σ z : ℝ) ≤ t ∧ t < (τ z : ℝ) then f (t,z) else 0) + (fun z => if (σ z : ℝ) ≤ t ∧ t < (τ z : ℝ) then f (t,z) else 0)) + simp_rw [hp] + rw [← integral_integral_swap hgi] + simp only [hg, intervalIntegral.integral_of_le T.coe_nonneg] + +end SLEExactGauge + + + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +open BrownianPredictable BrownianField + + + +end SLEExactGauge +end +end +end +end +end + +end OAI diff --git a/lean/OAI/Probability/SLE/FiniteMass.lean b/lean/OAI/Probability/SLE/FiniteMass.lean index b7a3c25cf0e2b0e4cabea2448da8ccd88ba7772d..db5c520435c76b0b167996d0fba5160947aa2d39 100644 --- a/lean/OAI/Probability/SLE/FiniteMass.lean +++ b/lean/OAI/Probability/SLE/FiniteMass.lean @@ -1,993 +1,993 @@ -import Mathlib -import OAI.Probability.SLE.MeasureSupport -import OAI.Probability.SLE.SpatialMeans - -namespace OAI - -/-! Finite Mass for chordal SLE. -/ - -section -section -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {ε : ℕ → ℝ} -lemma continuous_radius_density_crossing - {P : Measure Ω} [IsProbabilityMeasure P] - (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (hz : z ∈ upperHalfPlane) - (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - (w U : ℝ≥0) (hwU : w ≤ U) (δ : ℝ) : - finiteCenteredLaw P κ B γ G z U - {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 w, - limitRadiusKernel (a s) (codimension κ) (greenExponent κ) s ω < δ} ≤ - ENNReal.ofReal (δ / initialGreen κ z) := by - apply continuous_crossing_from_monotone _ _ _ 0 w U bot_le hwU - · intro ω hω - exact (terminalRadiusKernel_continuousOn a hε hBc _ _ U ω hω).mono - (Icc_subset_Icc le_rfl hwU) - · intro ω hω s hs - exact terminalRadiusKernel_pos a hε _ _ U s (hs.2.trans hwU) ω hω - · intro s hs hvs hsU N - apply (finite_radius_density_crossing hB hBm hBc hB0 hκ hκ8 γ G F hw hz - a hε hεlim 0 U s hs hvs hsU δ N).trans - simpa only [mul_one] using mul_le_mul' - (le_refl (ENNReal.ofReal (δ / initialGreen κ z))) - (show P {ω | localizedRadiusStop (a 0) ω < ⊤} ≤ 1 from prob_le_one) - -noncomputable def initialAngleWindowConstant (κ : ℝ) (z : ℂ) : ℝ := - Real.exp (codimension κ * (1 - Real.log 2 - Real.log z.im)) / initialGreen κ z - -lemma initial_inverse_angle_window_bound - {P : Measure Ω} [IsProbabilityMeasure P] - (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (hz : z ∈ upperHalfPlane) - (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - (w U : ℝ≥0) (hw : w ≤ 1) (hwU : w ≤ U) (L : ℝ) (hL : 0 < L) : - finiteCenteredLaw P κ B γ G z U - {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 w, L < radiusInverseAngle a s ω} ≤ - ENNReal.ofReal (initialAngleWindowConstant κ z / L) := by - have hs : {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 w, L < radiusInverseAngle a s ω} ⊆ - {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 w, - limitRadiusKernel (a s) (codimension κ) (greenExponent κ) s ω < - Real.exp (codimension κ * ((w : ℝ) - Real.log 2 - Real.log z.im)) / L} := by - rintro ω ⟨hω, s, hs, hV⟩ - exact ⟨hω, s, hs, radiusInverseAngle_large_imp_crossing a hε hκ8 s w U hs.2 hwU L hL ω hω hV⟩ - apply (measure_mono hs).trans - apply (continuous_radius_density_crossing hB hBm hBc hB0 hκ hκ8 γ G F ‹∀ᵐ ω ∂P, _› hz - a hε hεlim w U hwU _).trans - apply ENNReal.ofReal_le_ofReal - unfold initialAngleWindowConstant - rw [div_right_comm _ L] - apply div_le_div_of_nonneg_right ?_ hL.le - apply div_le_div_of_nonneg_right ?_ (initialGreen_pos κ z hz).le - apply Real.exp_le_exp.mpr - apply mul_le_mul_of_nonneg_left _ (codimension_pos κ hκ8).le - exact sub_le_sub_right (sub_le_sub_right (show (w : ℝ) ≤ 1 from hw) _) _ - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma sum_exp_decay (η : ℝ) (hη : 0 < η) (C : ℝ) (hC : 0 ≤ C) : - (∑' n : ℕ, ENNReal.ofReal (C * Real.exp (-η * n))) = - ENNReal.ofReal (C / (1 - Real.exp (-η))) := by - have hr : Real.exp (-η) < 1 := Real.exp_lt_one_iff.mpr (neg_neg_of_pos hη) - have hn : ∀ n : ℕ, Real.exp (-η * n) = Real.exp (-η) ^ n := fun n => by - rw [mul_comm, Real.exp_nat_mul] - simp_rw [hn] - rw [← ENNReal.ofReal_tsum_of_nonneg (fun n => mul_nonneg hC (pow_nonneg (Real.exp_pos _).le _)) - ((summable_geometric_of_lt_one (Real.exp_pos _).le hr).mul_left C), - tsum_mul_left, tsum_geometric_of_lt_one (Real.exp_pos _).le hr, div_eq_mul_inv] - -lemma exponential_envelope_bound - {Ω : Type*} [MeasurableSpace Ω] (Q : Measure Ω) - (V : ℝ≥0 → Ω → ℝ) (E : Set Ω) (U : ℝ≥0) - (η M C : ℝ) (hη : 0 < η) (hM : 0 < M) (hC : 0 ≤ C) - (hwindow : ∀ n : ℕ, Q {ω | ω ∈ E ∧ ∃ s ∈ Icc (n : ℝ≥0) (min (n + 1) U), - M * Real.exp (η * n) < V s ω} ≤ ENNReal.ofReal (C / (M * Real.exp (η * n)))) : - Q {ω | ω ∈ E ∧ ∃ s ∈ Icc 0 U, M * Real.exp (η * s) < V s ω} ≤ - ENNReal.ofReal (C / M / (1 - Real.exp (-η))) := by - let W (n : ℕ) : Set Ω := {ω | ω ∈ E ∧ ∃ s ∈ Icc (n : ℝ≥0) (min (n + 1) U), - M * Real.exp (η * n) < V s ω} - have hsub : {ω | ω ∈ E ∧ ∃ s ∈ Icc 0 U, M * Real.exp (η * s) < V s ω} ⊆ ⋃ n, W n := by - rintro ω ⟨hω, s, hs, hv⟩ - let n : ℕ := ⌊(s : ℝ)⌋₊ - have hn : (n : ℝ) ≤ s := Nat.floor_le s.coe_nonneg - have hu : (s : ℝ) ≤ (n : ℝ) + 1 := (Nat.lt_floor_add_one (s : ℝ)).le - apply mem_iUnion.mpr - refine ⟨n, hω, s, ?_, ?_⟩ - · exact ⟨by exact_mod_cast hn, le_min (by exact_mod_cast hu) hs.2⟩ - · apply lt_of_le_of_lt _ hv - apply mul_le_mul_of_nonneg_left _ hM.le - exact Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_left hn hη.le) - calc - _ ≤ Q (⋃ n, W n) := measure_mono hsub - _ ≤ ∑' n, Q (W n) := measure_iUnion_le W - _ ≤ ∑' n : ℕ, ENNReal.ofReal (C / (M * Real.exp (η * n))) := ENNReal.tsum_le_tsum hwindow - _ = _ := by - have he (n : ℕ) : C / (M * Real.exp (η * n)) = (C / M) * Real.exp (-η * n) := by - rw [neg_mul, Real.exp_neg] - ring - simp_rw [he] - exact sum_exp_decay η hη (C / M) (div_nonneg hC hM.le) - -lemma integral_exp_neg_half_le_two (u : ℝ) : - (∫ s in (0 : ℝ)..u, Real.exp (-s / 2)) ≤ 2 := by - have hd (s : ℝ) : HasDerivAt (fun s => -2 * Real.exp (-s / 2)) (Real.exp (-s / 2)) s := by - convert (((Real.hasDerivAt_exp (-s / 2)).comp s ((hasDerivAt_id s).neg.div_const 2)).const_mul (-2)) using 1 - all_goals first | rfl | ring - rw [intervalIntegral.integral_eq_sub_of_hasDerivAt - (fun s _ => hd s) ((Real.continuous_exp.comp (continuous_id.neg.div_const 2)).intervalIntegrable 0 u)] - norm_num - nlinarith [Real.exp_pos (-u / 2)] - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -noncomputable def angleEnvelopeConstant (κ : ℝ) (z : ℂ) : ℝ := - max (initialAngleWindowConstant κ z) (uniformInverseAngleConstant κ 1 * Real.exp (codimension κ)) - -lemma angleEnvelopeConstant_pos (κ : ℝ) (z : ℂ) (hz : z ∈ upperHalfPlane) : - 0 < angleEnvelopeConstant κ z := - (div_pos (Real.exp_pos _) (initialGreen_pos κ z hz)).trans_le (le_max_left _ _) - -lemma finite_inverse_angle_envelope - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - {z : ℂ} (hz : z ∈ upperHalfPlane) {ε : ℕ → ℝ} - (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - (U : ℝ≥0) (M : ℝ) (hM : 0 < M) : - finiteCenteredLaw P κ B γ G z U - {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 U, - M * Real.exp (greenExponent κ / 8 * s) < radiusInverseAngle a s ω} ≤ - ENNReal.ofReal (angleEnvelopeConstant κ z / M / (1 - Real.exp (-greenExponent κ / 8))) := by - have hrate : 0 < greenExponent κ / 8 := div_pos (greenExponent_pos κ hκ hκ8) (by norm_num) - have hC := angleEnvelopeConstant_pos κ z hz - have he : -(greenExponent κ / 8) = -greenExponent κ / 8 := by ring - rw [← he] - apply exponential_envelope_bound (finiteCenteredLaw P κ B γ G z U) (radiusInverseAngle a) - {ω | localizedRadiusStop (a U) ω < ⊤} U (greenExponent κ / 8) M - (angleEnvelopeConstant κ z) hrate hM hC.le - intro n - let L := M * Real.exp (greenExponent κ / 8 * n) - have hL : 0 < L := mul_pos hM (Real.exp_pos _) - change finiteCenteredLaw P κ B γ G z U - {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc (n : ℝ≥0) (min ((n : ℝ≥0) + 1) U), - L < radiusInverseAngle a s ω} ≤ ENNReal.ofReal (angleEnvelopeConstant κ z / L) - by_cases hnU : (n : ℝ≥0) ≤ U - · by_cases hn : n = 0 - · subst n - have hh := initial_inverse_angle_window_bound hB hBm hBc hB0 hκ hκ8 γ G F hw hz a hε hεlim - (min 1 U) U (min_le_left _ _) (min_le_right _ _) M hM - simpa only [L, Nat.cast_zero, zero_add, mul_zero, Real.exp_zero, mul_one, angleEnvelopeConstant] using - hh.trans (ENNReal.ofReal_le_ofReal - (div_le_div_of_nonneg_right (le_max_left _ _) hM.le)) - · have hn1 : 1 ≤ (n : ℝ) := by exact_mod_cast Nat.one_le_iff_ne_zero.mpr hn - have hvw : (n : ℝ≥0) ≤ min ((n : ℝ≥0) + 1) U := le_min (by simp) hnU - have hh := inverse_angle_window_bound hB hBm hBc hB0 hκ hκ8 γ G F hw hz a hε hεlim - n (min ((n : ℝ≥0) + 1) U) U hn1 hvw (min_le_right _ _) L hL - apply hh.trans - apply ENNReal.ofReal_le_ofReal - apply div_le_div_of_nonneg_right _ hL.le - apply le_trans _ (le_max_right _ _) - apply mul_le_mul_of_nonneg_left _ (uniformInverseAngleConstant_pos κ 1 hκ hκ8 (by norm_num)).le - apply Real.exp_le_exp.mpr - have hm : ((min (n + 1) U : ℝ≥0) : ℝ) ≤ (n : ℝ) + 1 := by exact_mod_cast min_le_left ((n : ℝ≥0) + 1) U - have hd : (↑(min ((n : ℝ≥0) + 1) U) : ℝ) - (n : ℝ) ≤ 1 := by linarith - simpa only [mul_one, NNReal.coe_natCast] using - mul_le_mul_of_nonneg_left hd (codimension_pos κ hκ8).le - · have hempty : {ω | localizedRadiusStop (a U) ω < ⊤ ∧ - ∃ s ∈ Icc (n : ℝ≥0) (min ((n : ℝ≥0) + 1) U), L < radiusInverseAngle a s ω} = ∅ := by - apply eq_empty_iff_forall_notMem.mpr - rintro ω ⟨_, s, hs, _⟩ - exact hnU (hs.1.trans (hs.2.trans (min_le_right _ _))) - change finiteCenteredLaw P κ B γ G z U _ ≤ _ - rw [hempty, measure_empty] - exact bot_le - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma log_height_clock_derivative_nonpos - (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : - -2 / greenLogNormSq κ q b + logClockRate κ q b / 2 ≤ 0 := by - have hh := mul_le_mul_of_nonneg_left (logAngleSq_le_one κ q b) - (show (0 : ℝ) ≤ 2 / greenLogNormSq κ q b from - div_nonneg (by norm_num) (greenLogNormSq_pos κ q b).le) - have he : logClockRate κ q b / 2 = (2 / greenLogNormSq κ q b) * logAngleSq κ q b := by - unfold logClockRate logAngleSq - field_simp - ring - rw [he, neg_div] - linarith - -lemma log_loewner_radius_height_decay - {Q : ℝ → ℂ × ℝ} {B : ℝ → ℝ} {κ T : ℝ} - (hT : 0 ≤ T) (hQ0 : (Q 0).2 = 0) - (hQ : ∀ t ∈ Icc 0 T, HasDerivWithinAt Q - (physicalLogLoewnerField (Real.sqrt κ * B t) (Q t)) (Icc 0 T) t) - (t : ℝ) (ht : t ∈ Icc 0 T) : - (Q t).1.im ≤ (Q 0).1.im - logRadiusClock (Q 0).1.im (Q t) / 2 := by - let η₀ := (Q 0).1.im - have hQc : ContinuousOn Q (Icc 0 T) := fun t ht => (hQ t ht).continuousWithinAt - have hSc : ContinuousOn (fun t => logRadiusClock η₀ (Q t)) (Icc 0 T) := - (continuous_logRadiusClock η₀).comp_continuousOn hQc - have hanti : AntitoneOn (fun t => (Q t).1.im + logRadiusClock η₀ (Q t) / 2) (Icc 0 T) := by - apply antitoneOn_of_hasDerivWithinAt_nonpos (convex_Icc _ _) - ((Complex.continuous_im.comp_continuousOn (continuous_fst.comp_continuousOn hQc)).add - (hSc.div_const _)) - (fun t ht => ((log_ode_im_derivative (hQ t (interior_subset ht))).add - ((log_ode_clock_derivative η₀ (hQ t (interior_subset ht))).div_const _)).mono interior_subset) - intro t ht - exact log_height_clock_derivative_nonpos κ (Q t) (B t) - have hh := hanti (show (0 : ℝ) ∈ Icc 0 T from ⟨le_rfl, hT⟩) ht ht.1 - have hS0 : logRadiusClock η₀ (Q 0) = 0 := by simp [logRadiusClock, η₀, hQ0] - dsimp only at hh - rw [hS0, zero_div, add_zero] at hh - change (Q t).1.im ≤ η₀ - _ - linarith - -namespace AngularLocalization -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u ε : ℝ} (a : AngularLocalization B hm κ z u ε) - -lemma physical_derivative (ω : Ω) (t : ℝ) (ht : t ∈ Icc (0 : ℝ) (a.τ ω : ℝ)) : - HasDerivWithinAt (fun t => a.solution.Q t ω) - (physicalLogLoewnerField (Real.sqrt κ * B t.toNNReal ω) (a.solution.Q t ω)) - (Icc (0 : ℝ) (a.τ ω : ℝ)) t := by - have hd := (a.solution.derivative ω t ht.1).mono - (show Icc (0 : ℝ) (a.τ ω : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) - have hb := (a.inside ω t.toNNReal (Real.toNNReal_le_iff_le_coe.mpr ht.2)).2.2 - rw [Real.coe_toNNReal t ht.1] at hb - rwa [clippedLogLoewnerField_eq_physical _ _ _ _ _ hb] at hd - -noncomputable def radiusPhysicalRate (s : ℝ) (ω : Ω) : ℝ := - Real.exp (2 * (a.solution.Q (a.clock.inverse s ω) ω).1.im) / - (4 * logAngleSq κ (a.solution.Q (a.clock.inverse s ω) ω) - (B (a.clock.inverse s ω).toNNReal ω) ^ 2) - -lemma radiusPhysicalRate_continuous - (hBc : ∀ ω, Continuous (fun t => B t ω)) (ω : Ω) : - Continuous (fun s => a.radiusPhysicalRate s ω) := by - have hQ := (a.solution.lipschitz ω).continuous.comp (a.clock.continuous_inverse ω) - have hB := (hBc ω).comp (continuous_real_toNNReal.comp (a.clock.continuous_inverse ω)) - have hA := (continuous_logAngleSq κ).comp (hQ.prodMk hB) - exact (Real.continuous_exp.comp (continuous_const.mul - (Complex.continuous_im.comp hQ.fst))).div (continuous_const.mul (hA.pow 2)) - (fun s => mul_ne_zero (by norm_num) (pow_ne_zero 2 (logAngleSq_pos _ _ _).ne')) - -lemma radiusPhysicalRate_at_clock (ω : Ω) (t : ℝ) - (ht : t ∈ Icc (0 : ℝ) (a.τ ω : ℝ)) : - a.radiusPhysicalRate (a.clock.S t ω) ω * - logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω) = 1 := by - unfold radiusPhysicalRate - rw [a.clock.inverse_clock ω t ht, logClockRate_angle] - have hA := (logAngleSq_pos κ (a.solution.Q t ω) (B t.toNNReal ω)).ne' - have hE := Real.exp_ne_zero (2 * (a.solution.Q t ω).1.im) - field_simp - -lemma radiusPhysicalRate_integral - (hBc : ∀ ω, Continuous (fun t => B t ω)) (ω : Ω) : - (∫ s in (0 : ℝ)..(a.clock.S (a.τ ω) ω), a.radiusPhysicalRate s ω) = (a.τ ω : ℝ) := by - have hh := intervalIntegral.integral_comp_mul_deriv'' - (a.clock.continuous ω).continuousOn - (f' := fun t => logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω)) - (a := (0 : ℝ)) (b := (a.τ ω : ℝ)) (g := fun s => a.radiusPhysicalRate s ω) - (fun t ht => by - have ht' : t ∈ Ioo (0 : ℝ) (a.τ ω : ℝ) := by - simpa only [min_eq_left (a.τ ω).coe_nonneg, max_eq_right (a.τ ω).coe_nonneg] using ht - exact ((a.radius_clock_derivative ω t ⟨ht'.1.le, ht'.2.le⟩).hasDerivAt - (Icc_mem_nhds ht'.1 ht'.2)).hasDerivWithinAt) - ((continuous_logClockRate κ).comp - ((a.solution.lipschitz ω).continuous.prodMk - ((hBc ω).comp continuous_real_toNNReal))).continuousOn - (a.radiusPhysicalRate_continuous hBc ω).continuousOn - rw [a.clock.zero ω] at hh - rw [← hh] - trans ∫ t in (0 : ℝ)..(a.τ ω : ℝ), (1 : ℝ) - · apply intervalIntegral.integral_congr - intro t ht - exact a.radiusPhysicalRate_at_clock ω t (by simpa only [uIcc_of_le (a.τ ω).coe_nonneg] using ht) - · simp - -lemma radius_height_decay (ω : Ω) (s : ℝ) (hs : 0 ≤ s) - (hsl : s ≤ a.clock.S (a.τ ω) ω) : - (a.solution.Q (a.clock.inverse s ω) ω).1.im ≤ Real.log z.im - s / 2 := by - have hh := log_loewner_radius_height_decay (a.τ ω).coe_nonneg - (show (a.solution.Q 0 ω).2 = 0 by rw [a.solution.initial]; rfl) - (a.physical_derivative ω) (a.clock.inverse s ω) (a.clock.inverse_mem s ω) - have he := a.clock.clock_inverse s ω - change logRadiusClock (Real.log z.im) (a.solution.Q (a.clock.inverse s ω) ω) = - min (max s 0) (a.clock.S (a.τ ω) ω) at he - rw [max_eq_left hs, min_eq_left hsl] at he - have hinit : (a.solution.Q 0 ω).1.im = Real.log z.im := by - rw [a.solution.initial, initialLogCoordinates_im] - rwa [hinit, he] at hh - -end AngularLocalization -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma inverse_angle_control_rate {A a M s : ℝ} - (hA : 0 < A) (ha : 0 < a) (hM : 0 < M) - (hV : A ^ (-a / 2) ≤ M * Real.exp (a * s / 8)) : - 1 / A ^ 2 ≤ M ^ (4 / a) * Real.exp (s / 2) := by - have hp : 0 ≤ 4 / a := by positivity - have hh := Real.rpow_le_rpow (Real.rpow_pos_of_pos hA _).le hV hp - rw [← Real.rpow_mul hA.le] at hh - have he : (-a / 2) * (4 / a) = -2 := by field_simp; ring - rw [he, Real.rpow_neg hA.le, Real.rpow_two, - Real.mul_rpow hM.le (Real.exp_pos _).le, ← Real.exp_mul] at hh - have he' : a * s / 8 * (4 / a) = s / 2 := by field_simp; ring - rw [he'] at hh - simpa only [one_div] using hh - -namespace AngularLocalization -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u ε : ℝ} (a : AngularLocalization B hm κ z u ε) - -lemma physical_rate_of_envelope (hκ : 0 < κ) (hκ8 : κ < 8) - (M : ℝ) (hM : 0 < M) (ω : Ω) (s : ℝ) (hs : 0 ≤ s) - (hsl : s ≤ a.clock.S (a.τ ω) ω) - (hV : (logAngleSq κ (a.solution.Q (a.clock.inverse s ω) ω) - (B (a.clock.inverse s ω).toNNReal ω)) ^ (-greenExponent κ / 2) ≤ - M * Real.exp (greenExponent κ * s / 8)) : - a.radiusPhysicalRate s ω ≤ - (Real.exp (2 * Real.log z.im) / 4 * M ^ (4 / greenExponent κ)) * Real.exp (-s / 2) := by - let A := logAngleSq κ (a.solution.Q (a.clock.inverse s ω) ω) - (B (a.clock.inverse s ω).toNNReal ω) - have hA : 0 < A := logAngleSq_pos _ _ _ - have hp := inverse_angle_control_rate hA (greenExponent_pos κ hκ hκ8) hM hV - have he : Real.exp (2 * (a.solution.Q (a.clock.inverse s ω) ω).1.im) ≤ - Real.exp (2 * Real.log z.im) * Real.exp (-s) := by - rw [← Real.exp_add] - apply Real.exp_le_exp.mpr - linarith [a.radius_height_decay ω s hs hsl] - unfold radiusPhysicalRate - change Real.exp _ / (4 * A ^ 2) ≤ _ - calc - _ = (Real.exp (2 * (a.solution.Q (a.clock.inverse s ω) ω).1.im) / 4) * (1 / A ^ 2) := by ring - _ ≤ (Real.exp (2 * Real.log z.im) * Real.exp (-s) / 4) * - (M ^ (4 / greenExponent κ) * Real.exp (s / 2)) := - mul_le_mul (div_le_div_of_nonneg_right he (by norm_num)) hp (by positivity) (by positivity) - _ = _ := by - rw [show Real.exp (2 * Real.log z.im) * Real.exp (-s) / 4 * - (M ^ (4 / greenExponent κ) * Real.exp (s / 2)) = - (Real.exp (2 * Real.log z.im) / 4 * M ^ (4 / greenExponent κ)) * - (Real.exp (-s) * Real.exp (s / 2)) by ring, ← Real.exp_add] - congr 2 - ring - -end AngularLocalization -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -noncomputable def physicalTimeThreshold (κ : ℝ) (z : ℂ) (M : ℝ) : ℝ := - Real.exp (2 * Real.log z.im) / 2 * M ^ (4 / greenExponent κ) - -lemma physicalTimeThreshold_pos (κ : ℝ) (z : ℂ) {M : ℝ} (hM : 0 < M) : - 0 < physicalTimeThreshold κ z M := - mul_pos (div_pos (Real.exp_pos _) (by norm_num)) (Real.rpow_pos_of_pos hM _) - -namespace AngularLocalization -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u ε : ℝ} (a : AngularLocalization B hm κ z u ε) - -lemma physical_time_of_envelope (hBc : ∀ ω, Continuous (fun t => B t ω)) - (hκ : 0 < κ) (hκ8 : κ < 8) (M : ℝ) (hM : 0 < M) (ω : Ω) - (hV : ∀ s ∈ Icc 0 (a.clock.S (a.τ ω) ω), - (logAngleSq κ (a.solution.Q (a.clock.inverse s ω) ω) - (B (a.clock.inverse s ω).toNNReal ω)) ^ (-greenExponent κ / 2) ≤ - M * Real.exp (greenExponent κ * s / 8)) : - (a.τ ω : ℝ) ≤ physicalTimeThreshold κ z M := by - let C := Real.exp (2 * Real.log z.im) / 4 * M ^ (4 / greenExponent κ) - have hC : 0 ≤ C := mul_nonneg (div_nonneg (Real.exp_pos _).le (by norm_num)) - (Real.rpow_pos_of_pos hM _).le - rw [← a.radiusPhysicalRate_integral hBc ω] - calc - _ ≤ ∫ s in (0 : ℝ)..(a.clock.S (a.τ ω) ω), C * Real.exp (-s / 2) := by - apply intervalIntegral.integral_mono_on (a.clock.terminal_nonneg ω) - ((a.radiusPhysicalRate_continuous hBc ω).intervalIntegrable _ _) - ((continuous_const.mul (Real.continuous_exp.comp (continuous_id.neg.div_const 2))).intervalIntegrable _ _) - intro s hs - exact a.physical_rate_of_envelope hκ hκ8 M hM ω s hs.1 hs.2 (hV s hs) - _ = C * (∫ s in (0 : ℝ)..(a.clock.S (a.τ ω) ω), Real.exp (-s / 2)) := - intervalIntegral.integral_const_mul _ _ - _ ≤ C * 2 := mul_le_mul_of_nonneg_left (integral_exp_neg_half_le_two _) hC - _ = _ := by dsimp [C, physicalTimeThreshold]; ring - -end AngularLocalization - -lemma localized_physical_time_of_envelope - {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {ε : ℕ → ℝ} - (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hBc : ∀ ω, Continuous (fun t => B t ω)) - (hκ : 0 < κ) (hκ8 : κ < 8) (U : ℝ≥0) (M : ℝ) (hM : 0 < M) - (ω : Ω) (hω : localizedRadiusStop (a U) ω < ⊤) - (hV : ∀ s ∈ Icc 0 U, radiusInverseAngle a s ω ≤ M * Real.exp (greenExponent κ / 8 * s)) : - localizedRadiusStop (a U) ω ≤ ((physicalTimeThreshold κ z M).toNNReal : WithTop ℝ≥0) := by - obtain ⟨n, hn⟩ := exists_cutoff_of_radiusStop_lt_top (a U) ω hω - rw [localizedRadiusStop_eq_hit (a U) ω n hn, WithTop.coe_le_coe, ← NNReal.coe_le_coe, - Real.coe_toNNReal _ (physicalTimeThreshold_pos κ z hM).le] - apply (a U n).physical_time_of_envelope hBc hκ hκ8 M hM ω - intro s hs - have hsu : s ≤ (U : ℝ) := hs.2.trans_eq hn - have hh := hV s.toNNReal ⟨bot_le, Real.toNNReal_le_iff_le_coe.mpr hsu⟩ - unfold radiusInverseAngle at hh - rw [limitRadiusKernel_eq_below (a s.toNNReal) (a U) hε - (by simpa only [Real.coe_toNNReal s hs.1] using hsu) 0 2 s.toNNReal - s.toNNReal.coe_nonneg le_rfl ω, Real.coe_toNNReal s hs.1, - limitRadiusKernel_eq_of_surviving_cutoff (a U) hε 0 2 s hs.1 ω n hs.2] at hh - unfold AngularLocalization.radiusValue at hh - rw [powerLogDensity_radius_angle κ 0 2 (Real.log z.im)] at hh - norm_num only [zero_mul, Real.exp_zero, one_mul, div_self (by norm_num : (2 : ℝ) ≠ 0), Real.rpow_one] at hh - convert hh using 1 - congr 2 - ring - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma finite_physical_tail_of_localizations - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - {z : ℂ} (hz : z ∈ upperHalfPlane) {ε : ℕ → ℝ} - (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - (U : ℝ≥0) (M : ℝ) (hM : 0 < M) : - finiteCenteredLaw P κ B γ G z U - {ω | ENNReal.ofReal (physicalTimeThreshold κ z M) < radiusLevelTime (γ ω) (G ω) z U} ≤ - ENNReal.ofReal (angleEnvelopeConstant κ z / M / (1 - Real.exp (-greenExponent κ / 8))) := by - have hwQ : ∀ᵐ ω ∂finiteCenteredLaw P κ B γ G z U, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω) := - (withDensity_absolutelyContinuous P _).ae_le hw - have hs : {ω | ENNReal.ofReal (physicalTimeThreshold κ z M) < radiusLevelTime (γ ω) (G ω) z U} ≤ᵐ[finiteCenteredLaw P κ B γ G z U] - {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 U, - M * Real.exp (greenExponent κ / 8 * s) < radiusInverseAngle a s ω} := by - filter_upwards [hwQ, finiteCenteredLaw_live_compact hB κ hκ hκ8 γ G F hw z hz U U.coe_nonneg] with ω hω hlive - intro hlate - have he := localizedRadiusStop_eq_source (a U) hεlim hBc hz ω (γ ω) (G ω) (F ω) hω - obtain ⟨T, _, _, hT, _⟩ := hlive - have hl : localizedRadiusStop (a U) ω < ⊤ := by rw [he, hT]; exact ENNReal.coe_lt_top - refine ⟨hl, ?_⟩ - by_contra h - push Not at h - have hb := localized_physical_time_of_envelope a hε hBc hκ hκ8 U M hM ω hl h - rw [he] at hb - exact not_lt_of_ge hb hlate - exact (measure_mono_ae hs).trans - (finite_inverse_angle_envelope hB hBm hBc hB0 hκ hκ8 γ G F hw hz a hε hεlim U M hM) - -lemma finite_physical_tail_regular - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (U : ℝ≥0) (M : ℝ) (hM : 0 < M) : - finiteCenteredLaw P κ B γ G z U - {ω | ENNReal.ofReal (physicalTimeThreshold κ z M) < radiusLevelTime (γ ω) (G ω) z U} ≤ - ENNReal.ofReal (angleEnvelopeConstant κ z / M / (1 - Real.exp (-greenExponent κ / 8))) := by - let hm (t) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) - let A₀ := logAngleSq κ (initialLogCoordinates z) 0 - have hA₀ : 0 < A₀ := logAngleSq_pos _ _ _ - let ε (n : ℕ) := A₀ / ((n : ℝ) + 1) - have hε0 (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity - have hεA (n : ℕ) : ε n ≤ A₀ := by - dsimp [ε] - exact div_le_self hA₀.le (by have h := Nat.cast_nonneg (α := ℝ) n; linarith) - have hεlim : Tendsto ε atTop (𝓝 0) := by - have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul A₀ - simpa only [mul_one_div, mul_zero] using hh - have hεanti : Antitone ε := by - intro n m hnm - exact div_le_div_of_nonneg_left hA₀.le (by positivity) (by exact_mod_cast Nat.add_le_add_right hnm 1) - let a (u : ℝ≥0) (n : ℕ) : AngularLocalization B hm κ z u (ε n) := - Classical.choice (exists_angularLocalization hB hm hBm hBc hB0 κ hκ hκ8 z u (ε n) - u.coe_nonneg (hε0 n) (hεA n)) - exact finite_physical_tail_of_localizations hB hBm hBc hB0 hκ hκ8 γ G F hw hz a hεanti hεlim U M hM - - - -theorem finite_physical_tail - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (U : ℝ≥0) (M : ℝ) (hM : 0 < M) : - finiteCenteredLaw P κ B γ G z U - {ω | ENNReal.ofReal (physicalTimeThreshold κ z M) < radiusLevelTime (γ ω) (G ω) z U} ≤ - ENNReal.ofReal (angleEnvelopeConstant κ z / M / (1 - Real.exp (-greenExponent κ / 8))) := by - obtain ⟨C, hCm, hCc, hC0, hC, hCB⟩ := exists_regular_brownian_version hB - have hwC : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * C t ω) (γ ω) (G ω) (F ω) := by - filter_upwards [hw, hCB] with ω hω he - simpa only [he] using hω - have hh := finite_physical_tail_regular hC hCm hCc hC0 κ hκ hκ8 γ G F hwC z hz U M hM - rwa [finiteCenteredLaw_congr_driver hCB κ γ G z U] at hh - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -theorem finite_physical_clock_tight - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (δ : ℝ) (hδ : 0 < δ) : - ∃ T : ℝ≥0, 0 < T ∧ ∀ U : ℝ≥0, - finiteCenteredLaw P κ B γ G z U - {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z U} ≤ ENNReal.ofReal δ := by - let D := 1 - Real.exp (-greenExponent κ / 8) - have hD : 0 < D := by - apply sub_pos.mpr - apply Real.exp_lt_one_iff.mpr - exact div_neg_of_neg_of_pos (neg_neg_of_pos (greenExponent_pos κ hκ hκ8)) (by norm_num) - let M := angleEnvelopeConstant κ z / (δ * D) - have hM : 0 < M := div_pos (angleEnvelopeConstant_pos κ z hz) (mul_pos hδ hD) - refine ⟨(physicalTimeThreshold κ z M).toNNReal, Real.toNNReal_pos.mpr (physicalTimeThreshold_pos κ z hM), ?_⟩ - intro U - have hh := finite_physical_tail hB κ hκ hκ8 γ G F hw z hz U M hM - have he : angleEnvelopeConstant κ z / M / D = δ := by - dsimp [M] - field_simp [(angleEnvelopeConstant_pos κ z hz).ne', hD.ne', hδ.ne'] - change _ ≤ ENNReal.ofReal (angleEnvelopeConstant κ z / M / D) at hh - rw [he] at hh - exact hh - - - -theorem finite_physical_clock_positive - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) : - ∃ T : ℝ≥0, 0 < T ∧ ∀ U : ℝ≥0, (1 / 2 : ℝ≥0∞) ≤ - finiteCenteredLaw P κ B γ G z U - {ω | radiusLevelTime (γ ω) (G ω) z U ≤ T} := by - obtain ⟨T, hT, ht⟩ := finite_physical_clock_tight hB κ hκ hκ8 γ G F hw z hz (1/2) (by norm_num) - refine ⟨T, hT, fun U => ?_⟩ - let Q := finiteCenteredLaw P κ B γ G z U - let : IsProbabilityMeasure Q := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F hw z hz U U.coe_nonneg - have hu : {ω | radiusLevelTime (γ ω) (G ω) z U ≤ T} ∪ - {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z U} = univ := by - ext ω - simp only [mem_union, mem_ofPred_eq, mem_univ, iff_true] - exact le_or_gt _ _ - have hbad : Q {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z U} ≤ (1 / 2 : ℝ≥0∞) := by - have he : ENNReal.ofReal ((1 : ℝ) / 2) = (1 / 2 : ℝ≥0∞) := by - rw [ENNReal.ofReal_div_of_pos (by norm_num)] - norm_num - rw [← he] - exact ht U - have hh : (1 : ℝ≥0∞) ≤ Q {ω | radiusLevelTime (γ ω) (G ω) z U ≤ T} + 1 / 2 := by - have hsum := measure_union_le (μ := Q) - {ω | radiusLevelTime (γ ω) (G ω) z U ≤ T} - {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z U} - rw [hu, measure_univ] at hsum - exact hsum.trans (add_le_add le_rfl hbad) - have hsub := tsub_le_iff_right.mpr hh - norm_num at hsub - simpa only [one_div] using hsub - -end SLEExactGauge -end - -open Set Filter MeasureTheory ProbabilityTheory Metric Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -noncomputable def finiteSpatialGreenMass (κ : ℝ) (U : ℝ≥0 → ℝ) - (γ : ℝ≥0 → ℂ) (G : ℝ≥0 → ℂ → ℂ) (r : ℝ) (T : ℝ≥0) (K : Set ℂ) : ℝ≥0∞ := - ∫⁻ z in K, ENNReal.ofReal (if spatialHitTime γ z r ≤ T then - spatialGreenWeight κ U γ G z r else 0) -def SourceFiniteTimeFirstMomentTarget : Prop := - ∀ (Ω : Type*) (_ : MeasurableSpace Ω) (P : Measure Ω), IsProbabilityMeasure P → - ∀ κ : ℝ, 0 < κ → κ < 8 → - ∀ γ : Ω → ℝ≥0 → ℂ, ∀ a : RegularSLEPresentation P κ γ, - ∀ z₀ : ℂ, ∀ R : ℝ, 0 < R → closedBall z₀ R ⊆ upperHalfPlane → - ∃ (T : ℝ≥0) (e₀ m₀ : ℝ), 0 < T ∧ 0 < e₀ ∧ 0 < m₀ ∧ - ∀ r : ℝ, 0 < r → r ≤ e₀ → - ENNReal.ofReal m₀ ≤ ∫⁻ ω : a.samples, - finiteSpatialGreenMass κ (fun t => Real.sqrt κ * a.B t ω) - (γ ω) (a.G ω) r T (closedBall z₀ R) ∂(P.comap Subtype.val) - -lemma initialGreen_continuousOn (κ : ℝ) : ContinuousOn (initialGreen κ) upperHalfPlane := by - have hn (z : ℂ) (hz : z ∈ upperHalfPlane) : ‖z‖ ≠ 0 := by - apply norm_ne_zero_iff.mpr - intro he - subst z - exact (lt_irrefl 0) (show (0 : ℝ) < 0 from hz) - have hy : ContinuousOn (fun z : ℂ => z.im) upperHalfPlane := - Complex.continuous_im.continuousOn - have h1 := (hy.const_mul 2).rpow_const (p := -codimension κ) - (fun z hz => Or.inl (mul_ne_zero (by norm_num) (ne_of_gt hz))) - have h2 := (hy.div continuous_norm.continuousOn hn).rpow_const (p := greenExponent κ) - (fun z hz => Or.inl (div_ne_zero (ne_of_gt hz) (hn z hz))) - convert h1.mul h2 using 1 - funext z - simp only [initialGreen, Complex.sin_arg, Pi.mul_apply, Pi.div_apply] - -lemma angleEnvelopeConstant_continuousOn (κ : ℝ) : - ContinuousOn (angleEnvelopeConstant κ) upperHalfPlane := by - have hl : ContinuousOn (fun z : ℂ => Real.log z.im) upperHalfPlane := - Complex.continuous_im.continuousOn.log (fun _ hz => ne_of_gt hz) - have he : ContinuousOn (fun z : ℂ => Real.exp - (codimension κ * (1 - Real.log 2 - Real.log z.im))) upperHalfPlane := - Real.continuous_exp.comp_continuousOn - ((continuousOn_const.sub hl).const_mul (codimension κ)) - exact (he.div (initialGreen_continuousOn κ) - (fun z hz => (initialGreen_pos κ z hz).ne')).sup continuousOn_const - -noncomputable def halfClockThreshold (κ : ℝ) (z : ℂ) : ℝ := - physicalTimeThreshold κ z - (angleEnvelopeConstant κ z / ((1 / 2) * (1 - Real.exp (-greenExponent κ / 8)))) - -lemma halfClockThreshold_pos {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) - {z : ℂ} (hz : z ∈ upperHalfPlane) : 0 < halfClockThreshold κ z := by - apply physicalTimeThreshold_pos - apply div_pos (angleEnvelopeConstant_pos κ z hz) - apply mul_pos (by norm_num) - exact sub_pos.mpr (Real.exp_lt_one_iff.mpr (by - have := greenExponent_pos κ hκ hκ8 - linarith)) - -lemma halfClockThreshold_continuousOn {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) : - ContinuousOn (halfClockThreshold κ) upperHalfPlane := by - have hD : 0 < (1 / 2 : ℝ) * (1 - Real.exp (-greenExponent κ / 8)) := by - apply mul_pos (by norm_num) - exact sub_pos.mpr (Real.exp_lt_one_iff.mpr (by - have := greenExponent_pos κ hκ hκ8 - linarith)) - have hM := (angleEnvelopeConstant_continuousOn κ).div_const - ((1 / 2) * (1 - Real.exp (-greenExponent κ / 8))) - have hp := hM.rpow_const (p := 4 / greenExponent κ) (fun z hz => - Or.inl (div_pos (angleEnvelopeConstant_pos κ z hz) hD).ne') - have hl := Complex.continuous_im.continuousOn.log - (s := upperHalfPlane) (fun _ hz => ne_of_gt hz) - exact ((Real.continuous_exp.comp_continuousOn (hl.const_mul 2)).div_const 2).mul hp -namespace RegularSLEPresentation -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) - -lemma spatialHitTime_stopping (z : ℂ) (r : ℝ) : - IsStoppingTime a.filtration (fun ω : a.samples => spatialHitTime (γ ω) z r) := - a.diskHitAfter_stopping (fun _ => 0) (isStoppingTime_const a.filtration 0) z r - - - -lemma finite_spatial_density_identity [IsProbabilityMeasure P] - (hκ : 0 < κ) (hκ8 : κ < 8) (z : ℂ) (hz : z ∈ upperHalfPlane) - (r : ℝ) (hr : 0 < r) (hy : r ≤ z.im) - (u : ℝ) (hu : 0 ≤ u) (hlevel : (2 * z.im) * Real.exp (-u) < r) (T : ℝ≥0) : - (∫ ω : a.samples in {ω | spatialHitTime (γ ω) z r ≤ T}, - spatialGreenWeight κ (fun t => Real.sqrt κ * a.B t ω) - (γ ω) (a.G ω) z r ∂(P.comap Subtype.val)) = - ∫ ω : a.samples in {ω | spatialHitTime (γ ω) z r ≤ T}, - stoppedGreen κ (fun t => Real.sqrt κ * a.B t ω) - (γ ω) (a.G ω) z u ∂(P.comap Subtype.val) := by - let μ : Measure a.samples := P.comap Subtype.val - let : IsProbabilityMeasure μ := a.probability - have hBm : Measurable (fun p : ℝ≥0 × a.samples => a.B p.1 p.2) := - measurable_uncurry_of_continuous_of_measurable a.continuous_B a.measurable_B - obtain ⟨M, Z, hM, hZ, hMb, hZb, hClosed, hStop, heq, hNoHit⟩ := - exists_physical_green_stopping_regular a.brownian hBm a.continuous_B a.zero_B - κ hκ hκ8 (γ ∘ Subtype.val) a.G a.F (Eventually.of_forall a.witness) z hz u hu - let σ (ω : a.samples) : ℝ≥0 := boundedSpatialHit (γ ω) z r T - have hσ : IsStoppingTime a.filtration (fun ω => (σ ω : WithTop ℝ≥0)) := - a.boundedSpatialHit_stopping z r T - let A := {ω : a.samples | spatialHitTime (γ ω) z r ≤ T} - have hA : MeasurableSet[hσ.measurableSpace] A := by - have hh := (a.spatialHitTime_stopping z r).measurableSet_stopping_time_le_min - (isStoppingTime_const a.filtration T) - rw [hσ.measurableSet] - rw [IsStoppingTime.measurableSet] at hh - simpa only [σ, A, boundedSpatialHit_coe] using hh - have hAm : MeasurableSet A := hσ.measurableSpace_le _ hA - have hWA : (fun ω : a.samples => spatialGreenWeight κ - (fun t => Real.sqrt κ * a.B t ω) (γ ω) (a.G ω) z r) =ᵐ[μ.restrict A] - fun ω => M (σ ω) ω := by - filter_upwards [ae_restrict_of_ae heq, ae_restrict_mem hAm] with ω he hω - change spatialHitTime (γ ω) z r ≤ (T : WithTop ℝ≥0) at hω - rw [he.1] - simp only [Function.comp_apply] - rw [(a.witness ω).physicalGreen_eq_before_spatial - ((a.continuous_B ω).const_mul _) κ z r hr hy u hlevel (σ ω) - (boundedSpatialHit_le (γ ω) z r T)] - have hn : spatialHitTime (γ ω) z r ≠ ⊤ := - ne_top_of_le_ne_top WithTop.coe_ne_top hω - simp only [spatialGreenWeight, ite_eq_right hn, σ, boundedSpatialHit, - min_eq_left hω] - calc - _ = ∫ ω in A, M (σ ω) ω ∂μ := integral_congr_ae hWA - _ = ∫ ω in A, μ[Z | hσ.measurableSpace] ω ∂μ := - integral_congr_ae (ae_restrict_of_ae (hStop σ hσ)) - _ = ∫ ω in A, Z ω ∂μ := setIntegral_condExp hσ.measurableSpace_le hZ hA - _ = _ := integral_congr_ae (ae_restrict_of_ae (heq.mono fun ω hω => hω.2)) - -lemma finite_spatial_lintegral_identity [IsProbabilityMeasure P] - (hκ : 0 < κ) (hκ8 : κ < 8) (z : ℂ) (hz : z ∈ upperHalfPlane) - (r : ℝ) (hr : 0 < r) (hy : r ≤ z.im) - (u : ℝ) (hu : 0 ≤ u) (hlevel : (2 * z.im) * Real.exp (-u) < r) (T : ℝ≥0) : - (∫⁻ ω : a.samples, ENNReal.ofReal (if spatialHitTime (γ ω) z r ≤ T then - spatialGreenWeight κ (fun t => Real.sqrt κ * a.B t ω) - (γ ω) (a.G ω) z r else 0) ∂(P.comap Subtype.val)) = - ENNReal.ofReal (initialGreen κ z) * - finiteCenteredLaw (P.comap Subtype.val) κ a.B (γ ∘ Subtype.val) a.G z u - {ω | spatialHitTime (γ ω) z r ≤ T} := by - let μ : Measure a.samples := P.comap Subtype.val - let : IsProbabilityMeasure μ := a.probability - let A := {ω : a.samples | spatialHitTime (γ ω) z r ≤ T} - have hA : MeasurableSet A := - (a.spatialHitTime_stopping z r).measurableSpace_le _ - ((a.spatialHitTime_stopping z r).measurableSet_le' T) - have hi := (a.spatialGreen_expectation hκ hκ8 z r hr hy).1.integrableOn (s := A) - have hn : 0 ≤ᵐ[μ.restrict A] (fun ω : a.samples => spatialGreenWeight κ - (fun t => Real.sqrt κ * a.B t ω) (γ ω) (a.G ω) z r) := - Eventually.of_forall fun ω => by - dsimp only [Pi.zero_apply, spatialGreenWeight] - split_ifs - · exact le_rfl - · exact greenDensity_nonneg (a.witness ω) κ _ z - have hind (ω : a.samples) : ENNReal.ofReal (if spatialHitTime (γ ω) z r ≤ T then - spatialGreenWeight κ (fun t => Real.sqrt κ * a.B t ω) (γ ω) (a.G ω) z r else 0) = - A.indicator (fun ω : a.samples => ENNReal.ofReal (spatialGreenWeight κ - (fun t => Real.sqrt κ * a.B t ω) (γ ω) (a.G ω) z r)) ω := by - dsimp only [A, Set.indicator, mem_ofPred_eq] - split_ifs <;> simp_all only [ENNReal.ofReal_zero] - simp_rw [hind] - rw [lintegral_indicator hA, ← ofReal_integral_eq_lintegral_ofReal hi hn, - a.finite_spatial_density_identity hκ hκ8 z hz r hr hy u hu hlevel T, - finiteCenteredLaw_apply a.brownian κ hκ hκ8 (γ ∘ Subtype.val) a.G a.F - (Eventually.of_forall a.witness) z hz u hu A hA, - ← ENNReal.ofReal_mul (initialGreen_pos κ z hz).le] - congr 1 - simp only [Function.comp_apply] - field_simp [(initialGreen_pos κ z hz).ne'] - rfl - -lemma finite_spatial_lintegral_lower [IsProbabilityMeasure P] - (hκ : 0 < κ) (hκ8 : κ < 8) (z : ℂ) (hz : z ∈ upperHalfPlane) - (r : ℝ) (hr : 0 < r) (hy : r ≤ z.im) - (T : ℝ≥0) (hT : halfClockThreshold κ z ≤ T) : - ENNReal.ofReal (initialGreen κ z / 2) ≤ - ∫⁻ ω : a.samples, ENNReal.ofReal (if spatialHitTime (γ ω) z r ≤ T then - spatialGreenWeight κ (fun t => Real.sqrt κ * a.B t ω) - (γ ω) (a.G ω) z r else 0) ∂(P.comap Subtype.val) := by - let μ : Measure a.samples := P.comap Subtype.val - let : IsProbabilityMeasure μ := a.probability - let u := Real.log (4 * z.im / r) - have hratio : 0 < 4 * z.im / r := div_pos (mul_pos (by norm_num) hz) hr - have hu : 0 ≤ u := Real.log_nonneg ((le_div_iff₀ hr).mpr (by linarith)) - have hlev : (2 * z.im) * Real.exp (-u) < r := by - have he : (2 * z.im) * Real.exp (-u) = r / 2 := by - dsimp only [u] - rw [Real.exp_neg, Real.exp_log hratio] - field_simp [(show 0 < z.im from hz).ne'] - ring - rw [he] - linarith - let Q := finiteCenteredLaw μ κ a.B (γ ∘ Subtype.val) a.G z u - let : IsProbabilityMeasure Q := finiteCenteredLaw_probability a.brownian κ hκ hκ8 - (γ ∘ Subtype.val) a.G a.F (Eventually.of_forall a.witness) z hz u hu - let D := 1 - Real.exp (-greenExponent κ / 8) - have hD : 0 < D := by - apply sub_pos.mpr - apply Real.exp_lt_one_iff.mpr - have := greenExponent_pos κ hκ hκ8 - linarith - let M := angleEnvelopeConstant κ z / ((1 / 2) * D) - have hM : 0 < M := div_pos (angleEnvelopeConstant_pos κ z hz) (mul_pos (by norm_num) hD) - have hbad : Q {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (a.G ω) z u} ≤ 1 / 2 := by - have hh := finite_physical_tail a.brownian κ hκ hκ8 (γ ∘ Subtype.val) - a.G a.F (Eventually.of_forall a.witness) z hz ⟨u, hu⟩ M hM - have he : angleEnvelopeConstant κ z / M / D = 1 / 2 := by - dsimp only [M] - field_simp [(angleEnvelopeConstant_pos κ z hz).ne', hD.ne'] - change Q {ω | ENNReal.ofReal (halfClockThreshold κ z) < - radiusLevelTime (γ ω) (a.G ω) z u} ≤ ENNReal.ofReal (angleEnvelopeConstant κ z / M / D) at hh - rw [he] at hh - have hTT : ENNReal.ofReal (halfClockThreshold κ z) ≤ (T : ℝ≥0∞) := by - simpa only [ENNReal.ofReal_coe_nnreal] using ENNReal.ofReal_le_ofReal hT - have hhalf : ENNReal.ofReal ((1 : ℝ) / 2) = (1 / 2 : ℝ≥0∞) := by - rw [ENNReal.ofReal_div_of_pos (by norm_num)] - norm_num - rw [hhalf] at hh - exact (measure_mono (fun ω hω => hTT.trans_lt hω)).trans hh - have hgood : (1 / 2 : ℝ≥0∞) ≤ Q {ω | radiusLevelTime (γ ω) (a.G ω) z u ≤ T} := by - have he : {ω : a.samples | radiusLevelTime (γ ω) (a.G ω) z u ≤ T} ∪ - {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (a.G ω) z u} = univ := by - ext ω - simp only [mem_union, mem_ofPred_eq, mem_univ, iff_true] - exact le_or_gt _ _ - have hh : (1 : ℝ≥0∞) ≤ Q {ω | radiusLevelTime (γ ω) (a.G ω) z u ≤ T} + 1 / 2 := by - have hs := measure_union_le (μ := Q) - {ω : a.samples | radiusLevelTime (γ ω) (a.G ω) z u ≤ T} - {ω : a.samples | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (a.G ω) z u} - rw [he, measure_univ] at hs - exact hs.trans (add_le_add le_rfl hbad) - have hh' := tsub_le_iff_right.mpr hh - norm_num at hh' - simpa only [one_div] using hh' - have hhit : (1 / 2 : ℝ≥0∞) ≤ Q {ω | spatialHitTime (γ ω) z r ≤ T} := by - apply hgood.trans (measure_mono _) - intro ω hω - exact ((a.witness ω).radius_hit_forces_spatial_before - ((a.continuous_B ω).const_mul _) z r hr hy u hlev T hω).le - rw [a.finite_spatial_lintegral_identity hκ hκ8 z hz r hr hy u hu hlev T] - calc - _ = ENNReal.ofReal (initialGreen κ z) * (1 / 2) := by - rw [ENNReal.ofReal_div_of_pos (by norm_num)] - norm_num [div_eq_mul_inv] - _ ≤ _ := mul_le_mul' le_rfl hhit - -lemma finiteSpatialGreenMass_expectation_swap [IsProbabilityMeasure P] (r : ℝ) (T : ℝ≥0) (K : Set ℂ) : - (∫⁻ ω : a.samples, finiteSpatialGreenMass κ (fun t => Real.sqrt κ * a.B t ω) - (γ ω) (a.G ω) r T K ∂(P.comap Subtype.val)) = - ∫⁻ z in K, ∫⁻ ω : a.samples, ENNReal.ofReal (if spatialHitTime (γ ω) z r ≤ T then - spatialGreenWeight κ (fun t => Real.sqrt κ * a.B t ω) - (γ ω) (a.G ω) z r else 0) ∂(P.comap Subtype.val) := by - let : IsProbabilityMeasure (P.comap (Subtype.val : a.samples → Ω)) := a.probability - have hm (t : ℝ≥0) : Measurable (fun ω : a.samples => γ ω t) := - (a.trace_adapted t).mono (a.filtration.le t) le_rfl - have ht := spatialHitTime_measurable (fun ω : a.samples => γ ω) a.trace_continuous hm r - have he : MeasurableSet {p : ℂ × a.samples | spatialHitTime (γ p.2) p.1 r ≤ T} := - measurableSet_le ht measurable_const - classical - have hW := (@Measurable.ite _ _ _ _ _ _ _ (fun _ => Classical.propDecidable _) - he (a.spatialGreenWeight_measurable r) (measurable_const (a := (0 : ℝ)))).ennreal_ofReal - symm - apply lintegral_lintegral_swap - convert hW.aemeasurable using 1 - ext ⟨z, ω⟩ - simp only [Function.uncurry_apply_pair] - - - -theorem source_finite_time_first_moment [IsProbabilityMeasure P] - (hκ : 0 < κ) (hκ8 : κ < 8) (z₀ : ℂ) (R : ℝ) - (hR : 0 < R) (hK : closedBall z₀ R ⊆ upperHalfPlane) : - ∃ (T : ℝ≥0) (e₀ m₀ : ℝ), 0 < T ∧ 0 < e₀ ∧ 0 < m₀ ∧ - ∀ r : ℝ, 0 < r → r ≤ e₀ → - ENNReal.ofReal m₀ ≤ ∫⁻ ω : a.samples, - finiteSpatialGreenMass κ (fun t => Real.sqrt κ * a.B t ω) - (γ ω) (a.G ω) r T (closedBall z₀ R) ∂(P.comap Subtype.val) := by - have hne : (closedBall z₀ R).Nonempty := ⟨z₀, mem_closedBall_self hR.le⟩ - obtain ⟨zy, hzy, hy⟩ := (isCompact_closedBall z₀ R).exists_isMinOn hne - Complex.continuous_im.continuousOn - obtain ⟨zg, hzg, hg⟩ := (isCompact_closedBall z₀ R).exists_isMinOn hne - ((initialGreen_continuousOn κ).mono hK) - obtain ⟨zt, hzt, ht⟩ := (isCompact_closedBall z₀ R).exists_isMaxOn hne - ((halfClockThreshold_continuousOn hκ hκ8).mono hK) - let T := (halfClockThreshold κ zt).toNNReal - have hT : 0 < T := Real.toNNReal_pos.mpr (halfClockThreshold_pos hκ hκ8 (hK hzt)) - let m := initialGreen κ zg / 2 - have hm : 0 < m := div_pos (initialGreen_pos κ zg (hK hzg)) (by norm_num) - have hvol : 0 < volume (closedBall z₀ R) := measure_closedBall_pos volume z₀ hR - have hvolfin : volume (closedBall z₀ R) ≠ ⊤ := (isCompact_closedBall z₀ R).measure_ne_top - refine ⟨T, zy.im, m * (volume (closedBall z₀ R)).toReal, hT, hK hzy, - mul_pos hm (ENNReal.toReal_pos hvol.ne' hvolfin), ?_⟩ - intro r hr hre - rw [a.finiteSpatialGreenMass_expectation_swap] - calc - _ = ENNReal.ofReal m * volume (closedBall z₀ R) := by - rw [ENNReal.ofReal_mul hm.le, ENNReal.ofReal_toReal hvolfin] - _ = ∫⁻ _z in closedBall z₀ R, ENNReal.ofReal m := by - rw [lintegral_const, Measure.restrict_apply_univ] - _ ≤ _ := by - apply setLIntegral_mono' isClosed_closedBall.measurableSet - intro z hz - apply (ENNReal.ofReal_le_ofReal (div_le_div_of_nonneg_right (hg hz) (by norm_num))).trans - apply a.finite_spatial_lintegral_lower hκ hκ8 z (hK hz) r hr (hre.trans (hy hz)) T - exact (ht hz).trans (Real.le_coe_toNNReal _) - -end RegularSLEPresentation - -theorem sourceFiniteTimeFirstMoment : SourceFiniteTimeFirstMomentTarget := by - intro Ω mΩ P hP κ hκ hκ8 γ a z₀ R hR hK - let : IsProbabilityMeasure P := hP - exact a.source_finite_time_first_moment hκ hκ8 z₀ R hR hK - -end SLEExactGauge -end - -end OAI +import Mathlib +import OAI.Probability.SLE.MeasureSupport +import OAI.Probability.SLE.SpatialMeans + +namespace OAI + +/-! Finite Mass for chordal SLE. -/ + +section +section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {ε : ℕ → ℝ} +lemma continuous_radius_density_crossing + {P : Measure Ω} [IsProbabilityMeasure P] + (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hz : z ∈ upperHalfPlane) + (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + (w U : ℝ≥0) (hwU : w ≤ U) (δ : ℝ) : + finiteCenteredLaw P κ B γ G z U + {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 w, + limitRadiusKernel (a s) (codimension κ) (greenExponent κ) s ω < δ} ≤ + ENNReal.ofReal (δ / initialGreen κ z) := by + apply continuous_crossing_from_monotone _ _ _ 0 w U bot_le hwU + · intro ω hω + exact (terminalRadiusKernel_continuousOn a hε hBc _ _ U ω hω).mono + (Icc_subset_Icc le_rfl hwU) + · intro ω hω s hs + exact terminalRadiusKernel_pos a hε _ _ U s (hs.2.trans hwU) ω hω + · intro s hs hvs hsU N + apply (finite_radius_density_crossing hB hBm hBc hB0 hκ hκ8 γ G F hw hz + a hε hεlim 0 U s hs hvs hsU δ N).trans + simpa only [mul_one] using mul_le_mul' + (le_refl (ENNReal.ofReal (δ / initialGreen κ z))) + (show P {ω | localizedRadiusStop (a 0) ω < ⊤} ≤ 1 from prob_le_one) + +noncomputable def initialAngleWindowConstant (κ : ℝ) (z : ℂ) : ℝ := + Real.exp (codimension κ * (1 - Real.log 2 - Real.log z.im)) / initialGreen κ z + +lemma initial_inverse_angle_window_bound + {P : Measure Ω} [IsProbabilityMeasure P] + (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hz : z ∈ upperHalfPlane) + (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + (w U : ℝ≥0) (hw : w ≤ 1) (hwU : w ≤ U) (L : ℝ) (hL : 0 < L) : + finiteCenteredLaw P κ B γ G z U + {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 w, L < radiusInverseAngle a s ω} ≤ + ENNReal.ofReal (initialAngleWindowConstant κ z / L) := by + have hs : {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 w, L < radiusInverseAngle a s ω} ⊆ + {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 w, + limitRadiusKernel (a s) (codimension κ) (greenExponent κ) s ω < + Real.exp (codimension κ * ((w : ℝ) - Real.log 2 - Real.log z.im)) / L} := by + rintro ω ⟨hω, s, hs, hV⟩ + exact ⟨hω, s, hs, radiusInverseAngle_large_imp_crossing a hε hκ8 s w U hs.2 hwU L hL ω hω hV⟩ + apply (measure_mono hs).trans + apply (continuous_radius_density_crossing hB hBm hBc hB0 hκ hκ8 γ G F ‹∀ᵐ ω ∂P, _› hz + a hε hεlim w U hwU _).trans + apply ENNReal.ofReal_le_ofReal + unfold initialAngleWindowConstant + rw [div_right_comm _ L] + apply div_le_div_of_nonneg_right ?_ hL.le + apply div_le_div_of_nonneg_right ?_ (initialGreen_pos κ z hz).le + apply Real.exp_le_exp.mpr + apply mul_le_mul_of_nonneg_left _ (codimension_pos κ hκ8).le + exact sub_le_sub_right (sub_le_sub_right (show (w : ℝ) ≤ 1 from hw) _) _ + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma sum_exp_decay (η : ℝ) (hη : 0 < η) (C : ℝ) (hC : 0 ≤ C) : + (∑' n : ℕ, ENNReal.ofReal (C * Real.exp (-η * n))) = + ENNReal.ofReal (C / (1 - Real.exp (-η))) := by + have hr : Real.exp (-η) < 1 := Real.exp_lt_one_iff.mpr (neg_neg_of_pos hη) + have hn : ∀ n : ℕ, Real.exp (-η * n) = Real.exp (-η) ^ n := fun n => by + rw [mul_comm, Real.exp_nat_mul] + simp_rw [hn] + rw [← ENNReal.ofReal_tsum_of_nonneg (fun n => mul_nonneg hC (pow_nonneg (Real.exp_pos _).le _)) + ((summable_geometric_of_lt_one (Real.exp_pos _).le hr).mul_left C), + tsum_mul_left, tsum_geometric_of_lt_one (Real.exp_pos _).le hr, div_eq_mul_inv] + +lemma exponential_envelope_bound + {Ω : Type*} [MeasurableSpace Ω] (Q : Measure Ω) + (V : ℝ≥0 → Ω → ℝ) (E : Set Ω) (U : ℝ≥0) + (η M C : ℝ) (hη : 0 < η) (hM : 0 < M) (hC : 0 ≤ C) + (hwindow : ∀ n : ℕ, Q {ω | ω ∈ E ∧ ∃ s ∈ Icc (n : ℝ≥0) (min (n + 1) U), + M * Real.exp (η * n) < V s ω} ≤ ENNReal.ofReal (C / (M * Real.exp (η * n)))) : + Q {ω | ω ∈ E ∧ ∃ s ∈ Icc 0 U, M * Real.exp (η * s) < V s ω} ≤ + ENNReal.ofReal (C / M / (1 - Real.exp (-η))) := by + let W (n : ℕ) : Set Ω := {ω | ω ∈ E ∧ ∃ s ∈ Icc (n : ℝ≥0) (min (n + 1) U), + M * Real.exp (η * n) < V s ω} + have hsub : {ω | ω ∈ E ∧ ∃ s ∈ Icc 0 U, M * Real.exp (η * s) < V s ω} ⊆ ⋃ n, W n := by + rintro ω ⟨hω, s, hs, hv⟩ + let n : ℕ := ⌊(s : ℝ)⌋₊ + have hn : (n : ℝ) ≤ s := Nat.floor_le s.coe_nonneg + have hu : (s : ℝ) ≤ (n : ℝ) + 1 := (Nat.lt_floor_add_one (s : ℝ)).le + apply mem_iUnion.mpr + refine ⟨n, hω, s, ?_, ?_⟩ + · exact ⟨by exact_mod_cast hn, le_min (by exact_mod_cast hu) hs.2⟩ + · apply lt_of_le_of_lt _ hv + apply mul_le_mul_of_nonneg_left _ hM.le + exact Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_left hn hη.le) + calc + _ ≤ Q (⋃ n, W n) := measure_mono hsub + _ ≤ ∑' n, Q (W n) := measure_iUnion_le W + _ ≤ ∑' n : ℕ, ENNReal.ofReal (C / (M * Real.exp (η * n))) := ENNReal.tsum_le_tsum hwindow + _ = _ := by + have he (n : ℕ) : C / (M * Real.exp (η * n)) = (C / M) * Real.exp (-η * n) := by + rw [neg_mul, Real.exp_neg] + ring + simp_rw [he] + exact sum_exp_decay η hη (C / M) (div_nonneg hC hM.le) + +lemma integral_exp_neg_half_le_two (u : ℝ) : + (∫ s in (0 : ℝ)..u, Real.exp (-s / 2)) ≤ 2 := by + have hd (s : ℝ) : HasDerivAt (fun s => -2 * Real.exp (-s / 2)) (Real.exp (-s / 2)) s := by + convert (((Real.hasDerivAt_exp (-s / 2)).comp s ((hasDerivAt_id s).neg.div_const 2)).const_mul (-2)) using 1 + all_goals first | rfl | ring + rw [intervalIntegral.integral_eq_sub_of_hasDerivAt + (fun s _ => hd s) ((Real.continuous_exp.comp (continuous_id.neg.div_const 2)).intervalIntegrable 0 u)] + norm_num + nlinarith [Real.exp_pos (-u / 2)] + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +noncomputable def angleEnvelopeConstant (κ : ℝ) (z : ℂ) : ℝ := + max (initialAngleWindowConstant κ z) (uniformInverseAngleConstant κ 1 * Real.exp (codimension κ)) + +lemma angleEnvelopeConstant_pos (κ : ℝ) (z : ℂ) (hz : z ∈ upperHalfPlane) : + 0 < angleEnvelopeConstant κ z := + (div_pos (Real.exp_pos _) (initialGreen_pos κ z hz)).trans_le (le_max_left _ _) + +lemma finite_inverse_angle_envelope + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + {z : ℂ} (hz : z ∈ upperHalfPlane) {ε : ℕ → ℝ} + (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + (U : ℝ≥0) (M : ℝ) (hM : 0 < M) : + finiteCenteredLaw P κ B γ G z U + {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 U, + M * Real.exp (greenExponent κ / 8 * s) < radiusInverseAngle a s ω} ≤ + ENNReal.ofReal (angleEnvelopeConstant κ z / M / (1 - Real.exp (-greenExponent κ / 8))) := by + have hrate : 0 < greenExponent κ / 8 := div_pos (greenExponent_pos κ hκ hκ8) (by norm_num) + have hC := angleEnvelopeConstant_pos κ z hz + have he : -(greenExponent κ / 8) = -greenExponent κ / 8 := by ring + rw [← he] + apply exponential_envelope_bound (finiteCenteredLaw P κ B γ G z U) (radiusInverseAngle a) + {ω | localizedRadiusStop (a U) ω < ⊤} U (greenExponent κ / 8) M + (angleEnvelopeConstant κ z) hrate hM hC.le + intro n + let L := M * Real.exp (greenExponent κ / 8 * n) + have hL : 0 < L := mul_pos hM (Real.exp_pos _) + change finiteCenteredLaw P κ B γ G z U + {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc (n : ℝ≥0) (min ((n : ℝ≥0) + 1) U), + L < radiusInverseAngle a s ω} ≤ ENNReal.ofReal (angleEnvelopeConstant κ z / L) + by_cases hnU : (n : ℝ≥0) ≤ U + · by_cases hn : n = 0 + · subst n + have hh := initial_inverse_angle_window_bound hB hBm hBc hB0 hκ hκ8 γ G F hw hz a hε hεlim + (min 1 U) U (min_le_left _ _) (min_le_right _ _) M hM + simpa only [L, Nat.cast_zero, zero_add, mul_zero, Real.exp_zero, mul_one, angleEnvelopeConstant] using + hh.trans (ENNReal.ofReal_le_ofReal + (div_le_div_of_nonneg_right (le_max_left _ _) hM.le)) + · have hn1 : 1 ≤ (n : ℝ) := by exact_mod_cast Nat.one_le_iff_ne_zero.mpr hn + have hvw : (n : ℝ≥0) ≤ min ((n : ℝ≥0) + 1) U := le_min (by simp) hnU + have hh := inverse_angle_window_bound hB hBm hBc hB0 hκ hκ8 γ G F hw hz a hε hεlim + n (min ((n : ℝ≥0) + 1) U) U hn1 hvw (min_le_right _ _) L hL + apply hh.trans + apply ENNReal.ofReal_le_ofReal + apply div_le_div_of_nonneg_right _ hL.le + apply le_trans _ (le_max_right _ _) + apply mul_le_mul_of_nonneg_left _ (uniformInverseAngleConstant_pos κ 1 hκ hκ8 (by norm_num)).le + apply Real.exp_le_exp.mpr + have hm : ((min (n + 1) U : ℝ≥0) : ℝ) ≤ (n : ℝ) + 1 := by exact_mod_cast min_le_left ((n : ℝ≥0) + 1) U + have hd : (↑(min ((n : ℝ≥0) + 1) U) : ℝ) - (n : ℝ) ≤ 1 := by linarith + simpa only [mul_one, NNReal.coe_natCast] using + mul_le_mul_of_nonneg_left hd (codimension_pos κ hκ8).le + · have hempty : {ω | localizedRadiusStop (a U) ω < ⊤ ∧ + ∃ s ∈ Icc (n : ℝ≥0) (min ((n : ℝ≥0) + 1) U), L < radiusInverseAngle a s ω} = ∅ := by + apply eq_empty_iff_forall_notMem.mpr + rintro ω ⟨_, s, hs, _⟩ + exact hnU (hs.1.trans (hs.2.trans (min_le_right _ _))) + change finiteCenteredLaw P κ B γ G z U _ ≤ _ + rw [hempty, measure_empty] + exact bot_le + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma log_height_clock_derivative_nonpos + (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : + -2 / greenLogNormSq κ q b + logClockRate κ q b / 2 ≤ 0 := by + have hh := mul_le_mul_of_nonneg_left (logAngleSq_le_one κ q b) + (show (0 : ℝ) ≤ 2 / greenLogNormSq κ q b from + div_nonneg (by norm_num) (greenLogNormSq_pos κ q b).le) + have he : logClockRate κ q b / 2 = (2 / greenLogNormSq κ q b) * logAngleSq κ q b := by + unfold logClockRate logAngleSq + field_simp + ring + rw [he, neg_div] + linarith + +lemma log_loewner_radius_height_decay + {Q : ℝ → ℂ × ℝ} {B : ℝ → ℝ} {κ T : ℝ} + (hT : 0 ≤ T) (hQ0 : (Q 0).2 = 0) + (hQ : ∀ t ∈ Icc 0 T, HasDerivWithinAt Q + (physicalLogLoewnerField (Real.sqrt κ * B t) (Q t)) (Icc 0 T) t) + (t : ℝ) (ht : t ∈ Icc 0 T) : + (Q t).1.im ≤ (Q 0).1.im - logRadiusClock (Q 0).1.im (Q t) / 2 := by + let η₀ := (Q 0).1.im + have hQc : ContinuousOn Q (Icc 0 T) := fun t ht => (hQ t ht).continuousWithinAt + have hSc : ContinuousOn (fun t => logRadiusClock η₀ (Q t)) (Icc 0 T) := + (continuous_logRadiusClock η₀).comp_continuousOn hQc + have hanti : AntitoneOn (fun t => (Q t).1.im + logRadiusClock η₀ (Q t) / 2) (Icc 0 T) := by + apply antitoneOn_of_hasDerivWithinAt_nonpos (convex_Icc _ _) + ((Complex.continuous_im.comp_continuousOn (continuous_fst.comp_continuousOn hQc)).add + (hSc.div_const _)) + (fun t ht => ((log_ode_im_derivative (hQ t (interior_subset ht))).add + ((log_ode_clock_derivative η₀ (hQ t (interior_subset ht))).div_const _)).mono interior_subset) + intro t ht + exact log_height_clock_derivative_nonpos κ (Q t) (B t) + have hh := hanti (show (0 : ℝ) ∈ Icc 0 T from ⟨le_rfl, hT⟩) ht ht.1 + have hS0 : logRadiusClock η₀ (Q 0) = 0 := by simp [logRadiusClock, η₀, hQ0] + dsimp only at hh + rw [hS0, zero_div, add_zero] at hh + change (Q t).1.im ≤ η₀ - _ + linarith + +namespace AngularLocalization +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u ε : ℝ} (a : AngularLocalization B hm κ z u ε) + +lemma physical_derivative (ω : Ω) (t : ℝ) (ht : t ∈ Icc (0 : ℝ) (a.τ ω : ℝ)) : + HasDerivWithinAt (fun t => a.solution.Q t ω) + (physicalLogLoewnerField (Real.sqrt κ * B t.toNNReal ω) (a.solution.Q t ω)) + (Icc (0 : ℝ) (a.τ ω : ℝ)) t := by + have hd := (a.solution.derivative ω t ht.1).mono + (show Icc (0 : ℝ) (a.τ ω : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) + have hb := (a.inside ω t.toNNReal (Real.toNNReal_le_iff_le_coe.mpr ht.2)).2.2 + rw [Real.coe_toNNReal t ht.1] at hb + rwa [clippedLogLoewnerField_eq_physical _ _ _ _ _ hb] at hd + +noncomputable def radiusPhysicalRate (s : ℝ) (ω : Ω) : ℝ := + Real.exp (2 * (a.solution.Q (a.clock.inverse s ω) ω).1.im) / + (4 * logAngleSq κ (a.solution.Q (a.clock.inverse s ω) ω) + (B (a.clock.inverse s ω).toNNReal ω) ^ 2) + +lemma radiusPhysicalRate_continuous + (hBc : ∀ ω, Continuous (fun t => B t ω)) (ω : Ω) : + Continuous (fun s => a.radiusPhysicalRate s ω) := by + have hQ := (a.solution.lipschitz ω).continuous.comp (a.clock.continuous_inverse ω) + have hB := (hBc ω).comp (continuous_real_toNNReal.comp (a.clock.continuous_inverse ω)) + have hA := (continuous_logAngleSq κ).comp (hQ.prodMk hB) + exact (Real.continuous_exp.comp (continuous_const.mul + (Complex.continuous_im.comp hQ.fst))).div (continuous_const.mul (hA.pow 2)) + (fun s => mul_ne_zero (by norm_num) (pow_ne_zero 2 (logAngleSq_pos _ _ _).ne')) + +lemma radiusPhysicalRate_at_clock (ω : Ω) (t : ℝ) + (ht : t ∈ Icc (0 : ℝ) (a.τ ω : ℝ)) : + a.radiusPhysicalRate (a.clock.S t ω) ω * + logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω) = 1 := by + unfold radiusPhysicalRate + rw [a.clock.inverse_clock ω t ht, logClockRate_angle] + have hA := (logAngleSq_pos κ (a.solution.Q t ω) (B t.toNNReal ω)).ne' + have hE := Real.exp_ne_zero (2 * (a.solution.Q t ω).1.im) + field_simp + +lemma radiusPhysicalRate_integral + (hBc : ∀ ω, Continuous (fun t => B t ω)) (ω : Ω) : + (∫ s in (0 : ℝ)..(a.clock.S (a.τ ω) ω), a.radiusPhysicalRate s ω) = (a.τ ω : ℝ) := by + have hh := intervalIntegral.integral_comp_mul_deriv'' + (a.clock.continuous ω).continuousOn + (f' := fun t => logClockRate κ (a.solution.Q t ω) (B t.toNNReal ω)) + (a := (0 : ℝ)) (b := (a.τ ω : ℝ)) (g := fun s => a.radiusPhysicalRate s ω) + (fun t ht => by + have ht' : t ∈ Ioo (0 : ℝ) (a.τ ω : ℝ) := by + simpa only [min_eq_left (a.τ ω).coe_nonneg, max_eq_right (a.τ ω).coe_nonneg] using ht + exact ((a.radius_clock_derivative ω t ⟨ht'.1.le, ht'.2.le⟩).hasDerivAt + (Icc_mem_nhds ht'.1 ht'.2)).hasDerivWithinAt) + ((continuous_logClockRate κ).comp + ((a.solution.lipschitz ω).continuous.prodMk + ((hBc ω).comp continuous_real_toNNReal))).continuousOn + (a.radiusPhysicalRate_continuous hBc ω).continuousOn + rw [a.clock.zero ω] at hh + rw [← hh] + trans ∫ t in (0 : ℝ)..(a.τ ω : ℝ), (1 : ℝ) + · apply intervalIntegral.integral_congr + intro t ht + exact a.radiusPhysicalRate_at_clock ω t (by simpa only [uIcc_of_le (a.τ ω).coe_nonneg] using ht) + · simp + +lemma radius_height_decay (ω : Ω) (s : ℝ) (hs : 0 ≤ s) + (hsl : s ≤ a.clock.S (a.τ ω) ω) : + (a.solution.Q (a.clock.inverse s ω) ω).1.im ≤ Real.log z.im - s / 2 := by + have hh := log_loewner_radius_height_decay (a.τ ω).coe_nonneg + (show (a.solution.Q 0 ω).2 = 0 by rw [a.solution.initial]; rfl) + (a.physical_derivative ω) (a.clock.inverse s ω) (a.clock.inverse_mem s ω) + have he := a.clock.clock_inverse s ω + change logRadiusClock (Real.log z.im) (a.solution.Q (a.clock.inverse s ω) ω) = + min (max s 0) (a.clock.S (a.τ ω) ω) at he + rw [max_eq_left hs, min_eq_left hsl] at he + have hinit : (a.solution.Q 0 ω).1.im = Real.log z.im := by + rw [a.solution.initial, initialLogCoordinates_im] + rwa [hinit, he] at hh + +end AngularLocalization +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma inverse_angle_control_rate {A a M s : ℝ} + (hA : 0 < A) (ha : 0 < a) (hM : 0 < M) + (hV : A ^ (-a / 2) ≤ M * Real.exp (a * s / 8)) : + 1 / A ^ 2 ≤ M ^ (4 / a) * Real.exp (s / 2) := by + have hp : 0 ≤ 4 / a := by positivity + have hh := Real.rpow_le_rpow (Real.rpow_pos_of_pos hA _).le hV hp + rw [← Real.rpow_mul hA.le] at hh + have he : (-a / 2) * (4 / a) = -2 := by field_simp; ring + rw [he, Real.rpow_neg hA.le, Real.rpow_two, + Real.mul_rpow hM.le (Real.exp_pos _).le, ← Real.exp_mul] at hh + have he' : a * s / 8 * (4 / a) = s / 2 := by field_simp; ring + rw [he'] at hh + simpa only [one_div] using hh + +namespace AngularLocalization +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u ε : ℝ} (a : AngularLocalization B hm κ z u ε) + +lemma physical_rate_of_envelope (hκ : 0 < κ) (hκ8 : κ < 8) + (M : ℝ) (hM : 0 < M) (ω : Ω) (s : ℝ) (hs : 0 ≤ s) + (hsl : s ≤ a.clock.S (a.τ ω) ω) + (hV : (logAngleSq κ (a.solution.Q (a.clock.inverse s ω) ω) + (B (a.clock.inverse s ω).toNNReal ω)) ^ (-greenExponent κ / 2) ≤ + M * Real.exp (greenExponent κ * s / 8)) : + a.radiusPhysicalRate s ω ≤ + (Real.exp (2 * Real.log z.im) / 4 * M ^ (4 / greenExponent κ)) * Real.exp (-s / 2) := by + let A := logAngleSq κ (a.solution.Q (a.clock.inverse s ω) ω) + (B (a.clock.inverse s ω).toNNReal ω) + have hA : 0 < A := logAngleSq_pos _ _ _ + have hp := inverse_angle_control_rate hA (greenExponent_pos κ hκ hκ8) hM hV + have he : Real.exp (2 * (a.solution.Q (a.clock.inverse s ω) ω).1.im) ≤ + Real.exp (2 * Real.log z.im) * Real.exp (-s) := by + rw [← Real.exp_add] + apply Real.exp_le_exp.mpr + linarith [a.radius_height_decay ω s hs hsl] + unfold radiusPhysicalRate + change Real.exp _ / (4 * A ^ 2) ≤ _ + calc + _ = (Real.exp (2 * (a.solution.Q (a.clock.inverse s ω) ω).1.im) / 4) * (1 / A ^ 2) := by ring + _ ≤ (Real.exp (2 * Real.log z.im) * Real.exp (-s) / 4) * + (M ^ (4 / greenExponent κ) * Real.exp (s / 2)) := + mul_le_mul (div_le_div_of_nonneg_right he (by norm_num)) hp (by positivity) (by positivity) + _ = _ := by + rw [show Real.exp (2 * Real.log z.im) * Real.exp (-s) / 4 * + (M ^ (4 / greenExponent κ) * Real.exp (s / 2)) = + (Real.exp (2 * Real.log z.im) / 4 * M ^ (4 / greenExponent κ)) * + (Real.exp (-s) * Real.exp (s / 2)) by ring, ← Real.exp_add] + congr 2 + ring + +end AngularLocalization +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +noncomputable def physicalTimeThreshold (κ : ℝ) (z : ℂ) (M : ℝ) : ℝ := + Real.exp (2 * Real.log z.im) / 2 * M ^ (4 / greenExponent κ) + +lemma physicalTimeThreshold_pos (κ : ℝ) (z : ℂ) {M : ℝ} (hM : 0 < M) : + 0 < physicalTimeThreshold κ z M := + mul_pos (div_pos (Real.exp_pos _) (by norm_num)) (Real.rpow_pos_of_pos hM _) + +namespace AngularLocalization +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u ε : ℝ} (a : AngularLocalization B hm κ z u ε) + +lemma physical_time_of_envelope (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0 < κ) (hκ8 : κ < 8) (M : ℝ) (hM : 0 < M) (ω : Ω) + (hV : ∀ s ∈ Icc 0 (a.clock.S (a.τ ω) ω), + (logAngleSq κ (a.solution.Q (a.clock.inverse s ω) ω) + (B (a.clock.inverse s ω).toNNReal ω)) ^ (-greenExponent κ / 2) ≤ + M * Real.exp (greenExponent κ * s / 8)) : + (a.τ ω : ℝ) ≤ physicalTimeThreshold κ z M := by + let C := Real.exp (2 * Real.log z.im) / 4 * M ^ (4 / greenExponent κ) + have hC : 0 ≤ C := mul_nonneg (div_nonneg (Real.exp_pos _).le (by norm_num)) + (Real.rpow_pos_of_pos hM _).le + rw [← a.radiusPhysicalRate_integral hBc ω] + calc + _ ≤ ∫ s in (0 : ℝ)..(a.clock.S (a.τ ω) ω), C * Real.exp (-s / 2) := by + apply intervalIntegral.integral_mono_on (a.clock.terminal_nonneg ω) + ((a.radiusPhysicalRate_continuous hBc ω).intervalIntegrable _ _) + ((continuous_const.mul (Real.continuous_exp.comp (continuous_id.neg.div_const 2))).intervalIntegrable _ _) + intro s hs + exact a.physical_rate_of_envelope hκ hκ8 M hM ω s hs.1 hs.2 (hV s hs) + _ = C * (∫ s in (0 : ℝ)..(a.clock.S (a.τ ω) ω), Real.exp (-s / 2)) := + intervalIntegral.integral_const_mul _ _ + _ ≤ C * 2 := mul_le_mul_of_nonneg_left (integral_exp_neg_half_le_two _) hC + _ = _ := by dsimp [C, physicalTimeThreshold]; ring + +end AngularLocalization + +lemma localized_physical_time_of_envelope + {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {ε : ℕ → ℝ} + (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0 < κ) (hκ8 : κ < 8) (U : ℝ≥0) (M : ℝ) (hM : 0 < M) + (ω : Ω) (hω : localizedRadiusStop (a U) ω < ⊤) + (hV : ∀ s ∈ Icc 0 U, radiusInverseAngle a s ω ≤ M * Real.exp (greenExponent κ / 8 * s)) : + localizedRadiusStop (a U) ω ≤ ((physicalTimeThreshold κ z M).toNNReal : WithTop ℝ≥0) := by + obtain ⟨n, hn⟩ := exists_cutoff_of_radiusStop_lt_top (a U) ω hω + rw [localizedRadiusStop_eq_hit (a U) ω n hn, WithTop.coe_le_coe, ← NNReal.coe_le_coe, + Real.coe_toNNReal _ (physicalTimeThreshold_pos κ z hM).le] + apply (a U n).physical_time_of_envelope hBc hκ hκ8 M hM ω + intro s hs + have hsu : s ≤ (U : ℝ) := hs.2.trans_eq hn + have hh := hV s.toNNReal ⟨bot_le, Real.toNNReal_le_iff_le_coe.mpr hsu⟩ + unfold radiusInverseAngle at hh + rw [limitRadiusKernel_eq_below (a s.toNNReal) (a U) hε + (by simpa only [Real.coe_toNNReal s hs.1] using hsu) 0 2 s.toNNReal + s.toNNReal.coe_nonneg le_rfl ω, Real.coe_toNNReal s hs.1, + limitRadiusKernel_eq_of_surviving_cutoff (a U) hε 0 2 s hs.1 ω n hs.2] at hh + unfold AngularLocalization.radiusValue at hh + rw [powerLogDensity_radius_angle κ 0 2 (Real.log z.im)] at hh + norm_num only [zero_mul, Real.exp_zero, one_mul, div_self (by norm_num : (2 : ℝ) ≠ 0), Real.rpow_one] at hh + convert hh using 1 + congr 2 + ring + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma finite_physical_tail_of_localizations + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + {z : ℂ} (hz : z ∈ upperHalfPlane) {ε : ℕ → ℝ} + (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + (U : ℝ≥0) (M : ℝ) (hM : 0 < M) : + finiteCenteredLaw P κ B γ G z U + {ω | ENNReal.ofReal (physicalTimeThreshold κ z M) < radiusLevelTime (γ ω) (G ω) z U} ≤ + ENNReal.ofReal (angleEnvelopeConstant κ z / M / (1 - Real.exp (-greenExponent κ / 8))) := by + have hwQ : ∀ᵐ ω ∂finiteCenteredLaw P κ B γ G z U, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω) := + (withDensity_absolutelyContinuous P _).ae_le hw + have hs : {ω | ENNReal.ofReal (physicalTimeThreshold κ z M) < radiusLevelTime (γ ω) (G ω) z U} ≤ᵐ[finiteCenteredLaw P κ B γ G z U] + {ω | localizedRadiusStop (a U) ω < ⊤ ∧ ∃ s ∈ Icc 0 U, + M * Real.exp (greenExponent κ / 8 * s) < radiusInverseAngle a s ω} := by + filter_upwards [hwQ, finiteCenteredLaw_live_compact hB κ hκ hκ8 γ G F hw z hz U U.coe_nonneg] with ω hω hlive + intro hlate + have he := localizedRadiusStop_eq_source (a U) hεlim hBc hz ω (γ ω) (G ω) (F ω) hω + obtain ⟨T, _, _, hT, _⟩ := hlive + have hl : localizedRadiusStop (a U) ω < ⊤ := by rw [he, hT]; exact ENNReal.coe_lt_top + refine ⟨hl, ?_⟩ + by_contra h + push Not at h + have hb := localized_physical_time_of_envelope a hε hBc hκ hκ8 U M hM ω hl h + rw [he] at hb + exact not_lt_of_ge hb hlate + exact (measure_mono_ae hs).trans + (finite_inverse_angle_envelope hB hBm hBc hB0 hκ hκ8 γ G F hw hz a hε hεlim U M hM) + +lemma finite_physical_tail_regular + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (U : ℝ≥0) (M : ℝ) (hM : 0 < M) : + finiteCenteredLaw P κ B γ G z U + {ω | ENNReal.ofReal (physicalTimeThreshold κ z M) < radiusLevelTime (γ ω) (G ω) z U} ≤ + ENNReal.ofReal (angleEnvelopeConstant κ z / M / (1 - Real.exp (-greenExponent κ / 8))) := by + let hm (t) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + let A₀ := logAngleSq κ (initialLogCoordinates z) 0 + have hA₀ : 0 < A₀ := logAngleSq_pos _ _ _ + let ε (n : ℕ) := A₀ / ((n : ℝ) + 1) + have hε0 (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity + have hεA (n : ℕ) : ε n ≤ A₀ := by + dsimp [ε] + exact div_le_self hA₀.le (by have h := Nat.cast_nonneg (α := ℝ) n; linarith) + have hεlim : Tendsto ε atTop (𝓝 0) := by + have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul A₀ + simpa only [mul_one_div, mul_zero] using hh + have hεanti : Antitone ε := by + intro n m hnm + exact div_le_div_of_nonneg_left hA₀.le (by positivity) (by exact_mod_cast Nat.add_le_add_right hnm 1) + let a (u : ℝ≥0) (n : ℕ) : AngularLocalization B hm κ z u (ε n) := + Classical.choice (exists_angularLocalization hB hm hBm hBc hB0 κ hκ hκ8 z u (ε n) + u.coe_nonneg (hε0 n) (hεA n)) + exact finite_physical_tail_of_localizations hB hBm hBc hB0 hκ hκ8 γ G F hw hz a hεanti hεlim U M hM + + + +theorem finite_physical_tail + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (U : ℝ≥0) (M : ℝ) (hM : 0 < M) : + finiteCenteredLaw P κ B γ G z U + {ω | ENNReal.ofReal (physicalTimeThreshold κ z M) < radiusLevelTime (γ ω) (G ω) z U} ≤ + ENNReal.ofReal (angleEnvelopeConstant κ z / M / (1 - Real.exp (-greenExponent κ / 8))) := by + obtain ⟨C, hCm, hCc, hC0, hC, hCB⟩ := exists_regular_brownian_version hB + have hwC : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * C t ω) (γ ω) (G ω) (F ω) := by + filter_upwards [hw, hCB] with ω hω he + simpa only [he] using hω + have hh := finite_physical_tail_regular hC hCm hCc hC0 κ hκ hκ8 γ G F hwC z hz U M hM + rwa [finiteCenteredLaw_congr_driver hCB κ γ G z U] at hh + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +theorem finite_physical_clock_tight + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (δ : ℝ) (hδ : 0 < δ) : + ∃ T : ℝ≥0, 0 < T ∧ ∀ U : ℝ≥0, + finiteCenteredLaw P κ B γ G z U + {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z U} ≤ ENNReal.ofReal δ := by + let D := 1 - Real.exp (-greenExponent κ / 8) + have hD : 0 < D := by + apply sub_pos.mpr + apply Real.exp_lt_one_iff.mpr + exact div_neg_of_neg_of_pos (neg_neg_of_pos (greenExponent_pos κ hκ hκ8)) (by norm_num) + let M := angleEnvelopeConstant κ z / (δ * D) + have hM : 0 < M := div_pos (angleEnvelopeConstant_pos κ z hz) (mul_pos hδ hD) + refine ⟨(physicalTimeThreshold κ z M).toNNReal, Real.toNNReal_pos.mpr (physicalTimeThreshold_pos κ z hM), ?_⟩ + intro U + have hh := finite_physical_tail hB κ hκ hκ8 γ G F hw z hz U M hM + have he : angleEnvelopeConstant κ z / M / D = δ := by + dsimp [M] + field_simp [(angleEnvelopeConstant_pos κ z hz).ne', hD.ne', hδ.ne'] + change _ ≤ ENNReal.ofReal (angleEnvelopeConstant κ z / M / D) at hh + rw [he] at hh + exact hh + + + +theorem finite_physical_clock_positive + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) : + ∃ T : ℝ≥0, 0 < T ∧ ∀ U : ℝ≥0, (1 / 2 : ℝ≥0∞) ≤ + finiteCenteredLaw P κ B γ G z U + {ω | radiusLevelTime (γ ω) (G ω) z U ≤ T} := by + obtain ⟨T, hT, ht⟩ := finite_physical_clock_tight hB κ hκ hκ8 γ G F hw z hz (1/2) (by norm_num) + refine ⟨T, hT, fun U => ?_⟩ + let Q := finiteCenteredLaw P κ B γ G z U + let : IsProbabilityMeasure Q := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F hw z hz U U.coe_nonneg + have hu : {ω | radiusLevelTime (γ ω) (G ω) z U ≤ T} ∪ + {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z U} = univ := by + ext ω + simp only [mem_union, mem_ofPred_eq, mem_univ, iff_true] + exact le_or_gt _ _ + have hbad : Q {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z U} ≤ (1 / 2 : ℝ≥0∞) := by + have he : ENNReal.ofReal ((1 : ℝ) / 2) = (1 / 2 : ℝ≥0∞) := by + rw [ENNReal.ofReal_div_of_pos (by norm_num)] + norm_num + rw [← he] + exact ht U + have hh : (1 : ℝ≥0∞) ≤ Q {ω | radiusLevelTime (γ ω) (G ω) z U ≤ T} + 1 / 2 := by + have hsum := measure_union_le (μ := Q) + {ω | radiusLevelTime (γ ω) (G ω) z U ≤ T} + {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z U} + rw [hu, measure_univ] at hsum + exact hsum.trans (add_le_add le_rfl hbad) + have hsub := tsub_le_iff_right.mpr hh + norm_num at hsub + simpa only [one_div] using hsub + +end SLEExactGauge +end + +open Set Filter MeasureTheory ProbabilityTheory Metric Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +noncomputable def finiteSpatialGreenMass (κ : ℝ) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G : ℝ≥0 → ℂ → ℂ) (r : ℝ) (T : ℝ≥0) (K : Set ℂ) : ℝ≥0∞ := + ∫⁻ z in K, ENNReal.ofReal (if spatialHitTime γ z r ≤ T then + spatialGreenWeight κ U γ G z r else 0) +def SourceFiniteTimeFirstMomentTarget : Prop := + ∀ (Ω : Type*) (_ : MeasurableSpace Ω) (P : Measure Ω), IsProbabilityMeasure P → + ∀ κ : ℝ, 0 < κ → κ < 8 → + ∀ γ : Ω → ℝ≥0 → ℂ, ∀ a : RegularSLEPresentation P κ γ, + ∀ z₀ : ℂ, ∀ R : ℝ, 0 < R → closedBall z₀ R ⊆ upperHalfPlane → + ∃ (T : ℝ≥0) (e₀ m₀ : ℝ), 0 < T ∧ 0 < e₀ ∧ 0 < m₀ ∧ + ∀ r : ℝ, 0 < r → r ≤ e₀ → + ENNReal.ofReal m₀ ≤ ∫⁻ ω : a.samples, + finiteSpatialGreenMass κ (fun t => Real.sqrt κ * a.B t ω) + (γ ω) (a.G ω) r T (closedBall z₀ R) ∂(P.comap Subtype.val) + +lemma initialGreen_continuousOn (κ : ℝ) : ContinuousOn (initialGreen κ) upperHalfPlane := by + have hn (z : ℂ) (hz : z ∈ upperHalfPlane) : ‖z‖ ≠ 0 := by + apply norm_ne_zero_iff.mpr + intro he + subst z + exact (lt_irrefl 0) (show (0 : ℝ) < 0 from hz) + have hy : ContinuousOn (fun z : ℂ => z.im) upperHalfPlane := + Complex.continuous_im.continuousOn + have h1 := (hy.const_mul 2).rpow_const (p := -codimension κ) + (fun z hz => Or.inl (mul_ne_zero (by norm_num) (ne_of_gt hz))) + have h2 := (hy.div continuous_norm.continuousOn hn).rpow_const (p := greenExponent κ) + (fun z hz => Or.inl (div_ne_zero (ne_of_gt hz) (hn z hz))) + convert h1.mul h2 using 1 + funext z + simp only [initialGreen, Complex.sin_arg, Pi.mul_apply, Pi.div_apply] + +lemma angleEnvelopeConstant_continuousOn (κ : ℝ) : + ContinuousOn (angleEnvelopeConstant κ) upperHalfPlane := by + have hl : ContinuousOn (fun z : ℂ => Real.log z.im) upperHalfPlane := + Complex.continuous_im.continuousOn.log (fun _ hz => ne_of_gt hz) + have he : ContinuousOn (fun z : ℂ => Real.exp + (codimension κ * (1 - Real.log 2 - Real.log z.im))) upperHalfPlane := + Real.continuous_exp.comp_continuousOn + ((continuousOn_const.sub hl).const_mul (codimension κ)) + exact (he.div (initialGreen_continuousOn κ) + (fun z hz => (initialGreen_pos κ z hz).ne')).sup continuousOn_const + +noncomputable def halfClockThreshold (κ : ℝ) (z : ℂ) : ℝ := + physicalTimeThreshold κ z + (angleEnvelopeConstant κ z / ((1 / 2) * (1 - Real.exp (-greenExponent κ / 8)))) + +lemma halfClockThreshold_pos {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + {z : ℂ} (hz : z ∈ upperHalfPlane) : 0 < halfClockThreshold κ z := by + apply physicalTimeThreshold_pos + apply div_pos (angleEnvelopeConstant_pos κ z hz) + apply mul_pos (by norm_num) + exact sub_pos.mpr (Real.exp_lt_one_iff.mpr (by + have := greenExponent_pos κ hκ hκ8 + linarith)) + +lemma halfClockThreshold_continuousOn {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) : + ContinuousOn (halfClockThreshold κ) upperHalfPlane := by + have hD : 0 < (1 / 2 : ℝ) * (1 - Real.exp (-greenExponent κ / 8)) := by + apply mul_pos (by norm_num) + exact sub_pos.mpr (Real.exp_lt_one_iff.mpr (by + have := greenExponent_pos κ hκ hκ8 + linarith)) + have hM := (angleEnvelopeConstant_continuousOn κ).div_const + ((1 / 2) * (1 - Real.exp (-greenExponent κ / 8))) + have hp := hM.rpow_const (p := 4 / greenExponent κ) (fun z hz => + Or.inl (div_pos (angleEnvelopeConstant_pos κ z hz) hD).ne') + have hl := Complex.continuous_im.continuousOn.log + (s := upperHalfPlane) (fun _ hz => ne_of_gt hz) + exact ((Real.continuous_exp.comp_continuousOn (hl.const_mul 2)).div_const 2).mul hp +namespace RegularSLEPresentation +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + +lemma spatialHitTime_stopping (z : ℂ) (r : ℝ) : + IsStoppingTime a.filtration (fun ω : a.samples => spatialHitTime (γ ω) z r) := + a.diskHitAfter_stopping (fun _ => 0) (isStoppingTime_const a.filtration 0) z r + + + +lemma finite_spatial_density_identity [IsProbabilityMeasure P] + (hκ : 0 < κ) (hκ8 : κ < 8) (z : ℂ) (hz : z ∈ upperHalfPlane) + (r : ℝ) (hr : 0 < r) (hy : r ≤ z.im) + (u : ℝ) (hu : 0 ≤ u) (hlevel : (2 * z.im) * Real.exp (-u) < r) (T : ℝ≥0) : + (∫ ω : a.samples in {ω | spatialHitTime (γ ω) z r ≤ T}, + spatialGreenWeight κ (fun t => Real.sqrt κ * a.B t ω) + (γ ω) (a.G ω) z r ∂(P.comap Subtype.val)) = + ∫ ω : a.samples in {ω | spatialHitTime (γ ω) z r ≤ T}, + stoppedGreen κ (fun t => Real.sqrt κ * a.B t ω) + (γ ω) (a.G ω) z u ∂(P.comap Subtype.val) := by + let μ : Measure a.samples := P.comap Subtype.val + let : IsProbabilityMeasure μ := a.probability + have hBm : Measurable (fun p : ℝ≥0 × a.samples => a.B p.1 p.2) := + measurable_uncurry_of_continuous_of_measurable a.continuous_B a.measurable_B + obtain ⟨M, Z, hM, hZ, hMb, hZb, hClosed, hStop, heq, hNoHit⟩ := + exists_physical_green_stopping_regular a.brownian hBm a.continuous_B a.zero_B + κ hκ hκ8 (γ ∘ Subtype.val) a.G a.F (Eventually.of_forall a.witness) z hz u hu + let σ (ω : a.samples) : ℝ≥0 := boundedSpatialHit (γ ω) z r T + have hσ : IsStoppingTime a.filtration (fun ω => (σ ω : WithTop ℝ≥0)) := + a.boundedSpatialHit_stopping z r T + let A := {ω : a.samples | spatialHitTime (γ ω) z r ≤ T} + have hA : MeasurableSet[hσ.measurableSpace] A := by + have hh := (a.spatialHitTime_stopping z r).measurableSet_stopping_time_le_min + (isStoppingTime_const a.filtration T) + rw [hσ.measurableSet] + rw [IsStoppingTime.measurableSet] at hh + simpa only [σ, A, boundedSpatialHit_coe] using hh + have hAm : MeasurableSet A := hσ.measurableSpace_le _ hA + have hWA : (fun ω : a.samples => spatialGreenWeight κ + (fun t => Real.sqrt κ * a.B t ω) (γ ω) (a.G ω) z r) =ᵐ[μ.restrict A] + fun ω => M (σ ω) ω := by + filter_upwards [ae_restrict_of_ae heq, ae_restrict_mem hAm] with ω he hω + change spatialHitTime (γ ω) z r ≤ (T : WithTop ℝ≥0) at hω + rw [he.1] + simp only [Function.comp_apply] + rw [(a.witness ω).physicalGreen_eq_before_spatial + ((a.continuous_B ω).const_mul _) κ z r hr hy u hlevel (σ ω) + (boundedSpatialHit_le (γ ω) z r T)] + have hn : spatialHitTime (γ ω) z r ≠ ⊤ := + ne_top_of_le_ne_top WithTop.coe_ne_top hω + simp only [spatialGreenWeight, ite_eq_right hn, σ, boundedSpatialHit, + min_eq_left hω] + calc + _ = ∫ ω in A, M (σ ω) ω ∂μ := integral_congr_ae hWA + _ = ∫ ω in A, μ[Z | hσ.measurableSpace] ω ∂μ := + integral_congr_ae (ae_restrict_of_ae (hStop σ hσ)) + _ = ∫ ω in A, Z ω ∂μ := setIntegral_condExp hσ.measurableSpace_le hZ hA + _ = _ := integral_congr_ae (ae_restrict_of_ae (heq.mono fun ω hω => hω.2)) + +lemma finite_spatial_lintegral_identity [IsProbabilityMeasure P] + (hκ : 0 < κ) (hκ8 : κ < 8) (z : ℂ) (hz : z ∈ upperHalfPlane) + (r : ℝ) (hr : 0 < r) (hy : r ≤ z.im) + (u : ℝ) (hu : 0 ≤ u) (hlevel : (2 * z.im) * Real.exp (-u) < r) (T : ℝ≥0) : + (∫⁻ ω : a.samples, ENNReal.ofReal (if spatialHitTime (γ ω) z r ≤ T then + spatialGreenWeight κ (fun t => Real.sqrt κ * a.B t ω) + (γ ω) (a.G ω) z r else 0) ∂(P.comap Subtype.val)) = + ENNReal.ofReal (initialGreen κ z) * + finiteCenteredLaw (P.comap Subtype.val) κ a.B (γ ∘ Subtype.val) a.G z u + {ω | spatialHitTime (γ ω) z r ≤ T} := by + let μ : Measure a.samples := P.comap Subtype.val + let : IsProbabilityMeasure μ := a.probability + let A := {ω : a.samples | spatialHitTime (γ ω) z r ≤ T} + have hA : MeasurableSet A := + (a.spatialHitTime_stopping z r).measurableSpace_le _ + ((a.spatialHitTime_stopping z r).measurableSet_le' T) + have hi := (a.spatialGreen_expectation hκ hκ8 z r hr hy).1.integrableOn (s := A) + have hn : 0 ≤ᵐ[μ.restrict A] (fun ω : a.samples => spatialGreenWeight κ + (fun t => Real.sqrt κ * a.B t ω) (γ ω) (a.G ω) z r) := + Eventually.of_forall fun ω => by + dsimp only [Pi.zero_apply, spatialGreenWeight] + split_ifs + · exact le_rfl + · exact greenDensity_nonneg (a.witness ω) κ _ z + have hind (ω : a.samples) : ENNReal.ofReal (if spatialHitTime (γ ω) z r ≤ T then + spatialGreenWeight κ (fun t => Real.sqrt κ * a.B t ω) (γ ω) (a.G ω) z r else 0) = + A.indicator (fun ω : a.samples => ENNReal.ofReal (spatialGreenWeight κ + (fun t => Real.sqrt κ * a.B t ω) (γ ω) (a.G ω) z r)) ω := by + dsimp only [A, Set.indicator, mem_ofPred_eq] + split_ifs <;> simp_all only [ENNReal.ofReal_zero] + simp_rw [hind] + rw [lintegral_indicator hA, ← ofReal_integral_eq_lintegral_ofReal hi hn, + a.finite_spatial_density_identity hκ hκ8 z hz r hr hy u hu hlevel T, + finiteCenteredLaw_apply a.brownian κ hκ hκ8 (γ ∘ Subtype.val) a.G a.F + (Eventually.of_forall a.witness) z hz u hu A hA, + ← ENNReal.ofReal_mul (initialGreen_pos κ z hz).le] + congr 1 + simp only [Function.comp_apply] + field_simp [(initialGreen_pos κ z hz).ne'] + rfl + +lemma finite_spatial_lintegral_lower [IsProbabilityMeasure P] + (hκ : 0 < κ) (hκ8 : κ < 8) (z : ℂ) (hz : z ∈ upperHalfPlane) + (r : ℝ) (hr : 0 < r) (hy : r ≤ z.im) + (T : ℝ≥0) (hT : halfClockThreshold κ z ≤ T) : + ENNReal.ofReal (initialGreen κ z / 2) ≤ + ∫⁻ ω : a.samples, ENNReal.ofReal (if spatialHitTime (γ ω) z r ≤ T then + spatialGreenWeight κ (fun t => Real.sqrt κ * a.B t ω) + (γ ω) (a.G ω) z r else 0) ∂(P.comap Subtype.val) := by + let μ : Measure a.samples := P.comap Subtype.val + let : IsProbabilityMeasure μ := a.probability + let u := Real.log (4 * z.im / r) + have hratio : 0 < 4 * z.im / r := div_pos (mul_pos (by norm_num) hz) hr + have hu : 0 ≤ u := Real.log_nonneg ((le_div_iff₀ hr).mpr (by linarith)) + have hlev : (2 * z.im) * Real.exp (-u) < r := by + have he : (2 * z.im) * Real.exp (-u) = r / 2 := by + dsimp only [u] + rw [Real.exp_neg, Real.exp_log hratio] + field_simp [(show 0 < z.im from hz).ne'] + ring + rw [he] + linarith + let Q := finiteCenteredLaw μ κ a.B (γ ∘ Subtype.val) a.G z u + let : IsProbabilityMeasure Q := finiteCenteredLaw_probability a.brownian κ hκ hκ8 + (γ ∘ Subtype.val) a.G a.F (Eventually.of_forall a.witness) z hz u hu + let D := 1 - Real.exp (-greenExponent κ / 8) + have hD : 0 < D := by + apply sub_pos.mpr + apply Real.exp_lt_one_iff.mpr + have := greenExponent_pos κ hκ hκ8 + linarith + let M := angleEnvelopeConstant κ z / ((1 / 2) * D) + have hM : 0 < M := div_pos (angleEnvelopeConstant_pos κ z hz) (mul_pos (by norm_num) hD) + have hbad : Q {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (a.G ω) z u} ≤ 1 / 2 := by + have hh := finite_physical_tail a.brownian κ hκ hκ8 (γ ∘ Subtype.val) + a.G a.F (Eventually.of_forall a.witness) z hz ⟨u, hu⟩ M hM + have he : angleEnvelopeConstant κ z / M / D = 1 / 2 := by + dsimp only [M] + field_simp [(angleEnvelopeConstant_pos κ z hz).ne', hD.ne'] + change Q {ω | ENNReal.ofReal (halfClockThreshold κ z) < + radiusLevelTime (γ ω) (a.G ω) z u} ≤ ENNReal.ofReal (angleEnvelopeConstant κ z / M / D) at hh + rw [he] at hh + have hTT : ENNReal.ofReal (halfClockThreshold κ z) ≤ (T : ℝ≥0∞) := by + simpa only [ENNReal.ofReal_coe_nnreal] using ENNReal.ofReal_le_ofReal hT + have hhalf : ENNReal.ofReal ((1 : ℝ) / 2) = (1 / 2 : ℝ≥0∞) := by + rw [ENNReal.ofReal_div_of_pos (by norm_num)] + norm_num + rw [hhalf] at hh + exact (measure_mono (fun ω hω => hTT.trans_lt hω)).trans hh + have hgood : (1 / 2 : ℝ≥0∞) ≤ Q {ω | radiusLevelTime (γ ω) (a.G ω) z u ≤ T} := by + have he : {ω : a.samples | radiusLevelTime (γ ω) (a.G ω) z u ≤ T} ∪ + {ω | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (a.G ω) z u} = univ := by + ext ω + simp only [mem_union, mem_ofPred_eq, mem_univ, iff_true] + exact le_or_gt _ _ + have hh : (1 : ℝ≥0∞) ≤ Q {ω | radiusLevelTime (γ ω) (a.G ω) z u ≤ T} + 1 / 2 := by + have hs := measure_union_le (μ := Q) + {ω : a.samples | radiusLevelTime (γ ω) (a.G ω) z u ≤ T} + {ω : a.samples | (T : ℝ≥0∞) < radiusLevelTime (γ ω) (a.G ω) z u} + rw [he, measure_univ] at hs + exact hs.trans (add_le_add le_rfl hbad) + have hh' := tsub_le_iff_right.mpr hh + norm_num at hh' + simpa only [one_div] using hh' + have hhit : (1 / 2 : ℝ≥0∞) ≤ Q {ω | spatialHitTime (γ ω) z r ≤ T} := by + apply hgood.trans (measure_mono _) + intro ω hω + exact ((a.witness ω).radius_hit_forces_spatial_before + ((a.continuous_B ω).const_mul _) z r hr hy u hlev T hω).le + rw [a.finite_spatial_lintegral_identity hκ hκ8 z hz r hr hy u hu hlev T] + calc + _ = ENNReal.ofReal (initialGreen κ z) * (1 / 2) := by + rw [ENNReal.ofReal_div_of_pos (by norm_num)] + norm_num [div_eq_mul_inv] + _ ≤ _ := mul_le_mul' le_rfl hhit + +lemma finiteSpatialGreenMass_expectation_swap [IsProbabilityMeasure P] (r : ℝ) (T : ℝ≥0) (K : Set ℂ) : + (∫⁻ ω : a.samples, finiteSpatialGreenMass κ (fun t => Real.sqrt κ * a.B t ω) + (γ ω) (a.G ω) r T K ∂(P.comap Subtype.val)) = + ∫⁻ z in K, ∫⁻ ω : a.samples, ENNReal.ofReal (if spatialHitTime (γ ω) z r ≤ T then + spatialGreenWeight κ (fun t => Real.sqrt κ * a.B t ω) + (γ ω) (a.G ω) z r else 0) ∂(P.comap Subtype.val) := by + let : IsProbabilityMeasure (P.comap (Subtype.val : a.samples → Ω)) := a.probability + have hm (t : ℝ≥0) : Measurable (fun ω : a.samples => γ ω t) := + (a.trace_adapted t).mono (a.filtration.le t) le_rfl + have ht := spatialHitTime_measurable (fun ω : a.samples => γ ω) a.trace_continuous hm r + have he : MeasurableSet {p : ℂ × a.samples | spatialHitTime (γ p.2) p.1 r ≤ T} := + measurableSet_le ht measurable_const + classical + have hW := (@Measurable.ite _ _ _ _ _ _ _ (fun _ => Classical.propDecidable _) + he (a.spatialGreenWeight_measurable r) (measurable_const (a := (0 : ℝ)))).ennreal_ofReal + symm + apply lintegral_lintegral_swap + convert hW.aemeasurable using 1 + ext ⟨z, ω⟩ + simp only [Function.uncurry_apply_pair] + + + +theorem source_finite_time_first_moment [IsProbabilityMeasure P] + (hκ : 0 < κ) (hκ8 : κ < 8) (z₀ : ℂ) (R : ℝ) + (hR : 0 < R) (hK : closedBall z₀ R ⊆ upperHalfPlane) : + ∃ (T : ℝ≥0) (e₀ m₀ : ℝ), 0 < T ∧ 0 < e₀ ∧ 0 < m₀ ∧ + ∀ r : ℝ, 0 < r → r ≤ e₀ → + ENNReal.ofReal m₀ ≤ ∫⁻ ω : a.samples, + finiteSpatialGreenMass κ (fun t => Real.sqrt κ * a.B t ω) + (γ ω) (a.G ω) r T (closedBall z₀ R) ∂(P.comap Subtype.val) := by + have hne : (closedBall z₀ R).Nonempty := ⟨z₀, mem_closedBall_self hR.le⟩ + obtain ⟨zy, hzy, hy⟩ := (isCompact_closedBall z₀ R).exists_isMinOn hne + Complex.continuous_im.continuousOn + obtain ⟨zg, hzg, hg⟩ := (isCompact_closedBall z₀ R).exists_isMinOn hne + ((initialGreen_continuousOn κ).mono hK) + obtain ⟨zt, hzt, ht⟩ := (isCompact_closedBall z₀ R).exists_isMaxOn hne + ((halfClockThreshold_continuousOn hκ hκ8).mono hK) + let T := (halfClockThreshold κ zt).toNNReal + have hT : 0 < T := Real.toNNReal_pos.mpr (halfClockThreshold_pos hκ hκ8 (hK hzt)) + let m := initialGreen κ zg / 2 + have hm : 0 < m := div_pos (initialGreen_pos κ zg (hK hzg)) (by norm_num) + have hvol : 0 < volume (closedBall z₀ R) := measure_closedBall_pos volume z₀ hR + have hvolfin : volume (closedBall z₀ R) ≠ ⊤ := (isCompact_closedBall z₀ R).measure_ne_top + refine ⟨T, zy.im, m * (volume (closedBall z₀ R)).toReal, hT, hK hzy, + mul_pos hm (ENNReal.toReal_pos hvol.ne' hvolfin), ?_⟩ + intro r hr hre + rw [a.finiteSpatialGreenMass_expectation_swap] + calc + _ = ENNReal.ofReal m * volume (closedBall z₀ R) := by + rw [ENNReal.ofReal_mul hm.le, ENNReal.ofReal_toReal hvolfin] + _ = ∫⁻ _z in closedBall z₀ R, ENNReal.ofReal m := by + rw [lintegral_const, Measure.restrict_apply_univ] + _ ≤ _ := by + apply setLIntegral_mono' isClosed_closedBall.measurableSet + intro z hz + apply (ENNReal.ofReal_le_ofReal (div_le_div_of_nonneg_right (hg hz) (by norm_num))).trans + apply a.finite_spatial_lintegral_lower hκ hκ8 z (hK hz) r hr (hre.trans (hy hz)) T + exact (ht hz).trans (Real.le_coe_toNNReal _) + +end RegularSLEPresentation + +theorem sourceFiniteTimeFirstMoment : SourceFiniteTimeFirstMomentTarget := by + intro Ω mΩ P hP κ hκ hκ8 γ a z₀ R hR hK + let : IsProbabilityMeasure P := hP + exact a.source_finite_time_first_moment hκ hκ8 z₀ R hR hK + +end SLEExactGauge +end + +end OAI diff --git a/lean/OAI/Probability/SLE/FiniteRadiusStop.lean b/lean/OAI/Probability/SLE/FiniteRadiusStop.lean index da4232c86c012e208a9d14827c4e680c20edca31..6ab1c55698fff189a6023643cd70d945f14b2567 100644 --- a/lean/OAI/Probability/SLE/FiniteRadiusStop.lean +++ b/lean/OAI/Probability/SLE/FiniteRadiusStop.lean @@ -1,822 +1,822 @@ -import Mathlib -import OAI.Probability.SLE.BoundaryDensity - -namespace OAI - -/-! Finite Radius Stop for chordal SLE. -/ - -section -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -lemma continuous_nonneg_at_boundary (D : ℝ≥0 → ℝ) (hD : Continuous D) - (h0 : 0 ≤ D 0) (τ : ℝ≥0) (hb : ∀ t, t < τ → 0 < D t) : - ∀ t, t ≤ τ → 0 ≤ D t := by - intro t ht - by_cases hτ : τ = 0 - · have : t = 0 := le_antisymm (ht.trans hτ.le) zero_le - simpa only [this] using h0 - · have hτpos : 0 < τ := pos_iff_ne_zero.mpr hτ - apply le_on_closure (s := Iio τ) (f := fun _ : ℝ≥0 => (0 : ℝ)) (g := D) - (fun s hs => (hb s hs).le) continuous_const.continuousOn hD.continuousOn - rw [closure_Iio' (show (Iio τ).Nonempty from ⟨0, hτpos⟩)] - exact ht - - - -theorem first_margin_stopping - {Ω : Type*} [mΩ : MeasurableSpace Ω] (f : Filtration ℝ≥0 mΩ) - (D : ℝ≥0 → Ω → ℝ) (hDa : Adapted f D) - (hDc : ∀ ω, Continuous (fun t => D t ω)) (hD0 : ∀ ω, 0 ≤ D 0 ω) - (T : ℝ≥0) : - ∃ τ : Ω → ℝ≥0, - IsStoppingTime f (fun ω => (τ ω : WithTop ℝ≥0)) ∧ - (∀ ω, τ ω ≤ T) ∧ - (∀ ω t, t ≤ τ ω → 0 ≤ D t ω) ∧ - (∀ ω t, t < τ ω → 0 < D t ω) ∧ - (∀ ω, τ ω < T → D (τ ω) ω = 0) := by - let H (t : ℝ≥0) (ω : Ω) := max 0 (D t ω) - have hHa : Adapted f H := fun t => measurable_const.max (hDa t) - have hHc (ω : Ω) : Continuous (fun t => H t ω) := continuous_const.max (hDc ω) - have hHn (t : ℝ≥0) (ω : Ω) : 0 ≤ H t ω := le_max_left _ _ - let τ (ω : Ω) := hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω - obtain ⟨hτ, hb, hpre, hat⟩ := continuous_nonnegative_first_zero_stopping f H hHa hHc hHn T - have hDpre (ω : Ω) (t : ℝ≥0) (ht : t < τ ω) : 0 < D t ω := by - have hh := hpre ω t ht - simpa only [H, lt_max_iff, lt_self_iff_false, false_or] using hh - have hDle (ω : Ω) (t : ℝ≥0) (ht : t ≤ τ ω) : 0 ≤ D t ω := - continuous_nonneg_at_boundary (fun s => D s ω) (hDc ω) (hD0 ω) (τ ω) (hDpre ω) t ht - refine ⟨τ, hτ, hb, hDle, hDpre, ?_⟩ - intro ω ht - apply le_antisymm _ (hDle ω (τ ω) le_rfl) - have hh := le_max_right 0 (D (τ ω) ω) - exact hh.trans (hat ω ht).le - - -noncomputable def logStopMargin (κ η₀ u lo hi ε N : ℝ) (q : ℂ × ℝ) (b : ℝ) : ℝ := - min (u - logRadiusClock η₀ q) - (min (logAngleSq κ q b - ε) - (min (q.1.im - lo) (min (hi - q.1.im) (N - |b|)))) - -lemma continuous_logStopMargin (κ η₀ u lo hi ε N : ℝ) : - Continuous (fun p : (ℂ × ℝ) × ℝ => logStopMargin κ η₀ u lo hi ε N p.1 p.2) := by - unfold logStopMargin - exact (continuous_const.sub ((continuous_logRadiusClock η₀).comp continuous_fst)).min - (((continuous_logAngleSq κ).sub continuous_const).min - (((Complex.continuous_im.comp continuous_fst.fst).sub continuous_const).min - ((continuous_const.sub (Complex.continuous_im.comp continuous_fst.fst)).min - (continuous_const.sub continuous_snd.abs)))) - -lemma logStopMargin_nonneg_iff (κ η₀ u lo hi ε N : ℝ) (q : ℂ × ℝ) (b : ℝ) : - 0 ≤ logStopMargin κ η₀ u lo hi ε N q b ↔ - logRadiusClock η₀ q ≤ u ∧ ε ≤ logAngleSq κ q b ∧ - lo ≤ q.1.im ∧ q.1.im ≤ hi ∧ |b| ≤ N := by - simp only [logStopMargin, le_min_iff, sub_nonneg] - -lemma logStopMargin_pos_iff (κ η₀ u lo hi ε N : ℝ) (q : ℂ × ℝ) (b : ℝ) : - 0 < logStopMargin κ η₀ u lo hi ε N q b ↔ - logRadiusClock η₀ q < u ∧ ε < logAngleSq κ q b ∧ - lo < q.1.im ∧ q.1.im < hi ∧ |b| < N := by - simp only [logStopMargin, lt_min_iff, sub_pos] - -lemma ClippedLogSolution.norm_le - {Ω : Type*} [MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} - (c : ClippedLogSolution B hm κ lo hi hle q₀) (ω : Ω) (t T : ℝ≥0) (ht : t ≤ T) : - ‖c.Q t ω‖ ≤ ‖q₀‖ + c.L * T := by - have hh := (c.lipschitz ω).norm_sub_le (t : ℝ) 0 - rw [c.initial ω, sub_zero, Real.norm_eq_abs, abs_of_nonneg t.coe_nonneg] at hh - have hn := norm_add_le (c.Q t ω - q₀) q₀ - rw [sub_add_cancel] at hn - have hmul : (c.L : ℝ) * t ≤ c.L * T := - mul_le_mul_of_nonneg_left (by exact_mod_cast ht) c.L.coe_nonneg - linarith - - - -theorem ClippedLogSolution.finite_radius_cutoff - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} - (c : ClippedLogSolution B hm κ lo hi hle q₀) - (hκ : 0 < κ) (hκ8 : κ < 8) (hq0 : q₀.2 = 0) - (u ε N : ℝ) (hu : 0 ≤ u) (hε : 0 < ε) (hN : 0 ≤ N) - (hε0 : ε ≤ logAngleSq κ q₀ 0) - (hlo : lo < q₀.1.im - u / (2 * ε)) (hhi : q₀.1.im < hi) - (T : ℝ≥0) (hT : u < (4 * ε ^ 2 / Real.exp (2 * q₀.1.im)) * T) : - ∃ τ : Ω → ℝ≥0, - IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0)) ∧ - (∀ ω, τ ω < T) ∧ - (∀ ω t, t ≤ τ ω → - logRadiusClock q₀.1.im (c.Q t ω) ≤ u ∧ - ε ≤ logAngleSq κ (c.Q t ω) (B t ω) ∧ - lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi ∧ |B t ω| ≤ N) ∧ - (∀ ω t, t < τ ω → - logRadiusClock q₀.1.im (c.Q t ω) < u ∧ - ε < logAngleSq κ (c.Q t ω) (B t ω) ∧ - lo < (c.Q t ω).1.im ∧ (c.Q t ω).1.im < hi ∧ |B t ω| < N) ∧ - (∀ ω, logRadiusClock q₀.1.im (c.Q (τ ω) ω) = u ∨ - logAngleSq κ (c.Q (τ ω) ω) (B (τ ω) ω) = ε ∨ |B (τ ω) ω| = N) ∧ - Integrable (fun ω => greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω)) P ∧ - (∫ ω, greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) ∂P) = greenLogDensity κ q₀ 0 := by - let f := Filtration.natural B (fun t => (hm t).stronglyMeasurable) - let D (t : ℝ≥0) (ω : Ω) := logStopMargin κ q₀.1.im u lo hi ε N (c.Q t ω) (B t ω) - have hBa : Adapted f B := - (Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)).adapted - have hDa : Adapted f D := by - intro t - change Measurable[f t] ((fun p : (ℂ × ℝ) × ℝ => logStopMargin κ q₀.1.im u lo hi ε N p.1 p.2) ∘ - (fun ω => (c.Q t ω, B t ω))) - exact (continuous_logStopMargin κ q₀.1.im u lo hi ε N).measurable.comp - ((c.adapted t).prodMk (hBa t)) - have hDc (ω : Ω) : Continuous (fun t => D t ω) := by - change Continuous ((fun p : (ℂ × ℝ) × ℝ => logStopMargin κ q₀.1.im u lo hi ε N p.1 p.2) ∘ - (fun t : ℝ≥0 => (c.Q t ω, B t ω))) - exact (continuous_logStopMargin κ q₀.1.im u lo hi ε N).comp - (((c.lipschitz ω).continuous.comp NNReal.continuous_coe).prodMk (hBc ω)) - have hD0 (ω : Ω) : 0 ≤ D 0 ω := by - change 0 ≤ logStopMargin κ q₀.1.im u lo hi ε N (c.Q (0 : ℝ≥0) ω) (B 0 ω) - rw [NNReal.coe_zero, c.initial ω, hB0 ω, logStopMargin_nonneg_iff] - refine ⟨?_, hε0, ?_, hhi.le, ?_⟩ - · simpa only [logRadiusClock, sub_self, zero_add, hq0] using hu - · have hd : 0 ≤ u / (2 * ε) := div_nonneg hu (by positivity) - linarith - · simpa only [abs_zero] using hN - obtain ⟨τ, hτ, hb, hleD, hltD, hzero⟩ := first_margin_stopping f D hDa hDc hD0 T - have hin (ω : Ω) (t : ℝ≥0) (ht : t ≤ τ ω) : - logRadiusClock q₀.1.im (c.Q t ω) ≤ u ∧ - ε ≤ logAngleSq κ (c.Q t ω) (B t ω) ∧ - lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi ∧ |B t ω| ≤ N := - (logStopMargin_nonneg_iff κ q₀.1.im u lo hi ε N _ _).mp (hleD ω t ht) - have hg (ω : Ω) : - (c.Q (τ ω) ω).1.im ≤ q₀.1.im ∧ - q₀.1.im - logRadiusClock q₀.1.im (c.Q (τ ω) ω) / (2 * ε) ≤ (c.Q (τ ω) ω).1.im ∧ - (4 * ε ^ 2 / Real.exp (2 * q₀.1.im)) * τ ω ≤ logRadiusClock q₀.1.im (c.Q (τ ω) ω) := by - have hd (s : ℝ) (hs : s ∈ Icc 0 (τ ω : ℝ)) : - HasDerivWithinAt (fun t => c.Q t ω) - (physicalLogLoewnerField (Real.sqrt κ * B s.toNNReal ω) (c.Q s ω)) - (Icc 0 (τ ω : ℝ)) s := by - have hst : s.toNNReal ≤ τ ω := Real.toNNReal_le_iff_le_coe.mpr hs.2 - have hbounds := (hin ω s.toNNReal hst).2.2 - rw [Real.coe_toNNReal _ hs.1] at hbounds - have hh := (c.derivative ω s hs.1).mono (show Icc (0 : ℝ) (τ ω : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) - rwa [clippedLogLoewnerField_eq_physical lo hi hle _ _ ⟨hbounds.1, hbounds.2.1⟩] at hh - have ha (s : ℝ) (hs : s ∈ Icc 0 (τ ω : ℝ)) : - ε ≤ logAngleSq κ (c.Q s ω) (B s.toNNReal ω) := by - have hh := (hin ω s.toNNReal (Real.toNNReal_le_iff_le_coe.mpr hs.2)).2.1 - simpa only [Real.coe_toNNReal _ hs.1] using hh - have hq : (c.Q 0 ω).2 = 0 := by rw [c.initial ω, hq0] - have hh := log_loewner_height_clock_bounds (τ ω).coe_nonneg hε hq hd ha - simpa only [c.initial ω] using hh - have hτlt (ω : Ω) : τ ω < T := by - by_contra hn - have he : τ ω = T := le_antisymm (hb ω) (not_lt.mp hn) - have hh := (hg ω).2.2.trans (hin ω (τ ω) le_rfl).1 - rw [he] at hh - exact (not_le_of_gt hT) hh - have he (ω : Ω) : - logRadiusClock q₀.1.im (c.Q (τ ω) ω) = u ∨ - logAngleSq κ (c.Q (τ ω) ω) (B (τ ω) ω) = ε ∨ |B (τ ω) ω| = N := by - obtain ⟨hr, ha, hl, hh, hbn⟩ := hin ω (τ ω) le_rfl - have hstrictlo : lo < (c.Q (τ ω) ω).1.im := by - have hdiv := div_le_div_of_nonneg_right hr (show 0 ≤ 2 * ε by positivity) - linarith [(hg ω).2.1] - have hstricthi : (c.Q (τ ω) ω).1.im < hi := (hg ω).1.trans_lt hhi - by_contra hn - push Not at hn - have hp : 0 < D (τ ω) ω := - (logStopMargin_pos_iff κ q₀.1.im u lo hi ε N _ _).mpr - ⟨lt_of_le_of_ne hr hn.1, lt_of_le_of_ne ha (Ne.symm hn.2.1), - hstrictlo, hstricthi, lt_of_le_of_ne hbn hn.2.2⟩ - rw [hzero ω (hτlt ω)] at hp - exact lt_irrefl 0 hp - let R := max (‖q₀‖ + c.L * T) N - have hR : 0 ≤ R := hN.trans (le_max_right _ _) - have hinside (ω : Ω) (t : ℝ≥0) (ht : t ≤ τ ω) : - ‖(c.Q t ω, B t ω)‖ ≤ R ∧ lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi := by - refine ⟨?_, (hin ω t ht).2.2.1, (hin ω t ht).2.2.2.1⟩ - rw [Prod.norm_def, max_le_iff, Real.norm_eq_abs] - exact ⟨(c.norm_le ω t T (ht.trans (hb ω))).trans (le_max_left _ _), - (hin ω t ht).2.2.2.2.trans (le_max_right _ _)⟩ - obtain ⟨hint, hmean⟩ := c.stopped_green hB hBm hBc hκ hκ8 R hR τ hτ T hb hinside - refine ⟨τ, hτ, hτlt, hin, ?_, he, hint, hmean⟩ - intro ω t ht - exact (logStopMargin_pos_iff κ q₀.1.im u lo hi ε N _ _).mp (hltD ω t ht) - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma continuous_path_bounded_by_nat (B : ℝ≥0 → ℝ) (hB : Continuous B) (T : ℝ≥0) : - ∃ n : ℕ, ∀ t : ℝ≥0, t ≤ T → |B t| < (n : ℝ) + 1 := by - obtain ⟨C, hC⟩ := (isCompact_Icc : IsCompact (Icc (0 : ℝ≥0) T)).exists_bound_of_continuousOn hB.continuousOn - obtain ⟨n, hn⟩ := exists_nat_gt C - refine ⟨n, fun t ht => ?_⟩ - have hh : |B t| ≤ C := by simpa only [Real.norm_eq_abs] using hC t ⟨zero_le, ht⟩ - linarith - -lemma first_radius_angle_le (S A : ℝ≥0 → ℝ) (u ε : ℝ) (s t : ℝ≥0) - (hpre : ∀ v, v < s → S v < u ∧ ε < A v) - (hat : S t = u ∨ A t = ε) : s ≤ t := by - by_contra hn - obtain ⟨hr, ha⟩ := hpre t (not_le.mp hn) - rcases hat with h | h - · exact (ne_of_lt hr) h - · exact (ne_of_gt ha) h - -lemma bounded_iSup_stopping - {Ω : Type*} [mΩ : MeasurableSpace Ω] (f : Filtration ℝ≥0 mΩ) - (τ : ℕ → Ω → ℝ≥0) - (hτ : ∀ n, IsStoppingTime f (fun ω => (τ n ω : WithTop ℝ≥0))) - (T : ℝ≥0) (hb : ∀ n ω, τ n ω ≤ T) : - IsStoppingTime f (fun ω => ((⨆ n, τ n ω : ℝ≥0) : WithTop ℝ≥0)) := by - intro t - have he : {ω | ((⨆ n, τ n ω : ℝ≥0) : WithTop ℝ≥0) ≤ t} = - ⋂ n : ℕ, {ω | (τ n ω : WithTop ℝ≥0) ≤ t} := by - ext ω - simp only [mem_ofPred_eq, WithTop.coe_le_coe, mem_iInter] - exact ciSup_le_iff ⟨T, by rintro v ⟨n, rfl⟩; exact hb n ω⟩ - rw [he] - exact MeasurableSet.iInter (fun n => hτ n t) - -lemma greenLogDensity_nonneg (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : 0 ≤ greenLogDensity κ q b := - (Real.exp_pos _).le - -lemma greenLogDensity_le_radius - (κ η₀ u : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) (q : ℂ × ℝ) (b : ℝ) - (hclock : logRadiusClock η₀ q ≤ u) : - greenLogDensity κ q b ≤ Real.exp (codimension κ * (u - Real.log 2 - η₀)) := by - simpa only [Real.one_rpow, mul_one] using - greenLogDensity_le_at_angular_exit κ η₀ u 1 hκ hκ8 q b hclock (logAngleSq_le_one κ q b) - - - -theorem ClippedLogSolution.finite_angular_law - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} - (c : ClippedLogSolution B hm κ lo hi hle q₀) - (hκ : 0 < κ) (hκ8 : κ < 8) (hq0 : q₀.2 = 0) - (u ε : ℝ) (hu : 0 ≤ u) (hε : 0 < ε) - (hε0 : ε ≤ logAngleSq κ q₀ 0) - (hlo : lo < q₀.1.im - u / (2 * ε)) (hhi : q₀.1.im < hi) - (T : ℝ≥0) (hT : u < (4 * ε ^ 2 / Real.exp (2 * q₀.1.im)) * T) : - ∃ τ : Ω → ℝ≥0, - IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0)) ∧ - (∀ ω, τ ω < T) ∧ - (∀ ω t, t ≤ τ ω → - logRadiusClock q₀.1.im (c.Q t ω) ≤ u ∧ - ε ≤ logAngleSq κ (c.Q t ω) (B t ω) ∧ - lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi) ∧ - (∀ ω t, t < τ ω → - logRadiusClock q₀.1.im (c.Q t ω) < u ∧ ε < logAngleSq κ (c.Q t ω) (B t ω)) ∧ - (∀ ω, logRadiusClock q₀.1.im (c.Q (τ ω) ω) = u ∨ - logAngleSq κ (c.Q (τ ω) ω) (B (τ ω) ω) = ε) ∧ - Integrable (fun ω => greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω)) P ∧ - (∫ ω, greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) ∂P) = greenLogDensity κ q₀ 0 := by - classical - let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure - have hall (n : ℕ) := c.finite_radius_cutoff hB hBm hBc hB0 hκ hκ8 hq0 - u ε ((n : ℝ) + 1) hu hε (by positivity) hε0 hlo hhi T hT - choose τn hstop htime hin hpre hboundary hint hmean using hall - let τ (ω : Ω) : ℝ≥0 := ⨆ n, τn n ω - have hb (n : ℕ) (ω : Ω) : τn n ω ≤ T := (htime n ω).le - have hbd (ω : Ω) : BddAbove (range (fun n => τn n ω)) := - ⟨T, by rintro v ⟨n, rfl⟩; exact hb n ω⟩ - have hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0)) := bounded_iSup_stopping _ τn hstop T hb - have hstable (ω : Ω) : ∃ n : ℕ, τ ω = τn n ω ∧ - (∀ m, n ≤ m → τn m ω = τ ω) ∧ - (logRadiusClock q₀.1.im (c.Q (τ ω) ω) = u ∨ - logAngleSq κ (c.Q (τ ω) ω) (B (τ ω) ω) = ε) := by - obtain ⟨n, hnb⟩ := continuous_path_bounded_by_nat (fun t => B t ω) (hBc ω) T - have hhit (m : ℕ) (hnm : n ≤ m) : - logRadiusClock q₀.1.im (c.Q (τn m ω) ω) = u ∨ - logAngleSq κ (c.Q (τn m ω) ω) (B (τn m ω) ω) = ε := by - rcases hboundary m ω with h | h | h - · exact Or.inl h - · exact Or.inr h - · have hh := hnb (τn m ω) (hb m ω) - have hnm' : (n : ℝ) ≤ m := by exact_mod_cast hnm - linarith - have hle (m : ℕ) : τn m ω ≤ τn n ω := - first_radius_angle_le _ _ u ε _ _ (fun t ht => ⟨(hpre m ω t ht).1, (hpre m ω t ht).2.1⟩) - (hhit n le_rfl) - have he : τ ω = τn n ω := le_antisymm (ciSup_le hle) (le_ciSup (hbd ω) n) - refine ⟨n, he, ?_, ?_⟩ - · intro m hnm - rw [he] - apply le_antisymm (hle m) - exact first_radius_angle_le _ _ u ε _ _ - (fun t ht => ⟨(hpre n ω t ht).1, (hpre n ω t ht).2.1⟩) (hhit m hnm) - · rw [he] - exact hhit n le_rfl - have hτtime (ω : Ω) : τ ω < T := by - obtain ⟨n, he, _⟩ := hstable ω - rw [he] - exact htime n ω - have hτin (ω : Ω) (t : ℝ≥0) (ht : t ≤ τ ω) : - logRadiusClock q₀.1.im (c.Q t ω) ≤ u ∧ - ε ≤ logAngleSq κ (c.Q t ω) (B t ω) ∧ - lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi := by - obtain ⟨n, he, _⟩ := hstable ω - obtain ⟨h1, h2, h3, h4, _⟩ := hin n ω t (by simpa only [he] using ht) - exact ⟨h1, h2, h3, h4⟩ - have hτpre (ω : Ω) (t : ℝ≥0) (ht : t < τ ω) : - logRadiusClock q₀.1.im (c.Q t ω) < u ∧ ε < logAngleSq κ (c.Q t ω) (B t ω) := by - obtain ⟨n, he, _⟩ := hstable ω - have hh := hpre n ω t (by simpa only [he] using ht) - exact ⟨hh.1, hh.2.1⟩ - let K := Real.exp (codimension κ * (u - Real.log 2 - q₀.1.im)) - have hbound (n : ℕ) (ω : Ω) : - ‖greenLogDensity κ (c.Q (τn n ω) ω) (B (τn n ω) ω)‖ ≤ K := by - rw [Real.norm_eq_abs, abs_of_nonneg (greenLogDensity_nonneg _ _ _)] - exact greenLogDensity_le_radius κ q₀.1.im u hκ hκ8 _ _ (hin n ω (τn n ω) le_rfl).1 - have hlim (ω : Ω) : Tendsto - (fun n => greenLogDensity κ (c.Q (τn n ω) ω) (B (τn n ω) ω)) atTop - (𝓝 (greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω))) := by - obtain ⟨n, _, he, _⟩ := hstable ω - apply tendsto_const_nhds.congr' - exact (eventually_ge_atTop n).mono (fun m hm => by dsimp only; rw [he m hm]) - have hτm := stopping_time_measurable_nnreal hτ - have hQm : Measurable (fun ω => c.Q (τ ω) ω) := - c.measurable.comp ((NNReal.continuous_coe.measurable.comp hτm).prodMk measurable_id) - have hBmτ : Measurable (fun ω => B (τ ω) ω) := hBm.comp (hτm.prodMk measurable_id) - have hfm : Measurable (fun ω => greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω)) := - (greenLogDensity_contDiff κ).continuous.measurable.comp (hQm.prodMk hBmτ) - have hfi : Integrable (fun ω => greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω)) P := by - apply Integrable.of_bound hfm.aestronglyMeasurable K - exact Eventually.of_forall fun ω => by - rw [Real.norm_eq_abs, abs_of_nonneg (greenLogDensity_nonneg _ _ _)] - exact greenLogDensity_le_radius κ q₀.1.im u hκ hκ8 _ _ (hτin ω (τ ω) le_rfl).1 - have hconv := tendsto_integral_of_dominated_convergence (fun _ : Ω => K) - (fun n => (hint n).aestronglyMeasurable) (integrable_const K) - (fun n => Eventually.of_forall (hbound n)) (Eventually.of_forall hlim) - have hmean' : (∫ ω, greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) ∂P) = - greenLogDensity κ q₀ 0 := by - apply tendsto_nhds_unique hconv - simp only [hmean] - exact tendsto_const_nhds - exact ⟨τ, hτ, hτtime, hτin, hτpre, fun ω => (hstable ω).choose_spec.2.2, hfi, hmean'⟩ - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -noncomputable def initialLogCoordinates (z : ℂ) : ℂ × ℝ := - ((z.re : ℂ) + (Real.log z.im : ℂ) * Complex.I, 0) - -noncomputable def restoreLogPoint (q : ℂ × ℝ) : ℂ := - (q.1.re : ℂ) + (Real.exp q.1.im : ℂ) * Complex.I - -lemma restoreLogPoint_im (q : ℂ × ℝ) : (restoreLogPoint q).im = Real.exp q.1.im := by - simp only [restoreLogPoint, Complex.add_im, Complex.ofReal_im, Complex.mul_im, - Complex.ofReal_re, Complex.I_im, Complex.I_re, mul_one, mul_zero, add_zero, zero_add] - -lemma restoreLogPoint_initial (z : ℂ) (hz : z ∈ upperHalfPlane) : - restoreLogPoint (initialLogCoordinates z) = z := by - apply Complex.ext <;> simp [restoreLogPoint, initialLogCoordinates, Real.exp_log hz] - -lemma restoreLogPoint_derivative {Q : ℝ → ℂ × ℝ} {D : Set ℝ} {t u : ℝ} - (hQ : HasDerivWithinAt Q (physicalLogLoewnerField u (Q t)) D t) : - HasDerivWithinAt (fun s => restoreLogPoint (Q s)) - (2 / (restoreLogPoint (Q t) - (u : ℂ))) D t := by - have hr := Complex.reCLM.hasFDerivAt.comp_hasDerivWithinAt t hQ.fst - have hi := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t hQ.fst - have hd := (Complex.ofRealCLM.hasFDerivAt.comp_hasDerivWithinAt t hr).add - ((Complex.ofRealCLM.hasFDerivAt.comp_hasDerivWithinAt t hi.exp).mul_const Complex.I) - convert hd using 1 <;> try rfl - · let Z := restoreLogPoint (Q t) - (u : ℂ) - have he : (((Q t).1.re - u : ℝ) : ℂ) + (Real.exp (Q t).1.im : ℂ) * Complex.I = Z := by - simp only [Z, restoreLogPoint, Complex.ofReal_sub]; ring - have hZi : Z.im = Real.exp (Q t).1.im := by - dsimp only [Z] - rw [Complex.sub_im, Complex.ofReal_im, sub_zero, restoreLogPoint_im] - simp only [Function.comp_def, Complex.reCLM_apply, Complex.ofRealCLM_apply, - Complex.imCLM_apply, physicalLogLoewnerField, he, Complex.add_re, Complex.add_im, - Complex.ofReal_re, Complex.ofReal_im, Complex.mul_re, Complex.mul_im, - Complex.I_re, Complex.I_im, mul_zero, sub_self, add_zero, mul_one, zero_add] - change 2 / Z = ((2 * Z⁻¹.re : ℝ) : ℂ) + - ((Real.exp (Q t).1.im * (-2 * Complex.normSq Z⁻¹) : ℝ) : ℂ) * Complex.I - apply Complex.ext - · simp only [div_eq_mul_inv, Complex.mul_re, Complex.re_ofNat, Complex.im_ofNat, - zero_mul, sub_zero, Complex.add_re, Complex.ofReal_re, Complex.ofReal_im, - Complex.I_re, Complex.I_im, mul_zero, sub_self, add_zero] - · simp only [div_eq_mul_inv, Complex.mul_im, Complex.re_ofNat, Complex.im_ofNat, - zero_mul, add_zero, Complex.add_im, Complex.ofReal_re, Complex.ofReal_im, - Complex.I_re, Complex.I_im, mul_zero, mul_one, zero_add, Complex.inv_im, - Complex.normSq_inv, hZi] - ring - - - -theorem clipped_log_identification - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (z : ℂ) (hz : z ∈ upperHalfPlane) (T : ℝ≥0) - (lo hi : ℝ) (hle : lo ≤ hi) (Q : ℝ → ℂ × ℝ) - (hQ0 : Q 0 = initialLogCoordinates z) - (hQd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt Q - (clippedLogLoewnerField lo hi hle (U t.toNNReal) (Q t)) (Icc 0 (T : ℝ)) t) - (hb : ∀ t ∈ Icc 0 (T : ℝ), (Q t).1.im ∈ Icc lo hi) : - z ∈ survivingDomain γ T ∧ EqOn Q (logLoewnerCoordinates G z) (Icc 0 (T : ℝ)) := by - let W (t : ℝ) := restoreLogPoint (Q t) - have hW0 : W 0 = z := by - change restoreLogPoint (Q 0) = z - rw [hQ0, restoreLogPoint_initial z hz] - have hp (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : 0 < (W t).im := by - change 0 < (restoreLogPoint (Q t)).im - rw [restoreLogPoint_im]; exact Real.exp_pos _ - have hd (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt W - (2 / (W t - (U t.toNNReal : ℂ))) (Icc 0 (T : ℝ)) t := by - apply restoreLogPoint_derivative - have hh := hQd t ht - rwa [clippedLogLoewnerField_eq_physical lo hi hle _ _ (hb t ht)] at hh - obtain ⟨hlive, he⟩ := loewner_survival_of_positive_solution hU h T W hp hd - rw [hW0] at hlive he - have hη : Real.log (G T z).im = (Q T).1.im := by - rw [he] - change Real.log (restoreLogPoint (Q T)).im = _ - rw [restoreLogPoint_im, Real.log_exp] - have hh₀ := hb 0 ⟨le_rfl, T.coe_nonneg⟩ - rw [hQ0] at hh₀ - have hhi : Real.log z.im ≤ hi := by simpa [initialLogCoordinates] using hh₀.2 - exact ⟨hlive, clipped_log_loewner_agrees hU h T z hlive lo hi hle - (by rw [hη]; exact (hb T ⟨T.coe_nonneg, le_rfl⟩).1) hhi Q hQ0 hQd⟩ - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -theorem exists_joint_clipped_flow - {Ω : Type*} [MeasurableSpace Ω] - (U : ℝ≥0 → Ω → ℝ) - (hUm : Measurable (fun p : ℝ≥0 × Ω => U p.1 p.2)) - (hUc : ∀ ω, Continuous (fun t => U t ω)) - (q₀ : Ω → ℂ × ℝ) (hq₀ : Measurable q₀) - (lo hi : ℝ) (hle : lo ≤ hi) : - ∃ Q : ℝ → Ω → ℂ × ℝ, - Measurable (fun p : ℝ × Ω => Q p.1 p.2) ∧ - (∀ ω, Q 0 ω = q₀ ω) ∧ - (∀ ω t, 0 ≤ t → HasDerivWithinAt (fun s => Q s ω) - (clippedLogLoewnerField lo hi hle (U t.toNNReal ω) (Q t ω)) (Ici 0) t) := by - obtain ⟨L, K, hbound, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle - let V (t : ℝ) (ω : Ω) (x : ℂ × ℝ) := - clippedLogLoewnerField lo hi hle (U t.toNNReal ω) (q₀ ω + x) - have hUr : Measurable (fun p : ℝ × Ω => U p.1.toNNReal p.2) := - hUm.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk measurable_snd) - have hV : Measurable (fun p : (ℝ × Ω) × (ℂ × ℝ) => V p.1.1 p.1.2 p.2) := by - change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun p : (ℝ × Ω) × (ℂ × ℝ) => (U p.1.1.toNNReal p.1.2, q₀ p.1.2 + p.2))) - exact (continuous_clippedLogLoewnerField lo hi hle).measurable.comp - ((hUr.comp measurable_fst).prodMk - ((hq₀.comp (measurable_snd.comp measurable_fst)).add measurable_snd)) - have hVc (ω : Ω) (x : ℂ × ℝ) : Continuous (fun t : ℝ => V t ω x) := by - change Continuous ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ - (fun t : ℝ => (U t.toNNReal ω, q₀ ω + x))) - exact (continuous_clippedLogLoewnerField lo hi hle).comp - (((hUc ω).comp continuous_real_toNNReal).prodMk continuous_const) - have hVl (ω : Ω) (t : ℝ) : LipschitzWith K (V t ω) := by - apply LipschitzWith.of_dist_le_mul - intro x y - simpa only [V, dist_add_left] using (hlip (U t.toNNReal ω)).dist_le_mul (q₀ ω + x) (q₀ ω + y) - obtain ⟨X, hXm, _, hX0, hXd, _⟩ := exists_measurable_global_bounded_ode_picard - V 0 L K hV hVc hVl (fun ω t x => hbound _ _) - refine ⟨fun t ω => q₀ ω + X t ω, (hq₀.comp measurable_snd).add hXm, ?_, ?_⟩ - · intro ω; change q₀ ω + X 0 ω = q₀ ω; rw [hX0, add_zero] - · intro ω t ht - simpa only [V] using (hXd ω t ht).const_add (q₀ ω) - -lemma measurable_initialLogCoordinates : Measurable initialLogCoordinates := by - exact ((Complex.measurable_ofReal.comp Complex.measurable_re).add - ((Complex.measurable_ofReal.comp (Real.measurable_log.comp Complex.measurable_im)).mul_const - Complex.I)).prodMk measurable_const - - -theorem exists_spatial_clipped_flow - {Ω : Type*} [MeasurableSpace Ω] - (U : ℝ≥0 → Ω → ℝ) - (hUm : Measurable (fun p : ℝ≥0 × Ω => U p.1 p.2)) - (hUc : ∀ ω, Continuous (fun t => U t ω)) (n : ℕ) : - ∃ Q : ℝ → ℂ × Ω → ℂ × ℝ, - Measurable (fun p : ℝ × (ℂ × Ω) => Q p.1 p.2) ∧ - (∀ z ω, Q 0 (z, ω) = initialLogCoordinates z) ∧ - (∀ z ω t, 0 ≤ t → HasDerivWithinAt (fun s => Q s (z, ω)) - (clippedLogLoewnerField (-(n : ℝ)) n (by linarith [Nat.cast_nonneg (α := ℝ) n]) - (U t.toNNReal ω) (Q t (z, ω))) (Ici 0) t) := by - obtain ⟨Q, hQm, hQ0, hQd⟩ := exists_joint_clipped_flow (fun t (p : ℂ × Ω) => U t p.2) - (hUm.comp (measurable_fst.prodMk (measurable_snd.comp measurable_snd))) - (fun p => hUc p.2) (fun p => initialLogCoordinates p.1) - (measurable_initialLogCoordinates.comp measurable_fst) (-(n : ℝ)) n (by linarith [Nat.cast_nonneg (α := ℝ) n]) - exact ⟨Q, hQm, fun z ω => hQ0 (z, ω), fun z ω t ht => hQd (z, ω) t ht⟩ - -end SLEExactGauge -end - - -section - -open Set Filter -open scoped Topology NNReal -namespace SLEExactGauge - -lemma clipped_log_height_derivative - {U : ℝ≥0 → ℝ} {lo hi : ℝ} {hle : lo ≤ hi} {Q : ℝ → ℂ × ℝ} - {t : ℝ} {S : Set ℝ} - (hd : HasDerivWithinAt Q - (clippedLogLoewnerField lo hi hle (U t.toNNReal) (Q t)) S t) : - HasDerivWithinAt (fun s => (Q s).1.im) - (-2 * Complex.normSq (clippedCenter lo hi hle (U t.toNNReal) (Q t))⁻¹) S t := by - simpa only [Function.comp_def, Complex.imCLM_apply, clippedLogLoewnerField, - Complex.add_im, Complex.ofReal_im, Complex.mul_im, Complex.ofReal_re, - Complex.I_im, Complex.I_re, mul_one, mul_zero, add_zero, zero_add] - using Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t hd.fst - -lemma clipped_log_height_antitone - {U : ℝ≥0 → ℝ} {lo hi : ℝ} {hle : lo ≤ hi} {Q : ℝ → ℂ × ℝ} - (T : ℝ≥0) - (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt Q - (clippedLogLoewnerField lo hi hle (U t.toNNReal) (Q t)) (Icc 0 (T : ℝ)) t) : - AntitoneOn (fun t => (Q t).1.im) (Icc 0 (T : ℝ)) := by - have he (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) := clipped_log_height_derivative (hd t ht) - apply antitoneOn_of_hasDerivWithinAt_nonpos (convex_Icc _ _) - (fun t ht => (he t ht).continuousWithinAt) - (fun t ht => (he t (interior_subset ht)).mono interior_subset) - intro t ht - exact mul_nonpos_of_nonpos_of_nonneg (by norm_num) (Complex.normSq_nonneg _) - - - -lemma clipped_log_identification_of_endpoint - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) - (T : ℝ≥0) (z : ℂ) (hz : z ∈ upperHalfPlane) - (lo hi : ℝ) (hle : lo ≤ hi) (Q : ℝ → ℂ × ℝ) - (hQ0 : Q 0 = initialLogCoordinates z) - (hQd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt Q - (clippedLogLoewnerField lo hi hle (U t.toNNReal) (Q t)) (Icc 0 (T : ℝ)) t) - (hlo : lo ≤ (Q T).1.im) (hhi : Real.log z.im ≤ hi) : - z ∈ survivingDomain γ T ∧ EqOn Q (logLoewnerCoordinates G z) (Icc 0 (T : ℝ)) := by - apply clipped_log_identification hU h z hz T lo hi hle Q hQ0 hQd - have hm := clipped_log_height_antitone T hQd - intro t ht - refine ⟨hlo.trans (hm ht ⟨T.coe_nonneg, le_rfl⟩ ht.2), ?_⟩ - have hh := hm (show (0 : ℝ) ∈ Icc 0 (T : ℝ) from ⟨le_rfl, T.coe_nonneg⟩) ht ht.1 - change (Q t).1.im ≤ (Q 0).1.im at hh - rw [hQ0] at hh - have hinit : (initialLogCoordinates z).1.im = Real.log z.im := by - simp [initialLogCoordinates] - rw [hinit] at hh - exact hh.trans hhi - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -noncomputable def powerLogDensity (κ p a : ℝ) (q : ℂ × ℝ) (x : ℝ) : ℝ := - Real.exp (-p * Real.log 2 + p * q.2 + - (a - p) * q.1.im - - (a / 2) * Real.log (greenLogNormSq κ q x)) -lemma powerLogDensity_contDiff (κ p a : ℝ) : - ContDiff ℝ (⊤ : ℕ∞) (fun zz : (ℂ × ℝ) × ℝ => powerLogDensity κ p a zz.1 zz.2) := by - have hre : ContDiff ℝ (⊤ : ℕ∞) (fun zz : (ℂ × ℝ) × ℝ => zz.1.1.re) := - Complex.reCLM.contDiff.comp contDiff_fst.fst - have him : ContDiff ℝ (⊤ : ℕ∞) (fun zz : (ℂ × ℝ) × ℝ => zz.1.1.im) := - Complex.imCLM.contDiff.comp contDiff_fst.fst - have hN : ContDiff ℝ (⊤ : ℕ∞) (fun zz : (ℂ × ℝ) × ℝ => greenLogNormSq κ zz.1 zz.2) := by - exact ((hre.sub (contDiff_const.mul contDiff_snd)).pow 2).add - ((contDiff_const.mul him).exp) - have hlog := hN.log (fun zz => (greenLogNormSq_pos κ zz.1 zz.2).ne') - unfold powerLogDensity - apply ContDiff.exp - exact (((contDiff_const.add (contDiff_const.mul contDiff_fst.snd)).add - (contDiff_const.mul him)).sub (contDiff_const.mul hlog)) - -lemma powerLogDensity_spatial_derivative (κ p a : ℝ) (q : ℂ × ℝ) (x : ℝ) : - HasDerivAt (powerLogDensity κ p a q) - (powerLogDensity κ p a q x * (a * Real.sqrt κ * (q.1.re - Real.sqrt κ * x) / - greenLogNormSq κ q x)) x := by - have hX := (hasDerivAt_const x q.1.re).sub ((hasDerivAt_id x).const_mul (Real.sqrt κ)) - have hN : HasDerivAt (greenLogNormSq κ q) - (2 * (q.1.re - Real.sqrt κ * x) * (-Real.sqrt κ)) x := by - convert (hX.pow 2).add_const (Real.exp (2 * q.1.im)) using 1 <;> try rfl - simp - have hlog := hN.log (greenLogNormSq_pos κ q x).ne' - have hd := ((hasDerivAt_const x (-p * Real.log 2 + p * q.2 + - (a - p) * q.1.im)).sub - (hlog.const_mul (a / 2))).exp - convert hd using 1 <;> try rfl - dsimp only [powerLogDensity, Pi.sub_apply, Pi.mul_apply, Function.comp_def] - ring - -lemma powerLogDensity_spatial_second (κ p a : ℝ) (hκ : 0 ≤ κ) (q : ℂ × ℝ) (x : ℝ) : - iteratedDeriv 2 (powerLogDensity κ p a q) x = - powerLogDensity κ p a q x * κ * a * - ((a + 1) * (q.1.re - Real.sqrt κ * x) ^ 2 - Real.exp (2 * q.1.im)) / - (greenLogNormSq κ q x) ^ 2 := by - have hd : deriv (powerLogDensity κ p a q) = fun x => - powerLogDensity κ p a q x * (a * Real.sqrt κ * (q.1.re - Real.sqrt κ * x) / - greenLogNormSq κ q x) := funext fun x => (powerLogDensity_spatial_derivative κ p a q x).deriv - have hX := (hasDerivAt_const x q.1.re).sub ((hasDerivAt_id x).const_mul (Real.sqrt κ)) - have hN : HasDerivAt (greenLogNormSq κ q) - (2 * (q.1.re - Real.sqrt κ * x) * (-Real.sqrt κ)) x := by - convert (hX.pow 2).add_const (Real.exp (2 * q.1.im)) using 1 <;> try rfl - simp - have hcoef := (hX.const_mul (a * Real.sqrt κ)).div hN - (greenLogNormSq_pos κ q x).ne' - have hsecond := (powerLogDensity_spatial_derivative κ p a q x).mul hcoef - rw [show (2 : ℕ) = 1 + 1 from rfl, iteratedDeriv_succ, iteratedDeriv_one, hd] - dsimp only [Pi.mul_apply, Pi.sub_apply, Pi.div_apply, id_eq] at hsecond - change HasDerivAt (fun y => powerLogDensity κ p a q y * - (a * Real.sqrt κ * (q.1.re - Real.sqrt κ * y) / greenLogNormSq κ q y)) _ x at hsecond - rw [hsecond.deriv] - have hn := (greenLogNormSq_pos κ q x).ne' - dsimp only [greenLogNormSq] - generalize powerLogDensity κ p a q x = f - generalize q.1.re - Real.sqrt κ * x = X - generalize Real.exp (2 * q.1.im) = Y - have hs := Real.sq_sqrt hκ - generalize Real.sqrt κ = r at * - rw [← hs] - field_simp - ring - -lemma powerLogDensity_directional (κ p a : ℝ) (q v : ℂ × ℝ) (x : ℝ) : - (fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) q) v = - powerLogDensity κ p a q x * (p * v.2 + - (a - p) * v.1.im - (a / 2) * - ((2 * (q.1.re - Real.sqrt κ * x) * v.1.re + - 2 * Real.exp (2 * q.1.im) * v.1.im) / greenLogNormSq κ q x)) := by - have hzre : HasDerivAt (fun t : ℝ => (q + t • v).1.re) v.1.re 0 := by - simpa only [Prod.fst_add, Prod.smul_fst, Complex.add_re, Complex.smul_re, smul_eq_mul, - id_eq, one_mul] using ((hasDerivAt_id (0 : ℝ)).mul_const v.1.re).const_add q.1.re - have hzim : HasDerivAt (fun t : ℝ => (q + t • v).1.im) v.1.im 0 := by - simpa only [Prod.fst_add, Prod.smul_fst, Complex.add_im, Complex.smul_im, smul_eq_mul, - id_eq, one_mul] using ((hasDerivAt_id (0 : ℝ)).mul_const v.1.im).const_add q.1.im - have hj : HasDerivAt (fun t : ℝ => (q + t • v).2) v.2 0 := by - simpa only [Prod.snd_add, Prod.smul_snd, smul_eq_mul, id_eq, one_mul] - using ((hasDerivAt_id (0 : ℝ)).mul_const v.2).const_add q.2 - have hN : HasDerivAt (fun t : ℝ => greenLogNormSq κ (q + t • v) x) - (2 * (q.1.re - Real.sqrt κ * x) * v.1.re + - 2 * Real.exp (2 * q.1.im) * v.1.im) 0 := by - convert ((hzre.sub_const (Real.sqrt κ * x)).pow 2).add ((hzim.const_mul 2).exp) using 1 <;> try rfl - simp only [zero_smul, add_zero, Nat.cast_ofNat] - ring - have hlog := hN.log (by simpa only [zero_smul, add_zero] using (greenLogNormSq_pos κ q x).ne') - have hcalc := (((hj.const_mul (p)).const_add (-p * Real.log 2)).add - (hzim.const_mul (a - p))).sub - (hlog.const_mul (a / 2)) - have hline : HasDerivAt (fun t : ℝ => powerLogDensity κ p a (q + t • v) x) - (powerLogDensity κ p a q x * (p * v.2 + - (a - p) * v.1.im - (a / 2) * - ((2 * (q.1.re - Real.sqrt κ * x) * v.1.re + - 2 * Real.exp (2 * q.1.im) * v.1.im) / greenLogNormSq κ q x))) 0 := by - convert hcalc.exp using 1 <;> try rfl - simp only [Pi.sub_apply, Pi.add_apply, zero_smul, add_zero] - simp only [powerLogDensity] - have hcd : ContDiff ℝ (⊤ : ℕ∞) (fun r : ℂ × ℝ => powerLogDensity κ p a r x) := - (powerLogDensity_contDiff κ p a).comp (contDiff_id.prodMk contDiff_const) - have haff : HasDerivAt (fun t : ℝ => q + t • v) v 0 := by - simpa only [id_eq, one_smul] using ((hasDerivAt_id (0 : ℝ)).smul_const v).const_add q - have hfd : HasFDerivAt (fun r : ℂ × ℝ => powerLogDensity κ p a r x) - (fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) q) (q + (0 : ℝ) • v) := by - simpa using ((hcd.differentiable (by simp)) q).hasFDerivAt - have hchain := hfd.comp_hasDerivAt 0 haff - simpa only [Function.comp_def] using hchain.unique hline - -lemma powerLogDensity_pair_directional (κ p a : ℝ) (q v : ℂ × ℝ) (x : ℝ) : - fderiv ℝ (fun zz : (ℂ × ℝ) × ℝ => powerLogDensity κ p a zz.1 zz.2) (q, x) (v, 0) = - fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) q v := by - have hd := ((powerLogDensity_contDiff κ p a).differentiable (by simp)) (q, x) - have hp := (hasFDerivAt_id (𝕜 := ℝ) q).prodMk (hasFDerivAt_const (𝕜 := ℝ) (E := ℂ × ℝ) x q) - have hc := (hd.hasFDerivAt.comp q hp).fderiv - have he := congrArg (fun D : (ℂ × ℝ) →L[ℝ] ℝ => D v) hc - simpa only [Function.comp_def, ContinuousLinearMap.comp_apply, ContinuousLinearMap.prod_apply, - ContinuousLinearMap.id_apply, id_eq, zero_apply] using he.symm - - - -lemma exists_compact_power_field (κ p a R : ℝ) (hR : 0 ≤ R) : - ∃ φ : (ℂ × ℝ) × ℝ → ℝ, - ContDiff ℝ (⊤ : ℕ∞) φ ∧ HasCompactSupport φ ∧ - (∀ q x, ‖(q, x)‖ ≤ R → φ (q, x) = powerLogDensity κ p a q x) ∧ - (∀ q x, ‖(q, x)‖ ≤ R → - fderiv ℝ φ (q, x) = fderiv ℝ (fun zz : (ℂ × ℝ) × ℝ => powerLogDensity κ p a zz.1 zz.2) (q, x)) ∧ - (∀ q x, ‖(q, x)‖ ≤ R → iteratedDeriv 2 (fun y => φ (q, y)) x = - iteratedDeriv 2 (powerLogDensity κ p a q) x) := by - let b : ContDiffBump (0 : (ℂ × ℝ) × ℝ) := ⟨R + 1, R + 2, by linarith, by linarith⟩ - let φ (zz : (ℂ × ℝ) × ℝ) : ℝ := b zz * powerLogDensity κ p a zz.1 zz.2 - have hnear (zz : (ℂ × ℝ) × ℝ) (hp : ‖zz‖ ≤ R) : - φ =ᶠ[𝓝 zz] (fun r : (ℂ × ℝ) × ℝ => powerLogDensity κ p a r.1 r.2) := by - have hball : zz ∈ Metric.ball (0 : (ℂ × ℝ) × ℝ) b.rIn := by - simp only [Metric.mem_ball, dist_zero_right] - change ‖zz‖ < R + 1 - linarith - filter_upwards [b.eventuallyEq_one_of_mem_ball hball] with r hr - simp only [φ, hr, Pi.one_apply, one_mul] - refine ⟨φ, b.contDiff.mul (powerLogDensity_contDiff κ p a), b.hasCompactSupport.mul_right, - (fun q x h => (hnear (q, x) h).eq_of_nhds), ?_, ?_⟩ - · intro q x h - exact (hnear (q, x) h).fderiv_eq - · intro q x h - have he := (hnear (q, x) h).comp_tendsto - ((continuous_const.prodMk continuous_id).tendsto x) - exact he.iteratedDeriv_eq 2 - - -lemma power_physical_generator (κ p a : ℝ) (hκ : 0 ≤ κ) - (q : ℂ × ℝ) (x : ℝ) : - (fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) q) - (physicalLogLoewnerField (Real.sqrt κ * x) q) + - (1 / 2 : ℝ) * iteratedDeriv 2 (powerLogDensity κ p a q) x = - powerLogDensity κ p a q x * - ((-4 * a + κ * a * (a + 1) / 2) * (q.1.re - Real.sqrt κ * x) ^ 2 + - (4 * p - κ * a / 2) * Real.exp (2 * q.1.im)) / - (greenLogNormSq κ q x) ^ 2 := by - rw [powerLogDensity_directional, powerLogDensity_spatial_second κ p a hκ] - obtain ⟨hr, hi, hj⟩ := physicalLogLoewnerField_components κ q x - rw [hr, hi, hj] - have hn := (greenLogNormSq_pos κ q x).ne' - field_simp - dsimp only [greenLogNormSq] - ring - -lemma powerLogDensity_radius_angle (κ p a η₀ : ℝ) (q : ℂ × ℝ) (x : ℝ) : - powerLogDensity κ p a q x = - Real.exp (p * (logRadiusClock η₀ q - Real.log 2 - η₀)) * - (logAngleSq κ q x) ^ (a / 2) := by - rw [Real.rpow_def_of_pos (logAngleSq_pos κ q x), ← Real.exp_add] - unfold logAngleSq - rw [Real.log_div (Real.exp_ne_zero _) (greenLogNormSq_pos κ q x).ne', Real.log_exp] - unfold powerLogDensity logRadiusClock - congr 1 - ring - - - -lemma green_weighted_power_generator (κ b : ℝ) (hκ : 0 < κ) - (q : ℂ × ℝ) (x : ℝ) : - (fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ (codimension κ) - (greenExponent κ - b) r x) q) - (physicalLogLoewnerField (Real.sqrt κ * x) q) + - (1 / 2 : ℝ) * iteratedDeriv 2 - (powerLogDensity κ (codimension κ) (greenExponent κ - b) q) x = - powerLogDensity κ (codimension κ) (greenExponent κ - b) q x * - logClockRate κ q x * (κ * b / 8) * - (1 - (greenExponent κ - b) * ((logAngleSq κ q x)⁻¹ - 1)) := by - rw [power_physical_generator κ _ _ hκ.le] - unfold logClockRate logAngleSq - have hn := (greenLogNormSq_pos κ q x).ne' - have hy := Real.exp_ne_zero (2 * q.1.im) - dsimp only [greenExponent, codimension, dimension] - field_simp - dsimp only [greenLogNormSq] - ring - -end SLEExactGauge -end - - -end - -end OAI +import Mathlib +import OAI.Probability.SLE.BoundaryDensity + +namespace OAI + +/-! Finite Radius Stop for chordal SLE. -/ + +section +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +lemma continuous_nonneg_at_boundary (D : ℝ≥0 → ℝ) (hD : Continuous D) + (h0 : 0 ≤ D 0) (τ : ℝ≥0) (hb : ∀ t, t < τ → 0 < D t) : + ∀ t, t ≤ τ → 0 ≤ D t := by + intro t ht + by_cases hτ : τ = 0 + · have : t = 0 := le_antisymm (ht.trans hτ.le) zero_le + simpa only [this] using h0 + · have hτpos : 0 < τ := pos_iff_ne_zero.mpr hτ + apply le_on_closure (s := Iio τ) (f := fun _ : ℝ≥0 => (0 : ℝ)) (g := D) + (fun s hs => (hb s hs).le) continuous_const.continuousOn hD.continuousOn + rw [closure_Iio' (show (Iio τ).Nonempty from ⟨0, hτpos⟩)] + exact ht + + + +theorem first_margin_stopping + {Ω : Type*} [mΩ : MeasurableSpace Ω] (f : Filtration ℝ≥0 mΩ) + (D : ℝ≥0 → Ω → ℝ) (hDa : Adapted f D) + (hDc : ∀ ω, Continuous (fun t => D t ω)) (hD0 : ∀ ω, 0 ≤ D 0 ω) + (T : ℝ≥0) : + ∃ τ : Ω → ℝ≥0, + IsStoppingTime f (fun ω => (τ ω : WithTop ℝ≥0)) ∧ + (∀ ω, τ ω ≤ T) ∧ + (∀ ω t, t ≤ τ ω → 0 ≤ D t ω) ∧ + (∀ ω t, t < τ ω → 0 < D t ω) ∧ + (∀ ω, τ ω < T → D (τ ω) ω = 0) := by + let H (t : ℝ≥0) (ω : Ω) := max 0 (D t ω) + have hHa : Adapted f H := fun t => measurable_const.max (hDa t) + have hHc (ω : Ω) : Continuous (fun t => H t ω) := continuous_const.max (hDc ω) + have hHn (t : ℝ≥0) (ω : Ω) : 0 ≤ H t ω := le_max_left _ _ + let τ (ω : Ω) := hittingBtwn H ({0} : Set ℝ) (0 : ℝ≥0) T ω + obtain ⟨hτ, hb, hpre, hat⟩ := continuous_nonnegative_first_zero_stopping f H hHa hHc hHn T + have hDpre (ω : Ω) (t : ℝ≥0) (ht : t < τ ω) : 0 < D t ω := by + have hh := hpre ω t ht + simpa only [H, lt_max_iff, lt_self_iff_false, false_or] using hh + have hDle (ω : Ω) (t : ℝ≥0) (ht : t ≤ τ ω) : 0 ≤ D t ω := + continuous_nonneg_at_boundary (fun s => D s ω) (hDc ω) (hD0 ω) (τ ω) (hDpre ω) t ht + refine ⟨τ, hτ, hb, hDle, hDpre, ?_⟩ + intro ω ht + apply le_antisymm _ (hDle ω (τ ω) le_rfl) + have hh := le_max_right 0 (D (τ ω) ω) + exact hh.trans (hat ω ht).le + + +noncomputable def logStopMargin (κ η₀ u lo hi ε N : ℝ) (q : ℂ × ℝ) (b : ℝ) : ℝ := + min (u - logRadiusClock η₀ q) + (min (logAngleSq κ q b - ε) + (min (q.1.im - lo) (min (hi - q.1.im) (N - |b|)))) + +lemma continuous_logStopMargin (κ η₀ u lo hi ε N : ℝ) : + Continuous (fun p : (ℂ × ℝ) × ℝ => logStopMargin κ η₀ u lo hi ε N p.1 p.2) := by + unfold logStopMargin + exact (continuous_const.sub ((continuous_logRadiusClock η₀).comp continuous_fst)).min + (((continuous_logAngleSq κ).sub continuous_const).min + (((Complex.continuous_im.comp continuous_fst.fst).sub continuous_const).min + ((continuous_const.sub (Complex.continuous_im.comp continuous_fst.fst)).min + (continuous_const.sub continuous_snd.abs)))) + +lemma logStopMargin_nonneg_iff (κ η₀ u lo hi ε N : ℝ) (q : ℂ × ℝ) (b : ℝ) : + 0 ≤ logStopMargin κ η₀ u lo hi ε N q b ↔ + logRadiusClock η₀ q ≤ u ∧ ε ≤ logAngleSq κ q b ∧ + lo ≤ q.1.im ∧ q.1.im ≤ hi ∧ |b| ≤ N := by + simp only [logStopMargin, le_min_iff, sub_nonneg] + +lemma logStopMargin_pos_iff (κ η₀ u lo hi ε N : ℝ) (q : ℂ × ℝ) (b : ℝ) : + 0 < logStopMargin κ η₀ u lo hi ε N q b ↔ + logRadiusClock η₀ q < u ∧ ε < logAngleSq κ q b ∧ + lo < q.1.im ∧ q.1.im < hi ∧ |b| < N := by + simp only [logStopMargin, lt_min_iff, sub_pos] + +lemma ClippedLogSolution.norm_le + {Ω : Type*} [MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} + (c : ClippedLogSolution B hm κ lo hi hle q₀) (ω : Ω) (t T : ℝ≥0) (ht : t ≤ T) : + ‖c.Q t ω‖ ≤ ‖q₀‖ + c.L * T := by + have hh := (c.lipschitz ω).norm_sub_le (t : ℝ) 0 + rw [c.initial ω, sub_zero, Real.norm_eq_abs, abs_of_nonneg t.coe_nonneg] at hh + have hn := norm_add_le (c.Q t ω - q₀) q₀ + rw [sub_add_cancel] at hn + have hmul : (c.L : ℝ) * t ≤ c.L * T := + mul_le_mul_of_nonneg_left (by exact_mod_cast ht) c.L.coe_nonneg + linarith + + + +theorem ClippedLogSolution.finite_radius_cutoff + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} + (c : ClippedLogSolution B hm κ lo hi hle q₀) + (hκ : 0 < κ) (hκ8 : κ < 8) (hq0 : q₀.2 = 0) + (u ε N : ℝ) (hu : 0 ≤ u) (hε : 0 < ε) (hN : 0 ≤ N) + (hε0 : ε ≤ logAngleSq κ q₀ 0) + (hlo : lo < q₀.1.im - u / (2 * ε)) (hhi : q₀.1.im < hi) + (T : ℝ≥0) (hT : u < (4 * ε ^ 2 / Real.exp (2 * q₀.1.im)) * T) : + ∃ τ : Ω → ℝ≥0, + IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0)) ∧ + (∀ ω, τ ω < T) ∧ + (∀ ω t, t ≤ τ ω → + logRadiusClock q₀.1.im (c.Q t ω) ≤ u ∧ + ε ≤ logAngleSq κ (c.Q t ω) (B t ω) ∧ + lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi ∧ |B t ω| ≤ N) ∧ + (∀ ω t, t < τ ω → + logRadiusClock q₀.1.im (c.Q t ω) < u ∧ + ε < logAngleSq κ (c.Q t ω) (B t ω) ∧ + lo < (c.Q t ω).1.im ∧ (c.Q t ω).1.im < hi ∧ |B t ω| < N) ∧ + (∀ ω, logRadiusClock q₀.1.im (c.Q (τ ω) ω) = u ∨ + logAngleSq κ (c.Q (τ ω) ω) (B (τ ω) ω) = ε ∨ |B (τ ω) ω| = N) ∧ + Integrable (fun ω => greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω)) P ∧ + (∫ ω, greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) ∂P) = greenLogDensity κ q₀ 0 := by + let f := Filtration.natural B (fun t => (hm t).stronglyMeasurable) + let D (t : ℝ≥0) (ω : Ω) := logStopMargin κ q₀.1.im u lo hi ε N (c.Q t ω) (B t ω) + have hBa : Adapted f B := + (Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)).adapted + have hDa : Adapted f D := by + intro t + change Measurable[f t] ((fun p : (ℂ × ℝ) × ℝ => logStopMargin κ q₀.1.im u lo hi ε N p.1 p.2) ∘ + (fun ω => (c.Q t ω, B t ω))) + exact (continuous_logStopMargin κ q₀.1.im u lo hi ε N).measurable.comp + ((c.adapted t).prodMk (hBa t)) + have hDc (ω : Ω) : Continuous (fun t => D t ω) := by + change Continuous ((fun p : (ℂ × ℝ) × ℝ => logStopMargin κ q₀.1.im u lo hi ε N p.1 p.2) ∘ + (fun t : ℝ≥0 => (c.Q t ω, B t ω))) + exact (continuous_logStopMargin κ q₀.1.im u lo hi ε N).comp + (((c.lipschitz ω).continuous.comp NNReal.continuous_coe).prodMk (hBc ω)) + have hD0 (ω : Ω) : 0 ≤ D 0 ω := by + change 0 ≤ logStopMargin κ q₀.1.im u lo hi ε N (c.Q (0 : ℝ≥0) ω) (B 0 ω) + rw [NNReal.coe_zero, c.initial ω, hB0 ω, logStopMargin_nonneg_iff] + refine ⟨?_, hε0, ?_, hhi.le, ?_⟩ + · simpa only [logRadiusClock, sub_self, zero_add, hq0] using hu + · have hd : 0 ≤ u / (2 * ε) := div_nonneg hu (by positivity) + linarith + · simpa only [abs_zero] using hN + obtain ⟨τ, hτ, hb, hleD, hltD, hzero⟩ := first_margin_stopping f D hDa hDc hD0 T + have hin (ω : Ω) (t : ℝ≥0) (ht : t ≤ τ ω) : + logRadiusClock q₀.1.im (c.Q t ω) ≤ u ∧ + ε ≤ logAngleSq κ (c.Q t ω) (B t ω) ∧ + lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi ∧ |B t ω| ≤ N := + (logStopMargin_nonneg_iff κ q₀.1.im u lo hi ε N _ _).mp (hleD ω t ht) + have hg (ω : Ω) : + (c.Q (τ ω) ω).1.im ≤ q₀.1.im ∧ + q₀.1.im - logRadiusClock q₀.1.im (c.Q (τ ω) ω) / (2 * ε) ≤ (c.Q (τ ω) ω).1.im ∧ + (4 * ε ^ 2 / Real.exp (2 * q₀.1.im)) * τ ω ≤ logRadiusClock q₀.1.im (c.Q (τ ω) ω) := by + have hd (s : ℝ) (hs : s ∈ Icc 0 (τ ω : ℝ)) : + HasDerivWithinAt (fun t => c.Q t ω) + (physicalLogLoewnerField (Real.sqrt κ * B s.toNNReal ω) (c.Q s ω)) + (Icc 0 (τ ω : ℝ)) s := by + have hst : s.toNNReal ≤ τ ω := Real.toNNReal_le_iff_le_coe.mpr hs.2 + have hbounds := (hin ω s.toNNReal hst).2.2 + rw [Real.coe_toNNReal _ hs.1] at hbounds + have hh := (c.derivative ω s hs.1).mono (show Icc (0 : ℝ) (τ ω : ℝ) ⊆ Ici 0 from fun _ hx => hx.1) + rwa [clippedLogLoewnerField_eq_physical lo hi hle _ _ ⟨hbounds.1, hbounds.2.1⟩] at hh + have ha (s : ℝ) (hs : s ∈ Icc 0 (τ ω : ℝ)) : + ε ≤ logAngleSq κ (c.Q s ω) (B s.toNNReal ω) := by + have hh := (hin ω s.toNNReal (Real.toNNReal_le_iff_le_coe.mpr hs.2)).2.1 + simpa only [Real.coe_toNNReal _ hs.1] using hh + have hq : (c.Q 0 ω).2 = 0 := by rw [c.initial ω, hq0] + have hh := log_loewner_height_clock_bounds (τ ω).coe_nonneg hε hq hd ha + simpa only [c.initial ω] using hh + have hτlt (ω : Ω) : τ ω < T := by + by_contra hn + have he : τ ω = T := le_antisymm (hb ω) (not_lt.mp hn) + have hh := (hg ω).2.2.trans (hin ω (τ ω) le_rfl).1 + rw [he] at hh + exact (not_le_of_gt hT) hh + have he (ω : Ω) : + logRadiusClock q₀.1.im (c.Q (τ ω) ω) = u ∨ + logAngleSq κ (c.Q (τ ω) ω) (B (τ ω) ω) = ε ∨ |B (τ ω) ω| = N := by + obtain ⟨hr, ha, hl, hh, hbn⟩ := hin ω (τ ω) le_rfl + have hstrictlo : lo < (c.Q (τ ω) ω).1.im := by + have hdiv := div_le_div_of_nonneg_right hr (show 0 ≤ 2 * ε by positivity) + linarith [(hg ω).2.1] + have hstricthi : (c.Q (τ ω) ω).1.im < hi := (hg ω).1.trans_lt hhi + by_contra hn + push Not at hn + have hp : 0 < D (τ ω) ω := + (logStopMargin_pos_iff κ q₀.1.im u lo hi ε N _ _).mpr + ⟨lt_of_le_of_ne hr hn.1, lt_of_le_of_ne ha (Ne.symm hn.2.1), + hstrictlo, hstricthi, lt_of_le_of_ne hbn hn.2.2⟩ + rw [hzero ω (hτlt ω)] at hp + exact lt_irrefl 0 hp + let R := max (‖q₀‖ + c.L * T) N + have hR : 0 ≤ R := hN.trans (le_max_right _ _) + have hinside (ω : Ω) (t : ℝ≥0) (ht : t ≤ τ ω) : + ‖(c.Q t ω, B t ω)‖ ≤ R ∧ lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi := by + refine ⟨?_, (hin ω t ht).2.2.1, (hin ω t ht).2.2.2.1⟩ + rw [Prod.norm_def, max_le_iff, Real.norm_eq_abs] + exact ⟨(c.norm_le ω t T (ht.trans (hb ω))).trans (le_max_left _ _), + (hin ω t ht).2.2.2.2.trans (le_max_right _ _)⟩ + obtain ⟨hint, hmean⟩ := c.stopped_green hB hBm hBc hκ hκ8 R hR τ hτ T hb hinside + refine ⟨τ, hτ, hτlt, hin, ?_, he, hint, hmean⟩ + intro ω t ht + exact (logStopMargin_pos_iff κ q₀.1.im u lo hi ε N _ _).mp (hltD ω t ht) + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma continuous_path_bounded_by_nat (B : ℝ≥0 → ℝ) (hB : Continuous B) (T : ℝ≥0) : + ∃ n : ℕ, ∀ t : ℝ≥0, t ≤ T → |B t| < (n : ℝ) + 1 := by + obtain ⟨C, hC⟩ := (isCompact_Icc : IsCompact (Icc (0 : ℝ≥0) T)).exists_bound_of_continuousOn hB.continuousOn + obtain ⟨n, hn⟩ := exists_nat_gt C + refine ⟨n, fun t ht => ?_⟩ + have hh : |B t| ≤ C := by simpa only [Real.norm_eq_abs] using hC t ⟨zero_le, ht⟩ + linarith + +lemma first_radius_angle_le (S A : ℝ≥0 → ℝ) (u ε : ℝ) (s t : ℝ≥0) + (hpre : ∀ v, v < s → S v < u ∧ ε < A v) + (hat : S t = u ∨ A t = ε) : s ≤ t := by + by_contra hn + obtain ⟨hr, ha⟩ := hpre t (not_le.mp hn) + rcases hat with h | h + · exact (ne_of_lt hr) h + · exact (ne_of_gt ha) h + +lemma bounded_iSup_stopping + {Ω : Type*} [mΩ : MeasurableSpace Ω] (f : Filtration ℝ≥0 mΩ) + (τ : ℕ → Ω → ℝ≥0) + (hτ : ∀ n, IsStoppingTime f (fun ω => (τ n ω : WithTop ℝ≥0))) + (T : ℝ≥0) (hb : ∀ n ω, τ n ω ≤ T) : + IsStoppingTime f (fun ω => ((⨆ n, τ n ω : ℝ≥0) : WithTop ℝ≥0)) := by + intro t + have he : {ω | ((⨆ n, τ n ω : ℝ≥0) : WithTop ℝ≥0) ≤ t} = + ⋂ n : ℕ, {ω | (τ n ω : WithTop ℝ≥0) ≤ t} := by + ext ω + simp only [mem_ofPred_eq, WithTop.coe_le_coe, mem_iInter] + exact ciSup_le_iff ⟨T, by rintro v ⟨n, rfl⟩; exact hb n ω⟩ + rw [he] + exact MeasurableSet.iInter (fun n => hτ n t) + +lemma greenLogDensity_nonneg (κ : ℝ) (q : ℂ × ℝ) (b : ℝ) : 0 ≤ greenLogDensity κ q b := + (Real.exp_pos _).le + +lemma greenLogDensity_le_radius + (κ η₀ u : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) (q : ℂ × ℝ) (b : ℝ) + (hclock : logRadiusClock η₀ q ≤ u) : + greenLogDensity κ q b ≤ Real.exp (codimension κ * (u - Real.log 2 - η₀)) := by + simpa only [Real.one_rpow, mul_one] using + greenLogDensity_le_at_angular_exit κ η₀ u 1 hκ hκ8 q b hclock (logAngleSq_le_one κ q b) + + + +theorem ClippedLogSolution.finite_angular_law + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ lo hi : ℝ} {hle : lo ≤ hi} {q₀ : ℂ × ℝ} + (c : ClippedLogSolution B hm κ lo hi hle q₀) + (hκ : 0 < κ) (hκ8 : κ < 8) (hq0 : q₀.2 = 0) + (u ε : ℝ) (hu : 0 ≤ u) (hε : 0 < ε) + (hε0 : ε ≤ logAngleSq κ q₀ 0) + (hlo : lo < q₀.1.im - u / (2 * ε)) (hhi : q₀.1.im < hi) + (T : ℝ≥0) (hT : u < (4 * ε ^ 2 / Real.exp (2 * q₀.1.im)) * T) : + ∃ τ : Ω → ℝ≥0, + IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0)) ∧ + (∀ ω, τ ω < T) ∧ + (∀ ω t, t ≤ τ ω → + logRadiusClock q₀.1.im (c.Q t ω) ≤ u ∧ + ε ≤ logAngleSq κ (c.Q t ω) (B t ω) ∧ + lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi) ∧ + (∀ ω t, t < τ ω → + logRadiusClock q₀.1.im (c.Q t ω) < u ∧ ε < logAngleSq κ (c.Q t ω) (B t ω)) ∧ + (∀ ω, logRadiusClock q₀.1.im (c.Q (τ ω) ω) = u ∨ + logAngleSq κ (c.Q (τ ω) ω) (B (τ ω) ω) = ε) ∧ + Integrable (fun ω => greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω)) P ∧ + (∫ ω, greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) ∂P) = greenLogDensity κ q₀ 0 := by + classical + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + have hall (n : ℕ) := c.finite_radius_cutoff hB hBm hBc hB0 hκ hκ8 hq0 + u ε ((n : ℝ) + 1) hu hε (by positivity) hε0 hlo hhi T hT + choose τn hstop htime hin hpre hboundary hint hmean using hall + let τ (ω : Ω) : ℝ≥0 := ⨆ n, τn n ω + have hb (n : ℕ) (ω : Ω) : τn n ω ≤ T := (htime n ω).le + have hbd (ω : Ω) : BddAbove (range (fun n => τn n ω)) := + ⟨T, by rintro v ⟨n, rfl⟩; exact hb n ω⟩ + have hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0)) := bounded_iSup_stopping _ τn hstop T hb + have hstable (ω : Ω) : ∃ n : ℕ, τ ω = τn n ω ∧ + (∀ m, n ≤ m → τn m ω = τ ω) ∧ + (logRadiusClock q₀.1.im (c.Q (τ ω) ω) = u ∨ + logAngleSq κ (c.Q (τ ω) ω) (B (τ ω) ω) = ε) := by + obtain ⟨n, hnb⟩ := continuous_path_bounded_by_nat (fun t => B t ω) (hBc ω) T + have hhit (m : ℕ) (hnm : n ≤ m) : + logRadiusClock q₀.1.im (c.Q (τn m ω) ω) = u ∨ + logAngleSq κ (c.Q (τn m ω) ω) (B (τn m ω) ω) = ε := by + rcases hboundary m ω with h | h | h + · exact Or.inl h + · exact Or.inr h + · have hh := hnb (τn m ω) (hb m ω) + have hnm' : (n : ℝ) ≤ m := by exact_mod_cast hnm + linarith + have hle (m : ℕ) : τn m ω ≤ τn n ω := + first_radius_angle_le _ _ u ε _ _ (fun t ht => ⟨(hpre m ω t ht).1, (hpre m ω t ht).2.1⟩) + (hhit n le_rfl) + have he : τ ω = τn n ω := le_antisymm (ciSup_le hle) (le_ciSup (hbd ω) n) + refine ⟨n, he, ?_, ?_⟩ + · intro m hnm + rw [he] + apply le_antisymm (hle m) + exact first_radius_angle_le _ _ u ε _ _ + (fun t ht => ⟨(hpre n ω t ht).1, (hpre n ω t ht).2.1⟩) (hhit m hnm) + · rw [he] + exact hhit n le_rfl + have hτtime (ω : Ω) : τ ω < T := by + obtain ⟨n, he, _⟩ := hstable ω + rw [he] + exact htime n ω + have hτin (ω : Ω) (t : ℝ≥0) (ht : t ≤ τ ω) : + logRadiusClock q₀.1.im (c.Q t ω) ≤ u ∧ + ε ≤ logAngleSq κ (c.Q t ω) (B t ω) ∧ + lo ≤ (c.Q t ω).1.im ∧ (c.Q t ω).1.im ≤ hi := by + obtain ⟨n, he, _⟩ := hstable ω + obtain ⟨h1, h2, h3, h4, _⟩ := hin n ω t (by simpa only [he] using ht) + exact ⟨h1, h2, h3, h4⟩ + have hτpre (ω : Ω) (t : ℝ≥0) (ht : t < τ ω) : + logRadiusClock q₀.1.im (c.Q t ω) < u ∧ ε < logAngleSq κ (c.Q t ω) (B t ω) := by + obtain ⟨n, he, _⟩ := hstable ω + have hh := hpre n ω t (by simpa only [he] using ht) + exact ⟨hh.1, hh.2.1⟩ + let K := Real.exp (codimension κ * (u - Real.log 2 - q₀.1.im)) + have hbound (n : ℕ) (ω : Ω) : + ‖greenLogDensity κ (c.Q (τn n ω) ω) (B (τn n ω) ω)‖ ≤ K := by + rw [Real.norm_eq_abs, abs_of_nonneg (greenLogDensity_nonneg _ _ _)] + exact greenLogDensity_le_radius κ q₀.1.im u hκ hκ8 _ _ (hin n ω (τn n ω) le_rfl).1 + have hlim (ω : Ω) : Tendsto + (fun n => greenLogDensity κ (c.Q (τn n ω) ω) (B (τn n ω) ω)) atTop + (𝓝 (greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω))) := by + obtain ⟨n, _, he, _⟩ := hstable ω + apply tendsto_const_nhds.congr' + exact (eventually_ge_atTop n).mono (fun m hm => by dsimp only; rw [he m hm]) + have hτm := stopping_time_measurable_nnreal hτ + have hQm : Measurable (fun ω => c.Q (τ ω) ω) := + c.measurable.comp ((NNReal.continuous_coe.measurable.comp hτm).prodMk measurable_id) + have hBmτ : Measurable (fun ω => B (τ ω) ω) := hBm.comp (hτm.prodMk measurable_id) + have hfm : Measurable (fun ω => greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω)) := + (greenLogDensity_contDiff κ).continuous.measurable.comp (hQm.prodMk hBmτ) + have hfi : Integrable (fun ω => greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω)) P := by + apply Integrable.of_bound hfm.aestronglyMeasurable K + exact Eventually.of_forall fun ω => by + rw [Real.norm_eq_abs, abs_of_nonneg (greenLogDensity_nonneg _ _ _)] + exact greenLogDensity_le_radius κ q₀.1.im u hκ hκ8 _ _ (hτin ω (τ ω) le_rfl).1 + have hconv := tendsto_integral_of_dominated_convergence (fun _ : Ω => K) + (fun n => (hint n).aestronglyMeasurable) (integrable_const K) + (fun n => Eventually.of_forall (hbound n)) (Eventually.of_forall hlim) + have hmean' : (∫ ω, greenLogDensity κ (c.Q (τ ω) ω) (B (τ ω) ω) ∂P) = + greenLogDensity κ q₀ 0 := by + apply tendsto_nhds_unique hconv + simp only [hmean] + exact tendsto_const_nhds + exact ⟨τ, hτ, hτtime, hτin, hτpre, fun ω => (hstable ω).choose_spec.2.2, hfi, hmean'⟩ + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +noncomputable def initialLogCoordinates (z : ℂ) : ℂ × ℝ := + ((z.re : ℂ) + (Real.log z.im : ℂ) * Complex.I, 0) + +noncomputable def restoreLogPoint (q : ℂ × ℝ) : ℂ := + (q.1.re : ℂ) + (Real.exp q.1.im : ℂ) * Complex.I + +lemma restoreLogPoint_im (q : ℂ × ℝ) : (restoreLogPoint q).im = Real.exp q.1.im := by + simp only [restoreLogPoint, Complex.add_im, Complex.ofReal_im, Complex.mul_im, + Complex.ofReal_re, Complex.I_im, Complex.I_re, mul_one, mul_zero, add_zero, zero_add] + +lemma restoreLogPoint_initial (z : ℂ) (hz : z ∈ upperHalfPlane) : + restoreLogPoint (initialLogCoordinates z) = z := by + apply Complex.ext <;> simp [restoreLogPoint, initialLogCoordinates, Real.exp_log hz] + +lemma restoreLogPoint_derivative {Q : ℝ → ℂ × ℝ} {D : Set ℝ} {t u : ℝ} + (hQ : HasDerivWithinAt Q (physicalLogLoewnerField u (Q t)) D t) : + HasDerivWithinAt (fun s => restoreLogPoint (Q s)) + (2 / (restoreLogPoint (Q t) - (u : ℂ))) D t := by + have hr := Complex.reCLM.hasFDerivAt.comp_hasDerivWithinAt t hQ.fst + have hi := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t hQ.fst + have hd := (Complex.ofRealCLM.hasFDerivAt.comp_hasDerivWithinAt t hr).add + ((Complex.ofRealCLM.hasFDerivAt.comp_hasDerivWithinAt t hi.exp).mul_const Complex.I) + convert hd using 1 <;> try rfl + · let Z := restoreLogPoint (Q t) - (u : ℂ) + have he : (((Q t).1.re - u : ℝ) : ℂ) + (Real.exp (Q t).1.im : ℂ) * Complex.I = Z := by + simp only [Z, restoreLogPoint, Complex.ofReal_sub]; ring + have hZi : Z.im = Real.exp (Q t).1.im := by + dsimp only [Z] + rw [Complex.sub_im, Complex.ofReal_im, sub_zero, restoreLogPoint_im] + simp only [Function.comp_def, Complex.reCLM_apply, Complex.ofRealCLM_apply, + Complex.imCLM_apply, physicalLogLoewnerField, he, Complex.add_re, Complex.add_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.mul_re, Complex.mul_im, + Complex.I_re, Complex.I_im, mul_zero, sub_self, add_zero, mul_one, zero_add] + change 2 / Z = ((2 * Z⁻¹.re : ℝ) : ℂ) + + ((Real.exp (Q t).1.im * (-2 * Complex.normSq Z⁻¹) : ℝ) : ℂ) * Complex.I + apply Complex.ext + · simp only [div_eq_mul_inv, Complex.mul_re, Complex.re_ofNat, Complex.im_ofNat, + zero_mul, sub_zero, Complex.add_re, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, sub_self, add_zero] + · simp only [div_eq_mul_inv, Complex.mul_im, Complex.re_ofNat, Complex.im_ofNat, + zero_mul, add_zero, Complex.add_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, zero_add, Complex.inv_im, + Complex.normSq_inv, hZi] + ring + + + +theorem clipped_log_identification + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (z : ℂ) (hz : z ∈ upperHalfPlane) (T : ℝ≥0) + (lo hi : ℝ) (hle : lo ≤ hi) (Q : ℝ → ℂ × ℝ) + (hQ0 : Q 0 = initialLogCoordinates z) + (hQd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt Q + (clippedLogLoewnerField lo hi hle (U t.toNNReal) (Q t)) (Icc 0 (T : ℝ)) t) + (hb : ∀ t ∈ Icc 0 (T : ℝ), (Q t).1.im ∈ Icc lo hi) : + z ∈ survivingDomain γ T ∧ EqOn Q (logLoewnerCoordinates G z) (Icc 0 (T : ℝ)) := by + let W (t : ℝ) := restoreLogPoint (Q t) + have hW0 : W 0 = z := by + change restoreLogPoint (Q 0) = z + rw [hQ0, restoreLogPoint_initial z hz] + have hp (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : 0 < (W t).im := by + change 0 < (restoreLogPoint (Q t)).im + rw [restoreLogPoint_im]; exact Real.exp_pos _ + have hd (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt W + (2 / (W t - (U t.toNNReal : ℂ))) (Icc 0 (T : ℝ)) t := by + apply restoreLogPoint_derivative + have hh := hQd t ht + rwa [clippedLogLoewnerField_eq_physical lo hi hle _ _ (hb t ht)] at hh + obtain ⟨hlive, he⟩ := loewner_survival_of_positive_solution hU h T W hp hd + rw [hW0] at hlive he + have hη : Real.log (G T z).im = (Q T).1.im := by + rw [he] + change Real.log (restoreLogPoint (Q T)).im = _ + rw [restoreLogPoint_im, Real.log_exp] + have hh₀ := hb 0 ⟨le_rfl, T.coe_nonneg⟩ + rw [hQ0] at hh₀ + have hhi : Real.log z.im ≤ hi := by simpa [initialLogCoordinates] using hh₀.2 + exact ⟨hlive, clipped_log_loewner_agrees hU h T z hlive lo hi hle + (by rw [hη]; exact (hb T ⟨T.coe_nonneg, le_rfl⟩).1) hhi Q hQ0 hQd⟩ + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +theorem exists_joint_clipped_flow + {Ω : Type*} [MeasurableSpace Ω] + (U : ℝ≥0 → Ω → ℝ) + (hUm : Measurable (fun p : ℝ≥0 × Ω => U p.1 p.2)) + (hUc : ∀ ω, Continuous (fun t => U t ω)) + (q₀ : Ω → ℂ × ℝ) (hq₀ : Measurable q₀) + (lo hi : ℝ) (hle : lo ≤ hi) : + ∃ Q : ℝ → Ω → ℂ × ℝ, + Measurable (fun p : ℝ × Ω => Q p.1 p.2) ∧ + (∀ ω, Q 0 ω = q₀ ω) ∧ + (∀ ω t, 0 ≤ t → HasDerivWithinAt (fun s => Q s ω) + (clippedLogLoewnerField lo hi hle (U t.toNNReal ω) (Q t ω)) (Ici 0) t) := by + obtain ⟨L, K, hbound, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle + let V (t : ℝ) (ω : Ω) (x : ℂ × ℝ) := + clippedLogLoewnerField lo hi hle (U t.toNNReal ω) (q₀ ω + x) + have hUr : Measurable (fun p : ℝ × Ω => U p.1.toNNReal p.2) := + hUm.comp ((continuous_real_toNNReal.measurable.comp measurable_fst).prodMk measurable_snd) + have hV : Measurable (fun p : (ℝ × Ω) × (ℂ × ℝ) => V p.1.1 p.1.2 p.2) := by + change Measurable ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun p : (ℝ × Ω) × (ℂ × ℝ) => (U p.1.1.toNNReal p.1.2, q₀ p.1.2 + p.2))) + exact (continuous_clippedLogLoewnerField lo hi hle).measurable.comp + ((hUr.comp measurable_fst).prodMk + ((hq₀.comp (measurable_snd.comp measurable_fst)).add measurable_snd)) + have hVc (ω : Ω) (x : ℂ × ℝ) : Continuous (fun t : ℝ => V t ω x) := by + change Continuous ((fun p : ℝ × (ℂ × ℝ) => clippedLogLoewnerField lo hi hle p.1 p.2) ∘ + (fun t : ℝ => (U t.toNNReal ω, q₀ ω + x))) + exact (continuous_clippedLogLoewnerField lo hi hle).comp + (((hUc ω).comp continuous_real_toNNReal).prodMk continuous_const) + have hVl (ω : Ω) (t : ℝ) : LipschitzWith K (V t ω) := by + apply LipschitzWith.of_dist_le_mul + intro x y + simpa only [V, dist_add_left] using (hlip (U t.toNNReal ω)).dist_le_mul (q₀ ω + x) (q₀ ω + y) + obtain ⟨X, hXm, _, hX0, hXd, _⟩ := exists_measurable_global_bounded_ode_picard + V 0 L K hV hVc hVl (fun ω t x => hbound _ _) + refine ⟨fun t ω => q₀ ω + X t ω, (hq₀.comp measurable_snd).add hXm, ?_, ?_⟩ + · intro ω; change q₀ ω + X 0 ω = q₀ ω; rw [hX0, add_zero] + · intro ω t ht + simpa only [V] using (hXd ω t ht).const_add (q₀ ω) + +lemma measurable_initialLogCoordinates : Measurable initialLogCoordinates := by + exact ((Complex.measurable_ofReal.comp Complex.measurable_re).add + ((Complex.measurable_ofReal.comp (Real.measurable_log.comp Complex.measurable_im)).mul_const + Complex.I)).prodMk measurable_const + + +theorem exists_spatial_clipped_flow + {Ω : Type*} [MeasurableSpace Ω] + (U : ℝ≥0 → Ω → ℝ) + (hUm : Measurable (fun p : ℝ≥0 × Ω => U p.1 p.2)) + (hUc : ∀ ω, Continuous (fun t => U t ω)) (n : ℕ) : + ∃ Q : ℝ → ℂ × Ω → ℂ × ℝ, + Measurable (fun p : ℝ × (ℂ × Ω) => Q p.1 p.2) ∧ + (∀ z ω, Q 0 (z, ω) = initialLogCoordinates z) ∧ + (∀ z ω t, 0 ≤ t → HasDerivWithinAt (fun s => Q s (z, ω)) + (clippedLogLoewnerField (-(n : ℝ)) n (by linarith [Nat.cast_nonneg (α := ℝ) n]) + (U t.toNNReal ω) (Q t (z, ω))) (Ici 0) t) := by + obtain ⟨Q, hQm, hQ0, hQd⟩ := exists_joint_clipped_flow (fun t (p : ℂ × Ω) => U t p.2) + (hUm.comp (measurable_fst.prodMk (measurable_snd.comp measurable_snd))) + (fun p => hUc p.2) (fun p => initialLogCoordinates p.1) + (measurable_initialLogCoordinates.comp measurable_fst) (-(n : ℝ)) n (by linarith [Nat.cast_nonneg (α := ℝ) n]) + exact ⟨Q, hQm, fun z ω => hQ0 (z, ω), fun z ω t ht => hQd (z, ω) t ht⟩ + +end SLEExactGauge +end + + +section + +open Set Filter +open scoped Topology NNReal +namespace SLEExactGauge + +lemma clipped_log_height_derivative + {U : ℝ≥0 → ℝ} {lo hi : ℝ} {hle : lo ≤ hi} {Q : ℝ → ℂ × ℝ} + {t : ℝ} {S : Set ℝ} + (hd : HasDerivWithinAt Q + (clippedLogLoewnerField lo hi hle (U t.toNNReal) (Q t)) S t) : + HasDerivWithinAt (fun s => (Q s).1.im) + (-2 * Complex.normSq (clippedCenter lo hi hle (U t.toNNReal) (Q t))⁻¹) S t := by + simpa only [Function.comp_def, Complex.imCLM_apply, clippedLogLoewnerField, + Complex.add_im, Complex.ofReal_im, Complex.mul_im, Complex.ofReal_re, + Complex.I_im, Complex.I_re, mul_one, mul_zero, add_zero, zero_add] + using Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t hd.fst + +lemma clipped_log_height_antitone + {U : ℝ≥0 → ℝ} {lo hi : ℝ} {hle : lo ≤ hi} {Q : ℝ → ℂ × ℝ} + (T : ℝ≥0) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt Q + (clippedLogLoewnerField lo hi hle (U t.toNNReal) (Q t)) (Icc 0 (T : ℝ)) t) : + AntitoneOn (fun t => (Q t).1.im) (Icc 0 (T : ℝ)) := by + have he (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) := clipped_log_height_derivative (hd t ht) + apply antitoneOn_of_hasDerivWithinAt_nonpos (convex_Icc _ _) + (fun t ht => (he t ht).continuousWithinAt) + (fun t ht => (he t (interior_subset ht)).mono interior_subset) + intro t ht + exact mul_nonpos_of_nonpos_of_nonneg (by norm_num) (Complex.normSq_nonneg _) + + + +lemma clipped_log_identification_of_endpoint + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (h : IsCapacityTwoWitness U γ G F) + (T : ℝ≥0) (z : ℂ) (hz : z ∈ upperHalfPlane) + (lo hi : ℝ) (hle : lo ≤ hi) (Q : ℝ → ℂ × ℝ) + (hQ0 : Q 0 = initialLogCoordinates z) + (hQd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt Q + (clippedLogLoewnerField lo hi hle (U t.toNNReal) (Q t)) (Icc 0 (T : ℝ)) t) + (hlo : lo ≤ (Q T).1.im) (hhi : Real.log z.im ≤ hi) : + z ∈ survivingDomain γ T ∧ EqOn Q (logLoewnerCoordinates G z) (Icc 0 (T : ℝ)) := by + apply clipped_log_identification hU h z hz T lo hi hle Q hQ0 hQd + have hm := clipped_log_height_antitone T hQd + intro t ht + refine ⟨hlo.trans (hm ht ⟨T.coe_nonneg, le_rfl⟩ ht.2), ?_⟩ + have hh := hm (show (0 : ℝ) ∈ Icc 0 (T : ℝ) from ⟨le_rfl, T.coe_nonneg⟩) ht ht.1 + change (Q t).1.im ≤ (Q 0).1.im at hh + rw [hQ0] at hh + have hinit : (initialLogCoordinates z).1.im = Real.log z.im := by + simp [initialLogCoordinates] + rw [hinit] at hh + exact hh.trans hhi + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +noncomputable def powerLogDensity (κ p a : ℝ) (q : ℂ × ℝ) (x : ℝ) : ℝ := + Real.exp (-p * Real.log 2 + p * q.2 + + (a - p) * q.1.im - + (a / 2) * Real.log (greenLogNormSq κ q x)) +lemma powerLogDensity_contDiff (κ p a : ℝ) : + ContDiff ℝ (⊤ : ℕ∞) (fun zz : (ℂ × ℝ) × ℝ => powerLogDensity κ p a zz.1 zz.2) := by + have hre : ContDiff ℝ (⊤ : ℕ∞) (fun zz : (ℂ × ℝ) × ℝ => zz.1.1.re) := + Complex.reCLM.contDiff.comp contDiff_fst.fst + have him : ContDiff ℝ (⊤ : ℕ∞) (fun zz : (ℂ × ℝ) × ℝ => zz.1.1.im) := + Complex.imCLM.contDiff.comp contDiff_fst.fst + have hN : ContDiff ℝ (⊤ : ℕ∞) (fun zz : (ℂ × ℝ) × ℝ => greenLogNormSq κ zz.1 zz.2) := by + exact ((hre.sub (contDiff_const.mul contDiff_snd)).pow 2).add + ((contDiff_const.mul him).exp) + have hlog := hN.log (fun zz => (greenLogNormSq_pos κ zz.1 zz.2).ne') + unfold powerLogDensity + apply ContDiff.exp + exact (((contDiff_const.add (contDiff_const.mul contDiff_fst.snd)).add + (contDiff_const.mul him)).sub (contDiff_const.mul hlog)) + +lemma powerLogDensity_spatial_derivative (κ p a : ℝ) (q : ℂ × ℝ) (x : ℝ) : + HasDerivAt (powerLogDensity κ p a q) + (powerLogDensity κ p a q x * (a * Real.sqrt κ * (q.1.re - Real.sqrt κ * x) / + greenLogNormSq κ q x)) x := by + have hX := (hasDerivAt_const x q.1.re).sub ((hasDerivAt_id x).const_mul (Real.sqrt κ)) + have hN : HasDerivAt (greenLogNormSq κ q) + (2 * (q.1.re - Real.sqrt κ * x) * (-Real.sqrt κ)) x := by + convert (hX.pow 2).add_const (Real.exp (2 * q.1.im)) using 1 <;> try rfl + simp + have hlog := hN.log (greenLogNormSq_pos κ q x).ne' + have hd := ((hasDerivAt_const x (-p * Real.log 2 + p * q.2 + + (a - p) * q.1.im)).sub + (hlog.const_mul (a / 2))).exp + convert hd using 1 <;> try rfl + dsimp only [powerLogDensity, Pi.sub_apply, Pi.mul_apply, Function.comp_def] + ring + +lemma powerLogDensity_spatial_second (κ p a : ℝ) (hκ : 0 ≤ κ) (q : ℂ × ℝ) (x : ℝ) : + iteratedDeriv 2 (powerLogDensity κ p a q) x = + powerLogDensity κ p a q x * κ * a * + ((a + 1) * (q.1.re - Real.sqrt κ * x) ^ 2 - Real.exp (2 * q.1.im)) / + (greenLogNormSq κ q x) ^ 2 := by + have hd : deriv (powerLogDensity κ p a q) = fun x => + powerLogDensity κ p a q x * (a * Real.sqrt κ * (q.1.re - Real.sqrt κ * x) / + greenLogNormSq κ q x) := funext fun x => (powerLogDensity_spatial_derivative κ p a q x).deriv + have hX := (hasDerivAt_const x q.1.re).sub ((hasDerivAt_id x).const_mul (Real.sqrt κ)) + have hN : HasDerivAt (greenLogNormSq κ q) + (2 * (q.1.re - Real.sqrt κ * x) * (-Real.sqrt κ)) x := by + convert (hX.pow 2).add_const (Real.exp (2 * q.1.im)) using 1 <;> try rfl + simp + have hcoef := (hX.const_mul (a * Real.sqrt κ)).div hN + (greenLogNormSq_pos κ q x).ne' + have hsecond := (powerLogDensity_spatial_derivative κ p a q x).mul hcoef + rw [show (2 : ℕ) = 1 + 1 from rfl, iteratedDeriv_succ, iteratedDeriv_one, hd] + dsimp only [Pi.mul_apply, Pi.sub_apply, Pi.div_apply, id_eq] at hsecond + change HasDerivAt (fun y => powerLogDensity κ p a q y * + (a * Real.sqrt κ * (q.1.re - Real.sqrt κ * y) / greenLogNormSq κ q y)) _ x at hsecond + rw [hsecond.deriv] + have hn := (greenLogNormSq_pos κ q x).ne' + dsimp only [greenLogNormSq] + generalize powerLogDensity κ p a q x = f + generalize q.1.re - Real.sqrt κ * x = X + generalize Real.exp (2 * q.1.im) = Y + have hs := Real.sq_sqrt hκ + generalize Real.sqrt κ = r at * + rw [← hs] + field_simp + ring + +lemma powerLogDensity_directional (κ p a : ℝ) (q v : ℂ × ℝ) (x : ℝ) : + (fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) q) v = + powerLogDensity κ p a q x * (p * v.2 + + (a - p) * v.1.im - (a / 2) * + ((2 * (q.1.re - Real.sqrt κ * x) * v.1.re + + 2 * Real.exp (2 * q.1.im) * v.1.im) / greenLogNormSq κ q x)) := by + have hzre : HasDerivAt (fun t : ℝ => (q + t • v).1.re) v.1.re 0 := by + simpa only [Prod.fst_add, Prod.smul_fst, Complex.add_re, Complex.smul_re, smul_eq_mul, + id_eq, one_mul] using ((hasDerivAt_id (0 : ℝ)).mul_const v.1.re).const_add q.1.re + have hzim : HasDerivAt (fun t : ℝ => (q + t • v).1.im) v.1.im 0 := by + simpa only [Prod.fst_add, Prod.smul_fst, Complex.add_im, Complex.smul_im, smul_eq_mul, + id_eq, one_mul] using ((hasDerivAt_id (0 : ℝ)).mul_const v.1.im).const_add q.1.im + have hj : HasDerivAt (fun t : ℝ => (q + t • v).2) v.2 0 := by + simpa only [Prod.snd_add, Prod.smul_snd, smul_eq_mul, id_eq, one_mul] + using ((hasDerivAt_id (0 : ℝ)).mul_const v.2).const_add q.2 + have hN : HasDerivAt (fun t : ℝ => greenLogNormSq κ (q + t • v) x) + (2 * (q.1.re - Real.sqrt κ * x) * v.1.re + + 2 * Real.exp (2 * q.1.im) * v.1.im) 0 := by + convert ((hzre.sub_const (Real.sqrt κ * x)).pow 2).add ((hzim.const_mul 2).exp) using 1 <;> try rfl + simp only [zero_smul, add_zero, Nat.cast_ofNat] + ring + have hlog := hN.log (by simpa only [zero_smul, add_zero] using (greenLogNormSq_pos κ q x).ne') + have hcalc := (((hj.const_mul (p)).const_add (-p * Real.log 2)).add + (hzim.const_mul (a - p))).sub + (hlog.const_mul (a / 2)) + have hline : HasDerivAt (fun t : ℝ => powerLogDensity κ p a (q + t • v) x) + (powerLogDensity κ p a q x * (p * v.2 + + (a - p) * v.1.im - (a / 2) * + ((2 * (q.1.re - Real.sqrt κ * x) * v.1.re + + 2 * Real.exp (2 * q.1.im) * v.1.im) / greenLogNormSq κ q x))) 0 := by + convert hcalc.exp using 1 <;> try rfl + simp only [Pi.sub_apply, Pi.add_apply, zero_smul, add_zero] + simp only [powerLogDensity] + have hcd : ContDiff ℝ (⊤ : ℕ∞) (fun r : ℂ × ℝ => powerLogDensity κ p a r x) := + (powerLogDensity_contDiff κ p a).comp (contDiff_id.prodMk contDiff_const) + have haff : HasDerivAt (fun t : ℝ => q + t • v) v 0 := by + simpa only [id_eq, one_smul] using ((hasDerivAt_id (0 : ℝ)).smul_const v).const_add q + have hfd : HasFDerivAt (fun r : ℂ × ℝ => powerLogDensity κ p a r x) + (fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) q) (q + (0 : ℝ) • v) := by + simpa using ((hcd.differentiable (by simp)) q).hasFDerivAt + have hchain := hfd.comp_hasDerivAt 0 haff + simpa only [Function.comp_def] using hchain.unique hline + +lemma powerLogDensity_pair_directional (κ p a : ℝ) (q v : ℂ × ℝ) (x : ℝ) : + fderiv ℝ (fun zz : (ℂ × ℝ) × ℝ => powerLogDensity κ p a zz.1 zz.2) (q, x) (v, 0) = + fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) q v := by + have hd := ((powerLogDensity_contDiff κ p a).differentiable (by simp)) (q, x) + have hp := (hasFDerivAt_id (𝕜 := ℝ) q).prodMk (hasFDerivAt_const (𝕜 := ℝ) (E := ℂ × ℝ) x q) + have hc := (hd.hasFDerivAt.comp q hp).fderiv + have he := congrArg (fun D : (ℂ × ℝ) →L[ℝ] ℝ => D v) hc + simpa only [Function.comp_def, ContinuousLinearMap.comp_apply, ContinuousLinearMap.prod_apply, + ContinuousLinearMap.id_apply, id_eq, zero_apply] using he.symm + + + +lemma exists_compact_power_field (κ p a R : ℝ) (hR : 0 ≤ R) : + ∃ φ : (ℂ × ℝ) × ℝ → ℝ, + ContDiff ℝ (⊤ : ℕ∞) φ ∧ HasCompactSupport φ ∧ + (∀ q x, ‖(q, x)‖ ≤ R → φ (q, x) = powerLogDensity κ p a q x) ∧ + (∀ q x, ‖(q, x)‖ ≤ R → + fderiv ℝ φ (q, x) = fderiv ℝ (fun zz : (ℂ × ℝ) × ℝ => powerLogDensity κ p a zz.1 zz.2) (q, x)) ∧ + (∀ q x, ‖(q, x)‖ ≤ R → iteratedDeriv 2 (fun y => φ (q, y)) x = + iteratedDeriv 2 (powerLogDensity κ p a q) x) := by + let b : ContDiffBump (0 : (ℂ × ℝ) × ℝ) := ⟨R + 1, R + 2, by linarith, by linarith⟩ + let φ (zz : (ℂ × ℝ) × ℝ) : ℝ := b zz * powerLogDensity κ p a zz.1 zz.2 + have hnear (zz : (ℂ × ℝ) × ℝ) (hp : ‖zz‖ ≤ R) : + φ =ᶠ[𝓝 zz] (fun r : (ℂ × ℝ) × ℝ => powerLogDensity κ p a r.1 r.2) := by + have hball : zz ∈ Metric.ball (0 : (ℂ × ℝ) × ℝ) b.rIn := by + simp only [Metric.mem_ball, dist_zero_right] + change ‖zz‖ < R + 1 + linarith + filter_upwards [b.eventuallyEq_one_of_mem_ball hball] with r hr + simp only [φ, hr, Pi.one_apply, one_mul] + refine ⟨φ, b.contDiff.mul (powerLogDensity_contDiff κ p a), b.hasCompactSupport.mul_right, + (fun q x h => (hnear (q, x) h).eq_of_nhds), ?_, ?_⟩ + · intro q x h + exact (hnear (q, x) h).fderiv_eq + · intro q x h + have he := (hnear (q, x) h).comp_tendsto + ((continuous_const.prodMk continuous_id).tendsto x) + exact he.iteratedDeriv_eq 2 + + +lemma power_physical_generator (κ p a : ℝ) (hκ : 0 ≤ κ) + (q : ℂ × ℝ) (x : ℝ) : + (fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ p a r x) q) + (physicalLogLoewnerField (Real.sqrt κ * x) q) + + (1 / 2 : ℝ) * iteratedDeriv 2 (powerLogDensity κ p a q) x = + powerLogDensity κ p a q x * + ((-4 * a + κ * a * (a + 1) / 2) * (q.1.re - Real.sqrt κ * x) ^ 2 + + (4 * p - κ * a / 2) * Real.exp (2 * q.1.im)) / + (greenLogNormSq κ q x) ^ 2 := by + rw [powerLogDensity_directional, powerLogDensity_spatial_second κ p a hκ] + obtain ⟨hr, hi, hj⟩ := physicalLogLoewnerField_components κ q x + rw [hr, hi, hj] + have hn := (greenLogNormSq_pos κ q x).ne' + field_simp + dsimp only [greenLogNormSq] + ring + +lemma powerLogDensity_radius_angle (κ p a η₀ : ℝ) (q : ℂ × ℝ) (x : ℝ) : + powerLogDensity κ p a q x = + Real.exp (p * (logRadiusClock η₀ q - Real.log 2 - η₀)) * + (logAngleSq κ q x) ^ (a / 2) := by + rw [Real.rpow_def_of_pos (logAngleSq_pos κ q x), ← Real.exp_add] + unfold logAngleSq + rw [Real.log_div (Real.exp_ne_zero _) (greenLogNormSq_pos κ q x).ne', Real.log_exp] + unfold powerLogDensity logRadiusClock + congr 1 + ring + + + +lemma green_weighted_power_generator (κ b : ℝ) (hκ : 0 < κ) + (q : ℂ × ℝ) (x : ℝ) : + (fderiv ℝ (fun r : ℂ × ℝ => powerLogDensity κ (codimension κ) + (greenExponent κ - b) r x) q) + (physicalLogLoewnerField (Real.sqrt κ * x) q) + + (1 / 2 : ℝ) * iteratedDeriv 2 + (powerLogDensity κ (codimension κ) (greenExponent κ - b) q) x = + powerLogDensity κ (codimension κ) (greenExponent κ - b) q x * + logClockRate κ q x * (κ * b / 8) * + (1 - (greenExponent κ - b) * ((logAngleSq κ q x)⁻¹ - 1)) := by + rw [power_physical_generator κ _ _ hκ.le] + unfold logClockRate logAngleSq + have hn := (greenLogNormSq_pos κ q x).ne' + have hy := Real.exp_ne_zero (2 * q.1.im) + dsimp only [greenExponent, codimension, dimension] + field_simp + dsimp only [greenLogNormSq] + ring + +end SLEExactGauge +end + + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/FiniteStoppedLaw.lean b/lean/OAI/Probability/SLE/FiniteStoppedLaw.lean index 803c523a9ea98fb30e46eec7ce5473e752f11684..837565de13814200c63ccfb573a248b08d1771cc 100644 --- a/lean/OAI/Probability/SLE/FiniteStoppedLaw.lean +++ b/lean/OAI/Probability/SLE/FiniteStoppedLaw.lean @@ -1,806 +1,806 @@ -import Mathlib -import OAI.Probability.SLE.KernelExpectation - -namespace OAI - -/-! Finite Stopped Law for chordal SLE. -/ - -section -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - - -theorem finite_stopped_green_regular - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : - Integrable (fun ω => stoppedGreen κ (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) z u) P ∧ - (∫ ω, stoppedGreen κ (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) z u ∂P) = initialGreen κ z := by - let A := logAngleSq κ (initialLogCoordinates z) 0 - have hA : 0 < A := logAngleSq_pos _ _ _ - let ε (n : ℕ) := A / ((n : ℝ) + 1) - have hε (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity - have hεA (n : ℕ) : ε n ≤ A := div_le_self hA.le (by have h := Nat.cast_nonneg (α := ℝ) n; linarith) - have hεlim : Tendsto ε atTop (𝓝 0) := by - have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul A - simpa only [mul_one_div, mul_zero] using hh - choose f hfi hfm hfb hfw using fun n => exists_finite_angular_kernel - hB hBm hBc hB0 κ hκ hκ8 z hz u hu (ε n) (hε n) (hεA n) - let K := Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) - let g (ω : Ω) := stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z u - have hp : 0 < greenExponent κ / 2 := div_pos (greenExponent_pos κ hκ hκ8) (by norm_num) - have hlim : ∀ᵐ ω ∂P, Tendsto (fun n => f n ω) atTop (𝓝 (g ω)) := by - filter_upwards [hw] with ω hω - have hU : Continuous (fun t => Real.sqrt κ * B t ω) := (hBc ω).const_mul _ - by_cases hlevel : ∃ T : ℝ≥0, z ∈ survivingDomain (γ ω) T ∧ - fullRadius (G ω) T z = (2 * z.im) * Real.exp (-u) - · obtain ⟨T, hT, hTR⟩ := hlevel - obtain ⟨δ, hδ, hδb⟩ := live_angleSq_lower_bound hU hω z T hT - have hev : ∀ᶠ n in atTop, ε n < δ := (tendsto_order.mp hεlim).2 δ hδ - apply tendsto_const_nhds.congr' - filter_upwards [hev] with n hn - obtain ⟨t, ht, htu, hb, he, _⟩ := hfw n ω (γ ω) (G ω) (F ω) hω - have hTc : Real.log ((2 * z.im) / fullRadius (G ω) T z) = u := by - rw [← logRadiusClock_logCoordinates hU hω z T hT] - exact (fullRadius_level_iff_logClock hU hω z T hT u).mp hTR - have htT : t ≤ T := live_clock_le_time hU hω z t T ht hT (by simpa only [hTc] using htu) - have htb : δ ≤ (Real.sin (Complex.arg (G ω t z - ((Real.sqrt κ * B t ω : ℝ) : ℂ)))) ^ 2 := - hδb t htT - have htc : Real.log ((2 * z.im) / fullRadius (G ω) t z) = u := hb.resolve_right (by linarith) - have htR : fullRadius (G ω) t z = (2 * z.im) * Real.exp (-u) := by - apply (fullRadius_level_iff_logClock hU hω z t ht u).mpr - rwa [logRadiusClock_logCoordinates hU hω z t ht] - exact (stoppedGreen_eq_of_live_level hU hω κ z u t ht htR).trans he.symm - · have hg : g ω = 0 := stoppedGreen_eq_zero_of_no_level κ _ _ _ z u hlevel - rw [hg] - have hb (n : ℕ) : f n ω ≤ K * (ε n) ^ (greenExponent κ / 2) := by - obtain ⟨t, ht, _, htb, _, hbe⟩ := hfw n ω (γ ω) (G ω) (F ω) hω - apply hbe - apply htb.resolve_left - intro he - apply hlevel - refine ⟨t, ht, (fullRadius_level_iff_logClock hU hω z t ht u).mpr ?_⟩ - rwa [logRadiusClock_logCoordinates hU hω z t ht] - have hupp : Tendsto (fun n => K * (ε n) ^ (greenExponent κ / 2)) atTop (𝓝 0) := by - have hh := ((Real.continuousAt_rpow_const 0 (greenExponent κ / 2) (Or.inr hp.le)).tendsto.comp hεlim).const_mul K - simpa only [Function.comp_apply, Real.zero_rpow hp.ne', mul_zero] using hh - exact tendsto_of_tendsto_of_tendsto_of_le_of_le tendsto_const_nhds hupp - (fun n => (hfb n ω).1) hb - have hbound (n : ℕ) : ∀ᵐ ω ∂P, ‖f n ω‖ ≤ K := by - apply Eventually.of_forall - intro ω - simpa only [Real.norm_eq_abs, abs_of_nonneg (hfb n ω).1] using (hfb n ω).2 - have hgm : AEStronglyMeasurable g P := - aestronglyMeasurable_of_tendsto_ae atTop (fun n => (hfi n).aestronglyMeasurable) hlim - have hgi : Integrable g P := ⟨hgm, - hasFiniteIntegral_of_dominated_convergence (integrable_const K).hasFiniteIntegral hbound hlim⟩ - have hc := tendsto_integral_of_dominated_convergence (fun _ : Ω => K) - (fun n => (hfi n).aestronglyMeasurable) (integrable_const K) hbound hlim - refine ⟨hgi, ?_⟩ - apply tendsto_nhds_unique hc - simpa only [hfm] using (tendsto_const_nhds : Tendsto (fun _ : ℕ => initialGreen κ z) atTop (𝓝 (initialGreen κ z))) - - - -theorem finite_stopped_green_of_witness - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : - Integrable (fun ω => stoppedGreen κ (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) z u) P ∧ - (∫ ω, stoppedGreen κ (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) z u ∂P) = initialGreen κ z := by - obtain ⟨C, hCm, hCc, hC0, hC, hCB⟩ := exists_regular_brownian_version hB - have hwC : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * C t ω) (γ ω) (G ω) (F ω) := by - filter_upwards [hw, hCB] with ω hω hω' - simpa only [hω'] using hω - have heq : (fun ω => stoppedGreen κ (fun t => Real.sqrt κ * C t ω) - (γ ω) (G ω) z u) =ᵐ[P] (fun ω => stoppedGreen κ (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) z u) := by - filter_upwards [hCB] with ω hω - simp only [hω] - obtain ⟨hfi, hfm⟩ := finite_stopped_green_regular hC hCm hCc hC0 κ hκ hκ8 γ G F hwC z hz u hu - exact ⟨hfi.congr heq, (integral_congr_ae heq).symm.trans hfm⟩ - -universe uLevel -def FiniteStoppedGreenTarget : Prop := - ∀ (Ω : Type uLevel) (_ : MeasurableSpace Ω) (P : Measure Ω), IsProbabilityMeasure P → - ∀ (κ : ℝ), 0 < κ → κ < 8 → - ∀ (B : ℝ≥0 → Ω → ℝ), ProbabilityTheory.IsBrownianReal B P → - ∀ (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ), - (∀ t, Measurable (fun ω => γ ω t)) → - (∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) → - ∀ (z : ℂ), z ∈ upperHalfPlane → ∀ (u : ℝ), 0 ≤ u → - Integrable (fun ω => stoppedGreen κ (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) z u) P ∧ - (∫ ω, stoppedGreen κ (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) z u ∂P) = initialGreen κ z - - - -theorem finite_stopped_green : FiniteStoppedGreenTarget := by - intro Ω mΩ P hP κ hκ hκ8 B hB γ G F _hγ hw z hz u hu - let := hP - exact finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -lemma initialGreen_pos (κ : ℝ) (z : ℂ) (hz : z ∈ upperHalfPlane) : - 0 < initialGreen κ z := by - have hz0 : z ≠ 0 := by intro he; simp only [he, upperHalfPlane, Set.mem_ofPred_eq, Complex.zero_im, lt_self_iff_false] at hz - have hsin : 0 < Real.sin (Complex.arg z) := by - rw [Complex.sin_arg] - exact div_pos hz (norm_pos_iff.mpr hz0) - exact mul_pos (Real.rpow_pos_of_pos (mul_pos (by norm_num) hz) _) (Real.rpow_pos_of_pos hsin _) - -lemma greenDensity_nonneg - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (h : IsCapacityTwoWitness U γ G F) (κ : ℝ) (t : ℝ≥0) (z : ℂ) : - 0 ≤ greenDensity κ U γ G t z := by - classical - by_cases hz : z ∈ survivingDomain γ t - · rw [greenDensity, ite_eq_left hz] - have hy := h.imag_positive t z hz - apply mul_nonneg - · exact Real.rpow_nonneg (div_nonneg (mul_nonneg (by norm_num) hy.le) (norm_nonneg _)) _ - · apply Real.rpow_nonneg - rw [Complex.sin_arg, Complex.sub_im, Complex.ofReal_im, sub_zero] - exact div_nonneg hy.le (norm_nonneg _) - · simp only [greenDensity, ite_eq_right hz, le_refl] - -lemma stoppedGreen_nonneg - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (h : IsCapacityTwoWitness U γ G F) (κ : ℝ) (z : ℂ) (u : ℝ) : - 0 ≤ stoppedGreen κ U γ G z u := by - unfold stoppedGreen - split_ifs - · exact greenDensity_nonneg h κ _ z - · exact le_rfl - - - -noncomputable def finiteCenteredLaw - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) - (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) - (z : ℂ) (u : ℝ) : Measure Ω := - P.withDensity (fun ω => ENNReal.ofReal - (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z u / initialGreen κ z)) - -theorem finiteCenteredLaw_probability - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : - IsProbabilityMeasure (finiteCenteredLaw P κ B γ G z u) := by - obtain ⟨hi, he⟩ := finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu - have hp := initialGreen_pos κ z hz - apply isProbabilityMeasure_iff.mpr - rw [finiteCenteredLaw, withDensity_apply _ MeasurableSet.univ, Measure.restrict_univ, - ← ofReal_integral_eq_lintegral_ofReal (hi.div_const _) ?_, integral_div, he, div_self hp.ne', ENNReal.ofReal_one] - filter_upwards [hw] with ω hω - exact div_nonneg (stoppedGreen_nonneg hω κ z u) hp.le - - - -theorem finiteCenteredLaw_live_compact - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : - ∀ᵐ ω ∂finiteCenteredLaw P κ B γ G z u, - ∃ T : ℝ≥0, z ∈ survivingDomain (γ ω) T ∧ - fullRadius (G ω) T z = (2 * z.im) * Real.exp (-u) ∧ - radiusLevelTime (γ ω) (G ω) z u = (T : ℝ≥0∞) ∧ - ∃ δ : ℝ, 0 < δ ∧ ∀ t : ℝ≥0, t ≤ T → - δ ≤ (Real.sin (Complex.arg (G ω t z - ((Real.sqrt κ * B t ω : ℝ) : ℂ)))) ^ 2 := by - obtain ⟨hi, _⟩ := finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu - apply (ae_withDensity_iff' ((hi.div_const _).aestronglyMeasurable.aemeasurable.ennreal_ofReal)).mpr - filter_upwards [hw, hB.cont] with ω hω hcont - intro hweight - have hex : ∃ T : ℝ≥0, z ∈ survivingDomain (γ ω) T ∧ - fullRadius (G ω) T z = (2 * z.im) * Real.exp (-u) := by - by_contra hn - apply hweight - rw [stoppedGreen_eq_zero_of_no_level κ _ _ _ z u hn, zero_div, ENNReal.ofReal_zero] - obtain ⟨T, hT, hTR⟩ := hex - have hU : Continuous (fun t => Real.sqrt κ * B t ω) := hcont.const_mul _ - exact ⟨T, hT, hTR, radiusLevelTime_eq_of_live_level hU hω z u T hT hTR, - live_angleSq_lower_bound hU hω z T hT⟩ - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory -open scoped Topology -namespace SLEExactGauge - -lemma continuousOn_of_integral_balance {F H : ℝ → ℝ} {v A C L : ℝ} - (hv : 0 ≤ v) (hFi : IntervalIntegrable F volume 0 v) (hHi : IntervalIntegrable H volume 0 v) - (hbal : ∀ u ∈ Icc 0 v, F u + C * (∫ s in (0 : ℝ)..u, H s) = - L + A * (∫ s in (0 : ℝ)..u, F s)) : ContinuousOn F (Icc 0 v) := by - have hcF : ContinuousOn (fun u => ∫ s in (0 : ℝ)..u, F s) (Icc 0 v) := by - simpa only [uIcc_of_le hv] using intervalIntegral.continuousOn_primitive_interval (f := F) (a := 0) (b := v) (μ := volume) - (by simpa only [uIcc_of_le hv] using (intervalIntegrable_iff_integrableOn_Icc_of_le hv).mp hFi) - have hcH : ContinuousOn (fun u => ∫ s in (0 : ℝ)..u, H s) (Icc 0 v) := by - simpa only [uIcc_of_le hv] using intervalIntegral.continuousOn_primitive_interval (f := H) (a := 0) (b := v) (μ := volume) - (by simpa only [uIcc_of_le hv] using (intervalIntegrable_iff_integrableOn_Icc_of_le hv).mp hHi) - have hc : ContinuousOn (fun u => L + A * (∫ s in (0 : ℝ)..u, F s) - C * (∫ s in (0 : ℝ)..u, H s)) (Icc 0 v) := - (continuousOn_const.add (continuousOn_const.mul hcF)).sub (continuousOn_const.mul hcH) - apply hc.congr - intro u hu - dsimp only - linarith [hbal u hu] - -lemma integral_drift_of_balance {F H : ℝ → ℝ} {v A C L q : ℝ} - (hv : 0 ≤ v) (hC : 0 ≤ C) (hq : 0 ≤ q) - (hFi : IntervalIntegrable F volume 0 v) (hHi : IntervalIntegrable H volume 0 v) - (hbal : ∀ u ∈ Icc 0 v, F u + C * (∫ s in (0 : ℝ)..u, H s) = - L + A * (∫ s in (0 : ℝ)..u, F s)) - (hpow : ∀ᵐ s ∂volume.restrict (Ioc 0 v), (F s) ^ q ≤ H s) : - ContinuousOn F (Icc 0 v) ∧ - ∀ s ∈ Icc 0 v, ∀ t ∈ Icc 0 v, s ≤ t → - F t - F s ≤ ∫ u in s..t, A * F u - C * (F u) ^ q := by - have hc := continuousOn_of_integral_balance hv hFi hHi hbal - refine ⟨hc, ?_⟩ - intro s hs t ht hst - have hsub : uIcc s t ⊆ uIcc 0 v := by - simp only [uIcc_of_le hst, uIcc_of_le hv] - exact Icc_subset_Icc hs.1 ht.2 - have hsub0 (x : ℝ) (hx : x ∈ Icc 0 v) : uIcc 0 x ⊆ uIcc 0 v := by - simp only [uIcc_of_le hx.1, uIcc_of_le hv] - exact Icc_subset_Icc le_rfl hx.2 - have hFi' := hFi.mono_set hsub - have hHi' := hHi.mono_set hsub - have hpI : IntervalIntegrable (fun u => F u ^ q) volume s t := by - apply ContinuousOn.intervalIntegrable - apply (Real.continuous_rpow_const hq).comp_continuousOn - exact hc.mono (by simpa only [uIcc_of_le hst] using Icc_subset_Icc hs.1 ht.2) - have hpw : (∫ u in s..t, (F u) ^ q) ≤ ∫ u in s..t, H u := by - apply intervalIntegral.integral_mono_ae_restrict hst hpI hHi' - rw [restrict_Ioc_eq_restrict_Icc] at hpow - exact ae_restrict_of_ae_restrict_of_subset (Icc_subset_Icc hs.1 ht.2) hpow - have hdiff : F t - F s = A * (∫ u in s..t, F u) - C * (∫ u in s..t, H u) := by - rw [← intervalIntegral.integral_interval_sub_left (hFi.mono_set (hsub0 t ht)) (hFi.mono_set (hsub0 s hs)), - ← intervalIntegral.integral_interval_sub_left (hHi.mono_set (hsub0 t ht)) (hHi.mono_set (hsub0 s hs))] - linarith [hbal s hs, hbal t ht] - rw [intervalIntegral.integral_sub (hFi'.const_mul A) (hpI.const_mul C), - intervalIntegral.integral_const_mul, intervalIntegral.integral_const_mul, hdiff] - exact sub_le_sub_left (mul_le_mul_of_nonneg_left hpw hC) _ - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {v : ℝ≥0} {ε : ℕ → ℝ} - -noncomputable def radiusMoment (P : Measure Ω) - (c : ∀ n, AngularLocalization B hm κ z v (ε n)) (b s : ℝ) : ℝ := - (∫ ω, limitRadiusKernel c (codimension κ) (greenExponent κ - b) s ω ∂P) / initialGreen κ z - -lemma radiusMoment_nonneg {P : Measure Ω} - (c : ∀ n, AngularLocalization B hm κ z v (ε n)) (hI : 0 ≤ initialGreen κ z) (b s : ℝ) : - 0 ≤ radiusMoment P c b s := - div_nonneg (integral_nonneg fun ω => limitRadiusKernel_nonneg c _ _ s ω) hI - -lemma radiusMoment_intervalIntegrable {P : Measure Ω} [IsFiniteMeasure P] - (c : ∀ n, AngularLocalization B hm κ z v (ε n)) {b u : ℝ} (hu : 0 ≤ u) - (hi : Integrable (Function.uncurry (limitRadiusKernel c (codimension κ) (greenExponent κ - b))) - ((volume.restrict (Ioc 0 u)).prod P)) : IntervalIntegrable (radiusMoment P c b) volume 0 u := by - rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hu] - exact hi.integral_prod_left.div_const _ - -lemma radiusMoment_intervalIntegral {P : Measure Ω} [IsFiniteMeasure P] - (c : ∀ n, AngularLocalization B hm κ z v (ε n)) {b u : ℝ} (hu : 0 ≤ u) - (hi : Integrable (Function.uncurry (limitRadiusKernel c (codimension κ) (greenExponent κ - b))) - ((volume.restrict (Ioc 0 u)).prod P)) : - (∫ s in (0 : ℝ)..u, radiusMoment P c b s) = - (∫ q : ℝ × Ω, limitRadiusKernel c (codimension κ) (greenExponent κ - b) q.1 q.2 - ∂((volume.restrict (Ioc 0 u)).prod P)) / initialGreen κ z := by - simp only [intervalIntegral.integral_of_le hu, radiusMoment, integral_div] - congr 1 - exact (integral_prod _ hi).symm - -lemma balance_divide {X H Y F A C : ℝ} (he : X + C * H = Y + A * F) (I : ℝ) : - X / I + C * (H / I) = Y / I + A * (F / I) := by - linear_combination (1 / I) * he - -lemma radiusMoment_balance - (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) (hε0 : ∀ n, 0 < ε n) - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) (b : ℝ) (hb0 : 0 < b) (hb : b < greenExponent κ) - (u : ℝ) (hu : u ∈ Icc 0 (v : ℝ)) : - radiusMoment P (a v) b u + (κ * b / 8) * (greenExponent κ - b) * - (∫ s in (0 : ℝ)..u, radiusMoment P (a v) (b + 2) s) = - powerLogDensity κ (codimension κ) (greenExponent κ - b) (initialLogCoordinates z) 0 / initialGreen κ z + - (κ * b / 8) * (1 + (greenExponent κ - b)) * - (∫ s in (0 : ℝ)..u, radiusMoment P (a v) b s) := by - let := hB.isGaussianProcess.isProbabilityMeasure - obtain ⟨hi, he⟩ := limit_power_balance (a ⟨u, hu.1⟩) (a v) hε hεlim hε0 hB hBm hBc hB0 - hκ hκ8 b hb0 hb hu.1 hu.2 - dsimp only [NNReal.toReal] at hi he - have hi' : Integrable (Function.uncurry (limitRadiusKernel (a v) (codimension κ) (greenExponent κ - (b + 2)))) - ((volume.restrict (Ioc 0 u)).prod P) := by - rw [show greenExponent κ - (b + 2) = greenExponent κ - b - 2 by ring] - convert hi using 1; rfl - have hl := limitRadiusKernel_region_integrable (P := P) (a v) hε hBm (codimension κ) - (greenExponent κ - b) (codimension_pos κ hκ8).le (sub_pos.mpr hb).le u - rw [radiusMoment_intervalIntegral _ hu.1 hi', radiusMoment_intervalIntegral _ hu.1 hl] - dsimp only [radiusMoment] - rw [sub_add_eq_sub_sub] - convert balance_divide he (initialGreen κ z) using 1 <;> rfl - - - -theorem radiusMoment_drift - (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) (hε0 : ∀ n, 0 < ε n) - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) - (b : ℝ) (hb0 : 0 < b) (hb : b < greenExponent κ) : - ContinuousOn (radiusMoment P (a v) b) (Icc 0 v) ∧ - ∀ s ∈ Icc 0 (v : ℝ), ∀ t ∈ Icc 0 (v : ℝ), s ≤ t → - radiusMoment P (a v) b t - radiusMoment P (a v) b s ≤ - ∫ u in s..t, (κ * b / 8) * (1 + (greenExponent κ - b)) * radiusMoment P (a v) b u - - (κ * b / 8) * (greenExponent κ - b) * (radiusMoment P (a v) b u) ^ (1 + 2 / b) := by - let := hB.isGaussianProcess.isProbabilityMeasure - have hI : 0 < initialGreen κ z := initialGreen_pos κ z hz - have hh := (limit_power_balance (a v) (a v) hε hεlim hε0 hB hBm hBc hB0 hκ hκ8 b hb0 hb v.coe_nonneg le_rfl).1 - have hhigh : IntervalIntegrable (radiusMoment P (a v) (b + 2)) volume 0 v := by - apply radiusMoment_intervalIntegrable _ v.coe_nonneg - simpa only [sub_add_eq_sub_sub] using hh - have hlow := radiusMoment_intervalIntegrable (P := P) (a v) v.coe_nonneg - (limitRadiusKernel_region_integrable (a v) hε hBm (codimension κ) (greenExponent κ - b) - (codimension_pos κ hκ8).le (sub_pos.mpr hb).le v) - apply integral_drift_of_balance v.coe_nonneg (by positivity) (by positivity) hlow hhigh - (radiusMoment_balance a hε hεlim hε0 hB hBm hBc hB0 hκ hκ8 b hb0 hb) - filter_upwards [hh.prod_right_ae, ae_restrict_mem measurableSet_Ioc] with s hsi hs - have hm := limitRadiusKernel_green_mean (a ⟨s, hs.1.le⟩) (a v) hε hεlim (fun n => (hε0 n).le) - hB hBm hBc hB0 hκ hκ8 hz hs.1.le hs.2 - have hj := limitRadiusKernel_inverse_moment_jensen (a v) hε hBm (codimension κ) - (greenExponent κ) b s (initialGreen κ z) (codimension_pos κ hκ8).le - (greenExponent_pos κ hκ hκ8).le hb0 hb.le hI hm hsi - simpa only [radiusMoment, sub_add_eq_sub_sub] using hj - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - - -noncomputable def stoppedInverseAngle (κ : ℝ) (B : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) - (G : ℝ≥0 → ℂ → ℂ) (z : ℂ) (u b : ℝ) : ℝ := - (stoppedAngleSq κ B γ G z u) ^ (-b / 2) - -lemma finiteCenteredLaw_inverseAngle_moment - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ≥0) (hu : 0 ≤ (u : ℝ)) - {ε : ℕ → ℝ} (a : ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) - (b : ℝ) (hb : b ≤ greenExponent κ) : - Integrable (fun ω => stoppedInverseAngle κ (fun t => B t ω) (γ ω) (G ω) z u b) - (finiteCenteredLaw P κ B γ G z u) ∧ - (∫ ω, stoppedInverseAngle κ (fun t => B t ω) (γ ω) (G ω) z u b - ∂finiteCenteredLaw P κ B γ G z u) = radiusMoment P a b u := by - let w (ω : Ω) := stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z u - let f (ω : Ω) := stoppedInverseAngle κ (fun t => B t ω) (γ ω) (G ω) z u b - let d (ω : Ω) := ENNReal.ofReal (w ω / initialGreen κ z) - have hwi := (finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu).1 - have hd : AEMeasurable d P := (hwi.div_const _).aestronglyMeasurable.aemeasurable.ennreal_ofReal - have hid : Integrable (limitRadiusKernel a (codimension κ) (greenExponent κ - b) u) P := - limitRadiusKernel_integrable a hε hBm _ _ (codimension_pos κ hκ8).le (sub_nonneg.mpr hb) u - have he : (fun ω => (d ω).toReal • f ω) =ᵐ[P] - (fun ω => limitRadiusKernel a (codimension κ) (greenExponent κ - b) u ω / initialGreen κ z) := by - filter_upwards [hw] with ω hω - have hw0 := stoppedGreen_nonneg hω κ z u - rw [show (d ω).toReal = w ω / initialGreen κ z from - ENNReal.toReal_ofReal (div_nonneg hw0 (initialGreen_pos κ z hz).le), smul_eq_mul] - rw [limitRadiusKernel_inverse_factor, - limitRadiusKernel_eq_stoppedGreen a hε hεlim hBc hz hu ω (γ ω) (G ω) (F ω) hω, - limitRadiusKernel_eq_stoppedAngleSq a hε hεlim hBc hz hu ω (γ ω) (G ω) (F ω) hω] - · change w ω / initialGreen κ z * f ω = w ω * f ω / initialGreen κ z - ring - · exact hε - constructor - · apply (integrable_withDensity_iff_integrable_smul₀' hd - (Eventually.of_forall fun _ => ENNReal.ofReal_lt_top)).mpr - exact (hid.div_const _).congr he.symm - · change (∫ ω, f ω ∂P.withDensity d) = _ - rw [integral_withDensity_eq_integral_toReal_smul₀ hd - (Eventually.of_forall fun _ => ENNReal.ofReal_lt_top), integral_congr_ae he, integral_div] - rfl - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} - -lemma limitRadiusKernel_zero_eq_indicator_level - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (hε : Antitone ε) - (hεlim : Tendsto ε atTop (𝓝 0)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hz : z ∈ upperHalfPlane) - (hu : 0 ≤ u) (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) γ G F) (p : ℝ) : - limitRadiusKernel a p 0 u ω = - if radiusLevelTime γ G z u < ∞ then Real.exp (p * (u - Real.log 2 - Real.log z.im)) else 0 := by - by_cases hh : ∃ T : ℝ≥0, z ∈ survivingDomain γ T ∧ fullRadius G T z = (2 * z.im) * Real.exp (-u) - · obtain ⟨T, hT, hR⟩ := hh - rw [limitRadiusKernel_eq_stopped_of_live_level a hε hεlim hBc hz hu ω γ G F hw T hT hR, - radiusLevelTime_eq_of_live_level ((hBc ω).const_mul _) hw z u T hT hR, ite_eq_left ENNReal.coe_lt_top, - powerLogDensity_radius_angle κ p 0 (Real.log z.im), zero_div, Real.rpow_zero, mul_one, - (fullRadius_level_iff_logClock ((hBc ω).const_mul _) hw z T hT u).mp hR] - · rw [limitRadiusKernel_eq_zero_of_no_level a hBc hz ω γ G F hw _ _ hh, - radiusLevelTime_eq_top_of_no_level γ G z u hh, ite_eq_right (lt_irrefl _)] - -lemma integral_limitRadiusKernel_zero_eq_probability - (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (hε : Antitone ε) - (hεlim : Tendsto ε atTop (𝓝 0)) - {P : Measure Ω} [IsFiniteMeasure P] - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hz : z ∈ upperHalfPlane) - (hu : 0 ≤ u) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) (p : ℝ) : - (∫ ω, limitRadiusKernel a p 0 u ω ∂P) = - Real.exp (p * (u - Real.log 2 - Real.log z.im)) * - (P {ω | radiusLevelTime (γ ω) (G ω) z u < ∞}).toReal := by - let K := Real.exp (p * (u - Real.log 2 - Real.log z.im)) - let A := {ω | limitRadiusKernel a p 0 u ω ≠ 0} - have hAm : MeasurableSet A := (measurableSet_eq_fun - ((limitRadiusKernel_measurable a hε hBm p 0).comp (measurable_const.prodMk measurable_id)) measurable_const).compl - have hA : A =ᵐ[P] {ω | radiusLevelTime (γ ω) (G ω) z u < ∞} := by - filter_upwards [hw] with ω hω - change (limitRadiusKernel a p 0 u ω ≠ 0) = (radiusLevelTime (γ ω) (G ω) z u < ∞) - rw [limitRadiusKernel_zero_eq_indicator_level a hε hεlim hBc hz hu ω (γ ω) (G ω) (F ω) hω p] - split_ifs with h <;> simp [h, Real.exp_ne_zero] - have he : limitRadiusKernel a p 0 u = A.indicator (fun _ => K) := by - funext ω - rw [Set.indicator_apply] - change limitRadiusKernel a p 0 u ω = if limitRadiusKernel a p 0 u ω ≠ 0 then K else 0 - simp only [limitRadiusKernel_zero, max_eq_left hu] - split_ifs <;> simp_all [Real.exp_ne_zero, K] - rw [he, integral_indicator hAm, setIntegral_const, smul_eq_mul, mul_comm] - change K * (P A).toReal = _ - rw [measure_congr hA] - -lemma initialGreen_div_zeroKernel (κ u : ℝ) (z : ℂ) (hz : z ∈ upperHalfPlane) : - initialGreen κ z / Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) = - Real.exp (-codimension κ * u) * (Real.sin (Complex.arg z)) ^ greenExponent κ := by - have hr : 0 < 2 * z.im := mul_pos (by norm_num) hz - rw [initialGreen, Real.rpow_def_of_pos hr, Real.log_mul (by norm_num) (ne_of_gt hz)] - rw [mul_comm (Real.exp _) ((Real.sin (Complex.arg z)) ^ greenExponent κ), - mul_div_assoc, ← Real.exp_sub] - rw [show (Real.log 2 + Real.log z.im) * -codimension κ - - codimension κ * (u - Real.log 2 - Real.log z.im) = -codimension κ * u by ring] - ring - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory -open scoped Topology -namespace SLEExactGauge - - - -lemma liminf_slope_of_integral_bound {F G : ℝ → ℝ} {a b : ℝ} - (hab : a ≤ b) (hG : ContinuousOn G (Icc a b)) - (hinc : ∀ s ∈ Icc a b, ∀ t ∈ Icc a b, s ≤ t → - F t - F s ≤ ∫ u in s..t, G u) : - ∀ x ∈ Ico a b, ∀ r, G x < r → ∃ᶠ z in 𝓝[>] x, slope F x z < r := by - let g (t : ℝ) := G (projIcc a b hab t) - have hgc : Continuous g := hG.comp_continuous - (continuous_subtype_val.comp continuous_projIcc) (fun t => (projIcc a b hab t).property) - have he (t : ℝ) (ht : t ∈ Icc a b) : g t = G t := by - simp only [g, projIcc_of_mem hab ht] - intro x hx r hr - have hd : HasDerivAt (fun z => ∫ u in a..z, g u) (g x) x := - intervalIntegral.integral_hasDerivAt_right (hgc.intervalIntegrable _ _) - hgc.stronglyMeasurable.stronglyMeasurableAtFilter hgc.continuousAt - have hs := (hasDerivWithinAt_iff_tendsto_slope' (lt_irrefl x)).1 - (hd.hasDerivWithinAt : HasDerivWithinAt (fun z => ∫ u in a..z, g u) (g x) (Ioi x) x) - have hsl : ∀ᶠ z in 𝓝[>] x, slope (fun y => ∫ u in a..y, g u) x z < r := - hs (Iio_mem_nhds (by rw [he x ⟨hx.1, hx.2.le⟩]; exact hr)) - apply Filter.Eventually.frequently - filter_upwards [hsl, Ioc_mem_nhdsGT hx.2] with z hz hzI - apply lt_of_le_of_lt _ hz - rw [slope_def_field, slope_def_field, - intervalIntegral.integral_interval_sub_left (hgc.intervalIntegrable a z) (hgc.intervalIntegrable a x)] - apply div_le_div_of_nonneg_right _ (sub_pos.mpr hzI.1).le - rw [intervalIntegral.integral_congr (fun t ht => he t (by - have ht' : t ∈ Icc x z := by simpa only [uIcc_of_le hzI.1.le] using ht - exact ⟨hx.1.trans ht'.1, ht'.2.trans hzI.2⟩))] - exact hinc x ⟨hx.1, hx.2.le⟩ z ⟨hx.1.trans hzI.1.le, hzI.2⟩ hzI.1.le - -lemma image_le_of_integral_drift {F G H H' : ℝ → ℝ} {a b : ℝ} - (hab : a ≤ b) (hF : ContinuousOn F (Icc a b)) (hG : ContinuousOn G (Icc a b)) - (hinc : ∀ s ∈ Icc a b, ∀ t ∈ Icc a b, s ≤ t → F t - F s ≤ ∫ u in s..t, G u) - (ha : F a ≤ H a) (hH : ContinuousOn H (Icc a b)) - (hH' : ∀ x ∈ Ico a b, HasDerivWithinAt H (H' x) (Ici x) x) - (hbound : ∀ x ∈ Ico a b, F x = H x → G x < H' x) : - ∀ x ∈ Icc a b, F x ≤ H x := by - exact fun x hx => image_le_of_liminf_slope_right_lt_deriv_boundary' hF - (liminf_slope_of_integral_bound hab hG hinc) ha hH hH' hbound hx - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory -open scoped Topology -namespace SLEExactGauge - -noncomputable def lyapunovBarrier (r K δ t : ℝ) : ℝ := K ^ r * (t + δ) ^ (-r) - -lemma lyapunovBarrier_pos {r K δ t : ℝ} (hK : 0 < K) (ht : 0 < t + δ) : - 0 < lyapunovBarrier r K δ t := mul_pos (Real.rpow_pos_of_pos hK _) (Real.rpow_pos_of_pos ht _) - -lemma lyapunovBarrier_deriv {r K δ t : ℝ} (ht : 0 < t + δ) : - HasDerivAt (lyapunovBarrier r K δ) (-r * lyapunovBarrier r K δ t / (t + δ)) t := by - have hd := (((hasDerivAt_id t).add_const δ).rpow_const (p := -r) (Or.inl ht.ne')).const_mul (K ^ r) - convert hd using 1 <;> try rfl - dsimp only [lyapunovBarrier, id_eq] - rw [Real.rpow_sub ht, Real.rpow_one] - ring - -lemma lyapunovBarrier_power {r K δ t : ℝ} (hr : 0 < r) (hK : 0 < K) (ht : 0 < t + δ) : - (lyapunovBarrier r K δ t) ^ (1 + 1 / r) = - lyapunovBarrier r K δ t * K / (t + δ) := by - have he : lyapunovBarrier r K δ t = (K / (t + δ)) ^ r := by - rw [Real.div_rpow hK.le ht.le, lyapunovBarrier, Real.rpow_neg ht.le] - rfl - rw [he, ← Real.rpow_mul (div_pos hK ht).le] - have hf : r * (1 + 1 / r) = r + 1 := by field_simp - rw [hf, Real.rpow_add (div_pos hK ht), Real.rpow_one] - ring - -lemma exists_small_barrier {r K C : ℝ} (hr : 0 < r) (hK : 0 < K) : - ∃ δ : ℝ, 0 < δ ∧ δ ≤ 1 ∧ C ≤ lyapunovBarrier r K δ 0 := by - have ht : Tendsto (fun δ : ℝ => K ^ r * δ ^ (-r)) (𝓝[>] (0 : ℝ)) atTop := - (tendsto_rpow_neg_nhdsGT_zero (neg_neg_of_pos hr)).const_mul_atTop (Real.rpow_pos_of_pos hK r) - have he := (ht.eventually_ge_atTop C).and (Ioc_mem_nhdsGT (by norm_num : (0 : ℝ) < 1)) - obtain ⟨δ, hd, hδ⟩ := he.exists - exact ⟨δ, hδ.1, hδ.2, by simpa only [lyapunovBarrier, zero_add] using hd⟩ - - - -theorem comingDown_one_window {F : ℝ → ℝ} {v A C r : ℝ} - (hv : 0 ≤ v) (hv1 : v ≤ 1) (hA : 0 ≤ A) (hC : 0 < C) (hr : 0 < r) - (hF : ContinuousOn F (Icc 0 v)) - (hinc : ∀ s ∈ Icc 0 v, ∀ t ∈ Icc 0 v, s ≤ t → - F t - F s ≤ ∫ u in s..t, A * F u - C * (F u) ^ (1 + 1 / r)) : - ∀ t ∈ Ioc 0 v, F t ≤ ((2 * A + r + 1) / C / t) ^ r := by - let K := (2 * A + r + 1) / C - have hK : 0 < K := by dsimp [K]; positivity - obtain ⟨δ, hδ, hδ1, hinit⟩ := exists_small_barrier (C := F 0) hr hK - have hcont : ContinuousOn (lyapunovBarrier r K δ) (Icc 0 v) := by - intro t ht - exact (lyapunovBarrier_deriv (r := r) (K := K) (by linarith [ht.1] : 0 < t + δ)).continuousAt.continuousWithinAt - have hq : 0 ≤ 1 + 1 / r := by positivity - have hgc : ContinuousOn (fun u => A * F u - C * (F u) ^ (1 + 1 / r)) (Icc 0 v) := - (continuousOn_const.mul hF).sub (continuousOn_const.mul ((Real.continuous_rpow_const hq).comp_continuousOn hF)) - have hfence : ∀ t ∈ Icc 0 v, F t ≤ lyapunovBarrier r K δ t := by - apply image_le_of_integral_drift hv hF hgc hinc hinit hcont - (fun t ht => (lyapunovBarrier_deriv (r := r) (K := K) (by linarith [ht.1] : 0 < t + δ)).hasDerivWithinAt) - intro t ht he - have htδ : 0 < t + δ := by linarith [ht.1] - have hH : 0 < lyapunovBarrier r K δ t := lyapunovBarrier_pos hK htδ - rw [he, lyapunovBarrier_power hr hK htδ] - apply (lt_div_iff₀ htδ).mpr - have ht2 : t + δ ≤ 2 := by linarith [ht.2] - have hk : C * K = 2 * A + r + 1 := by dsimp [K]; field_simp - have htA : A * (t + δ) ≤ 2 * A := by nlinarith - have hx : A * (t + δ) - C * K < -r := by linarith - have hm := mul_lt_mul_of_pos_left hx hH - field_simp at * - nlinarith - intro t ht - apply (hfence t ⟨ht.1.le, ht.2⟩).trans - have htδ : 0 < t + δ := by linarith [ht.1] - have he : lyapunovBarrier r K δ t = (K / (t + δ)) ^ r := by - rw [Real.div_rpow hK.le htδ.le, lyapunovBarrier, Real.rpow_neg htδ.le] - rfl - rw [he] - exact Real.rpow_le_rpow (div_nonneg hK.le htδ.le) - (div_le_div_of_nonneg_left hK.le ht.1 (by linarith)) hr.le - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory -open scoped Topology -namespace SLEExactGauge - -lemma comingDown_shifted {F : ℝ → ℝ} {v A C r : ℝ} - (_hv : 0 ≤ v) (hA : 0 ≤ A) (hC : 0 < C) (hr : 0 < r) - (hF : ContinuousOn F (Icc 0 v)) - (hinc : ∀ s ∈ Icc 0 v, ∀ t ∈ Icc 0 v, s ≤ t → - F t - F s ≤ ∫ u in s..t, A * F u - C * (F u) ^ (1 + 1 / r)) - {x ℓ : ℝ} (hx : 0 ≤ x) (hℓ : 0 < ℓ) (hℓ1 : ℓ ≤ 1) (hxℓ : x + ℓ ≤ v) : - F (x + ℓ) ≤ ((2 * A + r + 1) / C / ℓ) ^ r := by - have hmap : MapsTo (fun s : ℝ => x + s) (Icc 0 ℓ) (Icc 0 v) := by - intro s hs - constructor <;> linarith [hs.1, hs.2] - have hcont : ContinuousOn (fun s => F (x + s)) (Icc 0 ℓ) := - hF.comp (continuous_const.add continuous_id).continuousOn hmap - apply comingDown_one_window hℓ.le hℓ1 hA hC hr hcont ?_ ℓ ⟨hℓ, le_rfl⟩ - intro s hs t ht hst - rw [intervalIntegral.integral_comp_add_left (fun u => A * F u - C * F u ^ (1 + 1 / r)) x] - exact hinc _ (hmap hs) _ (hmap ht) (by linarith) - - - -theorem comingDown_uniform {F : ℝ → ℝ} {v A C r η : ℝ} - (hv : 0 ≤ v) (hA : 0 ≤ A) (hC : 0 < C) (hr : 0 < r) - (hF : ContinuousOn F (Icc 0 v)) - (hinc : ∀ s ∈ Icc 0 v, ∀ t ∈ Icc 0 v, s ≤ t → - F t - F s ≤ ∫ u in s..t, A * F u - C * (F u) ^ (1 + 1 / r)) - (hη : 0 < η) (hη1 : η ≤ 1) : - ∀ t ∈ Icc η v, F t ≤ ((2 * A + r + 1) / C / η) ^ r := by - intro t ht - have hh := comingDown_shifted hv hA hC hr hF hinc (x := t - η) (sub_nonneg.mpr ht.1) hη hη1 - (by linarith [ht.2] : t - η + η ≤ v) - simpa only [sub_add_cancel] using hh - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge - -noncomputable def lyapunovA (κ b : ℝ) : ℝ := (κ * b / 8) * (1 + (greenExponent κ - b)) -noncomputable def lyapunovC (κ b : ℝ) : ℝ := (κ * b / 8) * (greenExponent κ - b) -noncomputable def angularMomentBound (κ b η : ℝ) : ℝ := - ((2 * lyapunovA κ b + b / 2 + 1) / lyapunovC κ b / η) ^ (b / 2) - -lemma lyapunovA_nonneg {κ b : ℝ} (hκ : 0 < κ) (hb0 : 0 < b) (hb : b < greenExponent κ) : - 0 ≤ lyapunovA κ b := by dsimp [lyapunovA]; positivity -lemma lyapunovC_pos {κ b : ℝ} (hκ : 0 < κ) (hb0 : 0 < b) (hb : b < greenExponent κ) : - 0 < lyapunovC κ b := by dsimp [lyapunovC]; positivity -lemma angularMomentBound_pos {κ b η : ℝ} (hκ : 0 < κ) (hb0 : 0 < b) - (hb : b < greenExponent κ) (hη : 0 < η) : 0 < angularMomentBound κ b η := by - have hA := lyapunovA_nonneg hκ hb0 hb - have hC := lyapunovC_pos hκ hb0 hb - dsimp only [angularMomentBound] - apply Real.rpow_pos_of_pos - positivity - -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {v : ℝ≥0} {ε : ℕ → ℝ} - - - -theorem radiusMoment_bound - (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) - (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) (hε0 : ∀ n, 0 < ε n) - {P : Measure Ω} (hB : IsBrownianReal B P) - (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) - (b : ℝ) (hb0 : 0 < b) (hb : b < greenExponent κ) - (η : ℝ) (hη : 0 < η) (hη1 : η ≤ 1) : - ∀ t ∈ Icc η (v : ℝ), radiusMoment P (a v) b t ≤ angularMomentBound κ b η := by - obtain ⟨hc, hd⟩ := radiusMoment_drift a hε hεlim hε0 hB hBm hBc hB0 hκ hκ8 hz b hb0 hb (v := v) - have he : 1 + 1 / (b / 2) = 1 + 2 / b := by field_simp - apply comingDown_uniform v.coe_nonneg (lyapunovA_nonneg hκ hb0 hb) (lyapunovC_pos hκ hb0 hb) - (by positivity : 0 < b / 2) hc ?_ hη hη1 - simpa only [he, lyapunovA, lyapunovC] using hd - -end SLEExactGauge -end - - -section - -open Set Filter MeasureTheory ProbabilityTheory Classical -open scoped Topology NNReal ENNReal -namespace SLEExactGauge -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] - {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} - {κ : ℝ} {z : ℂ} {v : ℝ} {ε : ℕ → ℝ} - -lemma limitRadiusKernel_antitone_power - (c : ∀ n, AngularLocalization B hm κ z v (ε n)) (hε : Antitone ε) - (p α β s : ℝ) (hαβ : α ≤ β) (ω : Ω) : - limitRadiusKernel c p β s ω ≤ limitRadiusKernel c p α s ω := by - have he := limitRadiusKernel_power_factor c hε p α (β - α) s ω - rw [show α + (β - α) = β by ring] at he - rw [he] - apply mul_le_of_le_one_right (limitRadiusKernel_nonneg c p α s ω) - exact Real.rpow_le_one (limitRadiusKernel_nonneg c 0 2 s ω) - (limitRadiusKernel_angle_le_one c s ω) (by linarith) - -lemma integral_limitRadiusKernel_antitone_power - (c : ∀ n, AngularLocalization B hm κ z v (ε n)) (hε : Antitone ε) - {P : Measure Ω} (p α β s : ℝ) (hαβ : α ≤ β) - (hiα : Integrable (limitRadiusKernel c p α s) P) - (hiβ : Integrable (limitRadiusKernel c p β s) P) : - (∫ ω, limitRadiusKernel c p β s ω ∂P) ≤ ∫ ω, limitRadiusKernel c p α s ω ∂P := - integral_mono hiβ hiα (limitRadiusKernel_antitone_power c hε p α β s hαβ) - -end SLEExactGauge -end - - -end - -end OAI +import Mathlib +import OAI.Probability.SLE.KernelExpectation + +namespace OAI + +/-! Finite Stopped Law for chordal SLE. -/ + +section +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + + +theorem finite_stopped_green_regular + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : + Integrable (fun ω => stoppedGreen κ (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) z u) P ∧ + (∫ ω, stoppedGreen κ (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) z u ∂P) = initialGreen κ z := by + let A := logAngleSq κ (initialLogCoordinates z) 0 + have hA : 0 < A := logAngleSq_pos _ _ _ + let ε (n : ℕ) := A / ((n : ℝ) + 1) + have hε (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity + have hεA (n : ℕ) : ε n ≤ A := div_le_self hA.le (by have h := Nat.cast_nonneg (α := ℝ) n; linarith) + have hεlim : Tendsto ε atTop (𝓝 0) := by + have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul A + simpa only [mul_one_div, mul_zero] using hh + choose f hfi hfm hfb hfw using fun n => exists_finite_angular_kernel + hB hBm hBc hB0 κ hκ hκ8 z hz u hu (ε n) (hε n) (hεA n) + let K := Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) + let g (ω : Ω) := stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z u + have hp : 0 < greenExponent κ / 2 := div_pos (greenExponent_pos κ hκ hκ8) (by norm_num) + have hlim : ∀ᵐ ω ∂P, Tendsto (fun n => f n ω) atTop (𝓝 (g ω)) := by + filter_upwards [hw] with ω hω + have hU : Continuous (fun t => Real.sqrt κ * B t ω) := (hBc ω).const_mul _ + by_cases hlevel : ∃ T : ℝ≥0, z ∈ survivingDomain (γ ω) T ∧ + fullRadius (G ω) T z = (2 * z.im) * Real.exp (-u) + · obtain ⟨T, hT, hTR⟩ := hlevel + obtain ⟨δ, hδ, hδb⟩ := live_angleSq_lower_bound hU hω z T hT + have hev : ∀ᶠ n in atTop, ε n < δ := (tendsto_order.mp hεlim).2 δ hδ + apply tendsto_const_nhds.congr' + filter_upwards [hev] with n hn + obtain ⟨t, ht, htu, hb, he, _⟩ := hfw n ω (γ ω) (G ω) (F ω) hω + have hTc : Real.log ((2 * z.im) / fullRadius (G ω) T z) = u := by + rw [← logRadiusClock_logCoordinates hU hω z T hT] + exact (fullRadius_level_iff_logClock hU hω z T hT u).mp hTR + have htT : t ≤ T := live_clock_le_time hU hω z t T ht hT (by simpa only [hTc] using htu) + have htb : δ ≤ (Real.sin (Complex.arg (G ω t z - ((Real.sqrt κ * B t ω : ℝ) : ℂ)))) ^ 2 := + hδb t htT + have htc : Real.log ((2 * z.im) / fullRadius (G ω) t z) = u := hb.resolve_right (by linarith) + have htR : fullRadius (G ω) t z = (2 * z.im) * Real.exp (-u) := by + apply (fullRadius_level_iff_logClock hU hω z t ht u).mpr + rwa [logRadiusClock_logCoordinates hU hω z t ht] + exact (stoppedGreen_eq_of_live_level hU hω κ z u t ht htR).trans he.symm + · have hg : g ω = 0 := stoppedGreen_eq_zero_of_no_level κ _ _ _ z u hlevel + rw [hg] + have hb (n : ℕ) : f n ω ≤ K * (ε n) ^ (greenExponent κ / 2) := by + obtain ⟨t, ht, _, htb, _, hbe⟩ := hfw n ω (γ ω) (G ω) (F ω) hω + apply hbe + apply htb.resolve_left + intro he + apply hlevel + refine ⟨t, ht, (fullRadius_level_iff_logClock hU hω z t ht u).mpr ?_⟩ + rwa [logRadiusClock_logCoordinates hU hω z t ht] + have hupp : Tendsto (fun n => K * (ε n) ^ (greenExponent κ / 2)) atTop (𝓝 0) := by + have hh := ((Real.continuousAt_rpow_const 0 (greenExponent κ / 2) (Or.inr hp.le)).tendsto.comp hεlim).const_mul K + simpa only [Function.comp_apply, Real.zero_rpow hp.ne', mul_zero] using hh + exact tendsto_of_tendsto_of_tendsto_of_le_of_le tendsto_const_nhds hupp + (fun n => (hfb n ω).1) hb + have hbound (n : ℕ) : ∀ᵐ ω ∂P, ‖f n ω‖ ≤ K := by + apply Eventually.of_forall + intro ω + simpa only [Real.norm_eq_abs, abs_of_nonneg (hfb n ω).1] using (hfb n ω).2 + have hgm : AEStronglyMeasurable g P := + aestronglyMeasurable_of_tendsto_ae atTop (fun n => (hfi n).aestronglyMeasurable) hlim + have hgi : Integrable g P := ⟨hgm, + hasFiniteIntegral_of_dominated_convergence (integrable_const K).hasFiniteIntegral hbound hlim⟩ + have hc := tendsto_integral_of_dominated_convergence (fun _ : Ω => K) + (fun n => (hfi n).aestronglyMeasurable) (integrable_const K) hbound hlim + refine ⟨hgi, ?_⟩ + apply tendsto_nhds_unique hc + simpa only [hfm] using (tendsto_const_nhds : Tendsto (fun _ : ℕ => initialGreen κ z) atTop (𝓝 (initialGreen κ z))) + + + +theorem finite_stopped_green_of_witness + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : + Integrable (fun ω => stoppedGreen κ (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) z u) P ∧ + (∫ ω, stoppedGreen κ (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) z u ∂P) = initialGreen κ z := by + obtain ⟨C, hCm, hCc, hC0, hC, hCB⟩ := exists_regular_brownian_version hB + have hwC : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * C t ω) (γ ω) (G ω) (F ω) := by + filter_upwards [hw, hCB] with ω hω hω' + simpa only [hω'] using hω + have heq : (fun ω => stoppedGreen κ (fun t => Real.sqrt κ * C t ω) + (γ ω) (G ω) z u) =ᵐ[P] (fun ω => stoppedGreen κ (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) z u) := by + filter_upwards [hCB] with ω hω + simp only [hω] + obtain ⟨hfi, hfm⟩ := finite_stopped_green_regular hC hCm hCc hC0 κ hκ hκ8 γ G F hwC z hz u hu + exact ⟨hfi.congr heq, (integral_congr_ae heq).symm.trans hfm⟩ + +universe uLevel +def FiniteStoppedGreenTarget : Prop := + ∀ (Ω : Type uLevel) (_ : MeasurableSpace Ω) (P : Measure Ω), IsProbabilityMeasure P → + ∀ (κ : ℝ), 0 < κ → κ < 8 → + ∀ (B : ℝ≥0 → Ω → ℝ), ProbabilityTheory.IsBrownianReal B P → + ∀ (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ), + (∀ t, Measurable (fun ω => γ ω t)) → + (∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) → + ∀ (z : ℂ), z ∈ upperHalfPlane → ∀ (u : ℝ), 0 ≤ u → + Integrable (fun ω => stoppedGreen κ (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) z u) P ∧ + (∫ ω, stoppedGreen κ (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) z u ∂P) = initialGreen κ z + + + +theorem finite_stopped_green : FiniteStoppedGreenTarget := by + intro Ω mΩ P hP κ hκ hκ8 B hB γ G F _hγ hw z hz u hu + let := hP + exact finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +lemma initialGreen_pos (κ : ℝ) (z : ℂ) (hz : z ∈ upperHalfPlane) : + 0 < initialGreen κ z := by + have hz0 : z ≠ 0 := by intro he; simp only [he, upperHalfPlane, Set.mem_ofPred_eq, Complex.zero_im, lt_self_iff_false] at hz + have hsin : 0 < Real.sin (Complex.arg z) := by + rw [Complex.sin_arg] + exact div_pos hz (norm_pos_iff.mpr hz0) + exact mul_pos (Real.rpow_pos_of_pos (mul_pos (by norm_num) hz) _) (Real.rpow_pos_of_pos hsin _) + +lemma greenDensity_nonneg + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (κ : ℝ) (t : ℝ≥0) (z : ℂ) : + 0 ≤ greenDensity κ U γ G t z := by + classical + by_cases hz : z ∈ survivingDomain γ t + · rw [greenDensity, ite_eq_left hz] + have hy := h.imag_positive t z hz + apply mul_nonneg + · exact Real.rpow_nonneg (div_nonneg (mul_nonneg (by norm_num) hy.le) (norm_nonneg _)) _ + · apply Real.rpow_nonneg + rw [Complex.sin_arg, Complex.sub_im, Complex.ofReal_im, sub_zero] + exact div_nonneg hy.le (norm_nonneg _) + · simp only [greenDensity, ite_eq_right hz, le_refl] + +lemma stoppedGreen_nonneg + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (κ : ℝ) (z : ℂ) (u : ℝ) : + 0 ≤ stoppedGreen κ U γ G z u := by + unfold stoppedGreen + split_ifs + · exact greenDensity_nonneg h κ _ z + · exact le_rfl + + + +noncomputable def finiteCenteredLaw + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) + (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (z : ℂ) (u : ℝ) : Measure Ω := + P.withDensity (fun ω => ENNReal.ofReal + (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z u / initialGreen κ z)) + +theorem finiteCenteredLaw_probability + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : + IsProbabilityMeasure (finiteCenteredLaw P κ B γ G z u) := by + obtain ⟨hi, he⟩ := finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu + have hp := initialGreen_pos κ z hz + apply isProbabilityMeasure_iff.mpr + rw [finiteCenteredLaw, withDensity_apply _ MeasurableSet.univ, Measure.restrict_univ, + ← ofReal_integral_eq_lintegral_ofReal (hi.div_const _) ?_, integral_div, he, div_self hp.ne', ENNReal.ofReal_one] + filter_upwards [hw] with ω hω + exact div_nonneg (stoppedGreen_nonneg hω κ z u) hp.le + + + +theorem finiteCenteredLaw_live_compact + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : + ∀ᵐ ω ∂finiteCenteredLaw P κ B γ G z u, + ∃ T : ℝ≥0, z ∈ survivingDomain (γ ω) T ∧ + fullRadius (G ω) T z = (2 * z.im) * Real.exp (-u) ∧ + radiusLevelTime (γ ω) (G ω) z u = (T : ℝ≥0∞) ∧ + ∃ δ : ℝ, 0 < δ ∧ ∀ t : ℝ≥0, t ≤ T → + δ ≤ (Real.sin (Complex.arg (G ω t z - ((Real.sqrt κ * B t ω : ℝ) : ℂ)))) ^ 2 := by + obtain ⟨hi, _⟩ := finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu + apply (ae_withDensity_iff' ((hi.div_const _).aestronglyMeasurable.aemeasurable.ennreal_ofReal)).mpr + filter_upwards [hw, hB.cont] with ω hω hcont + intro hweight + have hex : ∃ T : ℝ≥0, z ∈ survivingDomain (γ ω) T ∧ + fullRadius (G ω) T z = (2 * z.im) * Real.exp (-u) := by + by_contra hn + apply hweight + rw [stoppedGreen_eq_zero_of_no_level κ _ _ _ z u hn, zero_div, ENNReal.ofReal_zero] + obtain ⟨T, hT, hTR⟩ := hex + have hU : Continuous (fun t => Real.sqrt κ * B t ω) := hcont.const_mul _ + exact ⟨T, hT, hTR, radiusLevelTime_eq_of_live_level hU hω z u T hT hTR, + live_angleSq_lower_bound hU hω z T hT⟩ + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory +open scoped Topology +namespace SLEExactGauge + +lemma continuousOn_of_integral_balance {F H : ℝ → ℝ} {v A C L : ℝ} + (hv : 0 ≤ v) (hFi : IntervalIntegrable F volume 0 v) (hHi : IntervalIntegrable H volume 0 v) + (hbal : ∀ u ∈ Icc 0 v, F u + C * (∫ s in (0 : ℝ)..u, H s) = + L + A * (∫ s in (0 : ℝ)..u, F s)) : ContinuousOn F (Icc 0 v) := by + have hcF : ContinuousOn (fun u => ∫ s in (0 : ℝ)..u, F s) (Icc 0 v) := by + simpa only [uIcc_of_le hv] using intervalIntegral.continuousOn_primitive_interval (f := F) (a := 0) (b := v) (μ := volume) + (by simpa only [uIcc_of_le hv] using (intervalIntegrable_iff_integrableOn_Icc_of_le hv).mp hFi) + have hcH : ContinuousOn (fun u => ∫ s in (0 : ℝ)..u, H s) (Icc 0 v) := by + simpa only [uIcc_of_le hv] using intervalIntegral.continuousOn_primitive_interval (f := H) (a := 0) (b := v) (μ := volume) + (by simpa only [uIcc_of_le hv] using (intervalIntegrable_iff_integrableOn_Icc_of_le hv).mp hHi) + have hc : ContinuousOn (fun u => L + A * (∫ s in (0 : ℝ)..u, F s) - C * (∫ s in (0 : ℝ)..u, H s)) (Icc 0 v) := + (continuousOn_const.add (continuousOn_const.mul hcF)).sub (continuousOn_const.mul hcH) + apply hc.congr + intro u hu + dsimp only + linarith [hbal u hu] + +lemma integral_drift_of_balance {F H : ℝ → ℝ} {v A C L q : ℝ} + (hv : 0 ≤ v) (hC : 0 ≤ C) (hq : 0 ≤ q) + (hFi : IntervalIntegrable F volume 0 v) (hHi : IntervalIntegrable H volume 0 v) + (hbal : ∀ u ∈ Icc 0 v, F u + C * (∫ s in (0 : ℝ)..u, H s) = + L + A * (∫ s in (0 : ℝ)..u, F s)) + (hpow : ∀ᵐ s ∂volume.restrict (Ioc 0 v), (F s) ^ q ≤ H s) : + ContinuousOn F (Icc 0 v) ∧ + ∀ s ∈ Icc 0 v, ∀ t ∈ Icc 0 v, s ≤ t → + F t - F s ≤ ∫ u in s..t, A * F u - C * (F u) ^ q := by + have hc := continuousOn_of_integral_balance hv hFi hHi hbal + refine ⟨hc, ?_⟩ + intro s hs t ht hst + have hsub : uIcc s t ⊆ uIcc 0 v := by + simp only [uIcc_of_le hst, uIcc_of_le hv] + exact Icc_subset_Icc hs.1 ht.2 + have hsub0 (x : ℝ) (hx : x ∈ Icc 0 v) : uIcc 0 x ⊆ uIcc 0 v := by + simp only [uIcc_of_le hx.1, uIcc_of_le hv] + exact Icc_subset_Icc le_rfl hx.2 + have hFi' := hFi.mono_set hsub + have hHi' := hHi.mono_set hsub + have hpI : IntervalIntegrable (fun u => F u ^ q) volume s t := by + apply ContinuousOn.intervalIntegrable + apply (Real.continuous_rpow_const hq).comp_continuousOn + exact hc.mono (by simpa only [uIcc_of_le hst] using Icc_subset_Icc hs.1 ht.2) + have hpw : (∫ u in s..t, (F u) ^ q) ≤ ∫ u in s..t, H u := by + apply intervalIntegral.integral_mono_ae_restrict hst hpI hHi' + rw [restrict_Ioc_eq_restrict_Icc] at hpow + exact ae_restrict_of_ae_restrict_of_subset (Icc_subset_Icc hs.1 ht.2) hpow + have hdiff : F t - F s = A * (∫ u in s..t, F u) - C * (∫ u in s..t, H u) := by + rw [← intervalIntegral.integral_interval_sub_left (hFi.mono_set (hsub0 t ht)) (hFi.mono_set (hsub0 s hs)), + ← intervalIntegral.integral_interval_sub_left (hHi.mono_set (hsub0 t ht)) (hHi.mono_set (hsub0 s hs))] + linarith [hbal s hs, hbal t ht] + rw [intervalIntegral.integral_sub (hFi'.const_mul A) (hpI.const_mul C), + intervalIntegral.integral_const_mul, intervalIntegral.integral_const_mul, hdiff] + exact sub_le_sub_left (mul_le_mul_of_nonneg_left hpw hC) _ + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {v : ℝ≥0} {ε : ℕ → ℝ} + +noncomputable def radiusMoment (P : Measure Ω) + (c : ∀ n, AngularLocalization B hm κ z v (ε n)) (b s : ℝ) : ℝ := + (∫ ω, limitRadiusKernel c (codimension κ) (greenExponent κ - b) s ω ∂P) / initialGreen κ z + +lemma radiusMoment_nonneg {P : Measure Ω} + (c : ∀ n, AngularLocalization B hm κ z v (ε n)) (hI : 0 ≤ initialGreen κ z) (b s : ℝ) : + 0 ≤ radiusMoment P c b s := + div_nonneg (integral_nonneg fun ω => limitRadiusKernel_nonneg c _ _ s ω) hI + +lemma radiusMoment_intervalIntegrable {P : Measure Ω} [IsFiniteMeasure P] + (c : ∀ n, AngularLocalization B hm κ z v (ε n)) {b u : ℝ} (hu : 0 ≤ u) + (hi : Integrable (Function.uncurry (limitRadiusKernel c (codimension κ) (greenExponent κ - b))) + ((volume.restrict (Ioc 0 u)).prod P)) : IntervalIntegrable (radiusMoment P c b) volume 0 u := by + rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hu] + exact hi.integral_prod_left.div_const _ + +lemma radiusMoment_intervalIntegral {P : Measure Ω} [IsFiniteMeasure P] + (c : ∀ n, AngularLocalization B hm κ z v (ε n)) {b u : ℝ} (hu : 0 ≤ u) + (hi : Integrable (Function.uncurry (limitRadiusKernel c (codimension κ) (greenExponent κ - b))) + ((volume.restrict (Ioc 0 u)).prod P)) : + (∫ s in (0 : ℝ)..u, radiusMoment P c b s) = + (∫ q : ℝ × Ω, limitRadiusKernel c (codimension κ) (greenExponent κ - b) q.1 q.2 + ∂((volume.restrict (Ioc 0 u)).prod P)) / initialGreen κ z := by + simp only [intervalIntegral.integral_of_le hu, radiusMoment, integral_div] + congr 1 + exact (integral_prod _ hi).symm + +lemma balance_divide {X H Y F A C : ℝ} (he : X + C * H = Y + A * F) (I : ℝ) : + X / I + C * (H / I) = Y / I + A * (F / I) := by + linear_combination (1 / I) * he + +lemma radiusMoment_balance + (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) (hε0 : ∀ n, 0 < ε n) + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) (b : ℝ) (hb0 : 0 < b) (hb : b < greenExponent κ) + (u : ℝ) (hu : u ∈ Icc 0 (v : ℝ)) : + radiusMoment P (a v) b u + (κ * b / 8) * (greenExponent κ - b) * + (∫ s in (0 : ℝ)..u, radiusMoment P (a v) (b + 2) s) = + powerLogDensity κ (codimension κ) (greenExponent κ - b) (initialLogCoordinates z) 0 / initialGreen κ z + + (κ * b / 8) * (1 + (greenExponent κ - b)) * + (∫ s in (0 : ℝ)..u, radiusMoment P (a v) b s) := by + let := hB.isGaussianProcess.isProbabilityMeasure + obtain ⟨hi, he⟩ := limit_power_balance (a ⟨u, hu.1⟩) (a v) hε hεlim hε0 hB hBm hBc hB0 + hκ hκ8 b hb0 hb hu.1 hu.2 + dsimp only [NNReal.toReal] at hi he + have hi' : Integrable (Function.uncurry (limitRadiusKernel (a v) (codimension κ) (greenExponent κ - (b + 2)))) + ((volume.restrict (Ioc 0 u)).prod P) := by + rw [show greenExponent κ - (b + 2) = greenExponent κ - b - 2 by ring] + convert hi using 1; rfl + have hl := limitRadiusKernel_region_integrable (P := P) (a v) hε hBm (codimension κ) + (greenExponent κ - b) (codimension_pos κ hκ8).le (sub_pos.mpr hb).le u + rw [radiusMoment_intervalIntegral _ hu.1 hi', radiusMoment_intervalIntegral _ hu.1 hl] + dsimp only [radiusMoment] + rw [sub_add_eq_sub_sub] + convert balance_divide he (initialGreen κ z) using 1 <;> rfl + + + +theorem radiusMoment_drift + (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) (hε0 : ∀ n, 0 < ε n) + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) + (b : ℝ) (hb0 : 0 < b) (hb : b < greenExponent κ) : + ContinuousOn (radiusMoment P (a v) b) (Icc 0 v) ∧ + ∀ s ∈ Icc 0 (v : ℝ), ∀ t ∈ Icc 0 (v : ℝ), s ≤ t → + radiusMoment P (a v) b t - radiusMoment P (a v) b s ≤ + ∫ u in s..t, (κ * b / 8) * (1 + (greenExponent κ - b)) * radiusMoment P (a v) b u - + (κ * b / 8) * (greenExponent κ - b) * (radiusMoment P (a v) b u) ^ (1 + 2 / b) := by + let := hB.isGaussianProcess.isProbabilityMeasure + have hI : 0 < initialGreen κ z := initialGreen_pos κ z hz + have hh := (limit_power_balance (a v) (a v) hε hεlim hε0 hB hBm hBc hB0 hκ hκ8 b hb0 hb v.coe_nonneg le_rfl).1 + have hhigh : IntervalIntegrable (radiusMoment P (a v) (b + 2)) volume 0 v := by + apply radiusMoment_intervalIntegrable _ v.coe_nonneg + simpa only [sub_add_eq_sub_sub] using hh + have hlow := radiusMoment_intervalIntegrable (P := P) (a v) v.coe_nonneg + (limitRadiusKernel_region_integrable (a v) hε hBm (codimension κ) (greenExponent κ - b) + (codimension_pos κ hκ8).le (sub_pos.mpr hb).le v) + apply integral_drift_of_balance v.coe_nonneg (by positivity) (by positivity) hlow hhigh + (radiusMoment_balance a hε hεlim hε0 hB hBm hBc hB0 hκ hκ8 b hb0 hb) + filter_upwards [hh.prod_right_ae, ae_restrict_mem measurableSet_Ioc] with s hsi hs + have hm := limitRadiusKernel_green_mean (a ⟨s, hs.1.le⟩) (a v) hε hεlim (fun n => (hε0 n).le) + hB hBm hBc hB0 hκ hκ8 hz hs.1.le hs.2 + have hj := limitRadiusKernel_inverse_moment_jensen (a v) hε hBm (codimension κ) + (greenExponent κ) b s (initialGreen κ z) (codimension_pos κ hκ8).le + (greenExponent_pos κ hκ hκ8).le hb0 hb.le hI hm hsi + simpa only [radiusMoment, sub_add_eq_sub_sub] using hj + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + + +noncomputable def stoppedInverseAngle (κ : ℝ) (B : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) + (G : ℝ≥0 → ℂ → ℂ) (z : ℂ) (u b : ℝ) : ℝ := + (stoppedAngleSq κ B γ G z u) ^ (-b / 2) + +lemma finiteCenteredLaw_inverseAngle_moment + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ≥0) (hu : 0 ≤ (u : ℝ)) + {ε : ℕ → ℝ} (a : ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) + (b : ℝ) (hb : b ≤ greenExponent κ) : + Integrable (fun ω => stoppedInverseAngle κ (fun t => B t ω) (γ ω) (G ω) z u b) + (finiteCenteredLaw P κ B γ G z u) ∧ + (∫ ω, stoppedInverseAngle κ (fun t => B t ω) (γ ω) (G ω) z u b + ∂finiteCenteredLaw P κ B γ G z u) = radiusMoment P a b u := by + let w (ω : Ω) := stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z u + let f (ω : Ω) := stoppedInverseAngle κ (fun t => B t ω) (γ ω) (G ω) z u b + let d (ω : Ω) := ENNReal.ofReal (w ω / initialGreen κ z) + have hwi := (finite_stopped_green_of_witness hB κ hκ hκ8 γ G F hw z hz u hu).1 + have hd : AEMeasurable d P := (hwi.div_const _).aestronglyMeasurable.aemeasurable.ennreal_ofReal + have hid : Integrable (limitRadiusKernel a (codimension κ) (greenExponent κ - b) u) P := + limitRadiusKernel_integrable a hε hBm _ _ (codimension_pos κ hκ8).le (sub_nonneg.mpr hb) u + have he : (fun ω => (d ω).toReal • f ω) =ᵐ[P] + (fun ω => limitRadiusKernel a (codimension κ) (greenExponent κ - b) u ω / initialGreen κ z) := by + filter_upwards [hw] with ω hω + have hw0 := stoppedGreen_nonneg hω κ z u + rw [show (d ω).toReal = w ω / initialGreen κ z from + ENNReal.toReal_ofReal (div_nonneg hw0 (initialGreen_pos κ z hz).le), smul_eq_mul] + rw [limitRadiusKernel_inverse_factor, + limitRadiusKernel_eq_stoppedGreen a hε hεlim hBc hz hu ω (γ ω) (G ω) (F ω) hω, + limitRadiusKernel_eq_stoppedAngleSq a hε hεlim hBc hz hu ω (γ ω) (G ω) (F ω) hω] + · change w ω / initialGreen κ z * f ω = w ω * f ω / initialGreen κ z + ring + · exact hε + constructor + · apply (integrable_withDensity_iff_integrable_smul₀' hd + (Eventually.of_forall fun _ => ENNReal.ofReal_lt_top)).mpr + exact (hid.div_const _).congr he.symm + · change (∫ ω, f ω ∂P.withDensity d) = _ + rw [integral_withDensity_eq_integral_toReal_smul₀ hd + (Eventually.of_forall fun _ => ENNReal.ofReal_lt_top), integral_congr_ae he, integral_div] + rfl + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {u : ℝ} {ε : ℕ → ℝ} + +lemma limitRadiusKernel_zero_eq_indicator_level + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (hε : Antitone ε) + (hεlim : Tendsto ε atTop (𝓝 0)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hz : z ∈ upperHalfPlane) + (hu : 0 ≤ u) (ω : Ω) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) γ G F) (p : ℝ) : + limitRadiusKernel a p 0 u ω = + if radiusLevelTime γ G z u < ∞ then Real.exp (p * (u - Real.log 2 - Real.log z.im)) else 0 := by + by_cases hh : ∃ T : ℝ≥0, z ∈ survivingDomain γ T ∧ fullRadius G T z = (2 * z.im) * Real.exp (-u) + · obtain ⟨T, hT, hR⟩ := hh + rw [limitRadiusKernel_eq_stopped_of_live_level a hε hεlim hBc hz hu ω γ G F hw T hT hR, + radiusLevelTime_eq_of_live_level ((hBc ω).const_mul _) hw z u T hT hR, ite_eq_left ENNReal.coe_lt_top, + powerLogDensity_radius_angle κ p 0 (Real.log z.im), zero_div, Real.rpow_zero, mul_one, + (fullRadius_level_iff_logClock ((hBc ω).const_mul _) hw z T hT u).mp hR] + · rw [limitRadiusKernel_eq_zero_of_no_level a hBc hz ω γ G F hw _ _ hh, + radiusLevelTime_eq_top_of_no_level γ G z u hh, ite_eq_right (lt_irrefl _)] + +lemma integral_limitRadiusKernel_zero_eq_probability + (a : ∀ n, AngularLocalization B hm κ z u (ε n)) (hε : Antitone ε) + (hεlim : Tendsto ε atTop (𝓝 0)) + {P : Measure Ω} [IsFiniteMeasure P] + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hz : z ∈ upperHalfPlane) + (hu : 0 ≤ u) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) (p : ℝ) : + (∫ ω, limitRadiusKernel a p 0 u ω ∂P) = + Real.exp (p * (u - Real.log 2 - Real.log z.im)) * + (P {ω | radiusLevelTime (γ ω) (G ω) z u < ∞}).toReal := by + let K := Real.exp (p * (u - Real.log 2 - Real.log z.im)) + let A := {ω | limitRadiusKernel a p 0 u ω ≠ 0} + have hAm : MeasurableSet A := (measurableSet_eq_fun + ((limitRadiusKernel_measurable a hε hBm p 0).comp (measurable_const.prodMk measurable_id)) measurable_const).compl + have hA : A =ᵐ[P] {ω | radiusLevelTime (γ ω) (G ω) z u < ∞} := by + filter_upwards [hw] with ω hω + change (limitRadiusKernel a p 0 u ω ≠ 0) = (radiusLevelTime (γ ω) (G ω) z u < ∞) + rw [limitRadiusKernel_zero_eq_indicator_level a hε hεlim hBc hz hu ω (γ ω) (G ω) (F ω) hω p] + split_ifs with h <;> simp [h, Real.exp_ne_zero] + have he : limitRadiusKernel a p 0 u = A.indicator (fun _ => K) := by + funext ω + rw [Set.indicator_apply] + change limitRadiusKernel a p 0 u ω = if limitRadiusKernel a p 0 u ω ≠ 0 then K else 0 + simp only [limitRadiusKernel_zero, max_eq_left hu] + split_ifs <;> simp_all [Real.exp_ne_zero, K] + rw [he, integral_indicator hAm, setIntegral_const, smul_eq_mul, mul_comm] + change K * (P A).toReal = _ + rw [measure_congr hA] + +lemma initialGreen_div_zeroKernel (κ u : ℝ) (z : ℂ) (hz : z ∈ upperHalfPlane) : + initialGreen κ z / Real.exp (codimension κ * (u - Real.log 2 - Real.log z.im)) = + Real.exp (-codimension κ * u) * (Real.sin (Complex.arg z)) ^ greenExponent κ := by + have hr : 0 < 2 * z.im := mul_pos (by norm_num) hz + rw [initialGreen, Real.rpow_def_of_pos hr, Real.log_mul (by norm_num) (ne_of_gt hz)] + rw [mul_comm (Real.exp _) ((Real.sin (Complex.arg z)) ^ greenExponent κ), + mul_div_assoc, ← Real.exp_sub] + rw [show (Real.log 2 + Real.log z.im) * -codimension κ - + codimension κ * (u - Real.log 2 - Real.log z.im) = -codimension κ * u by ring] + ring + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory +open scoped Topology +namespace SLEExactGauge + + + +lemma liminf_slope_of_integral_bound {F G : ℝ → ℝ} {a b : ℝ} + (hab : a ≤ b) (hG : ContinuousOn G (Icc a b)) + (hinc : ∀ s ∈ Icc a b, ∀ t ∈ Icc a b, s ≤ t → + F t - F s ≤ ∫ u in s..t, G u) : + ∀ x ∈ Ico a b, ∀ r, G x < r → ∃ᶠ z in 𝓝[>] x, slope F x z < r := by + let g (t : ℝ) := G (projIcc a b hab t) + have hgc : Continuous g := hG.comp_continuous + (continuous_subtype_val.comp continuous_projIcc) (fun t => (projIcc a b hab t).property) + have he (t : ℝ) (ht : t ∈ Icc a b) : g t = G t := by + simp only [g, projIcc_of_mem hab ht] + intro x hx r hr + have hd : HasDerivAt (fun z => ∫ u in a..z, g u) (g x) x := + intervalIntegral.integral_hasDerivAt_right (hgc.intervalIntegrable _ _) + hgc.stronglyMeasurable.stronglyMeasurableAtFilter hgc.continuousAt + have hs := (hasDerivWithinAt_iff_tendsto_slope' (lt_irrefl x)).1 + (hd.hasDerivWithinAt : HasDerivWithinAt (fun z => ∫ u in a..z, g u) (g x) (Ioi x) x) + have hsl : ∀ᶠ z in 𝓝[>] x, slope (fun y => ∫ u in a..y, g u) x z < r := + hs (Iio_mem_nhds (by rw [he x ⟨hx.1, hx.2.le⟩]; exact hr)) + apply Filter.Eventually.frequently + filter_upwards [hsl, Ioc_mem_nhdsGT hx.2] with z hz hzI + apply lt_of_le_of_lt _ hz + rw [slope_def_field, slope_def_field, + intervalIntegral.integral_interval_sub_left (hgc.intervalIntegrable a z) (hgc.intervalIntegrable a x)] + apply div_le_div_of_nonneg_right _ (sub_pos.mpr hzI.1).le + rw [intervalIntegral.integral_congr (fun t ht => he t (by + have ht' : t ∈ Icc x z := by simpa only [uIcc_of_le hzI.1.le] using ht + exact ⟨hx.1.trans ht'.1, ht'.2.trans hzI.2⟩))] + exact hinc x ⟨hx.1, hx.2.le⟩ z ⟨hx.1.trans hzI.1.le, hzI.2⟩ hzI.1.le + +lemma image_le_of_integral_drift {F G H H' : ℝ → ℝ} {a b : ℝ} + (hab : a ≤ b) (hF : ContinuousOn F (Icc a b)) (hG : ContinuousOn G (Icc a b)) + (hinc : ∀ s ∈ Icc a b, ∀ t ∈ Icc a b, s ≤ t → F t - F s ≤ ∫ u in s..t, G u) + (ha : F a ≤ H a) (hH : ContinuousOn H (Icc a b)) + (hH' : ∀ x ∈ Ico a b, HasDerivWithinAt H (H' x) (Ici x) x) + (hbound : ∀ x ∈ Ico a b, F x = H x → G x < H' x) : + ∀ x ∈ Icc a b, F x ≤ H x := by + exact fun x hx => image_le_of_liminf_slope_right_lt_deriv_boundary' hF + (liminf_slope_of_integral_bound hab hG hinc) ha hH hH' hbound hx + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory +open scoped Topology +namespace SLEExactGauge + +noncomputable def lyapunovBarrier (r K δ t : ℝ) : ℝ := K ^ r * (t + δ) ^ (-r) + +lemma lyapunovBarrier_pos {r K δ t : ℝ} (hK : 0 < K) (ht : 0 < t + δ) : + 0 < lyapunovBarrier r K δ t := mul_pos (Real.rpow_pos_of_pos hK _) (Real.rpow_pos_of_pos ht _) + +lemma lyapunovBarrier_deriv {r K δ t : ℝ} (ht : 0 < t + δ) : + HasDerivAt (lyapunovBarrier r K δ) (-r * lyapunovBarrier r K δ t / (t + δ)) t := by + have hd := (((hasDerivAt_id t).add_const δ).rpow_const (p := -r) (Or.inl ht.ne')).const_mul (K ^ r) + convert hd using 1 <;> try rfl + dsimp only [lyapunovBarrier, id_eq] + rw [Real.rpow_sub ht, Real.rpow_one] + ring + +lemma lyapunovBarrier_power {r K δ t : ℝ} (hr : 0 < r) (hK : 0 < K) (ht : 0 < t + δ) : + (lyapunovBarrier r K δ t) ^ (1 + 1 / r) = + lyapunovBarrier r K δ t * K / (t + δ) := by + have he : lyapunovBarrier r K δ t = (K / (t + δ)) ^ r := by + rw [Real.div_rpow hK.le ht.le, lyapunovBarrier, Real.rpow_neg ht.le] + rfl + rw [he, ← Real.rpow_mul (div_pos hK ht).le] + have hf : r * (1 + 1 / r) = r + 1 := by field_simp + rw [hf, Real.rpow_add (div_pos hK ht), Real.rpow_one] + ring + +lemma exists_small_barrier {r K C : ℝ} (hr : 0 < r) (hK : 0 < K) : + ∃ δ : ℝ, 0 < δ ∧ δ ≤ 1 ∧ C ≤ lyapunovBarrier r K δ 0 := by + have ht : Tendsto (fun δ : ℝ => K ^ r * δ ^ (-r)) (𝓝[>] (0 : ℝ)) atTop := + (tendsto_rpow_neg_nhdsGT_zero (neg_neg_of_pos hr)).const_mul_atTop (Real.rpow_pos_of_pos hK r) + have he := (ht.eventually_ge_atTop C).and (Ioc_mem_nhdsGT (by norm_num : (0 : ℝ) < 1)) + obtain ⟨δ, hd, hδ⟩ := he.exists + exact ⟨δ, hδ.1, hδ.2, by simpa only [lyapunovBarrier, zero_add] using hd⟩ + + + +theorem comingDown_one_window {F : ℝ → ℝ} {v A C r : ℝ} + (hv : 0 ≤ v) (hv1 : v ≤ 1) (hA : 0 ≤ A) (hC : 0 < C) (hr : 0 < r) + (hF : ContinuousOn F (Icc 0 v)) + (hinc : ∀ s ∈ Icc 0 v, ∀ t ∈ Icc 0 v, s ≤ t → + F t - F s ≤ ∫ u in s..t, A * F u - C * (F u) ^ (1 + 1 / r)) : + ∀ t ∈ Ioc 0 v, F t ≤ ((2 * A + r + 1) / C / t) ^ r := by + let K := (2 * A + r + 1) / C + have hK : 0 < K := by dsimp [K]; positivity + obtain ⟨δ, hδ, hδ1, hinit⟩ := exists_small_barrier (C := F 0) hr hK + have hcont : ContinuousOn (lyapunovBarrier r K δ) (Icc 0 v) := by + intro t ht + exact (lyapunovBarrier_deriv (r := r) (K := K) (by linarith [ht.1] : 0 < t + δ)).continuousAt.continuousWithinAt + have hq : 0 ≤ 1 + 1 / r := by positivity + have hgc : ContinuousOn (fun u => A * F u - C * (F u) ^ (1 + 1 / r)) (Icc 0 v) := + (continuousOn_const.mul hF).sub (continuousOn_const.mul ((Real.continuous_rpow_const hq).comp_continuousOn hF)) + have hfence : ∀ t ∈ Icc 0 v, F t ≤ lyapunovBarrier r K δ t := by + apply image_le_of_integral_drift hv hF hgc hinc hinit hcont + (fun t ht => (lyapunovBarrier_deriv (r := r) (K := K) (by linarith [ht.1] : 0 < t + δ)).hasDerivWithinAt) + intro t ht he + have htδ : 0 < t + δ := by linarith [ht.1] + have hH : 0 < lyapunovBarrier r K δ t := lyapunovBarrier_pos hK htδ + rw [he, lyapunovBarrier_power hr hK htδ] + apply (lt_div_iff₀ htδ).mpr + have ht2 : t + δ ≤ 2 := by linarith [ht.2] + have hk : C * K = 2 * A + r + 1 := by dsimp [K]; field_simp + have htA : A * (t + δ) ≤ 2 * A := by nlinarith + have hx : A * (t + δ) - C * K < -r := by linarith + have hm := mul_lt_mul_of_pos_left hx hH + field_simp at * + nlinarith + intro t ht + apply (hfence t ⟨ht.1.le, ht.2⟩).trans + have htδ : 0 < t + δ := by linarith [ht.1] + have he : lyapunovBarrier r K δ t = (K / (t + δ)) ^ r := by + rw [Real.div_rpow hK.le htδ.le, lyapunovBarrier, Real.rpow_neg htδ.le] + rfl + rw [he] + exact Real.rpow_le_rpow (div_nonneg hK.le htδ.le) + (div_le_div_of_nonneg_left hK.le ht.1 (by linarith)) hr.le + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory +open scoped Topology +namespace SLEExactGauge + +lemma comingDown_shifted {F : ℝ → ℝ} {v A C r : ℝ} + (_hv : 0 ≤ v) (hA : 0 ≤ A) (hC : 0 < C) (hr : 0 < r) + (hF : ContinuousOn F (Icc 0 v)) + (hinc : ∀ s ∈ Icc 0 v, ∀ t ∈ Icc 0 v, s ≤ t → + F t - F s ≤ ∫ u in s..t, A * F u - C * (F u) ^ (1 + 1 / r)) + {x ℓ : ℝ} (hx : 0 ≤ x) (hℓ : 0 < ℓ) (hℓ1 : ℓ ≤ 1) (hxℓ : x + ℓ ≤ v) : + F (x + ℓ) ≤ ((2 * A + r + 1) / C / ℓ) ^ r := by + have hmap : MapsTo (fun s : ℝ => x + s) (Icc 0 ℓ) (Icc 0 v) := by + intro s hs + constructor <;> linarith [hs.1, hs.2] + have hcont : ContinuousOn (fun s => F (x + s)) (Icc 0 ℓ) := + hF.comp (continuous_const.add continuous_id).continuousOn hmap + apply comingDown_one_window hℓ.le hℓ1 hA hC hr hcont ?_ ℓ ⟨hℓ, le_rfl⟩ + intro s hs t ht hst + rw [intervalIntegral.integral_comp_add_left (fun u => A * F u - C * F u ^ (1 + 1 / r)) x] + exact hinc _ (hmap hs) _ (hmap ht) (by linarith) + + + +theorem comingDown_uniform {F : ℝ → ℝ} {v A C r η : ℝ} + (hv : 0 ≤ v) (hA : 0 ≤ A) (hC : 0 < C) (hr : 0 < r) + (hF : ContinuousOn F (Icc 0 v)) + (hinc : ∀ s ∈ Icc 0 v, ∀ t ∈ Icc 0 v, s ≤ t → + F t - F s ≤ ∫ u in s..t, A * F u - C * (F u) ^ (1 + 1 / r)) + (hη : 0 < η) (hη1 : η ≤ 1) : + ∀ t ∈ Icc η v, F t ≤ ((2 * A + r + 1) / C / η) ^ r := by + intro t ht + have hh := comingDown_shifted hv hA hC hr hF hinc (x := t - η) (sub_nonneg.mpr ht.1) hη hη1 + (by linarith [ht.2] : t - η + η ≤ v) + simpa only [sub_add_cancel] using hh + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge + +noncomputable def lyapunovA (κ b : ℝ) : ℝ := (κ * b / 8) * (1 + (greenExponent κ - b)) +noncomputable def lyapunovC (κ b : ℝ) : ℝ := (κ * b / 8) * (greenExponent κ - b) +noncomputable def angularMomentBound (κ b η : ℝ) : ℝ := + ((2 * lyapunovA κ b + b / 2 + 1) / lyapunovC κ b / η) ^ (b / 2) + +lemma lyapunovA_nonneg {κ b : ℝ} (hκ : 0 < κ) (hb0 : 0 < b) (hb : b < greenExponent κ) : + 0 ≤ lyapunovA κ b := by dsimp [lyapunovA]; positivity +lemma lyapunovC_pos {κ b : ℝ} (hκ : 0 < κ) (hb0 : 0 < b) (hb : b < greenExponent κ) : + 0 < lyapunovC κ b := by dsimp [lyapunovC]; positivity +lemma angularMomentBound_pos {κ b η : ℝ} (hκ : 0 < κ) (hb0 : 0 < b) + (hb : b < greenExponent κ) (hη : 0 < η) : 0 < angularMomentBound κ b η := by + have hA := lyapunovA_nonneg hκ hb0 hb + have hC := lyapunovC_pos hκ hb0 hb + dsimp only [angularMomentBound] + apply Real.rpow_pos_of_pos + positivity + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {v : ℝ≥0} {ε : ℕ → ℝ} + + + +theorem radiusMoment_bound + (a : ∀ u : ℝ≥0, ∀ n, AngularLocalization B hm κ z u (ε n)) + (hε : Antitone ε) (hεlim : Tendsto ε atTop (𝓝 0)) (hε0 : ∀ n, 0 < ε n) + {P : Measure Ω} (hB : IsBrownianReal B P) + (hBm : Measurable (fun q : ℝ≥0 × Ω => B q.1 q.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) (hz : z ∈ upperHalfPlane) + (b : ℝ) (hb0 : 0 < b) (hb : b < greenExponent κ) + (η : ℝ) (hη : 0 < η) (hη1 : η ≤ 1) : + ∀ t ∈ Icc η (v : ℝ), radiusMoment P (a v) b t ≤ angularMomentBound κ b η := by + obtain ⟨hc, hd⟩ := radiusMoment_drift a hε hεlim hε0 hB hBm hBc hB0 hκ hκ8 hz b hb0 hb (v := v) + have he : 1 + 1 / (b / 2) = 1 + 2 / b := by field_simp + apply comingDown_uniform v.coe_nonneg (lyapunovA_nonneg hκ hb0 hb) (lyapunovC_pos hκ hb0 hb) + (by positivity : 0 < b / 2) hc ?_ hη hη1 + simpa only [he, lyapunovA, lyapunovC] using hd + +end SLEExactGauge +end + + +section + +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal +namespace SLEExactGauge +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + {B : ℝ≥0 → Ω → ℝ} {hm : ∀ t, Measurable (B t)} + {κ : ℝ} {z : ℂ} {v : ℝ} {ε : ℕ → ℝ} + +lemma limitRadiusKernel_antitone_power + (c : ∀ n, AngularLocalization B hm κ z v (ε n)) (hε : Antitone ε) + (p α β s : ℝ) (hαβ : α ≤ β) (ω : Ω) : + limitRadiusKernel c p β s ω ≤ limitRadiusKernel c p α s ω := by + have he := limitRadiusKernel_power_factor c hε p α (β - α) s ω + rw [show α + (β - α) = β by ring] at he + rw [he] + apply mul_le_of_le_one_right (limitRadiusKernel_nonneg c p α s ω) + exact Real.rpow_le_one (limitRadiusKernel_nonneg c 0 2 s ω) + (limitRadiusKernel_angle_le_one c s ω) (by linarith) + +lemma integral_limitRadiusKernel_antitone_power + (c : ∀ n, AngularLocalization B hm κ z v (ε n)) (hε : Antitone ε) + {P : Measure Ω} (p α β s : ℝ) (hαβ : α ≤ β) + (hiα : Integrable (limitRadiusKernel c p α s) P) + (hiβ : Integrable (limitRadiusKernel c p β s) P) : + (∫ ω, limitRadiusKernel c p β s ω ∂P) ≤ ∫ ω, limitRadiusKernel c p α s ω ∂P := + integral_mono hiβ hiα (limitRadiusKernel_antitone_power c hε p α β s hαβ) + +end SLEExactGauge +end + + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualDenseConditional.lean b/lean/OAI/Probability/SLE/Gauge/ActualDenseConditional.lean index 238f6c5824c5791eab7a0e0df354a6dab1f82a6a..67b477ed3af70fd27e3d3c35640ae18828791081 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualDenseConditional.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualDenseConditional.lean @@ -1,132 +1,132 @@ -import OAI.Probability.SLE.Gauge.ActualDenseExtended -import OAI.Probability.SLE.Angle.ActualAngleWarmupExtended -import OAI.Probability.SLE.Geometry.ExtendedMarkedAngle -import OAI.Probability.SLE.Geometry.FiniteCenteredConsistency - -namespace OAI - -/-! The complete conditional dense test: one unit of angle warmup followed -by the dense experiment, under any common later finite centered law. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open Target - -local instance conditionalDenseDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance conditionalDenseDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ -local instance conditionalDensePathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance conditionalDensePathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -theorem uniform_actual_conditional_dense_test - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hγm : ∀ t, Measurable (fun ω => γ ω t)) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hcompact : PublishedHalfPlaneUnivalentCompactness) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (hplanar : PublishedPlanarDiskOpenness) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) - (hwiener : PublishedPlanarWienerUnitSupport) - (W : WienerLaw) (hW : IsWiener W) : - ∃ h b C : ℝ, 0 < h ∧ h ≤ 1 / 2 ∧ 0 < b ∧ 0 < C ∧ - ∃ δ : ℕ → ℝ, (∀ N, 0 < N → 0 < δ N) ∧ - ∀ (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u), - ∀ N : ℕ, 0 < N → ∀ v : ℝ, 0 < v → - v < δ N * ((2 * z.im) * Real.exp (-(u + 1))) → - ∀ V : ℝ, u + 1 + Serpentine.experimentRadiusLevel h ≤ V → - ∀ A : Set Ω, MeasurableSet[(actual_radiusLevelTime_stopping hB - (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc hB0 - κ hκ hκ8 γ G F hw z hz u hu).measurableSpace] A → - ENNReal.ofReal ((1 / 2) * Real.exp (-C * (N : ℝ) ^ 2)) * - finiteCenteredLaw P κ B γ G z V A ≤ - finiteCenteredLaw P κ B γ G z V - (A ∩ stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) - (fun ω => radiusLevelTime (γ ω) (G ω) z (u + 1 + Serpentine.experimentRadiusLevel h)) - (closedBall z ((2 * z.im) * Real.exp (-(u + 1)))) - (b * ((2 * z.im) * Real.exp (-(u + 1))) ^ dimension κ * (N : ℝ) ^ codimension κ)) := by - classical - let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) - obtain ⟨Φ, Gc, Fc, _, hWc⟩ := exists_measurable_canonical_witness - (P.map (sourceDriverPath B hc)) κ htrace - obtain ⟨s, hs, hs1, hwarm⟩ := - actual_radius_angle_warmup P κ hκ hκ8 B hB hBm hc hB0 γ G F hw Φ Gc Fc hWc - obtain ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, hdense⟩ := - uniform_actual_dense_at_extended_good_radius_state P κ hκ hκ8 B hB hBm hc hB0 γ G F - hγm hw htrace hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW hs hs1 - have hhalf : h ≤ 1 / 2 := by linarith - have hq : 0 ≤ Serpentine.experimentRadiusLevel h := - Serpentine.experimentRadiusLevel_nonneg hh (by linarith) - refine ⟨h, b, C, hh, hhalf, hb, hC, δ, hδ, ?_⟩ - intro z hz u hu N hN v hv hvcut V hV A hA - let U := u + 1 + Serpentine.experimentRadiusLevel h - have hU : 0 ≤ U := by dsimp [U]; linarith - have hu1 : 0 ≤ u + 1 := by linarith - let E : Set Ω := {ω | canonicalRadiusLevel κ (u + 1, z, sourceDriverPath B hc ω) < ∞ ∧ - s ≤ canonicalStoppedSine κ (u + 1, z, sourceDriverPath B hc ω)} - let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z (u + 1) - have hσ := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz (u + 1) hu1 - have hE : MeasurableSet[hσ.measurableSpace] E := - canonical_good_angle_measurable_at_radius hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz (u + 1) s hu1 - have hA1 : MeasurableSet[hσ.measurableSpace] A := - (actual_radiusLevelTime_past_mono hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u (u + 1) - hu (by linarith)) A hA - have hEext (ω : Ω) (hω : ω ∈ E) : - ω ∈ extendedMarkedGood κ B γ G σ z s := by - rwa [← canonical_good_angle_eq_extendedMarkedGood κ B hc γ G F hw z (u + 1) s hu1] - have hbase (ω : Ω) (hω : ω ∈ E) : - fullRadius (G ω) ((σ ω).untopD 0) z = (2 * z.im) * Real.exp (-(u + 1)) := by - exact (actual_radius_level_finite_state (hw ω) ((hc ω).const_mul _) z (u + 1) (hEext ω hω).1).2 - let S := stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) - (fun ω => radiusLevelTime (γ ω) (G ω) z U) - (closedBall z ((2 * z.im) * Real.exp (-(u + 1)))) - (b * ((2 * z.im) * Real.exp (-(u + 1))) ^ dimension κ * (N : ℝ) ^ codimension κ) - have hd := hdense σ hσ z hz (u + 1) hu1 E hE (fun ω hω => (hEext ω hω).1) - (fun ω hω => (hEext ω hω).2) hbase N hN v hv hvcut A hA1 - have hσU := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz U hU - have hpast := actual_radiusLevelTime_past_mono hB hm hBm hc hB0 κ hκ hκ8 γ G F hw - z hz (u + 1) U hu1 (by dsimp [U]; linarith) - have hAU : MeasurableSet[hσU.measurableSpace] A := hpast A hA1 - have hEU : MeasurableSet[hσU.measurableSpace] E := hpast E hE - have hγa : Adapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun t ω => γ ω t) := by - apply capacity_trace_adapted _ (fun t ω => Real.sqrt κ * B t ω) _ _ γ G F hw - · intro t - exact measurable_const.mul - ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)) t).measurable - · intro ω - exact (hc ω).const_mul _ - have hS : MeasurableSet[hσU.measurableSpace] S := - stoppedMassTest_measurable_at_stop _ γ hγa (fun ω => (hw ω).1) _ hσU κ v _ _ - have hcons (D : Set Ω) (hD : MeasurableSet[hσU.measurableSpace] D) : - finiteCenteredLaw P κ B γ G z V D = finiteCenteredLaw P κ B γ G z U D := - finiteCenteredLaw_consistent_at_radius_stop hB hBm hc hB0 κ hκ hκ8 γ G F - (Eventually.of_forall hw) z hz U V hU hV _ hσU Filter.EventuallyEq.rfl D hD - have hd' : ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) * - finiteCenteredLaw P κ B γ G z V (A ∩ E) ≤ finiteCenteredLaw P κ B γ G z V (A ∩ S) := by - rw [hcons _ (hAU.inter hEU), hcons _ (hAU.inter hS)] - exact hd.trans (measure_mono (fun _ hω => ⟨hω.1.1, hω.2⟩)) - have hwarm' := hwarm z hz u hu V (by linarith) A hA - calc - _ = ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) * - (ENNReal.ofReal (1 / 2 : ℝ) * finiteCenteredLaw P κ B γ G z V A) := by - rw [ENNReal.ofReal_mul (by norm_num)] - ac_rfl - _ ≤ ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) * - finiteCenteredLaw P κ B γ G z V (A ∩ E) := mul_le_mul' le_rfl hwarm' - _ ≤ _ := hd' - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ActualDenseExtended +import OAI.Probability.SLE.Angle.ActualAngleWarmupExtended +import OAI.Probability.SLE.Geometry.ExtendedMarkedAngle +import OAI.Probability.SLE.Geometry.FiniteCenteredConsistency + +namespace OAI + +/-! The complete conditional dense test: one unit of angle warmup followed +by the dense experiment, under any common later finite centered law. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +local instance conditionalDenseDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance conditionalDenseDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance conditionalDensePathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance conditionalDensePathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem uniform_actual_conditional_dense_test + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hγm : ∀ t, Measurable (fun ω => γ ω t)) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) : + ∃ h b C : ℝ, 0 < h ∧ h ≤ 1 / 2 ∧ 0 < b ∧ 0 < C ∧ + ∃ δ : ℕ → ℝ, (∀ N, 0 < N → 0 < δ N) ∧ + ∀ (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u), + ∀ N : ℕ, 0 < N → ∀ v : ℝ, 0 < v → + v < δ N * ((2 * z.im) * Real.exp (-(u + 1))) → + ∀ V : ℝ, u + 1 + Serpentine.experimentRadiusLevel h ≤ V → + ∀ A : Set Ω, MeasurableSet[(actual_radiusLevelTime_stopping hB + (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc hB0 + κ hκ hκ8 γ G F hw z hz u hu).measurableSpace] A → + ENNReal.ofReal ((1 / 2) * Real.exp (-C * (N : ℝ) ^ 2)) * + finiteCenteredLaw P κ B γ G z V A ≤ + finiteCenteredLaw P κ B γ G z V + (A ∩ stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) + (fun ω => radiusLevelTime (γ ω) (G ω) z (u + 1 + Serpentine.experimentRadiusLevel h)) + (closedBall z ((2 * z.im) * Real.exp (-(u + 1)))) + (b * ((2 * z.im) * Real.exp (-(u + 1))) ^ dimension κ * (N : ℝ) ^ codimension κ)) := by + classical + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + obtain ⟨Φ, Gc, Fc, _, hWc⟩ := exists_measurable_canonical_witness + (P.map (sourceDriverPath B hc)) κ htrace + obtain ⟨s, hs, hs1, hwarm⟩ := + actual_radius_angle_warmup P κ hκ hκ8 B hB hBm hc hB0 γ G F hw Φ Gc Fc hWc + obtain ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, hdense⟩ := + uniform_actual_dense_at_extended_good_radius_state P κ hκ hκ8 B hB hBm hc hB0 γ G F + hγm hw htrace hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW hs hs1 + have hhalf : h ≤ 1 / 2 := by linarith + have hq : 0 ≤ Serpentine.experimentRadiusLevel h := + Serpentine.experimentRadiusLevel_nonneg hh (by linarith) + refine ⟨h, b, C, hh, hhalf, hb, hC, δ, hδ, ?_⟩ + intro z hz u hu N hN v hv hvcut V hV A hA + let U := u + 1 + Serpentine.experimentRadiusLevel h + have hU : 0 ≤ U := by dsimp [U]; linarith + have hu1 : 0 ≤ u + 1 := by linarith + let E : Set Ω := {ω | canonicalRadiusLevel κ (u + 1, z, sourceDriverPath B hc ω) < ∞ ∧ + s ≤ canonicalStoppedSine κ (u + 1, z, sourceDriverPath B hc ω)} + let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z (u + 1) + have hσ := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz (u + 1) hu1 + have hE : MeasurableSet[hσ.measurableSpace] E := + canonical_good_angle_measurable_at_radius hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz (u + 1) s hu1 + have hA1 : MeasurableSet[hσ.measurableSpace] A := + (actual_radiusLevelTime_past_mono hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u (u + 1) + hu (by linarith)) A hA + have hEext (ω : Ω) (hω : ω ∈ E) : + ω ∈ extendedMarkedGood κ B γ G σ z s := by + rwa [← canonical_good_angle_eq_extendedMarkedGood κ B hc γ G F hw z (u + 1) s hu1] + have hbase (ω : Ω) (hω : ω ∈ E) : + fullRadius (G ω) ((σ ω).untopD 0) z = (2 * z.im) * Real.exp (-(u + 1)) := by + exact (actual_radius_level_finite_state (hw ω) ((hc ω).const_mul _) z (u + 1) (hEext ω hω).1).2 + let S := stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) + (fun ω => radiusLevelTime (γ ω) (G ω) z U) + (closedBall z ((2 * z.im) * Real.exp (-(u + 1)))) + (b * ((2 * z.im) * Real.exp (-(u + 1))) ^ dimension κ * (N : ℝ) ^ codimension κ) + have hd := hdense σ hσ z hz (u + 1) hu1 E hE (fun ω hω => (hEext ω hω).1) + (fun ω hω => (hEext ω hω).2) hbase N hN v hv hvcut A hA1 + have hσU := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz U hU + have hpast := actual_radiusLevelTime_past_mono hB hm hBm hc hB0 κ hκ hκ8 γ G F hw + z hz (u + 1) U hu1 (by dsimp [U]; linarith) + have hAU : MeasurableSet[hσU.measurableSpace] A := hpast A hA1 + have hEU : MeasurableSet[hσU.measurableSpace] E := hpast E hE + have hγa : Adapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun t ω => γ ω t) := by + apply capacity_trace_adapted _ (fun t ω => Real.sqrt κ * B t ω) _ _ γ G F hw + · intro t + exact measurable_const.mul + ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)) t).measurable + · intro ω + exact (hc ω).const_mul _ + have hS : MeasurableSet[hσU.measurableSpace] S := + stoppedMassTest_measurable_at_stop _ γ hγa (fun ω => (hw ω).1) _ hσU κ v _ _ + have hcons (D : Set Ω) (hD : MeasurableSet[hσU.measurableSpace] D) : + finiteCenteredLaw P κ B γ G z V D = finiteCenteredLaw P κ B γ G z U D := + finiteCenteredLaw_consistent_at_radius_stop hB hBm hc hB0 κ hκ hκ8 γ G F + (Eventually.of_forall hw) z hz U V hU hV _ hσU Filter.EventuallyEq.rfl D hD + have hd' : ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) * + finiteCenteredLaw P κ B γ G z V (A ∩ E) ≤ finiteCenteredLaw P κ B γ G z V (A ∩ S) := by + rw [hcons _ (hAU.inter hEU), hcons _ (hAU.inter hS)] + exact hd.trans (measure_mono (fun _ hω => ⟨hω.1.1, hω.2⟩)) + have hwarm' := hwarm z hz u hu V (by linarith) A hA + calc + _ = ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) * + (ENNReal.ofReal (1 / 2 : ℝ) * finiteCenteredLaw P κ B γ G z V A) := by + rw [ENNReal.ofReal_mul (by norm_num)] + ac_rfl + _ ≤ ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) * + finiteCenteredLaw P κ B γ G z V (A ∩ E) := mul_le_mul' le_rfl hwarm' + _ ≤ _ := hd' + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualDenseCoverProbability.lean b/lean/OAI/Probability/SLE/Gauge/ActualDenseCoverProbability.lean index 42cf04ae5010256be10e4e5be3d6de5cfcf4861e..ac1ce72fdb83adb62ac792a2105b5797f9852e5e 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualDenseCoverProbability.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualDenseCoverProbability.lean @@ -1,138 +1,138 @@ -import OAI.Probability.SLE.Gauge.ActualMissedCell -import OAI.Probability.SLE.SausagePointBound - -namespace OAI - -/-! The missed-cell estimate from finite centered laws. Constants and the -physical mesh are uniform over interior cutoffs and moving grid centers. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open Target - -local instance coverProbabilityDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance coverProbabilityDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ -local instance coverProbabilityPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance coverProbabilityPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -theorem uniform_actual_dense_cover_probability - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hγm : ∀ t, Measurable (fun ω => γ ω t)) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hcompact : PublishedHalfPlaneUnivalentCompactness) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (hplanar : PublishedPlanarDiskOpenness) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) - (hwiener : PublishedPlanarWienerUnitSupport) - (W : WienerLaw) (hW : IsWiener W) : - ∃ T b c : ℝ, 0 < T ∧ 0 < b ∧ 0 < c ∧ ∃ v : ℕ → ℝ, - (∀ n, 0 < v n) ∧ Tendsto v atTop (𝓝 0) ∧ - ∀ η : ℝ, 0 < η → ∃ D : ℝ, 0 < D ∧ - ∀ (R : ℝ) (K : Set ℂ), K ⊆ closedBall 0 R → (∀ z ∈ K, η ≤ z.im) → - ∀ᶠ n : ℕ in atTop, ∀ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, - P {ω | denseMissedCell κ T b c (v n) n ij (γ ω)} ≤ - ENNReal.ofReal (D * coverRadius T n ^ codimension κ * - Real.exp (-Real.sqrt (n : ℝ) / 4)) := by - classical - obtain ⟨h, b, C, hh, hh1, hb, hC, δ, hδ, hdense⟩ := - uniform_actual_conditional_dense_test P κ hκ hκ8 B hB hBm hc hB0 γ G F hγm hw - htrace hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW - let q := Serpentine.experimentRadiusLevel h - have hq : 0 ≤ q := Serpentine.experimentRadiusLevel_nonneg hh (by linarith) - let T := 2 + q - have hT : 0 < T := by dsimp only [T]; linarith - have hgap : 1 + q ≤ T := by dsimp only [T]; linarith - let c := 1 / (2 * Real.sqrt C) - have hcpos : 0 < c := by dsimp only [c]; positivity - have hsmall : C * c ^ 2 ≤ 1 / 4 := by - dsimp only [c] - rw [div_pow, mul_pow, Real.sq_sqrt hC.le] - field_simp [hC.ne']; norm_num - let δ' (N : ℕ) := if N = 0 then 1 else δ N - have hδ' (N : ℕ) : 0 < δ' N := by - dsimp only [δ'] - split_ifs with hN - · norm_num - · exact hδ N (Nat.pos_of_ne_zero hN) - obtain ⟨v, hv, hvlim, _, _, hvmesh⟩ := exists_cover_physical_mesh T c δ' hδ' - refine ⟨T, b, c, hT, hb, hcpos, v, hv, hvlim, ?_⟩ - intro η hη - let I := (2 : ℝ) ^ (-codimension κ) * (η / 2) ^ (-codimension κ) - let D := uniformInverseAngleConstant κ 1 * (512 * Real.pi) ^ codimension κ * I - have hIC : 0 < uniformInverseAngleConstant κ 1 := - uniformInverseAngleConstant_pos κ 1 hκ hκ8 (by norm_num) - have hI : 0 < I := by dsimp only [I]; positivity - have hD : 0 < D := by dsimp only [D]; positivity - refine ⟨D, hD, ?_⟩ - intro R K hK hheight - have hgeom := eventually_retained_grid_cover_levels hT hη hK hheight - have hheight' : ∀ᶠ n : ℕ in atTop, ∀ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, - η / 2 ≤ (coverGridCenter (coverRadius T n) ij).im := by - filter_upwards [(coverRadius_tendsto_zero hT).eventually - (gt_mem_nhds (show 0 < η / 4 by positivity))] with n hn - intro ij hij - have hz := (retainedCoverGrid_center_bounds hK hheight hij).2 - linarith - filter_upwards [hgeom, hheight', coverMultiplicity_eventually_ge hcpos 1, - denseVisit_probability_eventually_lower (by norm_num : (0 : ℝ) < 1 / 2) hC.le hcpos hsmall, - eventually_ge_atTop (1 : ℕ)] with n hngeom hnheight hN hnprob hn1 - intro ij hij - let z := coverGridCenter (coverRadius T n) ij - obtain ⟨hz, hlevel, _, hvisit, hmeshsmall⟩ := hngeom ij hij - have hNpos : 0 < coverMultiplicity c n := lt_of_lt_of_le Nat.zero_lt_one hN - have hV := coverVisitLevel_nonneg_of_gap z T n hvisit - have hfailed := actual_dense_window_failure_bound P κ hκ hκ8 B hB hBm hc hB0 γ G F hw - z hz T q b (v n) C (coverVisitLevel z T n) hT.le hq hgap hV - (coverMultiplicity c n) n hn1 hlevel hnprob ?_ - · have hmiss := actual_missed_cell_bound_of_centered_failure P κ hκ hκ8 B hB hBm hc hB0 - γ G F hw htrace T q b c (v n) hT.le hq hgap n ij hz hlevel hvisit hmeshsmall hfailed - refine hmiss.trans (ENNReal.ofReal_le_ofReal ?_) - have hp : 0 ≤ codimension κ := by dsimp only [codimension, dimension]; linarith - have hIz : initialGreen κ z ≤ I := - (initialGreen_le_height κ hκ hκ8 z hz).trans - (mul_le_mul_of_nonneg_left - (Real.rpow_le_rpow_of_nonpos (half_pos hη) (hnheight ij hij) (neg_nonpos.mpr hp)) - (Real.rpow_nonneg (by norm_num) _)) - apply mul_le_mul_of_nonneg_right _ (Real.exp_pos _).le - apply mul_le_mul_of_nonneg_right _ (Real.rpow_nonneg (coverRadius_pos T n).le _) - exact mul_le_mul_of_nonneg_left hIz - (mul_nonneg hIC.le (Real.rpow_nonneg (by positivity) _)) - · intro j hj A hA - have hr := radius_target_eq_coverRadius z hz T j (hlevel j hj) - have hr' : (2 * z.im) * Real.exp (-(coverLogLevel z T j + 1)) = - Real.exp (-1) * coverRadius T j := by - rw [neg_add, Real.exp_add, ← mul_assoc, hr] - ring - have hcut : v n < δ (coverMultiplicity c n) * ((2 * z.im) * - Real.exp (-(coverLogLevel z T j + 1))) := by - have hhmesh := hvmesh n j hj - rw [hr'] - dsimp only [δ'] at hhmesh - rw [ite_eq_right (Nat.ne_of_gt hNpos)] at hhmesh - simpa only [mul_comm] using hhmesh - have hend : coverLogLevel z T j + 1 + q ≤ coverVisitLevel z T n := by - have he := coverLogLevel_next_gap z T j (hlevel j hj) - have hjlast : j + 1 ≤ 2 * n / 3 + 1 := - Nat.add_le_add_right (Finset.mem_Icc.mp hj).2 1 - have hm := coverLogLevel_monotone z hT.le hjlast - linarith - have hd := hdense z hz (coverLogLevel z T j) (coverLogLevel_nonneg _ _ _) - (coverMultiplicity c n) hNpos (v n) (hv n) hcut (coverVisitLevel z T n) hend A hA - simpa only [hr', actualDenseScaleTest, q] using hd - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ActualMissedCell +import OAI.Probability.SLE.SausagePointBound + +namespace OAI + +/-! The missed-cell estimate from finite centered laws. Constants and the +physical mesh are uniform over interior cutoffs and moving grid centers. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +local instance coverProbabilityDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance coverProbabilityDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance coverProbabilityPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance coverProbabilityPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem uniform_actual_dense_cover_probability + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hγm : ∀ t, Measurable (fun ω => γ ω t)) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) : + ∃ T b c : ℝ, 0 < T ∧ 0 < b ∧ 0 < c ∧ ∃ v : ℕ → ℝ, + (∀ n, 0 < v n) ∧ Tendsto v atTop (𝓝 0) ∧ + ∀ η : ℝ, 0 < η → ∃ D : ℝ, 0 < D ∧ + ∀ (R : ℝ) (K : Set ℂ), K ⊆ closedBall 0 R → (∀ z ∈ K, η ≤ z.im) → + ∀ᶠ n : ℕ in atTop, ∀ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, + P {ω | denseMissedCell κ T b c (v n) n ij (γ ω)} ≤ + ENNReal.ofReal (D * coverRadius T n ^ codimension κ * + Real.exp (-Real.sqrt (n : ℝ) / 4)) := by + classical + obtain ⟨h, b, C, hh, hh1, hb, hC, δ, hδ, hdense⟩ := + uniform_actual_conditional_dense_test P κ hκ hκ8 B hB hBm hc hB0 γ G F hγm hw + htrace hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW + let q := Serpentine.experimentRadiusLevel h + have hq : 0 ≤ q := Serpentine.experimentRadiusLevel_nonneg hh (by linarith) + let T := 2 + q + have hT : 0 < T := by dsimp only [T]; linarith + have hgap : 1 + q ≤ T := by dsimp only [T]; linarith + let c := 1 / (2 * Real.sqrt C) + have hcpos : 0 < c := by dsimp only [c]; positivity + have hsmall : C * c ^ 2 ≤ 1 / 4 := by + dsimp only [c] + rw [div_pow, mul_pow, Real.sq_sqrt hC.le] + field_simp [hC.ne']; norm_num + let δ' (N : ℕ) := if N = 0 then 1 else δ N + have hδ' (N : ℕ) : 0 < δ' N := by + dsimp only [δ'] + split_ifs with hN + · norm_num + · exact hδ N (Nat.pos_of_ne_zero hN) + obtain ⟨v, hv, hvlim, _, _, hvmesh⟩ := exists_cover_physical_mesh T c δ' hδ' + refine ⟨T, b, c, hT, hb, hcpos, v, hv, hvlim, ?_⟩ + intro η hη + let I := (2 : ℝ) ^ (-codimension κ) * (η / 2) ^ (-codimension κ) + let D := uniformInverseAngleConstant κ 1 * (512 * Real.pi) ^ codimension κ * I + have hIC : 0 < uniformInverseAngleConstant κ 1 := + uniformInverseAngleConstant_pos κ 1 hκ hκ8 (by norm_num) + have hI : 0 < I := by dsimp only [I]; positivity + have hD : 0 < D := by dsimp only [D]; positivity + refine ⟨D, hD, ?_⟩ + intro R K hK hheight + have hgeom := eventually_retained_grid_cover_levels hT hη hK hheight + have hheight' : ∀ᶠ n : ℕ in atTop, ∀ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, + η / 2 ≤ (coverGridCenter (coverRadius T n) ij).im := by + filter_upwards [(coverRadius_tendsto_zero hT).eventually + (gt_mem_nhds (show 0 < η / 4 by positivity))] with n hn + intro ij hij + have hz := (retainedCoverGrid_center_bounds hK hheight hij).2 + linarith + filter_upwards [hgeom, hheight', coverMultiplicity_eventually_ge hcpos 1, + denseVisit_probability_eventually_lower (by norm_num : (0 : ℝ) < 1 / 2) hC.le hcpos hsmall, + eventually_ge_atTop (1 : ℕ)] with n hngeom hnheight hN hnprob hn1 + intro ij hij + let z := coverGridCenter (coverRadius T n) ij + obtain ⟨hz, hlevel, _, hvisit, hmeshsmall⟩ := hngeom ij hij + have hNpos : 0 < coverMultiplicity c n := lt_of_lt_of_le Nat.zero_lt_one hN + have hV := coverVisitLevel_nonneg_of_gap z T n hvisit + have hfailed := actual_dense_window_failure_bound P κ hκ hκ8 B hB hBm hc hB0 γ G F hw + z hz T q b (v n) C (coverVisitLevel z T n) hT.le hq hgap hV + (coverMultiplicity c n) n hn1 hlevel hnprob ?_ + · have hmiss := actual_missed_cell_bound_of_centered_failure P κ hκ hκ8 B hB hBm hc hB0 + γ G F hw htrace T q b c (v n) hT.le hq hgap n ij hz hlevel hvisit hmeshsmall hfailed + refine hmiss.trans (ENNReal.ofReal_le_ofReal ?_) + have hp : 0 ≤ codimension κ := by dsimp only [codimension, dimension]; linarith + have hIz : initialGreen κ z ≤ I := + (initialGreen_le_height κ hκ hκ8 z hz).trans + (mul_le_mul_of_nonneg_left + (Real.rpow_le_rpow_of_nonpos (half_pos hη) (hnheight ij hij) (neg_nonpos.mpr hp)) + (Real.rpow_nonneg (by norm_num) _)) + apply mul_le_mul_of_nonneg_right _ (Real.exp_pos _).le + apply mul_le_mul_of_nonneg_right _ (Real.rpow_nonneg (coverRadius_pos T n).le _) + exact mul_le_mul_of_nonneg_left hIz + (mul_nonneg hIC.le (Real.rpow_nonneg (by positivity) _)) + · intro j hj A hA + have hr := radius_target_eq_coverRadius z hz T j (hlevel j hj) + have hr' : (2 * z.im) * Real.exp (-(coverLogLevel z T j + 1)) = + Real.exp (-1) * coverRadius T j := by + rw [neg_add, Real.exp_add, ← mul_assoc, hr] + ring + have hcut : v n < δ (coverMultiplicity c n) * ((2 * z.im) * + Real.exp (-(coverLogLevel z T j + 1))) := by + have hhmesh := hvmesh n j hj + rw [hr'] + dsimp only [δ'] at hhmesh + rw [ite_eq_right (Nat.ne_of_gt hNpos)] at hhmesh + simpa only [mul_comm] using hhmesh + have hend : coverLogLevel z T j + 1 + q ≤ coverVisitLevel z T n := by + have he := coverLogLevel_next_gap z T j (hlevel j hj) + have hjlast : j + 1 ≤ 2 * n / 3 + 1 := + Nat.add_le_add_right (Finset.mem_Icc.mp hj).2 1 + have hm := coverLogLevel_monotone z hT.le hjlast + linarith + have hd := hdense z hz (coverLogLevel z T j) (coverLogLevel_nonneg _ _ _) + (coverMultiplicity c n) hNpos (v n) (hv n) hcut (coverVisitLevel z T n) hend A hA + simpa only [hr', actualDenseScaleTest, q] using hd + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualDenseExtended.lean b/lean/OAI/Probability/SLE/Gauge/ActualDenseExtended.lean index d86292c9ae696e4367578fb64ddacff20a6097ec..e1d57fb9d0adc0a41cd82f01221c95b4e560dcf6 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualDenseExtended.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualDenseExtended.lean @@ -1,88 +1,88 @@ -import OAI.Probability.SLE.Gauge.ActualDenseGoodState -import OAI.Probability.SLE.Geometry.ConditionalStopExtension - -namespace OAI - -/-! The proved dense experiment at possibly infinite actual radius stops. -Only the good-state past event is localized through finite horizons. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open Target - -local instance extendedDenseDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance extendedDenseDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ -local instance extendedDensePathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance extendedDensePathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -theorem uniform_actual_dense_at_extended_good_radius_state - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hγm : ∀ t, Measurable (fun ω => γ ω t)) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hcompact : PublishedHalfPlaneUnivalentCompactness) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (hplanar : PublishedPlanarDiskOpenness) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) - (hwiener : PublishedPlanarWienerUnitSupport) - (W : WienerLaw) (hW : IsWiener W) - {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : - ∃ h b C : ℝ, 0 < h ∧ h ≤ s / 2 ∧ 0 < b ∧ 0 < C ∧ - ∃ δ : ℕ → ℝ, (∀ N, 0 < N → 0 < δ N) ∧ - ∀ (σ : Ω → WithTop ℝ≥0) - (hσ : IsStoppingTime (Filtration.natural B - (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) σ) - (z : ℂ), z ∈ upperHalfPlane → ∀ u : ℝ, 0 ≤ u → - ∀ E : Set Ω, MeasurableSet[hσ.measurableSpace] E → - (∀ ω ∈ E, σ ω ≠ ⊤) → - E ⊆ stoppedMarkedGood κ B γ G (fun ω => (σ ω).untopD 0) z s → - (∀ ω ∈ E, fullRadius (G ω) ((σ ω).untopD 0) z = (2 * z.im) * Real.exp (-u)) → - ∀ N : ℕ, 0 < N → ∀ v : ℝ, 0 < v → - v < δ N * ((2 * z.im) * Real.exp (-u)) → - ∀ A : Set Ω, MeasurableSet[hσ.measurableSpace] A → - ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) * - finiteCenteredLaw P κ B γ G z (u + Serpentine.experimentRadiusLevel h) (A ∩ E) ≤ - finiteCenteredLaw P κ B γ G z (u + Serpentine.experimentRadiusLevel h) - (A ∩ E ∩ stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) - (fun ω => radiusLevelTime (γ ω) (G ω) z (u + Serpentine.experimentRadiusLevel h)) - (closedBall z ((2 * z.im) * Real.exp (-u))) - (b * ((2 * z.im) * Real.exp (-u)) ^ dimension κ * (N : ℝ) ^ codimension κ)) := by - obtain ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, hstep⟩ := - uniform_actual_dense_at_good_radius_state P κ hκ hκ8 B hB hBm hc hB0 γ G F hγm hw - htrace hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW hs hs1 - refine ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, ?_⟩ - intro σ hσ z hz u hu E hE hfinite hgood hbase N hN v hv hvcut A hA - let Q := finiteCenteredLaw P κ B γ G z (u + Serpentine.experimentRadiusLevel h) - let S := stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) - (fun ω => radiusLevelTime (γ ω) (G ω) z (u + Serpentine.experimentRadiusLevel h)) - (closedBall z ((2 * z.im) * Real.exp (-u))) - (b * ((2 * z.im) * Real.exp (-u)) ^ dimension κ * (N : ℝ) ^ codimension κ) - let state : Ω → ℝ≥0 → Prop := fun ω t => - ω ∈ stoppedMarkedGood κ B γ G (fun _ => t) z s ∧ - fullRadius (G ω) t z = (2 * z.im) * Real.exp (-u) - apply conditional_event_bound_at_extended_stop Q _ - (ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2))) S state _ σ hσ (A ∩ E) (hA.inter hE) - (Eventually.of_forall (fun ω hω => hfinite ω hω.2)) - · intro ω hω - exact ⟨hgood hω.2, hbase ω hω.2⟩ - · intro τ hτ D hD hstate - have hDgood : D ⊆ stoppedMarkedGood κ B γ G τ z s := fun ω hω => (hstate ω hω).1 - have hDbase : ∀ ω ∈ D, fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u) := - fun ω hω => (hstate ω hω).2 - simpa only [inter_self] using hstep τ hτ z hz u hu D hD hDgood hDbase N hN v hv hvcut D hD - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ActualDenseGoodState +import OAI.Probability.SLE.Geometry.ConditionalStopExtension + +namespace OAI + +/-! The proved dense experiment at possibly infinite actual radius stops. +Only the good-state past event is localized through finite horizons. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +local instance extendedDenseDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance extendedDenseDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance extendedDensePathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance extendedDensePathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem uniform_actual_dense_at_extended_good_radius_state + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hγm : ∀ t, Measurable (fun ω => γ ω t)) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : + ∃ h b C : ℝ, 0 < h ∧ h ≤ s / 2 ∧ 0 < b ∧ 0 < C ∧ + ∃ δ : ℕ → ℝ, (∀ N, 0 < N → 0 < δ N) ∧ + ∀ (σ : Ω → WithTop ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B + (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) σ) + (z : ℂ), z ∈ upperHalfPlane → ∀ u : ℝ, 0 ≤ u → + ∀ E : Set Ω, MeasurableSet[hσ.measurableSpace] E → + (∀ ω ∈ E, σ ω ≠ ⊤) → + E ⊆ stoppedMarkedGood κ B γ G (fun ω => (σ ω).untopD 0) z s → + (∀ ω ∈ E, fullRadius (G ω) ((σ ω).untopD 0) z = (2 * z.im) * Real.exp (-u)) → + ∀ N : ℕ, 0 < N → ∀ v : ℝ, 0 < v → + v < δ N * ((2 * z.im) * Real.exp (-u)) → + ∀ A : Set Ω, MeasurableSet[hσ.measurableSpace] A → + ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) * + finiteCenteredLaw P κ B γ G z (u + Serpentine.experimentRadiusLevel h) (A ∩ E) ≤ + finiteCenteredLaw P κ B γ G z (u + Serpentine.experimentRadiusLevel h) + (A ∩ E ∩ stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) + (fun ω => radiusLevelTime (γ ω) (G ω) z (u + Serpentine.experimentRadiusLevel h)) + (closedBall z ((2 * z.im) * Real.exp (-u))) + (b * ((2 * z.im) * Real.exp (-u)) ^ dimension κ * (N : ℝ) ^ codimension κ)) := by + obtain ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, hstep⟩ := + uniform_actual_dense_at_good_radius_state P κ hκ hκ8 B hB hBm hc hB0 γ G F hγm hw + htrace hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW hs hs1 + refine ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, ?_⟩ + intro σ hσ z hz u hu E hE hfinite hgood hbase N hN v hv hvcut A hA + let Q := finiteCenteredLaw P κ B γ G z (u + Serpentine.experimentRadiusLevel h) + let S := stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) + (fun ω => radiusLevelTime (γ ω) (G ω) z (u + Serpentine.experimentRadiusLevel h)) + (closedBall z ((2 * z.im) * Real.exp (-u))) + (b * ((2 * z.im) * Real.exp (-u)) ^ dimension κ * (N : ℝ) ^ codimension κ) + let state : Ω → ℝ≥0 → Prop := fun ω t => + ω ∈ stoppedMarkedGood κ B γ G (fun _ => t) z s ∧ + fullRadius (G ω) t z = (2 * z.im) * Real.exp (-u) + apply conditional_event_bound_at_extended_stop Q _ + (ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2))) S state _ σ hσ (A ∩ E) (hA.inter hE) + (Eventually.of_forall (fun ω hω => hfinite ω hω.2)) + · intro ω hω + exact ⟨hgood hω.2, hbase ω hω.2⟩ + · intro τ hτ D hD hstate + have hDgood : D ⊆ stoppedMarkedGood κ B γ G τ z s := fun ω hω => (hstate ω hω).1 + have hDbase : ∀ ω ∈ D, fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u) := + fun ω hω => (hstate ω hω).2 + simpa only [inter_self] using hstep τ hτ z hz u hu D hD hDgood hDbase N hN v hv hvcut D hD + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualDenseGoodState.lean b/lean/OAI/Probability/SLE/Gauge/ActualDenseGoodState.lean index 5d6193761f7ae622e910c3a043404d29c683d213..e4a46825172f13cb5fe662a872f5901595405f73 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualDenseGoodState.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualDenseGoodState.lean @@ -1,168 +1,168 @@ -import OAI.Probability.SLE.Gauge.ActualDenseIntegration -import OAI.Probability.SLE.Geometry.FiniteDensityAtRadiusState -import OAI.Probability.SLE.Geometry.StoppedMarkedStateMeasurability -import OAI.Probability.SLE.Geometry.FixedCanonicalRestart - -namespace OAI - -/-! The dense experiment at an actual finite stopping time, conditional on -its live good-angle radius state. Constants are chosen before the stopping -time, marked point and stopped-past event. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open FrontSuccessMeasurability -open Target - -local instance actualGoodDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance actualGoodDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ -local instance actualGoodPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance actualGoodPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -lemma measurable_actual_radius_level - {Ω : Type*} [MeasurableSpace Ω] (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) - (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (u : ℝ) (hu : 0 ≤ u) : - Measurable (fun ω => radiusLevelTime (γ ω) (G ω) z u) := by - have hbp : Measurable (sourceDriverPath B hc) := source_path_measurable _ hm - have hk : Measurable (fun ω => canonicalRadiusLevel κ (u, z, sourceDriverPath B hc ω)) := - measurable_canonicalRadiusLevel_random_state κ hbp measurable_const measurable_const - have he : (fun ω => canonicalRadiusLevel κ (u, z, sourceDriverPath B hc ω)) = - (fun ω => radiusLevelTime (γ ω) (G ω) z u) := - funext (fun ω => canonicalRadiusLevel_eq κ (sourceDriverPath B hc ω) (hw ω) u hu z) - rwa [he] at hk - -lemma measurable_actual_stopped_mass_test - {Ω : Type*} [MeasurableSpace Ω] (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) - (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hγm : ∀ t, Measurable (fun ω => γ ω t)) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (u : ℝ) (hu : 0 ≤ u) (v r b : ℝ) : - MeasurableSet (stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) - (fun ω => radiusLevelTime (γ ω) (G ω) z u) (closedBall z r) b) := by - have hlevel := measurable_actual_radius_level κ B hm hc γ G F hw z u hu - have hpath : Measurable (sourceTracePath γ (fun ω => (hw ω).1)) := - source_path_measurable _ hγm - exact measurableSet_le measurable_const ((wholeSausageCharge_measurable κ v _).comp - (measurable_stoppedAtPath _ hpath _ hlevel)) - -theorem uniform_actual_dense_at_good_radius_state - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hγm : ∀ t, Measurable (fun ω => γ ω t)) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hcompact : PublishedHalfPlaneUnivalentCompactness) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (hplanar : PublishedPlanarDiskOpenness) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) - (hwiener : PublishedPlanarWienerUnitSupport) - (W : WienerLaw) (hW : IsWiener W) - {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : - ∃ h b C : ℝ, 0 < h ∧ h ≤ s / 2 ∧ 0 < b ∧ 0 < C ∧ - ∃ δ : ℕ → ℝ, (∀ N, 0 < N → 0 < δ N) ∧ - ∀ (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B - (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))) - (z : ℂ), z ∈ upperHalfPlane → ∀ u : ℝ, 0 ≤ u → - ∀ E : Set Ω, MeasurableSet[hτ.measurableSpace] E → - E ⊆ stoppedMarkedGood κ B γ G τ z s → - (∀ ω ∈ E, fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u)) → - ∀ N : ℕ, 0 < N → ∀ v : ℝ, 0 < v → - v < δ N * ((2 * z.im) * Real.exp (-u)) → - ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → - ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) * - finiteCenteredLaw P κ B γ G z (u + Serpentine.experimentRadiusLevel h) (A ∩ E) ≤ - finiteCenteredLaw P κ B γ G z (u + Serpentine.experimentRadiusLevel h) - (A ∩ stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) - (fun ω => radiusLevelTime (γ ω) (G ω) z (u + Serpentine.experimentRadiusLevel h)) - (closedBall z ((2 * z.im) * Real.exp (-u))) - (b * ((2 * z.im) * Real.exp (-u)) ^ dimension κ * (N : ℝ) ^ codimension κ)) := by - classical - let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) - obtain ⟨Φ, Gc, Fc, hΦ, hΦW, hΦγ⟩ := - canonical_witness_original_trace P κ B hm hc γ G F hw htrace - obtain ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, hsections⟩ := - Serpentine.uniform_canonical_conformal_dense_sections P κ hκ hκ8 B hB hBm hc hB0 γ G F hw - Φ hΦ hΦγ hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW - (1 / 16) (by norm_num) (by norm_num) hs hs1 - refine ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, ?_⟩ - intro τ hτ z hz u hu E hE hgood hbase N hN v hv hvcut A hA - let a := stoppedMarkedScale κ B γ G τ z - let w := stoppedMarkedUnit κ B γ G τ z - let Y := normalizedRestartDriverPath B hc τ a - let q := Serpentine.experimentRadiusLevel h - have hq : 0 < q := by - dsimp [q, Serpentine.experimentRadiusLevel] - have hlog : Real.log (h / 80) < 0 := Real.log_neg (by positivity) (by linarith) - linarith - have ham : Measurable[hτ.measurableSpace] a := - source_stoppedMarkedScale_measurable B hm hc κ γ G F hw τ hτ z - have ha : ∀ ω, 0 < a ω := stoppedMarkedScale_pos κ B γ G τ z - have hwm : Measurable[hτ.measurableSpace] w := - source_stoppedMarkedUnit_measurable B hm hc κ γ G F hw τ hτ z - obtain ⟨Fb, hFb, hYm, _, hFbEq, _, hYlaw, hrestart⟩ := - source_normalized_restart_with_factor κ hκ hκ8 B hB hm hc γ G F hw Φ hΦ Gc Fc hΦW - hboundary τ hτ a ham ha - have hlive (ω : Ω) (hω : ω ∈ E) : z ∈ survivingDomain (γ ω) (τ ω) := - (hgood hω).1 - have hgeometry (ω : Ω) (hω : ω ∈ E) := - source_stoppedMarkedState_geometry B hc κ γ G F hw τ z ω (hlive ω hω) - have hpoint (ω : Ω) (hω : ω ∈ E) : - F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ)) = z := by - simpa only [normalizedInverse, add_comm] using (hgeometry ω hω).2.2.1 - have hcanonical (ω : Ω) (hω : ω ∈ E) : - ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) ≤ - ((P.map (sourceDriverPath B hc)).withDensity - (fun p => canonicalFiniteDensity κ (q, w ω, p))) - (canonicalDenseEvent κ Φ (Fb ω) q (w ω) b - ((2 * z.im) * Real.exp (-u)) N v z) := by - let f := normalizedInverse (F ω (τ ω)) (Real.sqrt κ * B (τ ω) ω) (a ω : ℝ) - have hgeo := hgeometry ω hω - have hchart (ζ : closedHalfPlane) (hζ : (ζ : ℂ) ∈ upperHalfPlane) : Fb ω ζ = f ζ := by - simpa only [f, normalizedInverse, add_comm] using hFbEq ω ζ hζ - have hrad : 2 * (w ω).im * ‖deriv f (w ω)‖ = (2 * z.im) * Real.exp (-u) := - hgeo.2.2.2.2.2.2.trans (hbase ω hω) - have hv' : v < δ N * (2 * (w ω).im * ‖deriv f (w ω)‖) := by rwa [hrad] - have hh := hsections f (Fb ω) (w ω) hgeo.2.2.2.1 hgeo.2.2.2.2.1 hchart - hgeo.1 (hgood hω).2 hgeo.2.2.2.2.2.1 N hN v hv hv' - have hfw : f (w ω) = z := hgeo.2.2.1 - simpa only [q, hfw, hrad] using hh - obtain ⟨M, hM, hMfinite, hMactual, hMpast⟩ := - exists_finiteDensity_at_radius_state hB hBm hc hB0 κ hκ hκ8 γ G F hw - τ hτ z hz u q hu hq E hE hlive hbase - have hS : MeasurableSet (stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) - (fun ω => radiusLevelTime (γ ω) (G ω) z (u + q)) - (closedBall z ((2 * z.im) * Real.exp (-u))) - (b * ((2 * z.im) * Real.exp (-u)) ^ dimension κ * (N : ℝ) ^ codimension κ)) := - measurable_actual_stopped_mass_test κ B hm hc γ G F hγm hw z (u + q) (by linarith) v _ _ - have h := actual_dense_sections_integrate P (P.map (sourceDriverPath B hc)) - hτ.measurableSpace hτ.measurableSpace_le κ B hc γ G F hw Y hYm hYlaw Φ hΦ Fb hFb - τ a ha (fun ω => Gc (Y ω)) (fun ω => Fc (Y ω)) - (hrestart.mono (fun _ hω => hω.1)) - (fun ω => normalizedRestartDriverPath_driver κ B hc τ a ω) - (hrestart.mono (fun _ hω t => (hω.2 t).symm)) w hwm E hE - (fun ω hω => (hgeometry ω hω).2.1) z u q b ((2 * z.im) * Real.exp (-u)) v hq.le N - hpoint hbase M hM hMfinite hMactual - (ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2))) ENNReal.ofReal_ne_top hcanonical hS A hA - rw [hMpast A hA] at h - exact h - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ActualDenseIntegration +import OAI.Probability.SLE.Geometry.FiniteDensityAtRadiusState +import OAI.Probability.SLE.Geometry.StoppedMarkedStateMeasurability +import OAI.Probability.SLE.Geometry.FixedCanonicalRestart + +namespace OAI + +/-! The dense experiment at an actual finite stopping time, conditional on +its live good-angle radius state. Constants are chosen before the stopping +time, marked point and stopped-past event. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open FrontSuccessMeasurability +open Target + +local instance actualGoodDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance actualGoodDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance actualGoodPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance actualGoodPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +lemma measurable_actual_radius_level + {Ω : Type*} [MeasurableSpace Ω] (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (u : ℝ) (hu : 0 ≤ u) : + Measurable (fun ω => radiusLevelTime (γ ω) (G ω) z u) := by + have hbp : Measurable (sourceDriverPath B hc) := source_path_measurable _ hm + have hk : Measurable (fun ω => canonicalRadiusLevel κ (u, z, sourceDriverPath B hc ω)) := + measurable_canonicalRadiusLevel_random_state κ hbp measurable_const measurable_const + have he : (fun ω => canonicalRadiusLevel κ (u, z, sourceDriverPath B hc ω)) = + (fun ω => radiusLevelTime (γ ω) (G ω) z u) := + funext (fun ω => canonicalRadiusLevel_eq κ (sourceDriverPath B hc ω) (hw ω) u hu z) + rwa [he] at hk + +lemma measurable_actual_stopped_mass_test + {Ω : Type*} [MeasurableSpace Ω] (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hγm : ∀ t, Measurable (fun ω => γ ω t)) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (u : ℝ) (hu : 0 ≤ u) (v r b : ℝ) : + MeasurableSet (stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) + (fun ω => radiusLevelTime (γ ω) (G ω) z u) (closedBall z r) b) := by + have hlevel := measurable_actual_radius_level κ B hm hc γ G F hw z u hu + have hpath : Measurable (sourceTracePath γ (fun ω => (hw ω).1)) := + source_path_measurable _ hγm + exact measurableSet_le measurable_const ((wholeSausageCharge_measurable κ v _).comp + (measurable_stoppedAtPath _ hpath _ hlevel)) + +theorem uniform_actual_dense_at_good_radius_state + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hγm : ∀ t, Measurable (fun ω => γ ω t)) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : + ∃ h b C : ℝ, 0 < h ∧ h ≤ s / 2 ∧ 0 < b ∧ 0 < C ∧ + ∃ δ : ℕ → ℝ, (∀ N, 0 < N → 0 < δ N) ∧ + ∀ (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B + (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (z : ℂ), z ∈ upperHalfPlane → ∀ u : ℝ, 0 ≤ u → + ∀ E : Set Ω, MeasurableSet[hτ.measurableSpace] E → + E ⊆ stoppedMarkedGood κ B γ G τ z s → + (∀ ω ∈ E, fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u)) → + ∀ N : ℕ, 0 < N → ∀ v : ℝ, 0 < v → + v < δ N * ((2 * z.im) * Real.exp (-u)) → + ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → + ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) * + finiteCenteredLaw P κ B γ G z (u + Serpentine.experimentRadiusLevel h) (A ∩ E) ≤ + finiteCenteredLaw P κ B γ G z (u + Serpentine.experimentRadiusLevel h) + (A ∩ stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) + (fun ω => radiusLevelTime (γ ω) (G ω) z (u + Serpentine.experimentRadiusLevel h)) + (closedBall z ((2 * z.im) * Real.exp (-u))) + (b * ((2 * z.im) * Real.exp (-u)) ^ dimension κ * (N : ℝ) ^ codimension κ)) := by + classical + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + obtain ⟨Φ, Gc, Fc, hΦ, hΦW, hΦγ⟩ := + canonical_witness_original_trace P κ B hm hc γ G F hw htrace + obtain ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, hsections⟩ := + Serpentine.uniform_canonical_conformal_dense_sections P κ hκ hκ8 B hB hBm hc hB0 γ G F hw + Φ hΦ hΦγ hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW + (1 / 16) (by norm_num) (by norm_num) hs hs1 + refine ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, ?_⟩ + intro τ hτ z hz u hu E hE hgood hbase N hN v hv hvcut A hA + let a := stoppedMarkedScale κ B γ G τ z + let w := stoppedMarkedUnit κ B γ G τ z + let Y := normalizedRestartDriverPath B hc τ a + let q := Serpentine.experimentRadiusLevel h + have hq : 0 < q := by + dsimp [q, Serpentine.experimentRadiusLevel] + have hlog : Real.log (h / 80) < 0 := Real.log_neg (by positivity) (by linarith) + linarith + have ham : Measurable[hτ.measurableSpace] a := + source_stoppedMarkedScale_measurable B hm hc κ γ G F hw τ hτ z + have ha : ∀ ω, 0 < a ω := stoppedMarkedScale_pos κ B γ G τ z + have hwm : Measurable[hτ.measurableSpace] w := + source_stoppedMarkedUnit_measurable B hm hc κ γ G F hw τ hτ z + obtain ⟨Fb, hFb, hYm, _, hFbEq, _, hYlaw, hrestart⟩ := + source_normalized_restart_with_factor κ hκ hκ8 B hB hm hc γ G F hw Φ hΦ Gc Fc hΦW + hboundary τ hτ a ham ha + have hlive (ω : Ω) (hω : ω ∈ E) : z ∈ survivingDomain (γ ω) (τ ω) := + (hgood hω).1 + have hgeometry (ω : Ω) (hω : ω ∈ E) := + source_stoppedMarkedState_geometry B hc κ γ G F hw τ z ω (hlive ω hω) + have hpoint (ω : Ω) (hω : ω ∈ E) : + F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ)) = z := by + simpa only [normalizedInverse, add_comm] using (hgeometry ω hω).2.2.1 + have hcanonical (ω : Ω) (hω : ω ∈ E) : + ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2)) ≤ + ((P.map (sourceDriverPath B hc)).withDensity + (fun p => canonicalFiniteDensity κ (q, w ω, p))) + (canonicalDenseEvent κ Φ (Fb ω) q (w ω) b + ((2 * z.im) * Real.exp (-u)) N v z) := by + let f := normalizedInverse (F ω (τ ω)) (Real.sqrt κ * B (τ ω) ω) (a ω : ℝ) + have hgeo := hgeometry ω hω + have hchart (ζ : closedHalfPlane) (hζ : (ζ : ℂ) ∈ upperHalfPlane) : Fb ω ζ = f ζ := by + simpa only [f, normalizedInverse, add_comm] using hFbEq ω ζ hζ + have hrad : 2 * (w ω).im * ‖deriv f (w ω)‖ = (2 * z.im) * Real.exp (-u) := + hgeo.2.2.2.2.2.2.trans (hbase ω hω) + have hv' : v < δ N * (2 * (w ω).im * ‖deriv f (w ω)‖) := by rwa [hrad] + have hh := hsections f (Fb ω) (w ω) hgeo.2.2.2.1 hgeo.2.2.2.2.1 hchart + hgeo.1 (hgood hω).2 hgeo.2.2.2.2.2.1 N hN v hv hv' + have hfw : f (w ω) = z := hgeo.2.2.1 + simpa only [q, hfw, hrad] using hh + obtain ⟨M, hM, hMfinite, hMactual, hMpast⟩ := + exists_finiteDensity_at_radius_state hB hBm hc hB0 κ hκ hκ8 γ G F hw + τ hτ z hz u q hu hq E hE hlive hbase + have hS : MeasurableSet (stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) + (fun ω => radiusLevelTime (γ ω) (G ω) z (u + q)) + (closedBall z ((2 * z.im) * Real.exp (-u))) + (b * ((2 * z.im) * Real.exp (-u)) ^ dimension κ * (N : ℝ) ^ codimension κ)) := + measurable_actual_stopped_mass_test κ B hm hc γ G F hγm hw z (u + q) (by linarith) v _ _ + have h := actual_dense_sections_integrate P (P.map (sourceDriverPath B hc)) + hτ.measurableSpace hτ.measurableSpace_le κ B hc γ G F hw Y hYm hYlaw Φ hΦ Fb hFb + τ a ha (fun ω => Gc (Y ω)) (fun ω => Fc (Y ω)) + (hrestart.mono (fun _ hω => hω.1)) + (fun ω => normalizedRestartDriverPath_driver κ B hc τ a ω) + (hrestart.mono (fun _ hω t => (hω.2 t).symm)) w hwm E hE + (fun ω hω => (hgeometry ω hω).2.1) z u q b ((2 * z.im) * Real.exp (-u)) v hq.le N + hpoint hbase M hM hMfinite hMactual + (ENNReal.ofReal (Real.exp (-C * (N : ℝ) ^ 2))) ENNReal.ofReal_ne_top hcanonical hS A hA + rw [hMpast A hA] at h + exact h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualDenseIntegration.lean b/lean/OAI/Probability/SLE/Gauge/ActualDenseIntegration.lean index bf74a648255e341df5bd3789eb186694ba734c52..cb72ecbb9cf7e04a62f86e64bab338cf7187682a 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualDenseIntegration.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualDenseIntegration.lean @@ -1,94 +1,94 @@ -import OAI.Probability.SLE.Gauge.CanonicalDenseIntegration -import OAI.Probability.SLE.Gauge.RestartDenseWeight - -namespace OAI - -/-! Actual physical stopped-mass probabilities from the proved canonical -sections and the actual normalized restarted witnesses. All restrictions on -the old marked state lie in the stopped past. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open FrontSuccessMeasurability - -local instance actualDenseIntegrationRealMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance actualDenseIntegrationRealBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ -local instance actualDenseIntegrationComplexMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance actualDenseIntegrationComplexBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -theorem actual_dense_sections_integrate - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] - (ν : Measure C(ℝ≥0, ℝ)) [IsFiniteMeasure ν] - (m : MeasurableSpace Ω) (hm : m ≤ mΩ) - (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (hc : ∀ ω, Continuous (fun t => B t ω)) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (Y : Ω → C(ℝ≥0, ℝ)) (hY : Measurable[mΩ] Y) - (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → - @Measure.map Ω C(ℝ≥0, ℝ) mΩ _ Y (P.restrict A) = P A • ν) - (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) - (Fb : Ω → C(closedHalfPlane, ℂ)) (hFb : Measurable[m] Fb) - (τ a : Ω → ℝ≥0) (ha : ∀ ω, 0 < a ω) - (Gc Fc : Ω → ℝ≥0 → ℂ → ℂ) - (hb : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) (τ ω) (a ω)) - (Φ (Y ω)) (Gc ω) (Fc ω)) - (hdriver : ∀ ω, (fun t => Real.sqrt κ * Y ω t) = - normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) (τ ω) (a ω)) - (hpath : ∀ᵐ ω ∂P, ∀ t, finiteBoundaryPath (Fb ω) (Φ (Y ω)) t = - γ ω (τ ω + (a ω) ^ 2 * t)) - (w : Ω → ℂ) (hwm : Measurable[m] w) - (E : Set Ω) (hE : MeasurableSet[m] E) (hwH : ∀ ω ∈ E, w ω ∈ upperHalfPlane) - (z : ℂ) (u q b r v : ℝ) (hq : 0 ≤ q) (N : ℕ) - (hpoint : ∀ ω ∈ E, - F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ)) = z) - (hbase : ∀ ω ∈ E, fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u)) - (M : Ω → ℝ≥0∞) (hM : Measurable[m] M) (hMfinite : ∀ ω, M ω ≠ ∞) - (hMactual : ∀ᵐ ω ∂P, ω ∈ E → M ω = ENNReal.ofReal - (greenDensity κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (τ ω) z / initialGreen κ z)) - (p : ℝ≥0∞) (hp : p ≠ ∞) - (hsections : ∀ ω ∈ E, p ≤ - (ν.withDensity (fun y => canonicalFiniteDensity κ (q, w ω, y))) - (canonicalDenseEvent κ Φ (Fb ω) q (w ω) b r N v z)) - (hS : MeasurableSet[mΩ] (stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) - (fun ω => radiusLevelTime (γ ω) (G ω) z (u + q)) - (closedBall z r) (b * r ^ dimension κ * (N : ℝ) ^ codimension κ))) - (A : Set Ω) (hA : MeasurableSet[m] A) : - p * (∫⁻ ω in A ∩ E, M ω ∂P) ≤ - @finiteCenteredLaw Ω mΩ P κ B γ G z (u + q) - (A ∩ stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) - (fun ω => radiusLevelTime (γ ω) (G ω) z (u + q)) - (closedBall z r) (b * r ^ dimension κ * (N : ℝ) ^ codimension κ)) := by - classical - let : MeasurableSpace Ω := mΩ - let S := stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) - (fun ω => radiusLevelTime (γ ω) (G ω) z (u + q)) - (closedBall z r) (b * r ^ dimension κ * (N : ℝ) ^ codimension κ) - let Z : Ω → ℝ≥0∞ := fun ω => ENNReal.ofReal - (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z (u + q) / initialGreen κ z) - apply canonical_dense_sections_integrate P ν m hm Y hY hlaw κ b r v q N z Φ hΦ Fb hFb - w hwm E hE M hM hMfinite p hp hsections Z S hS _ A hA - filter_upwards [hb, hpath, hMactual] with ω hω hpathω hMω hωE - have hpt := hpoint ω hωE - have hbaseω : fullRadius (G ω) (τ ω) - (F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ))) = - (2 * (F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ))).im) * - Real.exp (-u) := by simpa only [hpt] using hbase ω hωE - have hbound := (hw ω).normalized_restart_dense_weight_le ((hc ω).const_mul _) (τ ω) (a ω) - (ha ω) κ Φ (Y ω) hω (hdriver ω) (w ω) (hwH ω hωE) u q hq hbaseω - (Fb ω) hpathω b r v N - rw [hpt, ← hMω hωE] at hbound - split_ifs at hbound with hs - · rw [indicator_of_mem (show ω ∈ S from hs)] - exact hbound - · rw [indicator_of_notMem (show ω ∉ S from hs)] - exact hbound - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.CanonicalDenseIntegration +import OAI.Probability.SLE.Gauge.RestartDenseWeight + +namespace OAI + +/-! Actual physical stopped-mass probabilities from the proved canonical +sections and the actual normalized restarted witnesses. All restrictions on +the old marked state lie in the stopped past. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open FrontSuccessMeasurability + +local instance actualDenseIntegrationRealMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance actualDenseIntegrationRealBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance actualDenseIntegrationComplexMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance actualDenseIntegrationComplexBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem actual_dense_sections_integrate + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] + (ν : Measure C(ℝ≥0, ℝ)) [IsFiniteMeasure ν] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (Y : Ω → C(ℝ≥0, ℝ)) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω C(ℝ≥0, ℝ) mΩ _ Y (P.restrict A) = P A • ν) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) + (Fb : Ω → C(closedHalfPlane, ℂ)) (hFb : Measurable[m] Fb) + (τ a : Ω → ℝ≥0) (ha : ∀ ω, 0 < a ω) + (Gc Fc : Ω → ℝ≥0 → ℂ → ℂ) + (hb : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) (τ ω) (a ω)) + (Φ (Y ω)) (Gc ω) (Fc ω)) + (hdriver : ∀ ω, (fun t => Real.sqrt κ * Y ω t) = + normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) (τ ω) (a ω)) + (hpath : ∀ᵐ ω ∂P, ∀ t, finiteBoundaryPath (Fb ω) (Φ (Y ω)) t = + γ ω (τ ω + (a ω) ^ 2 * t)) + (w : Ω → ℂ) (hwm : Measurable[m] w) + (E : Set Ω) (hE : MeasurableSet[m] E) (hwH : ∀ ω ∈ E, w ω ∈ upperHalfPlane) + (z : ℂ) (u q b r v : ℝ) (hq : 0 ≤ q) (N : ℕ) + (hpoint : ∀ ω ∈ E, + F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ)) = z) + (hbase : ∀ ω ∈ E, fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u)) + (M : Ω → ℝ≥0∞) (hM : Measurable[m] M) (hMfinite : ∀ ω, M ω ≠ ∞) + (hMactual : ∀ᵐ ω ∂P, ω ∈ E → M ω = ENNReal.ofReal + (greenDensity κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (τ ω) z / initialGreen κ z)) + (p : ℝ≥0∞) (hp : p ≠ ∞) + (hsections : ∀ ω ∈ E, p ≤ + (ν.withDensity (fun y => canonicalFiniteDensity κ (q, w ω, y))) + (canonicalDenseEvent κ Φ (Fb ω) q (w ω) b r N v z)) + (hS : MeasurableSet[mΩ] (stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) + (fun ω => radiusLevelTime (γ ω) (G ω) z (u + q)) + (closedBall z r) (b * r ^ dimension κ * (N : ℝ) ^ codimension κ))) + (A : Set Ω) (hA : MeasurableSet[m] A) : + p * (∫⁻ ω in A ∩ E, M ω ∂P) ≤ + @finiteCenteredLaw Ω mΩ P κ B γ G z (u + q) + (A ∩ stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) + (fun ω => radiusLevelTime (γ ω) (G ω) z (u + q)) + (closedBall z r) (b * r ^ dimension κ * (N : ℝ) ^ codimension κ)) := by + classical + let : MeasurableSpace Ω := mΩ + let S := stoppedMassTest κ v (sourceTracePath γ (fun ω => (hw ω).1)) + (fun ω => radiusLevelTime (γ ω) (G ω) z (u + q)) + (closedBall z r) (b * r ^ dimension κ * (N : ℝ) ^ codimension κ) + let Z : Ω → ℝ≥0∞ := fun ω => ENNReal.ofReal + (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z (u + q) / initialGreen κ z) + apply canonical_dense_sections_integrate P ν m hm Y hY hlaw κ b r v q N z Φ hΦ Fb hFb + w hwm E hE M hM hMfinite p hp hsections Z S hS _ A hA + filter_upwards [hb, hpath, hMactual] with ω hω hpathω hMω hωE + have hpt := hpoint ω hωE + have hbaseω : fullRadius (G ω) (τ ω) + (F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ))) = + (2 * (F ω (τ ω) ((a ω : ℂ) * w ω + (Real.sqrt κ * B (τ ω) ω : ℝ))).im) * + Real.exp (-u) := by simpa only [hpt] using hbase ω hωE + have hbound := (hw ω).normalized_restart_dense_weight_le ((hc ω).const_mul _) (τ ω) (a ω) + (ha ω) κ Φ (Y ω) hω (hdriver ω) (w ω) (hwH ω hωE) u q hq hbaseω + (Fb ω) hpathω b r v N + rw [hpt, ← hMω hωE] at hbound + split_ifs at hbound with hs + · rw [indicator_of_mem (show ω ∈ S from hs)] + exact hbound + · rw [indicator_of_notMem (show ω ∉ S from hs)] + exact hbound + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualDenseWindow.lean b/lean/OAI/Probability/SLE/Gauge/ActualDenseWindow.lean index a268f5f07583b8983a7cfa278960f6f52a32040c..8c580bcc25e01441e24f8a9e105c69ba25ec923f 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualDenseWindow.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualDenseWindow.lean @@ -1,144 +1,144 @@ -import OAI.Probability.SLE.Gauge.ActualDenseConditional -import OAI.Probability.SLE.Gauge.WindowDenseTests -import OAI.Probability.SLE.Gauge.CoverRadiusLevels - -namespace OAI - -/-! Repeated actual dense tests on the retained scale window. All tests -are evaluated under one later finite centered law. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -local instance actualWindowPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance actualWindowPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -def actualDenseScaleTest {Ω : Type*} (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) - (hc : ∀ ω, Continuous (γ ω)) (G : Ω → ℝ≥0 → ℂ → ℂ) - (z : ℂ) (T q b v : ℝ) (N j : ℕ) : Set Ω := - stoppedMassTest κ v (sourceTracePath γ hc) - (fun ω => radiusLevelTime (γ ω) (G ω) z (coverLogLevel z T j + 1 + q)) - (closedBall z (Real.exp (-1) * coverRadius T j)) - (b * (Real.exp (-1) * coverRadius T j) ^ dimension κ * (N : ℝ) ^ codimension κ) - -def actualDenseWindowFailure {Ω : Type*} (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) - (hc : ∀ ω, Continuous (γ ω)) (G : Ω → ℝ≥0 → ℂ → ℂ) - (z : ℂ) (T q b v : ℝ) (N n : ℕ) : Set Ω := - ⋂ j ∈ coverTestWindow n, (actualDenseScaleTest κ γ hc G z T q b v N j)ᶜ - -lemma coverLogLevel_next_gap (z : ℂ) (T : ℝ) (j : ℕ) - (hj : coverLogLevel z T j = Real.log (2 * z.im) + T * (j : ℝ)) : - coverLogLevel z T j + T ≤ coverLogLevel z T (j + 1) := by - rw [hj] - apply le_trans _ (le_max_right _ _) - simp only [Nat.cast_add, Nat.cast_one] - linarith - -theorem actual_dense_window_failure_bound - {Ω : Type} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (T q b v C V : ℝ) - (hT : 0 ≤ T) (hq : 0 ≤ q) (hgap : 1 + q ≤ T) (hV : 0 ≤ V) - (N n : ℕ) (hn : 1 ≤ n) - (hlevel : ∀ j ∈ coverTestWindow n, - coverLogLevel z T j = Real.log (2 * z.im) + T * (j : ℝ)) - (hprob : 1 / Real.sqrt (n : ℝ) ≤ (1 / 2) * Real.exp (-C * (N : ℝ) ^ 2)) - (hdense : ∀ j ∈ coverTestWindow n, ∀ A : Set Ω, - MeasurableSet[(actual_radiusLevelTime_stopping hB - (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc hB0 - κ hκ hκ8 γ G F hw z hz (coverLogLevel z T j) (coverLogLevel_nonneg _ _ _)).measurableSpace] A → - ENNReal.ofReal ((1 / 2) * Real.exp (-C * (N : ℝ) ^ 2)) * - finiteCenteredLaw P κ B γ G z V A ≤ - finiteCenteredLaw P κ B γ G z V - (A ∩ actualDenseScaleTest κ γ (fun ω => (hw ω).1) G z T q b v N j)) : - finiteCenteredLaw P κ B γ G z V - (actualDenseWindowFailure κ γ (fun ω => (hw ω).1) G z T q b v N n) ≤ - ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4)) := by - let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) - let ℱ := Filtration.natural B (fun t => (hm t).stronglyMeasurable) - let τ (j : ℕ) (ω : Ω) : WithTop ℝ≥0 := - radiusLevelTime (γ ω) (G ω) z (coverLogLevel z T j) - have hτ (j : ℕ) : IsStoppingTime ℱ (τ j) := - actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz _ - (coverLogLevel_nonneg _ _ _) - have hmono (ω : Ω) : Monotone (fun j => τ j ω) := by - intro i j hij - exact radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z - (coverLogLevel_nonneg _ _ _) (coverLogLevel_monotone z hT hij) - let ℱc := clockStopFiltration ℱ τ hτ hmono - have hγa : Adapted ℱ (fun t ω => γ ω t) := by - apply capacity_trace_adapted _ (fun t ω => Real.sqrt κ * B t ω) _ _ γ G F hw - · intro t - exact measurable_const.mul - ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)) t).measurable - · intro ω - exact (hc ω).const_mul _ - let := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F (Eventually.of_forall hw) z hz V hV - apply cover_window_failure_bound_on_window (finiteCenteredLaw P κ B γ G z V) ℱc - (actualDenseScaleTest κ γ (fun ω => (hw ω).1) G z T q b v N) n hn - · intro j hj - have hend : coverLogLevel z T j + 1 + q ≤ coverLogLevel z T (j + 1) := - (by linarith : coverLogLevel z T j + 1 + q ≤ coverLogLevel z T j + T).trans - (coverLogLevel_next_gap z T j (hlevel j hj)) - have hstop := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw - z hz (coverLogLevel z T j + 1 + q) (by linarith [coverLogLevel_nonneg z T j]) - exact (actual_radiusLevelTime_past_mono hB hm hBm hc hB0 κ hκ hκ8 γ G F hw - z hz _ _ (by linarith [coverLogLevel_nonneg z T j]) hend) - _ (stoppedMassTest_measurable_at_stop ℱ γ hγa (fun ω => (hw ω).1) - _ hstop κ v _ _) - · intro j hj A hA - exact (mul_le_mul' (ENNReal.ofReal_le_ofReal hprob) le_rfl).trans (hdense j hj A hA) - -theorem actual_dense_window_failure_measurable_at_end - {Ω : Type} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (T q b v : ℝ) - (hT : 0 ≤ T) (hq : 0 ≤ q) (hgap : 1 + q ≤ T) (N n : ℕ) - (hlevel : ∀ j ∈ coverTestWindow n, - coverLogLevel z T j = Real.log (2 * z.im) + T * (j : ℝ)) : - MeasurableSet[(actual_radiusLevelTime_stopping hB - (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc hB0 - κ hκ hκ8 γ G F hw z hz (coverLogLevel z T (2 * n / 3 + 1)) - (coverLogLevel_nonneg _ _ _)).measurableSpace] - (actualDenseWindowFailure κ γ (fun ω => (hw ω).1) G z T q b v N n) := by - let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) - let ℱ := Filtration.natural B (fun t => (hm t).stronglyMeasurable) - have hγa : Adapted ℱ (fun t ω => γ ω t) := by - apply capacity_trace_adapted _ (fun t ω => Real.sqrt κ * B t ω) _ _ γ G F hw - · intro t - exact measurable_const.mul - ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)) t).measurable - · intro ω - exact (hc ω).const_mul _ - apply MeasurableSet.biInter (coverTestWindow n).countable_toSet - intro j hj - apply MeasurableSet.compl - have hend : coverLogLevel z T j + 1 + q ≤ coverLogLevel z T (2 * n / 3 + 1) := by - have hj' : j + 1 ≤ 2 * n / 3 + 1 := Nat.add_le_add_right (Finset.mem_Icc.mp hj).2 1 - exact (by linarith : coverLogLevel z T j + 1 + q ≤ coverLogLevel z T j + T).trans - ((coverLogLevel_next_gap z T j (hlevel j hj)).trans (coverLogLevel_monotone z hT hj')) - have hstop := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw - z hz (coverLogLevel z T j + 1 + q) (by linarith [coverLogLevel_nonneg z T j]) - exact (actual_radiusLevelTime_past_mono hB hm hBm hc hB0 κ hκ hκ8 γ G F hw - z hz _ _ (by linarith [coverLogLevel_nonneg z T j]) hend) - _ (stoppedMassTest_measurable_at_stop ℱ γ hγa (fun ω => (hw ω).1) - _ hstop κ v _ _) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ActualDenseConditional +import OAI.Probability.SLE.Gauge.WindowDenseTests +import OAI.Probability.SLE.Gauge.CoverRadiusLevels + +namespace OAI + +/-! Repeated actual dense tests on the retained scale window. All tests +are evaluated under one later finite centered law. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance actualWindowPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance actualWindowPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +def actualDenseScaleTest {Ω : Type*} (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) + (hc : ∀ ω, Continuous (γ ω)) (G : Ω → ℝ≥0 → ℂ → ℂ) + (z : ℂ) (T q b v : ℝ) (N j : ℕ) : Set Ω := + stoppedMassTest κ v (sourceTracePath γ hc) + (fun ω => radiusLevelTime (γ ω) (G ω) z (coverLogLevel z T j + 1 + q)) + (closedBall z (Real.exp (-1) * coverRadius T j)) + (b * (Real.exp (-1) * coverRadius T j) ^ dimension κ * (N : ℝ) ^ codimension κ) + +def actualDenseWindowFailure {Ω : Type*} (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) + (hc : ∀ ω, Continuous (γ ω)) (G : Ω → ℝ≥0 → ℂ → ℂ) + (z : ℂ) (T q b v : ℝ) (N n : ℕ) : Set Ω := + ⋂ j ∈ coverTestWindow n, (actualDenseScaleTest κ γ hc G z T q b v N j)ᶜ + +lemma coverLogLevel_next_gap (z : ℂ) (T : ℝ) (j : ℕ) + (hj : coverLogLevel z T j = Real.log (2 * z.im) + T * (j : ℝ)) : + coverLogLevel z T j + T ≤ coverLogLevel z T (j + 1) := by + rw [hj] + apply le_trans _ (le_max_right _ _) + simp only [Nat.cast_add, Nat.cast_one] + linarith + +theorem actual_dense_window_failure_bound + {Ω : Type} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (T q b v C V : ℝ) + (hT : 0 ≤ T) (hq : 0 ≤ q) (hgap : 1 + q ≤ T) (hV : 0 ≤ V) + (N n : ℕ) (hn : 1 ≤ n) + (hlevel : ∀ j ∈ coverTestWindow n, + coverLogLevel z T j = Real.log (2 * z.im) + T * (j : ℝ)) + (hprob : 1 / Real.sqrt (n : ℝ) ≤ (1 / 2) * Real.exp (-C * (N : ℝ) ^ 2)) + (hdense : ∀ j ∈ coverTestWindow n, ∀ A : Set Ω, + MeasurableSet[(actual_radiusLevelTime_stopping hB + (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc hB0 + κ hκ hκ8 γ G F hw z hz (coverLogLevel z T j) (coverLogLevel_nonneg _ _ _)).measurableSpace] A → + ENNReal.ofReal ((1 / 2) * Real.exp (-C * (N : ℝ) ^ 2)) * + finiteCenteredLaw P κ B γ G z V A ≤ + finiteCenteredLaw P κ B γ G z V + (A ∩ actualDenseScaleTest κ γ (fun ω => (hw ω).1) G z T q b v N j)) : + finiteCenteredLaw P κ B γ G z V + (actualDenseWindowFailure κ γ (fun ω => (hw ω).1) G z T q b v N n) ≤ + ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4)) := by + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + let ℱ := Filtration.natural B (fun t => (hm t).stronglyMeasurable) + let τ (j : ℕ) (ω : Ω) : WithTop ℝ≥0 := + radiusLevelTime (γ ω) (G ω) z (coverLogLevel z T j) + have hτ (j : ℕ) : IsStoppingTime ℱ (τ j) := + actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz _ + (coverLogLevel_nonneg _ _ _) + have hmono (ω : Ω) : Monotone (fun j => τ j ω) := by + intro i j hij + exact radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z + (coverLogLevel_nonneg _ _ _) (coverLogLevel_monotone z hT hij) + let ℱc := clockStopFiltration ℱ τ hτ hmono + have hγa : Adapted ℱ (fun t ω => γ ω t) := by + apply capacity_trace_adapted _ (fun t ω => Real.sqrt κ * B t ω) _ _ γ G F hw + · intro t + exact measurable_const.mul + ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)) t).measurable + · intro ω + exact (hc ω).const_mul _ + let := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F (Eventually.of_forall hw) z hz V hV + apply cover_window_failure_bound_on_window (finiteCenteredLaw P κ B γ G z V) ℱc + (actualDenseScaleTest κ γ (fun ω => (hw ω).1) G z T q b v N) n hn + · intro j hj + have hend : coverLogLevel z T j + 1 + q ≤ coverLogLevel z T (j + 1) := + (by linarith : coverLogLevel z T j + 1 + q ≤ coverLogLevel z T j + T).trans + (coverLogLevel_next_gap z T j (hlevel j hj)) + have hstop := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw + z hz (coverLogLevel z T j + 1 + q) (by linarith [coverLogLevel_nonneg z T j]) + exact (actual_radiusLevelTime_past_mono hB hm hBm hc hB0 κ hκ hκ8 γ G F hw + z hz _ _ (by linarith [coverLogLevel_nonneg z T j]) hend) + _ (stoppedMassTest_measurable_at_stop ℱ γ hγa (fun ω => (hw ω).1) + _ hstop κ v _ _) + · intro j hj A hA + exact (mul_le_mul' (ENNReal.ofReal_le_ofReal hprob) le_rfl).trans (hdense j hj A hA) + +theorem actual_dense_window_failure_measurable_at_end + {Ω : Type} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (T q b v : ℝ) + (hT : 0 ≤ T) (hq : 0 ≤ q) (hgap : 1 + q ≤ T) (N n : ℕ) + (hlevel : ∀ j ∈ coverTestWindow n, + coverLogLevel z T j = Real.log (2 * z.im) + T * (j : ℝ)) : + MeasurableSet[(actual_radiusLevelTime_stopping hB + (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc hB0 + κ hκ hκ8 γ G F hw z hz (coverLogLevel z T (2 * n / 3 + 1)) + (coverLogLevel_nonneg _ _ _)).measurableSpace] + (actualDenseWindowFailure κ γ (fun ω => (hw ω).1) G z T q b v N n) := by + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + let ℱ := Filtration.natural B (fun t => (hm t).stronglyMeasurable) + have hγa : Adapted ℱ (fun t ω => γ ω t) := by + apply capacity_trace_adapted _ (fun t ω => Real.sqrt κ * B t ω) _ _ γ G F hw + · intro t + exact measurable_const.mul + ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)) t).measurable + · intro ω + exact (hc ω).const_mul _ + apply MeasurableSet.biInter (coverTestWindow n).countable_toSet + intro j hj + apply MeasurableSet.compl + have hend : coverLogLevel z T j + 1 + q ≤ coverLogLevel z T (2 * n / 3 + 1) := by + have hj' : j + 1 ≤ 2 * n / 3 + 1 := Nat.add_le_add_right (Finset.mem_Icc.mp hj).2 1 + exact (by linarith : coverLogLevel z T j + 1 + q ≤ coverLogLevel z T j + T).trans + ((coverLogLevel_next_gap z T j (hlevel j hj)).trans (coverLogLevel_monotone z hT hj')) + have hstop := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw + z hz (coverLogLevel z T j + 1 + q) (by linarith [coverLogLevel_nonneg z T j]) + exact (actual_radiusLevelTime_past_mono hB hm hBm hc hB0 κ hκ hκ8 γ G F hw + z hz _ _ (by linarith [coverLogLevel_nonneg z T j]) hend) + _ (stoppedMassTest_measurable_at_stop ℱ γ hγa (fun ω => (hw ω).1) + _ hstop κ v _ _) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualMissedCell.lean b/lean/OAI/Probability/SLE/Gauge/ActualMissedCell.lean index 7c95febd42efddd6192ceb5d42bf110751e0da99..d7539e8ab40b09afad36e5b251c30606f2e9de56 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualMissedCell.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualMissedCell.lean @@ -1,138 +1,138 @@ -import OAI.Probability.SLE.Gauge.ActualDenseWindow -import OAI.Probability.SLE.Loewner.ActualApproachAtRadius -import OAI.Probability.SLE.Gauge.DenseCandidateCover -import OAI.Probability.SLE.Mass.UniformCoverLevels - -namespace OAI - -/-! Original-law probabilities of visited cells with no terminal sausage -candidate, obtained from adapted failures under one finite centered law. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -local instance actualMissedDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance actualMissedDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ - -lemma radius_gap_power (a u v p : ℝ) (ha : 0 < a) : - Real.exp (-p * v) * (a * Real.exp (-u)) ^ p = - (a * Real.exp (-(u + v))) ^ p := by - rw [Real.rpow_def_of_pos (mul_pos ha (Real.exp_pos _)), - Real.rpow_def_of_pos (mul_pos ha (Real.exp_pos _)), - Real.log_mul ha.ne' (Real.exp_ne_zero _), - Real.log_mul ha.ne' (Real.exp_ne_zero _), Real.log_exp, Real.log_exp, - ← Real.exp_add] - congr 1 - ring - -lemma denseMissedCell_subset_actual_failure - {Ω : Type*} (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (hc : ∀ ω, Continuous (γ ω)) - (G : Ω → ℝ≥0 → ℂ → ℂ) (T q b c v : ℝ) (n : ℕ) (ij : ℤ × ℤ) : - {ω | denseMissedCell κ T b c v n ij (γ ω)} ⊆ - actualDenseWindowFailure κ γ hc G (coverGridCenter (coverRadius T n) ij) - T q b v (coverMultiplicity c n) n := by - intro ω hω - apply mem_iInter₂.mpr - intro j hj hsuccess - exact (not_le_of_gt (hω.2 j hj)) - (hsuccess.trans (stoppedWholeSausageCharge_le_whole κ (sourceTracePath γ hc ω) - _ v _)) - -theorem actual_missed_cell_bound_of_centered_failure - {Ω : Type} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (T q b c v : ℝ) (hT : 0 ≤ T) (hq : 0 ≤ q) (hgap : 1 + q ≤ T) - (n : ℕ) (ij : ℤ × ℤ) - (hz : coverGridCenter (coverRadius T n) ij ∈ upperHalfPlane) - (hlevel : ∀ j ∈ coverTestWindow n, - coverLogLevel (coverGridCenter (coverRadius T n) ij) T j = - Real.log (2 * (coverGridCenter (coverRadius T n) ij).im) + T * (j : ℝ)) - (hvisit : coverLogLevel (coverGridCenter (coverRadius T n) ij) T (2 * n / 3 + 1) + 1 ≤ - coverVisitLevel (coverGridCenter (coverRadius T n) ij) T n) - (hsmall : 4 * coverRadius T n ≤ (coverGridCenter (coverRadius T n) ij).im) - (hfailure : finiteCenteredLaw P κ B γ G (coverGridCenter (coverRadius T n) ij) - (coverVisitLevel (coverGridCenter (coverRadius T n) ij) T n) - (actualDenseWindowFailure κ γ (fun ω => (hw ω).1) G - (coverGridCenter (coverRadius T n) ij) T q b v (coverMultiplicity c n) n) ≤ - ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4))) : - P {ω | denseMissedCell κ T b c v n ij (γ ω)} ≤ - ENNReal.ofReal ((uniformInverseAngleConstant κ 1 * (512 * Real.pi) ^ codimension κ * - initialGreen κ (coverGridCenter (coverRadius T n) ij)) * - coverRadius T n ^ codimension κ * Real.exp (-Real.sqrt (n : ℝ) / 4)) := by - let z := coverGridCenter (coverRadius T n) ij - let u := coverLogLevel z T (2 * n / 3 + 1) - let V := coverVisitLevel z T n - have hgapV : u + 1 ≤ V := hvisit - have hzim : 0 < z.im := hz - let w : ℝ≥0 := ⟨V - u, by linarith⟩ - have hw1 : 1 ≤ (w : ℝ) := by change 1 ≤ V-u; linarith - have hu : 0 ≤ u := coverLogLevel_nonneg _ _ _ - have hV : 0 ≤ V := coverVisitLevel_nonneg_of_gap z T n hvisit - let A := actualDenseWindowFailure κ γ (fun ω => (hw ω).1) G z T q b v (coverMultiplicity c n) n - have hA := actual_dense_window_failure_measurable_at_end P κ hκ hκ8 B hB hBm hc hB0 - γ G F hw z hz T q b v hT hq hgap (coverMultiplicity c n) n hlevel - have happroach := actual_conditional_approach_at_radius_stop P κ hκ hκ8 B hB hBm hc hB0 - γ G F hw htrace z hz u hu w hw1 A hA - have huv : u + (w : ℝ) = V := by change u + (V-u) = V; ring - rw [huv] at happroach - have hsubset : {ω | denseMissedCell κ T b c v n ij (γ ω)} ⊆ - A ∩ {ω | radiusLevelTime (γ ω) (G ω) z V < ∞} := by - intro ω hω - refine ⟨denseMissedCell_subset_actual_failure κ γ (fun ω => (hw ω).1) G T q b c v n ij hω, ?_⟩ - obtain ⟨x, ⟨t, rfl⟩, ht⟩ := hω.1 - have hdist : dist (γ ω t) z < 4 * coverRadius T n := by - change dist (γ ω t) z ≤ 2 * coverRadius T n at ht - linarith [coverRadius_pos T n] - obtain ⟨s, _, hslive, hsR⟩ := (hw ω).radius_approach_of_trace_approach - ((hc ω).const_mul _) z (4 * coverRadius T n) (by positivity [coverRadius_pos T n]) hsmall t hdist - have hscale : (128 * Real.pi) * (4 * coverRadius T n) = (2 * z.im) * Real.exp (-V) := by - rw [coverVisitLevel_radius z hz T n] - ring - exact radiusLevelTime_finite_of_live_radius_lt ((hc ω).const_mul _) (hw ω) z V hV s hslive - (by rwa [← hscale]) - have hK : uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * (w : ℝ)) * - ((2 * z.im) * Real.exp (-u)) ^ codimension κ * initialGreen κ z = - (uniformInverseAngleConstant κ 1 * (512 * Real.pi) ^ codimension κ * initialGreen κ z) * - coverRadius T n ^ codimension κ := by - calc - _ = uniformInverseAngleConstant κ 1 * - (Real.exp (-codimension κ * (w : ℝ)) * ((2 * z.im) * Real.exp (-u)) ^ codimension κ) * - initialGreen κ z := by ring - _ = uniformInverseAngleConstant κ 1 * - ((2 * z.im) * Real.exp (-V)) ^ codimension κ * initialGreen κ z := by - rw [radius_gap_power (2 * z.im) u (w : ℝ) (codimension κ) (mul_pos (by norm_num) hzim), huv] - _ = _ := by - rw [coverVisitLevel_radius z hz T n, - Real.mul_rpow (by positivity : 0 ≤ 512 * Real.pi) (coverRadius_pos T n).le] - ring - rw [hK] at happroach - have hKnonneg : 0 ≤ (uniformInverseAngleConstant κ 1 * (512 * Real.pi) ^ codimension κ * - initialGreen κ z) * coverRadius T n ^ codimension κ := by - have hC := uniformInverseAngleConstant_pos κ 1 hκ hκ8 (by norm_num) - have hI := initialGreen_pos κ z hz - exact mul_nonneg (mul_nonneg - (mul_nonneg hC.le (Real.rpow_nonneg (by positivity) _)) hI.le) - (Real.rpow_nonneg (coverRadius_pos T n).le _) - calc - _ ≤ P (A ∩ {ω | radiusLevelTime (γ ω) (G ω) z V < ∞}) := measure_mono hsubset - _ ≤ _ := happroach - _ ≤ ENNReal.ofReal ((uniformInverseAngleConstant κ 1 * (512 * Real.pi) ^ codimension κ * - initialGreen κ z) * coverRadius T n ^ codimension κ) * - ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4)) := - mul_le_mul' le_rfl hfailure - _ = _ := (ENNReal.ofReal_mul hKnonneg).symm - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ActualDenseWindow +import OAI.Probability.SLE.Loewner.ActualApproachAtRadius +import OAI.Probability.SLE.Gauge.DenseCandidateCover +import OAI.Probability.SLE.Mass.UniformCoverLevels + +namespace OAI + +/-! Original-law probabilities of visited cells with no terminal sausage +candidate, obtained from adapted failures under one finite centered law. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance actualMissedDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance actualMissedDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +lemma radius_gap_power (a u v p : ℝ) (ha : 0 < a) : + Real.exp (-p * v) * (a * Real.exp (-u)) ^ p = + (a * Real.exp (-(u + v))) ^ p := by + rw [Real.rpow_def_of_pos (mul_pos ha (Real.exp_pos _)), + Real.rpow_def_of_pos (mul_pos ha (Real.exp_pos _)), + Real.log_mul ha.ne' (Real.exp_ne_zero _), + Real.log_mul ha.ne' (Real.exp_ne_zero _), Real.log_exp, Real.log_exp, + ← Real.exp_add] + congr 1 + ring + +lemma denseMissedCell_subset_actual_failure + {Ω : Type*} (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (hc : ∀ ω, Continuous (γ ω)) + (G : Ω → ℝ≥0 → ℂ → ℂ) (T q b c v : ℝ) (n : ℕ) (ij : ℤ × ℤ) : + {ω | denseMissedCell κ T b c v n ij (γ ω)} ⊆ + actualDenseWindowFailure κ γ hc G (coverGridCenter (coverRadius T n) ij) + T q b v (coverMultiplicity c n) n := by + intro ω hω + apply mem_iInter₂.mpr + intro j hj hsuccess + exact (not_le_of_gt (hω.2 j hj)) + (hsuccess.trans (stoppedWholeSausageCharge_le_whole κ (sourceTracePath γ hc ω) + _ v _)) + +theorem actual_missed_cell_bound_of_centered_failure + {Ω : Type} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (T q b c v : ℝ) (hT : 0 ≤ T) (hq : 0 ≤ q) (hgap : 1 + q ≤ T) + (n : ℕ) (ij : ℤ × ℤ) + (hz : coverGridCenter (coverRadius T n) ij ∈ upperHalfPlane) + (hlevel : ∀ j ∈ coverTestWindow n, + coverLogLevel (coverGridCenter (coverRadius T n) ij) T j = + Real.log (2 * (coverGridCenter (coverRadius T n) ij).im) + T * (j : ℝ)) + (hvisit : coverLogLevel (coverGridCenter (coverRadius T n) ij) T (2 * n / 3 + 1) + 1 ≤ + coverVisitLevel (coverGridCenter (coverRadius T n) ij) T n) + (hsmall : 4 * coverRadius T n ≤ (coverGridCenter (coverRadius T n) ij).im) + (hfailure : finiteCenteredLaw P κ B γ G (coverGridCenter (coverRadius T n) ij) + (coverVisitLevel (coverGridCenter (coverRadius T n) ij) T n) + (actualDenseWindowFailure κ γ (fun ω => (hw ω).1) G + (coverGridCenter (coverRadius T n) ij) T q b v (coverMultiplicity c n) n) ≤ + ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4))) : + P {ω | denseMissedCell κ T b c v n ij (γ ω)} ≤ + ENNReal.ofReal ((uniformInverseAngleConstant κ 1 * (512 * Real.pi) ^ codimension κ * + initialGreen κ (coverGridCenter (coverRadius T n) ij)) * + coverRadius T n ^ codimension κ * Real.exp (-Real.sqrt (n : ℝ) / 4)) := by + let z := coverGridCenter (coverRadius T n) ij + let u := coverLogLevel z T (2 * n / 3 + 1) + let V := coverVisitLevel z T n + have hgapV : u + 1 ≤ V := hvisit + have hzim : 0 < z.im := hz + let w : ℝ≥0 := ⟨V - u, by linarith⟩ + have hw1 : 1 ≤ (w : ℝ) := by change 1 ≤ V-u; linarith + have hu : 0 ≤ u := coverLogLevel_nonneg _ _ _ + have hV : 0 ≤ V := coverVisitLevel_nonneg_of_gap z T n hvisit + let A := actualDenseWindowFailure κ γ (fun ω => (hw ω).1) G z T q b v (coverMultiplicity c n) n + have hA := actual_dense_window_failure_measurable_at_end P κ hκ hκ8 B hB hBm hc hB0 + γ G F hw z hz T q b v hT hq hgap (coverMultiplicity c n) n hlevel + have happroach := actual_conditional_approach_at_radius_stop P κ hκ hκ8 B hB hBm hc hB0 + γ G F hw htrace z hz u hu w hw1 A hA + have huv : u + (w : ℝ) = V := by change u + (V-u) = V; ring + rw [huv] at happroach + have hsubset : {ω | denseMissedCell κ T b c v n ij (γ ω)} ⊆ + A ∩ {ω | radiusLevelTime (γ ω) (G ω) z V < ∞} := by + intro ω hω + refine ⟨denseMissedCell_subset_actual_failure κ γ (fun ω => (hw ω).1) G T q b c v n ij hω, ?_⟩ + obtain ⟨x, ⟨t, rfl⟩, ht⟩ := hω.1 + have hdist : dist (γ ω t) z < 4 * coverRadius T n := by + change dist (γ ω t) z ≤ 2 * coverRadius T n at ht + linarith [coverRadius_pos T n] + obtain ⟨s, _, hslive, hsR⟩ := (hw ω).radius_approach_of_trace_approach + ((hc ω).const_mul _) z (4 * coverRadius T n) (by positivity [coverRadius_pos T n]) hsmall t hdist + have hscale : (128 * Real.pi) * (4 * coverRadius T n) = (2 * z.im) * Real.exp (-V) := by + rw [coverVisitLevel_radius z hz T n] + ring + exact radiusLevelTime_finite_of_live_radius_lt ((hc ω).const_mul _) (hw ω) z V hV s hslive + (by rwa [← hscale]) + have hK : uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * (w : ℝ)) * + ((2 * z.im) * Real.exp (-u)) ^ codimension κ * initialGreen κ z = + (uniformInverseAngleConstant κ 1 * (512 * Real.pi) ^ codimension κ * initialGreen κ z) * + coverRadius T n ^ codimension κ := by + calc + _ = uniformInverseAngleConstant κ 1 * + (Real.exp (-codimension κ * (w : ℝ)) * ((2 * z.im) * Real.exp (-u)) ^ codimension κ) * + initialGreen κ z := by ring + _ = uniformInverseAngleConstant κ 1 * + ((2 * z.im) * Real.exp (-V)) ^ codimension κ * initialGreen κ z := by + rw [radius_gap_power (2 * z.im) u (w : ℝ) (codimension κ) (mul_pos (by norm_num) hzim), huv] + _ = _ := by + rw [coverVisitLevel_radius z hz T n, + Real.mul_rpow (by positivity : 0 ≤ 512 * Real.pi) (coverRadius_pos T n).le] + ring + rw [hK] at happroach + have hKnonneg : 0 ≤ (uniformInverseAngleConstant κ 1 * (512 * Real.pi) ^ codimension κ * + initialGreen κ z) * coverRadius T n ^ codimension κ := by + have hC := uniformInverseAngleConstant_pos κ 1 hκ hκ8 (by norm_num) + have hI := initialGreen_pos κ z hz + exact mul_nonneg (mul_nonneg + (mul_nonneg hC.le (Real.rpow_nonneg (by positivity) _)) hI.le) + (Real.rpow_nonneg (coverRadius_pos T n).le _) + calc + _ ≤ P (A ∩ {ω | radiusLevelTime (γ ω) (G ω) z V < ∞}) := measure_mono hsubset + _ ≤ _ := happroach + _ ≤ ENNReal.ofReal ((uniformInverseAngleConstant κ 1 * (512 * Real.pi) ^ codimension κ * + initialGreen κ z) * coverRadius T n ^ codimension κ) * + ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4)) := + mul_le_mul' le_rfl hfailure + _ = _ := (ENNReal.ofReal_mul hKnonneg).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualPastThreshold.lean b/lean/OAI/Probability/SLE/Gauge/ActualPastThreshold.lean index dfa5997d4854aba235e19ca9e4d2d04fbaee53ee..a3c93f34a1e62e3139e05e7d6bdcdd3be48176b4 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualPastThreshold.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualPastThreshold.lean @@ -1,69 +1,69 @@ -import OAI.Probability.SLE.Mass.PastThresholdMass - -namespace OAI - -/-! Specialization of the half-mass threshold comparison to canonical mass. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal -attribute [local instance] Classical.propDecidable - -namespace SLEExactGauge.Multipoint - -lemma compactWeightedMass_one (K : Set upperHalfPlane) (μ : Measure upperHalfPlane) : - compactWeightedMass (ContinuousMap.const _ (1:ℝ≥0)) K μ=(μ K).toReal := by - simp [compactWeightedMass,measureReal_def] - -namespace CanonicalMass - -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - -lemma past_threshold_detects_half_terminal - (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (q : ℕ → ℝ≥0) (hq : DenseRange q) (K : Set upperHalfPlane) (hK : IsCompact K) - (H : ℝ) (hH : 0 compactWeightedMass (ContinuousMap.const _ (1:ℝ≥0)) K (C.process t ω) - have hf : Continuous f := hsω.2.2.1 - have hf0 : f 0=0 := hsω.2.1 - have hflim : Tendsto f atTop (𝓝 (μ K).toReal) := by - simpa only [f,μ,compactWeightedMass_one] using hsω.2.2.2.1 - have hfpast (n : ℕ) : μ (K ∩ {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 (q n)})= - ENNReal.ofReal (f (q n)) := by - have hfin : C.process (q n) ω K≠∞ := by - let := (C.radon (q n) ω).2 - exact hK.measure_lt_top.ne - rw [show f (q n)=(C.process (q n) ω K).toReal from compactWeightedMass_one K _, - ENNReal.ofReal_toReal hfin,hpω n,Measure.restrict_apply hK.measurableSet] - have h := past_threshold_detects_half μ K hK.measure_lt_top.ne - (fun t => {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}) - (fun t => ((isCompact_Icc.image (hw ω).1).isClosed.preimage continuous_subtype_val).measurableSet) - q hq f hf hf0 hflim hfpast H hH hlarge - simpa only [f,compactWeightedMass_one] using h - -end CanonicalMass -end SLEExactGauge.Multipoint - -end - -end OAI +import OAI.Probability.SLE.Mass.PastThresholdMass + +namespace OAI + +/-! Specialization of the half-mass threshold comparison to canonical mass. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge.Multipoint + +lemma compactWeightedMass_one (K : Set upperHalfPlane) (μ : Measure upperHalfPlane) : + compactWeightedMass (ContinuousMap.const _ (1:ℝ≥0)) K μ=(μ K).toReal := by + simp [compactWeightedMass,measureReal_def] + +namespace CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + +lemma past_threshold_detects_half_terminal + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (q : ℕ → ℝ≥0) (hq : DenseRange q) (K : Set upperHalfPlane) (hK : IsCompact K) + (H : ℝ) (hH : 0 compactWeightedMass (ContinuousMap.const _ (1:ℝ≥0)) K (C.process t ω) + have hf : Continuous f := hsω.2.2.1 + have hf0 : f 0=0 := hsω.2.1 + have hflim : Tendsto f atTop (𝓝 (μ K).toReal) := by + simpa only [f,μ,compactWeightedMass_one] using hsω.2.2.2.1 + have hfpast (n : ℕ) : μ (K ∩ {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 (q n)})= + ENNReal.ofReal (f (q n)) := by + have hfin : C.process (q n) ω K≠∞ := by + let := (C.radon (q n) ω).2 + exact hK.measure_lt_top.ne + rw [show f (q n)=(C.process (q n) ω K).toReal from compactWeightedMass_one K _, + ENNReal.ofReal_toReal hfin,hpω n,Measure.restrict_apply hK.measurableSet] + have h := past_threshold_detects_half μ K hK.measure_lt_top.ne + (fun t => {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}) + (fun t => ((isCompact_Icc.image (hw ω).1).isClosed.preimage continuous_subtype_val).measurableSet) + q hq f hf hf0 hflim hfpast H hH hlarge + simpa only [f,compactWeightedMass_one] using h + +end CanonicalMass +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualRibbonHistory.lean b/lean/OAI/Probability/SLE/Gauge/ActualRibbonHistory.lean index f87361ed6aedcb2a44d1bd3bc5de559d2e21b2b3..b81accc57889e667ce111be87bb15f879374ad06 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualRibbonHistory.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualRibbonHistory.lean @@ -1,108 +1,108 @@ -import OAI.Probability.SLE.Gauge.RibbonFrontStops - -namespace OAI - -/-! Construct the history required by the uniform passage theorem from -an actual global first-front event and physical prefix containment. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open RibbonCoordinates FirstFrontPassage - -theorem actual_history_at_global_front - {C L : ℝ≥0} {ε : ℝ} - (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) - (P : ℂ → ℂ) - (hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) - (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) - (hH : ∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) - (hescape : Tendsto (fun t : ℝ => ‖P (t : ℂ)‖) atTop atTop) - (g : C(ℂ, ℝ)) (hg : ∀ z ∈ closedRibbon, g (P z) = z.re) - (hg0 : g (γ 0) = 0) (k : ℝ) (hk : 1 ≤ k) (T : ℝ≥0) - (hfirst : firstFrontTime (fun t => g (γ t)) k = (T : WithTop ℝ≥0)) - (hpast : MapsTo γ (Icc 0 T) (P '' {z ∈ closedRibbon | |z.im| ≤ ε})) - (hoffset : |(coordinateInverse P closedRibbon (γ T)).im| ≤ ε / 4) - (hupper : LipschitzOnWith C P (ribbonStepPatch k)) - (hlower : ∀ z ∈ ribbonStepPatch k, ∀ w ∈ ribbonStepPatch k, - dist z w ≤ L * dist (P z) (P w)) : - ∃ d : RibbonHistory C L ε, d.U = U ∧ d.trace = γ ∧ d.forward = G ∧ - d.inverse = F ∧ d.chart = P ∧ d.front = k ∧ d.time = T := by - have hhit := FrontSuccessMeasurability.firstFrontTime_attained - (fun t => g (γ t)) (g.continuous.comp hw.1) k T hfirst - let xp := fun t => coordinateInverse P closedRibbon (γ t) - have hmap : MapsTo γ (Icc 0 T) (P '' closedRibbon) := - fun _ ht => image_mono inter_subset_left (hpast ht) - have hcoords : MapsTo xp (Icc 0 T) closedRibbon := - fun _ ht => coordinateInverse_mem (hmap ht) - have hxpc : ContinuousOn xp (Icc 0 T) := - (coordinateInverse_continuousOn_of_embedding P hemb.isEmbedding).comp - hw.1.continuousOn hmap - have hγeq : EqOn γ (P ∘ xp) (Icc 0 T) := - fun _ ht => (coordinateInverse_right (hmap ht)).symm - have hgtrace (t : ℝ≥0) (ht : t ∈ Icc 0 T) : g (γ t) = (xp t).re := by - rw [hγeq ht] - exact hg _ (hcoords ht) - have hT : 0 < T := by - apply lt_of_le_of_ne bot_le - intro he - have hh := hhit - rw [← he] at hh - change g (γ 0) = k at hh - rw [hg0] at hh - linarith - have hxpre : (xp T).re = k := (hgtrace T ⟨bot_le, le_rfl⟩).symm.trans hhit - have hattain : xp T = (k : ℂ) + ((xp T).im : ℂ) * Complex.I := by - apply Complex.ext <;> simp [hxpre] - have hstrict : ∀ t : ℝ≥0, t < T → (xp t).re < k := by - have hh := strict_before_attained_front (fun t => g (γ t)) k T - (g.continuous.comp hw.1).continuousOn (by rw [hg0]; linarith) hfirst - intro t ht - rw [← hgtrace t ⟨bot_le, ht.le⟩] - exact hh t ht - have hcore : ∀ t ∈ Icc 0 T, (xp t).re ≤ k ∧ |(xp t).im| ≤ ε := by - intro t ht - refine ⟨?_, ?_⟩ - · rcases ht.2.eq_or_lt with rfl | hlt - · exact hxpre.le - · exact (hstrict t hlt).le - · obtain ⟨z, ⟨hz, hiε⟩, he⟩ := hpast ht - simpa only [xp, ← he, coordinateInverse_left hi hz] using hiε - let d : RibbonHistory C L ε := { - U := U - trace := γ - forward := G - inverse := F - driver_continuous := hU - witness := hw - chart := P - chart_continuous := hP - chart_injective := hi - chart_upper := hH - chart_escape := hescape - front := k - offset := (xp T).im - front_ge_one := hk - offset_bound := hoffset - patch_upper := hupper - patch_lower := hlower - time := T - time_pos := hT - coordinates := xp - coordinates_continuous := hxpc - trace_coordinates := hγeq - initial_front := by rw [← hgtrace 0 ⟨bot_le, bot_le⟩, hg0] - attained := hattain - coordinates_ribbon := hcoords - past_core := hcore - strict_past := hstrict } - exact ⟨d, rfl, rfl, rfl, rfl, rfl, rfl, rfl⟩ - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.RibbonFrontStops + +namespace OAI + +/-! Construct the history required by the uniform passage theorem from +an actual global first-front event and physical prefix containment. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates FirstFrontPassage + +theorem actual_history_at_global_front + {C L : ℝ≥0} {ε : ℝ} + (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (P : ℂ → ℂ) + (hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) + (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) + (hH : ∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) + (hescape : Tendsto (fun t : ℝ => ‖P (t : ℂ)‖) atTop atTop) + (g : C(ℂ, ℝ)) (hg : ∀ z ∈ closedRibbon, g (P z) = z.re) + (hg0 : g (γ 0) = 0) (k : ℝ) (hk : 1 ≤ k) (T : ℝ≥0) + (hfirst : firstFrontTime (fun t => g (γ t)) k = (T : WithTop ℝ≥0)) + (hpast : MapsTo γ (Icc 0 T) (P '' {z ∈ closedRibbon | |z.im| ≤ ε})) + (hoffset : |(coordinateInverse P closedRibbon (γ T)).im| ≤ ε / 4) + (hupper : LipschitzOnWith C P (ribbonStepPatch k)) + (hlower : ∀ z ∈ ribbonStepPatch k, ∀ w ∈ ribbonStepPatch k, + dist z w ≤ L * dist (P z) (P w)) : + ∃ d : RibbonHistory C L ε, d.U = U ∧ d.trace = γ ∧ d.forward = G ∧ + d.inverse = F ∧ d.chart = P ∧ d.front = k ∧ d.time = T := by + have hhit := FrontSuccessMeasurability.firstFrontTime_attained + (fun t => g (γ t)) (g.continuous.comp hw.1) k T hfirst + let xp := fun t => coordinateInverse P closedRibbon (γ t) + have hmap : MapsTo γ (Icc 0 T) (P '' closedRibbon) := + fun _ ht => image_mono inter_subset_left (hpast ht) + have hcoords : MapsTo xp (Icc 0 T) closedRibbon := + fun _ ht => coordinateInverse_mem (hmap ht) + have hxpc : ContinuousOn xp (Icc 0 T) := + (coordinateInverse_continuousOn_of_embedding P hemb.isEmbedding).comp + hw.1.continuousOn hmap + have hγeq : EqOn γ (P ∘ xp) (Icc 0 T) := + fun _ ht => (coordinateInverse_right (hmap ht)).symm + have hgtrace (t : ℝ≥0) (ht : t ∈ Icc 0 T) : g (γ t) = (xp t).re := by + rw [hγeq ht] + exact hg _ (hcoords ht) + have hT : 0 < T := by + apply lt_of_le_of_ne bot_le + intro he + have hh := hhit + rw [← he] at hh + change g (γ 0) = k at hh + rw [hg0] at hh + linarith + have hxpre : (xp T).re = k := (hgtrace T ⟨bot_le, le_rfl⟩).symm.trans hhit + have hattain : xp T = (k : ℂ) + ((xp T).im : ℂ) * Complex.I := by + apply Complex.ext <;> simp [hxpre] + have hstrict : ∀ t : ℝ≥0, t < T → (xp t).re < k := by + have hh := strict_before_attained_front (fun t => g (γ t)) k T + (g.continuous.comp hw.1).continuousOn (by rw [hg0]; linarith) hfirst + intro t ht + rw [← hgtrace t ⟨bot_le, ht.le⟩] + exact hh t ht + have hcore : ∀ t ∈ Icc 0 T, (xp t).re ≤ k ∧ |(xp t).im| ≤ ε := by + intro t ht + refine ⟨?_, ?_⟩ + · rcases ht.2.eq_or_lt with rfl | hlt + · exact hxpre.le + · exact (hstrict t hlt).le + · obtain ⟨z, ⟨hz, hiε⟩, he⟩ := hpast ht + simpa only [xp, ← he, coordinateInverse_left hi hz] using hiε + let d : RibbonHistory C L ε := { + U := U + trace := γ + forward := G + inverse := F + driver_continuous := hU + witness := hw + chart := P + chart_continuous := hP + chart_injective := hi + chart_upper := hH + chart_escape := hescape + front := k + offset := (xp T).im + front_ge_one := hk + offset_bound := hoffset + patch_upper := hupper + patch_lower := hlower + time := T + time_pos := hT + coordinates := xp + coordinates_continuous := hxpc + trace_coordinates := hγeq + initial_front := by rw [← hgtrace 0 ⟨bot_le, bot_le⟩, hg0] + attained := hattain + coordinates_ribbon := hcoords + past_core := hcore + strict_past := hstrict } + exact ⟨d, rfl, rfl, rfl, rfl, rfl, rfl, rfl⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualRibbonIteration.lean b/lean/OAI/Probability/SLE/Gauge/ActualRibbonIteration.lean index 7c5eaf877ada293e10dc4ea2a666a5b2456e4222..2a81329b338f451e1e8cc111c7c215179f28ed72 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualRibbonIteration.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualRibbonIteration.lean @@ -1,78 +1,78 @@ -import OAI.Probability.SLE.Gauge.ActualRibbonPrefixBound -import OAI.Probability.SLE.Gauge.RibbonExperimentAssembly - -namespace OAI - -/-! Iteration along the actual global integer fronts. Previous successes -supply admissibility; no independence or deterministic completion bound is -required on failed samples. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open RibbonCoordinates FirstFrontPassage Target - -local instance ribbonIterationPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance ribbonIterationPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -def ribbonIntegerFront {Ω : Type*} (g : C(ℂ, ℝ)) (γ : Ω → ℝ≥0 → ℂ) - (n : ℕ) : Ω → WithTop ℝ≥0 := ribbonFrontStop g γ ((n : ℝ) + 1) - -lemma ribbonIntegerFront_monotone {Ω : Type*} (g : C(ℂ, ℝ)) (γ : Ω → ℝ≥0 → ℂ) - (hc : ∀ ω, Continuous (γ ω)) (h0 : ∀ ω, g (γ ω 0) = 0) : - Monotone (ribbonIntegerFront g γ) := by - intro n k hnk ω - exact firstFrontTime_mono_of_initial _ (g.continuous.comp (hc ω)) - (by change g (γ ω 0) ≤ (n : ℝ) + 1; rw [h0 ω]; positivity) (by exact_mod_cast Nat.add_le_add_right hnk 1) - -def actualRibbonSuccess {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) - (g : C(ℂ, ℝ)) (P : ℂ → ℂ) (ε κ v c : ℝ) (n : ℕ) : Set Ω := - RibbonStepSuccess γ (ribbonIntegerFront g γ n) (ribbonIntegerFront g γ (n + 1)) - P ε κ v c (physicalMiddleRegion P closedRibbon ((n : ℝ) + 1) ε) - -/-- Actual fronts turn the quantitative step estimate into a product -lower bound for the exact physical passage-and-mass events. -/ -theorem actual_ribbon_successes_lower_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) (ℱ : Filtration ℝ≥0 mΩ) - (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) - (hc : ∀ ω, Continuous (γ ω)) (g : C(ℂ, ℝ)) (hg0 : ∀ ω, g (γ ω 0) = 0) - (P : ℂ → ℂ) (hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) - (ε κ v c : ℝ) (q : ℝ≥0∞) - (hstep : ∀ (n : ℕ) (A : Set Ω), - MeasurableSet[(ribbonFrontStop_stopping ℱ g γ ha hc ((n : ℝ) + 1)).measurableSpace] A → - A ⊆ GoodRibbonPrefix γ (ribbonIntegerFront g γ n) P ε → - q * μ A ≤ μ (A ∩ actualRibbonSuccess γ g P ε κ v c n)) : - ∀ N : ℕ, q ^ N * μ (GoodRibbonPrefix γ (ribbonIntegerFront g γ 0) P ε) ≤ - μ (GoodRibbonPrefix γ (ribbonIntegerFront g γ 0) P ε ∩ - ⋂ n ∈ Finset.range N, actualRibbonSuccess γ g P ε κ v c n) := by - let τ := ribbonIntegerFront g γ - have hτ (n : ℕ) : IsStoppingTime ℱ (τ n) := - ribbonFrontStop_stopping ℱ g γ ha hc ((n : ℝ) + 1) - have hmono : Monotone τ := ribbonIntegerFront_monotone g γ hc hg0 - let 𝒢 : Filtration ℕ mΩ := ⟨fun n => (hτ n).measurableSpace, - fun _ _ h => IsStoppingTime.measurableSpace_mono _ _ (hmono h), - fun n => (hτ n).measurableSpace_le⟩ - let init := GoodRibbonPrefix γ (τ 0) P ε - have hinit : MeasurableSet[𝒢 0] init := - goodRibbonPrefix_measurable ℱ γ ha hc (τ 0) (hτ 0) P hemb ε - have hsuccess (n : ℕ) : MeasurableSet[𝒢 (n + 1)] (actualRibbonSuccess γ g P ε κ v c n) := - ribbonStepSuccess_measurable ℱ γ ha hc (τ n) (τ (n + 1)) (hτ n) (hτ (n + 1)) - (hmono (Nat.le_succ n)) P hemb ε κ v c _ - apply adapted_successes_lower_bound_on_previous μ 𝒢 init hinit _ hsuccess q - intro n A hA hprev - apply hstep n A hA - intro ω hω - have hωprev := hprev hω - cases n with - | zero => exact hωprev.1 - | succ n => - have hh := mem_iInter.mp (mem_iInter.mp hωprev.2 n) (Finset.mem_range.mpr (Nat.lt_succ_self n)) - exact hh.1 - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ActualRibbonPrefixBound +import OAI.Probability.SLE.Gauge.RibbonExperimentAssembly + +namespace OAI + +/-! Iteration along the actual global integer fronts. Previous successes +supply admissibility; no independence or deterministic completion bound is +required on failed samples. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates FirstFrontPassage Target + +local instance ribbonIterationPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance ribbonIterationPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +def ribbonIntegerFront {Ω : Type*} (g : C(ℂ, ℝ)) (γ : Ω → ℝ≥0 → ℂ) + (n : ℕ) : Ω → WithTop ℝ≥0 := ribbonFrontStop g γ ((n : ℝ) + 1) + +lemma ribbonIntegerFront_monotone {Ω : Type*} (g : C(ℂ, ℝ)) (γ : Ω → ℝ≥0 → ℂ) + (hc : ∀ ω, Continuous (γ ω)) (h0 : ∀ ω, g (γ ω 0) = 0) : + Monotone (ribbonIntegerFront g γ) := by + intro n k hnk ω + exact firstFrontTime_mono_of_initial _ (g.continuous.comp (hc ω)) + (by change g (γ ω 0) ≤ (n : ℝ) + 1; rw [h0 ω]; positivity) (by exact_mod_cast Nat.add_le_add_right hnk 1) + +def actualRibbonSuccess {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) + (g : C(ℂ, ℝ)) (P : ℂ → ℂ) (ε κ v c : ℝ) (n : ℕ) : Set Ω := + RibbonStepSuccess γ (ribbonIntegerFront g γ n) (ribbonIntegerFront g γ (n + 1)) + P ε κ v c (physicalMiddleRegion P closedRibbon ((n : ℝ) + 1) ε) + +/-- Actual fronts turn the quantitative step estimate into a product +lower bound for the exact physical passage-and-mass events. -/ +theorem actual_ribbon_successes_lower_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) (ℱ : Filtration ℝ≥0 mΩ) + (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) + (hc : ∀ ω, Continuous (γ ω)) (g : C(ℂ, ℝ)) (hg0 : ∀ ω, g (γ ω 0) = 0) + (P : ℂ → ℂ) (hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) + (ε κ v c : ℝ) (q : ℝ≥0∞) + (hstep : ∀ (n : ℕ) (A : Set Ω), + MeasurableSet[(ribbonFrontStop_stopping ℱ g γ ha hc ((n : ℝ) + 1)).measurableSpace] A → + A ⊆ GoodRibbonPrefix γ (ribbonIntegerFront g γ n) P ε → + q * μ A ≤ μ (A ∩ actualRibbonSuccess γ g P ε κ v c n)) : + ∀ N : ℕ, q ^ N * μ (GoodRibbonPrefix γ (ribbonIntegerFront g γ 0) P ε) ≤ + μ (GoodRibbonPrefix γ (ribbonIntegerFront g γ 0) P ε ∩ + ⋂ n ∈ Finset.range N, actualRibbonSuccess γ g P ε κ v c n) := by + let τ := ribbonIntegerFront g γ + have hτ (n : ℕ) : IsStoppingTime ℱ (τ n) := + ribbonFrontStop_stopping ℱ g γ ha hc ((n : ℝ) + 1) + have hmono : Monotone τ := ribbonIntegerFront_monotone g γ hc hg0 + let 𝒢 : Filtration ℕ mΩ := ⟨fun n => (hτ n).measurableSpace, + fun _ _ h => IsStoppingTime.measurableSpace_mono _ _ (hmono h), + fun n => (hτ n).measurableSpace_le⟩ + let init := GoodRibbonPrefix γ (τ 0) P ε + have hinit : MeasurableSet[𝒢 0] init := + goodRibbonPrefix_measurable ℱ γ ha hc (τ 0) (hτ 0) P hemb ε + have hsuccess (n : ℕ) : MeasurableSet[𝒢 (n + 1)] (actualRibbonSuccess γ g P ε κ v c n) := + ribbonStepSuccess_measurable ℱ γ ha hc (τ n) (τ (n + 1)) (hτ n) (hτ (n + 1)) + (hmono (Nat.le_succ n)) P hemb ε κ v c _ + apply adapted_successes_lower_bound_on_previous μ 𝒢 init hinit _ hsuccess q + intro n A hA hprev + apply hstep n A hA + intro ω hω + have hωprev := hprev hω + cases n with + | zero => exact hωprev.1 + | succ n => + have hh := mem_iInter.mp (mem_iInter.mp hωprev.2 n) (Finset.mem_range.mpr (Nat.lt_succ_self n)) + exact hh.1 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualRibbonMass.lean b/lean/OAI/Probability/SLE/Gauge/ActualRibbonMass.lean index 84591e3187140263cf8e5e11973312d7c8dc10ae..c8fcfbd1d0a7c5352bffceed7d14c5fde4e27083 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualRibbonMass.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualRibbonMass.lean @@ -1,55 +1,55 @@ -import OAI.Probability.SLE.Gauge.PublishedRibbonIteration - -namespace OAI - -/-! Charge selected actual successive-front windows to a single sausage, -retaining the successful terminal prefix for clearance and density transfer. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open RibbonCoordinates - -lemma actual_successes_terminal_prefix - {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (g : C(ℂ, ℝ)) (P : ℂ → ℂ) - (ε κ v c : ℝ) (N : ℕ) (ω : Ω) - (hω : ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ 0) P ε ∩ - ⋂ n ∈ Finset.range N, actualRibbonSuccess γ g P ε κ v c n) : - ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ N) P ε := by - cases N with - | zero => exact hω.1 - | succ N => - exact (mem_iInter.mp (mem_iInter.mp hω.2 N) (Finset.mem_range.mpr (Nat.lt_succ_self N))).1 - -/-- Only selected middle strips are charged. The trace windows are the -original actual fronts, including their exact starting and ending times. -/ -theorem actual_successes_force_whole_mass - {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (g : C(ℂ, ℝ)) (P : ℂ → ℂ) - (hplanar : PublishedPlanarDiskOpenness) (hP : ContinuousOn P closedRibbon) - (hi : InjOn P closedRibbon) (ε κ v c : ℝ) (hε : ε ≤ 1) - (N : ℕ) (I : Finset ℕ) (hI : ∀ i ∈ I, 0 < i ∧ i ≤ N) (D : Set ℂ) - (hregions : ∀ i ∈ I, physicalMiddleRegion P closedRibbon i ε ⊆ D) - (ω : Ω) (hω : ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ 0) P ε ∩ - ⋂ n ∈ Finset.range N, actualRibbonSuccess γ g P ε κ v c n) : - ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ N) P ε ∧ - (I.card : ℝ≥0∞) * ENNReal.ofReal c ≤ wholeSausageCharge κ (γ ω) v D := by - refine ⟨actual_successes_terminal_prefix γ g P ε κ v c N ω hω, ?_⟩ - apply whole_sausage_charge_from_ribbon_steps hplanar P hP hi hε I κ (γ ω) - (fun i => (ribbonIntegerFront g γ (i - 1) ω).untopD 0) - (fun i => (ribbonIntegerFront g γ i ω).untopD 0) v c D hregions - intro i hiI - obtain ⟨hi0, hiN⟩ := hI i hiI - have hsub : i - 1 + 1 = i := Nat.sub_add_cancel hi0 - have hreal : ((i - 1 : ℕ) : ℝ) + 1 = (i : ℝ) := by exact_mod_cast hsub - have hn : i - 1 < N := by omega - have hs := (mem_iInter.mp (mem_iInter.mp hω.2 (i - 1)) (Finset.mem_range.mpr hn)).2 - simpa only [actualRibbonSuccess, RibbonStepSuccess, mem_inter_iff, mem_ofPred_eq, - hsub, hreal] using hs - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.PublishedRibbonIteration + +namespace OAI + +/-! Charge selected actual successive-front windows to a single sausage, +retaining the successful terminal prefix for clearance and density transfer. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates + +lemma actual_successes_terminal_prefix + {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (g : C(ℂ, ℝ)) (P : ℂ → ℂ) + (ε κ v c : ℝ) (N : ℕ) (ω : Ω) + (hω : ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ 0) P ε ∩ + ⋂ n ∈ Finset.range N, actualRibbonSuccess γ g P ε κ v c n) : + ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ N) P ε := by + cases N with + | zero => exact hω.1 + | succ N => + exact (mem_iInter.mp (mem_iInter.mp hω.2 N) (Finset.mem_range.mpr (Nat.lt_succ_self N))).1 + +/-- Only selected middle strips are charged. The trace windows are the +original actual fronts, including their exact starting and ending times. -/ +theorem actual_successes_force_whole_mass + {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (g : C(ℂ, ℝ)) (P : ℂ → ℂ) + (hplanar : PublishedPlanarDiskOpenness) (hP : ContinuousOn P closedRibbon) + (hi : InjOn P closedRibbon) (ε κ v c : ℝ) (hε : ε ≤ 1) + (N : ℕ) (I : Finset ℕ) (hI : ∀ i ∈ I, 0 < i ∧ i ≤ N) (D : Set ℂ) + (hregions : ∀ i ∈ I, physicalMiddleRegion P closedRibbon i ε ⊆ D) + (ω : Ω) (hω : ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ 0) P ε ∩ + ⋂ n ∈ Finset.range N, actualRibbonSuccess γ g P ε κ v c n) : + ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ N) P ε ∧ + (I.card : ℝ≥0∞) * ENNReal.ofReal c ≤ wholeSausageCharge κ (γ ω) v D := by + refine ⟨actual_successes_terminal_prefix γ g P ε κ v c N ω hω, ?_⟩ + apply whole_sausage_charge_from_ribbon_steps hplanar P hP hi hε I κ (γ ω) + (fun i => (ribbonIntegerFront g γ (i - 1) ω).untopD 0) + (fun i => (ribbonIntegerFront g γ i ω).untopD 0) v c D hregions + intro i hiI + obtain ⟨hi0, hiN⟩ := hI i hiI + have hsub : i - 1 + 1 = i := Nat.sub_add_cancel hi0 + have hreal : ((i - 1 : ℕ) : ℝ) + 1 = (i : ℝ) := by exact_mod_cast hsub + have hn : i - 1 < N := by omega + have hs := (mem_iInter.mp (mem_iInter.mp hω.2 (i - 1)) (Finset.mem_range.mpr hn)).2 + simpa only [actualRibbonSuccess, RibbonStepSuccess, mem_inter_iff, mem_ofPred_eq, + hsub, hreal] using hs + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualRibbonPrefixBound.lean b/lean/OAI/Probability/SLE/Gauge/ActualRibbonPrefixBound.lean index d3ee23895acd5f3628eaf4d0e68416e9c278d57a..7494851a09fd2c80919412296a0f47b8ad42e654 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualRibbonPrefixBound.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualRibbonPrefixBound.lean @@ -1,83 +1,83 @@ -import OAI.Probability.SLE.Gauge.ActualRibbonStep - -namespace OAI - -/-! Apply the proved actual conditional ribbon estimate on the measurable -physical prefix, then charge its mass to the two original global fronts. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open RibbonCoordinates FirstFrontPassage - -local instance prefixBoundPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance prefixBoundPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -theorem actual_ribbon_step_on_good_prefix - {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) (ℱ : Filtration ℝ≥0 mΩ) - (U : Ω → ℝ≥0 → ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hU : ∀ ω, Continuous (U ω)) (hw : ∀ ω, IsCapacityTwoWitness (U ω) (γ ω) (G ω) (F ω)) - (C L : ℝ≥0) (hL : 0 < L) (ε κ v c : ℝ) (hε : ε ≤ 1 / 8) (q : ℝ≥0∞) - (P : ℂ → ℂ) (hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) - (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) - (hH : ∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) - (hescape : Tendsto (fun t : ℝ => ‖P (t : ℂ)‖) atTop atTop) - (g : C(ℂ, ℝ)) (hg : ∀ z ∈ closedRibbon, g (P z) = z.re) - (hg0 : ∀ ω, g (γ ω 0) = 0) (k : ℝ) (hk : 1 ≤ k) - (hu : ∀ j ∈ ({k, k + 1} : Set ℝ), LipschitzOnWith C P (ribbonStepPatch j)) - (hl : ∀ j ∈ ({k, k + 1} : Set ℝ), ∀ z ∈ ribbonStepPatch j, - ∀ w ∈ ribbonStepPatch j, dist z w ≤ L * dist (P z) (P w)) - (hτ : IsStoppingTime ℱ (ribbonFrontStop g γ k)) - (hbound : ∀ E : Set Ω, - (∀ᵐ ω ∂μ, ω ∈ E → ribbonFrontStop g γ k ω ≠ ⊤) → - (∀ᵐ ω ∂μ, ω ∈ E → ActualRibbonAdmissible U γ G F C L ε κ v c - (ribbonPathStep P C L ε k κ v c) ω ((ribbonFrontStop g γ k ω).untopD 0)) → - ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → A ⊆ E → - q * μ A ≤ μ (A ∩ {ω | shiftedActualTrace γ (fun ω => (hw ω).1) ω - ((ribbonFrontStop g γ k ω).untopD 0) ∈ ribbonPathStep P C L ε k κ v c})) - (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) - (hAE : A ⊆ GoodRibbonPrefix γ (ribbonFrontStop g γ k) P ε) : - q * μ A ≤ μ (A ∩ RibbonStepSuccess γ (ribbonFrontStop g γ k) - (ribbonFrontStop g γ (k + 1)) P ε κ v c (physicalMiddleRegion P closedRibbon k ε)) := by - have hcert (ω : Ω) (hω : ω ∈ GoodRibbonPrefix γ (ribbonFrontStop g γ k) P ε) : - ∃ d : RibbonHistory C L ε, d.U = U ω ∧ d.trace = γ ω ∧ d.forward = G ω ∧ - d.inverse = F ω ∧ d.chart = P ∧ d.front = k ∧ - d.time = (ribbonFrontStop g γ k ω).untopD 0 := by - obtain ⟨d, hU', hγ', hG', hF', hP', hk', ht⟩ := - actual_history_of_goodRibbonPrefix (U ω) (γ ω) (G ω) (F ω) (hU ω) (hw ω) - P hemb hP hi hH hescape g hg (hg0 ω) k hk hω (hu k (by simp)) (hl k (by simp)) - refine ⟨d, hU', hγ', hG', hF', hP', hk', ?_⟩ - have hh := congrArg (fun t : WithTop ℝ≥0 => t.untopD 0) ht - simpa only [WithTop.untopD_coe, ribbonFrontStop] using hh - have hstates : ∀ᵐ ω ∂μ, ω ∈ GoodRibbonPrefix γ (ribbonFrontStop g γ k) P ε → - ActualRibbonAdmissible U γ G F C L ε κ v c (ribbonPathStep P C L ε k κ v c) - ω ((ribbonFrontStop g γ k ω).untopD 0) := by - apply Filter.Eventually.of_forall - intro ω hω - obtain ⟨d, hU', hγ', hG', hF', hP', hk', ht⟩ := hcert ω hω - exact ⟨d, hU', hγ', hG', hF', ht, by rw [d.stepEvent_eq_ribbonPathStep, hP', hk']⟩ - have hb := hbound (GoodRibbonPrefix γ (ribbonFrontStop g γ k) P ε) - (Filter.Eventually.of_forall (fun _ hω => hω.1)) hstates A hA hAE - apply hb.trans (measure_mono ?_) - intro ω hω - refine ⟨hω.1, ?_⟩ - obtain ⟨d, hU', hγ', hG', hF', hP', hk', ht⟩ := hcert ω (hAE hω.1) - have he : d.futureTrace = shiftedActualTrace γ (fun ω => (hw ω).1) ω - ((ribbonFrontStop g γ k ω).untopD 0) := by - ext t - simp only [RibbonHistory.futureTrace, shiftedActualTrace, ContinuousMap.coe_mk, hγ', ht] - have hstep : d.futureTrace ∈ d.stepEvent κ v c := by - rw [he, d.stepEvent_eq_ribbonPathStep, hP', hk'] - exact hω.2 - have hh := d.actual_step_success hε hL κ v c g (by rw [hP']; exact hg) hstep - (by rw [hP', hk']; exact hu _ (by simp)) (by rw [hP', hk']; exact hl _ (by simp)) - simpa only [RibbonStepSuccess, GoodRibbonPrefix, mem_inter_iff, mem_ofPred_eq, - hγ', hP', hk', ribbonFrontStop] using hh - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ActualRibbonStep + +namespace OAI + +/-! Apply the proved actual conditional ribbon estimate on the measurable +physical prefix, then charge its mass to the two original global fronts. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates FirstFrontPassage + +local instance prefixBoundPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance prefixBoundPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem actual_ribbon_step_on_good_prefix + {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) (ℱ : Filtration ℝ≥0 mΩ) + (U : Ω → ℝ≥0 → ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hU : ∀ ω, Continuous (U ω)) (hw : ∀ ω, IsCapacityTwoWitness (U ω) (γ ω) (G ω) (F ω)) + (C L : ℝ≥0) (hL : 0 < L) (ε κ v c : ℝ) (hε : ε ≤ 1 / 8) (q : ℝ≥0∞) + (P : ℂ → ℂ) (hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) + (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) + (hH : ∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) + (hescape : Tendsto (fun t : ℝ => ‖P (t : ℂ)‖) atTop atTop) + (g : C(ℂ, ℝ)) (hg : ∀ z ∈ closedRibbon, g (P z) = z.re) + (hg0 : ∀ ω, g (γ ω 0) = 0) (k : ℝ) (hk : 1 ≤ k) + (hu : ∀ j ∈ ({k, k + 1} : Set ℝ), LipschitzOnWith C P (ribbonStepPatch j)) + (hl : ∀ j ∈ ({k, k + 1} : Set ℝ), ∀ z ∈ ribbonStepPatch j, + ∀ w ∈ ribbonStepPatch j, dist z w ≤ L * dist (P z) (P w)) + (hτ : IsStoppingTime ℱ (ribbonFrontStop g γ k)) + (hbound : ∀ E : Set Ω, + (∀ᵐ ω ∂μ, ω ∈ E → ribbonFrontStop g γ k ω ≠ ⊤) → + (∀ᵐ ω ∂μ, ω ∈ E → ActualRibbonAdmissible U γ G F C L ε κ v c + (ribbonPathStep P C L ε k κ v c) ω ((ribbonFrontStop g γ k ω).untopD 0)) → + ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → A ⊆ E → + q * μ A ≤ μ (A ∩ {ω | shiftedActualTrace γ (fun ω => (hw ω).1) ω + ((ribbonFrontStop g γ k ω).untopD 0) ∈ ribbonPathStep P C L ε k κ v c})) + (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) + (hAE : A ⊆ GoodRibbonPrefix γ (ribbonFrontStop g γ k) P ε) : + q * μ A ≤ μ (A ∩ RibbonStepSuccess γ (ribbonFrontStop g γ k) + (ribbonFrontStop g γ (k + 1)) P ε κ v c (physicalMiddleRegion P closedRibbon k ε)) := by + have hcert (ω : Ω) (hω : ω ∈ GoodRibbonPrefix γ (ribbonFrontStop g γ k) P ε) : + ∃ d : RibbonHistory C L ε, d.U = U ω ∧ d.trace = γ ω ∧ d.forward = G ω ∧ + d.inverse = F ω ∧ d.chart = P ∧ d.front = k ∧ + d.time = (ribbonFrontStop g γ k ω).untopD 0 := by + obtain ⟨d, hU', hγ', hG', hF', hP', hk', ht⟩ := + actual_history_of_goodRibbonPrefix (U ω) (γ ω) (G ω) (F ω) (hU ω) (hw ω) + P hemb hP hi hH hescape g hg (hg0 ω) k hk hω (hu k (by simp)) (hl k (by simp)) + refine ⟨d, hU', hγ', hG', hF', hP', hk', ?_⟩ + have hh := congrArg (fun t : WithTop ℝ≥0 => t.untopD 0) ht + simpa only [WithTop.untopD_coe, ribbonFrontStop] using hh + have hstates : ∀ᵐ ω ∂μ, ω ∈ GoodRibbonPrefix γ (ribbonFrontStop g γ k) P ε → + ActualRibbonAdmissible U γ G F C L ε κ v c (ribbonPathStep P C L ε k κ v c) + ω ((ribbonFrontStop g γ k ω).untopD 0) := by + apply Filter.Eventually.of_forall + intro ω hω + obtain ⟨d, hU', hγ', hG', hF', hP', hk', ht⟩ := hcert ω hω + exact ⟨d, hU', hγ', hG', hF', ht, by rw [d.stepEvent_eq_ribbonPathStep, hP', hk']⟩ + have hb := hbound (GoodRibbonPrefix γ (ribbonFrontStop g γ k) P ε) + (Filter.Eventually.of_forall (fun _ hω => hω.1)) hstates A hA hAE + apply hb.trans (measure_mono ?_) + intro ω hω + refine ⟨hω.1, ?_⟩ + obtain ⟨d, hU', hγ', hG', hF', hP', hk', ht⟩ := hcert ω (hAE hω.1) + have he : d.futureTrace = shiftedActualTrace γ (fun ω => (hw ω).1) ω + ((ribbonFrontStop g γ k ω).untopD 0) := by + ext t + simp only [RibbonHistory.futureTrace, shiftedActualTrace, ContinuousMap.coe_mk, hγ', ht] + have hstep : d.futureTrace ∈ d.stepEvent κ v c := by + rw [he, d.stepEvent_eq_ribbonPathStep, hP', hk'] + exact hω.2 + have hh := d.actual_step_success hε hL κ v c g (by rw [hP']; exact hg) hstep + (by rw [hP', hk']; exact hu _ (by simp)) (by rw [hP', hk']; exact hl _ (by simp)) + simpa only [RibbonStepSuccess, GoodRibbonPrefix, mem_inter_iff, mem_ofPred_eq, + hγ', hP', hk', ribbonFrontStop] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualRibbonStep.lean b/lean/OAI/Probability/SLE/Gauge/ActualRibbonStep.lean index cf15755f28e43ca2c4b1d5111aac7fb3b89a0909..efb53b10c8d5dd27df134182f4d3d3929ab4da44 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualRibbonStep.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualRibbonStep.lean @@ -1,138 +1,138 @@ -import OAI.Probability.SLE.Gauge.RibbonStepSuccess -import OAI.Probability.SLE.Gauge.ExtendedRibbonStep - -namespace OAI - -/-! A measurable narrow physical prefix yields the exact actual history. -A successful uniform step yields the next such prefix and an actual mass -window between successive global first-front times. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open RibbonCoordinates FirstFrontPassage BoundaryScaleLaw - -/-- The path-space step event is deterministic once the chart and integer -front are fixed, although the actual Loewner history is random. -/ -def ribbonPathStep (P : ℂ → ℂ) (C L : ℝ≥0) (ε k κ v c : ℝ) : Set C(ℝ≥0, ℂ) := - frontMassEvent (longitudinalCoordinate P closedRibbon k) - (physicalPassageRegion (fun z => P ((k : ℂ) + z)) ribbonStepCompact C ε (ε / L)) - (P ((k : ℂ) + 1)) (ε / L) κ v c (physicalMiddleRegion P closedRibbon k ε) - -lemma RibbonHistory.stepEvent_eq_ribbonPathStep - {C L : ℝ≥0} {ε : ℝ} (d : RibbonHistory C L ε) (κ v c : ℝ) : - d.stepEvent κ v c = ribbonPathStep d.chart C L ε d.front κ v c := rfl - -lemma ribbonPathStep_measurable - (P : ℂ → ℂ) (C L : ℝ≥0) (ε k κ v c : ℝ) - (hplanar : PublishedPlanarDiskOpenness) (hε : ε ≤ 1 / 8) (hk : 1 ≤ k) - (hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) - (hP : ContinuousOn P closedRibbon) - (hlower : ∀ z ∈ ribbonStepPatch k, ∀ w ∈ ribbonStepPatch k, - dist z w ≤ L * dist (P z) (P w)) : - MeasurableSet (ribbonPathStep P C L ε k κ v c) := by - let Q := fun z : ℂ => P ((k : ℂ) + z) - have hmap : MapsTo (fun z : ℂ => (k : ℂ) + z) ribbonStepCompact closedRibbon := by - intro z hz - change 0 ≤ k + z.re ∧ |0 + z.im| ≤ 1 - exact ⟨by linarith [hz.1], by simpa using hz.2.2.trans (by norm_num)⟩ - have hQ : ContinuousOn Q ribbonStepCompact := - hP.comp (continuous_const.add continuous_id).continuousOn hmap - have hQl : ∀ u ∈ ribbonStepCompact, ∀ w ∈ ribbonStepCompact, - dist u w ≤ L * dist (Q u) (Q w) := by - intro u hu w hw - simpa only [Q, dist_add_left] using - hlower _ (translate_ribbonStepCompact hu) _ (translate_ribbonStepCompact hw) - have hK := ribbonStepCompact_isCompact.image_of_continuousOn hQ - have hp : ContinuousOn (longitudinalCoordinate P closedRibbon k) (Q '' ribbonStepCompact) := - ((Complex.continuous_re.comp_continuousOn - (coordinateInverse_continuousOn_of_embedding P hemb.isEmbedding)).sub continuousOn_const).mono - (by rintro _ ⟨z, hz, rfl⟩; exact ⟨(k : ℂ) + z, hmap hz, rfl⟩) - have hV : IsOpen (physicalPassageRegion Q ribbonStepCompact C ε (ε / L)) := by - have he : ribbonStepCompact ∩ passageCoordinateRegion C ε (ε / L) = - interior ribbonStepCompact ∩ passageCoordinateRegion C ε (ε / L) := by - apply Subset.antisymm - · exact fun z hz => ⟨ribbonStepCompact_passage hε C (ε / L) hz, hz.2⟩ - · exact inter_subset_inter_left _ interior_subset - unfold physicalPassageRegion - rw [he] - exact isOpen_image_coordinate_subset hplanar Q ribbonStepCompact _ hQ - (lower_lipschitz_injOn _ _ L hQl) - (isOpen_interior.inter (passageCoordinateRegion_isOpen C ε (ε / L))) - (inter_subset_left.trans interior_subset) - exact measurableSet_frontMassEvent _ _ _ _ κ v c _ _ hK.isClosed hp hV - (image_mono inter_subset_left) - -theorem actual_history_of_goodRibbonPrefix - {C L : ℝ≥0} {ε : ℝ} - (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) - (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) - (P : ℂ → ℂ) - (hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) - (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) - (hH : ∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) - (hescape : Tendsto (fun t : ℝ => ‖P (t : ℂ)‖) atTop atTop) - (g : C(ℂ, ℝ)) (hg : ∀ z ∈ closedRibbon, g (P z) = z.re) - (hg0 : g (γ 0) = 0) (k : ℝ) (hk : 1 ≤ k) - (hpref : () ∈ GoodRibbonPrefix (fun _ : Unit => γ) - (fun _ => firstFrontTime (fun t => g (γ t)) k) P ε) - (hupper : LipschitzOnWith C P (ribbonStepPatch k)) - (hlower : ∀ z ∈ ribbonStepPatch k, ∀ w ∈ ribbonStepPatch k, - dist z w ≤ L * dist (P z) (P w)) : - ∃ d : RibbonHistory C L ε, d.U = U ∧ d.trace = γ ∧ d.forward = G ∧ - d.inverse = F ∧ d.chart = P ∧ d.front = k ∧ - (d.time : WithTop ℝ≥0) = firstFrontTime (fun t => g (γ t)) k := by - let τ := firstFrontTime (fun t => g (γ t)) k - have hfinite : τ ≠ ⊤ := hpref.1 - lift τ to ℝ≥0 using hfinite with T hT - have hfirst : firstFrontTime (fun t => g (γ t)) k = (T : WithTop ℝ≥0) := hT.symm - have hprefix : MapsTo γ (Icc 0 T) (ribbonCore P ε) := by - simpa only [hfirst, WithTop.untopD_coe] using hpref.2.1 - have hend : γ T ∈ ribbonCore P (ε / 4) := by - simpa only [hfirst, WithTop.untopD_coe] using hpref.2.2 - have hoff : |(coordinateInverse P closedRibbon (γ T)).im| ≤ ε / 4 := by - obtain ⟨z, ⟨hz, hiε⟩, he⟩ := hend - simpa only [← he, coordinateInverse_left hi hz] using hiε - obtain ⟨d, hU', hγ', hG', hF', hP', hk', ht⟩ := actual_history_at_global_front - U γ G F hU hw P hemb hP hi hH hescape g hg hg0 k hk T hfirst hprefix hoff hupper hlower - exact ⟨d, hU', hγ', hG', hF', hP', hk', by rw [ht]; exact hfirst.symm⟩ - -/-- The uniform step's mass is charged to the actual successive global -fronts, and its continuation is again a good measurable physical prefix. -/ -theorem RibbonHistory.actual_step_success - {C L : ℝ≥0} {ε : ℝ} (d : RibbonHistory C L ε) - (hε : ε ≤ 1 / 8) (hL : 0 < L) (κ v c : ℝ) - (g : C(ℂ, ℝ)) (hg : ∀ z ∈ closedRibbon, g (d.chart z) = z.re) - (hstep : d.futureTrace ∈ d.stepEvent κ v c) - (hupper : LipschitzOnWith C d.chart (ribbonStepPatch (d.front + 1))) - (hlower : ∀ u ∈ ribbonStepPatch (d.front + 1), - ∀ v ∈ ribbonStepPatch (d.front + 1), dist u v ≤ L * dist (d.chart u) (d.chart v)) : - () ∈ RibbonStepSuccess (fun _ : Unit => d.trace) - (fun _ => firstFrontTime (fun t => g (d.trace t)) d.front) - (fun _ => firstFrontTime (fun t => g (d.trace t)) (d.front + 1)) - d.chart ε κ v c (physicalMiddleRegion d.chart closedRibbon d.front ε) := by - obtain ⟨d', hf, ht, hchart, _, htrace, _, _, _⟩ := - d.next_history_of_stepEvent hε hL κ v c hstep hupper hlower - have hnext := d'.global_frontStop_eq g (by rw [hchart]; exact hg) - rw [htrace, hf] at hnext - have hprev := d.global_frontStop_eq g hg - change _ ∧ _ - constructor - · have hh := d'.goodRibbonPrefix - simpa only [GoodRibbonPrefix, mem_ofPred_eq, htrace, hchart, hnext, - WithTop.untopD_coe] using hh - · have hm : ENNReal.ofReal c ≤ segmentSausageCharge κ d.futureTrace 0 - (frontTime (fun t => longitudinalCoordinate d.chart closedRibbon d.front - (d.futureTrace t)) 1) v (physicalMiddleRegion d.chart closedRibbon d.front ε) := hstep.2 - change ENNReal.ofReal c ≤ segmentSausageCharge κ - (fun t => d.trace (d.time + t)) 0 _ v _ at hm - rw [segmentSausageCharge_shift, ← ht] at hm - simpa only [mem_ofPred_eq, hprev, hnext, WithTop.untopD_coe] using hm - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.RibbonStepSuccess +import OAI.Probability.SLE.Gauge.ExtendedRibbonStep + +namespace OAI + +/-! A measurable narrow physical prefix yields the exact actual history. +A successful uniform step yields the next such prefix and an actual mass +window between successive global first-front times. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates FirstFrontPassage BoundaryScaleLaw + +/-- The path-space step event is deterministic once the chart and integer +front are fixed, although the actual Loewner history is random. -/ +def ribbonPathStep (P : ℂ → ℂ) (C L : ℝ≥0) (ε k κ v c : ℝ) : Set C(ℝ≥0, ℂ) := + frontMassEvent (longitudinalCoordinate P closedRibbon k) + (physicalPassageRegion (fun z => P ((k : ℂ) + z)) ribbonStepCompact C ε (ε / L)) + (P ((k : ℂ) + 1)) (ε / L) κ v c (physicalMiddleRegion P closedRibbon k ε) + +lemma RibbonHistory.stepEvent_eq_ribbonPathStep + {C L : ℝ≥0} {ε : ℝ} (d : RibbonHistory C L ε) (κ v c : ℝ) : + d.stepEvent κ v c = ribbonPathStep d.chart C L ε d.front κ v c := rfl + +lemma ribbonPathStep_measurable + (P : ℂ → ℂ) (C L : ℝ≥0) (ε k κ v c : ℝ) + (hplanar : PublishedPlanarDiskOpenness) (hε : ε ≤ 1 / 8) (hk : 1 ≤ k) + (hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) + (hP : ContinuousOn P closedRibbon) + (hlower : ∀ z ∈ ribbonStepPatch k, ∀ w ∈ ribbonStepPatch k, + dist z w ≤ L * dist (P z) (P w)) : + MeasurableSet (ribbonPathStep P C L ε k κ v c) := by + let Q := fun z : ℂ => P ((k : ℂ) + z) + have hmap : MapsTo (fun z : ℂ => (k : ℂ) + z) ribbonStepCompact closedRibbon := by + intro z hz + change 0 ≤ k + z.re ∧ |0 + z.im| ≤ 1 + exact ⟨by linarith [hz.1], by simpa using hz.2.2.trans (by norm_num)⟩ + have hQ : ContinuousOn Q ribbonStepCompact := + hP.comp (continuous_const.add continuous_id).continuousOn hmap + have hQl : ∀ u ∈ ribbonStepCompact, ∀ w ∈ ribbonStepCompact, + dist u w ≤ L * dist (Q u) (Q w) := by + intro u hu w hw + simpa only [Q, dist_add_left] using + hlower _ (translate_ribbonStepCompact hu) _ (translate_ribbonStepCompact hw) + have hK := ribbonStepCompact_isCompact.image_of_continuousOn hQ + have hp : ContinuousOn (longitudinalCoordinate P closedRibbon k) (Q '' ribbonStepCompact) := + ((Complex.continuous_re.comp_continuousOn + (coordinateInverse_continuousOn_of_embedding P hemb.isEmbedding)).sub continuousOn_const).mono + (by rintro _ ⟨z, hz, rfl⟩; exact ⟨(k : ℂ) + z, hmap hz, rfl⟩) + have hV : IsOpen (physicalPassageRegion Q ribbonStepCompact C ε (ε / L)) := by + have he : ribbonStepCompact ∩ passageCoordinateRegion C ε (ε / L) = + interior ribbonStepCompact ∩ passageCoordinateRegion C ε (ε / L) := by + apply Subset.antisymm + · exact fun z hz => ⟨ribbonStepCompact_passage hε C (ε / L) hz, hz.2⟩ + · exact inter_subset_inter_left _ interior_subset + unfold physicalPassageRegion + rw [he] + exact isOpen_image_coordinate_subset hplanar Q ribbonStepCompact _ hQ + (lower_lipschitz_injOn _ _ L hQl) + (isOpen_interior.inter (passageCoordinateRegion_isOpen C ε (ε / L))) + (inter_subset_left.trans interior_subset) + exact measurableSet_frontMassEvent _ _ _ _ κ v c _ _ hK.isClosed hp hV + (image_mono inter_subset_left) + +theorem actual_history_of_goodRibbonPrefix + {C L : ℝ≥0} {ε : ℝ} + (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (P : ℂ → ℂ) + (hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) + (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) + (hH : ∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) + (hescape : Tendsto (fun t : ℝ => ‖P (t : ℂ)‖) atTop atTop) + (g : C(ℂ, ℝ)) (hg : ∀ z ∈ closedRibbon, g (P z) = z.re) + (hg0 : g (γ 0) = 0) (k : ℝ) (hk : 1 ≤ k) + (hpref : () ∈ GoodRibbonPrefix (fun _ : Unit => γ) + (fun _ => firstFrontTime (fun t => g (γ t)) k) P ε) + (hupper : LipschitzOnWith C P (ribbonStepPatch k)) + (hlower : ∀ z ∈ ribbonStepPatch k, ∀ w ∈ ribbonStepPatch k, + dist z w ≤ L * dist (P z) (P w)) : + ∃ d : RibbonHistory C L ε, d.U = U ∧ d.trace = γ ∧ d.forward = G ∧ + d.inverse = F ∧ d.chart = P ∧ d.front = k ∧ + (d.time : WithTop ℝ≥0) = firstFrontTime (fun t => g (γ t)) k := by + let τ := firstFrontTime (fun t => g (γ t)) k + have hfinite : τ ≠ ⊤ := hpref.1 + lift τ to ℝ≥0 using hfinite with T hT + have hfirst : firstFrontTime (fun t => g (γ t)) k = (T : WithTop ℝ≥0) := hT.symm + have hprefix : MapsTo γ (Icc 0 T) (ribbonCore P ε) := by + simpa only [hfirst, WithTop.untopD_coe] using hpref.2.1 + have hend : γ T ∈ ribbonCore P (ε / 4) := by + simpa only [hfirst, WithTop.untopD_coe] using hpref.2.2 + have hoff : |(coordinateInverse P closedRibbon (γ T)).im| ≤ ε / 4 := by + obtain ⟨z, ⟨hz, hiε⟩, he⟩ := hend + simpa only [← he, coordinateInverse_left hi hz] using hiε + obtain ⟨d, hU', hγ', hG', hF', hP', hk', ht⟩ := actual_history_at_global_front + U γ G F hU hw P hemb hP hi hH hescape g hg hg0 k hk T hfirst hprefix hoff hupper hlower + exact ⟨d, hU', hγ', hG', hF', hP', hk', by rw [ht]; exact hfirst.symm⟩ + +/-- The uniform step's mass is charged to the actual successive global +fronts, and its continuation is again a good measurable physical prefix. -/ +theorem RibbonHistory.actual_step_success + {C L : ℝ≥0} {ε : ℝ} (d : RibbonHistory C L ε) + (hε : ε ≤ 1 / 8) (hL : 0 < L) (κ v c : ℝ) + (g : C(ℂ, ℝ)) (hg : ∀ z ∈ closedRibbon, g (d.chart z) = z.re) + (hstep : d.futureTrace ∈ d.stepEvent κ v c) + (hupper : LipschitzOnWith C d.chart (ribbonStepPatch (d.front + 1))) + (hlower : ∀ u ∈ ribbonStepPatch (d.front + 1), + ∀ v ∈ ribbonStepPatch (d.front + 1), dist u v ≤ L * dist (d.chart u) (d.chart v)) : + () ∈ RibbonStepSuccess (fun _ : Unit => d.trace) + (fun _ => firstFrontTime (fun t => g (d.trace t)) d.front) + (fun _ => firstFrontTime (fun t => g (d.trace t)) (d.front + 1)) + d.chart ε κ v c (physicalMiddleRegion d.chart closedRibbon d.front ε) := by + obtain ⟨d', hf, ht, hchart, _, htrace, _, _, _⟩ := + d.next_history_of_stepEvent hε hL κ v c hstep hupper hlower + have hnext := d'.global_frontStop_eq g (by rw [hchart]; exact hg) + rw [htrace, hf] at hnext + have hprev := d.global_frontStop_eq g hg + change _ ∧ _ + constructor + · have hh := d'.goodRibbonPrefix + simpa only [GoodRibbonPrefix, mem_ofPred_eq, htrace, hchart, hnext, + WithTop.untopD_coe] using hh + · have hm : ENNReal.ofReal c ≤ segmentSausageCharge κ d.futureTrace 0 + (frontTime (fun t => longitudinalCoordinate d.chart closedRibbon d.front + (d.futureTrace t)) 1) v (physicalMiddleRegion d.chart closedRibbon d.front ε) := hstep.2 + change ENNReal.ofReal c ≤ segmentSausageCharge κ + (fun t => d.trace (d.time + t)) 0 _ v _ at hm + rw [segmentSausageCharge_shift, ← ht] at hm + simpa only [mem_ofPred_eq, hprev, hnext, WithTop.untopD_coe] using hm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualRibbonStoppedMass.lean b/lean/OAI/Probability/SLE/Gauge/ActualRibbonStoppedMass.lean index 98f4752be57b582063f5e3738d7cbe2610e00e88..6988e1a0bf7f2fe66e3991682071c00a09d0b9ee 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualRibbonStoppedMass.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualRibbonStoppedMass.lean @@ -1,80 +1,80 @@ -import OAI.Probability.SLE.Gauge.ActualRibbonMass - -namespace OAI - -/-! The retained mass is present at successful completion and is observable -at that stopping time. It supplies the adapted cover tests and the -successful-completion change of measure. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open RibbonCoordinates FrontSuccessMeasurability - -lemma untopD_le_of_le_finite {a b : WithTop ℝ≥0} (hab : a ≤ b) (hb : b ≠ ⊤) : - a.untopD 0 ≤ b.untopD 0 := by - cases a with - | top => exact False.elim (hb (top_le_iff.mp hab)) - | coe s => - cases b with - | top => exact False.elim (hb rfl) - | coe t => simpa only [WithTop.untopD_coe, WithTop.coe_le_coe] using hab - -/-- All selected mass is measurable by the successful completion time; -no later portion of the trace is used to create a dense candidate. -/ -theorem actual_successes_force_stopped_mass - {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (hc : ∀ ω, Continuous (γ ω)) - (g : C(ℂ, ℝ)) (hg0 : ∀ ω, g (γ ω 0) = 0) (P : ℂ → ℂ) - (hplanar : PublishedPlanarDiskOpenness) (hP : ContinuousOn P closedRibbon) - (hi : InjOn P closedRibbon) (ε κ v c : ℝ) (hε : ε ≤ 1) - (N : ℕ) (I : Finset ℕ) (hI : ∀ i ∈ I, 0 < i ∧ i ≤ N) (D : Set ℂ) - (hregions : ∀ i ∈ I, physicalMiddleRegion P closedRibbon i ε ⊆ D) - (ω : Ω) (hω : ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ 0) P ε ∩ - ⋂ n ∈ Finset.range N, actualRibbonSuccess γ g P ε κ v c n) : - ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ N) P ε ∧ - (I.card : ℝ≥0∞) * ENNReal.ofReal c ≤ segmentSausageCharge κ (γ ω) 0 - ((ribbonIntegerFront g γ N ω).untopD 0) v D := by - have hpref := actual_successes_terminal_prefix γ g P ε κ v c N ω hω - have hmono := ribbonIntegerFront_monotone g γ hc hg0 - let T := (ribbonIntegerFront g γ N ω).untopD 0 - let f := sourceTracePath γ hc ω - let p := clampedPath f 0 T - have htbound (i : ℕ) (hiN : i ≤ N) : (ribbonIntegerFront g γ i ω).untopD 0 ≤ T := - untopD_le_of_le_finite (hmono hiN ω) hpref.1 - have hmass := whole_sausage_charge_from_ribbon_steps hplanar P hP hi hε I κ p - (fun i => (ribbonIntegerFront g γ (i - 1) ω).untopD 0) - (fun i => (ribbonIntegerFront g γ i ω).untopD 0) v c D hregions - have hselected (i : ℕ) (hiI : i ∈ I) : ENNReal.ofReal c ≤ - segmentSausageCharge κ p ((ribbonIntegerFront g γ (i - 1) ω).untopD 0) - ((ribbonIntegerFront g γ i ω).untopD 0) v (physicalMiddleRegion P closedRibbon i ε) := by - obtain ⟨hi0, hiN⟩ := hI i hiI - have hsub : i - 1 + 1 = i := Nat.sub_add_cancel hi0 - have hreal : ((i - 1 : ℕ) : ℝ) + 1 = (i : ℝ) := by exact_mod_cast hsub - have hn : i - 1 < N := by omega - have hs := (mem_iInter.mp (mem_iInter.mp hω.2 (i - 1)) (Finset.mem_range.mpr hn)).2 - have hcharge : ENNReal.ofReal c ≤ segmentSausageCharge κ (γ ω) - ((ribbonIntegerFront g γ (i - 1) ω).untopD 0) ((ribbonIntegerFront g γ i ω).untopD 0) v - (physicalMiddleRegion P closedRibbon i ε) := by - simpa only [mem_ofPred_eq, hsub, hreal] using hs - have he : EqOn p (γ ω) (Icc ((ribbonIntegerFront g γ (i - 1) ω).untopD 0) - ((ribbonIntegerFront g γ i ω).untopD 0)) := by - intro u hu - have huT := hu.2.trans (htbound i hiN) - simp only [p, clampedPath, ContinuousMap.comp_apply, ContinuousMap.coe_mk, - min_eq_left huT, zero_le, max_eq_right, f, sourceTracePath] - simpa only [segmentSausageCharge, sourceSausageSet_congr_interval he v] using hcharge - have hh := hmass hselected - have he := sourceSausageSet_eq_clamped f 0 T (bot_le : (0 : ℝ≥0) ≤ T) v - refine ⟨hpref, ?_⟩ - change (I.card : ℝ≥0∞) * ENNReal.ofReal c ≤ wholeSausageCharge κ (clampedPath f 0 T) v D at hh - unfold wholeSausageCharge at hh - rw [← he] at hh - simpa only [segmentSausageCharge, f, sourceTracePath, ContinuousMap.coe_mk] using hh - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ActualRibbonMass + +namespace OAI + +/-! The retained mass is present at successful completion and is observable +at that stopping time. It supplies the adapted cover tests and the +successful-completion change of measure. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates FrontSuccessMeasurability + +lemma untopD_le_of_le_finite {a b : WithTop ℝ≥0} (hab : a ≤ b) (hb : b ≠ ⊤) : + a.untopD 0 ≤ b.untopD 0 := by + cases a with + | top => exact False.elim (hb (top_le_iff.mp hab)) + | coe s => + cases b with + | top => exact False.elim (hb rfl) + | coe t => simpa only [WithTop.untopD_coe, WithTop.coe_le_coe] using hab + +/-- All selected mass is measurable by the successful completion time; +no later portion of the trace is used to create a dense candidate. -/ +theorem actual_successes_force_stopped_mass + {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (hc : ∀ ω, Continuous (γ ω)) + (g : C(ℂ, ℝ)) (hg0 : ∀ ω, g (γ ω 0) = 0) (P : ℂ → ℂ) + (hplanar : PublishedPlanarDiskOpenness) (hP : ContinuousOn P closedRibbon) + (hi : InjOn P closedRibbon) (ε κ v c : ℝ) (hε : ε ≤ 1) + (N : ℕ) (I : Finset ℕ) (hI : ∀ i ∈ I, 0 < i ∧ i ≤ N) (D : Set ℂ) + (hregions : ∀ i ∈ I, physicalMiddleRegion P closedRibbon i ε ⊆ D) + (ω : Ω) (hω : ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ 0) P ε ∩ + ⋂ n ∈ Finset.range N, actualRibbonSuccess γ g P ε κ v c n) : + ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ N) P ε ∧ + (I.card : ℝ≥0∞) * ENNReal.ofReal c ≤ segmentSausageCharge κ (γ ω) 0 + ((ribbonIntegerFront g γ N ω).untopD 0) v D := by + have hpref := actual_successes_terminal_prefix γ g P ε κ v c N ω hω + have hmono := ribbonIntegerFront_monotone g γ hc hg0 + let T := (ribbonIntegerFront g γ N ω).untopD 0 + let f := sourceTracePath γ hc ω + let p := clampedPath f 0 T + have htbound (i : ℕ) (hiN : i ≤ N) : (ribbonIntegerFront g γ i ω).untopD 0 ≤ T := + untopD_le_of_le_finite (hmono hiN ω) hpref.1 + have hmass := whole_sausage_charge_from_ribbon_steps hplanar P hP hi hε I κ p + (fun i => (ribbonIntegerFront g γ (i - 1) ω).untopD 0) + (fun i => (ribbonIntegerFront g γ i ω).untopD 0) v c D hregions + have hselected (i : ℕ) (hiI : i ∈ I) : ENNReal.ofReal c ≤ + segmentSausageCharge κ p ((ribbonIntegerFront g γ (i - 1) ω).untopD 0) + ((ribbonIntegerFront g γ i ω).untopD 0) v (physicalMiddleRegion P closedRibbon i ε) := by + obtain ⟨hi0, hiN⟩ := hI i hiI + have hsub : i - 1 + 1 = i := Nat.sub_add_cancel hi0 + have hreal : ((i - 1 : ℕ) : ℝ) + 1 = (i : ℝ) := by exact_mod_cast hsub + have hn : i - 1 < N := by omega + have hs := (mem_iInter.mp (mem_iInter.mp hω.2 (i - 1)) (Finset.mem_range.mpr hn)).2 + have hcharge : ENNReal.ofReal c ≤ segmentSausageCharge κ (γ ω) + ((ribbonIntegerFront g γ (i - 1) ω).untopD 0) ((ribbonIntegerFront g γ i ω).untopD 0) v + (physicalMiddleRegion P closedRibbon i ε) := by + simpa only [mem_ofPred_eq, hsub, hreal] using hs + have he : EqOn p (γ ω) (Icc ((ribbonIntegerFront g γ (i - 1) ω).untopD 0) + ((ribbonIntegerFront g γ i ω).untopD 0)) := by + intro u hu + have huT := hu.2.trans (htbound i hiN) + simp only [p, clampedPath, ContinuousMap.comp_apply, ContinuousMap.coe_mk, + min_eq_left huT, zero_le, max_eq_right, f, sourceTracePath] + simpa only [segmentSausageCharge, sourceSausageSet_congr_interval he v] using hcharge + have hh := hmass hselected + have he := sourceSausageSet_eq_clamped f 0 T (bot_le : (0 : ℝ≥0) ≤ T) v + refine ⟨hpref, ?_⟩ + change (I.card : ℝ≥0∞) * ENNReal.ofReal c ≤ wholeSausageCharge κ (clampedPath f 0 T) v D at hh + unfold wholeSausageCharge at hh + rw [← he] at hh + simpa only [segmentSausageCharge, f, sourceTracePath, ContinuousMap.coe_mk] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualSequencePassage.lean b/lean/OAI/Probability/SLE/Gauge/ActualSequencePassage.lean index 6e881f5089294487c2bc78f6bf076adcf4f2ff24..7a8a567b04056aec094003de80219c9f8e56a9bb 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualSequencePassage.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualSequencePassage.lean @@ -1,117 +1,117 @@ -import OAI.Probability.SLE.Geometry.ActualGuideCompactness -import OAI.Probability.SLE.Gauge.SequencePassageSuccess - -namespace OAI - -/-! The actual joint guide compactness theorem retains the whole normalized -parameter-guide family. Uniform convergence of that family supplies the -common access point and the small physical radius needed by the proved -sequence passage theorem. No separate access-radius hypothesis is needed. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.SequencePassage -open FirstHeightSupport EarlyPassageLocalization FirstFrontPassage PassageSuccess - -/-- Uniform guide convergence and simplicity of the limiting guide give a -nonzero common access point at an arbitrarily small positive guide time. -/ -theorem small_initial_access_segment - (C : ℝ≥0) (r : ℝ) (hr : 0 < r) - (βₙ : ℕ → ℝ → ℂ) (β : ℝ → ℂ) - (hβ0 : β 0 = 0) (hβi : InjOn β (Icc 0 2)) - (hconv : TendstoUniformlyOn βₙ β atTop (Icc 0 2)) : - ∃ δ : ℝ, 0 < δ ∧ δ ≤ 2 ∧ (C : ℝ) * δ ≤ r ∧ β δ ≠ 0 ∧ - Tendsto (fun n => βₙ n δ) atTop (𝓝 (β δ)) := by - let δ : ℝ := min 1 (r / ((C : ℝ) + 1)) - have hden : 0 < (C : ℝ) + 1 := by positivity - have hδ : 0 < δ := lt_min (by norm_num) (div_pos hr hden) - have hδ2 : δ ≤ 2 := (min_le_left _ _).trans (by norm_num) - have hprod : δ * ((C : ℝ) + 1) ≤ r := (le_div_iff₀ hden).mp (min_le_right _ _) - have hsmall : (C : ℝ) * δ ≤ r := by nlinarith - have hne : β δ ≠ 0 := by - intro he - have hδ0 : δ = 0 := hβi ⟨hδ.le, hδ2⟩ ⟨le_rfl, by norm_num⟩ (he.trans hβ0.symm) - exact hδ.ne' hδ0 - exact ⟨δ, hδ, hδ2, hsmall, hne, hconv.tendsto_at ⟨hδ.le, hδ2⟩⟩ - -/-- A convergent normalized guide family gives the full sequence passage -estimate, with hypotheses on deterministic continuation tubes and ribbon -coordinate regions. -/ -theorem localized_sequence_success_of_uniform_guide_limit - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) - (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) - (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) - (γ ω) (G ω) (F₀ ω)) - (hboundary : PublishedLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (Fₙ : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ) - (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) - (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) - (hbar : ∀ n, ContinuousOn (Fbar n) closedHalfPlane) - (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) - (βₙ : ℕ → ℝ → ℂ) - (hβc : ∀ n, ContinuousOn (βₙ n) (Icc 0 2)) (hβ0 : ∀ n, βₙ n 0 = 0) - (hβHn : ∀ n t, t ∈ Icc (0 : ℝ) 2 → 0 ≤ (βₙ n t).im) - (β : ℝ → ℂ) (hβlim0 : β 0 = 0) (hβlimi : InjOn β (Icc 0 2)) - (hβconv : TendstoUniformlyOn βₙ β atTop (Icc 0 2)) - (αₙ : ℕ → ℝ → ℂ) (aₙ : ℕ → ℂ) (Cg : ℝ≥0) - (hα : ∀ n, LipschitzOnWith Cg (αₙ n) (Icc 0 2)) (hα0 : ∀ n, αₙ n 0 = aₙ n) - (hmap : ∀ n t, t ∈ Icc (0 : ℝ) 2 → Fbar n (βₙ n t) = (αₙ n t : OnePoint ℂ)) - (r₀ : ℝ) (hr₀ : 0 < r₀) : - ∃ T₀ : ℝ≥0, 0 < T₀ ∧ ∃ q₀ b₀ b A d L₀ : ℝ, - 0 < q₀ ∧ 0 < b₀ ∧ 0 < b ∧ 0 < A ∧ 0 < d ∧ 1 < L₀ ∧ - ∀ (L : ℝ), L₀ ≤ L → A * L ^ (-d) ≤ q₀ / 2 → - ∀ (B r : ℝ), 0 < B → 0 < r → B / 2 ≤ b₀ * L ^ b → - ∀ (F : ℂ → ℂ), DifferentiableOn ℂ F upperHalfPlane → - ∀ (a : ℂ) (O W : Set ℂ), IsOpen O → IsOpen W → - ∀ (β : ℝ → ℂ) (tB T : ℝ), 0 < tB → tB < T → - ContinuousOn β (Icc 0 T) → InjOn β (Icc 0 T) → - (∀ t ∈ Ioc 0 T, 0 < (β t).im) → ‖β tB‖ = B → - (∀ t ∈ Ioc tB T, B < ‖β t‖) → - (∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) → - (∀ w : ℂ, B / 8 ≤ ‖w‖ → ‖w‖ ≤ B → ‖w‖ / 2 ≤ w.im → ‖F w - a‖ < r / 4) → - F '' (β '' Icc tB T) ⊆ O → β T ∈ W → - (∀ w ∈ upperHalfPlane, deriv F w ≠ 0) → - TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane → - ∀ (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ), IsOpen U → - ContinuousOn p U → (∀ n, ContinuousOn (pₙ n) U) → - TendstoLocallyUniformlyOn pₙ p atTop U → - ball a (r / 2) ∪ O ⊆ U → (∀ w ∈ W, 1 < p (F w)) → - (∀ w ∈ ball a (r / 4), p w < 1 / 3) → - (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ U ∩ {w | pₙ n w < 1}) → - ∀ (V : Set ℂ), IsOpen V → ball a (r / 2) ∪ O ⊆ V → - ∀ (Vₙ : ℕ → Set ℂ), (∀ᶠ n in atTop, V ⊆ Vₙ n) → - ∀ (bₙ : ℕ → ℂ) (ε : ℝ), - (∀ n w, w ∈ Vₙ n → pₙ n w = 1 → ‖w - bₙ n‖ < ε / 4) → - (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ Vₙ n) → - ∀ (R : Set ℂ), IsOpen R → - (∀ w ∈ ball a (r / 2) ∪ O, 1 / 3 < p w → p w < 2 / 3 → w ∈ R) → - ∀ (v : ℕ → ℝ), (∀ n, 0 < v n) → Tendsto v atTop (𝓝 0) → - ∀ (η : ℕ → Ω → ℝ≥0 → ℂ), (∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) → - (∀ n, ∀ᵐ ω ∂P, ∀ t, Fbar n (γ ω t) = (η n ω t : OnePoint ℂ)) → - ∀ (Rₙ : ℕ → Set ℂ), (∀ᶠ n in atTop, R ⊆ Rₙ n) → - ∃ c q : ℝ, 0 < c ∧ 0 < q ∧ ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P {ω | - ω ∈ FrontSuccess η pₙ - (fun ω => boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) Vₙ bₙ ε n ∧ - ENNReal.ofReal c ≤ segmentSausageCharge κ (η n ω) - (boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) - (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by - obtain ⟨δ, hδ, hδ2, hsmall, hz, hpoint⟩ := - small_initial_access_segment Cg r₀ hr₀ βₙ β hβlim0 hβlimi hβconv - have hsub : Icc (0 : ℝ) δ ⊆ Icc 0 2 := Icc_subset_Icc_right hδ2 - exact localized_sequence_passage_success κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw - hboundary hsupport Fₙ Fbar hFn hinj hbar hext δ hδ βₙ - (fun n => (hβc n).mono hsub) hβ0 (fun n t ht => hβHn n t (hsub ht)) - (β δ) hz hpoint αₙ aₙ Cg (fun n => (hα n).mono hsub) hα0 - (fun n t ht => hmap n t (hsub ht)) r₀ hr₀ hsmall - -end SLEExactGauge.SequencePassage - -end - -end OAI +import OAI.Probability.SLE.Geometry.ActualGuideCompactness +import OAI.Probability.SLE.Gauge.SequencePassageSuccess + +namespace OAI + +/-! The actual joint guide compactness theorem retains the whole normalized +parameter-guide family. Uniform convergence of that family supplies the +common access point and the small physical radius needed by the proved +sequence passage theorem. No separate access-radius hypothesis is needed. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.SequencePassage +open FirstHeightSupport EarlyPassageLocalization FirstFrontPassage PassageSuccess + +/-- Uniform guide convergence and simplicity of the limiting guide give a +nonzero common access point at an arbitrarily small positive guide time. -/ +theorem small_initial_access_segment + (C : ℝ≥0) (r : ℝ) (hr : 0 < r) + (βₙ : ℕ → ℝ → ℂ) (β : ℝ → ℂ) + (hβ0 : β 0 = 0) (hβi : InjOn β (Icc 0 2)) + (hconv : TendstoUniformlyOn βₙ β atTop (Icc 0 2)) : + ∃ δ : ℝ, 0 < δ ∧ δ ≤ 2 ∧ (C : ℝ) * δ ≤ r ∧ β δ ≠ 0 ∧ + Tendsto (fun n => βₙ n δ) atTop (𝓝 (β δ)) := by + let δ : ℝ := min 1 (r / ((C : ℝ) + 1)) + have hden : 0 < (C : ℝ) + 1 := by positivity + have hδ : 0 < δ := lt_min (by norm_num) (div_pos hr hden) + have hδ2 : δ ≤ 2 := (min_le_left _ _).trans (by norm_num) + have hprod : δ * ((C : ℝ) + 1) ≤ r := (le_div_iff₀ hden).mp (min_le_right _ _) + have hsmall : (C : ℝ) * δ ≤ r := by nlinarith + have hne : β δ ≠ 0 := by + intro he + have hδ0 : δ = 0 := hβi ⟨hδ.le, hδ2⟩ ⟨le_rfl, by norm_num⟩ (he.trans hβ0.symm) + exact hδ.ne' hδ0 + exact ⟨δ, hδ, hδ2, hsmall, hne, hconv.tendsto_at ⟨hδ.le, hδ2⟩⟩ + +/-- A convergent normalized guide family gives the full sequence passage +estimate, with hypotheses on deterministic continuation tubes and ribbon +coordinate regions. -/ +theorem localized_sequence_success_of_uniform_guide_limit + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (G ω) (F₀ ω)) + (hboundary : PublishedLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (Fₙ : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hbar : ∀ n, ContinuousOn (Fbar n) closedHalfPlane) + (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) + (βₙ : ℕ → ℝ → ℂ) + (hβc : ∀ n, ContinuousOn (βₙ n) (Icc 0 2)) (hβ0 : ∀ n, βₙ n 0 = 0) + (hβHn : ∀ n t, t ∈ Icc (0 : ℝ) 2 → 0 ≤ (βₙ n t).im) + (β : ℝ → ℂ) (hβlim0 : β 0 = 0) (hβlimi : InjOn β (Icc 0 2)) + (hβconv : TendstoUniformlyOn βₙ β atTop (Icc 0 2)) + (αₙ : ℕ → ℝ → ℂ) (aₙ : ℕ → ℂ) (Cg : ℝ≥0) + (hα : ∀ n, LipschitzOnWith Cg (αₙ n) (Icc 0 2)) (hα0 : ∀ n, αₙ n 0 = aₙ n) + (hmap : ∀ n t, t ∈ Icc (0 : ℝ) 2 → Fbar n (βₙ n t) = (αₙ n t : OnePoint ℂ)) + (r₀ : ℝ) (hr₀ : 0 < r₀) : + ∃ T₀ : ℝ≥0, 0 < T₀ ∧ ∃ q₀ b₀ b A d L₀ : ℝ, + 0 < q₀ ∧ 0 < b₀ ∧ 0 < b ∧ 0 < A ∧ 0 < d ∧ 1 < L₀ ∧ + ∀ (L : ℝ), L₀ ≤ L → A * L ^ (-d) ≤ q₀ / 2 → + ∀ (B r : ℝ), 0 < B → 0 < r → B / 2 ≤ b₀ * L ^ b → + ∀ (F : ℂ → ℂ), DifferentiableOn ℂ F upperHalfPlane → + ∀ (a : ℂ) (O W : Set ℂ), IsOpen O → IsOpen W → + ∀ (β : ℝ → ℂ) (tB T : ℝ), 0 < tB → tB < T → + ContinuousOn β (Icc 0 T) → InjOn β (Icc 0 T) → + (∀ t ∈ Ioc 0 T, 0 < (β t).im) → ‖β tB‖ = B → + (∀ t ∈ Ioc tB T, B < ‖β t‖) → + (∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) → + (∀ w : ℂ, B / 8 ≤ ‖w‖ → ‖w‖ ≤ B → ‖w‖ / 2 ≤ w.im → ‖F w - a‖ < r / 4) → + F '' (β '' Icc tB T) ⊆ O → β T ∈ W → + (∀ w ∈ upperHalfPlane, deriv F w ≠ 0) → + TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane → + ∀ (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ), IsOpen U → + ContinuousOn p U → (∀ n, ContinuousOn (pₙ n) U) → + TendstoLocallyUniformlyOn pₙ p atTop U → + ball a (r / 2) ∪ O ⊆ U → (∀ w ∈ W, 1 < p (F w)) → + (∀ w ∈ ball a (r / 4), p w < 1 / 3) → + (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ U ∩ {w | pₙ n w < 1}) → + ∀ (V : Set ℂ), IsOpen V → ball a (r / 2) ∪ O ⊆ V → + ∀ (Vₙ : ℕ → Set ℂ), (∀ᶠ n in atTop, V ⊆ Vₙ n) → + ∀ (bₙ : ℕ → ℂ) (ε : ℝ), + (∀ n w, w ∈ Vₙ n → pₙ n w = 1 → ‖w - bₙ n‖ < ε / 4) → + (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ Vₙ n) → + ∀ (R : Set ℂ), IsOpen R → + (∀ w ∈ ball a (r / 2) ∪ O, 1 / 3 < p w → p w < 2 / 3 → w ∈ R) → + ∀ (v : ℕ → ℝ), (∀ n, 0 < v n) → Tendsto v atTop (𝓝 0) → + ∀ (η : ℕ → Ω → ℝ≥0 → ℂ), (∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) → + (∀ n, ∀ᵐ ω ∂P, ∀ t, Fbar n (γ ω t) = (η n ω t : OnePoint ℂ)) → + ∀ (Rₙ : ℕ → Set ℂ), (∀ᶠ n in atTop, R ⊆ Rₙ n) → + ∃ c q : ℝ, 0 < c ∧ 0 < q ∧ ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P {ω | + ω ∈ FrontSuccess η pₙ + (fun ω => boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) Vₙ bₙ ε n ∧ + ENNReal.ofReal c ≤ segmentSausageCharge κ (η n ω) + (boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) + (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by + obtain ⟨δ, hδ, hδ2, hsmall, hz, hpoint⟩ := + small_initial_access_segment Cg r₀ hr₀ βₙ β hβlim0 hβlimi hβconv + have hsub : Icc (0 : ℝ) δ ⊆ Icc 0 2 := Icc_subset_Icc_right hδ2 + exact localized_sequence_passage_success κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw + hboundary hsupport Fₙ Fbar hFn hinj hbar hext δ hδ βₙ + (fun n => (hβc n).mono hsub) hβ0 (fun n t ht => hβHn n t (hsub ht)) + (β δ) hz hpoint αₙ aₙ Cg (fun n => (hα n).mono hsub) hα0 + (fun n t ht => hmap n t (hsub ht)) r₀ hr₀ hsmall + +end SLEExactGauge.SequencePassage + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ActualSequencePassageRegions.lean b/lean/OAI/Probability/SLE/Gauge/ActualSequencePassageRegions.lean index e7e230b692a1df0e4a4c5d3df804fb158b54eb4e..3f5126fd6bc8e4115603b981bfb33c8f19adae79 100644 --- a/lean/OAI/Probability/SLE/Gauge/ActualSequencePassageRegions.lean +++ b/lean/OAI/Probability/SLE/Gauge/ActualSequencePassageRegions.lean @@ -1,93 +1,93 @@ -import OAI.Probability.SLE.Gauge.ActualSequencePassage -import OAI.Probability.SLE.Gauge.SequencePassageRegions - -namespace OAI - -/-! Actual convergent guide families imply sequence passage using only -compact-dependent middle-strip margins. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.SequencePassage -open FirstHeightSupport EarlyPassageLocalization FirstFrontPassage PassageSuccess - -/-- A convergent normalized guide family gives the full sequence passage -estimate, with hypotheses on deterministic continuation tubes and ribbon -coordinate regions. -/ -theorem localized_sequence_success_of_uniform_guide_limit_middle_regions - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) - (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) - (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) - (γ ω) (G ω) (F₀ ω)) - (hboundary : PublishedLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (Fₙ : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ) - (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) - (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) - (hbar : ∀ n, ContinuousOn (Fbar n) closedHalfPlane) - (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) - (βₙ : ℕ → ℝ → ℂ) - (hβc : ∀ n, ContinuousOn (βₙ n) (Icc 0 2)) (hβ0 : ∀ n, βₙ n 0 = 0) - (hβHn : ∀ n t, t ∈ Icc (0 : ℝ) 2 → 0 ≤ (βₙ n t).im) - (β : ℝ → ℂ) (hβlim0 : β 0 = 0) (hβlimi : InjOn β (Icc 0 2)) - (hβconv : TendstoUniformlyOn βₙ β atTop (Icc 0 2)) - (αₙ : ℕ → ℝ → ℂ) (aₙ : ℕ → ℂ) (Cg : ℝ≥0) - (hα : ∀ n, LipschitzOnWith Cg (αₙ n) (Icc 0 2)) (hα0 : ∀ n, αₙ n 0 = aₙ n) - (hmap : ∀ n t, t ∈ Icc (0 : ℝ) 2 → Fbar n (βₙ n t) = (αₙ n t : OnePoint ℂ)) - (r₀ : ℝ) (hr₀ : 0 < r₀) : - ∃ T₀ : ℝ≥0, 0 < T₀ ∧ ∃ q₀ b₀ b A d L₀ : ℝ, - 0 < q₀ ∧ 0 < b₀ ∧ 0 < b ∧ 0 < A ∧ 0 < d ∧ 1 < L₀ ∧ - ∀ (L : ℝ), L₀ ≤ L → A * L ^ (-d) ≤ q₀ / 2 → - ∀ (B r : ℝ), 0 < B → 0 < r → B / 2 ≤ b₀ * L ^ b → - ∀ (F : ℂ → ℂ), DifferentiableOn ℂ F upperHalfPlane → - ∀ (a : ℂ) (O W : Set ℂ), IsOpen O → IsOpen W → - ∀ (β : ℝ → ℂ) (tB T : ℝ), 0 < tB → tB < T → - ContinuousOn β (Icc 0 T) → InjOn β (Icc 0 T) → - (∀ t ∈ Ioc 0 T, 0 < (β t).im) → ‖β tB‖ = B → - (∀ t ∈ Ioc tB T, B < ‖β t‖) → - (∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) → - (∀ w : ℂ, B / 8 ≤ ‖w‖ → ‖w‖ ≤ B → ‖w‖ / 2 ≤ w.im → ‖F w - a‖ < r / 4) → - F '' (β '' Icc tB T) ⊆ O → β T ∈ W → - (∀ w ∈ upperHalfPlane, deriv F w ≠ 0) → - TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane → - ∀ (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ), IsOpen U → - ContinuousOn p U → (∀ᶠ n in atTop, ContinuousOn (pₙ n) U) → - TendstoLocallyUniformlyOn pₙ p atTop U → - ball a (r / 2) ∪ O ⊆ U → (∀ w ∈ W, 1 < p (F w)) → - (∀ w ∈ ball a (r / 4), p w < 1 / 3) → - (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ U ∩ {w | pₙ n w < 1}) → - ∀ (V : Set ℂ), IsOpen V → ball a (r / 2) ∪ O ⊆ V → - ∀ (Vₙ : ℕ → Set ℂ), (∀ᶠ n in atTop, V ⊆ Vₙ n) → - ∀ (bₙ : ℕ → ℂ) (ε : ℝ), - (∀ n w, w ∈ Vₙ n → pₙ n w = 1 → ‖w - bₙ n‖ < ε / 4) → - (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ Vₙ n) → - ∀ (v : ℕ → ℝ), (∀ n, 0 < v n) → Tendsto v atTop (𝓝 0) → - ∀ (η : ℕ → Ω → ℝ≥0 → ℂ), (∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) → - (∀ n, ∀ᵐ ω ∂P, ∀ t, Fbar n (γ ω t) = (η n ω t : OnePoint ℂ)) → - ∀ (Rₙ : ℕ → Set ℂ), - (∀ᶠ n in atTop, U ∩ {w | (1 / 3 : ℝ) < pₙ n w ∧ pₙ n w < 2 / 3} ⊆ Rₙ n) → - ∃ c q : ℝ, 0 < c ∧ 0 < q ∧ ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P {ω | - ω ∈ FrontSuccess η pₙ - (fun ω => boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) Vₙ bₙ ε n ∧ - ENNReal.ofReal c ≤ segmentSausageCharge κ (η n ω) - (boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) - (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by - obtain ⟨δ, hδ, hδ2, hsmall, hz, hpoint⟩ := - small_initial_access_segment Cg r₀ hr₀ βₙ β hβlim0 hβlimi hβconv - have hsub : Icc (0 : ℝ) δ ⊆ Icc 0 2 := Icc_subset_Icc_right hδ2 - exact localized_sequence_passage_success_middle_regions κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw - hboundary hsupport Fₙ Fbar hFn hinj hbar hext δ hδ βₙ - (fun n => (hβc n).mono hsub) hβ0 (fun n t ht => hβHn n t (hsub ht)) - (β δ) hz hpoint αₙ aₙ Cg (fun n => (hα n).mono hsub) hα0 - (fun n t ht => hmap n t (hsub ht)) r₀ hr₀ hsmall - -end SLEExactGauge.SequencePassage - -end - -end OAI +import OAI.Probability.SLE.Gauge.ActualSequencePassage +import OAI.Probability.SLE.Gauge.SequencePassageRegions + +namespace OAI + +/-! Actual convergent guide families imply sequence passage using only +compact-dependent middle-strip margins. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.SequencePassage +open FirstHeightSupport EarlyPassageLocalization FirstFrontPassage PassageSuccess + +/-- A convergent normalized guide family gives the full sequence passage +estimate, with hypotheses on deterministic continuation tubes and ribbon +coordinate regions. -/ +theorem localized_sequence_success_of_uniform_guide_limit_middle_regions + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (G ω) (F₀ ω)) + (hboundary : PublishedLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (Fₙ : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hbar : ∀ n, ContinuousOn (Fbar n) closedHalfPlane) + (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) + (βₙ : ℕ → ℝ → ℂ) + (hβc : ∀ n, ContinuousOn (βₙ n) (Icc 0 2)) (hβ0 : ∀ n, βₙ n 0 = 0) + (hβHn : ∀ n t, t ∈ Icc (0 : ℝ) 2 → 0 ≤ (βₙ n t).im) + (β : ℝ → ℂ) (hβlim0 : β 0 = 0) (hβlimi : InjOn β (Icc 0 2)) + (hβconv : TendstoUniformlyOn βₙ β atTop (Icc 0 2)) + (αₙ : ℕ → ℝ → ℂ) (aₙ : ℕ → ℂ) (Cg : ℝ≥0) + (hα : ∀ n, LipschitzOnWith Cg (αₙ n) (Icc 0 2)) (hα0 : ∀ n, αₙ n 0 = aₙ n) + (hmap : ∀ n t, t ∈ Icc (0 : ℝ) 2 → Fbar n (βₙ n t) = (αₙ n t : OnePoint ℂ)) + (r₀ : ℝ) (hr₀ : 0 < r₀) : + ∃ T₀ : ℝ≥0, 0 < T₀ ∧ ∃ q₀ b₀ b A d L₀ : ℝ, + 0 < q₀ ∧ 0 < b₀ ∧ 0 < b ∧ 0 < A ∧ 0 < d ∧ 1 < L₀ ∧ + ∀ (L : ℝ), L₀ ≤ L → A * L ^ (-d) ≤ q₀ / 2 → + ∀ (B r : ℝ), 0 < B → 0 < r → B / 2 ≤ b₀ * L ^ b → + ∀ (F : ℂ → ℂ), DifferentiableOn ℂ F upperHalfPlane → + ∀ (a : ℂ) (O W : Set ℂ), IsOpen O → IsOpen W → + ∀ (β : ℝ → ℂ) (tB T : ℝ), 0 < tB → tB < T → + ContinuousOn β (Icc 0 T) → InjOn β (Icc 0 T) → + (∀ t ∈ Ioc 0 T, 0 < (β t).im) → ‖β tB‖ = B → + (∀ t ∈ Ioc tB T, B < ‖β t‖) → + (∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) → + (∀ w : ℂ, B / 8 ≤ ‖w‖ → ‖w‖ ≤ B → ‖w‖ / 2 ≤ w.im → ‖F w - a‖ < r / 4) → + F '' (β '' Icc tB T) ⊆ O → β T ∈ W → + (∀ w ∈ upperHalfPlane, deriv F w ≠ 0) → + TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane → + ∀ (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ), IsOpen U → + ContinuousOn p U → (∀ᶠ n in atTop, ContinuousOn (pₙ n) U) → + TendstoLocallyUniformlyOn pₙ p atTop U → + ball a (r / 2) ∪ O ⊆ U → (∀ w ∈ W, 1 < p (F w)) → + (∀ w ∈ ball a (r / 4), p w < 1 / 3) → + (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ U ∩ {w | pₙ n w < 1}) → + ∀ (V : Set ℂ), IsOpen V → ball a (r / 2) ∪ O ⊆ V → + ∀ (Vₙ : ℕ → Set ℂ), (∀ᶠ n in atTop, V ⊆ Vₙ n) → + ∀ (bₙ : ℕ → ℂ) (ε : ℝ), + (∀ n w, w ∈ Vₙ n → pₙ n w = 1 → ‖w - bₙ n‖ < ε / 4) → + (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ Vₙ n) → + ∀ (v : ℕ → ℝ), (∀ n, 0 < v n) → Tendsto v atTop (𝓝 0) → + ∀ (η : ℕ → Ω → ℝ≥0 → ℂ), (∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) → + (∀ n, ∀ᵐ ω ∂P, ∀ t, Fbar n (γ ω t) = (η n ω t : OnePoint ℂ)) → + ∀ (Rₙ : ℕ → Set ℂ), + (∀ᶠ n in atTop, U ∩ {w | (1 / 3 : ℝ) < pₙ n w ∧ pₙ n w < 2 / 3} ⊆ Rₙ n) → + ∃ c q : ℝ, 0 < c ∧ 0 < q ∧ ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P {ω | + ω ∈ FrontSuccess η pₙ + (fun ω => boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) Vₙ bₙ ε n ∧ + ENNReal.ofReal c ≤ segmentSausageCharge κ (η n ω) + (boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) + (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by + obtain ⟨δ, hδ, hδ2, hsmall, hz, hpoint⟩ := + small_initial_access_segment Cg r₀ hr₀ βₙ β hβlim0 hβlimi hβconv + have hsub : Icc (0 : ℝ) δ ⊆ Icc 0 2 := Icc_subset_Icc_right hδ2 + exact localized_sequence_passage_success_middle_regions κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw + hboundary hsupport Fₙ Fbar hFn hinj hbar hext δ hδ βₙ + (fun n => (hβc n).mono hsub) hβ0 (fun n t ht => hβHn n t (hsub ht)) + (β δ) hz hpoint αₙ aₙ Cg (fun n => (hα n).mono hsub) hα0 + (fun n t ht => hmap n t (hsub ht)) r₀ hr₀ hsmall + +end SLEExactGauge.SequencePassage + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/BatchAdaptedFailure.lean b/lean/OAI/Probability/SLE/Gauge/BatchAdaptedFailure.lean index f02f3840aaa089bf4c9cf01117371ee8184cc2a5..1d3e4edcf4a2e100c832c9cd4d748430c0881fba 100644 --- a/lean/OAI/Probability/SLE/Gauge/BatchAdaptedFailure.lean +++ b/lean/OAI/Probability/SLE/Gauge/BatchAdaptedFailure.lean @@ -1,75 +1,75 @@ -import OAI.Probability.SLE.Gauge.DenseCoverAdaptedTests - -namespace OAI - -/-! The prescribed batch uses unequal success probabilities. Their sum, -not independence, controls the probability that every adapted test fails. -/ -noncomputable section -open Set Filter MeasureTheory -open scoped NNReal ENNReal - -namespace SLEExactGauge - -theorem adapted_failures_product_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) - (F : Filtration ℕ mΩ) (failure : ℕ → Set Ω) - (hmeas : ∀ n, MeasurableSet[F (n+1)] (failure n)) (q : ℕ → ℝ≥0∞) - (hstep : ∀ n (A : Set Ω), MeasurableSet[F n] A → P (A ∩ failure n) ≤ q n*P A) - (N : ℕ) : - P (⋂ n ∈ Finset.range N, failure n) ≤ (∏ n∈Finset.range N, q n)*P univ := by - induction N with - | zero => simp - | succ N ih => - let A : Set Ω := ⋂ n∈Finset.range N, failure n - have hA : MeasurableSet[F N] A := by - apply MeasurableSet.iInter - intro n - apply MeasurableSet.iInter - intro hn - exact (F.mono (Nat.succ_le_of_lt (Finset.mem_range.mp hn))) _ (hmeas n) - have he : (⋂ n∈Finset.range (N+1), failure n)=A∩failure N := by - ext ω - simp only [mem_iInter,Finset.mem_range,mem_inter_iff,A] - constructor - · intro h - exact ⟨fun n hn => h n (Nat.lt_succ_of_lt hn),h N (Nat.lt_succ_self N)⟩ - · rintro ⟨h,hN⟩ n hn - rcases Nat.lt_succ_iff_lt_or_eq.mp hn with hn | rfl - · exact h n hn - · exact hN - rw [he,Finset.prod_range_succ] - exact (hstep N A hA).trans ((mul_le_mul' le_rfl ih).trans_eq (by ac_rfl)) - -lemma finite_failure_product_le_exp (p : ℕ → ℝ) (hp1 : ∀ n, p n ≤ 1) (N : ℕ) : - (∏ n∈Finset.range N, ENNReal.ofReal (1-p n)) ≤ - ENNReal.ofReal (Real.exp (-(∑ n∈Finset.range N, p n))) := by - rw [← ENNReal.ofReal_prod_of_nonneg (fun n _ => sub_nonneg.mpr (hp1 n))] - apply ENNReal.ofReal_le_ofReal - calc - _ ≤ ∏ n∈Finset.range N, Real.exp (-p n) := - Finset.prod_le_prod₀ (fun n _ => sub_nonneg.mpr (hp1 n)) - (fun n _ => Real.one_sub_le_exp_neg (p n)) - _ = _ := by rw [← Real.exp_sum,Finset.sum_neg_distrib] - -theorem adapted_successes_failure_exp_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (F : Filtration ℕ mΩ) (success : ℕ → Set Ω) - (hmeas : ∀ n, MeasurableSet[F (n+1)] (success n)) - (p : ℕ → ℝ) (hp0 : ∀ n, 0 ≤ p n) (hp1 : ∀ n, p n ≤ 1) - (hstep : ∀ n (A : Set Ω), MeasurableSet[F n] A → - ENNReal.ofReal (p n)*P A ≤ P (A∩success n)) - (N : ℕ) : - P (⋂ n∈Finset.range N, (success n)ᶜ) ≤ - ENNReal.ofReal (Real.exp (-(∑ n∈Finset.range N, p n))) := by - have h := adapted_failures_product_bound P F (fun n => (success n)ᶜ) - (fun n => (hmeas n).compl) (fun n => ENNReal.ofReal (1-p n)) - (fun n A hA => complement_inter_bound_of_success_lower P - (F.le (n+1) _ (hmeas n)) (hp0 n) (hp1 n) (hstep n A hA)) N - rw [measure_univ,mul_one] at h - exact h.trans (finite_failure_product_le_exp p hp1 N) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.DenseCoverAdaptedTests + +namespace OAI + +/-! The prescribed batch uses unequal success probabilities. Their sum, +not independence, controls the probability that every adapted test fails. -/ +noncomputable section +open Set Filter MeasureTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge + +theorem adapted_failures_product_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) + (F : Filtration ℕ mΩ) (failure : ℕ → Set Ω) + (hmeas : ∀ n, MeasurableSet[F (n+1)] (failure n)) (q : ℕ → ℝ≥0∞) + (hstep : ∀ n (A : Set Ω), MeasurableSet[F n] A → P (A ∩ failure n) ≤ q n*P A) + (N : ℕ) : + P (⋂ n ∈ Finset.range N, failure n) ≤ (∏ n∈Finset.range N, q n)*P univ := by + induction N with + | zero => simp + | succ N ih => + let A : Set Ω := ⋂ n∈Finset.range N, failure n + have hA : MeasurableSet[F N] A := by + apply MeasurableSet.iInter + intro n + apply MeasurableSet.iInter + intro hn + exact (F.mono (Nat.succ_le_of_lt (Finset.mem_range.mp hn))) _ (hmeas n) + have he : (⋂ n∈Finset.range (N+1), failure n)=A∩failure N := by + ext ω + simp only [mem_iInter,Finset.mem_range,mem_inter_iff,A] + constructor + · intro h + exact ⟨fun n hn => h n (Nat.lt_succ_of_lt hn),h N (Nat.lt_succ_self N)⟩ + · rintro ⟨h,hN⟩ n hn + rcases Nat.lt_succ_iff_lt_or_eq.mp hn with hn | rfl + · exact h n hn + · exact hN + rw [he,Finset.prod_range_succ] + exact (hstep N A hA).trans ((mul_le_mul' le_rfl ih).trans_eq (by ac_rfl)) + +lemma finite_failure_product_le_exp (p : ℕ → ℝ) (hp1 : ∀ n, p n ≤ 1) (N : ℕ) : + (∏ n∈Finset.range N, ENNReal.ofReal (1-p n)) ≤ + ENNReal.ofReal (Real.exp (-(∑ n∈Finset.range N, p n))) := by + rw [← ENNReal.ofReal_prod_of_nonneg (fun n _ => sub_nonneg.mpr (hp1 n))] + apply ENNReal.ofReal_le_ofReal + calc + _ ≤ ∏ n∈Finset.range N, Real.exp (-p n) := + Finset.prod_le_prod₀ (fun n _ => sub_nonneg.mpr (hp1 n)) + (fun n _ => Real.one_sub_le_exp_neg (p n)) + _ = _ := by rw [← Real.exp_sum,Finset.sum_neg_distrib] + +theorem adapted_successes_failure_exp_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (F : Filtration ℕ mΩ) (success : ℕ → Set Ω) + (hmeas : ∀ n, MeasurableSet[F (n+1)] (success n)) + (p : ℕ → ℝ) (hp0 : ∀ n, 0 ≤ p n) (hp1 : ∀ n, p n ≤ 1) + (hstep : ∀ n (A : Set Ω), MeasurableSet[F n] A → + ENNReal.ofReal (p n)*P A ≤ P (A∩success n)) + (N : ℕ) : + P (⋂ n∈Finset.range N, (success n)ᶜ) ≤ + ENNReal.ofReal (Real.exp (-(∑ n∈Finset.range N, p n))) := by + have h := adapted_failures_product_bound P F (fun n => (success n)ᶜ) + (fun n => (hmeas n).compl) (fun n => ENNReal.ofReal (1-p n)) + (fun n A hA => complement_inter_bound_of_success_lower P + (F.le (n+1) _ (hmeas n)) (hp0 n) (hp1 n) (hstep n A hA)) N + rw [measure_univ,mul_one] at h + exact h.trans (finite_failure_product_le_exp p hp1 N) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/BatchEntryOrder.lean b/lean/OAI/Probability/SLE/Gauge/BatchEntryOrder.lean index c39305231720c6d92e009b5102ee3110538c319b..ad8757dd83256ef8710f8a51e1cc61a9547cabea 100644 --- a/lean/OAI/Probability/SLE/Gauge/BatchEntryOrder.lean +++ b/lean/OAI/Probability/SLE/Gauge/BatchEntryOrder.lean @@ -1,130 +1,130 @@ -import OAI.Probability.SLE.MomentGauge -import Mathlib.Data.Finset.Sort -import Mathlib.Data.Prod.Lex - -namespace OAI - -/-! The prescribed repeated entries occupy distinct successive positions. -Their position order agrees with decreasing prescribed radii. -/ -noncomputable section -open Set Filter MeasureTheory -open scoped Topology - -namespace SLEExactGauge.Target - -private lemma prefix_eq_sum (c : ℤ → ℕ) (hc : Set.Finite {k | 0 < c k}) (b : ℤ) : - (∑' k : ℤ, if k < b then c k else 0) = - ∑ k∈hc.toFinset, if k < b then c k else 0 := by - apply tsum_eq_sum - intro k hk - have hz : c k=0 := by - have hn : ¬0 if i < k then c i else 0) hkS - have hL := Finset.sum_erase_add hc.toFinset (fun i => if i < l then c i else 0) hkS - simp only [lt_self_iff_false,ite_false,add_zero] at hK - rw [ite_eq_left hkl] at hL - rw [← hK,← hL] - apply Nat.add_le_add_right - apply Finset.sum_le_sum - intro i _ - by_cases hik : i < k - · rw [ite_eq_left hik,ite_eq_left (hik.trans hkl)] - · rw [ite_eq_right hik] - exact Nat.zero_le _ - -lemma entryPosition_strict_of_key_lt (κ : ℝ) (W : WienerLaw) {n : ℕ} - (hn : 1 ≤ n) (hm1 : 0 < moment κ W 1) - (hJ : moment κ W 1^n ≤ moment κ W n) - {k l : ℤ} {j j' : ℕ} (hkl : k < l) (hj : j < multiplicity κ W n k) : - entryPosition κ W (n,some (k,j)) < entryPosition κ W (n,some (l,j')) := by - have h := prefix_add_le (multiplicity κ W n) (multiplicity_support_finite κ W hn hm1 hJ) - hkl (Nat.zero_le j |>.trans_lt hj) - simp only [entryPosition] - omega - -lemma entryPosition_injective_on_batch (κ : ℝ) (W : WienerLaw) {n : ℕ} - (hn : 1 ≤ n) (hm1 : 0 < moment κ W 1) - (hJ : moment κ W 1^n ≤ moment κ W n) - {k l : ℤ} {j j' : ℕ} (hj : j < multiplicity κ W n k) - (hj' : j' < multiplicity κ W n l) - (he : entryPosition κ W (n,some (k,j))=entryPosition κ W (n,some (l,j'))) : - (k,j)=(l,j') := by - rcases lt_trichotomy k l with hkl | rfl | hlk - · exact False.elim ((ne_of_lt (entryPosition_strict_of_key_lt κ W hn hm1 hJ hkl hj)) he) - · simp only [entryPosition] at he - exact Prod.ext rfl (Nat.add_left_cancel he) - · exact False.elim ((ne_of_lt (entryPosition_strict_of_key_lt κ W hn hm1 hJ hlk hj')) he.symm) - -lemma entryRadius_lt_of_position_lt {κ : ℝ} (hκ : 0 < κ) (W : WienerLaw) - {n : ℕ} (hn : 1 ≤ n) {o o' : Option (ℤ × ℕ)} - (hpos : entryPosition κ W (n,o) < entryPosition κ W (n,o')) : - entryRadius κ W (n,o') < entryRadius κ W (n,o) := by - have hnR : (0:ℝ) entryPosition κ W (n,some (e i))) := by - classical - let hs := (repeated_entries_finite κ W hn hm1 hJ).image toLex - let s : Finset (ℤ ×ₗ ℕ) := hs.toFinset - let e : Fin s.card → ℤ × ℕ := fun i => ofLex (s.orderEmbOfFin rfl i) - have he (i : Fin s.card) : (e i).2 < multiplicity κ W n (e i).1 := by - have h := s.orderEmbOfFin_mem rfl i - change s.orderEmbOfFin rfl i ∈ hs.toFinset at h - rw [Set.Finite.mem_toFinset] at h - obtain ⟨kj,hkj,heq⟩ := h - simpa only [e,← heq,ofLex_toLex,mem_ofPred_eq] using hkj - refine ⟨s.card,e,?_,?_,?_⟩ - · exact ofLex.injective.comp (s.orderEmbOfFin rfl).injective - · intro kj - constructor - · rintro ⟨i,rfl⟩ - exact he i - · intro hkj - have hm : toLex kj ∈ s := by - change toLex kj ∈ hs.toFinset - rw [Set.Finite.mem_toFinset] - exact ⟨kj,hkj,rfl⟩ - have hr : toLex kj ∈ Set.range (s.orderEmbOfFin rfl) := by - rw [Finset.range_orderEmbOfFin] - exact hm - obtain ⟨i,hi⟩ := hr - exact ⟨i,by simp only [e,hi,ofLex_toLex]⟩ - · intro i j hij - have hij' := (s.orderEmbOfFin rfl).strictMono hij - change toLex (e i) < toLex (e j) at hij' - rw [Prod.Lex.toLex_lt_toLex] at hij' - rcases hij' with hlt | ⟨heq,hlt⟩ - · exact entryPosition_strict_of_key_lt κ W hn hm1 hJ hlt (he i) - · simp only [entryPosition] - rw [heq] - exact Nat.add_lt_add_left hlt _ - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.MomentGauge +import Mathlib.Data.Finset.Sort +import Mathlib.Data.Prod.Lex + +namespace OAI + +/-! The prescribed repeated entries occupy distinct successive positions. +Their position order agrees with decreasing prescribed radii. -/ +noncomputable section +open Set Filter MeasureTheory +open scoped Topology + +namespace SLEExactGauge.Target + +private lemma prefix_eq_sum (c : ℤ → ℕ) (hc : Set.Finite {k | 0 < c k}) (b : ℤ) : + (∑' k : ℤ, if k < b then c k else 0) = + ∑ k∈hc.toFinset, if k < b then c k else 0 := by + apply tsum_eq_sum + intro k hk + have hz : c k=0 := by + have hn : ¬0 if i < k then c i else 0) hkS + have hL := Finset.sum_erase_add hc.toFinset (fun i => if i < l then c i else 0) hkS + simp only [lt_self_iff_false,ite_false,add_zero] at hK + rw [ite_eq_left hkl] at hL + rw [← hK,← hL] + apply Nat.add_le_add_right + apply Finset.sum_le_sum + intro i _ + by_cases hik : i < k + · rw [ite_eq_left hik,ite_eq_left (hik.trans hkl)] + · rw [ite_eq_right hik] + exact Nat.zero_le _ + +lemma entryPosition_strict_of_key_lt (κ : ℝ) (W : WienerLaw) {n : ℕ} + (hn : 1 ≤ n) (hm1 : 0 < moment κ W 1) + (hJ : moment κ W 1^n ≤ moment κ W n) + {k l : ℤ} {j j' : ℕ} (hkl : k < l) (hj : j < multiplicity κ W n k) : + entryPosition κ W (n,some (k,j)) < entryPosition κ W (n,some (l,j')) := by + have h := prefix_add_le (multiplicity κ W n) (multiplicity_support_finite κ W hn hm1 hJ) + hkl (Nat.zero_le j |>.trans_lt hj) + simp only [entryPosition] + omega + +lemma entryPosition_injective_on_batch (κ : ℝ) (W : WienerLaw) {n : ℕ} + (hn : 1 ≤ n) (hm1 : 0 < moment κ W 1) + (hJ : moment κ W 1^n ≤ moment κ W n) + {k l : ℤ} {j j' : ℕ} (hj : j < multiplicity κ W n k) + (hj' : j' < multiplicity κ W n l) + (he : entryPosition κ W (n,some (k,j))=entryPosition κ W (n,some (l,j'))) : + (k,j)=(l,j') := by + rcases lt_trichotomy k l with hkl | rfl | hlk + · exact False.elim ((ne_of_lt (entryPosition_strict_of_key_lt κ W hn hm1 hJ hkl hj)) he) + · simp only [entryPosition] at he + exact Prod.ext rfl (Nat.add_left_cancel he) + · exact False.elim ((ne_of_lt (entryPosition_strict_of_key_lt κ W hn hm1 hJ hlk hj')) he.symm) + +lemma entryRadius_lt_of_position_lt {κ : ℝ} (hκ : 0 < κ) (W : WienerLaw) + {n : ℕ} (hn : 1 ≤ n) {o o' : Option (ℤ × ℕ)} + (hpos : entryPosition κ W (n,o) < entryPosition κ W (n,o')) : + entryRadius κ W (n,o') < entryRadius κ W (n,o) := by + have hnR : (0:ℝ) entryPosition κ W (n,some (e i))) := by + classical + let hs := (repeated_entries_finite κ W hn hm1 hJ).image toLex + let s : Finset (ℤ ×ₗ ℕ) := hs.toFinset + let e : Fin s.card → ℤ × ℕ := fun i => ofLex (s.orderEmbOfFin rfl i) + have he (i : Fin s.card) : (e i).2 < multiplicity κ W n (e i).1 := by + have h := s.orderEmbOfFin_mem rfl i + change s.orderEmbOfFin rfl i ∈ hs.toFinset at h + rw [Set.Finite.mem_toFinset] at h + obtain ⟨kj,hkj,heq⟩ := h + simpa only [e,← heq,ofLex_toLex,mem_ofPred_eq] using hkj + refine ⟨s.card,e,?_,?_,?_⟩ + · exact ofLex.injective.comp (s.orderEmbOfFin rfl).injective + · intro kj + constructor + · rintro ⟨i,rfl⟩ + exact he i + · intro hkj + have hm : toLex kj ∈ s := by + change toLex kj ∈ hs.toFinset + rw [Set.Finite.mem_toFinset] + exact ⟨kj,hkj,rfl⟩ + have hr : toLex kj ∈ Set.range (s.orderEmbOfFin rfl) := by + rw [Finset.range_orderEmbOfFin] + exact hm + obtain ⟨i,hi⟩ := hr + exact ⟨i,by simp only [e,hi,ofLex_toLex]⟩ + · intro i j hij + have hij' := (s.orderEmbOfFin rfl).strictMono hij + change toLex (e i) < toLex (e j) at hij' + rw [Prod.Lex.toLex_lt_toLex] at hij' + rcases hij' with hlt | ⟨heq,hlt⟩ + · exact entryPosition_strict_of_key_lt κ W hn hm1 hJ hlt (he i) + · simp only [entryPosition] + rw [heq] + exact Nat.add_lt_add_left hlt _ + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/BatchProbability.lean b/lean/OAI/Probability/SLE/Gauge/BatchProbability.lean index 167629621320047a386c7ee5e4cd602c990a1a27..9a425e78b5c85a17af3c93d9c037d16167927149 100644 --- a/lean/OAI/Probability/SLE/Gauge/BatchProbability.lean +++ b/lean/OAI/Probability/SLE/Gauge/BatchProbability.lean @@ -1,126 +1,126 @@ -import OAI.Probability.SLE.Gauge.BatchEntryOrder -import OAI.Probability.SLE.Gauge.BatchAdaptedFailure - -namespace OAI - -/-! Reindexing the prescribed repeated tests preserves their probability -budget. The finite adapted failure estimate therefore applies to the actual -batch, with its repetitions, rather than just to distinct thresholds. -/ -noncomputable section -open Set Filter MeasureTheory -open scoped ENNReal - -namespace SLEExactGauge - -lemma adapted_fin_successes_failure_exp_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (F : Filtration ℕ mΩ) {N : ℕ} (success : Fin N → Set Ω) - (hmeas : ∀ i, MeasurableSet[F (i.val+1)] (success i)) - (p : Fin N → ℝ) (hp0 : ∀ i, 0 ≤ p i) (hp1 : ∀ i, p i ≤ 1) - (hstep : ∀ i (A : Set Ω), MeasurableSet[F i.val] A → - ENNReal.ofReal (p i)*P A ≤ P (A∩success i)) : - P (⋂ i, (success i)ᶜ) ≤ ENNReal.ofReal (Real.exp (-(∑ i, p i))) := by - classical - let s : ℕ → Set Ω := fun i => if h : i if h : i - ⟨(e i).1,(e i).2,(he (e i)).mp ⟨i,rfl⟩⟩ - have hf : Function.Bijective f := by - constructor - · intro i j hij - apply hi - have h := congrArg (fun p : Σ k : ℤ, Fin (multiplicity κ W n k) => (p.1,p.2.val)) hij - simpa only [f] using h - · rintro ⟨k,j⟩ - obtain ⟨i,hi⟩ := (he (k,j.val)).mpr j.isLt - refine ⟨i,?_⟩ - dsimp only [f] - refine Sigma.ext (congrArg Prod.fst hi) ?_ - exact (Fin.heq_ext_iff (congrArg (multiplicity κ W n) (congrArg Prod.fst hi))).2 - (congrArg Prod.snd hi) - let E := Equiv.ofBijective f hf - let : Fintype (Σ k : ℤ, Fin (multiplicity κ W n k)) := Fintype.ofEquiv (Fin J) E - calc - (∑ i, q (e i).1) = ∑' i, q (e i).1 := (tsum_fintype _).symm - _ = ∑' p : Σ k : ℤ, Fin (multiplicity κ W n k), q p.1 := - E.tsum_eq (fun p : Σ k : ℤ, Fin (multiplicity κ W n k) => q p.1) - _ = ∑' k : ℤ, ∑' _j : Fin (multiplicity κ W n k), q k := - (Summable.of_finite).tsum_sigma' (fun _ => Summable.of_finite) - _ = _ := by simp only [tsum_fintype,Finset.sum_const,Finset.card_univ,Fintype.card_fin,nsmul_eq_mul] - -end Target - -/-- Half of each centered success probability is enough for the paper's -exponent, even when the tests are dependent and the thresholds repeat. -/ -theorem repeated_batch_failure_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (F : Filtration ℕ mΩ) (κ : ℝ) (W : Target.WienerLaw) (n J : ℕ) - (e : Fin J → ℤ × ℕ) (hi : Function.Injective e) - (he : ∀ kj, kj ∈ Set.range e ↔ kj.2 < Target.multiplicity κ W n kj.1) - (q : ℤ → ℝ) (hq0 : ∀ k, 0 ≤ q k) (hq1 : ∀ k, q k ≤ 1) - (hbudget : (2:ℝ)^n/8 ≤ ∑' k, (Target.multiplicity κ W n k:ℝ)*q k) - (success : Fin J → Set Ω) - (hmeas : ∀ i, MeasurableSet[F (i.val+1)] (success i)) - (hstep : ∀ i (A : Set Ω), MeasurableSet[F i.val] A → - ENNReal.ofReal (q (e i).1/2)*P A ≤ P (A∩success i)) : - P (⋂ i, (success i)ᶜ) ≤ ENNReal.ofReal (Real.exp (-((2:ℝ)^n/16))) := by - have hb : (2:ℝ)^n/8 ≤ ∑ i, q (e i).1 := by - rwa [Target.repeated_batch_sum_eq κ W n J e hi he q] - have hp0 (i) : 0 ≤ q (e i).1/2 := div_nonneg (hq0 _) (by norm_num) - have hp1 (i) : q (e i).1/2 ≤ 1 := by linarith [hq1 (e i).1] - refine (adapted_fin_successes_failure_exp_bound P F success hmeas - (fun i => q (e i).1/2) hp0 hp1 hstep).trans ?_ - apply ENNReal.ofReal_le_ofReal - apply Real.exp_le_exp.mpr - rw [← Finset.sum_div] - linarith - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.BatchEntryOrder +import OAI.Probability.SLE.Gauge.BatchAdaptedFailure + +namespace OAI + +/-! Reindexing the prescribed repeated tests preserves their probability +budget. The finite adapted failure estimate therefore applies to the actual +batch, with its repetitions, rather than just to distinct thresholds. -/ +noncomputable section +open Set Filter MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge + +lemma adapted_fin_successes_failure_exp_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (F : Filtration ℕ mΩ) {N : ℕ} (success : Fin N → Set Ω) + (hmeas : ∀ i, MeasurableSet[F (i.val+1)] (success i)) + (p : Fin N → ℝ) (hp0 : ∀ i, 0 ≤ p i) (hp1 : ∀ i, p i ≤ 1) + (hstep : ∀ i (A : Set Ω), MeasurableSet[F i.val] A → + ENNReal.ofReal (p i)*P A ≤ P (A∩success i)) : + P (⋂ i, (success i)ᶜ) ≤ ENNReal.ofReal (Real.exp (-(∑ i, p i))) := by + classical + let s : ℕ → Set Ω := fun i => if h : i if h : i + ⟨(e i).1,(e i).2,(he (e i)).mp ⟨i,rfl⟩⟩ + have hf : Function.Bijective f := by + constructor + · intro i j hij + apply hi + have h := congrArg (fun p : Σ k : ℤ, Fin (multiplicity κ W n k) => (p.1,p.2.val)) hij + simpa only [f] using h + · rintro ⟨k,j⟩ + obtain ⟨i,hi⟩ := (he (k,j.val)).mpr j.isLt + refine ⟨i,?_⟩ + dsimp only [f] + refine Sigma.ext (congrArg Prod.fst hi) ?_ + exact (Fin.heq_ext_iff (congrArg (multiplicity κ W n) (congrArg Prod.fst hi))).2 + (congrArg Prod.snd hi) + let E := Equiv.ofBijective f hf + let : Fintype (Σ k : ℤ, Fin (multiplicity κ W n k)) := Fintype.ofEquiv (Fin J) E + calc + (∑ i, q (e i).1) = ∑' i, q (e i).1 := (tsum_fintype _).symm + _ = ∑' p : Σ k : ℤ, Fin (multiplicity κ W n k), q p.1 := + E.tsum_eq (fun p : Σ k : ℤ, Fin (multiplicity κ W n k) => q p.1) + _ = ∑' k : ℤ, ∑' _j : Fin (multiplicity κ W n k), q k := + (Summable.of_finite).tsum_sigma' (fun _ => Summable.of_finite) + _ = _ := by simp only [tsum_fintype,Finset.sum_const,Finset.card_univ,Fintype.card_fin,nsmul_eq_mul] + +end Target + +/-- Half of each centered success probability is enough for the paper's +exponent, even when the tests are dependent and the thresholds repeat. -/ +theorem repeated_batch_failure_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (F : Filtration ℕ mΩ) (κ : ℝ) (W : Target.WienerLaw) (n J : ℕ) + (e : Fin J → ℤ × ℕ) (hi : Function.Injective e) + (he : ∀ kj, kj ∈ Set.range e ↔ kj.2 < Target.multiplicity κ W n kj.1) + (q : ℤ → ℝ) (hq0 : ∀ k, 0 ≤ q k) (hq1 : ∀ k, q k ≤ 1) + (hbudget : (2:ℝ)^n/8 ≤ ∑' k, (Target.multiplicity κ W n k:ℝ)*q k) + (success : Fin J → Set Ω) + (hmeas : ∀ i, MeasurableSet[F (i.val+1)] (success i)) + (hstep : ∀ i (A : Set Ω), MeasurableSet[F i.val] A → + ENNReal.ofReal (q (e i).1/2)*P A ≤ P (A∩success i)) : + P (⋂ i, (success i)ᶜ) ≤ ENNReal.ofReal (Real.exp (-((2:ℝ)^n/16))) := by + have hb : (2:ℝ)^n/8 ≤ ∑ i, q (e i).1 := by + rwa [Target.repeated_batch_sum_eq κ W n J e hi he q] + have hp0 (i) : 0 ≤ q (e i).1/2 := div_nonneg (hq0 _) (by norm_num) + have hp1 (i) : q (e i).1/2 ≤ 1 := by linarith [hq1 (e i).1] + refine (adapted_fin_successes_failure_exp_bound P F success hmeas + (fun i => q (e i).1/2) hp0 hp1 hstep).trans ?_ + apply ENNReal.ofReal_le_ofReal + apply Real.exp_le_exp.mpr + rw [← Finset.sum_div] + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/BatchRadiusGaps.lean b/lean/OAI/Probability/SLE/Gauge/BatchRadiusGaps.lean index a8ada06c69c00173b459393cbb92a88a9bc70b3b..7081fd9dbb85d858ab6c5b1401548acf8d4e4d33 100644 --- a/lean/OAI/Probability/SLE/Gauge/BatchRadiusGaps.lean +++ b/lean/OAI/Probability/SLE/Gauge/BatchRadiusGaps.lean @@ -1,75 +1,75 @@ -import OAI.Probability.SLE.Gauge.BatchEntryOrder - -namespace OAI - -/-! The exact radius prescription leaves a full test interval and the -subsequent mixing gap between consecutive tests and before cleanup. -/ -noncomputable section -open Set - -namespace SLEExactGauge.Target - -lemma entryPosition_lt_cleanup (κ : ℝ) (W : WienerLaw) {n : ℕ} - (hn : 1 ≤ n) (hm1 : 0 < moment κ W 1) - (hJ : moment κ W 1^n ≤ moment κ W n) - {k : ℤ} {j : ℕ} (hj : j < multiplicity κ W n k) : - entryPosition κ W (n,some (k,j)) < entryPosition κ W (n,none) := by - classical - let c := multiplicity κ W n - let hs := multiplicity_support_finite κ W hn hm1 hJ - have hk : k∈hs.toFinset := by - rw [Set.Finite.mem_toFinset] - exact (Nat.zero_le j).trans_lt hj - have hz (i : ℤ) (hi : i∉hs.toFinset) : c i=0 := by - have : ¬0 hz i hi) - have hb : (∑' i, if i if i hz i hi) + have hb : (∑' i, if i if i B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - -include C hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW in -theorem ordered_batch_success_budget {n : ℕ} (hn : 3≤n) : - ∃ (J : ℕ) (e : Fin J → ℤ × ℕ), 0 Target.entryPosition κ W (n,some (e i))) ∧ - (2:ℝ)^n/8 ≤ ∑ i, - (centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)).real - {p | MomentBatches.dyadic (e i).1 ≤ - C.diskAtRadius p.1 (4*(Target.batchLevel κ W n:ℝ)/κ) p.2} := by - obtain ⟨J,e,hi,he,horder⟩ := Target.ordered_repeated_batch κ W (by omega) - (C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW 1) - (C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n) - let q : ℤ → ℝ := fun k => - (centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)).real - {p | MomentBatches.dyadic k ≤ C.diskAtRadius p.1 (4*(Target.batchLevel κ W n:ℝ)/κ) p.2} - have hb : (2:ℝ)^n/8 ≤ ∑ i, q (e i).1 := by - rw [Target.repeated_batch_sum_eq κ W n J e hi he q] - exact C.centeredDiskLaw_batch_success hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW hn - have hJ : 0 (centeredDiskLaw P κ B hc ℓ).real - {p | MomentBatches.dyadic k ≤ C.diskAtRadius p.1 ℓ p.2}) - (fun _ => measureReal_nonneg) (fun _ => measureReal_le_one) - (C.centeredDiskLaw_batch_success hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW hn) - success hmeas hstep - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Gauge.CanonicalBatchSuccess +import OAI.Probability.SLE.Gauge.BatchProbability + +namespace OAI + +/-! The exact prescribed batch has a nonempty chronological enumeration +and enough total centered success probability. The finite failure estimate +requires only the corresponding adapted half-probability inequalities. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + +include C hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW in +theorem ordered_batch_success_budget {n : ℕ} (hn : 3≤n) : + ∃ (J : ℕ) (e : Fin J → ℤ × ℕ), 0 Target.entryPosition κ W (n,some (e i))) ∧ + (2:ℝ)^n/8 ≤ ∑ i, + (centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)).real + {p | MomentBatches.dyadic (e i).1 ≤ + C.diskAtRadius p.1 (4*(Target.batchLevel κ W n:ℝ)/κ) p.2} := by + obtain ⟨J,e,hi,he,horder⟩ := Target.ordered_repeated_batch κ W (by omega) + (C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW 1) + (C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n) + let q : ℤ → ℝ := fun k => + (centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)).real + {p | MomentBatches.dyadic k ≤ C.diskAtRadius p.1 (4*(Target.batchLevel κ W n:ℝ)/κ) p.2} + have hb : (2:ℝ)^n/8 ≤ ∑ i, q (e i).1 := by + rw [Target.repeated_batch_sum_eq κ W n J e hi he q] + exact C.centeredDiskLaw_batch_success hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW hn + have hJ : 0 (centeredDiskLaw P κ B hc ℓ).real + {p | MomentBatches.dyadic k ≤ C.diskAtRadius p.1 ℓ p.2}) + (fun _ => measureReal_nonneg) (fun _ => measureReal_le_one) + (C.centeredDiskLaw_batch_success hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW hn) + success hmeas hstep + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CanonicalBatchSuccess.lean b/lean/OAI/Probability/SLE/Gauge/CanonicalBatchSuccess.lean index d5cdf7938a4fc99f605b9ea1a14a3ffb3bc60657..610ae526db1041fff413d79b70ed6f149e5d1fd8 100644 --- a/lean/OAI/Probability/SLE/Gauge/CanonicalBatchSuccess.lean +++ b/lean/OAI/Probability/SLE/Gauge/CanonicalBatchSuccess.lean @@ -1,50 +1,50 @@ -import OAI.Probability.SLE.Gauge.CanonicalDiskMomentTails - -namespace OAI - -/-! The prescribed finite batch level supplies the successful-test budget. -This uses its exact retained moment and the next limiting moment bound. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - -theorem centeredDiskLaw_batch_success - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - {n : ℕ} (hn : 3≤n) : - (2:ℝ)^n/8 ≤ ∑' k : ℤ, (Target.multiplicity κ W n k : ℝ) * - (centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)).real - {p | MomentBatches.dyadic k ≤ C.diskAtRadius p.1 (4*(Target.batchLevel κ W n:ℝ)/κ) p.2} := by - let ℓ := Target.batchLevel κ W n - have hu : 0≤4*(ℓ:ℝ)/κ := div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg ℓ)) hκ.le - let := centeredDiskLaw_isProbability hB hBm hc hκ hκ8 γ G F hw _ hu - apply MomentBatches.target_lower_batch_probability - (centeredDiskLaw P κ B hc (4*(ℓ:ℝ)/κ)) - (fun p => C.diskAtRadius p.1 (4*(ℓ:ℝ)/κ) p.2) - (C.diskAtRadius_joint_measurable hc F hw _ hu) - (fun p => C.diskAtRadius_nonneg _ _ _) κ W hn - (C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW n) - (C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW (n+1)) - (C.centeredDiskLaw_integrable_pow hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ (Nat.cast_nonneg ℓ) n) - (C.centeredDiskLaw_integrable_pow hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ (Nat.cast_nonneg ℓ) (n+1)) - · rw [C.centeredDiskLaw_integral_pow hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ (Nat.cast_nonneg ℓ) n] - exact (C.prescribed_batch_retains_moment hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW n).2.le - · rw [C.centeredDiskLaw_integral_pow hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ (Nat.cast_nonneg ℓ) (n+1)] - exact C.finiteMoment_nat_le_moment hB hc h0 hκ hκ8 F hw hgrowth W hW (n+1) ℓ - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Gauge.CanonicalDiskMomentTails + +namespace OAI + +/-! The prescribed finite batch level supplies the successful-test budget. +This uses its exact retained moment and the next limiting moment bound. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +theorem centeredDiskLaw_batch_success + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + {n : ℕ} (hn : 3≤n) : + (2:ℝ)^n/8 ≤ ∑' k : ℤ, (Target.multiplicity κ W n k : ℝ) * + (centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)).real + {p | MomentBatches.dyadic k ≤ C.diskAtRadius p.1 (4*(Target.batchLevel κ W n:ℝ)/κ) p.2} := by + let ℓ := Target.batchLevel κ W n + have hu : 0≤4*(ℓ:ℝ)/κ := div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg ℓ)) hκ.le + let := centeredDiskLaw_isProbability hB hBm hc hκ hκ8 γ G F hw _ hu + apply MomentBatches.target_lower_batch_probability + (centeredDiskLaw P κ B hc (4*(ℓ:ℝ)/κ)) + (fun p => C.diskAtRadius p.1 (4*(ℓ:ℝ)/κ) p.2) + (C.diskAtRadius_joint_measurable hc F hw _ hu) + (fun p => C.diskAtRadius_nonneg _ _ _) κ W hn + (C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW n) + (C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW (n+1)) + (C.centeredDiskLaw_integrable_pow hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ (Nat.cast_nonneg ℓ) n) + (C.centeredDiskLaw_integrable_pow hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ (Nat.cast_nonneg ℓ) (n+1)) + · rw [C.centeredDiskLaw_integral_pow hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ (Nat.cast_nonneg ℓ) n] + exact (C.prescribed_batch_retains_moment hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW n).2.le + · rw [C.centeredDiskLaw_integral_pow hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ (Nat.cast_nonneg ℓ) (n+1)] + exact C.finiteMoment_nat_le_moment hB hc h0 hκ hκ8 F hw hgrowth W hW (n+1) ℓ + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CanonicalCoverExpectation.lean b/lean/OAI/Probability/SLE/Gauge/CanonicalCoverExpectation.lean index 07f8de61e272d3dd40f0d4b5424870b311d917e9..f095ba9029a0e3c88f2203b52720a7f1f1b8fb6f 100644 --- a/lean/OAI/Probability/SLE/Gauge/CanonicalCoverExpectation.lean +++ b/lean/OAI/Probability/SLE/Gauge/CanonicalCoverExpectation.lean @@ -1,43 +1,43 @@ -import OAI.Probability.SLE.Gauge.PrescribedCoverExpectation -import OAI.Probability.SLE.Mass.CanonicalPhysicalMass - -namespace OAI - -/-! Applying the actual finite-cover reduction to canonical terminal mass -leaves precisely the expected missed-cell error to be estimated. -/ -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint -local instance canonicalCoverPathMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ -local instance canonicalCoverPathBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ - -theorem RationalCanonicalMass.prescribed_cover_finite_expectation - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (M : RationalCanonicalMass P κ B hBm γ G) (hκ : 0<κ) (hκ8 : κ<8) - (W : Target.WienerLaw) (hg : Target.IsHausdorffGauge (Target.gauge κ W)) - (hm1 : 0 ∫⁻ ω, - prescribedMissedCost f M.physicalTerminal κ W (n+1) (e n) C c R K ω ∂P) - atTop (𝓝 0)) : - (∫⁻ ω, Target.hausdorff (Target.gauge κ W) (range (f ω)∩K) ∂P) < ∞ := by - refine lt_of_le_of_lt (expected_prescribed_hausdorff_le_of_missed_cost P hκ W hg hm1 hJ - f hf M.physicalTerminal M.physicalTerminal_measurable C c R hC hc hR K hK hKR hH J e he herr) ?_ - exact ENNReal.mul_lt_top ENNReal.ofReal_lt_top - (M.physicalTerminal_bounded_mean_lt_top hκ hκ8 (R+3+C)) - -end SLEExactGauge.Multipoint - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedCoverExpectation +import OAI.Probability.SLE.Mass.CanonicalPhysicalMass + +namespace OAI + +/-! Applying the actual finite-cover reduction to canonical terminal mass +leaves precisely the expected missed-cell error to be estimated. -/ +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance canonicalCoverPathMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance canonicalCoverPathBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ + +theorem RationalCanonicalMass.prescribed_cover_finite_expectation + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (M : RationalCanonicalMass P κ B hBm γ G) (hκ : 0<κ) (hκ8 : κ<8) + (W : Target.WienerLaw) (hg : Target.IsHausdorffGauge (Target.gauge κ W)) + (hm1 : 0 ∫⁻ ω, + prescribedMissedCost f M.physicalTerminal κ W (n+1) (e n) C c R K ω ∂P) + atTop (𝓝 0)) : + (∫⁻ ω, Target.hausdorff (Target.gauge κ W) (range (f ω)∩K) ∂P) < ∞ := by + refine lt_of_le_of_lt (expected_prescribed_hausdorff_le_of_missed_cost P hκ W hg hm1 hJ + f hf M.physicalTerminal M.physicalTerminal_measurable C c R hC hc hR K hK hKR hH J e he herr) ?_ + exact ENNReal.mul_lt_top ENNReal.ofReal_lt_top + (M.physicalTerminal_bounded_mean_lt_top hκ hκ8 (R+3+C)) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CanonicalDenseIntegration.lean b/lean/OAI/Probability/SLE/Gauge/CanonicalDenseIntegration.lean index 96f5103d023b2a2c23539f7faccf00d0942917a4..f670b174e6621cac8c6c423b853a9667b3d12d38 100644 --- a/lean/OAI/Probability/SLE/Gauge/CanonicalDenseIntegration.lean +++ b/lean/OAI/Probability/SLE/Gauge/CanonicalDenseIntegration.lean @@ -1,94 +1,94 @@ -import OAI.Probability.SLE.Gauge.CanonicalDenseSections -import OAI.Probability.SLE.Geometry.RestartWeightedKernel - -namespace OAI - -/-! Integration of the proved canonical dense sections over a genuinely -random stopped past. The actual Loewner comparison supplies the final -density domination; there is no independence assumption between tests. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -local instance denseIntegrationRealMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance denseIntegrationRealBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ -local instance denseIntegrationComplexMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance denseIntegrationComplexBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -theorem canonical_dense_sections_integrate - {Ω : Type*} [mΩ : MeasurableSpace Ω] - (P : Measure Ω) [IsFiniteMeasure P] - (ν : Measure C(ℝ≥0, ℝ)) [IsFiniteMeasure ν] - (m : MeasurableSpace Ω) (hm : m ≤ mΩ) - (Y : Ω → C(ℝ≥0, ℝ)) (hY : Measurable[mΩ] Y) - (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → - @Measure.map Ω C(ℝ≥0, ℝ) mΩ _ Y (P.restrict A) = P A • ν) - (κ b r v u : ℝ) (N : ℕ) (z : ℂ) - (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) - (Fb : Ω → C(closedHalfPlane, ℂ)) (hFb : Measurable[m] Fb) - (w : Ω → ℂ) (hw : Measurable[m] w) - (E : Set Ω) (hE : MeasurableSet[m] E) - (M : Ω → ℝ≥0∞) (hM : Measurable[m] M) (hMfinite : ∀ ω, M ω ≠ ∞) - (q : ℝ≥0∞) (hq : q ≠ ∞) - (hsections : ∀ ω ∈ E, q ≤ - (ν.withDensity (fun p => canonicalFiniteDensity κ (u, w ω, p))) - (canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z)) - (Z : Ω → ℝ≥0∞) (S : Set Ω) (hS : MeasurableSet[mΩ] S) - (hactual : ∀ᵐ ω ∂P, ω ∈ E → - (canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z).indicator - (fun p => M ω * canonicalFiniteDensity κ (u, w ω, p)) (Y ω) ≤ S.indicator Z ω) - (A : Set Ω) (hA : MeasurableSet[m] A) : - q * (∫⁻ ω in A ∩ E, M ω ∂P) ≤ P.withDensity Z (A ∩ S) := by - let : MeasurableSpace Ω := mΩ - let C : Set (Ω × C(ℝ≥0, ℝ)) := - {p | p.1 ∈ E ∧ p.2 ∈ canonicalDenseEvent κ Φ (Fb p.1) u (w p.1) b r N v z} - let K : Ω × C(ℝ≥0, ℝ) → ℝ≥0∞ := - fun p => M p.1 * canonicalFiniteDensity κ (u, w p.1, p.2) - have hC : @MeasurableSet (Ω × C(ℝ≥0, ℝ)) (m.prod _) C := - (hE.preimage measurable_fst).inter - (@measurableSet_canonicalDenseEvent_product Ω m κ b v N Φ hΦ Fb hFb - (fun _ => u) measurable_const w hw (fun _ => r) measurable_const - (fun _ => z) measurable_const) - have hK : @Measurable (Ω × C(ℝ≥0, ℝ)) ℝ≥0∞ (m.prod _) _ K := - (hM.comp measurable_fst).mul ((canonicalFiniteDensity_measurable κ).comp - (measurable_const.prodMk ((hw.comp measurable_fst).prodMk measurable_snd))) - have hsec : ∀ᵐ ω ∂P, q * E.indicator M ω ≤ ∫⁻ p, C.indicator K (ω, p) ∂ν := by - apply Eventually.of_forall - intro ω - by_cases hω : ω ∈ E - · have hf : (fun p => C.indicator K (ω, p)) = - fun p => M ω * (canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z).indicator - (fun p => canonicalFiniteDensity κ (u, w ω, p)) p := by - funext p - by_cases hp : p ∈ canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z <;> - simp [C, K, hω, hp] - rw [hf, lintegral_const_mul' _ _ (hMfinite ω), indicator_of_mem hω] - rw [lintegral_indicator (measurableSet_canonicalDenseEvent κ b r v N Φ hΦ (Fb ω) u (w ω) z), - ← withDensity_apply] - · simpa only [mul_comm q] using mul_le_mul' le_rfl (hsections ω hω) - · exact measurableSet_canonicalDenseEvent κ b r v N Φ hΦ (Fb ω) u (w ω) z - · simp [C, hω] - have hdom : ∀ᵐ ω ∂P, C.indicator K (ω, Y ω) ≤ S.indicator Z ω := by - filter_upwards [hactual] with ω hω - by_cases hωE : ω ∈ E - · have he : C.indicator K (ω, Y ω) = - (canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z).indicator - (fun p => M ω * canonicalFiniteDensity κ (u, w ω, p)) (Y ω) := by - by_cases hp : Y ω ∈ canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z <;> - simp [C, K, hωE, hp] - rw [he] - exact hω hωE - · simp [C, hωE] - have h := restart_weighted_event_lower_bound P ν m hm Y hY hlaw K hK C hC - (E.indicator M) Z q hq S hS hsec hdom A hA - rw [setLIntegral_indicator (hm E hE), inter_comm E A] at h - exact h - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.CanonicalDenseSections +import OAI.Probability.SLE.Geometry.RestartWeightedKernel + +namespace OAI + +/-! Integration of the proved canonical dense sections over a genuinely +random stopped past. The actual Loewner comparison supplies the final +density domination; there is no independence assumption between tests. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance denseIntegrationRealMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance denseIntegrationRealBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance denseIntegrationComplexMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance denseIntegrationComplexBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem canonical_dense_sections_integrate + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (P : Measure Ω) [IsFiniteMeasure P] + (ν : Measure C(ℝ≥0, ℝ)) [IsFiniteMeasure ν] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → C(ℝ≥0, ℝ)) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω C(ℝ≥0, ℝ) mΩ _ Y (P.restrict A) = P A • ν) + (κ b r v u : ℝ) (N : ℕ) (z : ℂ) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) + (Fb : Ω → C(closedHalfPlane, ℂ)) (hFb : Measurable[m] Fb) + (w : Ω → ℂ) (hw : Measurable[m] w) + (E : Set Ω) (hE : MeasurableSet[m] E) + (M : Ω → ℝ≥0∞) (hM : Measurable[m] M) (hMfinite : ∀ ω, M ω ≠ ∞) + (q : ℝ≥0∞) (hq : q ≠ ∞) + (hsections : ∀ ω ∈ E, q ≤ + (ν.withDensity (fun p => canonicalFiniteDensity κ (u, w ω, p))) + (canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z)) + (Z : Ω → ℝ≥0∞) (S : Set Ω) (hS : MeasurableSet[mΩ] S) + (hactual : ∀ᵐ ω ∂P, ω ∈ E → + (canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z).indicator + (fun p => M ω * canonicalFiniteDensity κ (u, w ω, p)) (Y ω) ≤ S.indicator Z ω) + (A : Set Ω) (hA : MeasurableSet[m] A) : + q * (∫⁻ ω in A ∩ E, M ω ∂P) ≤ P.withDensity Z (A ∩ S) := by + let : MeasurableSpace Ω := mΩ + let C : Set (Ω × C(ℝ≥0, ℝ)) := + {p | p.1 ∈ E ∧ p.2 ∈ canonicalDenseEvent κ Φ (Fb p.1) u (w p.1) b r N v z} + let K : Ω × C(ℝ≥0, ℝ) → ℝ≥0∞ := + fun p => M p.1 * canonicalFiniteDensity κ (u, w p.1, p.2) + have hC : @MeasurableSet (Ω × C(ℝ≥0, ℝ)) (m.prod _) C := + (hE.preimage measurable_fst).inter + (@measurableSet_canonicalDenseEvent_product Ω m κ b v N Φ hΦ Fb hFb + (fun _ => u) measurable_const w hw (fun _ => r) measurable_const + (fun _ => z) measurable_const) + have hK : @Measurable (Ω × C(ℝ≥0, ℝ)) ℝ≥0∞ (m.prod _) _ K := + (hM.comp measurable_fst).mul ((canonicalFiniteDensity_measurable κ).comp + (measurable_const.prodMk ((hw.comp measurable_fst).prodMk measurable_snd))) + have hsec : ∀ᵐ ω ∂P, q * E.indicator M ω ≤ ∫⁻ p, C.indicator K (ω, p) ∂ν := by + apply Eventually.of_forall + intro ω + by_cases hω : ω ∈ E + · have hf : (fun p => C.indicator K (ω, p)) = + fun p => M ω * (canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z).indicator + (fun p => canonicalFiniteDensity κ (u, w ω, p)) p := by + funext p + by_cases hp : p ∈ canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z <;> + simp [C, K, hω, hp] + rw [hf, lintegral_const_mul' _ _ (hMfinite ω), indicator_of_mem hω] + rw [lintegral_indicator (measurableSet_canonicalDenseEvent κ b r v N Φ hΦ (Fb ω) u (w ω) z), + ← withDensity_apply] + · simpa only [mul_comm q] using mul_le_mul' le_rfl (hsections ω hω) + · exact measurableSet_canonicalDenseEvent κ b r v N Φ hΦ (Fb ω) u (w ω) z + · simp [C, hω] + have hdom : ∀ᵐ ω ∂P, C.indicator K (ω, Y ω) ≤ S.indicator Z ω := by + filter_upwards [hactual] with ω hω + by_cases hωE : ω ∈ E + · have he : C.indicator K (ω, Y ω) = + (canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z).indicator + (fun p => M ω * canonicalFiniteDensity κ (u, w ω, p)) (Y ω) := by + by_cases hp : Y ω ∈ canonicalDenseEvent κ Φ (Fb ω) u (w ω) b r N v z <;> + simp [C, K, hωE, hp] + rw [he] + exact hω hωE + · simp [C, hωE] + have h := restart_weighted_event_lower_bound P ν m hm Y hY hlaw K hK C hC + (E.indicator M) Z q hq S hS hsec hdom A hA + rw [setLIntegral_indicator (hm E hE), inter_comm E A] at h + exact h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CanonicalDenseSections.lean b/lean/OAI/Probability/SLE/Gauge/CanonicalDenseSections.lean index 39508dd8a74fe56dba48909d7b82522b1dd98ceb..9ac8126217ddde122000fda891bec5a8134f7419 100644 --- a/lean/OAI/Probability/SLE/Gauge/CanonicalDenseSections.lean +++ b/lean/OAI/Probability/SLE/Gauge/CanonicalDenseSections.lean @@ -1,242 +1,242 @@ -import OAI.Probability.SLE.Loewner.CanonicalRadiusKernel -import OAI.Probability.SLE.Gauge.ConformalDenseExperiment -import OAI.Probability.SLE.Gauge.RandomPassageBounds - -namespace OAI - -/-! Measurable canonical sections for the proved conformal dense experiment. -The probability estimate is transported from the actual SLE theorem; the -canonical path and stopping kernels introduce no further stochastic input. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric Classical -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open FrontSuccessMeasurability - -local instance denseSectionDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance denseSectionDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ -local instance denseSectionPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance denseSectionPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -lemma measurable_stoppedAtPath - {X : Type*} [MeasurableSpace X] - (f : X → C(ℝ≥0, ℂ)) (hf : Measurable f) - (τ : X → WithTop ℝ≥0) (hτ : Measurable τ) : - Measurable (fun x => stoppedAtPath (f x) (τ x)) := by - apply source_path_measurable - intro t - have hm : Measurable (fun x => f x - ((min (τ x) (t : WithTop ℝ≥0)).untopD (Classical.arbitrary ℝ≥0))) := - continuous_eval.measurable.comp - (hf.prodMk ((hτ.min measurable_const).untopD (Classical.arbitrary ℝ≥0))) - simpa only [stoppedAtPath_apply, WithTop.untopA] using hm - -lemma measurable_wholeSausageCharge_closedBall - {X : Type*} [MeasurableSpace X] - (κ v : ℝ) (f : X → C(ℝ≥0, ℂ)) (hf : Measurable f) - (a : X → ℂ) (ha : Measurable a) (r : X → ℝ) (hr : Measurable r) : - Measurable (fun x => wholeSausageCharge κ (f x) v (closedBall (a x) (r x))) := by - let I : X × ℂ → ℝ≥0∞ := fun p => - if p.2 ∈ closedBall (a p.1) (r p.1) ∩ wholeSausageSet (f p.1) v then 1 else 0 - have hball : MeasurableSet {p : X × ℂ | p.2 ∈ closedBall (a p.1) (r p.1)} := - measurableSet_le (measurable_snd.dist (ha.comp measurable_fst)) (hr.comp measurable_fst) - have hsausage : MeasurableSet {p : X × ℂ | p.2 ∈ wholeSausageSet (f p.1) v} := - (wholeSausage_joint_open v).measurableSet.preimage - ((hf.comp measurable_fst).prodMk measurable_snd) - have hI : Measurable I := Measurable.ite (hball.inter hsausage) - measurable_const measurable_const - have he (x : X) : wholeSausageCharge κ (f x) v (closedBall (a x) (r x)) = - ENNReal.ofReal (v ^ (-codimension κ)) * ∫⁻ z, I (x, z) ∂volume := by - unfold wholeSausageCharge - congr 1 - have hIeq : (fun z => I (x, z)) = - (closedBall (a x) (r x) ∩ wholeSausageSet (f x) v).indicator (fun _ => 1) := by - funext z - by_cases hz : z ∈ closedBall (a x) (r x) ∩ wholeSausageSet (f x) v - · simp only [I, ite_eq_left hz, indicator_of_mem hz] - · simp only [I, ite_eq_right hz, indicator_of_notMem hz] - rw [hIeq] - exact (lintegral_indicator_one (μ := volume) (isClosed_closedBall.measurableSet.inter - (wholeSausageSet_isOpen (f x) v).measurableSet)).symm - simp_rw [he] - exact measurable_const.mul (hI.lintegral_prod_right' (ν := volume)) - -def canonicalDenseEvent (κ : ℝ) (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) - (Fb : C(closedHalfPlane, ℂ)) (u : ℝ) (w : ℂ) (b r : ℝ) - (m : ℕ) (v : ℝ) (a : ℂ) : Set C(ℝ≥0, ℝ) := - {p | ENNReal.ofReal (b * r ^ dimension κ * (m : ℝ) ^ codimension κ) ≤ - stoppedWholeSausageCharge κ (finiteBoundaryPath Fb (Φ p)) - (canonicalRadiusLevel κ (u, w, p)) v (closedBall a r)} - -/-- All geometric marked parameters may be random. In particular this -applies to the product of the stopped past with a fresh driver path. -/ -lemma measurableSet_canonicalDenseEvent_random - {X : Type*} [MeasurableSpace X] - (κ b v : ℝ) (m : ℕ) (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) - (Fb : X → C(closedHalfPlane, ℂ)) (hFb : Measurable Fb) - (u : X → ℝ) (hu : Measurable u) (w : X → ℂ) (hw : Measurable w) - (r : X → ℝ) (hr : Measurable r) (a : X → ℂ) (ha : Measurable a) - (Y : X → C(ℝ≥0, ℝ)) (hY : Measurable Y) : - MeasurableSet {x | Y x ∈ canonicalDenseEvent κ Φ (Fb x) (u x) (w x) - b (r x) m v (a x)} := by - have hpath : Measurable (fun x => finiteBoundaryPath (Fb x) (Φ (Y x))) := - (measurable_random_finiteBoundaryPath Fb hFb).comp - (measurable_id.prodMk (hΦ.comp hY)) - have hstop := measurable_stoppedAtPath _ hpath _ - (measurable_canonicalRadiusLevel_random_state κ hY hu hw) - have hmass := measurable_wholeSausageCharge_closedBall κ v _ hstop a ha r hr - have hthresh : Measurable (fun x => ENNReal.ofReal - (b * r x ^ dimension κ * (m : ℝ) ^ codimension κ)) := by fun_prop - exact measurableSet_le hthresh hmass - -lemma measurableSet_canonicalDenseEvent - (κ b r v : ℝ) (m : ℕ) (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) - (Fb : C(closedHalfPlane, ℂ)) (u : ℝ) (w a : ℂ) : - MeasurableSet (canonicalDenseEvent κ Φ Fb u w b r m v a) := by - exact measurableSet_canonicalDenseEvent_random κ b v m Φ hΦ - (fun _ => Fb) measurable_const (fun _ => u) measurable_const - (fun _ => w) measurable_const (fun _ => r) measurable_const - (fun _ => a) measurable_const id measurable_id - -lemma measurableSet_canonicalDenseEvent_product - {X : Type*} [MeasurableSpace X] - (κ b v : ℝ) (m : ℕ) (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) - (Fb : X → C(closedHalfPlane, ℂ)) (hFb : Measurable Fb) - (u : X → ℝ) (hu : Measurable u) (w : X → ℂ) (hw : Measurable w) - (r : X → ℝ) (hr : Measurable r) (a : X → ℂ) (ha : Measurable a) : - MeasurableSet {x : X × C(ℝ≥0, ℝ) | - x.2 ∈ canonicalDenseEvent κ Φ (Fb x.1) (u x.1) (w x.1) - b (r x.1) m v (a x.1)} := - measurableSet_canonicalDenseEvent_random κ b v m Φ hΦ - _ (hFb.comp measurable_fst) _ (hu.comp measurable_fst) - _ (hw.comp measurable_fst) _ (hr.comp measurable_fst) - _ (ha.comp measurable_fst) _ measurable_snd - -lemma map_withDensity_comp - {X Y : Type*} [MeasurableSpace X] [MeasurableSpace Y] - (μ : Measure X) (f : X → Y) (hf : Measurable f) - (d : Y → ℝ≥0∞) (hd : Measurable d) : - (μ.withDensity (fun x => d (f x))).map f = (μ.map f).withDensity d := by - apply Measure.ext - intro S hS - rw [Measure.map_apply hf hS, withDensity_apply _ (hf hS), withDensity_apply _ hS, - setLIntegral_map hS hd hf] - -/-- The canonical density is exactly the pushforward of the original -finite centered law, simultaneously for any chosen nonnegative level. -/ -theorem canonical_finiteCenteredLaw_map - {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) - (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) - (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂μ, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (u : ℝ) (hu : 0 ≤ u) (w : ℂ) : - (finiteCenteredLaw μ κ B γ G w u).map (sourceDriverPath B hc) = - (μ.map (sourceDriverPath B hc)).withDensity - (fun p => canonicalFiniteDensity κ (u, w, p)) := by - have hbp := source_path_measurable (sourceDriverPath B hc) hm - have hd : Measurable (fun p => canonicalFiniteDensity κ (u, w, p)) := - (canonicalFiniteDensity_measurable κ).comp - (measurable_const.prodMk (measurable_const.prodMk measurable_id)) - have he : finiteCenteredLaw μ κ B γ G w u = - μ.withDensity (fun ω => canonicalFiniteDensity κ (u, w, sourceDriverPath B hc ω)) := by - unfold finiteCenteredLaw - apply withDensity_congr_ae - filter_upwards [hw] with ω hω - exact (canonicalFiniteDensity_eq κ (sourceDriverPath B hc ω) hω u hu w).symm - rw [he, map_withDensity_comp μ _ hbp _ hd] - -namespace Serpentine -open Target - -/-- The conformal dense-experiment theorem on canonical driver space. -The constants are those of the proved actual SLE theorem, with half the -height margin reserved to use the finite boundary chart on the interior. -/ -theorem uniform_canonical_conformal_dense_sections - {Ω : Type} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B μ) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) - (hΦγ : ∀ᵐ ω ∂μ, Φ (sourceDriverPath B hc ω) = sourceTracePath γ (fun ω => (hw ω).1) ω) - (hcompact : PublishedHalfPlaneUnivalentCompactness) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport μ γ) - (hplanar : PublishedPlanarDiskOpenness) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) - (hwiener : PublishedPlanarWienerUnitSupport) - (W : WienerLaw) (hW : IsWiener W) - (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) - {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : - ∃ h b C : ℝ, 0 < h ∧ h ≤ s / 2 ∧ 0 < b ∧ 0 < C ∧ - ∃ δ : ℕ → ℝ, (∀ m, 0 < m → 0 < δ m) ∧ - ∀ (f : ℂ → ℂ) (Fb : C(closedHalfPlane, ℂ)) (w : ℂ), - DifferentiableOn ℂ f upperHalfPlane → InjOn f upperHalfPlane → - (∀ z : closedHalfPlane, (z : ℂ) ∈ upperHalfPlane → Fb z = f z) → - ‖w‖ = 1 → s ≤ w.im → deriv f w ≠ 0 → - ∀ m : ℕ, 0 < m → ∀ v : ℝ, 0 < v → - v < δ m * (2 * w.im * ‖deriv f w‖) → - ENNReal.ofReal (Real.exp (-C * (m : ℝ) ^ 2)) ≤ - ((μ.map (sourceDriverPath B hc)).withDensity - (fun p => canonicalFiniteDensity κ (experimentRadiusLevel h, w, p))) - (canonicalDenseEvent κ Φ Fb (experimentRadiusLevel h) w b - (2 * w.im * ‖deriv f w‖) m v (f w)) := by - have hs2 : 0 < s / 2 := by positivity - have hs21 : s / 2 ≤ 1 := by linarith - obtain ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, hmass⟩ := - uniform_conformal_dense_stopped_mass μ κ hκ hκ8 B hB hBm hc hB0 γ G F hw - hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW ε hε hεsmall hs2 hs21 - refine ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, ?_⟩ - intro f Fb w hf hfi hFb hwn hwy hne m hm v hv hvcut - let bp := sourceDriverPath B hc - let gp := sourceTracePath γ (fun ω => (hw ω).1) - let η : Ω → ℝ≥0 → ℂ := fun ω => finiteBoundaryPath Fb (gp ω) - have hη : ∀ ω, Continuous (η ω) := fun ω => (finiteBoundaryPath Fb (gp ω)).continuous - have hηeq (ω : Ω) (t : ℝ≥0) (ht : γ ω t ∈ closedBall w h) : η ω t = f (γ ω t) := by - have hib : w.im - (γ ω t).im ≤ h := by - calc - _ = (w - γ ω t).im := rfl - _ ≤ ‖w - γ ω t‖ := Complex.im_le_norm _ - _ = dist (γ ω t) w := by rw [dist_eq_norm, norm_sub_rev] - _ ≤ h := ht - have hpos : γ ω t ∈ upperHalfPlane := by change 0 < (γ ω t).im; linarith - have hclosed : ClosedPathProperty (gp ω) := by - intro t - exact (hw ω).2.2.1 t - change finiteBoundaryPath Fb (gp ω) t = _ - rw [finiteBoundaryPath_apply Fb (gp ω) hclosed t] - exact hFb _ hpos - let ρ : Ω → WithTop ℝ≥0 := fun ω => canonicalRadiusLevel κ (experimentRadiusLevel h, w, bp ω) - have hu : 0 ≤ experimentRadiusLevel h := experimentRadiusLevel_nonneg hh (by linarith) - have hρ : ∀ᵐ ω ∂μ, ρ ω = radiusLevelTime (γ ω) (G ω) w (experimentRadiusLevel h) := - Eventually.of_forall fun ω => canonicalRadiusLevel_eq κ (bp ω) (hw ω) _ hu w - have hp := hmass f w hf hfi hwn (by linarith) hne η hη hηeq ρ hρ m hm v hv hvcut - let E := canonicalDenseEvent κ Φ Fb (experimentRadiusLevel h) w b - (2 * w.im * ‖deriv f w‖) m v (f w) - have hE : MeasurableSet E := measurableSet_canonicalDenseEvent _ _ _ _ _ Φ hΦ Fb _ _ _ - have hmB : ∀ t, Measurable (B t) := fun t => hBm.comp (measurable_const.prodMk measurable_id) - rw [← canonical_finiteCenteredLaw_map μ κ B hmB hc γ G F - (Eventually.of_forall hw) _ hu w, Measure.map_apply (source_path_measurable bp hmB) hE] - apply hp.trans_eq - apply measure_congr - apply (withDensity_absolutelyContinuous μ _).ae_le - filter_upwards [hΦγ] with ω hω - apply propext - change (ENNReal.ofReal _ ≤ stoppedWholeSausageCharge κ (sourceTracePath η hη ω) (ρ ω) v _) ↔ - (ENNReal.ofReal _ ≤ stoppedWholeSausageCharge κ (finiteBoundaryPath Fb (Φ (bp ω))) (ρ ω) v _) - rw [hω] - rfl - -end Serpentine -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Loewner.CanonicalRadiusKernel +import OAI.Probability.SLE.Gauge.ConformalDenseExperiment +import OAI.Probability.SLE.Gauge.RandomPassageBounds + +namespace OAI + +/-! Measurable canonical sections for the proved conformal dense experiment. +The probability estimate is transported from the actual SLE theorem; the +canonical path and stopping kernels introduce no further stochastic input. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric Classical +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open FrontSuccessMeasurability + +local instance denseSectionDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance denseSectionDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance denseSectionPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance denseSectionPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +lemma measurable_stoppedAtPath + {X : Type*} [MeasurableSpace X] + (f : X → C(ℝ≥0, ℂ)) (hf : Measurable f) + (τ : X → WithTop ℝ≥0) (hτ : Measurable τ) : + Measurable (fun x => stoppedAtPath (f x) (τ x)) := by + apply source_path_measurable + intro t + have hm : Measurable (fun x => f x + ((min (τ x) (t : WithTop ℝ≥0)).untopD (Classical.arbitrary ℝ≥0))) := + continuous_eval.measurable.comp + (hf.prodMk ((hτ.min measurable_const).untopD (Classical.arbitrary ℝ≥0))) + simpa only [stoppedAtPath_apply, WithTop.untopA] using hm + +lemma measurable_wholeSausageCharge_closedBall + {X : Type*} [MeasurableSpace X] + (κ v : ℝ) (f : X → C(ℝ≥0, ℂ)) (hf : Measurable f) + (a : X → ℂ) (ha : Measurable a) (r : X → ℝ) (hr : Measurable r) : + Measurable (fun x => wholeSausageCharge κ (f x) v (closedBall (a x) (r x))) := by + let I : X × ℂ → ℝ≥0∞ := fun p => + if p.2 ∈ closedBall (a p.1) (r p.1) ∩ wholeSausageSet (f p.1) v then 1 else 0 + have hball : MeasurableSet {p : X × ℂ | p.2 ∈ closedBall (a p.1) (r p.1)} := + measurableSet_le (measurable_snd.dist (ha.comp measurable_fst)) (hr.comp measurable_fst) + have hsausage : MeasurableSet {p : X × ℂ | p.2 ∈ wholeSausageSet (f p.1) v} := + (wholeSausage_joint_open v).measurableSet.preimage + ((hf.comp measurable_fst).prodMk measurable_snd) + have hI : Measurable I := Measurable.ite (hball.inter hsausage) + measurable_const measurable_const + have he (x : X) : wholeSausageCharge κ (f x) v (closedBall (a x) (r x)) = + ENNReal.ofReal (v ^ (-codimension κ)) * ∫⁻ z, I (x, z) ∂volume := by + unfold wholeSausageCharge + congr 1 + have hIeq : (fun z => I (x, z)) = + (closedBall (a x) (r x) ∩ wholeSausageSet (f x) v).indicator (fun _ => 1) := by + funext z + by_cases hz : z ∈ closedBall (a x) (r x) ∩ wholeSausageSet (f x) v + · simp only [I, ite_eq_left hz, indicator_of_mem hz] + · simp only [I, ite_eq_right hz, indicator_of_notMem hz] + rw [hIeq] + exact (lintegral_indicator_one (μ := volume) (isClosed_closedBall.measurableSet.inter + (wholeSausageSet_isOpen (f x) v).measurableSet)).symm + simp_rw [he] + exact measurable_const.mul (hI.lintegral_prod_right' (ν := volume)) + +def canonicalDenseEvent (κ : ℝ) (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Fb : C(closedHalfPlane, ℂ)) (u : ℝ) (w : ℂ) (b r : ℝ) + (m : ℕ) (v : ℝ) (a : ℂ) : Set C(ℝ≥0, ℝ) := + {p | ENNReal.ofReal (b * r ^ dimension κ * (m : ℝ) ^ codimension κ) ≤ + stoppedWholeSausageCharge κ (finiteBoundaryPath Fb (Φ p)) + (canonicalRadiusLevel κ (u, w, p)) v (closedBall a r)} + +/-- All geometric marked parameters may be random. In particular this +applies to the product of the stopped past with a fresh driver path. -/ +lemma measurableSet_canonicalDenseEvent_random + {X : Type*} [MeasurableSpace X] + (κ b v : ℝ) (m : ℕ) (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) + (Fb : X → C(closedHalfPlane, ℂ)) (hFb : Measurable Fb) + (u : X → ℝ) (hu : Measurable u) (w : X → ℂ) (hw : Measurable w) + (r : X → ℝ) (hr : Measurable r) (a : X → ℂ) (ha : Measurable a) + (Y : X → C(ℝ≥0, ℝ)) (hY : Measurable Y) : + MeasurableSet {x | Y x ∈ canonicalDenseEvent κ Φ (Fb x) (u x) (w x) + b (r x) m v (a x)} := by + have hpath : Measurable (fun x => finiteBoundaryPath (Fb x) (Φ (Y x))) := + (measurable_random_finiteBoundaryPath Fb hFb).comp + (measurable_id.prodMk (hΦ.comp hY)) + have hstop := measurable_stoppedAtPath _ hpath _ + (measurable_canonicalRadiusLevel_random_state κ hY hu hw) + have hmass := measurable_wholeSausageCharge_closedBall κ v _ hstop a ha r hr + have hthresh : Measurable (fun x => ENNReal.ofReal + (b * r x ^ dimension κ * (m : ℝ) ^ codimension κ)) := by fun_prop + exact measurableSet_le hthresh hmass + +lemma measurableSet_canonicalDenseEvent + (κ b r v : ℝ) (m : ℕ) (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) + (Fb : C(closedHalfPlane, ℂ)) (u : ℝ) (w a : ℂ) : + MeasurableSet (canonicalDenseEvent κ Φ Fb u w b r m v a) := by + exact measurableSet_canonicalDenseEvent_random κ b v m Φ hΦ + (fun _ => Fb) measurable_const (fun _ => u) measurable_const + (fun _ => w) measurable_const (fun _ => r) measurable_const + (fun _ => a) measurable_const id measurable_id + +lemma measurableSet_canonicalDenseEvent_product + {X : Type*} [MeasurableSpace X] + (κ b v : ℝ) (m : ℕ) (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) + (Fb : X → C(closedHalfPlane, ℂ)) (hFb : Measurable Fb) + (u : X → ℝ) (hu : Measurable u) (w : X → ℂ) (hw : Measurable w) + (r : X → ℝ) (hr : Measurable r) (a : X → ℂ) (ha : Measurable a) : + MeasurableSet {x : X × C(ℝ≥0, ℝ) | + x.2 ∈ canonicalDenseEvent κ Φ (Fb x.1) (u x.1) (w x.1) + b (r x.1) m v (a x.1)} := + measurableSet_canonicalDenseEvent_random κ b v m Φ hΦ + _ (hFb.comp measurable_fst) _ (hu.comp measurable_fst) + _ (hw.comp measurable_fst) _ (hr.comp measurable_fst) + _ (ha.comp measurable_fst) _ measurable_snd + +lemma map_withDensity_comp + {X Y : Type*} [MeasurableSpace X] [MeasurableSpace Y] + (μ : Measure X) (f : X → Y) (hf : Measurable f) + (d : Y → ℝ≥0∞) (hd : Measurable d) : + (μ.withDensity (fun x => d (f x))).map f = (μ.map f).withDensity d := by + apply Measure.ext + intro S hS + rw [Measure.map_apply hf hS, withDensity_apply _ (hf hS), withDensity_apply _ hS, + setLIntegral_map hS hd hf] + +/-- The canonical density is exactly the pushforward of the original +finite centered law, simultaneously for any chosen nonnegative level. -/ +theorem canonical_finiteCenteredLaw_map + {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) + (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂μ, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (hu : 0 ≤ u) (w : ℂ) : + (finiteCenteredLaw μ κ B γ G w u).map (sourceDriverPath B hc) = + (μ.map (sourceDriverPath B hc)).withDensity + (fun p => canonicalFiniteDensity κ (u, w, p)) := by + have hbp := source_path_measurable (sourceDriverPath B hc) hm + have hd : Measurable (fun p => canonicalFiniteDensity κ (u, w, p)) := + (canonicalFiniteDensity_measurable κ).comp + (measurable_const.prodMk (measurable_const.prodMk measurable_id)) + have he : finiteCenteredLaw μ κ B γ G w u = + μ.withDensity (fun ω => canonicalFiniteDensity κ (u, w, sourceDriverPath B hc ω)) := by + unfold finiteCenteredLaw + apply withDensity_congr_ae + filter_upwards [hw] with ω hω + exact (canonicalFiniteDensity_eq κ (sourceDriverPath B hc ω) hω u hu w).symm + rw [he, map_withDensity_comp μ _ hbp _ hd] + +namespace Serpentine +open Target + +/-- The conformal dense-experiment theorem on canonical driver space. +The constants are those of the proved actual SLE theorem, with half the +height margin reserved to use the finite boundary chart on the interior. -/ +theorem uniform_canonical_conformal_dense_sections + {Ω : Type} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B μ) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) + (hΦγ : ∀ᵐ ω ∂μ, Φ (sourceDriverPath B hc ω) = sourceTracePath γ (fun ω => (hw ω).1) ω) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport μ γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) + {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : + ∃ h b C : ℝ, 0 < h ∧ h ≤ s / 2 ∧ 0 < b ∧ 0 < C ∧ + ∃ δ : ℕ → ℝ, (∀ m, 0 < m → 0 < δ m) ∧ + ∀ (f : ℂ → ℂ) (Fb : C(closedHalfPlane, ℂ)) (w : ℂ), + DifferentiableOn ℂ f upperHalfPlane → InjOn f upperHalfPlane → + (∀ z : closedHalfPlane, (z : ℂ) ∈ upperHalfPlane → Fb z = f z) → + ‖w‖ = 1 → s ≤ w.im → deriv f w ≠ 0 → + ∀ m : ℕ, 0 < m → ∀ v : ℝ, 0 < v → + v < δ m * (2 * w.im * ‖deriv f w‖) → + ENNReal.ofReal (Real.exp (-C * (m : ℝ) ^ 2)) ≤ + ((μ.map (sourceDriverPath B hc)).withDensity + (fun p => canonicalFiniteDensity κ (experimentRadiusLevel h, w, p))) + (canonicalDenseEvent κ Φ Fb (experimentRadiusLevel h) w b + (2 * w.im * ‖deriv f w‖) m v (f w)) := by + have hs2 : 0 < s / 2 := by positivity + have hs21 : s / 2 ≤ 1 := by linarith + obtain ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, hmass⟩ := + uniform_conformal_dense_stopped_mass μ κ hκ hκ8 B hB hBm hc hB0 γ G F hw + hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW ε hε hεsmall hs2 hs21 + refine ⟨h, b, C, hh, hhs, hb, hC, δ, hδ, ?_⟩ + intro f Fb w hf hfi hFb hwn hwy hne m hm v hv hvcut + let bp := sourceDriverPath B hc + let gp := sourceTracePath γ (fun ω => (hw ω).1) + let η : Ω → ℝ≥0 → ℂ := fun ω => finiteBoundaryPath Fb (gp ω) + have hη : ∀ ω, Continuous (η ω) := fun ω => (finiteBoundaryPath Fb (gp ω)).continuous + have hηeq (ω : Ω) (t : ℝ≥0) (ht : γ ω t ∈ closedBall w h) : η ω t = f (γ ω t) := by + have hib : w.im - (γ ω t).im ≤ h := by + calc + _ = (w - γ ω t).im := rfl + _ ≤ ‖w - γ ω t‖ := Complex.im_le_norm _ + _ = dist (γ ω t) w := by rw [dist_eq_norm, norm_sub_rev] + _ ≤ h := ht + have hpos : γ ω t ∈ upperHalfPlane := by change 0 < (γ ω t).im; linarith + have hclosed : ClosedPathProperty (gp ω) := by + intro t + exact (hw ω).2.2.1 t + change finiteBoundaryPath Fb (gp ω) t = _ + rw [finiteBoundaryPath_apply Fb (gp ω) hclosed t] + exact hFb _ hpos + let ρ : Ω → WithTop ℝ≥0 := fun ω => canonicalRadiusLevel κ (experimentRadiusLevel h, w, bp ω) + have hu : 0 ≤ experimentRadiusLevel h := experimentRadiusLevel_nonneg hh (by linarith) + have hρ : ∀ᵐ ω ∂μ, ρ ω = radiusLevelTime (γ ω) (G ω) w (experimentRadiusLevel h) := + Eventually.of_forall fun ω => canonicalRadiusLevel_eq κ (bp ω) (hw ω) _ hu w + have hp := hmass f w hf hfi hwn (by linarith) hne η hη hηeq ρ hρ m hm v hv hvcut + let E := canonicalDenseEvent κ Φ Fb (experimentRadiusLevel h) w b + (2 * w.im * ‖deriv f w‖) m v (f w) + have hE : MeasurableSet E := measurableSet_canonicalDenseEvent _ _ _ _ _ Φ hΦ Fb _ _ _ + have hmB : ∀ t, Measurable (B t) := fun t => hBm.comp (measurable_const.prodMk measurable_id) + rw [← canonical_finiteCenteredLaw_map μ κ B hmB hc γ G F + (Eventually.of_forall hw) _ hu w, Measure.map_apply (source_path_measurable bp hmB) hE] + apply hp.trans_eq + apply measure_congr + apply (withDensity_absolutelyContinuous μ _).ae_le + filter_upwards [hΦγ] with ω hω + apply propext + change (ENNReal.ofReal _ ≤ stoppedWholeSausageCharge κ (sourceTracePath η hη ω) (ρ ω) v _) ↔ + (ENNReal.ofReal _ ≤ stoppedWholeSausageCharge κ (finiteBoundaryPath Fb (Φ (bp ω))) (ρ ω) v _) + rw [hω] + rfl + +end Serpentine +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CanonicalDiskMomentTails.lean b/lean/OAI/Probability/SLE/Gauge/CanonicalDiskMomentTails.lean index 844828a739de44ae667d8a09a93754bc9cfb8432..34a8ed129c3ca8f93d6744f9cd2cdaecdf7519cb 100644 --- a/lean/OAI/Probability/SLE/Gauge/CanonicalDiskMomentTails.lean +++ b/lean/OAI/Probability/SLE/Gauge/CanonicalDiskMomentTails.lean @@ -1,126 +1,126 @@ -import OAI.Probability.SLE.Geometry.CanonicalDiskTails -import OAI.Probability.SLE.Geometry.FiniteLawTailENN - -namespace OAI - -/-! Summable tails for the exact prescribed moments, obtained from the actual -finite centered laws. The supremum is taken over finite radius levels. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - -include C hB hc h0 hκ hκ8 F hw hgrowth W hW in -lemma finiteMoment_nat_le_moment (n j : ℕ) : - Target.finiteMoment κ W n j ≤ Target.moment κ W n := by - apply ge_of_tendsto (C.finiteMoment_tendsto_moment hB hc h0 hκ hκ8 F hw hgrowth W hW n) - filter_upwards [eventually_ge_atTop j] with k hk - exact C.finiteMoment_mono hB hc h0 hκ hκ8 F hw hgrowth W hW n - (by change (0:ℝ)≤(j:ℝ); exact Nat.cast_nonneg j) - (by change (0:ℝ)≤(k:ℝ); exact Nat.cast_nonneg k) (Nat.cast_le.mpr hk) - -include C hB hc h0 hκ hκ8 F hw hgrowth W hW in -lemma centeredDiskLaw_integrable_pow (ℓ : ℝ) (hℓ : 0≤ℓ) (n : ℕ) : - Integrable (fun p : ℝ × Ω => C.diskAtRadius p.1 (4*ℓ/κ) p.2 ^ n) - (centeredDiskLaw P κ B hc (4*ℓ/κ)) := by - have hu : 0≤4*ℓ/κ := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le - have hm := (C.diskAtRadius_joint_measurable hc F hw _ hu).pow_const n - have hnonneg : ∀ p : ℝ × Ω, 0≤C.diskAtRadius p.1 (4*ℓ/κ) p.2^n := - fun p => pow_nonneg (C.diskAtRadius_nonneg _ _ _) n - apply (lintegral_ofReal_ne_top_iff_integrable hm.aestronglyMeasurable - (Eventually.of_forall hnonneg)).mp - simp_rw [ENNReal.ofReal_pow (C.diskAtRadius_nonneg _ _ _)] - rw [C.centeredDiskLaw_moment hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ n] - exact ENNReal.ofReal_ne_top - -include C hB hc h0 hκ hκ8 F hw hgrowth W hW in -lemma centeredDiskLaw_integral_pow (ℓ : ℝ) (hℓ : 0≤ℓ) (n : ℕ) : - (∫ p : ℝ × Ω, C.diskAtRadius p.1 (4*ℓ/κ) p.2 ^ n - ∂centeredDiskLaw P κ B hc (4*ℓ/κ)) = Target.finiteMoment κ W n ℓ := by - obtain ⟨M,_,hM⟩ := C.uniform_finiteMoment_bound hB hc h0 hκ hκ8 F hw hgrowth W hW n - apply (ENNReal.ofReal_eq_ofReal_iff - (integral_nonneg (fun p => pow_nonneg (C.diskAtRadius_nonneg _ _ _) n)) - (hM ℓ hℓ).1).mp - rw [ofReal_integral_eq_lintegral_ofReal - (C.centeredDiskLaw_integrable_pow hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ n) - (Eventually.of_forall (fun p => pow_nonneg (C.diskAtRadius_nonneg _ _ _) n))] - simp_rw [ENNReal.ofReal_pow (C.diskAtRadius_nonneg _ _ _)] - exact C.centeredDiskLaw_moment hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ n - -def limitingDiskTail (hc : ∀ ω, Continuous (fun t => B t ω)) (b : ℝ) : ℝ≥0∞ := - ⨆ j : ℕ, C.centeredDiskTail hc b (4*(j:ℝ)/κ) - -include C hB hc h0 hκ hκ8 F hw in -lemma centeredDiskTail_nat_mono (b : ℝ) : - Monotone (fun j : ℕ => C.centeredDiskTail hc b (4*(j:ℝ)/κ)) := by - intro i j hij - apply C.centeredDiskTail_mono hB hc h0 hκ hκ8 F hw b - · exact div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg i)) hκ.le - · exact div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg j)) hκ.le - · exact div_le_div_of_nonneg_right - (mul_le_mul_of_nonneg_left (Nat.cast_le.mpr hij) (by norm_num)) hκ.le - -include C hB hc h0 hκ hκ8 F hw hgrowth W hW in -lemma limitingDiskTail_batch_bound {n : ℕ} (hn : 1≤n) - (hm : 0 centeredDiskLaw P κ B hc (4*(j:ℝ)/κ) - let X := fun j : ℕ => fun p : ℝ × Ω => C.diskAtRadius p.1 (4*(j:ℝ)/κ) p.2 - have hQ (j) : IsFiniteMeasure (Q j) := by - let := centeredDiskLaw_isProbability hB hBm hc hκ hκ8 γ G F hw (4*(j:ℝ)/κ) - (div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg j)) hκ.le) - infer_instance - have hX (j) : Measurable (X j) := C.diskAtRadius_joint_measurable hc F hw _ - (div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg j)) hκ.le) - simp_rw [← MomentBatches.copies_eq_target] - exact MomentBatches.limiting_upper_batch_bound Q hQ X hX - (fun _ p => C.diskAtRadius_nonneg _ _ _) - (fun b => C.centeredDiskTail_nat_mono hB hc h0 hκ hκ8 F hw b) hn hm - (fun j => C.centeredDiskLaw_integrable_pow hB hc h0 hκ hκ8 F hw hgrowth W hW - j (Nat.cast_nonneg j) n) - (fun j => (C.centeredDiskLaw_integral_pow hB hc h0 hκ hκ8 F hw hgrowth W hW - j (Nat.cast_nonneg j) n).trans_le - (C.finiteMoment_nat_le_moment hB hc h0 hκ hκ8 F hw hgrowth W hW n j)) - -include C hB hc h0 hκ hκ8 F hw hgrowth W hW in -lemma limitingDiskTail_cleanup_bound : - (∑' n : ℕ, C.limitingDiskTail hc (16*((n:ℝ)+1))) ≤ - ENNReal.ofReal (Target.moment κ W 1/16) := by - let Q := fun j : ℕ => centeredDiskLaw P κ B hc (4*(j:ℝ)/κ) - let X := fun j : ℕ => fun p : ℝ × Ω => C.diskAtRadius p.1 (4*(j:ℝ)/κ) p.2 - have hQ (j) : IsFiniteMeasure (Q j) := by - let := centeredDiskLaw_isProbability hB hBm hc hκ hκ8 γ G F hw (4*(j:ℝ)/κ) - (div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg j)) hκ.le) - infer_instance - have hX (j) : Measurable (X j) := C.diskAtRadius_joint_measurable hc F hw _ - (div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg j)) hκ.le) - apply MomentBatches.limiting_cleanup_tail_bound Q hQ X hX - (fun _ p => C.diskAtRadius_nonneg _ _ _) - (fun b => C.centeredDiskTail_nat_mono hB hc h0 hκ hκ8 F hw b) - · intro j - simpa only [pow_one] using C.centeredDiskLaw_integrable_pow hB hc h0 hκ hκ8 F hw - hgrowth W hW j (Nat.cast_nonneg j) 1 - · intro j - simpa only [pow_one] using - (C.centeredDiskLaw_integral_pow hB hc h0 hκ hκ8 F hw hgrowth W hW - j (Nat.cast_nonneg j) 1).trans_le - (C.finiteMoment_nat_le_moment hB hc h0 hκ hκ8 F hw hgrowth W hW 1 j) - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Geometry.CanonicalDiskTails +import OAI.Probability.SLE.Geometry.FiniteLawTailENN + +namespace OAI + +/-! Summable tails for the exact prescribed moments, obtained from the actual +finite centered laws. The supremum is taken over finite radius levels. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + +include C hB hc h0 hκ hκ8 F hw hgrowth W hW in +lemma finiteMoment_nat_le_moment (n j : ℕ) : + Target.finiteMoment κ W n j ≤ Target.moment κ W n := by + apply ge_of_tendsto (C.finiteMoment_tendsto_moment hB hc h0 hκ hκ8 F hw hgrowth W hW n) + filter_upwards [eventually_ge_atTop j] with k hk + exact C.finiteMoment_mono hB hc h0 hκ hκ8 F hw hgrowth W hW n + (by change (0:ℝ)≤(j:ℝ); exact Nat.cast_nonneg j) + (by change (0:ℝ)≤(k:ℝ); exact Nat.cast_nonneg k) (Nat.cast_le.mpr hk) + +include C hB hc h0 hκ hκ8 F hw hgrowth W hW in +lemma centeredDiskLaw_integrable_pow (ℓ : ℝ) (hℓ : 0≤ℓ) (n : ℕ) : + Integrable (fun p : ℝ × Ω => C.diskAtRadius p.1 (4*ℓ/κ) p.2 ^ n) + (centeredDiskLaw P κ B hc (4*ℓ/κ)) := by + have hu : 0≤4*ℓ/κ := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le + have hm := (C.diskAtRadius_joint_measurable hc F hw _ hu).pow_const n + have hnonneg : ∀ p : ℝ × Ω, 0≤C.diskAtRadius p.1 (4*ℓ/κ) p.2^n := + fun p => pow_nonneg (C.diskAtRadius_nonneg _ _ _) n + apply (lintegral_ofReal_ne_top_iff_integrable hm.aestronglyMeasurable + (Eventually.of_forall hnonneg)).mp + simp_rw [ENNReal.ofReal_pow (C.diskAtRadius_nonneg _ _ _)] + rw [C.centeredDiskLaw_moment hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ n] + exact ENNReal.ofReal_ne_top + +include C hB hc h0 hκ hκ8 F hw hgrowth W hW in +lemma centeredDiskLaw_integral_pow (ℓ : ℝ) (hℓ : 0≤ℓ) (n : ℕ) : + (∫ p : ℝ × Ω, C.diskAtRadius p.1 (4*ℓ/κ) p.2 ^ n + ∂centeredDiskLaw P κ B hc (4*ℓ/κ)) = Target.finiteMoment κ W n ℓ := by + obtain ⟨M,_,hM⟩ := C.uniform_finiteMoment_bound hB hc h0 hκ hκ8 F hw hgrowth W hW n + apply (ENNReal.ofReal_eq_ofReal_iff + (integral_nonneg (fun p => pow_nonneg (C.diskAtRadius_nonneg _ _ _) n)) + (hM ℓ hℓ).1).mp + rw [ofReal_integral_eq_lintegral_ofReal + (C.centeredDiskLaw_integrable_pow hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ n) + (Eventually.of_forall (fun p => pow_nonneg (C.diskAtRadius_nonneg _ _ _) n))] + simp_rw [ENNReal.ofReal_pow (C.diskAtRadius_nonneg _ _ _)] + exact C.centeredDiskLaw_moment hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ n + +def limitingDiskTail (hc : ∀ ω, Continuous (fun t => B t ω)) (b : ℝ) : ℝ≥0∞ := + ⨆ j : ℕ, C.centeredDiskTail hc b (4*(j:ℝ)/κ) + +include C hB hc h0 hκ hκ8 F hw in +lemma centeredDiskTail_nat_mono (b : ℝ) : + Monotone (fun j : ℕ => C.centeredDiskTail hc b (4*(j:ℝ)/κ)) := by + intro i j hij + apply C.centeredDiskTail_mono hB hc h0 hκ hκ8 F hw b + · exact div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg i)) hκ.le + · exact div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg j)) hκ.le + · exact div_le_div_of_nonneg_right + (mul_le_mul_of_nonneg_left (Nat.cast_le.mpr hij) (by norm_num)) hκ.le + +include C hB hc h0 hκ hκ8 F hw hgrowth W hW in +lemma limitingDiskTail_batch_bound {n : ℕ} (hn : 1≤n) + (hm : 0 centeredDiskLaw P κ B hc (4*(j:ℝ)/κ) + let X := fun j : ℕ => fun p : ℝ × Ω => C.diskAtRadius p.1 (4*(j:ℝ)/κ) p.2 + have hQ (j) : IsFiniteMeasure (Q j) := by + let := centeredDiskLaw_isProbability hB hBm hc hκ hκ8 γ G F hw (4*(j:ℝ)/κ) + (div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg j)) hκ.le) + infer_instance + have hX (j) : Measurable (X j) := C.diskAtRadius_joint_measurable hc F hw _ + (div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg j)) hκ.le) + simp_rw [← MomentBatches.copies_eq_target] + exact MomentBatches.limiting_upper_batch_bound Q hQ X hX + (fun _ p => C.diskAtRadius_nonneg _ _ _) + (fun b => C.centeredDiskTail_nat_mono hB hc h0 hκ hκ8 F hw b) hn hm + (fun j => C.centeredDiskLaw_integrable_pow hB hc h0 hκ hκ8 F hw hgrowth W hW + j (Nat.cast_nonneg j) n) + (fun j => (C.centeredDiskLaw_integral_pow hB hc h0 hκ hκ8 F hw hgrowth W hW + j (Nat.cast_nonneg j) n).trans_le + (C.finiteMoment_nat_le_moment hB hc h0 hκ hκ8 F hw hgrowth W hW n j)) + +include C hB hc h0 hκ hκ8 F hw hgrowth W hW in +lemma limitingDiskTail_cleanup_bound : + (∑' n : ℕ, C.limitingDiskTail hc (16*((n:ℝ)+1))) ≤ + ENNReal.ofReal (Target.moment κ W 1/16) := by + let Q := fun j : ℕ => centeredDiskLaw P κ B hc (4*(j:ℝ)/κ) + let X := fun j : ℕ => fun p : ℝ × Ω => C.diskAtRadius p.1 (4*(j:ℝ)/κ) p.2 + have hQ (j) : IsFiniteMeasure (Q j) := by + let := centeredDiskLaw_isProbability hB hBm hc hκ hκ8 γ G F hw (4*(j:ℝ)/κ) + (div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg j)) hκ.le) + infer_instance + have hX (j) : Measurable (X j) := C.diskAtRadius_joint_measurable hc F hw _ + (div_nonneg (mul_nonneg (by norm_num) (Nat.cast_nonneg j)) hκ.le) + apply MomentBatches.limiting_cleanup_tail_bound Q hQ X hX + (fun _ p => C.diskAtRadius_nonneg _ _ _) + (fun b => C.centeredDiskTail_nat_mono hB hc h0 hκ hκ8 F hw b) + · intro j + simpa only [pow_one] using C.centeredDiskLaw_integrable_pow hB hc h0 hκ hκ8 F hw + hgrowth W hW j (Nat.cast_nonneg j) 1 + · intro j + simpa only [pow_one] using + (C.centeredDiskLaw_integral_pow hB hc h0 hκ hκ8 F hw hgrowth W hW + j (Nat.cast_nonneg j) 1).trans_le + (C.finiteMoment_nat_le_moment hB hc h0 hκ hκ8 F hw hgrowth W hW 1 j) + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CanonicalGaugeTails.lean b/lean/OAI/Probability/SLE/Gauge/CanonicalGaugeTails.lean index 55aa758bbb560ddfb8de131a481d7da7bbea18fa..cbaf00b6e618c55f9e19409e5695a580e897055b 100644 --- a/lean/OAI/Probability/SLE/Gauge/CanonicalGaugeTails.lean +++ b/lean/OAI/Probability/SLE/Gauge/CanonicalGaugeTails.lean @@ -1,59 +1,59 @@ -import OAI.Probability.SLE.Gauge.CanonicalDiskMomentTails -import OAI.Probability.SLE.Gauge.GaugeTailSum - -namespace OAI - -/-! All prescribed gauge entries have a summable limiting centered-disk tail, -including repeated dyadic entries and the cleanup sequence. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - -include C hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW - -lemma limitingDiskTail_all_batches_bound : - (∑' e : Target.GaugeIndex κ W, C.limitingDiskTail hc (16*Target.weights κ W e)) ≤ - ENNReal.ofReal (Target.moment κ W 1/16) + ENNReal.ofReal (2/3:ℝ) := by - rw [Target.gauge_tail_sum_eq] - apply add_le_add (C.limitingDiskTail_cleanup_bound hB hc h0 hκ hκ8 F hw hgrowth W hW) - calc - _ ≤ ∑' n : ℕ, ENNReal.ofReal (2*(1/4:ℝ)^(n+1)) := by - apply ENNReal.tsum_le_tsum - intro n - exact (C.limitingDiskTail_batch_bound hB hc h0 hκ hκ8 F hw hgrowth W hW - (by omega) (C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW (n+1))).trans - (ENNReal.ofReal_le_ofReal (MomentBatches.upper_constant_le_geometric (by omega))) - _ = ENNReal.ofReal (2/3:ℝ) := by - simp_rw [ENNReal.ofReal_mul (by norm_num : (0:ℝ)≤2), - ENNReal.ofReal_pow (by norm_num : (0:ℝ)≤1/4)] - rw [ENNReal.tsum_mul_left,ENNReal.tsum_geometric_add_one] - rw [← ENNReal.ofReal_one, - ← ENNReal.ofReal_sub 1 (by norm_num : (0:ℝ)≤1/4), - ← ENNReal.ofReal_inv_of_pos (by norm_num : (0:ℝ)<1-1/4), - ← ENNReal.ofReal_mul (by norm_num : (0:ℝ)≤1/4), - ← ENNReal.ofReal_mul (by norm_num : (0:ℝ)≤2)] - norm_num - -theorem limitingDiskTail_summable : - (∑' e : Target.GaugeIndex κ W, C.limitingDiskTail hc (16*Target.weights κ W e)) ≠ ∞ := by - exact ne_top_of_le_ne_top (by finiteness) - (C.limitingDiskTail_all_batches_bound hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW) - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Gauge.CanonicalDiskMomentTails +import OAI.Probability.SLE.Gauge.GaugeTailSum + +namespace OAI + +/-! All prescribed gauge entries have a summable limiting centered-disk tail, +including repeated dyadic entries and the cleanup sequence. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + +include C hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW + +lemma limitingDiskTail_all_batches_bound : + (∑' e : Target.GaugeIndex κ W, C.limitingDiskTail hc (16*Target.weights κ W e)) ≤ + ENNReal.ofReal (Target.moment κ W 1/16) + ENNReal.ofReal (2/3:ℝ) := by + rw [Target.gauge_tail_sum_eq] + apply add_le_add (C.limitingDiskTail_cleanup_bound hB hc h0 hκ hκ8 F hw hgrowth W hW) + calc + _ ≤ ∑' n : ℕ, ENNReal.ofReal (2*(1/4:ℝ)^(n+1)) := by + apply ENNReal.tsum_le_tsum + intro n + exact (C.limitingDiskTail_batch_bound hB hc h0 hκ hκ8 F hw hgrowth W hW + (by omega) (C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW (n+1))).trans + (ENNReal.ofReal_le_ofReal (MomentBatches.upper_constant_le_geometric (by omega))) + _ = ENNReal.ofReal (2/3:ℝ) := by + simp_rw [ENNReal.ofReal_mul (by norm_num : (0:ℝ)≤2), + ENNReal.ofReal_pow (by norm_num : (0:ℝ)≤1/4)] + rw [ENNReal.tsum_mul_left,ENNReal.tsum_geometric_add_one] + rw [← ENNReal.ofReal_one, + ← ENNReal.ofReal_sub 1 (by norm_num : (0:ℝ)≤1/4), + ← ENNReal.ofReal_inv_of_pos (by norm_num : (0:ℝ)<1-1/4), + ← ENNReal.ofReal_mul (by norm_num : (0:ℝ)≤1/4), + ← ENNReal.ofReal_mul (by norm_num : (0:ℝ)≤2)] + norm_num + +theorem limitingDiskTail_summable : + (∑' e : Target.GaugeIndex κ W, C.limitingDiskTail hc (16*Target.weights κ W e)) ≠ ∞ := by + exact ne_top_of_le_ne_top (by finiteness) + (C.limitingDiskTail_all_batches_bound hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW) + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CanonicalGridLower.lean b/lean/OAI/Probability/SLE/Gauge/CanonicalGridLower.lean index 92659e380031329ab96599f477c6b30ddcab1a26..6b4aec48953d4d5ce9855cfb607e0aae26624477 100644 --- a/lean/OAI/Probability/SLE/Gauge/CanonicalGridLower.lean +++ b/lean/OAI/Probability/SLE/Gauge/CanonicalGridLower.lean @@ -1,113 +1,113 @@ -import OAI.Probability.SLE.Mass.CompactSpatialMass -import OAI.Probability.SLE.Geometry.CountablePastBound -import OAI.Probability.SLE.Gauge.ExpectedBadGrid -import OAI.Probability.SLE.Gauge.ExactMomentGauge - -namespace OAI - -/-! The finite centered-law tests which suffice for the prescribed lower bound. -The half-threshold and the factor two come from actual past-mass detection. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal -attribute [local instance] Classical.propDecidable - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω = 0) - (hκ : 0 < κ) (hκ8 : κ < 8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - -include C hB hc h0 hκ hκ8 F hw - -lemma compact_spatial_bad_charge_of_finite_tests - (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) - (hlim : Tendsto u atTop atTop) (q : ℕ → ℝ≥0) (hq : DenseRange q) - (K : Set upperHalfPlane) (hK : IsCompact K) (z : ℂ) (r H : ℝ) (hH : 0 < H) - (A : ℝ≥0∞) - (hbound : ∀ j, ∀ᶠ n in atTop, - (∫⁻ x in (Subtype.val : upperHalfPlane → ℂ) '' - (K ∩ Subtype.val ⁻¹' closedBall z r), - ENNReal.ofReal (initialGreen κ x) * finiteCenteredLaw P κ B γ G x (u n) - (finiteStrictPastEvent ((Finset.range j).image q) - (fun t => {ω | H < (C.process t ω (K ∩ Subtype.val ⁻¹' closedBall z r)).toReal}) - (fun ω => radiusLevelTime (γ ω) (G ω) x (u n))) ∂volume) ≤ A) : - (∫⁻ ω, if ENNReal.ofReal (2*H) < - compactSpatialMass (C.rational.terminal ω) K (closedBall z r) then - compactSpatialMass (C.rational.terminal ω) K (closedBall z r) else 0 ∂P) ≤ 2*A := by - have hb := C.bad_cell_mass_le_of_finite_bound hB hc h0 hκ hκ8 F hw - u hu hmono hlim q hq (K ∩ Subtype.val ⁻¹' closedBall z r) - (compactSpatialMass_compact_cell K hK z r) H hH A hbound - simpa only [compactSpatialMass_apply _ _ _ isClosed_closedBall.measurableSet, - Set.indicator,Set.mem_ofPred_eq] using hb - -/-- Finite centered-law bounds imply the prescribed lower-bound criterion. -The gauge and its positive moments are the prescribed nested Wiener coefficients. -/ -theorem ae_positive_prescribed_of_finite_tests [IsProbabilityMeasure P] - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) - (hlim : Tendsto u atTop atTop) (q : ℕ → ℝ≥0) (hq : DenseRange q) - (K : Set upperHalfPlane) (hK : IsCompact K) (D : ℝ) (hD : 0 < D) - (p : Target.GaugeIndex κ W → ℝ≥0∞) (hp : (∑' e, p e) ≠ ∞) - (hbound : ∀ e : Target.GaugeIndex κ W, ∀ i : ℤ×ℤ, ∀ j, ∀ᶠ n in atTop, - (∫⁻ x in (Subtype.val : upperHalfPlane → ℂ) '' - (K ∩ Subtype.val ⁻¹' closedBall (coverGridCenter (Target.radii κ W e) i) - (2*Target.radii κ W e)), - ENNReal.ofReal (initialGreen κ x) * finiteCenteredLaw P κ B γ G x (u n) - (finiteStrictPastEvent ((Finset.range j).image q) - (fun t => {ω | D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ < - (C.process t ω (K ∩ Subtype.val ⁻¹' closedBall - (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e))).toReal}) - (fun ω => radiusLevelTime (γ ω) (G ω) x (u n))) ∂volume) ≤ - p e * compactSpatialMass (initialGreenMeasure κ) K - (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e))) : - ∀ᵐ ω ∂P, ∀ E : Set ℂ, MeasurableSet E → - 0 < C.rational.terminal ω (K ∩ Subtype.val ⁻¹' E) → - 0 < Target.hausdorff (Target.gauge κ W) E := by - let μ (ω : Ω) := compactSpatialMass (C.rational.terminal ω) K - let η := compactSpatialMass (initialGreenMeasure κ) K - let : IsFiniteMeasure η := compact_spatial_initial_finite (κ := κ) K hK - have hsum : (∑' e : Target.GaugeIndex κ W, 2*p e) ≠ ∞ := by - rw [ENNReal.tsum_mul_left] - exact (ENNReal.mul_lt_top (by norm_num) (lt_top_iff_ne_top.mpr hp)).ne - have hcell (e : Target.GaugeIndex κ W) (i : ℤ×ℤ) : - (∫⁻ ω, if ENNReal.ofReal - ((2*D)*Target.weights κ W e*(Target.radii κ W e)^Target.d κ) < - μ ω (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e)) then - μ ω (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e)) else 0 ∂P) ≤ - (2*p e)*η (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e)) := by - have hH : 0 < D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ := - mul_pos (mul_pos hD (Target.weights_pos κ W e)) - (Real.rpow_pos_of_pos (Target.radii_pos κ W e) _) - have hb := C.compact_spatial_bad_charge_of_finite_tests hB hc h0 hκ hκ8 F hw - u hu hmono hlim q hq K hK (coverGridCenter (Target.radii κ W e) i) - (2*Target.radii κ W e) _ hH _ (hbound e i) - have he : (2*D)*Target.weights κ W e*(Target.radii κ W e)^Target.d κ = - 2*(D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ) := by ring - simpa only [he,mul_assoc] using hb - have ha := ae_positive_prescribed_hausdorff_of_cell_charges P μ - (C.compact_spatial_terminal_measurable K hK) - (C.compact_spatial_terminal_finite K hK) η κ W - (C.prescribed_gauge_admissible hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW) - (C.moment_one_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW) - (fun n _ => C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n) - (2*D) (by positivity) (fun e => 2*p e) hsum (by - intro e i - convert hcell e i using 1 - apply lintegral_congr - intro ω - split_ifs <;> rfl) - filter_upwards [ha] with ω hω E hE hpE - exact hω E hE (by simpa only [μ,compactSpatialMass_apply _ _ _ hE] using hpE) - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Mass.CompactSpatialMass +import OAI.Probability.SLE.Geometry.CountablePastBound +import OAI.Probability.SLE.Gauge.ExpectedBadGrid +import OAI.Probability.SLE.Gauge.ExactMomentGauge + +namespace OAI + +/-! The finite centered-law tests which suffice for the prescribed lower bound. +The half-threshold and the factor two come from actual past-mass detection. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + +include C hB hc h0 hκ hκ8 F hw + +lemma compact_spatial_bad_charge_of_finite_tests + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (q : ℕ → ℝ≥0) (hq : DenseRange q) + (K : Set upperHalfPlane) (hK : IsCompact K) (z : ℂ) (r H : ℝ) (hH : 0 < H) + (A : ℝ≥0∞) + (hbound : ∀ j, ∀ᶠ n in atTop, + (∫⁻ x in (Subtype.val : upperHalfPlane → ℂ) '' + (K ∩ Subtype.val ⁻¹' closedBall z r), + ENNReal.ofReal (initialGreen κ x) * finiteCenteredLaw P κ B γ G x (u n) + (finiteStrictPastEvent ((Finset.range j).image q) + (fun t => {ω | H < (C.process t ω (K ∩ Subtype.val ⁻¹' closedBall z r)).toReal}) + (fun ω => radiusLevelTime (γ ω) (G ω) x (u n))) ∂volume) ≤ A) : + (∫⁻ ω, if ENNReal.ofReal (2*H) < + compactSpatialMass (C.rational.terminal ω) K (closedBall z r) then + compactSpatialMass (C.rational.terminal ω) K (closedBall z r) else 0 ∂P) ≤ 2*A := by + have hb := C.bad_cell_mass_le_of_finite_bound hB hc h0 hκ hκ8 F hw + u hu hmono hlim q hq (K ∩ Subtype.val ⁻¹' closedBall z r) + (compactSpatialMass_compact_cell K hK z r) H hH A hbound + simpa only [compactSpatialMass_apply _ _ _ isClosed_closedBall.measurableSet, + Set.indicator,Set.mem_ofPred_eq] using hb + +/-- Finite centered-law bounds imply the prescribed lower-bound criterion. +The gauge and its positive moments are the prescribed nested Wiener coefficients. -/ +theorem ae_positive_prescribed_of_finite_tests [IsProbabilityMeasure P] + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (q : ℕ → ℝ≥0) (hq : DenseRange q) + (K : Set upperHalfPlane) (hK : IsCompact K) (D : ℝ) (hD : 0 < D) + (p : Target.GaugeIndex κ W → ℝ≥0∞) (hp : (∑' e, p e) ≠ ∞) + (hbound : ∀ e : Target.GaugeIndex κ W, ∀ i : ℤ×ℤ, ∀ j, ∀ᶠ n in atTop, + (∫⁻ x in (Subtype.val : upperHalfPlane → ℂ) '' + (K ∩ Subtype.val ⁻¹' closedBall (coverGridCenter (Target.radii κ W e) i) + (2*Target.radii κ W e)), + ENNReal.ofReal (initialGreen κ x) * finiteCenteredLaw P κ B γ G x (u n) + (finiteStrictPastEvent ((Finset.range j).image q) + (fun t => {ω | D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ < + (C.process t ω (K ∩ Subtype.val ⁻¹' closedBall + (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e))).toReal}) + (fun ω => radiusLevelTime (γ ω) (G ω) x (u n))) ∂volume) ≤ + p e * compactSpatialMass (initialGreenMeasure κ) K + (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e))) : + ∀ᵐ ω ∂P, ∀ E : Set ℂ, MeasurableSet E → + 0 < C.rational.terminal ω (K ∩ Subtype.val ⁻¹' E) → + 0 < Target.hausdorff (Target.gauge κ W) E := by + let μ (ω : Ω) := compactSpatialMass (C.rational.terminal ω) K + let η := compactSpatialMass (initialGreenMeasure κ) K + let : IsFiniteMeasure η := compact_spatial_initial_finite (κ := κ) K hK + have hsum : (∑' e : Target.GaugeIndex κ W, 2*p e) ≠ ∞ := by + rw [ENNReal.tsum_mul_left] + exact (ENNReal.mul_lt_top (by norm_num) (lt_top_iff_ne_top.mpr hp)).ne + have hcell (e : Target.GaugeIndex κ W) (i : ℤ×ℤ) : + (∫⁻ ω, if ENNReal.ofReal + ((2*D)*Target.weights κ W e*(Target.radii κ W e)^Target.d κ) < + μ ω (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e)) then + μ ω (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e)) else 0 ∂P) ≤ + (2*p e)*η (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e)) := by + have hH : 0 < D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ := + mul_pos (mul_pos hD (Target.weights_pos κ W e)) + (Real.rpow_pos_of_pos (Target.radii_pos κ W e) _) + have hb := C.compact_spatial_bad_charge_of_finite_tests hB hc h0 hκ hκ8 F hw + u hu hmono hlim q hq K hK (coverGridCenter (Target.radii κ W e) i) + (2*Target.radii κ W e) _ hH _ (hbound e i) + have he : (2*D)*Target.weights κ W e*(Target.radii κ W e)^Target.d κ = + 2*(D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ) := by ring + simpa only [he,mul_assoc] using hb + have ha := ae_positive_prescribed_hausdorff_of_cell_charges P μ + (C.compact_spatial_terminal_measurable K hK) + (C.compact_spatial_terminal_finite K hK) η κ W + (C.prescribed_gauge_admissible hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW) + (C.moment_one_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW) + (fun n _ => C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n) + (2*D) (by positivity) (fun e => 2*p e) hsum (by + intro e i + convert hcell e i using 1 + apply lintegral_congr + intro ω + split_ifs <;> rfl) + filter_upwards [ha] with ω hω E hE hpE + exact hω E hE (by simpa only [μ,compactSpatialMass_apply _ _ _ hE] using hpE) + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CanonicalLateGridLower.lean b/lean/OAI/Probability/SLE/Gauge/CanonicalLateGridLower.lean index c500547ea66735803017499828a6d07cc3b2b33e..82a2429fd0b3f7cf9e0cd064241320139e63a7be 100644 --- a/lean/OAI/Probability/SLE/Gauge/CanonicalLateGridLower.lean +++ b/lean/OAI/Probability/SLE/Gauge/CanonicalLateGridLower.lean @@ -1,99 +1,99 @@ -import OAI.Probability.SLE.Gauge.CanonicalGaugeTails -import OAI.Probability.SLE.Geometry.FinitePastTrivialBound - -namespace OAI - -/-! The lower bound only needs the centered tail comparison in sufficiently -late batches. Every earlier entry is controlled by its finite probability law. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal -attribute [local instance] Classical.propDecidable - -namespace SLEExactGauge - -def prescribedCompactGridCell (κ : ℝ) (W : Target.WienerLaw) (K : Set upperHalfPlane) - (e : Target.GaugeIndex κ W) (i : ℤ×ℤ) : Set upperHalfPlane := - K ∩ Subtype.val ⁻¹' closedBall (coverGridCenter (Target.radii κ W e) i) - (2*Target.radii κ W e) - -namespace Multipoint.CanonicalMass - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - -theorem ae_positive_prescribed_of_late_disk_tails - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (u : ℕ → ℝ) (hu : ∀ n, 0≤u n) (hmono : Monotone u) (hlim : Tendsto u atTop atTop) - (q : ℕ → ℝ≥0) (hq : DenseRange q) (K : Set upperHalfPlane) (hK : IsCompact K) - (D : ℝ) (hD : 0 - if e.val.1 C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n) N).preimage - (f := fun e : Target.GaugeIndex κ W => e.val) Subtype.val_injective.injOn).subset - intro e he - exact ⟨e.property,he⟩ - have hsE : (∑' e : Target.GaugeIndex κ W, if e.val.1 norm_num - · intro e he - exact ite_eq_right (by simpa only [Set.Finite.mem_toFinset,Set.mem_ofPred_eq] using he) - have hsTail : (∑' e : Target.GaugeIndex κ W, - 2*C.limitingDiskTail hc (16*Target.weights κ W e)) ≠ ∞ := by - rw [ENNReal.tsum_mul_left] - exact ENNReal.mul_ne_top (by norm_num) - (C.limitingDiskTail_summable hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW) - have hp : (∑' e, p e) ≠ ∞ := by - apply ne_top_of_le_ne_top _ (ENNReal.tsum_le_tsum (fun e => - show p e ≤ (if e.val.1 simp)) - rw [ENNReal.tsum_add] - exact ENNReal.add_ne_top.mpr ⟨hsE,hsTail⟩ - apply C.ae_positive_prescribed_of_finite_tests hB hc h0 hκ hκ8 F hw hpublished hgrowth - W hW u hu hmono hlim q hq K hK D hD p hp - intro e i j - rw [compactSpatialMass_apply _ _ _ isClosed_closedBall.measurableSet] - change ∀ᶠ n in atTop, C.compactFinitePastTest (prescribedCompactGridCell κ W K e i) - (D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ) - ((Finset.range j).image q) (u n) ≤ p e * - initialGreenMeasure κ (prescribedCompactGridCell κ W K e i) - by_cases he : e.val.1 B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (u : ℕ → ℝ) (hu : ∀ n, 0≤u n) (hmono : Monotone u) (hlim : Tendsto u atTop atTop) + (q : ℕ → ℝ≥0) (hq : DenseRange q) (K : Set upperHalfPlane) (hK : IsCompact K) + (D : ℝ) (hD : 0 + if e.val.1 C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n) N).preimage + (f := fun e : Target.GaugeIndex κ W => e.val) Subtype.val_injective.injOn).subset + intro e he + exact ⟨e.property,he⟩ + have hsE : (∑' e : Target.GaugeIndex κ W, if e.val.1 norm_num + · intro e he + exact ite_eq_right (by simpa only [Set.Finite.mem_toFinset,Set.mem_ofPred_eq] using he) + have hsTail : (∑' e : Target.GaugeIndex κ W, + 2*C.limitingDiskTail hc (16*Target.weights κ W e)) ≠ ∞ := by + rw [ENNReal.tsum_mul_left] + exact ENNReal.mul_ne_top (by norm_num) + (C.limitingDiskTail_summable hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW) + have hp : (∑' e, p e) ≠ ∞ := by + apply ne_top_of_le_ne_top _ (ENNReal.tsum_le_tsum (fun e => + show p e ≤ (if e.val.1 simp)) + rw [ENNReal.tsum_add] + exact ENNReal.add_ne_top.mpr ⟨hsE,hsTail⟩ + apply C.ae_positive_prescribed_of_finite_tests hB hc h0 hκ hκ8 F hw hpublished hgrowth + W hW u hu hmono hlim q hq K hK D hD p hp + intro e i j + rw [compactSpatialMass_apply _ _ _ isClosed_closedBall.measurableSet] + change ∀ᶠ n in atTop, C.compactFinitePastTest (prescribedCompactGridCell κ W K e i) + (D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ) + ((Finset.range j).image q) (u n) ≤ p e * + initialGreenMeasure κ (prescribedCompactGridCell κ W K e i) + by_cases he : e.val.1 B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hγ : ∀ t, Measurable (fun ω => γ ω t)) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (J : ℕ → ℕ) (e : ∀ n, Fin (J n) → ℤ×ℕ) - (he : ∀ n i, (e n i).2 < Target.multiplicity κ W n (e n i).1) - (C c R : ℝ) (hC : 3 ≤ C) (hcpos : 0 (hw ω).1) - have hf : Measurable f := source_path_measurable f hγ - have hm1 := M.moment_one_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW - have hJm (n : ℕ) (_ : 1≤n) : Target.moment κ W 1^n ≤ Target.moment κ W n := - M.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n - have hI := M.eventually_prescribed_interior_bound hB hc h0 hκ hκ8 F hw hpublished W - hm1 hJm J e he C c R K hfailure - have hcost := prescribed_missed_cost_tendsto_zero_of_interior P f hf hB hκ hκ8 G F - (Eventually.of_forall hw) M.rational.physicalTerminal M.rational.physicalTerminal_measurable W - J e C c R hR K hK _ hI - exact M.rational.prescribed_cover_finite_expectation hκ hκ8 W - (M.prescribed_gauge_admissible hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW) hm1 hJm - f hf C c R hC hcpos hR K hK hKR hH (fun n => J (n+1)) (fun n => e (n+1)) - (fun n i => he (n+1) i) (hcost.comp (tendsto_add_atTop_nat 1)) - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Geometry.CanonicalInteriorBound +import OAI.Probability.SLE.Gauge.PrescribedInteriorCost +import OAI.Probability.SLE.Gauge.CanonicalCoverExpectation +import OAI.Probability.SLE.Gauge.ExactMomentGauge + +namespace OAI + +/-! Concrete finite-law canonical test failures imply the prescribed-gauge +upper bound through boundary estimates, covers, and expectations. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass +local instance prescribedUpperPathMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance prescribedUpperPathBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ + +variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (M : CanonicalMass P κ B hBm γ G) + +theorem prescribed_expectation_of_finite_failures + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hγ : ∀ t, Measurable (fun ω => γ ω t)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (J : ℕ → ℕ) (e : ∀ n, Fin (J n) → ℤ×ℕ) + (he : ∀ n i, (e n i).2 < Target.multiplicity κ W n (e n i).1) + (C c R : ℝ) (hC : 3 ≤ C) (hcpos : 0 (hw ω).1) + have hf : Measurable f := source_path_measurable f hγ + have hm1 := M.moment_one_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW + have hJm (n : ℕ) (_ : 1≤n) : Target.moment κ W 1^n ≤ Target.moment κ W n := + M.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n + have hI := M.eventually_prescribed_interior_bound hB hc h0 hκ hκ8 F hw hpublished W + hm1 hJm J e he C c R K hfailure + have hcost := prescribed_missed_cost_tendsto_zero_of_interior P f hf hB hκ hκ8 G F + (Eventually.of_forall hw) M.rational.physicalTerminal M.rational.physicalTerminal_measurable W + J e C c R hR K hK _ hI + exact M.rational.prescribed_cover_finite_expectation hκ hκ8 W + (M.prescribed_gauge_admissible hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW) hm1 hJm + f hf C c R hC hcpos hR K hK hKR hH (fun n => J (n+1)) (fun n => e (n+1)) + (fun n i => he (n+1) i) (hcost.comp (tendsto_add_atTop_nat 1)) + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CenteredMomentJensen.lean b/lean/OAI/Probability/SLE/Gauge/CenteredMomentJensen.lean index 909db79d0f44a85b8ef852e68b6230fbb1480791..c17193eb4338fcc503a1bf6a12a0486be0cf1fe4 100644 --- a/lean/OAI/Probability/SLE/Gauge/CenteredMomentJensen.lean +++ b/lean/OAI/Probability/SLE/Gauge/CenteredMomentJensen.lean @@ -1,141 +1,141 @@ -import OAI.Probability.SLE.Gauge.FiniteMomentMonotonicity -import OAI.Probability.SLE.Loewner.ActualRadiusStopsRegular - -namespace OAI - -/-! Jensen inequalities for the exact stopped coefficients and their -prescribed limit. No law after the centered terminal time is used. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped NNReal ENNReal Topology - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} - {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - -lemma centered_diskScalar_integrable_eq - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) - (σ : Ω → WithTop ℝ≥0) - (hσ : IsStoppingTime (Filtration.natural B - (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) σ) - (heσ : ∀ᵐ ω ∂P, σ ω=radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) (4*ℓ/κ)) : - let Q := finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) (4*ℓ/κ) - let X := finiteStoppedScalar (C.diskScalar θ hθ) σ - Integrable (fun ω => X ω^m) Q ∧ - Target.levelCoefficient κ W ℓ m θ=(∫ ω, X ω^m ∂Q) := by - dsimp only - let Q := finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) (4*ℓ/κ) - let X := finiteStoppedScalar (C.diskScalar θ hθ) σ - have hX : Measurable X := (finiteStoppedScalar_measurable _ _ (C.diskScalar_progressive θ hθ) σ hσ).mono - hσ.measurableSpace_le le_rfl - have hX0 (ω) : 0≤X ω := by - dsimp only [X,finiteStoppedScalar] - split_ifs - · exact le_rfl - · exact compactWeightedMass_nonneg _ _ _ - have he := C.levelCoefficient_eq_centered_moment hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m σ hσ heσ - have hp (ω) : ENNReal.ofReal (X ω^m)=ENNReal.ofReal (X ω)^m := ENNReal.ofReal_pow (hX0 ω) m - have hi : Integrable (fun ω => X ω^m) Q := by - apply (lintegral_ofReal_ne_top_iff_integrable (hX.pow_const m).aestronglyMeasurable - (Eventually.of_forall (fun ω => pow_nonneg (hX0 ω) m))).mp - simp_rw [hp] - rw [← he] - exact ENNReal.ofReal_ne_top - refine ⟨hi,?_⟩ - have he' : ENNReal.ofReal (Target.levelCoefficient κ W ℓ m θ)= - ENNReal.ofReal (∫ ω, X ω^m ∂Q) := by - rw [ofReal_integral_eq_lintegral_ofReal hi - (Eventually.of_forall (fun ω => pow_nonneg (hX0 ω) m))] - simpa only [hp] using he - have hc0 := (C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m).1 θ hθ - have hi0 : 0≤∫ ω, X ω^m ∂Q := integral_nonneg (fun ω => pow_nonneg (hX0 ω) m) - simpa only [ENNReal.toReal_ofReal hc0,ENNReal.toReal_ofReal hi0] using congrArg ENNReal.toReal he' - -include C in -lemma levelCoefficient_jensen - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : - (Target.levelCoefficient κ W ℓ 1 θ)^m≤Target.levelCoefficient κ W ℓ m θ := by - let σ := fun ω => (radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) (4*ℓ/κ) : WithTop ℝ≥0) - have hz := Target.diskMapInv_maps hθ (show (0:ℂ)∈Metric.ball 0 1 by simp) - have hu : 0≤4*ℓ/κ := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le - have hs := actual_radiusLevelTime_stopping hB - (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) - hBm hc h0 κ hκ hκ8 γ G F hw (Target.diskMapInv θ 0) hz (4*ℓ/κ) hu - have heσ : ∀ᵐ ω ∂P, σ ω=radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) (4*ℓ/κ) := Eventually.of_forall (fun _ => rfl) - let Q := finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) (4*ℓ/κ) - let : IsProbabilityMeasure Q := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F - (Eventually.of_forall hw) _ hz _ hu - obtain ⟨hi1,he1⟩ := C.centered_diskScalar_integrable_eq hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ 1 σ hs heσ - obtain ⟨him,hem⟩ := C.centered_diskScalar_integrable_eq hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m σ hs heσ - rw [he1,hem] - simp only [pow_one] at hi1 ⊢ - refine (convexOn_pow (𝕜:=ℝ) m).map_integral_le (μ:=Q) - (continuous_pow m).continuousOn isClosed_Ici ?_ hi1 him - filter_upwards [] with ω - change 0 ≤ finiteStoppedScalar (C.diskScalar θ hθ) σ ω - dsimp only [finiteStoppedScalar] - split_ifs - · exact le_rfl - · exact compactWeightedMass_nonneg _ _ _ - -include C in -theorem finiteMoment_jensen - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : - (Target.finiteMoment κ W 1 ℓ)^m≤Target.finiteMoment κ W m ℓ := by - let : IsProbabilityMeasure (Target.angleLaw κ) := Target.angleLaw_isProbability hκ - obtain ⟨hn1,hi1⟩ := C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ 1 - obtain ⟨hnm,him⟩ := C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m - have hj : ∀ᵐ θ ∂Target.angleLaw κ, - (Target.levelCoefficient κ W ℓ 1 θ)^m≤Target.levelCoefficient κ W ℓ m θ := by - filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ - exact C.levelCoefficient_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m - have hp : Integrable (fun θ => (Target.levelCoefficient κ W ℓ 1 θ)^m) (Target.angleLaw κ) := by - apply him.mono' (hi1.aestronglyMeasurable.pow m) - filter_upwards [hj,Target.angleLaw_ae_mem κ] with θ hθ hθI - change ‖(Target.levelCoefficient κ W ℓ 1 θ)^m‖ ≤ _ - rw [Real.norm_of_nonneg (pow_nonneg (hn1 θ hθI) m)] - exact hθ - rw [C.finiteMoment_eq_levelCoefficientIntegral hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ 1, - C.finiteMoment_eq_levelCoefficientIntegral hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m] - apply le_trans ((convexOn_pow (𝕜:=ℝ) m).map_integral_le (continuous_pow m).continuousOn isClosed_Ici - (by filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ; exact hn1 θ hθ) hi1 hp) - exact integral_mono_ae hp him hj - -include C in -theorem moment_jensen - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (m : ℕ) : (Target.moment κ W 1)^m≤Target.moment κ W m := by - exact le_of_tendsto_of_tendsto - ((C.finiteMoment_tendsto_moment hB hc h0 hκ hκ8 F hw hgrowth W hW 1).pow m) - (C.finiteMoment_tendsto_moment hB hc h0 hκ hκ8 F hw hgrowth W hW m) - (Eventually.of_forall (fun ℓ => C.finiteMoment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW - ℓ (Nat.cast_nonneg ℓ) m)) - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Gauge.FiniteMomentMonotonicity +import OAI.Probability.SLE.Loewner.ActualRadiusStopsRegular + +namespace OAI + +/-! Jensen inequalities for the exact stopped coefficients and their +prescribed limit. No law after the centered terminal time is used. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +lemma centered_diskScalar_integrable_eq + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) + (σ : Ω → WithTop ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) σ) + (heσ : ∀ᵐ ω ∂P, σ ω=radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) (4*ℓ/κ)) : + let Q := finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) (4*ℓ/κ) + let X := finiteStoppedScalar (C.diskScalar θ hθ) σ + Integrable (fun ω => X ω^m) Q ∧ + Target.levelCoefficient κ W ℓ m θ=(∫ ω, X ω^m ∂Q) := by + dsimp only + let Q := finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) (4*ℓ/κ) + let X := finiteStoppedScalar (C.diskScalar θ hθ) σ + have hX : Measurable X := (finiteStoppedScalar_measurable _ _ (C.diskScalar_progressive θ hθ) σ hσ).mono + hσ.measurableSpace_le le_rfl + have hX0 (ω) : 0≤X ω := by + dsimp only [X,finiteStoppedScalar] + split_ifs + · exact le_rfl + · exact compactWeightedMass_nonneg _ _ _ + have he := C.levelCoefficient_eq_centered_moment hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m σ hσ heσ + have hp (ω) : ENNReal.ofReal (X ω^m)=ENNReal.ofReal (X ω)^m := ENNReal.ofReal_pow (hX0 ω) m + have hi : Integrable (fun ω => X ω^m) Q := by + apply (lintegral_ofReal_ne_top_iff_integrable (hX.pow_const m).aestronglyMeasurable + (Eventually.of_forall (fun ω => pow_nonneg (hX0 ω) m))).mp + simp_rw [hp] + rw [← he] + exact ENNReal.ofReal_ne_top + refine ⟨hi,?_⟩ + have he' : ENNReal.ofReal (Target.levelCoefficient κ W ℓ m θ)= + ENNReal.ofReal (∫ ω, X ω^m ∂Q) := by + rw [ofReal_integral_eq_lintegral_ofReal hi + (Eventually.of_forall (fun ω => pow_nonneg (hX0 ω) m))] + simpa only [hp] using he + have hc0 := (C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m).1 θ hθ + have hi0 : 0≤∫ ω, X ω^m ∂Q := integral_nonneg (fun ω => pow_nonneg (hX0 ω) m) + simpa only [ENNReal.toReal_ofReal hc0,ENNReal.toReal_ofReal hi0] using congrArg ENNReal.toReal he' + +include C in +lemma levelCoefficient_jensen + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : + (Target.levelCoefficient κ W ℓ 1 θ)^m≤Target.levelCoefficient κ W ℓ m θ := by + let σ := fun ω => (radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) (4*ℓ/κ) : WithTop ℝ≥0) + have hz := Target.diskMapInv_maps hθ (show (0:ℂ)∈Metric.ball 0 1 by simp) + have hu : 0≤4*ℓ/κ := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le + have hs := actual_radiusLevelTime_stopping hB + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) + hBm hc h0 κ hκ hκ8 γ G F hw (Target.diskMapInv θ 0) hz (4*ℓ/κ) hu + have heσ : ∀ᵐ ω ∂P, σ ω=radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) (4*ℓ/κ) := Eventually.of_forall (fun _ => rfl) + let Q := finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) (4*ℓ/κ) + let : IsProbabilityMeasure Q := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F + (Eventually.of_forall hw) _ hz _ hu + obtain ⟨hi1,he1⟩ := C.centered_diskScalar_integrable_eq hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ 1 σ hs heσ + obtain ⟨him,hem⟩ := C.centered_diskScalar_integrable_eq hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m σ hs heσ + rw [he1,hem] + simp only [pow_one] at hi1 ⊢ + refine (convexOn_pow (𝕜:=ℝ) m).map_integral_le (μ:=Q) + (continuous_pow m).continuousOn isClosed_Ici ?_ hi1 him + filter_upwards [] with ω + change 0 ≤ finiteStoppedScalar (C.diskScalar θ hθ) σ ω + dsimp only [finiteStoppedScalar] + split_ifs + · exact le_rfl + · exact compactWeightedMass_nonneg _ _ _ + +include C in +theorem finiteMoment_jensen + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : + (Target.finiteMoment κ W 1 ℓ)^m≤Target.finiteMoment κ W m ℓ := by + let : IsProbabilityMeasure (Target.angleLaw κ) := Target.angleLaw_isProbability hκ + obtain ⟨hn1,hi1⟩ := C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ 1 + obtain ⟨hnm,him⟩ := C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m + have hj : ∀ᵐ θ ∂Target.angleLaw κ, + (Target.levelCoefficient κ W ℓ 1 θ)^m≤Target.levelCoefficient κ W ℓ m θ := by + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + exact C.levelCoefficient_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m + have hp : Integrable (fun θ => (Target.levelCoefficient κ W ℓ 1 θ)^m) (Target.angleLaw κ) := by + apply him.mono' (hi1.aestronglyMeasurable.pow m) + filter_upwards [hj,Target.angleLaw_ae_mem κ] with θ hθ hθI + change ‖(Target.levelCoefficient κ W ℓ 1 θ)^m‖ ≤ _ + rw [Real.norm_of_nonneg (pow_nonneg (hn1 θ hθI) m)] + exact hθ + rw [C.finiteMoment_eq_levelCoefficientIntegral hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ 1, + C.finiteMoment_eq_levelCoefficientIntegral hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m] + apply le_trans ((convexOn_pow (𝕜:=ℝ) m).map_integral_le (continuous_pow m).continuousOn isClosed_Ici + (by filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ; exact hn1 θ hθ) hi1 hp) + exact integral_mono_ae hp him hj + +include C in +theorem moment_jensen + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (m : ℕ) : (Target.moment κ W 1)^m≤Target.moment κ W m := by + exact le_of_tendsto_of_tendsto + ((C.finiteMoment_tendsto_moment hB hc h0 hκ hκ8 F hw hgrowth W hW 1).pow m) + (C.finiteMoment_tendsto_moment hB hc h0 hκ hκ8 F hw hgrowth W hW m) + (Eventually.of_forall (fun ℓ => C.finiteMoment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW + ℓ (Nat.cast_nonneg ℓ) m)) + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ConditionalRibbonStep.lean b/lean/OAI/Probability/SLE/Gauge/ConditionalRibbonStep.lean index c60afa7e516cf9bed4aa5ede498369af65390d3a..fd06b3bee9428a2d55cc33cae0ae1f091ef5f46d 100644 --- a/lean/OAI/Probability/SLE/Gauge/ConditionalRibbonStep.lean +++ b/lean/OAI/Probability/SLE/Gauge/ConditionalRibbonStep.lean @@ -1,143 +1,143 @@ -import OAI.Probability.SLE.Gauge.UniformRibbonStep -import OAI.Probability.SLE.Gauge.RandomPassageBounds - -namespace OAI - -/-! The actual uniform ribbon step integrates against the measurable -stopped restart law. The estimate holds on every event in the past where -an actual admissible ribbon history has been certified. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open RibbonCoordinates BoundaryScaleLaw Target - -local instance conditionalRibbonPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance conditionalRibbonPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ -local instance conditionalRibbonDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ -local instance conditionalRibbonDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ - -lemma ribbon_section_restart_lower_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (p : Ω → C(ℝ≥0, ℂ)) (hp : Measurable p) - (m : MeasurableSpace Ω) (hm : m ≤ mΩ) - (Y : Ω → C(ℝ≥0, ℂ)) (hY : Measurable[mΩ] Y) - (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → - @Measure.map Ω C(ℝ≥0, ℂ) mΩ (borel _) Y (P.restrict A) = - P A • @Measure.map Ω C(ℝ≥0, ℂ) mΩ (borel _) p P) - (Fb : Ω → C(closedHalfPlane, ℂ)) (hFb : Measurable[m] Fb) - {C L : ℝ≥0} {ε : ℝ} (κ v c q : ℝ) - (S : Set C(ℝ≥0, ℂ)) (hS : MeasurableSet S) - (E : Set Ω) - (hstates : ∀ᵐ ω ∂P, ω ∈ E → ∃ d : RibbonHistory C L ε, - (∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → - Fb ω z = d.inverse d.time ((d.U d.time : ℂ) + z)) ∧ d.stepEvent κ v c = S) - (hstep : ∀ (d : RibbonHistory C L ε) (f : C(closedHalfPlane, ℂ)), - (∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → - f z = d.inverse d.time ((d.U d.time : ℂ) + z)) → - ENNReal.ofReal q ≤ P {ω | finiteBoundaryPath f (p ω) ∈ d.stepEvent κ v c}) - (A : Set Ω) (hA : MeasurableSet[m] A) (hAE : A ⊆ E) : - ENNReal.ofReal q * P A ≤ P (A ∩ {ω | finiteBoundaryPath (Fb ω) (Y ω) ∈ S}) := by - let : MeasurableSpace Ω := mΩ - have : IsProbabilityMeasure (P.map p) := - (Measure.isProbabilityMeasure_map_iff hp.aemeasurable).mpr inferInstance - let T : Set (Ω × C(ℝ≥0, ℂ)) := {x | finiteBoundaryPath (Fb x.1) x.2 ∈ S} - have hT : @MeasurableSet (Ω × C(ℝ≥0, ℂ)) (m.prod (borel _)) T := by - let : MeasurableSpace Ω := m - exact hS.preimage (measurable_random_finiteBoundaryPath Fb hFb) - have hsections : ∀ᵐ ω ∂P, ω ∈ E → - ENNReal.ofReal q ≤ P.map p {x | (ω, x) ∈ T} := by - filter_upwards [hstates] with ω hω hωE - obtain ⟨d, hf, he⟩ := hω hωE - have hsec : MeasurableSet {x | finiteBoundaryPath (Fb ω) x ∈ S} := - hS.preimage (measurable_finiteBoundaryPath (Fb ω)) - rw [show {x | (ω, x) ∈ T} = {x | finiteBoundaryPath (Fb ω) x ∈ S} from rfl, - Measure.map_apply hp hsec] - change ENNReal.ofReal q ≤ P {ω' | finiteBoundaryPath (Fb ω) (p ω') ∈ S} - simpa only [he] using hstep d (Fb ω) hf - exact restart_event_lower_bound P (P.map p) m hm Y hY hlaw T hT E - (ENNReal.ofReal q) hsections A hA hAE - -/-- The genuine Brownian restart and the actual uniform passage estimate -give the adapted lower bound needed by concatenation. Histories are -required only on the event where the preceding steps succeeded. -/ -theorem uniform_conditional_actual_ribbon_step - {Ω : Type} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) (F ω)) - (hcompact : PublishedHalfPlaneUnivalentCompactness) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (hplanar : PublishedPlanarDiskOpenness) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) - (hwiener : PublishedPlanarWienerUnitSupport) - (W : WienerLaw) (hW : IsWiener W) - (C L : ℝ≥0) (hC : 0 < C) (hL : 0 < L) - (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) : - ∃ q c v₀ : ℝ, 0 < q ∧ 0 < c ∧ 0 < v₀ ∧ - ∀ (v : ℝ), 0 < v → v < v₀ → ∀ (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) - (fun ω => (τ ω : WithTop ℝ≥0))), - ∀ (S : Set C(ℝ≥0, ℂ)), MeasurableSet S → ∀ E : Set Ω, - (∀ᵐ ω ∂P, ω ∈ E → ∃ d : RibbonHistory C L ε, - d.U = (fun t => Real.sqrt κ * B t ω) ∧ d.trace = γ ω ∧ - d.forward = G ω ∧ d.inverse = F ω ∧ d.time = τ ω ∧ d.stepEvent κ v c = S) → - ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → A ⊆ E → - ENNReal.ofReal q * P A ≤ P (A ∩ {ω | - (⟨fun t => γ ω (τ ω + t), (hw ω).1.comp (continuous_const.add continuous_id)⟩ : - C(ℝ≥0, ℂ)) ∈ S}) := by - obtain ⟨q, c, v₀, hq, hcm, hv₀, hstep⟩ := - uniform_actual_ribbon_step P κ hκ hκ8 B hB hm hc γ G F hw hcompact hboundary - hsupport hplanar hstraight hexit hwiener W hW C L hC hL ε hε hεsmall - refine ⟨q, c, v₀, hq, hcm, hv₀, ?_⟩ - intro v hv hvcut τ hτ S hS E hstates A hA hAE - obtain ⟨Φ, Fb, hΦm, hΦ, hFbm, hFb, _, hlaw, hactual⟩ := - source_measurable_finite_boundary_restart κ hκ hκ8 B hB hm hc γ G F hw hboundary τ hτ - let p := sourceTracePath γ (fun ω => (hw ω).1) - have hp : Measurable p := by - have he : p = fun ω => Φ (sourceDriverPath B hc ω) := funext fun ω => (hΦ ω).symm - rw [he] - exact hΦm.comp (source_path_measurable (sourceDriverPath B hc) hm) - let Y := fun ω => Φ (sourceRestartDriverPath B hc τ ω) - have hY : Measurable Y := hΦm.comp - (source_path_measurable _ (fun t => (measurable_pi_apply t).comp - (brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ)))) - have hcert : ∀ᵐ ω ∂P, ω ∈ E → ∃ d : RibbonHistory C L ε, - (∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → - Fb ω z = d.inverse d.time ((d.U d.time : ℂ) + z)) ∧ d.stepEvent κ v c = S := by - filter_upwards [hstates] with ω hω hωE - obtain ⟨d, hU, _, _, hF, ht, he⟩ := hω hωE - refine ⟨d, ?_, he⟩ - intro z hz - rw [hU, hF, ht, hFb ω z hz] - congr 1 - simp only [Complex.ofReal_mul, add_comm] - have hh := ribbon_section_restart_lower_bound P p hp hτ.measurableSpace - hτ.measurableSpace_le Y hY hlaw Fb hFbm κ v c q S hS E hcert - (fun d f hf => hstep d f hf v hv hvcut) A hA hAE - apply hh.trans - apply measure_mono_ae - filter_upwards [hactual] with ω hω hωA - refine ⟨hωA.1, ?_⟩ - have he : (⟨fun t => γ ω (τ ω + t), - (hw ω).1.comp (continuous_const.add continuous_id)⟩ : C(ℝ≥0, ℂ)) = - finiteBoundaryPath (Fb ω) (Y ω) := by - ext t - exact hω t - change (⟨fun t => γ ω (τ ω + t), - (hw ω).1.comp (continuous_const.add continuous_id)⟩ : C(ℝ≥0, ℂ)) ∈ S - rw [he] - exact hωA.2 - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.UniformRibbonStep +import OAI.Probability.SLE.Gauge.RandomPassageBounds + +namespace OAI + +/-! The actual uniform ribbon step integrates against the measurable +stopped restart law. The estimate holds on every event in the past where +an actual admissible ribbon history has been certified. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates BoundaryScaleLaw Target + +local instance conditionalRibbonPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance conditionalRibbonPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ +local instance conditionalRibbonDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance conditionalRibbonDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +lemma ribbon_section_restart_lower_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (p : Ω → C(ℝ≥0, ℂ)) (hp : Measurable p) + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → C(ℝ≥0, ℂ)) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω C(ℝ≥0, ℂ) mΩ (borel _) Y (P.restrict A) = + P A • @Measure.map Ω C(ℝ≥0, ℂ) mΩ (borel _) p P) + (Fb : Ω → C(closedHalfPlane, ℂ)) (hFb : Measurable[m] Fb) + {C L : ℝ≥0} {ε : ℝ} (κ v c q : ℝ) + (S : Set C(ℝ≥0, ℂ)) (hS : MeasurableSet S) + (E : Set Ω) + (hstates : ∀ᵐ ω ∂P, ω ∈ E → ∃ d : RibbonHistory C L ε, + (∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → + Fb ω z = d.inverse d.time ((d.U d.time : ℂ) + z)) ∧ d.stepEvent κ v c = S) + (hstep : ∀ (d : RibbonHistory C L ε) (f : C(closedHalfPlane, ℂ)), + (∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → + f z = d.inverse d.time ((d.U d.time : ℂ) + z)) → + ENNReal.ofReal q ≤ P {ω | finiteBoundaryPath f (p ω) ∈ d.stepEvent κ v c}) + (A : Set Ω) (hA : MeasurableSet[m] A) (hAE : A ⊆ E) : + ENNReal.ofReal q * P A ≤ P (A ∩ {ω | finiteBoundaryPath (Fb ω) (Y ω) ∈ S}) := by + let : MeasurableSpace Ω := mΩ + have : IsProbabilityMeasure (P.map p) := + (Measure.isProbabilityMeasure_map_iff hp.aemeasurable).mpr inferInstance + let T : Set (Ω × C(ℝ≥0, ℂ)) := {x | finiteBoundaryPath (Fb x.1) x.2 ∈ S} + have hT : @MeasurableSet (Ω × C(ℝ≥0, ℂ)) (m.prod (borel _)) T := by + let : MeasurableSpace Ω := m + exact hS.preimage (measurable_random_finiteBoundaryPath Fb hFb) + have hsections : ∀ᵐ ω ∂P, ω ∈ E → + ENNReal.ofReal q ≤ P.map p {x | (ω, x) ∈ T} := by + filter_upwards [hstates] with ω hω hωE + obtain ⟨d, hf, he⟩ := hω hωE + have hsec : MeasurableSet {x | finiteBoundaryPath (Fb ω) x ∈ S} := + hS.preimage (measurable_finiteBoundaryPath (Fb ω)) + rw [show {x | (ω, x) ∈ T} = {x | finiteBoundaryPath (Fb ω) x ∈ S} from rfl, + Measure.map_apply hp hsec] + change ENNReal.ofReal q ≤ P {ω' | finiteBoundaryPath (Fb ω) (p ω') ∈ S} + simpa only [he] using hstep d (Fb ω) hf + exact restart_event_lower_bound P (P.map p) m hm Y hY hlaw T hT E + (ENNReal.ofReal q) hsections A hA hAE + +/-- The genuine Brownian restart and the actual uniform passage estimate +give the adapted lower bound needed by concatenation. Histories are +required only on the event where the preceding steps succeeded. -/ +theorem uniform_conditional_actual_ribbon_step + {Ω : Type} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (C L : ℝ≥0) (hC : 0 < C) (hL : 0 < L) + (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) : + ∃ q c v₀ : ℝ, 0 < q ∧ 0 < c ∧ 0 < v₀ ∧ + ∀ (v : ℝ), 0 < v → v < v₀ → ∀ (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))), + ∀ (S : Set C(ℝ≥0, ℂ)), MeasurableSet S → ∀ E : Set Ω, + (∀ᵐ ω ∂P, ω ∈ E → ∃ d : RibbonHistory C L ε, + d.U = (fun t => Real.sqrt κ * B t ω) ∧ d.trace = γ ω ∧ + d.forward = G ω ∧ d.inverse = F ω ∧ d.time = τ ω ∧ d.stepEvent κ v c = S) → + ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → A ⊆ E → + ENNReal.ofReal q * P A ≤ P (A ∩ {ω | + (⟨fun t => γ ω (τ ω + t), (hw ω).1.comp (continuous_const.add continuous_id)⟩ : + C(ℝ≥0, ℂ)) ∈ S}) := by + obtain ⟨q, c, v₀, hq, hcm, hv₀, hstep⟩ := + uniform_actual_ribbon_step P κ hκ hκ8 B hB hm hc γ G F hw hcompact hboundary + hsupport hplanar hstraight hexit hwiener W hW C L hC hL ε hε hεsmall + refine ⟨q, c, v₀, hq, hcm, hv₀, ?_⟩ + intro v hv hvcut τ hτ S hS E hstates A hA hAE + obtain ⟨Φ, Fb, hΦm, hΦ, hFbm, hFb, _, hlaw, hactual⟩ := + source_measurable_finite_boundary_restart κ hκ hκ8 B hB hm hc γ G F hw hboundary τ hτ + let p := sourceTracePath γ (fun ω => (hw ω).1) + have hp : Measurable p := by + have he : p = fun ω => Φ (sourceDriverPath B hc ω) := funext fun ω => (hΦ ω).symm + rw [he] + exact hΦm.comp (source_path_measurable (sourceDriverPath B hc) hm) + let Y := fun ω => Φ (sourceRestartDriverPath B hc τ ω) + have hY : Measurable Y := hΦm.comp + (source_path_measurable _ (fun t => (measurable_pi_apply t).comp + (brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ)))) + have hcert : ∀ᵐ ω ∂P, ω ∈ E → ∃ d : RibbonHistory C L ε, + (∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → + Fb ω z = d.inverse d.time ((d.U d.time : ℂ) + z)) ∧ d.stepEvent κ v c = S := by + filter_upwards [hstates] with ω hω hωE + obtain ⟨d, hU, _, _, hF, ht, he⟩ := hω hωE + refine ⟨d, ?_, he⟩ + intro z hz + rw [hU, hF, ht, hFb ω z hz] + congr 1 + simp only [Complex.ofReal_mul, add_comm] + have hh := ribbon_section_restart_lower_bound P p hp hτ.measurableSpace + hτ.measurableSpace_le Y hY hlaw Fb hFbm κ v c q S hS E hcert + (fun d f hf => hstep d f hf v hv hvcut) A hA hAE + apply hh.trans + apply measure_mono_ae + filter_upwards [hactual] with ω hω hωA + refine ⟨hωA.1, ?_⟩ + have he : (⟨fun t => γ ω (τ ω + t), + (hw ω).1.comp (continuous_const.add continuous_id)⟩ : C(ℝ≥0, ℂ)) = + finiteBoundaryPath (Fb ω) (Y ω) := by + ext t + exact hω t + change (⟨fun t => γ ω (τ ω + t), + (hw ω).1.comp (continuous_const.add continuous_id)⟩ : C(ℝ≥0, ℂ)) ∈ S + rw [he] + exact hωA.2 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ConformalCompactSausage.lean b/lean/OAI/Probability/SLE/Gauge/ConformalCompactSausage.lean index de0f52cb87fc8d02c631cd60bdb9170217f9cfeb..7ed1cb17e7a1a6863b0d8a9aa2945a1361535d63 100644 --- a/lean/OAI/Probability/SLE/Gauge/ConformalCompactSausage.lean +++ b/lean/OAI/Probability/SLE/Gauge/ConformalCompactSausage.lean @@ -1,141 +1,141 @@ -import OAI.Probability.SLE.Gauge.ConformalSausageTransfer -import Mathlib.Analysis.Complex.LocallyUniformLimit - -namespace OAI - -/-! Uniform sausage transport on retained compact parameter sets. Local -uniform convergence supplies derivative bounds and a common positive mesh; -the actual Jacobian and convex local patches supply the area comparison. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -theorem eventually_derivative_norm_bounds_on_compact - (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) - (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) - (hF : DifferentiableOn ℂ F upperHalfPlane) - (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) - (K : Set ℂ) (hK : IsCompact K) (hKn : K.Nonempty) (hKH : K ⊆ upperHalfPlane) - (hne : ∀ z ∈ K, deriv F z ≠ 0) : - ∃ c C : ℝ, 0 < c ∧ 0 < C ∧ ∀ᶠ n in atTop, - ∀ z ∈ K, c ≤ ‖deriv (Fₙ n) z‖ ∧ ‖deriv (Fₙ n) z‖ ≤ C := by - have hc : ContinuousOn (fun z => ‖deriv F z‖) K := - ((hF.deriv isOpen_upperHalfPlane).continuousOn.mono hKH).norm - obtain ⟨z₀, hz₀, hmin⟩ := hK.exists_isMinOn hKn hc - let c₀ := ‖deriv F z₀‖ - have hc₀ : 0 < c₀ := norm_pos_iff.mpr (hne z₀ hz₀) - obtain ⟨C₀, hC₀, hmax⟩ := - (hK.image_of_continuousOn ((hF.deriv isOpen_upperHalfPlane).continuousOn.mono hKH)).isBounded.exists_pos_norm_lt - have hderconv := hconv.deriv (Eventually.of_forall hFn) isOpen_upperHalfPlane - have hu : TendstoUniformlyOn (fun n => deriv (Fₙ n)) (deriv F) atTop K := - (tendstoLocallyUniformlyOn_iff_tendstoUniformlyOn_of_compact hK).mp (hderconv.mono hKH) - have he : ∀ᶠ n in atTop, ∀ z ∈ K, - dist (deriv F z) (deriv (Fₙ n) z) < min (c₀ / 2) 1 := - hu _ (Metric.dist_mem_uniformity (lt_min (by positivity) (by norm_num))) - refine ⟨c₀ / 2, C₀ + 1, by positivity, by positivity, ?_⟩ - filter_upwards [he] with n hn - intro z hz - have hd := hn z hz - have hlow := hmin hz - change c₀ ≤ ‖deriv F z‖ at hlow - have hup := hmax _ (mem_image_of_mem (deriv F) hz) - have hdiff := norm_sub_norm_le (deriv F z) (deriv (Fₙ n) z) - have hdiff' := norm_sub_norm_le (deriv (Fₙ n) z) (deriv F z) - rw [← dist_eq_norm] at hdiff hdiff' - rw [dist_comm] at hdiff' - constructor <;> dsimp only [c₀] at * <;> - linarith [min_le_left (c₀ / 2) 1, min_le_right (c₀ / 2) 1] - -theorem eventually_image_compact_subset_open - (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) - (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) - (hF : ContinuousOn F upperHalfPlane) - (K : Set ℂ) (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) - (R : Set ℂ) (hR : IsOpen R) (himage : F '' K ⊆ R) : - ∀ᶠ n in atTop, Fₙ n '' K ⊆ R := by - have hFK : IsCompact (F '' K) := hK.image_of_continuousOn (hF.mono hKH) - obtain ⟨ε, hε, hεR⟩ := hFK.exists_thickening_subset_open hR himage - have hu : TendstoUniformlyOn Fₙ F atTop K := - (tendstoLocallyUniformlyOn_iff_tendstoUniformlyOn_of_compact hK).mp (hconv.mono hKH) - have he : ∀ᶠ n in atTop, ∀ z ∈ K, dist (F z) (Fₙ n z) < ε := - hu _ (Metric.dist_mem_uniformity hε) - filter_upwards [he] with n hn - rintro w ⟨z, hz, rfl⟩ - apply hεR - apply mem_thickening_iff.mpr - exact ⟨F z, mem_image_of_mem F hz, by simpa only [dist_comm] using hn z hz⟩ - -/-- All sufficiently late conformal maps transport every interval retained -in `K`, at every sufficiently small deterministic mesh, with common constants. -The compact set itself need not be convex. -/ -theorem eventually_compact_sausage_transfer - (κ : ℝ) (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) - (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) - (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) - (hF : DifferentiableOn ℂ F upperHalfPlane) - (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) - (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) - (K : Set ℂ) (hK : IsCompact K) (hKn : K.Nonempty) (hKH : K ⊆ upperHalfPlane) - (R : Set ℂ) (hR : IsOpen R) (himage : F '' K ⊆ R) : - ∃ c ell v₀ : ℝ, 0 < c ∧ 0 < ell ∧ 0 < v₀ ∧ - ∀ᶠ n in atTop, ∀ (γ : ℝ≥0 → ℂ) (s t : ℝ≥0), γ '' Icc s t ⊆ K → - ∀ v : ℝ, 0 < v → v < v₀ → - ENNReal.ofReal (c ^ 2 * ell ^ codimension κ) * - sourceSausageMass κ γ s t (ell * v) ≤ - ENNReal.ofReal (v ^ (-codimension κ)) * - volume (R ∩ sourceSausageSet (fun u => Fₙ n (γ u)) s t v) := by - let U := upperHalfPlane ∩ F ⁻¹' R - have hU : IsOpen U := hF.continuousOn.isOpen_inter_preimage isOpen_upperHalfPlane hR - have hKU : K ⊆ U := fun z hz => ⟨hKH hz, himage (mem_image_of_mem F hz)⟩ - obtain ⟨δ, hδ, hδU⟩ := hK.exists_cthickening_subset_open hU hKU - let L := cthickening δ K - have hL : IsCompact L := hK.cthickening - have hKL : K ⊆ L := self_subset_cthickening K - have hLn : L.Nonempty := hKn.mono hKL - have hLH : L ⊆ upperHalfPlane := fun z hz => (hδU hz).1 - have hLR : F '' L ⊆ R := by - rintro w ⟨z, hz, rfl⟩ - exact (hδU hz).2 - obtain ⟨c, C, hc, hC, hbounds⟩ := eventually_derivative_norm_bounds_on_compact - Fₙ F hFn hF hconv L hL hLn hLH (fun z hz => hne z (hLH hz)) - have hmaps := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn - L hL hLH R hR hLR - let ell := min 1 (1 / (C + 1)) - have hell : 0 < ell := lt_min zero_lt_one (by positivity) - have hell1 : ell ≤ 1 := min_le_left _ _ - have hscale : C * ell ≤ 1 := by - have he := (le_div_iff₀ (by positivity : 0 < C + 1)).mp (min_le_right 1 (1 / (C + 1))) - dsimp only [ell] at * - nlinarith - refine ⟨c, ell, δ, hc, hell, hδ, ?_⟩ - filter_upwards [hbounds, hmaps] with n hn hmap - intro γ s t hγK v hv hvδ - have hsmall : ell * v < δ := (mul_le_of_le_one_left hv.le hell1).trans_lt hvδ - have hSL : sourceSausageSet γ s t (ell * v) ⊆ L := by - rintro z ⟨u, hu, hdist⟩ - exact mem_cthickening_of_dist_le z (γ u) δ K - (hγK (mem_image_of_mem γ hu)) (hdist.le.trans hsmall.le) - apply sourceSausageMass_conformal_transfer κ (Fₙ n) (deriv (Fₙ n)) γ s t R - hc.le hv hell ((hinj n).mono (hSL.trans hLH)) - (fun z hz => ((hFn n).differentiableAt (isOpen_upperHalfPlane.mem_nhds (hLH (hSL hz)))).hasDerivAt) - (fun z hz => (hn z (hSL hz)).1) ⟨C, hC.le⟩ hscale - (image_mono hSL |>.trans hmap) - rintro z ⟨u, hu, hdist⟩ - have huK := hγK (mem_image_of_mem γ hu) - have hballL : closedBall (γ u) δ ⊆ L := closedBall_subset_cthickening huK δ - refine ⟨u, hu, hdist, closedBall (γ u) δ, convex_closedBall _ _, - mem_closedBall.mpr (hdist.le.trans hsmall.le), mem_closedBall_self hδ.le, ?_, ?_⟩ - · intro w hw - exact ((hFn n).differentiableAt - (isOpen_upperHalfPlane.mem_nhds (hLH (hballL hw)))).hasDerivAt.hasDerivWithinAt - · intro w hw - exact_mod_cast (hn w (hballL hw)).2 - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ConformalSausageTransfer +import Mathlib.Analysis.Complex.LocallyUniformLimit + +namespace OAI + +/-! Uniform sausage transport on retained compact parameter sets. Local +uniform convergence supplies derivative bounds and a common positive mesh; +the actual Jacobian and convex local patches supply the area comparison. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +theorem eventually_derivative_norm_bounds_on_compact + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hF : DifferentiableOn ℂ F upperHalfPlane) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (K : Set ℂ) (hK : IsCompact K) (hKn : K.Nonempty) (hKH : K ⊆ upperHalfPlane) + (hne : ∀ z ∈ K, deriv F z ≠ 0) : + ∃ c C : ℝ, 0 < c ∧ 0 < C ∧ ∀ᶠ n in atTop, + ∀ z ∈ K, c ≤ ‖deriv (Fₙ n) z‖ ∧ ‖deriv (Fₙ n) z‖ ≤ C := by + have hc : ContinuousOn (fun z => ‖deriv F z‖) K := + ((hF.deriv isOpen_upperHalfPlane).continuousOn.mono hKH).norm + obtain ⟨z₀, hz₀, hmin⟩ := hK.exists_isMinOn hKn hc + let c₀ := ‖deriv F z₀‖ + have hc₀ : 0 < c₀ := norm_pos_iff.mpr (hne z₀ hz₀) + obtain ⟨C₀, hC₀, hmax⟩ := + (hK.image_of_continuousOn ((hF.deriv isOpen_upperHalfPlane).continuousOn.mono hKH)).isBounded.exists_pos_norm_lt + have hderconv := hconv.deriv (Eventually.of_forall hFn) isOpen_upperHalfPlane + have hu : TendstoUniformlyOn (fun n => deriv (Fₙ n)) (deriv F) atTop K := + (tendstoLocallyUniformlyOn_iff_tendstoUniformlyOn_of_compact hK).mp (hderconv.mono hKH) + have he : ∀ᶠ n in atTop, ∀ z ∈ K, + dist (deriv F z) (deriv (Fₙ n) z) < min (c₀ / 2) 1 := + hu _ (Metric.dist_mem_uniformity (lt_min (by positivity) (by norm_num))) + refine ⟨c₀ / 2, C₀ + 1, by positivity, by positivity, ?_⟩ + filter_upwards [he] with n hn + intro z hz + have hd := hn z hz + have hlow := hmin hz + change c₀ ≤ ‖deriv F z‖ at hlow + have hup := hmax _ (mem_image_of_mem (deriv F) hz) + have hdiff := norm_sub_norm_le (deriv F z) (deriv (Fₙ n) z) + have hdiff' := norm_sub_norm_le (deriv (Fₙ n) z) (deriv F z) + rw [← dist_eq_norm] at hdiff hdiff' + rw [dist_comm] at hdiff' + constructor <;> dsimp only [c₀] at * <;> + linarith [min_le_left (c₀ / 2) 1, min_le_right (c₀ / 2) 1] + +theorem eventually_image_compact_subset_open + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (hF : ContinuousOn F upperHalfPlane) + (K : Set ℂ) (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) + (R : Set ℂ) (hR : IsOpen R) (himage : F '' K ⊆ R) : + ∀ᶠ n in atTop, Fₙ n '' K ⊆ R := by + have hFK : IsCompact (F '' K) := hK.image_of_continuousOn (hF.mono hKH) + obtain ⟨ε, hε, hεR⟩ := hFK.exists_thickening_subset_open hR himage + have hu : TendstoUniformlyOn Fₙ F atTop K := + (tendstoLocallyUniformlyOn_iff_tendstoUniformlyOn_of_compact hK).mp (hconv.mono hKH) + have he : ∀ᶠ n in atTop, ∀ z ∈ K, dist (F z) (Fₙ n z) < ε := + hu _ (Metric.dist_mem_uniformity hε) + filter_upwards [he] with n hn + rintro w ⟨z, hz, rfl⟩ + apply hεR + apply mem_thickening_iff.mpr + exact ⟨F z, mem_image_of_mem F hz, by simpa only [dist_comm] using hn z hz⟩ + +/-- All sufficiently late conformal maps transport every interval retained +in `K`, at every sufficiently small deterministic mesh, with common constants. +The compact set itself need not be convex. -/ +theorem eventually_compact_sausage_transfer + (κ : ℝ) (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hF : DifferentiableOn ℂ F upperHalfPlane) + (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (K : Set ℂ) (hK : IsCompact K) (hKn : K.Nonempty) (hKH : K ⊆ upperHalfPlane) + (R : Set ℂ) (hR : IsOpen R) (himage : F '' K ⊆ R) : + ∃ c ell v₀ : ℝ, 0 < c ∧ 0 < ell ∧ 0 < v₀ ∧ + ∀ᶠ n in atTop, ∀ (γ : ℝ≥0 → ℂ) (s t : ℝ≥0), γ '' Icc s t ⊆ K → + ∀ v : ℝ, 0 < v → v < v₀ → + ENNReal.ofReal (c ^ 2 * ell ^ codimension κ) * + sourceSausageMass κ γ s t (ell * v) ≤ + ENNReal.ofReal (v ^ (-codimension κ)) * + volume (R ∩ sourceSausageSet (fun u => Fₙ n (γ u)) s t v) := by + let U := upperHalfPlane ∩ F ⁻¹' R + have hU : IsOpen U := hF.continuousOn.isOpen_inter_preimage isOpen_upperHalfPlane hR + have hKU : K ⊆ U := fun z hz => ⟨hKH hz, himage (mem_image_of_mem F hz)⟩ + obtain ⟨δ, hδ, hδU⟩ := hK.exists_cthickening_subset_open hU hKU + let L := cthickening δ K + have hL : IsCompact L := hK.cthickening + have hKL : K ⊆ L := self_subset_cthickening K + have hLn : L.Nonempty := hKn.mono hKL + have hLH : L ⊆ upperHalfPlane := fun z hz => (hδU hz).1 + have hLR : F '' L ⊆ R := by + rintro w ⟨z, hz, rfl⟩ + exact (hδU hz).2 + obtain ⟨c, C, hc, hC, hbounds⟩ := eventually_derivative_norm_bounds_on_compact + Fₙ F hFn hF hconv L hL hLn hLH (fun z hz => hne z (hLH hz)) + have hmaps := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn + L hL hLH R hR hLR + let ell := min 1 (1 / (C + 1)) + have hell : 0 < ell := lt_min zero_lt_one (by positivity) + have hell1 : ell ≤ 1 := min_le_left _ _ + have hscale : C * ell ≤ 1 := by + have he := (le_div_iff₀ (by positivity : 0 < C + 1)).mp (min_le_right 1 (1 / (C + 1))) + dsimp only [ell] at * + nlinarith + refine ⟨c, ell, δ, hc, hell, hδ, ?_⟩ + filter_upwards [hbounds, hmaps] with n hn hmap + intro γ s t hγK v hv hvδ + have hsmall : ell * v < δ := (mul_le_of_le_one_left hv.le hell1).trans_lt hvδ + have hSL : sourceSausageSet γ s t (ell * v) ⊆ L := by + rintro z ⟨u, hu, hdist⟩ + exact mem_cthickening_of_dist_le z (γ u) δ K + (hγK (mem_image_of_mem γ hu)) (hdist.le.trans hsmall.le) + apply sourceSausageMass_conformal_transfer κ (Fₙ n) (deriv (Fₙ n)) γ s t R + hc.le hv hell ((hinj n).mono (hSL.trans hLH)) + (fun z hz => ((hFn n).differentiableAt (isOpen_upperHalfPlane.mem_nhds (hLH (hSL hz)))).hasDerivAt) + (fun z hz => (hn z (hSL hz)).1) ⟨C, hC.le⟩ hscale + (image_mono hSL |>.trans hmap) + rintro z ⟨u, hu, hdist⟩ + have huK := hγK (mem_image_of_mem γ hu) + have hballL : closedBall (γ u) δ ⊆ L := closedBall_subset_cthickening huK δ + refine ⟨u, hu, hdist, closedBall (γ u) δ, convex_closedBall _ _, + mem_closedBall.mpr (hdist.le.trans hsmall.le), mem_closedBall_self hδ.le, ?_, ?_⟩ + · intro w hw + exact ((hFn n).differentiableAt + (isOpen_upperHalfPlane.mem_nhds (hLH (hballL hw)))).hasDerivAt.hasDerivWithinAt + · intro w hw + exact_mod_cast (hn w (hballL hw)).2 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ConformalDenseExperiment.lean b/lean/OAI/Probability/SLE/Gauge/ConformalDenseExperiment.lean index 8d298f0959c52bc6f85b8f28977119a9db34ffa9..97db081e655b56b1ce4e8c3360fac203c36f8e06 100644 --- a/lean/OAI/Probability/SLE/Gauge/ConformalDenseExperiment.lean +++ b/lean/OAI/Probability/SLE/Gauge/ConformalDenseExperiment.lean @@ -1,156 +1,156 @@ -import OAI.Probability.SLE.Gauge.SerpentineCenteredMass -import OAI.Probability.SLE.Gauge.SerpentineConformalGeometry - -namespace OAI - -/-! The actual dense experiment transported through an arbitrary inverse -chart. Its lower bound is uniform over normalized marked states and its -cutoff is proportional to the physical conformal radius. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open RibbonCoordinates FirstFrontPassage FrontSuccessMeasurability - -lemma segmentSausageCharge_le_stoppedWhole - (κ : ℝ) (f : C(ℝ≥0, ℂ)) (T : ℝ≥0) (ρ : WithTop ℝ≥0) - (hT : (T : WithTop ℝ≥0) ≤ ρ) (v : ℝ) (D : Set ℂ) : - segmentSausageCharge κ f 0 T v D ≤ stoppedWholeSausageCharge κ f ρ v D := by - cases hρ : ρ with - | top => - simp only [stoppedWholeSausageCharge, stoppedAtPath, ite_true] - apply mul_le_mul' le_rfl - apply measure_mono - rintro z ⟨hz, u, _hu, hdu⟩ - exact ⟨hz, u, by simpa only [dist_comm] using hdu⟩ - | coe t => - rw [stoppedWholeSausageCharge_finite] - exact segmentSausageCharge_mono κ f le_rfl (WithTop.coe_le_coe.mp (hρ ▸ hT)) v Subset.rfl - -namespace Serpentine -open Target - -lemma dense_conformal_mass_threshold - (κ A c h a : ℝ) (hκ : 0 < κ) (hA : 0 < A) (hc : 0 < c) - (hh : 0 < h) (ha : 0 < a) (w : ℂ) (hwy : 0 < w.im) (hwn : ‖w‖ ≤ 1) - (m : ℕ) : - (A * c * (h / 20000) ^ dimension κ / 2 ^ dimension κ) * - (2 * w.im * a) ^ dimension κ * (m : ℝ) ^ codimension κ ≤ - (A * a ^ dimension κ) * (c * (h / 20000) ^ dimension κ * (m : ℝ) ^ codimension κ) := by - have hwi := (Complex.im_le_norm w).trans hwn - have hr : (2 * w.im * a) ^ dimension κ ≤ 2 ^ dimension κ * a ^ dimension κ := by - calc - _ ≤ (2 * a) ^ dimension κ := Real.rpow_le_rpow (by positivity) - (by nlinarith) (by dsimp [dimension]; positivity) - _ = _ := Real.mul_rpow (by norm_num) ha.le - have hbase : 0 ≤ A * c * (h / 20000) ^ dimension κ / 2 ^ dimension κ := by positivity - have hm : 0 ≤ (m : ℝ) ^ codimension κ := Real.rpow_nonneg (Nat.cast_nonneg _) _ - calc - _ ≤ (A * c * (h / 20000) ^ dimension κ / 2 ^ dimension κ) * - (2 ^ dimension κ * a ^ dimension κ) * (m : ℝ) ^ codimension κ := - mul_le_mul_of_nonneg_right (mul_le_mul_of_nonneg_left hr hbase) hm - _ = _ := by field_simp - -theorem uniform_conformal_dense_stopped_mass - {Ω : Type} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B μ) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (hcompact : PublishedHalfPlaneUnivalentCompactness) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport μ γ) - (hplanar : PublishedPlanarDiskOpenness) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) - (hwiener : PublishedPlanarWienerUnitSupport) - (W : WienerLaw) (hW : IsWiener W) - (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) - {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : - ∃ h b C : ℝ, 0 < h ∧ h ≤ s ∧ 0 < b ∧ 0 < C ∧ - ∃ δ : ℕ → ℝ, (∀ m, 0 < m → 0 < δ m) ∧ - ∀ (f : ℂ → ℂ) (w : ℂ), DifferentiableOn ℂ f upperHalfPlane → - InjOn f upperHalfPlane → ‖w‖ = 1 → s ≤ w.im → deriv f w ≠ 0 → - ∀ (η : Ω → ℝ≥0 → ℂ) (hη : ∀ ω, Continuous (η ω)), - (∀ ω t, γ ω t ∈ closedBall w h → η ω t = f (γ ω t)) → - ∀ ρ : Ω → WithTop ℝ≥0, - (∀ᵐ ω ∂μ, ρ ω = radiusLevelTime (γ ω) (G ω) w (experimentRadiusLevel h)) → - ∀ m : ℕ, 0 < m → ∀ v : ℝ, 0 < v → - v < δ m * (2 * w.im * ‖deriv f w‖) → - ENNReal.ofReal (Real.exp (-C * (m : ℝ) ^ 2)) ≤ - finiteCenteredLaw μ κ B γ G w (experimentRadiusLevel h) - {ω | ENNReal.ofReal (b * (2 * w.im * ‖deriv f w‖) ^ dimension κ * - (m : ℝ) ^ codimension κ) ≤ - stoppedWholeSausageCharge κ (sourceTracePath η hη ω) (ρ ω) v - (closedBall (f w) (2 * w.im * ‖deriv f w‖))} := by - obtain ⟨c, v₀, hcm, hv₀, hmass⟩ := uniform_serpentine_centered_stopped_mass μ κ hκ hκ8 - B hB hBm hc hB0 γ G F hw hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW ε hε hεsmall - obtain ⟨h, A, L, δ₀, hh, hhs, hA, hL, hδ₀, htransfer⟩ := - uniform_conformal_experiment_restricted_transfer κ hcompact hs hs1 - have hh1 := hhs.trans hs1 - obtain ⟨C, hC, hmass⟩ := hmass h hh hh1 - let b := A * c * (h / 20000) ^ dimension κ / 2 ^ dimension κ - let δ := fun m => min δ₀ (L * (ribbonWidth (halfHeight h) m * v₀) / 2) - refine ⟨h, b, C, hh, hhs, by dsimp [b]; positivity, hC, δ, ?_, ?_⟩ - · intro m hm - have hwidth := fit_width_pos hh hm - exact lt_min hδ₀ (by positivity) - intro f w hf hfi hwn hwy hne η hη heq ρ hρ m hm v hv hvcut - have hwh : h ≤ w.im := hhs.trans hwy - have hwpos : 0 < w.im := hs.trans_le hwy - have hnorm : 0 < ‖deriv f w‖ := norm_pos_iff.mpr hne - have hwi : w.im ≤ 1 := (Complex.im_le_norm w).trans hwn.le - have hvsource : 0 < v / (L * ‖deriv f w‖) := div_pos hv (mul_pos hL hnorm) - have hvcut' : v / (L * ‖deriv f w‖) < ribbonWidth (halfHeight h) m * v₀ := by - apply conformal_experiment_mesh_cutoff hL hnorm (mul_pos (fit_width_pos hh hm) hv₀) w hwi - exact hvcut.trans_le (mul_le_mul_of_nonneg_right (min_le_right _ _) (by positivity)) - obtain ⟨g, hg⟩ := exists_global_ribbon_progress _ (physicalExperimentChart_closedEmbedding hh w hwh hm) - let τ := ribbonFrontStop g γ (fitCompletion h w m) - let E := RibbonStepSuccess γ (fun _ => 0) τ (physicalExperimentChart h w m) ε κ - (v / (L * ‖deriv f w‖)) (c * (h / 20000) ^ dimension κ * (m : ℝ) ^ codimension κ) - (closedBall (center h w) (h / 20)) - have hp : ENNReal.ofReal (Real.exp (-C * (m : ℝ) ^ 2)) ≤ - finiteCenteredLaw μ κ B γ G w (experimentRadiusLevel h) E := - hmass w hwn.le hwh m hm (v / (L * ‖deriv f w‖)) hvsource hvcut' g hg - apply hp.trans - apply measure_mono_ae - apply (withDensity_absolutelyContinuous μ _).ae_le - filter_upwards [hρ] with ω hρω hω - have hpref : () ∈ GoodRibbonPrefix (fun _ : Unit => γ ω) (fun _ => τ ω) - (physicalExperimentChart h w m) ε := hω.1 - have hbefore := (good_physicalExperiment_before_radius ((hc ω).const_mul _) (hw ω) - hh w hwn.le hwh hm (τ ω) ε hpref).1 - have hTρ : (((τ ω).untopD 0 : ℝ≥0) : WithTop ℝ≥0) ≤ ρ ω := by - cases ht : τ ω with - | top => exact (hpref.1 ht).elim - | coe T => - simp only [ht, WithTop.untopD_coe] at hbefore ⊢ - rw [hρω] - exact_mod_cast hbefore.le - have htrans := htransfer f w hf hfi hwn hwy hne (γ ω) (η ω) 0 ((τ ω).untopD 0) - (fun t _ ht => heq ω t ht) v hv - (hvcut.trans_le (mul_le_mul_of_nonneg_right (min_le_left _ _) (by positivity))) - have hthresh := dense_conformal_mass_threshold κ A c h ‖deriv f w‖ hκ hA hcm hh hnorm w - (lt_of_lt_of_le hs hwy) hwn.le m - calc - _ ≤ ENNReal.ofReal (A * ‖deriv f w‖ ^ dimension κ) * - ENNReal.ofReal (c * (h / 20000) ^ dimension κ * (m : ℝ) ^ codimension κ) := by - rw [← ENNReal.ofReal_mul (by positivity : 0 ≤ A * ‖deriv f w‖ ^ dimension κ)] - exact ENNReal.ofReal_le_ofReal hthresh - _ ≤ ENNReal.ofReal (A * ‖deriv f w‖ ^ dimension κ) * - segmentSausageCharge κ (γ ω) 0 ((τ ω).untopD 0) (v / (L * ‖deriv f w‖)) - (closedBall (center h w) (h / 20)) := mul_le_mul' le_rfl hω.2 - _ ≤ segmentSausageCharge κ (η ω) 0 ((τ ω).untopD 0) v - (closedBall (f w) (2 * w.im * ‖deriv f w‖)) := htrans - _ ≤ _ := segmentSausageCharge_le_stoppedWhole κ (sourceTracePath η hη ω) _ _ hTρ _ _ - -end Serpentine -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.SerpentineCenteredMass +import OAI.Probability.SLE.Gauge.SerpentineConformalGeometry + +namespace OAI + +/-! The actual dense experiment transported through an arbitrary inverse +chart. Its lower bound is uniform over normalized marked states and its +cutoff is proportional to the physical conformal radius. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates FirstFrontPassage FrontSuccessMeasurability + +lemma segmentSausageCharge_le_stoppedWhole + (κ : ℝ) (f : C(ℝ≥0, ℂ)) (T : ℝ≥0) (ρ : WithTop ℝ≥0) + (hT : (T : WithTop ℝ≥0) ≤ ρ) (v : ℝ) (D : Set ℂ) : + segmentSausageCharge κ f 0 T v D ≤ stoppedWholeSausageCharge κ f ρ v D := by + cases hρ : ρ with + | top => + simp only [stoppedWholeSausageCharge, stoppedAtPath, ite_true] + apply mul_le_mul' le_rfl + apply measure_mono + rintro z ⟨hz, u, _hu, hdu⟩ + exact ⟨hz, u, by simpa only [dist_comm] using hdu⟩ + | coe t => + rw [stoppedWholeSausageCharge_finite] + exact segmentSausageCharge_mono κ f le_rfl (WithTop.coe_le_coe.mp (hρ ▸ hT)) v Subset.rfl + +namespace Serpentine +open Target + +lemma dense_conformal_mass_threshold + (κ A c h a : ℝ) (hκ : 0 < κ) (hA : 0 < A) (hc : 0 < c) + (hh : 0 < h) (ha : 0 < a) (w : ℂ) (hwy : 0 < w.im) (hwn : ‖w‖ ≤ 1) + (m : ℕ) : + (A * c * (h / 20000) ^ dimension κ / 2 ^ dimension κ) * + (2 * w.im * a) ^ dimension κ * (m : ℝ) ^ codimension κ ≤ + (A * a ^ dimension κ) * (c * (h / 20000) ^ dimension κ * (m : ℝ) ^ codimension κ) := by + have hwi := (Complex.im_le_norm w).trans hwn + have hr : (2 * w.im * a) ^ dimension κ ≤ 2 ^ dimension κ * a ^ dimension κ := by + calc + _ ≤ (2 * a) ^ dimension κ := Real.rpow_le_rpow (by positivity) + (by nlinarith) (by dsimp [dimension]; positivity) + _ = _ := Real.mul_rpow (by norm_num) ha.le + have hbase : 0 ≤ A * c * (h / 20000) ^ dimension κ / 2 ^ dimension κ := by positivity + have hm : 0 ≤ (m : ℝ) ^ codimension κ := Real.rpow_nonneg (Nat.cast_nonneg _) _ + calc + _ ≤ (A * c * (h / 20000) ^ dimension κ / 2 ^ dimension κ) * + (2 ^ dimension κ * a ^ dimension κ) * (m : ℝ) ^ codimension κ := + mul_le_mul_of_nonneg_right (mul_le_mul_of_nonneg_left hr hbase) hm + _ = _ := by field_simp + +theorem uniform_conformal_dense_stopped_mass + {Ω : Type} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B μ) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport μ γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) + {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : + ∃ h b C : ℝ, 0 < h ∧ h ≤ s ∧ 0 < b ∧ 0 < C ∧ + ∃ δ : ℕ → ℝ, (∀ m, 0 < m → 0 < δ m) ∧ + ∀ (f : ℂ → ℂ) (w : ℂ), DifferentiableOn ℂ f upperHalfPlane → + InjOn f upperHalfPlane → ‖w‖ = 1 → s ≤ w.im → deriv f w ≠ 0 → + ∀ (η : Ω → ℝ≥0 → ℂ) (hη : ∀ ω, Continuous (η ω)), + (∀ ω t, γ ω t ∈ closedBall w h → η ω t = f (γ ω t)) → + ∀ ρ : Ω → WithTop ℝ≥0, + (∀ᵐ ω ∂μ, ρ ω = radiusLevelTime (γ ω) (G ω) w (experimentRadiusLevel h)) → + ∀ m : ℕ, 0 < m → ∀ v : ℝ, 0 < v → + v < δ m * (2 * w.im * ‖deriv f w‖) → + ENNReal.ofReal (Real.exp (-C * (m : ℝ) ^ 2)) ≤ + finiteCenteredLaw μ κ B γ G w (experimentRadiusLevel h) + {ω | ENNReal.ofReal (b * (2 * w.im * ‖deriv f w‖) ^ dimension κ * + (m : ℝ) ^ codimension κ) ≤ + stoppedWholeSausageCharge κ (sourceTracePath η hη ω) (ρ ω) v + (closedBall (f w) (2 * w.im * ‖deriv f w‖))} := by + obtain ⟨c, v₀, hcm, hv₀, hmass⟩ := uniform_serpentine_centered_stopped_mass μ κ hκ hκ8 + B hB hBm hc hB0 γ G F hw hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW ε hε hεsmall + obtain ⟨h, A, L, δ₀, hh, hhs, hA, hL, hδ₀, htransfer⟩ := + uniform_conformal_experiment_restricted_transfer κ hcompact hs hs1 + have hh1 := hhs.trans hs1 + obtain ⟨C, hC, hmass⟩ := hmass h hh hh1 + let b := A * c * (h / 20000) ^ dimension κ / 2 ^ dimension κ + let δ := fun m => min δ₀ (L * (ribbonWidth (halfHeight h) m * v₀) / 2) + refine ⟨h, b, C, hh, hhs, by dsimp [b]; positivity, hC, δ, ?_, ?_⟩ + · intro m hm + have hwidth := fit_width_pos hh hm + exact lt_min hδ₀ (by positivity) + intro f w hf hfi hwn hwy hne η hη heq ρ hρ m hm v hv hvcut + have hwh : h ≤ w.im := hhs.trans hwy + have hwpos : 0 < w.im := hs.trans_le hwy + have hnorm : 0 < ‖deriv f w‖ := norm_pos_iff.mpr hne + have hwi : w.im ≤ 1 := (Complex.im_le_norm w).trans hwn.le + have hvsource : 0 < v / (L * ‖deriv f w‖) := div_pos hv (mul_pos hL hnorm) + have hvcut' : v / (L * ‖deriv f w‖) < ribbonWidth (halfHeight h) m * v₀ := by + apply conformal_experiment_mesh_cutoff hL hnorm (mul_pos (fit_width_pos hh hm) hv₀) w hwi + exact hvcut.trans_le (mul_le_mul_of_nonneg_right (min_le_right _ _) (by positivity)) + obtain ⟨g, hg⟩ := exists_global_ribbon_progress _ (physicalExperimentChart_closedEmbedding hh w hwh hm) + let τ := ribbonFrontStop g γ (fitCompletion h w m) + let E := RibbonStepSuccess γ (fun _ => 0) τ (physicalExperimentChart h w m) ε κ + (v / (L * ‖deriv f w‖)) (c * (h / 20000) ^ dimension κ * (m : ℝ) ^ codimension κ) + (closedBall (center h w) (h / 20)) + have hp : ENNReal.ofReal (Real.exp (-C * (m : ℝ) ^ 2)) ≤ + finiteCenteredLaw μ κ B γ G w (experimentRadiusLevel h) E := + hmass w hwn.le hwh m hm (v / (L * ‖deriv f w‖)) hvsource hvcut' g hg + apply hp.trans + apply measure_mono_ae + apply (withDensity_absolutelyContinuous μ _).ae_le + filter_upwards [hρ] with ω hρω hω + have hpref : () ∈ GoodRibbonPrefix (fun _ : Unit => γ ω) (fun _ => τ ω) + (physicalExperimentChart h w m) ε := hω.1 + have hbefore := (good_physicalExperiment_before_radius ((hc ω).const_mul _) (hw ω) + hh w hwn.le hwh hm (τ ω) ε hpref).1 + have hTρ : (((τ ω).untopD 0 : ℝ≥0) : WithTop ℝ≥0) ≤ ρ ω := by + cases ht : τ ω with + | top => exact (hpref.1 ht).elim + | coe T => + simp only [ht, WithTop.untopD_coe] at hbefore ⊢ + rw [hρω] + exact_mod_cast hbefore.le + have htrans := htransfer f w hf hfi hwn hwy hne (γ ω) (η ω) 0 ((τ ω).untopD 0) + (fun t _ ht => heq ω t ht) v hv + (hvcut.trans_le (mul_le_mul_of_nonneg_right (min_le_left _ _) (by positivity))) + have hthresh := dense_conformal_mass_threshold κ A c h ‖deriv f w‖ hκ hA hcm hh hnorm w + (lt_of_lt_of_le hs hwy) hwn.le m + calc + _ ≤ ENNReal.ofReal (A * ‖deriv f w‖ ^ dimension κ) * + ENNReal.ofReal (c * (h / 20000) ^ dimension κ * (m : ℝ) ^ codimension κ) := by + rw [← ENNReal.ofReal_mul (by positivity : 0 ≤ A * ‖deriv f w‖ ^ dimension κ)] + exact ENNReal.ofReal_le_ofReal hthresh + _ ≤ ENNReal.ofReal (A * ‖deriv f w‖ ^ dimension κ) * + segmentSausageCharge κ (γ ω) 0 ((τ ω).untopD 0) (v / (L * ‖deriv f w‖)) + (closedBall (center h w) (h / 20)) := mul_le_mul' le_rfl hω.2 + _ ≤ segmentSausageCharge κ (η ω) 0 ((τ ω).untopD 0) v + (closedBall (f w) (2 * w.im * ‖deriv f w‖)) := htrans + _ ≤ _ := segmentSausageCharge_le_stoppedWhole κ (sourceTracePath η hη ω) _ _ hTρ _ _ + +end Serpentine +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ConformalSausageTransfer.lean b/lean/OAI/Probability/SLE/Gauge/ConformalSausageTransfer.lean index 7015a040f3e55f6dfd376dcbb1e00e6852b49686..ab6fd8ed33320fc481939c9e0330b59f6712c826 100644 --- a/lean/OAI/Probability/SLE/Gauge/ConformalSausageTransfer.lean +++ b/lean/OAI/Probability/SLE/Gauge/ConformalSausageTransfer.lean @@ -1,128 +1,128 @@ -import OAI.Probability.SLE.SausageScaling - -namespace OAI - -/-! -Deterministic conformal area and sausage transfer in `rc:compact-sausage-transfer` -of *An explicit exact Hausdorff gauge for SLE*. The local patches below may -depend on the sausage point; their union need not be convex. --/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped ENNReal NNReal - -namespace SLEExactGauge - -lemma complex_derivative_real_det (a : ℂ) : - ((ContinuousLinearMap.toSpanSingleton ℂ a).restrictScalars ℝ).det = ‖a‖ ^ 2 := by - simp [ContinuousLinearMap.det, LinearMap.det_restrictScalars, - Algebra.norm_complex_eq, Complex.normSq_eq_norm_sq] - -/-- An injective complex differentiable map with derivative bounded below -expands area by at least the square of that lower bound. -/ -theorem conformal_area_image_lower - {F F' : ℂ → ℂ} {S : Set ℂ} (hS : MeasurableSet S) - (hinj : InjOn F S) (hF : ∀ z ∈ S, HasDerivAt F (F' z) z) - {c : ℝ} (hc : 0 ≤ c) (hbound : ∀ z ∈ S, c ≤ ‖F' z‖) : - ENNReal.ofReal (c ^ 2) * volume S ≤ volume (F '' S) := by - have harea := lintegral_abs_det_fderiv_eq_addHaar_image volume hS - (fun z hz => ((hF z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) hinj - rw [← harea, ← setLIntegral_const] - apply setLIntegral_mono' hS - intro z hz - rw [complex_derivative_real_det, abs_of_nonneg (sq_nonneg _)] - exact ENNReal.ofReal_le_ofReal (pow_le_pow_left₀ hc (hbound z hz) 2) - -/-- A point in a small sausage and its witnessing trace point only need to -lie in one common Lipschitz patch. No global convexity is assumed. -/ -theorem sourceSausage_image_subset_of_lipschitz_patches - (F : ℂ → ℂ) (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) - {v ell : ℝ} (hv : 0 < v) (C : ℝ≥0) (hscale : (C : ℝ) * ell ≤ 1) - (hpatch : ∀ z ∈ sourceSausageSet γ s t (ell * v), - ∃ u ∈ Icc s t, dist z (γ u) < ell * v ∧ - ∃ K : Set ℂ, z ∈ K ∧ γ u ∈ K ∧ LipschitzOnWith C F K) : - F '' sourceSausageSet γ s t (ell * v) ⊆ - sourceSausageSet (fun u => F (γ u)) s t v := by - rintro _ ⟨z, hz, rfl⟩ - obtain ⟨u, hu, hdist, K, hzK, huK, hLip⟩ := hpatch z hz - refine ⟨u, hu, (hLip.dist_le_mul z hzK (γ u) huK).trans_lt ?_⟩ - by_cases hC : C = 0 - · simpa only [hC, NNReal.coe_zero, zero_mul] using hv - · have hCpos : 0 < (C : ℝ) := by exact_mod_cast (pos_iff_ne_zero.mpr hC) - calc - (C : ℝ) * dist z (γ u) < (C : ℝ) * (ell * v) := - mul_lt_mul_of_pos_left hdist hCpos - _ ≤ v := by nlinarith [mul_le_mul_of_nonneg_right hscale hv.le] - -/-- Complex derivative bounds on convex patches give the local Lipschitz -comparison required to send the small sausage into the physical sausage. -/ -theorem sourceSausage_image_subset_of_derivative_patches - (F F' : ℂ → ℂ) (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) - {v ell : ℝ} (hv : 0 < v) (C : ℝ≥0) (hscale : (C : ℝ) * ell ≤ 1) - (hpatch : ∀ z ∈ sourceSausageSet γ s t (ell * v), - ∃ u ∈ Icc s t, dist z (γ u) < ell * v ∧ - ∃ K : Set ℂ, Convex ℝ K ∧ z ∈ K ∧ γ u ∈ K ∧ - (∀ w ∈ K, HasDerivWithinAt F (F' w) K w) ∧ - (∀ w ∈ K, ‖F' w‖₊ ≤ C)) : - F '' sourceSausageSet γ s t (ell * v) ⊆ - sourceSausageSet (fun u => F (γ u)) s t v := by - apply sourceSausage_image_subset_of_lipschitz_patches F γ s t hv C hscale - intro z hz - obtain ⟨u, hu, hdist, K, hconv, hzK, huK, hF, hbound⟩ := hpatch z hz - exact ⟨u, hu, hdist, K, hzK, huK, - hconv.lipschitzOnWith_of_nnnorm_hasDerivWithin_le hF hbound⟩ - -/-- Normalize the area inequality at physical mesh `v`, expressing the -small-mesh mass at `ell * v`. This is the exact factor in the manuscript. -/ -theorem normalized_conformal_area_lower - {F F' : ℂ → ℂ} {S A : Set ℂ} (hS : MeasurableSet S) - (hinj : InjOn F S) (hF : ∀ z ∈ S, HasDerivAt F (F' z) z) - {c v ell p : ℝ} (hc : 0 ≤ c) (hv : 0 < v) (hell : 0 < ell) - (hbound : ∀ z ∈ S, c ≤ ‖F' z‖) (himage : F '' S ⊆ A) : - ENNReal.ofReal (c ^ 2 * ell ^ p) * - (ENNReal.ofReal ((ell * v) ^ (-p)) * volume S) ≤ - ENNReal.ofReal (v ^ (-p)) * volume A := by - have harea := (conformal_area_image_lower hS hinj hF hc hbound).trans - (measure_mono himage) - have hcoeff : c ^ 2 * ell ^ p * (ell * v) ^ (-p) = v ^ (-p) * c ^ 2 := by - rw [Real.mul_rpow hell.le hv.le] - calc - _ = c ^ 2 * (ell ^ p * ell ^ (-p)) * v ^ (-p) := by ring - _ = v ^ (-p) * c ^ 2 := by rw [← Real.rpow_add hell, add_neg_cancel, Real.rpow_zero]; ring - have he : ENNReal.ofReal (c ^ 2 * ell ^ p) * ENNReal.ofReal ((ell * v) ^ (-p)) = - ENNReal.ofReal (v ^ (-p)) * ENNReal.ofReal (c ^ 2) := by - rw [← ENNReal.ofReal_mul (mul_nonneg (sq_nonneg c) (Real.rpow_nonneg hell.le _)), - hcoeff, ENNReal.ofReal_mul (Real.rpow_nonneg hv.le _)] - rw [← mul_assoc, he, mul_assoc] - exact mul_le_mul' le_rfl harea - -/-- The physical sausage inside the retained middle region receives at -least `c² ell^p` times the small-mesh normalized mass. -/ -theorem sourceSausageMass_conformal_transfer - (κ : ℝ) (F F' : ℂ → ℂ) (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) - (R : Set ℂ) {c v ell : ℝ} (hc : 0 ≤ c) (hv : 0 < v) (hell : 0 < ell) - (hinj : InjOn F (sourceSausageSet γ s t (ell * v))) - (hF : ∀ z ∈ sourceSausageSet γ s t (ell * v), HasDerivAt F (F' z) z) - (hbound : ∀ z ∈ sourceSausageSet γ s t (ell * v), c ≤ ‖F' z‖) - (C : ℝ≥0) (hscale : (C : ℝ) * ell ≤ 1) - (hregion : F '' sourceSausageSet γ s t (ell * v) ⊆ R) - (hpatch : ∀ z ∈ sourceSausageSet γ s t (ell * v), - ∃ u ∈ Icc s t, dist z (γ u) < ell * v ∧ - ∃ K : Set ℂ, Convex ℝ K ∧ z ∈ K ∧ γ u ∈ K ∧ - (∀ w ∈ K, HasDerivWithinAt F (F' w) K w) ∧ - (∀ w ∈ K, ‖F' w‖₊ ≤ C)) : - ENNReal.ofReal (c ^ 2 * ell ^ codimension κ) * - sourceSausageMass κ γ s t (ell * v) ≤ - ENNReal.ofReal (v ^ (-codimension κ)) * - volume (R ∩ sourceSausageSet (fun u => F (γ u)) s t v) := by - apply normalized_conformal_area_lower (source_sausage_isOpen γ s t (ell * v)).measurableSet - hinj hF hc hv hell hbound - exact subset_inter hregion - (sourceSausage_image_subset_of_derivative_patches F F' γ s t hv C hscale hpatch) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.SausageScaling + +namespace OAI + +/-! +Deterministic conformal area and sausage transfer in `rc:compact-sausage-transfer` +of *An explicit exact Hausdorff gauge for SLE*. The local patches below may +depend on the sausage point; their union need not be convex. +-/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped ENNReal NNReal + +namespace SLEExactGauge + +lemma complex_derivative_real_det (a : ℂ) : + ((ContinuousLinearMap.toSpanSingleton ℂ a).restrictScalars ℝ).det = ‖a‖ ^ 2 := by + simp [ContinuousLinearMap.det, LinearMap.det_restrictScalars, + Algebra.norm_complex_eq, Complex.normSq_eq_norm_sq] + +/-- An injective complex differentiable map with derivative bounded below +expands area by at least the square of that lower bound. -/ +theorem conformal_area_image_lower + {F F' : ℂ → ℂ} {S : Set ℂ} (hS : MeasurableSet S) + (hinj : InjOn F S) (hF : ∀ z ∈ S, HasDerivAt F (F' z) z) + {c : ℝ} (hc : 0 ≤ c) (hbound : ∀ z ∈ S, c ≤ ‖F' z‖) : + ENNReal.ofReal (c ^ 2) * volume S ≤ volume (F '' S) := by + have harea := lintegral_abs_det_fderiv_eq_addHaar_image volume hS + (fun z hz => ((hF z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) hinj + rw [← harea, ← setLIntegral_const] + apply setLIntegral_mono' hS + intro z hz + rw [complex_derivative_real_det, abs_of_nonneg (sq_nonneg _)] + exact ENNReal.ofReal_le_ofReal (pow_le_pow_left₀ hc (hbound z hz) 2) + +/-- A point in a small sausage and its witnessing trace point only need to +lie in one common Lipschitz patch. No global convexity is assumed. -/ +theorem sourceSausage_image_subset_of_lipschitz_patches + (F : ℂ → ℂ) (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) + {v ell : ℝ} (hv : 0 < v) (C : ℝ≥0) (hscale : (C : ℝ) * ell ≤ 1) + (hpatch : ∀ z ∈ sourceSausageSet γ s t (ell * v), + ∃ u ∈ Icc s t, dist z (γ u) < ell * v ∧ + ∃ K : Set ℂ, z ∈ K ∧ γ u ∈ K ∧ LipschitzOnWith C F K) : + F '' sourceSausageSet γ s t (ell * v) ⊆ + sourceSausageSet (fun u => F (γ u)) s t v := by + rintro _ ⟨z, hz, rfl⟩ + obtain ⟨u, hu, hdist, K, hzK, huK, hLip⟩ := hpatch z hz + refine ⟨u, hu, (hLip.dist_le_mul z hzK (γ u) huK).trans_lt ?_⟩ + by_cases hC : C = 0 + · simpa only [hC, NNReal.coe_zero, zero_mul] using hv + · have hCpos : 0 < (C : ℝ) := by exact_mod_cast (pos_iff_ne_zero.mpr hC) + calc + (C : ℝ) * dist z (γ u) < (C : ℝ) * (ell * v) := + mul_lt_mul_of_pos_left hdist hCpos + _ ≤ v := by nlinarith [mul_le_mul_of_nonneg_right hscale hv.le] + +/-- Complex derivative bounds on convex patches give the local Lipschitz +comparison required to send the small sausage into the physical sausage. -/ +theorem sourceSausage_image_subset_of_derivative_patches + (F F' : ℂ → ℂ) (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) + {v ell : ℝ} (hv : 0 < v) (C : ℝ≥0) (hscale : (C : ℝ) * ell ≤ 1) + (hpatch : ∀ z ∈ sourceSausageSet γ s t (ell * v), + ∃ u ∈ Icc s t, dist z (γ u) < ell * v ∧ + ∃ K : Set ℂ, Convex ℝ K ∧ z ∈ K ∧ γ u ∈ K ∧ + (∀ w ∈ K, HasDerivWithinAt F (F' w) K w) ∧ + (∀ w ∈ K, ‖F' w‖₊ ≤ C)) : + F '' sourceSausageSet γ s t (ell * v) ⊆ + sourceSausageSet (fun u => F (γ u)) s t v := by + apply sourceSausage_image_subset_of_lipschitz_patches F γ s t hv C hscale + intro z hz + obtain ⟨u, hu, hdist, K, hconv, hzK, huK, hF, hbound⟩ := hpatch z hz + exact ⟨u, hu, hdist, K, hzK, huK, + hconv.lipschitzOnWith_of_nnnorm_hasDerivWithin_le hF hbound⟩ + +/-- Normalize the area inequality at physical mesh `v`, expressing the +small-mesh mass at `ell * v`. This is the exact factor in the manuscript. -/ +theorem normalized_conformal_area_lower + {F F' : ℂ → ℂ} {S A : Set ℂ} (hS : MeasurableSet S) + (hinj : InjOn F S) (hF : ∀ z ∈ S, HasDerivAt F (F' z) z) + {c v ell p : ℝ} (hc : 0 ≤ c) (hv : 0 < v) (hell : 0 < ell) + (hbound : ∀ z ∈ S, c ≤ ‖F' z‖) (himage : F '' S ⊆ A) : + ENNReal.ofReal (c ^ 2 * ell ^ p) * + (ENNReal.ofReal ((ell * v) ^ (-p)) * volume S) ≤ + ENNReal.ofReal (v ^ (-p)) * volume A := by + have harea := (conformal_area_image_lower hS hinj hF hc hbound).trans + (measure_mono himage) + have hcoeff : c ^ 2 * ell ^ p * (ell * v) ^ (-p) = v ^ (-p) * c ^ 2 := by + rw [Real.mul_rpow hell.le hv.le] + calc + _ = c ^ 2 * (ell ^ p * ell ^ (-p)) * v ^ (-p) := by ring + _ = v ^ (-p) * c ^ 2 := by rw [← Real.rpow_add hell, add_neg_cancel, Real.rpow_zero]; ring + have he : ENNReal.ofReal (c ^ 2 * ell ^ p) * ENNReal.ofReal ((ell * v) ^ (-p)) = + ENNReal.ofReal (v ^ (-p)) * ENNReal.ofReal (c ^ 2) := by + rw [← ENNReal.ofReal_mul (mul_nonneg (sq_nonneg c) (Real.rpow_nonneg hell.le _)), + hcoeff, ENNReal.ofReal_mul (Real.rpow_nonneg hv.le _)] + rw [← mul_assoc, he, mul_assoc] + exact mul_le_mul' le_rfl harea + +/-- The physical sausage inside the retained middle region receives at +least `c² ell^p` times the small-mesh normalized mass. -/ +theorem sourceSausageMass_conformal_transfer + (κ : ℝ) (F F' : ℂ → ℂ) (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) + (R : Set ℂ) {c v ell : ℝ} (hc : 0 ≤ c) (hv : 0 < v) (hell : 0 < ell) + (hinj : InjOn F (sourceSausageSet γ s t (ell * v))) + (hF : ∀ z ∈ sourceSausageSet γ s t (ell * v), HasDerivAt F (F' z) z) + (hbound : ∀ z ∈ sourceSausageSet γ s t (ell * v), c ≤ ‖F' z‖) + (C : ℝ≥0) (hscale : (C : ℝ) * ell ≤ 1) + (hregion : F '' sourceSausageSet γ s t (ell * v) ⊆ R) + (hpatch : ∀ z ∈ sourceSausageSet γ s t (ell * v), + ∃ u ∈ Icc s t, dist z (γ u) < ell * v ∧ + ∃ K : Set ℂ, Convex ℝ K ∧ z ∈ K ∧ γ u ∈ K ∧ + (∀ w ∈ K, HasDerivWithinAt F (F' w) K w) ∧ + (∀ w ∈ K, ‖F' w‖₊ ≤ C)) : + ENNReal.ofReal (c ^ 2 * ell ^ codimension κ) * + sourceSausageMass κ γ s t (ell * v) ≤ + ENNReal.ofReal (v ^ (-codimension κ)) * + volume (R ∩ sourceSausageSet (fun u => F (γ u)) s t v) := by + apply normalized_conformal_area_lower (source_sausage_isOpen γ s t (ell * v)).measurableSet + hinj hF hc hv hell hbound + exact subset_inter hregion + (sourceSausage_image_subset_of_derivative_patches F F' γ s t hv C hscale hpatch) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CoverChangeOfLaw.lean b/lean/OAI/Probability/SLE/Gauge/CoverChangeOfLaw.lean index 7a5c0fbaf2b5453e0075acffa7f8a716ca0c7909..662b77ad91bf6cb47fa3aa160d0ed48a1864d6a2 100644 --- a/lean/OAI/Probability/SLE/Gauge/CoverChangeOfLaw.lean +++ b/lean/OAI/Probability/SLE/Gauge/CoverChangeOfLaw.lean @@ -1,142 +1,142 @@ -import OAI.Probability.SLE.FiniteStoppedLaw -import OAI.Probability.SLE.Gauge.DenseCoverCore - -namespace OAI - -/-! -The finite-stop change of measure in the missed-cell estimate of -`prop:dense-cover-upper`, *An explicit exact Hausdorff gauge for SLE*. - -A conditional approach estimate is the hypothesis for the conditioning -and change-of-law steps. --/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped ENNReal NNReal - -namespace SLEExactGauge - -/-- Restricting a normalized density to an event exactly recovers its -unnormalized integral. No measurability of the density is needed here. -/ -theorem setLIntegral_eq_mul_normalizedDensity - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) - (w : Ω → ℝ) {a : ℝ} (ha : 0 < a) {A : Set Ω} (hA : MeasurableSet A) : - (∫⁻ ω in A, ENNReal.ofReal (w ω) ∂P) = - ENNReal.ofReal a * - P.withDensity (fun ω => ENNReal.ofReal (w ω / a)) A := by - rw [withDensity_apply _ hA, - ← lintegral_const_mul' _ _ ENNReal.ofReal_ne_top] - apply lintegral_congr - intro ω - rw [ENNReal.ofReal_div_of_pos ha, - ENNReal.mul_div_cancel (ENNReal.ofReal_ne_zero_iff.mpr ha) ENNReal.ofReal_ne_top] - -/-- The precise event identity for the finite centered law, at a fixed -logarithmic conformal-radius stop. -/ -theorem finiteCenteredLaw_event_identity - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) - (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ) - (G : Ω → ℝ≥0 → ℂ → ℂ) (z : ℂ) (hz : z ∈ upperHalfPlane) - (u : ℝ) {A : Set Ω} (hA : MeasurableSet A) : - (∫⁻ ω in A, ENNReal.ofReal - (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z u) ∂P) = - ENNReal.ofReal (initialGreen κ z) * finiteCenteredLaw P κ B γ G z u A := - setLIntegral_eq_mul_normalizedDensity P _ (initialGreen_pos κ z hz) hA - -/-- A conditional approach bound can be integrated on any event determined -by the conditioning sigma algebra. The smaller event need not be measurable. -/ -theorem measure_le_setLIntegral_of_conditional_approach - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] - (m : MeasurableSpace Ω) (hm : m ≤ mΩ) - {E V A : Set Ω} (hV : MeasurableSet[mΩ] V) (hA : MeasurableSet[m] A) - (hE : E ⊆ V ∩ A) (W : Ω → ℝ≥0∞) (K : ℝ≥0∞) (hK : K ≠ ∞) - (happroach : ∀ᵐ ω ∂P, ω ∈ A → - P⁻[V.indicator (fun _ => 1) | m] ω ≤ K * W ω) : - P E ≤ K * ∫⁻ ω in A, W ω ∂P := by - let : MeasurableSpace Ω := mΩ - calc - P E ≤ P (V ∩ A) := measure_mono hE - _ = ∫⁻ ω in A, V.indicator (fun _ => 1) ω ∂P := by - rw [setLIntegral_indicator hV, setLIntegral_const, one_mul] - _ = ∫⁻ ω in A, P⁻[V.indicator (fun _ => 1) | m] ω ∂P := - (setLIntegral_condLExp hm P _ hA).symm - _ ≤ ∫⁻ ω in A, K * W ω ∂P := - lintegral_mono_ae ((ae_restrict_iff' (hm A hA)).mpr happroach) - _ = K * ∫⁻ ω in A, W ω ∂P := lintegral_const_mul' K W hK - -/-- Transfer a visited cell with no candidate from the original law to a -finite centered law. `A` is the adapted failure event and `V` the visit event. -The displayed conditional approach bound is the only probabilistic estimate -assumed by this reduction. -/ -theorem finiteCenteredLaw_missed_cell_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] - (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ) - (G : Ω → ℝ≥0 → ℂ → ℂ) (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) - (m : MeasurableSpace Ω) (hm : m ≤ mΩ) - {E V A : Set Ω} (hV : MeasurableSet[mΩ] V) (hA : MeasurableSet[m] A) - (hE : E ⊆ V ∩ A) (C r p : ℝ) - (happroach : ∀ᵐ ω ∂P, ω ∈ A → - P⁻[V.indicator (fun _ => 1) | m] ω ≤ ENNReal.ofReal (C * r ^ p) * - ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) z u)) : - P E ≤ ENNReal.ofReal (C * r ^ p) * ENNReal.ofReal (initialGreen κ z) * - @finiteCenteredLaw Ω mΩ P κ B γ G z u A := by - let : MeasurableSpace Ω := mΩ - have h := measure_le_setLIntegral_of_conditional_approach P m hm hV hA hE - (fun ω => ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) z u)) (ENNReal.ofReal (C * r ^ p)) ENNReal.ofReal_ne_top happroach - rw [finiteCenteredLaw_event_identity P κ B γ G z hz u (hm A hA)] at h - simpa only [mul_assoc] using h - -/-- Any tilted-law failure estimate, in particular the stretched exponential -bound from repeated adapted tests, gives the corresponding missed-cell bound. -/ -theorem finiteCenteredLaw_missed_cell_bound_of_failure_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] - (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ) - (G : Ω → ℝ≥0 → ℂ → ℂ) (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) - (m : MeasurableSpace Ω) (hm : m ≤ mΩ) - {E V A : Set Ω} (hV : MeasurableSet[mΩ] V) (hA : MeasurableSet[m] A) - (hE : E ⊆ V ∩ A) (C r p : ℝ) (ε : ℝ≥0∞) - (happroach : ∀ᵐ ω ∂P, ω ∈ A → - P⁻[V.indicator (fun _ => 1) | m] ω ≤ ENNReal.ofReal (C * r ^ p) * - ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) z u)) - (hfailure : @finiteCenteredLaw Ω mΩ P κ B γ G z u A ≤ ε) : - P E ≤ ENNReal.ofReal (C * r ^ p) * ENNReal.ofReal (initialGreen κ z) * ε := by - let : MeasurableSpace Ω := mΩ - exact (finiteCenteredLaw_missed_cell_bound P κ B γ G z hz u m hm hV hA hE - C r p happroach).trans (mul_le_mul' le_rfl hfailure) - -/-- The failure probability is a product bound under the centered law; no -independence assumption is used. -/ -theorem finiteCenteredLaw_adapted_failures_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) - (filtration : Filtration ℕ mΩ) (failure : ℕ → Set Ω) - (hmeas : ∀ n, MeasurableSet[filtration (n + 1)] (failure n)) - (q : ℝ≥0∞) - (hstep : ∀ n (A : Set Ω), MeasurableSet[filtration n] A → - finiteCenteredLaw P κ B γ G z u (A ∩ failure n) ≤ - q * finiteCenteredLaw P κ B γ G z u A) - (N : ℕ) {A : Set Ω} (hA : A ⊆ ⋂ n ∈ Finset.range N, failure n) : - finiteCenteredLaw P κ B γ G z u A ≤ q ^ N := by - let := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F hw z hz u hu - calc - finiteCenteredLaw P κ B γ G z u A ≤ - finiteCenteredLaw P κ B γ G z u (⋂ n ∈ Finset.range N, failure n) := - measure_mono hA - _ ≤ q ^ N * finiteCenteredLaw P κ B γ G z u univ := - adapted_failures_bound _ filtration failure hmeas q hstep N - _ = q ^ N := by rw [measure_univ, mul_one] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.FiniteStoppedLaw +import OAI.Probability.SLE.Gauge.DenseCoverCore + +namespace OAI + +/-! +The finite-stop change of measure in the missed-cell estimate of +`prop:dense-cover-upper`, *An explicit exact Hausdorff gauge for SLE*. + +A conditional approach estimate is the hypothesis for the conditioning +and change-of-law steps. +-/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped ENNReal NNReal + +namespace SLEExactGauge + +/-- Restricting a normalized density to an event exactly recovers its +unnormalized integral. No measurability of the density is needed here. -/ +theorem setLIntegral_eq_mul_normalizedDensity + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (w : Ω → ℝ) {a : ℝ} (ha : 0 < a) {A : Set Ω} (hA : MeasurableSet A) : + (∫⁻ ω in A, ENNReal.ofReal (w ω) ∂P) = + ENNReal.ofReal a * + P.withDensity (fun ω => ENNReal.ofReal (w ω / a)) A := by + rw [withDensity_apply _ hA, + ← lintegral_const_mul' _ _ ENNReal.ofReal_ne_top] + apply lintegral_congr + intro ω + rw [ENNReal.ofReal_div_of_pos ha, + ENNReal.mul_div_cancel (ENNReal.ofReal_ne_zero_iff.mpr ha) ENNReal.ofReal_ne_top] + +/-- The precise event identity for the finite centered law, at a fixed +logarithmic conformal-radius stop. -/ +theorem finiteCenteredLaw_event_identity + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) + (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ) + (G : Ω → ℝ≥0 → ℂ → ℂ) (z : ℂ) (hz : z ∈ upperHalfPlane) + (u : ℝ) {A : Set Ω} (hA : MeasurableSet A) : + (∫⁻ ω in A, ENNReal.ofReal + (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z u) ∂P) = + ENNReal.ofReal (initialGreen κ z) * finiteCenteredLaw P κ B γ G z u A := + setLIntegral_eq_mul_normalizedDensity P _ (initialGreen_pos κ z hz) hA + +/-- A conditional approach bound can be integrated on any event determined +by the conditioning sigma algebra. The smaller event need not be measurable. -/ +theorem measure_le_setLIntegral_of_conditional_approach + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + {E V A : Set Ω} (hV : MeasurableSet[mΩ] V) (hA : MeasurableSet[m] A) + (hE : E ⊆ V ∩ A) (W : Ω → ℝ≥0∞) (K : ℝ≥0∞) (hK : K ≠ ∞) + (happroach : ∀ᵐ ω ∂P, ω ∈ A → + P⁻[V.indicator (fun _ => 1) | m] ω ≤ K * W ω) : + P E ≤ K * ∫⁻ ω in A, W ω ∂P := by + let : MeasurableSpace Ω := mΩ + calc + P E ≤ P (V ∩ A) := measure_mono hE + _ = ∫⁻ ω in A, V.indicator (fun _ => 1) ω ∂P := by + rw [setLIntegral_indicator hV, setLIntegral_const, one_mul] + _ = ∫⁻ ω in A, P⁻[V.indicator (fun _ => 1) | m] ω ∂P := + (setLIntegral_condLExp hm P _ hA).symm + _ ≤ ∫⁻ ω in A, K * W ω ∂P := + lintegral_mono_ae ((ae_restrict_iff' (hm A hA)).mpr happroach) + _ = K * ∫⁻ ω in A, W ω ∂P := lintegral_const_mul' K W hK + +/-- Transfer a visited cell with no candidate from the original law to a +finite centered law. `A` is the adapted failure event and `V` the visit event. +The displayed conditional approach bound is the only probabilistic estimate +assumed by this reduction. -/ +theorem finiteCenteredLaw_missed_cell_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] + (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ) + (G : Ω → ℝ≥0 → ℂ → ℂ) (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + {E V A : Set Ω} (hV : MeasurableSet[mΩ] V) (hA : MeasurableSet[m] A) + (hE : E ⊆ V ∩ A) (C r p : ℝ) + (happroach : ∀ᵐ ω ∂P, ω ∈ A → + P⁻[V.indicator (fun _ => 1) | m] ω ≤ ENNReal.ofReal (C * r ^ p) * + ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) z u)) : + P E ≤ ENNReal.ofReal (C * r ^ p) * ENNReal.ofReal (initialGreen κ z) * + @finiteCenteredLaw Ω mΩ P κ B γ G z u A := by + let : MeasurableSpace Ω := mΩ + have h := measure_le_setLIntegral_of_conditional_approach P m hm hV hA hE + (fun ω => ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) z u)) (ENNReal.ofReal (C * r ^ p)) ENNReal.ofReal_ne_top happroach + rw [finiteCenteredLaw_event_identity P κ B γ G z hz u (hm A hA)] at h + simpa only [mul_assoc] using h + +/-- Any tilted-law failure estimate, in particular the stretched exponential +bound from repeated adapted tests, gives the corresponding missed-cell bound. -/ +theorem finiteCenteredLaw_missed_cell_bound_of_failure_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] + (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ) + (G : Ω → ℝ≥0 → ℂ → ℂ) (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + {E V A : Set Ω} (hV : MeasurableSet[mΩ] V) (hA : MeasurableSet[m] A) + (hE : E ⊆ V ∩ A) (C r p : ℝ) (ε : ℝ≥0∞) + (happroach : ∀ᵐ ω ∂P, ω ∈ A → + P⁻[V.indicator (fun _ => 1) | m] ω ≤ ENNReal.ofReal (C * r ^ p) * + ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) z u)) + (hfailure : @finiteCenteredLaw Ω mΩ P κ B γ G z u A ≤ ε) : + P E ≤ ENNReal.ofReal (C * r ^ p) * ENNReal.ofReal (initialGreen κ z) * ε := by + let : MeasurableSpace Ω := mΩ + exact (finiteCenteredLaw_missed_cell_bound P κ B γ G z hz u m hm hV hA hE + C r p happroach).trans (mul_le_mul' le_rfl hfailure) + +/-- The failure probability is a product bound under the centered law; no +independence assumption is used. -/ +theorem finiteCenteredLaw_adapted_failures_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) + (filtration : Filtration ℕ mΩ) (failure : ℕ → Set Ω) + (hmeas : ∀ n, MeasurableSet[filtration (n + 1)] (failure n)) + (q : ℝ≥0∞) + (hstep : ∀ n (A : Set Ω), MeasurableSet[filtration n] A → + finiteCenteredLaw P κ B γ G z u (A ∩ failure n) ≤ + q * finiteCenteredLaw P κ B γ G z u A) + (N : ℕ) {A : Set Ω} (hA : A ⊆ ⋂ n ∈ Finset.range N, failure n) : + finiteCenteredLaw P κ B γ G z u A ≤ q ^ N := by + let := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F hw z hz u hu + calc + finiteCenteredLaw P κ B γ G z u A ≤ + finiteCenteredLaw P κ B γ G z u (⋂ n ∈ Finset.range N, failure n) := + measure_mono hA + _ ≤ q ^ N * finiteCenteredLaw P κ B γ G z u univ := + adapted_failures_bound _ filtration failure hmeas q hstep N + _ = q ^ N := by rw [measure_univ, mul_one] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CoverEvents.lean b/lean/OAI/Probability/SLE/Gauge/CoverEvents.lean index db788eb25de4adacad70732aa6825d9c320396d5..3470ea4176aaa52acef53f40757251018c56709f 100644 --- a/lean/OAI/Probability/SLE/Gauge/CoverEvents.lean +++ b/lean/OAI/Probability/SLE/Gauge/CoverEvents.lean @@ -1,87 +1,87 @@ -import OAI.Probability.SLE.SausageCharge - -namespace OAI - -/-! Measurability of the actual all-time cell visits and terminal-sausage -candidate tests used by the dense cover. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -local instance coverEventPathMeasurableSpace : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance coverEventPathBorelSpace : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -lemma isClosed_compact_time_hit (s t : ℝ≥0) {A : Set ℂ} (hA : IsClosed A) : - IsClosed {f : C(ℝ≥0, ℂ) | ∃ u ∈ Icc s t, f u ∈ A} := by - have hf : Continuous (fun p : C(ℝ≥0, ℂ) × Icc s t => p.1 p.2) := - continuous_eval.comp (continuous_fst.prodMk - (continuous_subtype_val.comp continuous_snd)) - have hc := isClosedMap_fst_of_compactSpace _ (hA.preimage hf) - convert hc using 1 - ext f - simp only [mem_ofPred_eq, mem_image, Prod.exists] - constructor - · rintro ⟨u, hu, hfu⟩ - exact ⟨f, ⟨u, hu⟩, hfu, rfl⟩ - · rintro ⟨g, u, hgu, rfl⟩ - exact ⟨u, u.property, hgu⟩ - -lemma measurableSet_whole_time_hit {A : Set ℂ} (hA : IsClosed A) : - MeasurableSet {f : C(ℝ≥0, ℂ) | ∃ u : ℝ≥0, f u ∈ A} := by - have he : {f : C(ℝ≥0, ℂ) | ∃ u : ℝ≥0, f u ∈ A} = - ⋃ n : ℕ, {f | ∃ u ∈ Icc 0 (n : ℝ≥0), f u ∈ A} := by - ext f - simp only [mem_ofPred_eq, mem_iUnion] - constructor - · rintro ⟨u, hu⟩ - obtain ⟨n, hn⟩ := exists_nat_ge u - exact ⟨n, u, ⟨zero_le, hn⟩, hu⟩ - · rintro ⟨n, u, _, hu⟩ - exact ⟨u, hu⟩ - rw [he] - exact MeasurableSet.iUnion (fun n => (isClosed_compact_time_hit 0 n hA).measurableSet) - -lemma measurableSet_trace_hits_closed - {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) - {A : Set ℂ} (hA : IsClosed A) : - MeasurableSet {ω | ∃ u : ℝ≥0, f ω u ∈ A} := - hf (measurableSet_whole_time_hit hA) - -lemma measurableSet_sausage_candidate - {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) - (κ v b : ℝ) (D : Set ℂ) : - MeasurableSet {ω | ENNReal.ofReal b ≤ wholeSausageCharge κ (f ω) v D} := - measurableSet_le measurable_const ((wholeSausageCharge_measurable κ v D).comp hf) - -/-- Both visit and no-candidate information is terminal information. The -finite change of law is applied later only to an adapted containing event. -/ -lemma measurableSet_visited_without_candidate - {Ω ι : Type*} [MeasurableSpace Ω] - (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) - (κ v : ℝ) (I : Finset ι) (D : ι → Set ℂ) (b : ι → ℝ) - {Q : Set ℂ} (hQ : IsClosed Q) : - MeasurableSet {ω | (∃ u : ℝ≥0, f ω u ∈ Q) ∧ - ∀ i ∈ I, wholeSausageCharge κ (f ω) v (D i) < ENNReal.ofReal (b i)} := by - apply (measurableSet_trace_hits_closed f hf hQ).inter - have hm : MeasurableSet (⋂ i ∈ I, - {ω | wholeSausageCharge κ (f ω) v (D i) < ENNReal.ofReal (b i)}) := - I.measurableSet_biInter (fun i _ => - measurableSet_lt ((wholeSausageCharge_measurable κ v (D i)).comp hf) measurable_const) - have he : {ω | ∀ i ∈ I, - wholeSausageCharge κ (f ω) v (D i) < ENNReal.ofReal (b i)} = - ⋂ i ∈ I, {ω | wholeSausageCharge κ (f ω) v (D i) < ENNReal.ofReal (b i)} := by - ext ω - simp only [mem_iInter, mem_ofPred_eq] - change MeasurableSet {ω | ∀ i ∈ I, - wholeSausageCharge κ (f ω) v (D i) < ENNReal.ofReal (b i)} - rw [he] - exact hm - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.SausageCharge + +namespace OAI + +/-! Measurability of the actual all-time cell visits and terminal-sausage +candidate tests used by the dense cover. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +local instance coverEventPathMeasurableSpace : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance coverEventPathBorelSpace : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +lemma isClosed_compact_time_hit (s t : ℝ≥0) {A : Set ℂ} (hA : IsClosed A) : + IsClosed {f : C(ℝ≥0, ℂ) | ∃ u ∈ Icc s t, f u ∈ A} := by + have hf : Continuous (fun p : C(ℝ≥0, ℂ) × Icc s t => p.1 p.2) := + continuous_eval.comp (continuous_fst.prodMk + (continuous_subtype_val.comp continuous_snd)) + have hc := isClosedMap_fst_of_compactSpace _ (hA.preimage hf) + convert hc using 1 + ext f + simp only [mem_ofPred_eq, mem_image, Prod.exists] + constructor + · rintro ⟨u, hu, hfu⟩ + exact ⟨f, ⟨u, hu⟩, hfu, rfl⟩ + · rintro ⟨g, u, hgu, rfl⟩ + exact ⟨u, u.property, hgu⟩ + +lemma measurableSet_whole_time_hit {A : Set ℂ} (hA : IsClosed A) : + MeasurableSet {f : C(ℝ≥0, ℂ) | ∃ u : ℝ≥0, f u ∈ A} := by + have he : {f : C(ℝ≥0, ℂ) | ∃ u : ℝ≥0, f u ∈ A} = + ⋃ n : ℕ, {f | ∃ u ∈ Icc 0 (n : ℝ≥0), f u ∈ A} := by + ext f + simp only [mem_ofPred_eq, mem_iUnion] + constructor + · rintro ⟨u, hu⟩ + obtain ⟨n, hn⟩ := exists_nat_ge u + exact ⟨n, u, ⟨zero_le, hn⟩, hu⟩ + · rintro ⟨n, u, _, hu⟩ + exact ⟨u, hu⟩ + rw [he] + exact MeasurableSet.iUnion (fun n => (isClosed_compact_time_hit 0 n hA).measurableSet) + +lemma measurableSet_trace_hits_closed + {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + {A : Set ℂ} (hA : IsClosed A) : + MeasurableSet {ω | ∃ u : ℝ≥0, f ω u ∈ A} := + hf (measurableSet_whole_time_hit hA) + +lemma measurableSet_sausage_candidate + {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (κ v b : ℝ) (D : Set ℂ) : + MeasurableSet {ω | ENNReal.ofReal b ≤ wholeSausageCharge κ (f ω) v D} := + measurableSet_le measurable_const ((wholeSausageCharge_measurable κ v D).comp hf) + +/-- Both visit and no-candidate information is terminal information. The +finite change of law is applied later only to an adapted containing event. -/ +lemma measurableSet_visited_without_candidate + {Ω ι : Type*} [MeasurableSpace Ω] + (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (κ v : ℝ) (I : Finset ι) (D : ι → Set ℂ) (b : ι → ℝ) + {Q : Set ℂ} (hQ : IsClosed Q) : + MeasurableSet {ω | (∃ u : ℝ≥0, f ω u ∈ Q) ∧ + ∀ i ∈ I, wholeSausageCharge κ (f ω) v (D i) < ENNReal.ofReal (b i)} := by + apply (measurableSet_trace_hits_closed f hf hQ).inter + have hm : MeasurableSet (⋂ i ∈ I, + {ω | wholeSausageCharge κ (f ω) v (D i) < ENNReal.ofReal (b i)}) := + I.measurableSet_biInter (fun i _ => + measurableSet_lt ((wholeSausageCharge_measurable κ v (D i)).comp hf) measurable_const) + have he : {ω | ∀ i ∈ I, + wholeSausageCharge κ (f ω) v (D i) < ENNReal.ofReal (b i)} = + ⋂ i ∈ I, {ω | wholeSausageCharge κ (f ω) v (D i) < ENNReal.ofReal (b i)} := by + ext ω + simp only [mem_iInter, mem_ofPred_eq] + change MeasurableSet {ω | ∀ i ∈ I, + wholeSausageCharge κ (f ω) v (D i) < ENNReal.ofReal (b i)} + rw [he] + exact hm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CoverGaugeBounds.lean b/lean/OAI/Probability/SLE/Gauge/CoverGaugeBounds.lean index c25a09b7703e6b18b846b304c932a789923992aa..12e16f57e4db95ab9145f0a94f3be086604d308f 100644 --- a/lean/OAI/Probability/SLE/Gauge/CoverGaugeBounds.lean +++ b/lean/OAI/Probability/SLE/Gauge/CoverGaugeBounds.lean @@ -1,156 +1,156 @@ -import OAI.Probability.SLE.Gauge.GaugeCompletion - -namespace OAI - -/-! -The uniform gauge cost estimate in the finite-cover step of -`prop:dense-cover-upper`, *An explicit exact Hausdorff gauge for SLE*. -The window starts at `floor (n / 3)`; the intermediate estimate uses -`n / 4` so it also covers that endpoint once `n` is large. --/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -namespace CoverGaugeBounds - -def radius (T : ℝ) (j : ℕ) : ℝ := Real.exp (-T * (j : ℝ)) - -lemma radius_pos (T : ℝ) (j : ℕ) : 0 < radius T j := Real.exp_pos _ - -lemma exp_scale_tendsto_zero {T : ℝ} (hT : 0 < T) : - Tendsto (fun x : ℝ => Real.exp (-T * x)) atTop (𝓝 0) := by - simpa only [Real.rpow_zero, one_mul] using - tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 0 T hT - -lemma radius_tendsto_zero {T : ℝ} (hT : 0 < T) : - Tendsto (radius T) atTop (𝓝 0) := - (exp_scale_tendsto_zero hT).comp tendsto_natCast_atTop_atTop - -lemma scaled_quarter_radius_tendsto_zero {C T : ℝ} (hT : 0 < T) : - Tendsto (fun n : ℕ => C * Real.exp (-T * ((n : ℝ) / 4))) atTop (𝓝 0) := by - convert ((exp_scale_tendsto_zero (div_pos hT (by norm_num : (0 : ℝ) < 4))).comp - tendsto_natCast_atTop_atTop).const_mul C using 1 - · funext n - dsimp only [Function.comp_def] - congr 2 - ring - · simp only [mul_zero] - -lemma logLog_scaled_radius {C T j : ℝ} (hC : 0 < C) : - Real.log (Real.log (1 / (C * Real.exp (-T * j)))) = - Real.log (T * j - Real.log C) := by - congr 1 - rw [one_div, Real.log_inv, Real.log_mul hC.ne' (Real.exp_ne_zero _), Real.log_exp] - ring - -/-- Once the clock argument is at least `e`, its log-log factor is bounded by -`(2 log n)^q` uniformly for every index below `n`. -/ -lemma formula_bound {κ C T n j : ℝ} (hκ8 : κ < 8) (hC : 0 < C) - (hT : 0 < T) (hn : 1 ≤ n) (hN : T + |Real.log C| ≤ n) - (hj : j ≤ n) (harg : Real.exp 1 ≤ T * j - Real.log C) : - hFormula κ (C * Real.exp (-T * j)) ≤ - (C ^ dimension κ * (2 : ℝ) ^ (codimension κ / 2)) * - Real.exp (-T * j) ^ dimension κ * (Real.log n) ^ (codimension κ / 2) := by - have hn0 : 0 < n := zero_lt_one.trans_le hn - have hq : 0 ≤ codimension κ / 2 := by dsimp [codimension, dimension]; linarith - have harg0 : 0 < T * j - Real.log C := (Real.exp_pos 1).trans_le harg - have hlog0 : 0 ≤ Real.log (T * j - Real.log C) := by - have he : 1 ≤ T * j - Real.log C := - (Real.one_lt_exp_iff.mpr zero_lt_one).le.trans harg - exact Real.log_nonneg he - have hupper : T * j - Real.log C ≤ n ^ 2 := by - calc - _ ≤ T * n + |Real.log C| := by - have hmul := mul_le_mul_of_nonneg_left hj hT.le - linarith [neg_le_abs (Real.log C)] - _ ≤ (T + |Real.log C|) * n := by - nlinarith [abs_nonneg (Real.log C)] - _ ≤ n ^ 2 := by - have hh := mul_le_mul_of_nonneg_right hN hn0.le - nlinarith - have hlog : Real.log (T * j - Real.log C) ≤ 2 * Real.log n := by - have hh := Real.log_le_log harg0 hupper - simpa only [Real.log_pow, Nat.cast_ofNat] using hh - unfold hFormula - rw [logLog_scaled_radius hC, Real.mul_rpow hC.le (Real.exp_pos _).le] - calc - _ ≤ (C ^ dimension κ * Real.exp (-T * j) ^ dimension κ) * - (2 * Real.log n) ^ (codimension κ / 2) := - mul_le_mul_of_nonneg_left (Real.rpow_le_rpow hlog0 hlog hq) (by positivity) - _ = _ := by - rw [Real.mul_rpow (by norm_num : (0 : ℝ) ≤ 2) (Real.log_nonneg hn)] - ring - -/-- The selected disks' diameter costs have one uniform constant across the -whole linear window of clock indices. -/ -theorem eventual_window_bound {κ C T : ℝ} (hκ8 : κ < 8) (hC : 0 < C) (hT : 0 < T) - {h : ℝ → ℝ} (hf : HasSmallRadiusFormula h (hFormula κ)) : - ∃ A : ℝ, 0 < A ∧ ∀ᶠ n : ℕ in atTop, ∀ j : ℕ, - (n : ℝ) / 4 ≤ (j : ℝ) → j ≤ n → - h (C * radius T j) ≤ A * radius T j ^ dimension κ * - (Real.log (n : ℝ)) ^ (codimension κ / 2) := by - obtain ⟨δ, hδ, heq⟩ := mem_nhdsGT_iff_exists_Ioo_subset.mp hf - refine ⟨C ^ dimension κ * (2 : ℝ) ^ (codimension κ / 2), by positivity, ?_⟩ - have hsmall := (scaled_quarter_radius_tendsto_zero (C := C) hT).eventually (gt_mem_nhds hδ) - have hlarge : ∀ᶠ n : ℕ in atTop, - max 1 (max (T + |Real.log C|) (4 * (Real.exp 1 + |Real.log C|) / T)) ≤ (n : ℝ) := - tendsto_natCast_atTop_atTop.eventually (eventually_ge_atTop _) - filter_upwards [hsmall, hlarge] with n hnsmall hnlarge - intro j hjlow hjhigh - have hn1 : 1 ≤ (n : ℝ) := (le_max_left _ _).trans hnlarge - have hN : T + |Real.log C| ≤ (n : ℝ) := - (le_max_left _ _).trans ((le_max_right _ _).trans hnlarge) - have hnclock : 4 * (Real.exp 1 + |Real.log C|) / T ≤ (n : ℝ) := - (le_max_right _ _).trans ((le_max_right _ _).trans hnlarge) - have harg : Real.exp 1 ≤ T * (j : ℝ) - Real.log C := by - have hb := (div_le_iff₀ hT).mp hnclock - have hj := mul_le_mul_of_nonneg_left hjlow hT.le - linarith [le_abs_self (Real.log C)] - have hrad : C * radius T j < δ := by - apply lt_of_le_of_lt _ hnsmall - apply mul_le_mul_of_nonneg_left _ hC.le - apply Real.exp_le_exp.mpr - exact mul_le_mul_of_nonpos_left hjlow (neg_nonpos.mpr hT.le) - rw [heq ⟨mul_pos hC (radius_pos T j), hrad⟩] - exact formula_bound hκ8 hC hT hn1 hN (by exact_mod_cast hjhigh) harg - -lemma quarter_le_floor_third {n : ℕ} (hn : 12 ≤ n) : - (n : ℝ) / 4 ≤ (⌊(n : ℝ) / 3⌋₊ : ℝ) := by - have hf := Nat.lt_floor_add_one ((n : ℝ) / 3) - have hnreal : (12 : ℝ) ≤ n := by exact_mod_cast hn - linarith - -/-- The source uses `J₀ = floor (n/3)`, so the endpoint is included in the -uniform estimate rather than silently replaced by `n/3`. -/ -theorem eventual_floor_window_bound {κ C T : ℝ} (hκ8 : κ < 8) (hC : 0 < C) (hT : 0 < T) - {h : ℝ → ℝ} (hf : HasSmallRadiusFormula h (hFormula κ)) : - ∃ A : ℝ, 0 < A ∧ ∀ᶠ n : ℕ in atTop, ∀ j : ℕ, - ⌊(n : ℝ) / 3⌋₊ ≤ j → j ≤ n → - h (C * radius T j) ≤ A * radius T j ^ dimension κ * - (Real.log (n : ℝ)) ^ (codimension κ / 2) := by - obtain ⟨A, hA, hbound⟩ := eventual_window_bound hκ8 hC hT hf - refine ⟨A, hA, ?_⟩ - filter_upwards [hbound, eventually_ge_atTop 12] with n hn hn12 - intro j hj hjn - exact hn j ((quarter_le_floor_third hn12).trans (by exact_mod_cast hj)) hjn - -/-- In particular the largest selected diameter, at the first tested clock -index, tends to zero. -/ -theorem floor_window_diameter_tendsto_zero {C T : ℝ} (hT : 0 < T) : - Tendsto (fun n : ℕ => C * radius T ⌊(n : ℝ) / 3⌋₊) atTop (𝓝 0) := by - have hindex : Tendsto (fun n : ℕ => ⌊(n : ℝ) / 3⌋₊) atTop atTop := by - apply tendsto_nat_floor_atTop.comp - exact (tendsto_natCast_atTop_atTop.atTop_div_const (by norm_num : (0 : ℝ) < 3)) - simpa only [Function.comp_def, mul_zero] using ((radius_tendsto_zero hT).comp hindex).const_mul C - -end CoverGaugeBounds - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.GaugeCompletion + +namespace OAI + +/-! +The uniform gauge cost estimate in the finite-cover step of +`prop:dense-cover-upper`, *An explicit exact Hausdorff gauge for SLE*. +The window starts at `floor (n / 3)`; the intermediate estimate uses +`n / 4` so it also covers that endpoint once `n` is large. +-/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +namespace CoverGaugeBounds + +def radius (T : ℝ) (j : ℕ) : ℝ := Real.exp (-T * (j : ℝ)) + +lemma radius_pos (T : ℝ) (j : ℕ) : 0 < radius T j := Real.exp_pos _ + +lemma exp_scale_tendsto_zero {T : ℝ} (hT : 0 < T) : + Tendsto (fun x : ℝ => Real.exp (-T * x)) atTop (𝓝 0) := by + simpa only [Real.rpow_zero, one_mul] using + tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 0 T hT + +lemma radius_tendsto_zero {T : ℝ} (hT : 0 < T) : + Tendsto (radius T) atTop (𝓝 0) := + (exp_scale_tendsto_zero hT).comp tendsto_natCast_atTop_atTop + +lemma scaled_quarter_radius_tendsto_zero {C T : ℝ} (hT : 0 < T) : + Tendsto (fun n : ℕ => C * Real.exp (-T * ((n : ℝ) / 4))) atTop (𝓝 0) := by + convert ((exp_scale_tendsto_zero (div_pos hT (by norm_num : (0 : ℝ) < 4))).comp + tendsto_natCast_atTop_atTop).const_mul C using 1 + · funext n + dsimp only [Function.comp_def] + congr 2 + ring + · simp only [mul_zero] + +lemma logLog_scaled_radius {C T j : ℝ} (hC : 0 < C) : + Real.log (Real.log (1 / (C * Real.exp (-T * j)))) = + Real.log (T * j - Real.log C) := by + congr 1 + rw [one_div, Real.log_inv, Real.log_mul hC.ne' (Real.exp_ne_zero _), Real.log_exp] + ring + +/-- Once the clock argument is at least `e`, its log-log factor is bounded by +`(2 log n)^q` uniformly for every index below `n`. -/ +lemma formula_bound {κ C T n j : ℝ} (hκ8 : κ < 8) (hC : 0 < C) + (hT : 0 < T) (hn : 1 ≤ n) (hN : T + |Real.log C| ≤ n) + (hj : j ≤ n) (harg : Real.exp 1 ≤ T * j - Real.log C) : + hFormula κ (C * Real.exp (-T * j)) ≤ + (C ^ dimension κ * (2 : ℝ) ^ (codimension κ / 2)) * + Real.exp (-T * j) ^ dimension κ * (Real.log n) ^ (codimension κ / 2) := by + have hn0 : 0 < n := zero_lt_one.trans_le hn + have hq : 0 ≤ codimension κ / 2 := by dsimp [codimension, dimension]; linarith + have harg0 : 0 < T * j - Real.log C := (Real.exp_pos 1).trans_le harg + have hlog0 : 0 ≤ Real.log (T * j - Real.log C) := by + have he : 1 ≤ T * j - Real.log C := + (Real.one_lt_exp_iff.mpr zero_lt_one).le.trans harg + exact Real.log_nonneg he + have hupper : T * j - Real.log C ≤ n ^ 2 := by + calc + _ ≤ T * n + |Real.log C| := by + have hmul := mul_le_mul_of_nonneg_left hj hT.le + linarith [neg_le_abs (Real.log C)] + _ ≤ (T + |Real.log C|) * n := by + nlinarith [abs_nonneg (Real.log C)] + _ ≤ n ^ 2 := by + have hh := mul_le_mul_of_nonneg_right hN hn0.le + nlinarith + have hlog : Real.log (T * j - Real.log C) ≤ 2 * Real.log n := by + have hh := Real.log_le_log harg0 hupper + simpa only [Real.log_pow, Nat.cast_ofNat] using hh + unfold hFormula + rw [logLog_scaled_radius hC, Real.mul_rpow hC.le (Real.exp_pos _).le] + calc + _ ≤ (C ^ dimension κ * Real.exp (-T * j) ^ dimension κ) * + (2 * Real.log n) ^ (codimension κ / 2) := + mul_le_mul_of_nonneg_left (Real.rpow_le_rpow hlog0 hlog hq) (by positivity) + _ = _ := by + rw [Real.mul_rpow (by norm_num : (0 : ℝ) ≤ 2) (Real.log_nonneg hn)] + ring + +/-- The selected disks' diameter costs have one uniform constant across the +whole linear window of clock indices. -/ +theorem eventual_window_bound {κ C T : ℝ} (hκ8 : κ < 8) (hC : 0 < C) (hT : 0 < T) + {h : ℝ → ℝ} (hf : HasSmallRadiusFormula h (hFormula κ)) : + ∃ A : ℝ, 0 < A ∧ ∀ᶠ n : ℕ in atTop, ∀ j : ℕ, + (n : ℝ) / 4 ≤ (j : ℝ) → j ≤ n → + h (C * radius T j) ≤ A * radius T j ^ dimension κ * + (Real.log (n : ℝ)) ^ (codimension κ / 2) := by + obtain ⟨δ, hδ, heq⟩ := mem_nhdsGT_iff_exists_Ioo_subset.mp hf + refine ⟨C ^ dimension κ * (2 : ℝ) ^ (codimension κ / 2), by positivity, ?_⟩ + have hsmall := (scaled_quarter_radius_tendsto_zero (C := C) hT).eventually (gt_mem_nhds hδ) + have hlarge : ∀ᶠ n : ℕ in atTop, + max 1 (max (T + |Real.log C|) (4 * (Real.exp 1 + |Real.log C|) / T)) ≤ (n : ℝ) := + tendsto_natCast_atTop_atTop.eventually (eventually_ge_atTop _) + filter_upwards [hsmall, hlarge] with n hnsmall hnlarge + intro j hjlow hjhigh + have hn1 : 1 ≤ (n : ℝ) := (le_max_left _ _).trans hnlarge + have hN : T + |Real.log C| ≤ (n : ℝ) := + (le_max_left _ _).trans ((le_max_right _ _).trans hnlarge) + have hnclock : 4 * (Real.exp 1 + |Real.log C|) / T ≤ (n : ℝ) := + (le_max_right _ _).trans ((le_max_right _ _).trans hnlarge) + have harg : Real.exp 1 ≤ T * (j : ℝ) - Real.log C := by + have hb := (div_le_iff₀ hT).mp hnclock + have hj := mul_le_mul_of_nonneg_left hjlow hT.le + linarith [le_abs_self (Real.log C)] + have hrad : C * radius T j < δ := by + apply lt_of_le_of_lt _ hnsmall + apply mul_le_mul_of_nonneg_left _ hC.le + apply Real.exp_le_exp.mpr + exact mul_le_mul_of_nonpos_left hjlow (neg_nonpos.mpr hT.le) + rw [heq ⟨mul_pos hC (radius_pos T j), hrad⟩] + exact formula_bound hκ8 hC hT hn1 hN (by exact_mod_cast hjhigh) harg + +lemma quarter_le_floor_third {n : ℕ} (hn : 12 ≤ n) : + (n : ℝ) / 4 ≤ (⌊(n : ℝ) / 3⌋₊ : ℝ) := by + have hf := Nat.lt_floor_add_one ((n : ℝ) / 3) + have hnreal : (12 : ℝ) ≤ n := by exact_mod_cast hn + linarith + +/-- The source uses `J₀ = floor (n/3)`, so the endpoint is included in the +uniform estimate rather than silently replaced by `n/3`. -/ +theorem eventual_floor_window_bound {κ C T : ℝ} (hκ8 : κ < 8) (hC : 0 < C) (hT : 0 < T) + {h : ℝ → ℝ} (hf : HasSmallRadiusFormula h (hFormula κ)) : + ∃ A : ℝ, 0 < A ∧ ∀ᶠ n : ℕ in atTop, ∀ j : ℕ, + ⌊(n : ℝ) / 3⌋₊ ≤ j → j ≤ n → + h (C * radius T j) ≤ A * radius T j ^ dimension κ * + (Real.log (n : ℝ)) ^ (codimension κ / 2) := by + obtain ⟨A, hA, hbound⟩ := eventual_window_bound hκ8 hC hT hf + refine ⟨A, hA, ?_⟩ + filter_upwards [hbound, eventually_ge_atTop 12] with n hn hn12 + intro j hj hjn + exact hn j ((quarter_le_floor_third hn12).trans (by exact_mod_cast hj)) hjn + +/-- In particular the largest selected diameter, at the first tested clock +index, tends to zero. -/ +theorem floor_window_diameter_tendsto_zero {C T : ℝ} (hT : 0 < T) : + Tendsto (fun n : ℕ => C * radius T ⌊(n : ℝ) / 3⌋₊) atTop (𝓝 0) := by + have hindex : Tendsto (fun n : ℕ => ⌊(n : ℝ) / 3⌋₊) atTop atTop := by + apply tendsto_nat_floor_atTop.comp + exact (tendsto_natCast_atTop_atTop.atTop_div_const (by norm_num : (0 : ℝ) < 3)) + simpa only [Function.comp_def, mul_zero] using ((radius_tendsto_zero hT).comp hindex).const_mul C + +end CoverGaugeBounds + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CoverGrid.lean b/lean/OAI/Probability/SLE/Gauge/CoverGrid.lean index a54acd5e0001dd0fedbece4a12ae9337bdfcbf2a..e472d7c1727119a37ddc00595f35324c7884a2f2 100644 --- a/lean/OAI/Probability/SLE/Gauge/CoverGrid.lean +++ b/lean/OAI/Probability/SLE/Gauge/CoverGrid.lean @@ -1,167 +1,167 @@ -import OAI.Probability.SLE.Gauge.CoverEvents - -namespace OAI - -/-! A finite physical grid in a bounded disk, with the planar cell count -needed by the missed-cell estimate. Closed disks are used as fine cells. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -def coverGridCenter (r : ℝ) (ij : ℤ × ℤ) : ℂ := - (r * (ij.1 : ℝ) : ℝ) + (r * (ij.2 : ℝ) : ℝ) * Complex.I - -def coverGridIndex (R r : ℝ) : Finset (ℤ × ℤ) := - let N : ℤ := ⌈R / r⌉ + 1 - (Finset.Icc (-N) N) ×ˢ (Finset.Icc (-N) N) - -def retainedCoverGridIndex (R r : ℝ) (K : Set ℂ) : Finset (ℤ × ℤ) := by - classical - exact (coverGridIndex R r).filter (fun ij => - (K ∩ closedBall (coverGridCenter r ij) (2 * r)).Nonempty) - -lemma coverGrid_coordinate {R r x : ℝ} (_hR : 0 ≤ R) (hr : 0 < r) - (hx : |x| ≤ R) : - -(⌈R / r⌉ + 1) ≤ ⌊x / r⌋ ∧ ⌊x / r⌋ ≤ ⌈R / r⌉ + 1 := by - have hl := Int.sub_one_lt_floor (x / r) - have hu := Int.floor_le (x / r) - have hc := Int.le_ceil (R / r) - have hxl : -R / r ≤ x / r := div_le_div_of_nonneg_right (abs_le.mp hx).1 hr.le - have hxl' : -(R / r) ≤ x / r := by simpa only [neg_div] using hxl - have hxu : x / r ≤ R / r := div_le_div_of_nonneg_right (abs_le.mp hx).2 hr.le - have hlow : ((-(⌈R / r⌉ + 1) : ℤ) : ℝ) ≤ (⌊x / r⌋ : ℝ) := by - push_cast - linarith - have hhigh : (⌊x / r⌋ : ℝ) ≤ ((⌈R / r⌉ + 1 : ℤ) : ℝ) := by - push_cast - linarith - exact ⟨by exact_mod_cast hlow, by exact_mod_cast hhigh⟩ - -lemma coverGrid_floor_distance {r : ℝ} (hr : 0 < r) (z : ℂ) : - dist z (coverGridCenter r (⌊z.re / r⌋, ⌊z.im / r⌋)) ≤ 2 * r := by - have hre0 : 0 ≤ z.re - r * (⌊z.re / r⌋ : ℝ) := by - have hh := (Int.floor_le (z.re / r)) - have hm := (mul_le_mul_of_nonneg_left hh hr.le) - rw [mul_div_cancel₀ _ hr.ne'] at hm - linarith - have hre1 : z.re - r * (⌊z.re / r⌋ : ℝ) ≤ r := by - have hh := mul_lt_mul_of_pos_left (Int.lt_floor_add_one (z.re / r)) hr - rw [mul_div_cancel₀ _ hr.ne'] at hh - nlinarith - have him0 : 0 ≤ z.im - r * (⌊z.im / r⌋ : ℝ) := by - have hh := mul_le_mul_of_nonneg_left (Int.floor_le (z.im / r)) hr.le - rw [mul_div_cancel₀ _ hr.ne'] at hh - linarith - have him1 : z.im - r * (⌊z.im / r⌋ : ℝ) ≤ r := by - have hh := mul_lt_mul_of_pos_left (Int.lt_floor_add_one (z.im / r)) hr - rw [mul_div_cancel₀ _ hr.ne'] at hh - nlinarith - rw [dist_eq_norm] - apply (Complex.norm_le_abs_re_add_abs_im _).trans - simp only [coverGridCenter, Complex.sub_re, Complex.sub_im, Complex.add_re, - Complex.add_im, Complex.ofReal_re, Complex.ofReal_im, Complex.mul_re, - Complex.mul_im, Complex.I_re, Complex.I_im, mul_zero, mul_one, - sub_zero, add_zero, zero_add, abs_of_nonneg hre0, abs_of_nonneg him0] - linarith - -theorem coverGrid_covers_disk {R r : ℝ} (hR : 0 ≤ R) (hr : 0 < r) : - closedBall (0 : ℂ) R ⊆ - ⋃ ij ∈ coverGridIndex R r, closedBall (coverGridCenter r ij) (2 * r) := by - intro z hz - have hzn : ‖z‖ ≤ R := by simpa only [mem_closedBall, dist_zero_right] using hz - have hre := coverGrid_coordinate hR hr ((Complex.abs_re_le_norm z).trans hzn) - have him := coverGrid_coordinate hR hr ((Complex.abs_im_le_norm z).trans hzn) - apply mem_iUnion₂.mpr - refine ⟨(⌊z.re / r⌋, ⌊z.im / r⌋), ?_, coverGrid_floor_distance hr z⟩ - simpa only [coverGridIndex, Finset.mem_product, Finset.mem_Icc] using And.intro hre him - -/-- The constant depends on the bounded disk, and not on the small mesh. -/ -theorem coverGrid_card_bound {R r : ℝ} (hR : 0 ≤ R) (hr : 0 < r) (hr1 : r ≤ 1) : - ((coverGridIndex R r).card : ℝ) ≤ (2 * R + 5) ^ 2 * r ^ (-2 : ℝ) := by - let N : ℤ := ⌈R / r⌉ + 1 - have hN : 0 ≤ N := by - have hh : (0 : ℝ) ≤ (⌈R / r⌉ : ℝ) := (div_nonneg hR hr.le).trans (Int.le_ceil _) - have hh' : (0 : ℤ) ≤ ⌈R / r⌉ := by exact_mod_cast hh - dsimp [N] - omega - have hcard : ((coverGridIndex R r).card : ℝ) = (2 * (N : ℝ) + 1) ^ 2 := by - have hh := Int.card_Icc_of_le (a := -N) (b := N) (by omega) - have hhR : ((Finset.Icc (-N) N).card : ℝ) = 2 * (N : ℝ) + 1 := by - have hh' : ((Finset.Icc (-N) N).card : ℝ) = (N : ℝ) + 1 - -(N : ℝ) := by - exact_mod_cast hh - linarith - change (((Finset.Icc (-N) N) ×ˢ (Finset.Icc (-N) N)).card : ℝ) = _ - rw [Finset.card_product, Nat.cast_mul, hhR] - ring - have hNbound : (N : ℝ) ≤ R / r + 2 := by - have hh := Int.ceil_lt_add_one (R / r) - dsimp [N] - push_cast - linarith - have hside : 2 * (N : ℝ) + 1 ≤ (2 * R + 5) / r := by - apply (le_div_iff₀ hr).mpr - have hh := mul_le_mul_of_nonneg_right hNbound hr.le - rw [add_mul, div_mul_cancel₀ _ hr.ne'] at hh - nlinarith - rw [hcard, Real.rpow_neg hr.le, Real.rpow_two] - calc - _ ≤ ((2 * R + 5) / r) ^ 2 := pow_le_pow_left₀ (by exact_mod_cast (show (0 : ℤ) ≤ 2 * N + 1 by omega)) hside 2 - _ = _ := by rw [div_pow, div_eq_mul_inv] - -theorem retainedCoverGrid_covers {R r : ℝ} (hR : 0 ≤ R) (hr : 0 < r) - {K : Set ℂ} (hK : K ⊆ closedBall 0 R) : - K ⊆ ⋃ ij ∈ retainedCoverGridIndex R r K, - closedBall (coverGridCenter r ij) (2 * r) := by - classical - intro z hz - obtain ⟨ij, hij, hzcell⟩ := mem_iUnion₂.mp (coverGrid_covers_disk hR hr (hK hz)) - exact mem_iUnion₂.mpr ⟨ij, Finset.mem_filter.mpr ⟨hij, ⟨z, hz, hzcell⟩⟩, hzcell⟩ - -theorem retainedCoverGrid_card_bound {R r : ℝ} (hR : 0 ≤ R) - (hr : 0 < r) (hr1 : r ≤ 1) (K : Set ℂ) : - ((retainedCoverGridIndex R r K).card : ℝ) ≤ (2 * R + 5) ^ 2 * r ^ (-2 : ℝ) := by - classical - exact (Nat.cast_le.mpr (Finset.card_filter_le _ _)).trans (coverGrid_card_bound hR hr hr1) - -/-- Retaining only cells meeting the interior cutoff keeps all their centers -away from the real boundary and in one fixed enlarged bounded disk. -/ -theorem retainedCoverGrid_center_bounds {R r η : ℝ} {K : Set ℂ} - (hK : K ⊆ closedBall 0 R) (hheight : ∀ z ∈ K, η ≤ z.im) - {ij : ℤ × ℤ} (hij : ij ∈ retainedCoverGridIndex R r K) : - ‖coverGridCenter r ij‖ ≤ R + 2 * r ∧ - η - 2 * r ≤ (coverGridCenter r ij).im := by - classical - obtain ⟨z, hzK, hzcell⟩ := (Finset.mem_filter.mp hij).2 - have hdist : dist z (coverGridCenter r ij) ≤ 2 * r := hzcell - have hzn : ‖z‖ ≤ R := by simpa only [mem_closedBall, dist_zero_right] using hK hzK - have hnorm : ‖coverGridCenter r ij‖ ≤ ‖z‖ + dist z (coverGridCenter r ij) := by - have hh := dist_triangle (coverGridCenter r ij) z 0 - simpa only [dist_zero_right, dist_comm (coverGridCenter r ij) z, add_comm] using hh - have him := (Complex.abs_im_le_norm (z - coverGridCenter r ij)).trans - (by simpa only [dist_eq_norm] using hdist) - rw [Complex.sub_im] at him - constructor - · linarith - · have hh := (abs_le.mp him).2 - have hz := hheight z hzK - linarith - -lemma coverGrid_cell_diameter {r : ℝ} (_hr : 0 < r) (ij : ℤ × ℤ) : - ediam (closedBall (coverGridCenter r ij) (2 * r)) ≤ ENNReal.ofReal (4 * r) := by - apply ediam_le_of_forall_dist_le - intro x hx y hy - have hxy := dist_triangle x (coverGridCenter r ij) y - have hx' : dist x (coverGridCenter r ij) ≤ 2 * r := hx - have hy' : dist (coverGridCenter r ij) y ≤ 2 * r := by - have hh : dist y (coverGridCenter r ij) ≤ 2 * r := hy - simpa only [dist_comm] using hh - linarith - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.CoverEvents + +namespace OAI + +/-! A finite physical grid in a bounded disk, with the planar cell count +needed by the missed-cell estimate. Closed disks are used as fine cells. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +def coverGridCenter (r : ℝ) (ij : ℤ × ℤ) : ℂ := + (r * (ij.1 : ℝ) : ℝ) + (r * (ij.2 : ℝ) : ℝ) * Complex.I + +def coverGridIndex (R r : ℝ) : Finset (ℤ × ℤ) := + let N : ℤ := ⌈R / r⌉ + 1 + (Finset.Icc (-N) N) ×ˢ (Finset.Icc (-N) N) + +def retainedCoverGridIndex (R r : ℝ) (K : Set ℂ) : Finset (ℤ × ℤ) := by + classical + exact (coverGridIndex R r).filter (fun ij => + (K ∩ closedBall (coverGridCenter r ij) (2 * r)).Nonempty) + +lemma coverGrid_coordinate {R r x : ℝ} (_hR : 0 ≤ R) (hr : 0 < r) + (hx : |x| ≤ R) : + -(⌈R / r⌉ + 1) ≤ ⌊x / r⌋ ∧ ⌊x / r⌋ ≤ ⌈R / r⌉ + 1 := by + have hl := Int.sub_one_lt_floor (x / r) + have hu := Int.floor_le (x / r) + have hc := Int.le_ceil (R / r) + have hxl : -R / r ≤ x / r := div_le_div_of_nonneg_right (abs_le.mp hx).1 hr.le + have hxl' : -(R / r) ≤ x / r := by simpa only [neg_div] using hxl + have hxu : x / r ≤ R / r := div_le_div_of_nonneg_right (abs_le.mp hx).2 hr.le + have hlow : ((-(⌈R / r⌉ + 1) : ℤ) : ℝ) ≤ (⌊x / r⌋ : ℝ) := by + push_cast + linarith + have hhigh : (⌊x / r⌋ : ℝ) ≤ ((⌈R / r⌉ + 1 : ℤ) : ℝ) := by + push_cast + linarith + exact ⟨by exact_mod_cast hlow, by exact_mod_cast hhigh⟩ + +lemma coverGrid_floor_distance {r : ℝ} (hr : 0 < r) (z : ℂ) : + dist z (coverGridCenter r (⌊z.re / r⌋, ⌊z.im / r⌋)) ≤ 2 * r := by + have hre0 : 0 ≤ z.re - r * (⌊z.re / r⌋ : ℝ) := by + have hh := (Int.floor_le (z.re / r)) + have hm := (mul_le_mul_of_nonneg_left hh hr.le) + rw [mul_div_cancel₀ _ hr.ne'] at hm + linarith + have hre1 : z.re - r * (⌊z.re / r⌋ : ℝ) ≤ r := by + have hh := mul_lt_mul_of_pos_left (Int.lt_floor_add_one (z.re / r)) hr + rw [mul_div_cancel₀ _ hr.ne'] at hh + nlinarith + have him0 : 0 ≤ z.im - r * (⌊z.im / r⌋ : ℝ) := by + have hh := mul_le_mul_of_nonneg_left (Int.floor_le (z.im / r)) hr.le + rw [mul_div_cancel₀ _ hr.ne'] at hh + linarith + have him1 : z.im - r * (⌊z.im / r⌋ : ℝ) ≤ r := by + have hh := mul_lt_mul_of_pos_left (Int.lt_floor_add_one (z.im / r)) hr + rw [mul_div_cancel₀ _ hr.ne'] at hh + nlinarith + rw [dist_eq_norm] + apply (Complex.norm_le_abs_re_add_abs_im _).trans + simp only [coverGridCenter, Complex.sub_re, Complex.sub_im, Complex.add_re, + Complex.add_im, Complex.ofReal_re, Complex.ofReal_im, Complex.mul_re, + Complex.mul_im, Complex.I_re, Complex.I_im, mul_zero, mul_one, + sub_zero, add_zero, zero_add, abs_of_nonneg hre0, abs_of_nonneg him0] + linarith + +theorem coverGrid_covers_disk {R r : ℝ} (hR : 0 ≤ R) (hr : 0 < r) : + closedBall (0 : ℂ) R ⊆ + ⋃ ij ∈ coverGridIndex R r, closedBall (coverGridCenter r ij) (2 * r) := by + intro z hz + have hzn : ‖z‖ ≤ R := by simpa only [mem_closedBall, dist_zero_right] using hz + have hre := coverGrid_coordinate hR hr ((Complex.abs_re_le_norm z).trans hzn) + have him := coverGrid_coordinate hR hr ((Complex.abs_im_le_norm z).trans hzn) + apply mem_iUnion₂.mpr + refine ⟨(⌊z.re / r⌋, ⌊z.im / r⌋), ?_, coverGrid_floor_distance hr z⟩ + simpa only [coverGridIndex, Finset.mem_product, Finset.mem_Icc] using And.intro hre him + +/-- The constant depends on the bounded disk, and not on the small mesh. -/ +theorem coverGrid_card_bound {R r : ℝ} (hR : 0 ≤ R) (hr : 0 < r) (hr1 : r ≤ 1) : + ((coverGridIndex R r).card : ℝ) ≤ (2 * R + 5) ^ 2 * r ^ (-2 : ℝ) := by + let N : ℤ := ⌈R / r⌉ + 1 + have hN : 0 ≤ N := by + have hh : (0 : ℝ) ≤ (⌈R / r⌉ : ℝ) := (div_nonneg hR hr.le).trans (Int.le_ceil _) + have hh' : (0 : ℤ) ≤ ⌈R / r⌉ := by exact_mod_cast hh + dsimp [N] + omega + have hcard : ((coverGridIndex R r).card : ℝ) = (2 * (N : ℝ) + 1) ^ 2 := by + have hh := Int.card_Icc_of_le (a := -N) (b := N) (by omega) + have hhR : ((Finset.Icc (-N) N).card : ℝ) = 2 * (N : ℝ) + 1 := by + have hh' : ((Finset.Icc (-N) N).card : ℝ) = (N : ℝ) + 1 - -(N : ℝ) := by + exact_mod_cast hh + linarith + change (((Finset.Icc (-N) N) ×ˢ (Finset.Icc (-N) N)).card : ℝ) = _ + rw [Finset.card_product, Nat.cast_mul, hhR] + ring + have hNbound : (N : ℝ) ≤ R / r + 2 := by + have hh := Int.ceil_lt_add_one (R / r) + dsimp [N] + push_cast + linarith + have hside : 2 * (N : ℝ) + 1 ≤ (2 * R + 5) / r := by + apply (le_div_iff₀ hr).mpr + have hh := mul_le_mul_of_nonneg_right hNbound hr.le + rw [add_mul, div_mul_cancel₀ _ hr.ne'] at hh + nlinarith + rw [hcard, Real.rpow_neg hr.le, Real.rpow_two] + calc + _ ≤ ((2 * R + 5) / r) ^ 2 := pow_le_pow_left₀ (by exact_mod_cast (show (0 : ℤ) ≤ 2 * N + 1 by omega)) hside 2 + _ = _ := by rw [div_pow, div_eq_mul_inv] + +theorem retainedCoverGrid_covers {R r : ℝ} (hR : 0 ≤ R) (hr : 0 < r) + {K : Set ℂ} (hK : K ⊆ closedBall 0 R) : + K ⊆ ⋃ ij ∈ retainedCoverGridIndex R r K, + closedBall (coverGridCenter r ij) (2 * r) := by + classical + intro z hz + obtain ⟨ij, hij, hzcell⟩ := mem_iUnion₂.mp (coverGrid_covers_disk hR hr (hK hz)) + exact mem_iUnion₂.mpr ⟨ij, Finset.mem_filter.mpr ⟨hij, ⟨z, hz, hzcell⟩⟩, hzcell⟩ + +theorem retainedCoverGrid_card_bound {R r : ℝ} (hR : 0 ≤ R) + (hr : 0 < r) (hr1 : r ≤ 1) (K : Set ℂ) : + ((retainedCoverGridIndex R r K).card : ℝ) ≤ (2 * R + 5) ^ 2 * r ^ (-2 : ℝ) := by + classical + exact (Nat.cast_le.mpr (Finset.card_filter_le _ _)).trans (coverGrid_card_bound hR hr hr1) + +/-- Retaining only cells meeting the interior cutoff keeps all their centers +away from the real boundary and in one fixed enlarged bounded disk. -/ +theorem retainedCoverGrid_center_bounds {R r η : ℝ} {K : Set ℂ} + (hK : K ⊆ closedBall 0 R) (hheight : ∀ z ∈ K, η ≤ z.im) + {ij : ℤ × ℤ} (hij : ij ∈ retainedCoverGridIndex R r K) : + ‖coverGridCenter r ij‖ ≤ R + 2 * r ∧ + η - 2 * r ≤ (coverGridCenter r ij).im := by + classical + obtain ⟨z, hzK, hzcell⟩ := (Finset.mem_filter.mp hij).2 + have hdist : dist z (coverGridCenter r ij) ≤ 2 * r := hzcell + have hzn : ‖z‖ ≤ R := by simpa only [mem_closedBall, dist_zero_right] using hK hzK + have hnorm : ‖coverGridCenter r ij‖ ≤ ‖z‖ + dist z (coverGridCenter r ij) := by + have hh := dist_triangle (coverGridCenter r ij) z 0 + simpa only [dist_zero_right, dist_comm (coverGridCenter r ij) z, add_comm] using hh + have him := (Complex.abs_im_le_norm (z - coverGridCenter r ij)).trans + (by simpa only [dist_eq_norm] using hdist) + rw [Complex.sub_im] at him + constructor + · linarith + · have hh := (abs_le.mp him).2 + have hz := hheight z hzK + linarith + +lemma coverGrid_cell_diameter {r : ℝ} (_hr : 0 < r) (ij : ℤ × ℤ) : + ediam (closedBall (coverGridCenter r ij) (2 * r)) ≤ ENNReal.ofReal (4 * r) := by + apply ediam_le_of_forall_dist_le + intro x hx y hy + have hxy := dist_triangle x (coverGridCenter r ij) y + have hx' : dist x (coverGridCenter r ij) ≤ 2 * r := hx + have hy' : dist (coverGridCenter r ij) y ≤ 2 * r := by + have hh : dist y (coverGridCenter r ij) ≤ 2 * r := hy + simpa only [dist_comm] using hh + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CoverLimits.lean b/lean/OAI/Probability/SLE/Gauge/CoverLimits.lean index 988eb73f41740cfd1cd514e9bbc9d4496b7b27a4..3a996c1deba6de9f3e6cd5110085f40b08a84436 100644 --- a/lean/OAI/Probability/SLE/Gauge/CoverLimits.lean +++ b/lean/OAI/Probability/SLE/Gauge/CoverLimits.lean @@ -1,111 +1,111 @@ -import OAI.Probability.SLE.MainReduction - -namespace OAI - -/-! -The deterministic and integration steps in the upper-cover arguments of -the two exact-gauge manuscripts. These lemmas do not assume a Hausdorff -upper bound: they pass from actual shrinking covers to that bound. --/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -/-- Cover costs control the Hausdorff limit even when they do not converge. -/ -theorem hausdorff_le_liminf_cover_cost - (h : ℝ → ℝ) (hh : IsGauge h) (E : Set ℂ) - (U : ℕ → ℕ → Set ℂ) (δ : ℕ → ℝ≥0∞) - (hδ : Tendsto δ atTop (𝓝 0)) - (hcover : ∀ n, E ⊆ ⋃ j, U n j) - (hdiam : ∀ n j, ediam (U n j) ≤ δ n) : - hausdorffGauge h E ≤ - liminf (fun n => ∑' j, extendedGauge h (ediam (U n j))) atTop := by - rw [source_gauge_cover_formula h hh] - refine iSup_le fun r => iSup_le fun hr => ?_ - apply le_liminf_of_le (by isBoundedDefault) - filter_upwards [hδ.eventually (gt_mem_nhds hr)] with n hn - exact iInf_le_of_le (U n) (iInf_le_of_le (hcover n) - (iInf_le_of_le (fun j => (hdiam n j).trans hn.le) le_rfl)) - -/-- Fatou's lemma for measurable costs of actual covers, with a limiting -expectation bound rather than an assumption about the target measure. -/ -theorem expected_hausdorff_le_of_shrinking_covers - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) - (h : ℝ → ℝ) (hh : IsGauge h) (E : Ω → Set ℂ) - (U : ℕ → Ω → ℕ → Set ℂ) (δ : ℕ → ℝ≥0∞) - (hδ : Tendsto δ atTop (𝓝 0)) - (hcover : ∀ᵐ ω ∂P, ∀ n, E ω ⊆ ⋃ j, U n ω j) - (hdiam : ∀ᵐ ω ∂P, ∀ n j, ediam (U n ω j) ≤ δ n) - (hmeas : ∀ n, AEMeasurable - (fun ω => ∑' j, extendedGauge h (ediam (U n ω j))) P) - (C : ℝ≥0∞) - (hcost : liminf (fun n => ∫⁻ ω, - ∑' j, extendedGauge h (ediam (U n ω j)) ∂P) atTop ≤ C) : - (∫⁻ ω, hausdorffGauge h (E ω) ∂P) ≤ C := by - calc - _ ≤ ∫⁻ ω, liminf (fun n => ∑' j, - extendedGauge h (ediam (U n ω j))) atTop ∂P := by - apply lintegral_mono_ae - filter_upwards [hcover, hdiam] with ω hc hd - exact hausdorff_le_liminf_cover_cost h hh (E ω) - (fun n => U n ω) δ hδ hc hd - _ ≤ liminf (fun n => ∫⁻ ω, - ∑' j, extendedGauge h (ediam (U n ω j)) ∂P) atTop := - lintegral_liminf_le' hmeas - _ ≤ C := hcost - -/-- Disjoint candidate sets are all paid for by the same spatial measure. -/ -theorem disjoint_cover_charge {ι : Type*} (I : Finset ι) - (ν : Measure ℂ) (D : ι → Set ℂ) (A : Set ℂ) - (hdisj : (I : Set ι).PairwiseDisjoint D) - (hmeas : ∀ i ∈ I, MeasurableSet (D i)) - (hsub : ∀ i ∈ I, D i ⊆ A) - (cost : ι → ℝ≥0∞) (C : ℝ≥0∞) - (hcost : ∀ i ∈ I, cost i ≤ C * ν (D i)) : - ∑ i ∈ I, cost i ≤ C * ν A := by - calc - _ ≤ ∑ i ∈ I, C * ν (D i) := Finset.sum_le_sum hcost - _ = C * ∑ i ∈ I, ν (D i) := (Finset.mul_sum I _ C).symm - _ = C * ν (⋃ i ∈ I, D i) := by - rw [measure_biUnion_finset hdisj hmeas] - _ ≤ C * ν A := mul_le_mul' le_rfl (measure_mono (iUnion₂_subset hsub)) - -/-- Continuity from below retains a uniform expectation bound as both the -time cutoff and the distance from the real boundary are removed. -/ -theorem expected_measure_iUnion_le - {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] - (P : Measure Ω) (ν : Measure X) (E : ℕ → Ω → Set X) - (hmono : ∀ ω, Monotone (fun n => E n ω)) - (hmeas : ∀ n, AEMeasurable (fun ω => ν (E n ω)) P) - (C : ℝ≥0∞) (hbound : ∀ n, (∫⁻ ω, ν (E n ω) ∂P) ≤ C) : - (∫⁻ ω, ν (⋃ n, E n ω) ∂P) ≤ C := by - simp_rw [Monotone.measure_iUnion (hmono _)] - rw [lintegral_iSup' hmeas (Eventually.of_forall fun ω i j hij => - measure_mono (hmono ω hij))] - exact iSup_le hbound - -/-- Adding a set contained in a fixed null boundary costs no measure. -/ -theorem measure_inter_eq_interior_of_null_boundary - {X : Type*} [MeasurableSpace X] (ν : Measure X) - (E A H : Set X) - (hboundary : ν (E ∩ A ∩ Hᶜ) = 0) : - ν (E ∩ A) = ν (E ∩ A ∩ H) := by - apply le_antisymm - · calc - ν (E ∩ A) = ν ((E ∩ A ∩ H) ∪ (E ∩ A ∩ Hᶜ)) := by - congr 1 - ext x - simp only [mem_inter_iff, mem_union, mem_compl_iff] - tauto - _ ≤ ν (E ∩ A ∩ H) + ν (E ∩ A ∩ Hᶜ) := measure_union_le _ _ - _ = ν (E ∩ A ∩ H) := by rw [hboundary, add_zero] - · exact measure_mono inter_subset_left - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.MainReduction + +namespace OAI + +/-! +The deterministic and integration steps in the upper-cover arguments of +the two exact-gauge manuscripts. These lemmas do not assume a Hausdorff +upper bound: they pass from actual shrinking covers to that bound. +-/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +/-- Cover costs control the Hausdorff limit even when they do not converge. -/ +theorem hausdorff_le_liminf_cover_cost + (h : ℝ → ℝ) (hh : IsGauge h) (E : Set ℂ) + (U : ℕ → ℕ → Set ℂ) (δ : ℕ → ℝ≥0∞) + (hδ : Tendsto δ atTop (𝓝 0)) + (hcover : ∀ n, E ⊆ ⋃ j, U n j) + (hdiam : ∀ n j, ediam (U n j) ≤ δ n) : + hausdorffGauge h E ≤ + liminf (fun n => ∑' j, extendedGauge h (ediam (U n j))) atTop := by + rw [source_gauge_cover_formula h hh] + refine iSup_le fun r => iSup_le fun hr => ?_ + apply le_liminf_of_le (by isBoundedDefault) + filter_upwards [hδ.eventually (gt_mem_nhds hr)] with n hn + exact iInf_le_of_le (U n) (iInf_le_of_le (hcover n) + (iInf_le_of_le (fun j => (hdiam n j).trans hn.le) le_rfl)) + +/-- Fatou's lemma for measurable costs of actual covers, with a limiting +expectation bound rather than an assumption about the target measure. -/ +theorem expected_hausdorff_le_of_shrinking_covers + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (h : ℝ → ℝ) (hh : IsGauge h) (E : Ω → Set ℂ) + (U : ℕ → Ω → ℕ → Set ℂ) (δ : ℕ → ℝ≥0∞) + (hδ : Tendsto δ atTop (𝓝 0)) + (hcover : ∀ᵐ ω ∂P, ∀ n, E ω ⊆ ⋃ j, U n ω j) + (hdiam : ∀ᵐ ω ∂P, ∀ n j, ediam (U n ω j) ≤ δ n) + (hmeas : ∀ n, AEMeasurable + (fun ω => ∑' j, extendedGauge h (ediam (U n ω j))) P) + (C : ℝ≥0∞) + (hcost : liminf (fun n => ∫⁻ ω, + ∑' j, extendedGauge h (ediam (U n ω j)) ∂P) atTop ≤ C) : + (∫⁻ ω, hausdorffGauge h (E ω) ∂P) ≤ C := by + calc + _ ≤ ∫⁻ ω, liminf (fun n => ∑' j, + extendedGauge h (ediam (U n ω j))) atTop ∂P := by + apply lintegral_mono_ae + filter_upwards [hcover, hdiam] with ω hc hd + exact hausdorff_le_liminf_cover_cost h hh (E ω) + (fun n => U n ω) δ hδ hc hd + _ ≤ liminf (fun n => ∫⁻ ω, + ∑' j, extendedGauge h (ediam (U n ω j)) ∂P) atTop := + lintegral_liminf_le' hmeas + _ ≤ C := hcost + +/-- Disjoint candidate sets are all paid for by the same spatial measure. -/ +theorem disjoint_cover_charge {ι : Type*} (I : Finset ι) + (ν : Measure ℂ) (D : ι → Set ℂ) (A : Set ℂ) + (hdisj : (I : Set ι).PairwiseDisjoint D) + (hmeas : ∀ i ∈ I, MeasurableSet (D i)) + (hsub : ∀ i ∈ I, D i ⊆ A) + (cost : ι → ℝ≥0∞) (C : ℝ≥0∞) + (hcost : ∀ i ∈ I, cost i ≤ C * ν (D i)) : + ∑ i ∈ I, cost i ≤ C * ν A := by + calc + _ ≤ ∑ i ∈ I, C * ν (D i) := Finset.sum_le_sum hcost + _ = C * ∑ i ∈ I, ν (D i) := (Finset.mul_sum I _ C).symm + _ = C * ν (⋃ i ∈ I, D i) := by + rw [measure_biUnion_finset hdisj hmeas] + _ ≤ C * ν A := mul_le_mul' le_rfl (measure_mono (iUnion₂_subset hsub)) + +/-- Continuity from below retains a uniform expectation bound as both the +time cutoff and the distance from the real boundary are removed. -/ +theorem expected_measure_iUnion_le + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (P : Measure Ω) (ν : Measure X) (E : ℕ → Ω → Set X) + (hmono : ∀ ω, Monotone (fun n => E n ω)) + (hmeas : ∀ n, AEMeasurable (fun ω => ν (E n ω)) P) + (C : ℝ≥0∞) (hbound : ∀ n, (∫⁻ ω, ν (E n ω) ∂P) ≤ C) : + (∫⁻ ω, ν (⋃ n, E n ω) ∂P) ≤ C := by + simp_rw [Monotone.measure_iUnion (hmono _)] + rw [lintegral_iSup' hmeas (Eventually.of_forall fun ω i j hij => + measure_mono (hmono ω hij))] + exact iSup_le hbound + +/-- Adding a set contained in a fixed null boundary costs no measure. -/ +theorem measure_inter_eq_interior_of_null_boundary + {X : Type*} [MeasurableSpace X] (ν : Measure X) + (E A H : Set X) + (hboundary : ν (E ∩ A ∩ Hᶜ) = 0) : + ν (E ∩ A) = ν (E ∩ A ∩ H) := by + apply le_antisymm + · calc + ν (E ∩ A) = ν ((E ∩ A ∩ H) ∪ (E ∩ A ∩ Hᶜ)) := by + congr 1 + ext x + simp only [mem_inter_iff, mem_union, mem_compl_iff] + tauto + _ ≤ ν (E ∩ A ∩ H) + ν (E ∩ A ∩ Hᶜ) := measure_union_le _ _ + _ = ν (E ∩ A ∩ H) := by rw [hboundary, add_zero] + · exact measure_mono inter_subset_left + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CoverMesh.lean b/lean/OAI/Probability/SLE/Gauge/CoverMesh.lean index 60f8fb7766e5775ab0c39ef04271ea572ede149d..d4465d2d45b931df8b0a36ac2616ed035602eac2 100644 --- a/lean/OAI/Probability/SLE/Gauge/CoverMesh.lean +++ b/lean/OAI/Probability/SLE/Gauge/CoverMesh.lean @@ -1,103 +1,103 @@ -import Mathlib - -namespace OAI - -/-! -The deterministic common mesh in the dense-cover construction. At each -stage there are only finitely many positive test cutoffs. The mesh satisfies -every cutoff and decreases by at least a factor of two at each stage. --/ - -noncomputable section -open Set Filter -open scoped Topology - -namespace SLEExactGauge.CoverMesh - -def cutoff (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : ℝ := by - classical - exact (insert 1 ((I n).image (ε n))).min' (by simp) - -lemma cutoff_pos (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) - (hε : ∀ n i, i ∈ I n → 0 < ε n i) (n : ℕ) : 0 < cutoff I ε n := by - classical - unfold cutoff - have hmem := Finset.min'_mem (insert 1 ((I n).image (ε n))) (by simp) - rcases Finset.mem_insert.mp hmem with h | h - · simpa only [h] using (show (0 : ℝ) < 1 by norm_num) - · obtain ⟨i, hi, he⟩ := Finset.mem_image.mp h - exact he ▸ hε n i hi - -lemma cutoff_le_one (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : - cutoff I ε n ≤ 1 := by - classical - exact Finset.min'_le _ _ (Finset.mem_insert_self _ _) - -lemma cutoff_le_test (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) - (n i : ℕ) (hi : i ∈ I n) : cutoff I ε n ≤ ε n i := by - classical - exact Finset.min'_le _ _ - (Finset.mem_insert_of_mem (Finset.mem_image.mpr ⟨i, hi, rfl⟩)) - -def mesh (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) : ℕ → ℝ - | 0 => cutoff I ε 0 - | n + 1 => min (mesh I ε n / 2) (cutoff I ε (n + 1)) - -lemma mesh_pos (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) - (hε : ∀ n i, i ∈ I n → 0 < ε n i) (n : ℕ) : 0 < mesh I ε n := by - induction n with - | zero => exact cutoff_pos I ε hε 0 - | succ n ih => - exact lt_min (div_pos ih (by norm_num)) (cutoff_pos I ε hε (n + 1)) - -lemma mesh_half (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : - mesh I ε (n + 1) ≤ mesh I ε n / 2 := min_le_left _ _ - -lemma mesh_le_cutoff (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : - mesh I ε n ≤ cutoff I ε n := by - cases n with - | zero => exact le_rfl - | succ n => exact min_le_right _ _ - -lemma mesh_le_test (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) - (n i : ℕ) (hi : i ∈ I n) : mesh I ε n ≤ ε n i := - (mesh_le_cutoff I ε n).trans (cutoff_le_test I ε n i hi) - -lemma mesh_le_half_pow (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : - mesh I ε n ≤ (1 / 2 : ℝ) ^ n := by - induction n with - | zero => simpa only [mesh, pow_zero] using cutoff_le_one I ε 0 - | succ n ih => - calc - mesh I ε (n + 1) ≤ mesh I ε n / 2 := mesh_half I ε n - _ ≤ (1 / 2 : ℝ) ^ n / 2 := div_le_div_of_nonneg_right ih (by norm_num) - _ = (1 / 2 : ℝ) ^ (n + 1) := by rw [pow_succ]; ring - -lemma mesh_le_dyadic (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : - mesh I ε n ≤ (2 : ℝ) ^ (-(n : ℝ)) := by - convert mesh_le_half_pow I ε n using 1 - rw [Real.rpow_neg (by norm_num : (0 : ℝ) ≤ 2), Real.rpow_natCast] - simp only [one_div, inv_pow] - -lemma mesh_tendsto_zero (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) - (hε : ∀ n i, i ∈ I n → 0 < ε n i) : - Tendsto (mesh I ε) atTop (𝓝 0) := - squeeze_zero (fun n => (mesh_pos I ε hε n).le) (mesh_le_half_pow I ε) - (tendsto_pow_atTop_nhds_zero_of_lt_one (by norm_num) (by norm_num)) - -/-- One positive deterministic mesh works for every finite test window, -including empty windows, and tends to zero with geometric decay. -/ -theorem exists_common_mesh (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) - (hε : ∀ n i, i ∈ I n → 0 < ε n i) : - ∃ v : ℕ → ℝ, (∀ n, 0 < v n) ∧ - (∀ n, v n ≤ (2 : ℝ) ^ (-(n : ℝ))) ∧ - (∀ n, v (n + 1) ≤ v n / 2) ∧ - (∀ n i, i ∈ I n → v n ≤ ε n i) ∧ Tendsto v atTop (𝓝 0) := - ⟨mesh I ε, mesh_pos I ε hε, mesh_le_dyadic I ε, mesh_half I ε, - mesh_le_test I ε, mesh_tendsto_zero I ε hε⟩ - -end SLEExactGauge.CoverMesh - -end - -end OAI +import Mathlib + +namespace OAI + +/-! +The deterministic common mesh in the dense-cover construction. At each +stage there are only finitely many positive test cutoffs. The mesh satisfies +every cutoff and decreases by at least a factor of two at each stage. +-/ + +noncomputable section +open Set Filter +open scoped Topology + +namespace SLEExactGauge.CoverMesh + +def cutoff (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : ℝ := by + classical + exact (insert 1 ((I n).image (ε n))).min' (by simp) + +lemma cutoff_pos (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) + (hε : ∀ n i, i ∈ I n → 0 < ε n i) (n : ℕ) : 0 < cutoff I ε n := by + classical + unfold cutoff + have hmem := Finset.min'_mem (insert 1 ((I n).image (ε n))) (by simp) + rcases Finset.mem_insert.mp hmem with h | h + · simpa only [h] using (show (0 : ℝ) < 1 by norm_num) + · obtain ⟨i, hi, he⟩ := Finset.mem_image.mp h + exact he ▸ hε n i hi + +lemma cutoff_le_one (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : + cutoff I ε n ≤ 1 := by + classical + exact Finset.min'_le _ _ (Finset.mem_insert_self _ _) + +lemma cutoff_le_test (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) + (n i : ℕ) (hi : i ∈ I n) : cutoff I ε n ≤ ε n i := by + classical + exact Finset.min'_le _ _ + (Finset.mem_insert_of_mem (Finset.mem_image.mpr ⟨i, hi, rfl⟩)) + +def mesh (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) : ℕ → ℝ + | 0 => cutoff I ε 0 + | n + 1 => min (mesh I ε n / 2) (cutoff I ε (n + 1)) + +lemma mesh_pos (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) + (hε : ∀ n i, i ∈ I n → 0 < ε n i) (n : ℕ) : 0 < mesh I ε n := by + induction n with + | zero => exact cutoff_pos I ε hε 0 + | succ n ih => + exact lt_min (div_pos ih (by norm_num)) (cutoff_pos I ε hε (n + 1)) + +lemma mesh_half (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : + mesh I ε (n + 1) ≤ mesh I ε n / 2 := min_le_left _ _ + +lemma mesh_le_cutoff (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : + mesh I ε n ≤ cutoff I ε n := by + cases n with + | zero => exact le_rfl + | succ n => exact min_le_right _ _ + +lemma mesh_le_test (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) + (n i : ℕ) (hi : i ∈ I n) : mesh I ε n ≤ ε n i := + (mesh_le_cutoff I ε n).trans (cutoff_le_test I ε n i hi) + +lemma mesh_le_half_pow (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : + mesh I ε n ≤ (1 / 2 : ℝ) ^ n := by + induction n with + | zero => simpa only [mesh, pow_zero] using cutoff_le_one I ε 0 + | succ n ih => + calc + mesh I ε (n + 1) ≤ mesh I ε n / 2 := mesh_half I ε n + _ ≤ (1 / 2 : ℝ) ^ n / 2 := div_le_div_of_nonneg_right ih (by norm_num) + _ = (1 / 2 : ℝ) ^ (n + 1) := by rw [pow_succ]; ring + +lemma mesh_le_dyadic (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) (n : ℕ) : + mesh I ε n ≤ (2 : ℝ) ^ (-(n : ℝ)) := by + convert mesh_le_half_pow I ε n using 1 + rw [Real.rpow_neg (by norm_num : (0 : ℝ) ≤ 2), Real.rpow_natCast] + simp only [one_div, inv_pow] + +lemma mesh_tendsto_zero (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) + (hε : ∀ n i, i ∈ I n → 0 < ε n i) : + Tendsto (mesh I ε) atTop (𝓝 0) := + squeeze_zero (fun n => (mesh_pos I ε hε n).le) (mesh_le_half_pow I ε) + (tendsto_pow_atTop_nhds_zero_of_lt_one (by norm_num) (by norm_num)) + +/-- One positive deterministic mesh works for every finite test window, +including empty windows, and tends to zero with geometric decay. -/ +theorem exists_common_mesh (I : ℕ → Finset ℕ) (ε : ℕ → ℕ → ℝ) + (hε : ∀ n i, i ∈ I n → 0 < ε n i) : + ∃ v : ℕ → ℝ, (∀ n, 0 < v n) ∧ + (∀ n, v n ≤ (2 : ℝ) ^ (-(n : ℝ))) ∧ + (∀ n, v (n + 1) ≤ v n / 2) ∧ + (∀ n i, i ∈ I n → v n ≤ ε n i) ∧ Tendsto v atTop (𝓝 0) := + ⟨mesh I ε, mesh_pos I ε hε, mesh_le_dyadic I ε, mesh_half I ε, + mesh_le_test I ε, mesh_tendsto_zero I ε hε⟩ + +end SLEExactGauge.CoverMesh + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CoverNumerics.lean b/lean/OAI/Probability/SLE/Gauge/CoverNumerics.lean index b80266e11b3cc93d93e35cb76bf4c804e4d1f110..51f3845cff9da16d99f4b37878c6910e8f89ff67 100644 --- a/lean/OAI/Probability/SLE/Gauge/CoverNumerics.lean +++ b/lean/OAI/Probability/SLE/Gauge/CoverNumerics.lean @@ -1,102 +1,102 @@ -import OAI.Probability.SLE.Gauge.DenseCoverCore - -namespace OAI - -/-! The failure and residual-cover estimates used by the explicit gauge. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -/-- The dimensions in the hit probability, covering cost, and grid count cancel. -/ -lemma dense_cover_power_cancellation (κ : ℝ) {r : ℝ} (hr : 0 < r) : - r ^ (-2 : ℝ) * r ^ dimension κ * r ^ codimension κ = 1 := by - rw [← Real.rpow_add hr, ← Real.rpow_add hr] - have he : (-2 : ℝ) + dimension κ + codimension κ = 0 := by - unfold codimension - ring - rw [he, Real.rpow_zero] - -lemma failure_product_le_exp {p : ℝ} (hp : p ≤ 1) (N : ℕ) : - (1 - p) ^ N ≤ Real.exp (-p * (N : ℝ)) := by - have hb : 1 - p ≤ Real.exp (-p) := by - simpa only [sub_eq_add_neg, add_comm] using Real.add_one_le_exp (-p) - have hpow := pow_le_pow_left₀ (sub_nonneg.mpr hp) hb N - simpa only [← Real.exp_nat_mul, mul_comm (N : ℝ) (-p)] using hpow - -/-- A linear number of tests, each succeeding with probability at least -`n^(-1/2)`, has the stretched-exponential failure bound used in the paper. -/ -theorem failure_window_le_stretchedExp {n : ℝ} (hn : 1 ≤ n) - (N : ℕ) (hN : n / 4 ≤ (N : ℝ)) : - (1 - 1 / Real.sqrt n) ^ N ≤ Real.exp (-Real.sqrt n / 4) := by - have hn0 : 0 < n := zero_lt_one.trans_le hn - have hs : 0 < Real.sqrt n := Real.sqrt_pos.mpr hn0 - have hs1 : 1 ≤ Real.sqrt n := by - simpa only [Real.sqrt_one] using Real.sqrt_le_sqrt hn - have hp : 1 / Real.sqrt n ≤ 1 := (div_le_one hs).mpr hs1 - apply (failure_product_le_exp hp N).trans - apply Real.exp_le_exp.mpr - have hmul := mul_le_mul_of_nonneg_left hN (one_div_pos.mpr hs).le - have he : (1 / Real.sqrt n) * (n / 4) = Real.sqrt n / 4 := by - field_simp - nlinarith [Real.sq_sqrt hn0.le] - rw [he] at hmul - nlinarith - -/-- A logarithmic correction cannot offset the stretched-exponential failure -probability obtained from the finite sequence of adapted tests. -/ -theorem logarithmic_cleanup_tendsto_zero {q c : ℝ} - (hq : q ≤ 1) (hc : 0 < c) : - Tendsto (fun x : ℝ => (Real.log x) ^ q * Real.exp (-c * Real.sqrt x)) - atTop (𝓝 0) := by - have ht := (tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 2 c hc).comp - Real.tendsto_sqrt_atTop - have hu : Tendsto (fun x : ℝ => x * Real.exp (-c * Real.sqrt x)) - atTop (𝓝 0) := by - apply ht.congr' - filter_upwards [eventually_ge_atTop (0 : ℝ)] with x hx - simp only [Function.comp_def, Real.rpow_two, Real.sq_sqrt hx] - apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds hu - · filter_upwards [eventually_ge_atTop (Real.exp 1)] with x hx - have h1 : 1 ≤ x := (Real.one_lt_exp_iff.mpr zero_lt_one).le.trans hx - exact mul_nonneg (Real.rpow_nonneg (Real.log_nonneg h1) q) (Real.exp_pos _).le - · filter_upwards [eventually_ge_atTop (Real.exp 1)] with x hx - have hxp : 0 < x := (Real.exp_pos 1).trans_le hx - have hlog : 1 ≤ Real.log x := by - simpa using Real.log_le_log (Real.exp_pos 1) hx - have hp : (Real.log x) ^ q ≤ Real.log x := by - simpa only [Real.rpow_one] using Real.rpow_le_rpow_of_exponent_le hlog hq - exact mul_le_mul_of_nonneg_right (hp.trans (Real.log_le_self hxp.le)) - (Real.exp_pos _).le - -theorem explicit_cleanup_tendsto_zero {κ c : ℝ} (hκ : 0 < κ) (hc : 0 < c) : - Tendsto (fun n : ℕ => (Real.log (n : ℝ)) ^ (codimension κ / 2) * - Real.exp (-c * Real.sqrt (n : ℝ))) atTop (𝓝 0) := by - have hq : codimension κ / 2 ≤ 1 := by - dsimp [codimension, dimension] - linarith - exact (logarithmic_cleanup_tendsto_zero hq hc).comp tendsto_natCast_atTop_atTop - -/-- Finite expected residual cost is the sum of each missed-cell probability -times its deterministic covering cost. -/ -theorem expected_missed_cell_cost - {Ω ι : Type*} [MeasurableSpace Ω] (P : Measure Ω) - (I : Finset ι) (missed : ι → Set Ω) - (hm : ∀ i ∈ I, MeasurableSet (missed i)) - (cost bound : ι → ℝ≥0∞) - (hb : ∀ i ∈ I, P (missed i) ≤ bound i) : - (∫⁻ ω, ∑ i ∈ I, (missed i).indicator (fun _ => cost i) ω ∂P) ≤ - ∑ i ∈ I, cost i * bound i := by - rw [lintegral_finsetSum I (fun i hi => measurable_const.indicator (hm i hi))] - apply Finset.sum_le_sum - intro i hi - rw [lintegral_indicator (hm i hi), lintegral_const, Measure.restrict_apply_univ] - exact mul_le_mul' le_rfl (hb i hi) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.DenseCoverCore + +namespace OAI + +/-! The failure and residual-cover estimates used by the explicit gauge. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +/-- The dimensions in the hit probability, covering cost, and grid count cancel. -/ +lemma dense_cover_power_cancellation (κ : ℝ) {r : ℝ} (hr : 0 < r) : + r ^ (-2 : ℝ) * r ^ dimension κ * r ^ codimension κ = 1 := by + rw [← Real.rpow_add hr, ← Real.rpow_add hr] + have he : (-2 : ℝ) + dimension κ + codimension κ = 0 := by + unfold codimension + ring + rw [he, Real.rpow_zero] + +lemma failure_product_le_exp {p : ℝ} (hp : p ≤ 1) (N : ℕ) : + (1 - p) ^ N ≤ Real.exp (-p * (N : ℝ)) := by + have hb : 1 - p ≤ Real.exp (-p) := by + simpa only [sub_eq_add_neg, add_comm] using Real.add_one_le_exp (-p) + have hpow := pow_le_pow_left₀ (sub_nonneg.mpr hp) hb N + simpa only [← Real.exp_nat_mul, mul_comm (N : ℝ) (-p)] using hpow + +/-- A linear number of tests, each succeeding with probability at least +`n^(-1/2)`, has the stretched-exponential failure bound used in the paper. -/ +theorem failure_window_le_stretchedExp {n : ℝ} (hn : 1 ≤ n) + (N : ℕ) (hN : n / 4 ≤ (N : ℝ)) : + (1 - 1 / Real.sqrt n) ^ N ≤ Real.exp (-Real.sqrt n / 4) := by + have hn0 : 0 < n := zero_lt_one.trans_le hn + have hs : 0 < Real.sqrt n := Real.sqrt_pos.mpr hn0 + have hs1 : 1 ≤ Real.sqrt n := by + simpa only [Real.sqrt_one] using Real.sqrt_le_sqrt hn + have hp : 1 / Real.sqrt n ≤ 1 := (div_le_one hs).mpr hs1 + apply (failure_product_le_exp hp N).trans + apply Real.exp_le_exp.mpr + have hmul := mul_le_mul_of_nonneg_left hN (one_div_pos.mpr hs).le + have he : (1 / Real.sqrt n) * (n / 4) = Real.sqrt n / 4 := by + field_simp + nlinarith [Real.sq_sqrt hn0.le] + rw [he] at hmul + nlinarith + +/-- A logarithmic correction cannot offset the stretched-exponential failure +probability obtained from the finite sequence of adapted tests. -/ +theorem logarithmic_cleanup_tendsto_zero {q c : ℝ} + (hq : q ≤ 1) (hc : 0 < c) : + Tendsto (fun x : ℝ => (Real.log x) ^ q * Real.exp (-c * Real.sqrt x)) + atTop (𝓝 0) := by + have ht := (tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 2 c hc).comp + Real.tendsto_sqrt_atTop + have hu : Tendsto (fun x : ℝ => x * Real.exp (-c * Real.sqrt x)) + atTop (𝓝 0) := by + apply ht.congr' + filter_upwards [eventually_ge_atTop (0 : ℝ)] with x hx + simp only [Function.comp_def, Real.rpow_two, Real.sq_sqrt hx] + apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds hu + · filter_upwards [eventually_ge_atTop (Real.exp 1)] with x hx + have h1 : 1 ≤ x := (Real.one_lt_exp_iff.mpr zero_lt_one).le.trans hx + exact mul_nonneg (Real.rpow_nonneg (Real.log_nonneg h1) q) (Real.exp_pos _).le + · filter_upwards [eventually_ge_atTop (Real.exp 1)] with x hx + have hxp : 0 < x := (Real.exp_pos 1).trans_le hx + have hlog : 1 ≤ Real.log x := by + simpa using Real.log_le_log (Real.exp_pos 1) hx + have hp : (Real.log x) ^ q ≤ Real.log x := by + simpa only [Real.rpow_one] using Real.rpow_le_rpow_of_exponent_le hlog hq + exact mul_le_mul_of_nonneg_right (hp.trans (Real.log_le_self hxp.le)) + (Real.exp_pos _).le + +theorem explicit_cleanup_tendsto_zero {κ c : ℝ} (hκ : 0 < κ) (hc : 0 < c) : + Tendsto (fun n : ℕ => (Real.log (n : ℝ)) ^ (codimension κ / 2) * + Real.exp (-c * Real.sqrt (n : ℝ))) atTop (𝓝 0) := by + have hq : codimension κ / 2 ≤ 1 := by + dsimp [codimension, dimension] + linarith + exact (logarithmic_cleanup_tendsto_zero hq hc).comp tendsto_natCast_atTop_atTop + +/-- Finite expected residual cost is the sum of each missed-cell probability +times its deterministic covering cost. -/ +theorem expected_missed_cell_cost + {Ω ι : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (I : Finset ι) (missed : ι → Set Ω) + (hm : ∀ i ∈ I, MeasurableSet (missed i)) + (cost bound : ι → ℝ≥0∞) + (hb : ∀ i ∈ I, P (missed i) ≤ bound i) : + (∫⁻ ω, ∑ i ∈ I, (missed i).indicator (fun _ => cost i) ω ∂P) ≤ + ∑ i ∈ I, cost i * bound i := by + rw [lintegral_finsetSum I (fun i hi => measurable_const.indicator (hm i hi))] + apply Finset.sum_le_sum + intro i hi + rw [lintegral_indicator (hm i hi), lintegral_const, Measure.restrict_apply_univ] + exact mul_le_mul' le_rfl (hb i hi) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CoverRadiusLevels.lean b/lean/OAI/Probability/SLE/Gauge/CoverRadiusLevels.lean index 0cecf497fd3036c5ed2bc09eb61e2de5fa60ab26..58b64cfca73cf8898c0fea5d878254fdcb59c95f 100644 --- a/lean/OAI/Probability/SLE/Gauge/CoverRadiusLevels.lean +++ b/lean/OAI/Probability/SLE/Gauge/CoverRadiusLevels.lean @@ -1,67 +1,67 @@ -import OAI.Probability.SLE.Gauge.CoverSchedule -import OAI.Probability.SLE.Loewner.ActualRadiusStops - -namespace OAI - -/-! Absolute geometric radii are represented by nonnegative logarithmic -clock levels. The initial truncation disappears simultaneously throughout -every sufficiently late cover-test window. -/ - -noncomputable section -open Set Filter -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -def coverLogLevel (z : ℂ) (T : ℝ) (j : ℕ) : ℝ := - max 0 (Real.log (2 * z.im) + T * (j : ℝ)) - -lemma coverLogLevel_nonneg (z : ℂ) (T : ℝ) (j : ℕ) : 0 ≤ coverLogLevel z T j := - le_max_left _ _ - -lemma coverLogLevel_monotone (z : ℂ) {T : ℝ} (hT : 0 ≤ T) : - Monotone (coverLogLevel z T) := by - intro i j hij - change max 0 (Real.log (2 * z.im) + T * (i : ℝ)) ≤ - max 0 (Real.log (2 * z.im) + T * (j : ℝ)) - apply max_le_max le_rfl - have hijR : (i : ℝ) ≤ j := by exact_mod_cast hij - linarith [mul_le_mul_of_nonneg_left hijR hT] - -lemma eventually_cover_window_untruncated - (z : ℂ) {T : ℝ} (hT : 0 < T) : - ∀ᶠ n : ℕ in atTop, ∀ j ∈ coverTestWindow n, - coverLogLevel z T j = Real.log (2 * z.im) + T * (j : ℝ) := by - obtain ⟨N, hN⟩ := exists_nat_gt (-Real.log (2 * z.im) / T) - have hNT : -Real.log (2 * z.im) < T * (N : ℝ) := by - simpa only [mul_comm] using (div_lt_iff₀ hT).mp hN - filter_upwards [eventually_ge_atTop (3 * N)] with n hn - intro j hj - have hjN : N ≤ j := by - have hh := (Finset.mem_Icc.mp hj).1 - omega - have hNj : T * (N : ℝ) ≤ T * (j : ℝ) := - mul_le_mul_of_nonneg_left (by exact_mod_cast hjN) hT.le - exact max_eq_right (by linarith) - -lemma radius_target_eq_coverRadius - (z : ℂ) (hz : z ∈ upperHalfPlane) (T : ℝ) (j : ℕ) - (hlevel : coverLogLevel z T j = Real.log (2 * z.im) + T * (j : ℝ)) : - (2 * z.im) * Real.exp (-coverLogLevel z T j) = coverRadius T j := by - have hr : 0 < 2 * z.im := mul_pos (by norm_num) hz - rw [hlevel, neg_add, Real.exp_add, Real.exp_neg, Real.exp_log hr] - unfold coverRadius - field_simp [(show 0 < z.im from hz).ne'] - -lemma eventually_cover_window_radius_target - (z : ℂ) (hz : z ∈ upperHalfPlane) {T : ℝ} (hT : 0 < T) : - ∀ᶠ n : ℕ in atTop, ∀ j ∈ coverTestWindow n, - (2 * z.im) * Real.exp (-coverLogLevel z T j) = coverRadius T j := by - filter_upwards [eventually_cover_window_untruncated z hT] with n hn - exact fun j hj => radius_target_eq_coverRadius z hz T j (hn j hj) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.CoverSchedule +import OAI.Probability.SLE.Loewner.ActualRadiusStops + +namespace OAI + +/-! Absolute geometric radii are represented by nonnegative logarithmic +clock levels. The initial truncation disappears simultaneously throughout +every sufficiently late cover-test window. -/ + +noncomputable section +open Set Filter +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def coverLogLevel (z : ℂ) (T : ℝ) (j : ℕ) : ℝ := + max 0 (Real.log (2 * z.im) + T * (j : ℝ)) + +lemma coverLogLevel_nonneg (z : ℂ) (T : ℝ) (j : ℕ) : 0 ≤ coverLogLevel z T j := + le_max_left _ _ + +lemma coverLogLevel_monotone (z : ℂ) {T : ℝ} (hT : 0 ≤ T) : + Monotone (coverLogLevel z T) := by + intro i j hij + change max 0 (Real.log (2 * z.im) + T * (i : ℝ)) ≤ + max 0 (Real.log (2 * z.im) + T * (j : ℝ)) + apply max_le_max le_rfl + have hijR : (i : ℝ) ≤ j := by exact_mod_cast hij + linarith [mul_le_mul_of_nonneg_left hijR hT] + +lemma eventually_cover_window_untruncated + (z : ℂ) {T : ℝ} (hT : 0 < T) : + ∀ᶠ n : ℕ in atTop, ∀ j ∈ coverTestWindow n, + coverLogLevel z T j = Real.log (2 * z.im) + T * (j : ℝ) := by + obtain ⟨N, hN⟩ := exists_nat_gt (-Real.log (2 * z.im) / T) + have hNT : -Real.log (2 * z.im) < T * (N : ℝ) := by + simpa only [mul_comm] using (div_lt_iff₀ hT).mp hN + filter_upwards [eventually_ge_atTop (3 * N)] with n hn + intro j hj + have hjN : N ≤ j := by + have hh := (Finset.mem_Icc.mp hj).1 + omega + have hNj : T * (N : ℝ) ≤ T * (j : ℝ) := + mul_le_mul_of_nonneg_left (by exact_mod_cast hjN) hT.le + exact max_eq_right (by linarith) + +lemma radius_target_eq_coverRadius + (z : ℂ) (hz : z ∈ upperHalfPlane) (T : ℝ) (j : ℕ) + (hlevel : coverLogLevel z T j = Real.log (2 * z.im) + T * (j : ℝ)) : + (2 * z.im) * Real.exp (-coverLogLevel z T j) = coverRadius T j := by + have hr : 0 < 2 * z.im := mul_pos (by norm_num) hz + rw [hlevel, neg_add, Real.exp_add, Real.exp_neg, Real.exp_log hr] + unfold coverRadius + field_simp [(show 0 < z.im from hz).ne'] + +lemma eventually_cover_window_radius_target + (z : ℂ) (hz : z ∈ upperHalfPlane) {T : ℝ} (hT : 0 < T) : + ∀ᶠ n : ℕ in atTop, ∀ j ∈ coverTestWindow n, + (2 * z.im) * Real.exp (-coverLogLevel z T j) = coverRadius T j := by + filter_upwards [eventually_cover_window_untruncated z hT] with n hn + exact fun j hj => radius_target_eq_coverRadius z hz T j (hn j hj) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/CoverSchedule.lean b/lean/OAI/Probability/SLE/Gauge/CoverSchedule.lean index 36a6bf937b7a996873484e364d128f15a47f77fa..913b8d140619779fbfc5e4c3f8a003e74ea1e26a 100644 --- a/lean/OAI/Probability/SLE/Gauge/CoverSchedule.lean +++ b/lean/OAI/Probability/SLE/Gauge/CoverSchedule.lean @@ -1,99 +1,99 @@ -import OAI.Probability.SLE.Gauge.DenseVisitNumerics - -namespace OAI - -/-! The common deterministic physical mesh and geometric clock radii in -the explicit-gauge cover. The cutoff depends on the multiplicity and -radius, never on the stopped state or spatial center. -/ - -noncomputable section -open Set Filter -open scoped Topology ENNReal - -namespace SLEExactGauge - -def coverRadius (T : ℝ) (j : ℕ) : ℝ := Real.exp (-T * (j : ℝ)) - -theorem coverRadius_pos (T : ℝ) (j : ℕ) : 0 < coverRadius T j := Real.exp_pos _ - -theorem coverRadius_antitone {T : ℝ} (hT : 0 ≤ T) : Antitone (coverRadius T) := by - intro i j hij - apply Real.exp_le_exp.mpr - have hh : (i : ℝ) ≤ j := by exact_mod_cast hij - nlinarith - -theorem coverRadius_tendsto_zero {T : ℝ} (hT : 0 < T) : - Tendsto (coverRadius T) atTop (𝓝 0) := by - have he : Real.exp (-T) < 1 := Real.exp_lt_one_iff.mpr (by linarith) - convert tendsto_pow_atTop_nhds_zero_of_lt_one (Real.exp_pos (-T)).le he using 1 - funext j - simp only [coverRadius, ← Real.exp_nat_mul] - congr 1 - ring - -theorem coverRadius_third_tendsto_zero {T : ℝ} (hT : 0 < T) : - Tendsto (fun n : ℕ => coverRadius T (n / 3)) atTop (𝓝 0) := by - apply (coverRadius_tendsto_zero hT).comp - apply Filter.tendsto_atTop.mpr - intro N - filter_upwards [eventually_ge_atTop (3 * N)] with n hn - omega - -theorem coverRadius_window_upper {T : ℝ} (hT : 0 ≤ T) {n j : ℕ} - (hj : j ∈ coverTestWindow n) : coverRadius T j ≤ coverRadius T (n / 3) := - coverRadius_antitone hT (Finset.mem_Icc.mp hj).1 - -/-- The one-unit angle test and the dense experiment both finish before -the next scheduled radius. -/ -theorem coverRadius_next_below_dense_cutoff - {T C₁ : ℝ} (hC₁ : 0 < C₁) (hgap : 1 + Real.log C₁ < T) (j : ℕ) : - coverRadius T (j + 1) < Real.exp (-1) * coverRadius T j / C₁ := by - have he : coverRadius T (j + 1) = coverRadius T j * Real.exp (-T) := by - simp only [coverRadius, Nat.cast_add, Nat.cast_one, ← Real.exp_add] - congr 1 - ring - rw [he, mul_comm (Real.exp (-1)), mul_div_assoc] - apply mul_lt_mul_of_pos_left _ (coverRadius_pos T j) - rw [← Real.exp_log hC₁, ← Real.exp_sub] - exact Real.exp_lt_exp.mpr (by linarith) - -/-- One sequence works at every test and every center. It has strict slack -below all dense-visit cutoffs, even though those cutoffs vary with `m_n`. -/ -theorem exists_cover_physical_mesh - (T c : ℝ) (δ : ℕ → ℝ) (hδ : ∀ m, 0 < δ m) : - ∃ v : ℕ → ℝ, (∀ n, 0 < v n) ∧ - Tendsto v atTop (𝓝 0) ∧ (∀ n, v (n + 1) ≤ v n / 2) ∧ - (∀ n, v n ≤ (2 : ℝ) ^ (-(n : ℝ))) ∧ - ∀ n j, j ∈ coverTestWindow n → - v n < Real.exp (-1) * coverRadius T j * δ (coverMultiplicity c n) := by - let cutoff := fun n j => Real.exp (-1) * coverRadius T j * δ (coverMultiplicity c n) / 2 - have hcut : ∀ n j, j ∈ coverTestWindow n → 0 < cutoff n j := by - intro n j _ - dsimp only [cutoff] - exact div_pos (mul_pos (mul_pos (Real.exp_pos _) (coverRadius_pos T j)) (hδ _)) - (by norm_num) - obtain ⟨v, hv, hdyadic, hhalf, htest, hlim⟩ := - CoverMesh.exists_common_mesh coverTestWindow cutoff hcut - refine ⟨v, hv, hlim, hhalf, hdyadic, ?_⟩ - intro n j hj - refine (htest n j hj).trans_lt ?_ - have hp : 0 < Real.exp (-1) * coverRadius T j * δ (coverMultiplicity c n) := - mul_pos (mul_pos (Real.exp_pos _) (coverRadius_pos T j)) (hδ _) - dsimp only [cutoff] - linarith - -/-- A common diameter bound for the selected enlarged disks and the fine -grid cells tends to zero. -/ -theorem cover_diameter_tendsto_zero {T : ℝ} (hT : 0 < T) (A B : ℝ) : - Tendsto (fun n => ENNReal.ofReal - (max (A * coverRadius T (n / 3)) (B * coverRadius T n))) atTop (𝓝 0) := by - have ht := ((coverRadius_third_tendsto_zero hT).const_mul A).max - ((coverRadius_tendsto_zero hT).const_mul B) - simpa only [Function.comp_def, mul_zero, max_self, ENNReal.ofReal_zero] using - ENNReal.continuous_ofReal.continuousAt.tendsto.comp ht - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.DenseVisitNumerics + +namespace OAI + +/-! The common deterministic physical mesh and geometric clock radii in +the explicit-gauge cover. The cutoff depends on the multiplicity and +radius, never on the stopped state or spatial center. -/ + +noncomputable section +open Set Filter +open scoped Topology ENNReal + +namespace SLEExactGauge + +def coverRadius (T : ℝ) (j : ℕ) : ℝ := Real.exp (-T * (j : ℝ)) + +theorem coverRadius_pos (T : ℝ) (j : ℕ) : 0 < coverRadius T j := Real.exp_pos _ + +theorem coverRadius_antitone {T : ℝ} (hT : 0 ≤ T) : Antitone (coverRadius T) := by + intro i j hij + apply Real.exp_le_exp.mpr + have hh : (i : ℝ) ≤ j := by exact_mod_cast hij + nlinarith + +theorem coverRadius_tendsto_zero {T : ℝ} (hT : 0 < T) : + Tendsto (coverRadius T) atTop (𝓝 0) := by + have he : Real.exp (-T) < 1 := Real.exp_lt_one_iff.mpr (by linarith) + convert tendsto_pow_atTop_nhds_zero_of_lt_one (Real.exp_pos (-T)).le he using 1 + funext j + simp only [coverRadius, ← Real.exp_nat_mul] + congr 1 + ring + +theorem coverRadius_third_tendsto_zero {T : ℝ} (hT : 0 < T) : + Tendsto (fun n : ℕ => coverRadius T (n / 3)) atTop (𝓝 0) := by + apply (coverRadius_tendsto_zero hT).comp + apply Filter.tendsto_atTop.mpr + intro N + filter_upwards [eventually_ge_atTop (3 * N)] with n hn + omega + +theorem coverRadius_window_upper {T : ℝ} (hT : 0 ≤ T) {n j : ℕ} + (hj : j ∈ coverTestWindow n) : coverRadius T j ≤ coverRadius T (n / 3) := + coverRadius_antitone hT (Finset.mem_Icc.mp hj).1 + +/-- The one-unit angle test and the dense experiment both finish before +the next scheduled radius. -/ +theorem coverRadius_next_below_dense_cutoff + {T C₁ : ℝ} (hC₁ : 0 < C₁) (hgap : 1 + Real.log C₁ < T) (j : ℕ) : + coverRadius T (j + 1) < Real.exp (-1) * coverRadius T j / C₁ := by + have he : coverRadius T (j + 1) = coverRadius T j * Real.exp (-T) := by + simp only [coverRadius, Nat.cast_add, Nat.cast_one, ← Real.exp_add] + congr 1 + ring + rw [he, mul_comm (Real.exp (-1)), mul_div_assoc] + apply mul_lt_mul_of_pos_left _ (coverRadius_pos T j) + rw [← Real.exp_log hC₁, ← Real.exp_sub] + exact Real.exp_lt_exp.mpr (by linarith) + +/-- One sequence works at every test and every center. It has strict slack +below all dense-visit cutoffs, even though those cutoffs vary with `m_n`. -/ +theorem exists_cover_physical_mesh + (T c : ℝ) (δ : ℕ → ℝ) (hδ : ∀ m, 0 < δ m) : + ∃ v : ℕ → ℝ, (∀ n, 0 < v n) ∧ + Tendsto v atTop (𝓝 0) ∧ (∀ n, v (n + 1) ≤ v n / 2) ∧ + (∀ n, v n ≤ (2 : ℝ) ^ (-(n : ℝ))) ∧ + ∀ n j, j ∈ coverTestWindow n → + v n < Real.exp (-1) * coverRadius T j * δ (coverMultiplicity c n) := by + let cutoff := fun n j => Real.exp (-1) * coverRadius T j * δ (coverMultiplicity c n) / 2 + have hcut : ∀ n j, j ∈ coverTestWindow n → 0 < cutoff n j := by + intro n j _ + dsimp only [cutoff] + exact div_pos (mul_pos (mul_pos (Real.exp_pos _) (coverRadius_pos T j)) (hδ _)) + (by norm_num) + obtain ⟨v, hv, hdyadic, hhalf, htest, hlim⟩ := + CoverMesh.exists_common_mesh coverTestWindow cutoff hcut + refine ⟨v, hv, hlim, hhalf, hdyadic, ?_⟩ + intro n j hj + refine (htest n j hj).trans_lt ?_ + have hp : 0 < Real.exp (-1) * coverRadius T j * δ (coverMultiplicity c n) := + mul_pos (mul_pos (Real.exp_pos _) (coverRadius_pos T j)) (hδ _) + dsimp only [cutoff] + linarith + +/-- A common diameter bound for the selected enlarged disks and the fine +grid cells tends to zero. -/ +theorem cover_diameter_tendsto_zero {T : ℝ} (hT : 0 < T) (A B : ℝ) : + Tendsto (fun n => ENNReal.ofReal + (max (A * coverRadius T (n / 3)) (B * coverRadius T n))) atTop (𝓝 0) := by + have ht := ((coverRadius_third_tendsto_zero hT).const_mul A).max + ((coverRadius_tendsto_zero hT).const_mul B) + simpa only [Function.comp_def, mul_zero, max_self, ENNReal.ofReal_zero] using + ENNReal.continuous_ofReal.continuousAt.tendsto.comp ht + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DenseCandidateCover.lean b/lean/OAI/Probability/SLE/Gauge/DenseCandidateCover.lean index f8ec2016f16aba88441ce500d24371a31028b8c1..93234368efc797fa921017d63e37301818e524a1 100644 --- a/lean/OAI/Probability/SLE/Gauge/DenseCandidateCover.lean +++ b/lean/OAI/Probability/SLE/Gauge/DenseCandidateCover.lean @@ -1,338 +1,338 @@ -import OAI.Probability.SLE.Gauge.CoverGrid -import OAI.Probability.SLE.Gauge.CoverSchedule -import OAI.Probability.SLE.Gauge.CoverGaugeBounds -import OAI.Probability.SLE.Gauge.DenseCoverUpperReduction - -namespace OAI - -/-! The actual finite terminal-sausage candidates and missed cells in the -explicit-gauge cover. All selections here are deterministic at one mesh. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -abbrev DenseCandidateIndex := (ℤ × ℤ) × ℕ - -def denseCandidateCenter (T : ℝ) (n : ℕ) (i : DenseCandidateIndex) : ℂ := - coverGridCenter (coverRadius T n) i.1 - -def denseCandidateRadius (T : ℝ) (i : DenseCandidateIndex) : ℝ := - Real.exp (-1) * coverRadius T i.2 - -def denseCandidateThreshold (κ T b c : ℝ) (n : ℕ) (i : DenseCandidateIndex) : ℝ := - b * denseCandidateRadius T i ^ dimension κ * (coverMultiplicity c n : ℝ) ^ codimension κ - -def denseCandidateIndices (R T : ℝ) (K : Set ℂ) (κ b c v : ℝ) - (n : ℕ) (γ : ℝ≥0 → ℂ) : Finset DenseCandidateIndex := by - classical - exact ((retainedCoverGridIndex R (coverRadius T n) K) ×ˢ coverTestWindow n).filter - (fun i => ENNReal.ofReal (denseCandidateThreshold κ T b c n i) ≤ - wholeSausageCharge κ γ v (closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i))) - -def denseFineCell (T : ℝ) (n : ℕ) (ij : ℤ × ℤ) : Set ℂ := - closedBall (coverGridCenter (coverRadius T n) ij) (2 * coverRadius T n) - -def denseMissedCell (κ T b c v : ℝ) (n : ℕ) (ij : ℤ × ℤ) - (γ : ℝ≥0 → ℂ) : Prop := - (range γ ∩ denseFineCell T n ij).Nonempty ∧ - ∀ j ∈ coverTestWindow n, - wholeSausageCharge κ γ v - (closedBall (denseCandidateCenter T n (ij, j)) (denseCandidateRadius T (ij, j))) < - ENNReal.ofReal (denseCandidateThreshold κ T b c n (ij, j)) - -lemma denseCandidate_mem {R T κ b c v : ℝ} {K : Set ℂ} {n : ℕ} - {γ : ℝ≥0 → ℂ} {i : DenseCandidateIndex} - (hi : i ∈ denseCandidateIndices R T K κ b c v n γ) : - i.1 ∈ retainedCoverGridIndex R (coverRadius T n) K ∧ i.2 ∈ coverTestWindow n ∧ - ENNReal.ofReal (denseCandidateThreshold κ T b c n i) ≤ - wholeSausageCharge κ γ v (closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i)) := by - classical - exact ⟨(Finset.mem_product.mp (Finset.mem_filter.mp hi).1).1, - (Finset.mem_product.mp (Finset.mem_filter.mp hi).1).2, (Finset.mem_filter.mp hi).2⟩ - -lemma denseCandidateRadius_pos (T : ℝ) (i : DenseCandidateIndex) : - 0 < denseCandidateRadius T i := mul_pos (Real.exp_pos _) (coverRadius_pos _ _) - -lemma denseCandidateRadius_le_one {T : ℝ} (hT : 0 ≤ T) (i : DenseCandidateIndex) : - denseCandidateRadius T i ≤ 1 := by - have hr : coverRadius T i.2 ≤ 1 := by - apply Real.exp_le_one_iff.mpr - exact mul_nonpos_of_nonpos_of_nonneg (neg_nonpos.mpr hT) (Nat.cast_nonneg _) - have he : Real.exp (-1) ≤ 1 := Real.exp_le_one_iff.mpr (by norm_num) - calc - _ ≤ Real.exp (-1) * 1 := mul_le_mul_of_nonneg_left hr (Real.exp_pos _).le - _ = Real.exp (-1) := mul_one _ - _ ≤ 1 := he - -/-- Every fine cell is eventually contained in every candidate disk at its -center throughout the exact window `floor(n/3)..floor(2n/3)`. -/ -theorem denseFineCell_eventually_subset_candidate {T : ℝ} (hT : 0 < T) : - ∀ᶠ n : ℕ in atTop, ∀ j ∈ coverTestWindow n, ∀ ij : ℤ × ℤ, - denseFineCell T n ij ⊆ - closedBall (denseCandidateCenter T n (ij, j)) (denseCandidateRadius T (ij, j)) := by - have hlarge : ∀ᶠ n : ℕ in atTop, 3 * (1 + Real.log 2) / T ≤ (n : ℝ) := - tendsto_natCast_atTop_atTop.eventually (eventually_ge_atTop _) - filter_upwards [hlarge] with n hn - intro j hj ij z hz - have hjn : 3 * j ≤ 2 * n := by - have hh := (Finset.mem_Icc.mp hj).2 - omega - have hjR : (3 : ℝ) * j ≤ 2 * n := by exact_mod_cast hjn - have hnT := (div_le_iff₀ hT).mp hn - have he : 2 * coverRadius T n ≤ denseCandidateRadius T (ij, j) := by - dsimp only [coverRadius, denseCandidateRadius] - rw [← Real.exp_log (by norm_num : (0 : ℝ) < 2), ← Real.exp_add, ← Real.exp_add] - apply Real.exp_le_exp.mpr - nlinarith - exact hz.trans he - -/-- The missed cells are exactly the visited retained cells with no terminal -candidate; this yields a pointwise cover without a random selection rule. -/ -theorem dense_candidates_and_missed_cover - {R T : ℝ} (hR : 0 ≤ R) (hT : 0 < T) {K : Set ℂ} (hK : K ⊆ closedBall 0 R) - (κ b c : ℝ) : - ∀ᶠ n : ℕ in atTop, ∀ (v : ℝ) (γ : ℝ≥0 → ℂ) z, z ∈ K ∩ range γ → - (∃ i ∈ denseCandidateIndices R T K κ b c v n γ, - z ∈ closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i)) ∨ - ∃ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, - denseMissedCell κ T b c v n ij γ ∧ z ∈ denseFineCell T n ij := by - classical - filter_upwards [denseFineCell_eventually_subset_candidate hT] with n hn - intro v γ z hz - obtain ⟨ij, hij, hzcell⟩ := mem_iUnion₂.mp - (retainedCoverGrid_covers hR (coverRadius_pos T n) hK hz.1) - by_cases hs : ∃ j ∈ coverTestWindow n, - ENNReal.ofReal (denseCandidateThreshold κ T b c n (ij, j)) ≤ - wholeSausageCharge κ γ v - (closedBall (denseCandidateCenter T n (ij, j)) (denseCandidateRadius T (ij, j))) - · obtain ⟨j, hj, hmass⟩ := hs - exact Or.inl ⟨(ij, j), Finset.mem_filter.mpr - ⟨Finset.mem_product.mpr ⟨hij, hj⟩, hmass⟩, hn j hj ij hzcell⟩ - · refine Or.inr ⟨ij, hij, ⟨⟨z, hz.2, hzcell⟩, ?_⟩, hzcell⟩ - intro j hj - exact lt_of_not_ge (fun hmass => hs ⟨j, hj, hmass⟩) - -lemma denseCandidate_disk_subset {R T κ b c v : ℝ} (hT : 0 ≤ T) {K : Set ℂ} - (hK : K ⊆ closedBall 0 R) {n : ℕ} {γ : ℝ≥0 → ℂ} {i : DenseCandidateIndex} - (hi : i ∈ denseCandidateIndices R T K κ b c v n γ) : - closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i) ⊆ closedBall 0 (R + 3) := by - have hheight : ∀ z ∈ K, -R ≤ z.im := by - intro z hz - have hn : ‖z‖ ≤ R := by simpa only [mem_closedBall, dist_zero_right] using hK hz - have him := (Complex.abs_im_le_norm z).trans hn - exact (abs_le.mp him).1 - have hcenter := (retainedCoverGrid_center_bounds hK hheight (denseCandidate_mem hi).1).1 - have hrn : coverRadius T n ≤ 1 := Real.exp_le_one_iff.mpr (by - have hp := mul_nonneg hT (Nat.cast_nonneg n) - linarith) - intro z hz - have ht := dist_triangle z (denseCandidateCenter T n i) 0 - have hr := denseCandidateRadius_le_one hT i - change dist z 0 ≤ R + 3 - change dist z (denseCandidateCenter T n i) ≤ denseCandidateRadius T i at hz - change ‖denseCandidateCenter T n i‖ ≤ R + 2 * coverRadius T n at hcenter - simp only [dist_zero_right] at ht ⊢ - linarith - -def denseCoverDiameter (T : ℝ) (n : ℕ) : ℝ≥0∞ := - ENNReal.ofReal (max (8 * Real.exp (-1) * coverRadius T (n / 3)) (4 * coverRadius T n)) - -lemma denseCoverDiameter_tendsto_zero {T : ℝ} (hT : 0 < T) : - Tendsto (denseCoverDiameter T) atTop (𝓝 0) := - cover_diameter_tendsto_zero hT (8 * Real.exp (-1)) 4 - -lemma denseCandidate_enlarged_diameter {R T κ b c v : ℝ} (hT : 0 ≤ T) {K : Set ℂ} - {n : ℕ} {γ : ℝ≥0 → ℂ} {i : DenseCandidateIndex} - (hi : i ∈ denseCandidateIndices R T K κ b c v n γ) : - ediam (closedBall (denseCandidateCenter T n i) (4 * denseCandidateRadius T i)) ≤ - denseCoverDiameter T n := by - apply (ediam_le_of_forall_dist_le ?_).trans (ENNReal.ofReal_le_ofReal (le_max_left _ _)) - intro x hx y hy - have ht := dist_triangle x (denseCandidateCenter T n i) y - have hx' : dist x (denseCandidateCenter T n i) ≤ 4 * denseCandidateRadius T i := hx - have hy' : dist (denseCandidateCenter T n i) y ≤ 4 * denseCandidateRadius T i := by - change dist y (denseCandidateCenter T n i) ≤ 4 * denseCandidateRadius T i at hy - simpa only [dist_comm] using hy - have hr := coverRadius_window_upper hT (denseCandidate_mem hi).2.1 - have he := Real.exp_pos (-1) - dsimp only [denseCandidateRadius] at hx' hy' - nlinarith - -lemma denseFineCell_diameter (T : ℝ) (n : ℕ) (ij : ℤ × ℤ) : - ediam (denseFineCell T n ij) ≤ denseCoverDiameter T n := - (coverGrid_cell_diameter (coverRadius_pos T n) ij).trans - (ENNReal.ofReal_le_ofReal (le_max_right _ _)) - - -local instance denseCandidatePathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance denseCandidatePathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -theorem denseMissedCell_measurable - {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) - (κ T b c v : ℝ) (n : ℕ) (ij : ℤ × ℤ) : - MeasurableSet {ω | denseMissedCell κ T b c v n ij (f ω)} := by - have hm := measurableSet_visited_without_candidate f hf κ v (coverTestWindow n) - (fun j => closedBall (denseCandidateCenter T n (ij, j)) (denseCandidateRadius T (ij, j))) - (fun j => denseCandidateThreshold κ T b c n (ij, j)) - (Q := denseFineCell T n ij) isClosed_closedBall - convert hm using 1 - ext ω - simp only [denseMissedCell, mem_ofPred_eq, Set.Nonempty, mem_inter_iff, mem_range] - constructor - · rintro ⟨⟨z, ⟨t, rfl⟩, hz⟩, hh⟩ - exact ⟨⟨t, hz⟩, hh⟩ - · rintro ⟨⟨t, ht⟩, hh⟩ - exact ⟨⟨f ω t, ⟨t, rfl⟩, ht⟩, hh⟩ - -lemma extendedGauge_closedBall_le {h : ℝ → ℝ} (hh : IsGauge h) - (z : ℂ) {r : ℝ} (hr : 0 ≤ r) : - extendedGauge h (ediam (closedBall z r)) ≤ ENNReal.ofReal (h (2 * r)) := by - have hd : ediam (closedBall z r) ≤ ENNReal.ofReal (2 * r) := by - apply ediam_le_of_forall_dist_le - intro x hx y hy - have hx' : dist x z ≤ r := hx - have hy' : dist z y ≤ r := by - change dist y z ≤ r at hy - simpa only [dist_comm] using hy - exact (dist_triangle x z y).trans (by linarith) - have hdR : (ediam (closedBall z r)).toReal ≤ 2 * r := by - exact (ENNReal.toReal_mono ENNReal.ofReal_ne_top hd).trans_eq - (ENNReal.toReal_ofReal (by positivity)) - exact ENNReal.ofReal_le_ofReal - (hh.monotoneOn ENNReal.toReal_nonneg (show 0 ≤ 2 * r by positivity) hdR) - -/-- The prescribed integer multiplicity pays the logarithmic correction of -all selected disks, uniformly throughout the window. -/ -theorem denseCandidate_eventual_gauge_charge - {κ T b c : ℝ} (hκ8 : κ < 8) (hT : 0 < T) (hb : 0 < b) (hc : 0 < c) - {h : ℝ → ℝ} (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) : - ∃ C : ℝ≥0, 0 < C ∧ ∀ᶠ n : ℕ in atTop, - ∀ (R : ℝ) (K : Set ℂ) (v : ℝ) (γ : ℝ≥0 → ℂ) i, - i ∈ denseCandidateIndices R T K κ b c v n γ → - extendedGauge h (ediam (closedBall (denseCandidateCenter T n i) - (4 * denseCandidateRadius T i))) ≤ - (C : ℝ≥0∞) * wholeSausageCharge κ γ v - (closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i)) := by - have hp : 0 ≤ codimension κ := by dsimp [codimension, dimension]; linarith - obtain ⟨A, hA, hbound⟩ := CoverGaugeBounds.eventual_window_bound hκ8 - (mul_pos (by norm_num : (0 : ℝ) < 8) (Real.exp_pos (-1))) hT hf - let L := b * (Real.exp (-1)) ^ dimension κ * (c / 2) ^ codimension κ - have hL : 0 < L := by dsimp only [L]; positivity - let C : ℝ≥0 := ⟨A / L, (div_pos hA hL).le⟩ - refine ⟨C, div_pos hA hL, ?_⟩ - filter_upwards [hbound, coverMultiplicity_mass_lower hc hp, - eventually_ge_atTop (12 : ℕ)] with n hn hmass hn12 - intro R K v γ i hi - have hj := (denseCandidate_mem hi).2.1 - have hjlow : (n : ℝ) / 4 ≤ (i.2 : ℝ) := by - have hnI : n / 3 ≤ i.2 := (Finset.mem_Icc.mp hj).1 - have hfour : n ≤ 4 * i.2 := by omega - have hfourR : (n : ℝ) ≤ 4 * i.2 := by exact_mod_cast hfour - linarith - have hjhigh : i.2 ≤ n := by - have hnI := (Finset.mem_Icc.mp hj).2 - omega - have hg := hn i.2 hjlow hjhigh - change h (8 * Real.exp (-1) * coverRadius T i.2) ≤ - A * coverRadius T i.2 ^ dimension κ * (Real.log (n : ℝ)) ^ (codimension κ / 2) at hg - have hscale : L * (coverRadius T i.2 ^ dimension κ * - (Real.log (n : ℝ)) ^ (codimension κ / 2)) ≤ denseCandidateThreshold κ T b c n i := by - unfold denseCandidateThreshold denseCandidateRadius - rw [Real.mul_rpow (Real.exp_pos _).le (coverRadius_pos _ _).le] - calc - _ = (b * Real.exp (-1) ^ dimension κ * coverRadius T i.2 ^ dimension κ) * - ((c / 2) ^ codimension κ * (Real.log (n : ℝ)) ^ (codimension κ / 2)) := by - dsimp only [L] - ring - _ ≤ (b * Real.exp (-1) ^ dimension κ * coverRadius T i.2 ^ dimension κ) * - (coverMultiplicity c n : ℝ) ^ codimension κ := - mul_le_mul_of_nonneg_left hmass - (mul_nonneg (mul_nonneg hb.le (Real.rpow_nonneg (Real.exp_pos _).le _)) - (Real.rpow_nonneg (coverRadius_pos _ _).le _)) - _ = _ := by ring - have hreal : h (8 * denseCandidateRadius T i) ≤ (C : ℝ) * denseCandidateThreshold κ T b c n i := by - calc - _ = h (8 * Real.exp (-1) * coverRadius T i.2) := by congr 1; simp only [denseCandidateRadius]; ring - _ ≤ A * coverRadius T i.2 ^ dimension κ * (Real.log (n : ℝ)) ^ (codimension κ / 2) := hg - _ = (C : ℝ) * (L * (coverRadius T i.2 ^ dimension κ * - (Real.log (n : ℝ)) ^ (codimension κ / 2))) := by - change _ = A / L * _ - field_simp - _ ≤ _ := mul_le_mul_of_nonneg_left hscale C.2 - calc - _ ≤ ENNReal.ofReal (h (8 * denseCandidateRadius T i)) := by - have he : 2 * (4 * denseCandidateRadius T i) = 8 * denseCandidateRadius T i := by ring - simpa only [he] using extendedGauge_closedBall_le hh (denseCandidateCenter T n i) - (r := 4 * denseCandidateRadius T i) (by positivity [denseCandidateRadius_pos T i]) - _ ≤ ENNReal.ofReal ((C : ℝ) * denseCandidateThreshold κ T b c n i) := ENNReal.ofReal_le_ofReal hreal - _ = (C : ℝ≥0∞) * ENNReal.ofReal (denseCandidateThreshold κ T b c n i) := by - have hC : ENNReal.ofReal (C : ℝ) = (C : ℝ≥0∞) := ENNReal.ofReal_coe_nnreal - exact (ENNReal.ofReal_mul C.2).trans (congrArg - (fun t : ℝ≥0∞ => t * ENNReal.ofReal (denseCandidateThreshold κ T b c n i)) hC) - _ ≤ _ := mul_le_mul' le_rfl (denseCandidate_mem hi).2.2 - -/-- The cost of each fine cleanup cell has the matching explicit-gauge -factor, independent of the cell center. -/ -theorem denseFineCell_eventual_gauge_bound - {κ T : ℝ} (hκ8 : κ < 8) (hT : 0 < T) - {h : ℝ → ℝ} (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) : - ∃ A : ℝ, 0 < A ∧ ∀ᶠ n : ℕ in atTop, ∀ ij : ℤ × ℤ, - extendedGauge h (ediam (denseFineCell T n ij)) ≤ - ENNReal.ofReal (A * coverRadius T n ^ dimension κ * - (Real.log (n : ℝ)) ^ (codimension κ / 2)) := by - obtain ⟨A, hA, hbound⟩ := CoverGaugeBounds.eventual_window_bound hκ8 (by norm_num : (0 : ℝ) < 4) hT hf - refine ⟨A, hA, ?_⟩ - filter_upwards [hbound] with n hn - intro ij - have hg := hn n (by have hn0 : (0 : ℝ) ≤ n := Nat.cast_nonneg n; linarith) le_rfl - change h (4 * coverRadius T n) ≤ _ at hg - have he : 2 * (2 * coverRadius T n) = 4 * coverRadius T n := by ring - have hd : extendedGauge h (ediam (denseFineCell T n ij)) ≤ - ENNReal.ofReal (h (4 * coverRadius T n)) := by - simpa only [denseFineCell, he] using - (extendedGauge_closedBall_le hh (coverGridCenter (coverRadius T n) ij) - (r := 2 * coverRadius T n) (by positivity [coverRadius_pos T n])) - exact hd.trans (ENNReal.ofReal_le_ofReal hg) - -/-- The six concrete geometric hypotheses of the expected-cover reduction, -with one constant and one sufficiently late cutoff for every path and mesh. -/ -theorem dense_candidate_cover_geometry - {κ R T b c : ℝ} (hκ8 : κ < 8) (hR : 0 ≤ R) (hT : 0 < T) - (hb : 0 < b) (hc : 0 < c) {K : Set ℂ} (hK : K ⊆ closedBall 0 R) - {h : ℝ → ℝ} (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) : - ∃ C : ℝ≥0, 0 < C ∧ ∀ᶠ n : ℕ in atTop, ∀ (v : ℝ) (γ : ℝ≥0 → ℂ), - (∀ i ∈ denseCandidateIndices R T K κ b c v n γ, denseCandidateRadius T i ≤ R + 3) ∧ - (∀ i ∈ denseCandidateIndices R T K κ b c v n γ, - closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i) ⊆ closedBall 0 (R + 3)) ∧ - (∀ i ∈ denseCandidateIndices R T K κ b c v n γ, - extendedGauge h (ediam (closedBall (denseCandidateCenter T n i) (4 * denseCandidateRadius T i))) ≤ - (C : ℝ≥0∞) * wholeSausageCharge κ γ v - (closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i))) ∧ - (∀ i ∈ denseCandidateIndices R T K κ b c v n γ, - ediam (closedBall (denseCandidateCenter T n i) (4 * denseCandidateRadius T i)) ≤ denseCoverDiameter T n) ∧ - (∀ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, - ediam (denseFineCell T n ij) ≤ denseCoverDiameter T n) ∧ - (∀ z ∈ K ∩ range γ, - (∃ i ∈ denseCandidateIndices R T K κ b c v n γ, - z ∈ closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i)) ∨ - ∃ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, - denseMissedCell κ T b c v n ij γ ∧ z ∈ denseFineCell T n ij) := by - obtain ⟨C, hC, hcharge⟩ := denseCandidate_eventual_gauge_charge hκ8 hT hb hc hh hf - refine ⟨C, hC, ?_⟩ - filter_upwards [hcharge, dense_candidates_and_missed_cover hR hT hK κ b c] with n hn hcover - intro v γ - refine ⟨?_, ?_, hn R K v γ, ?_, ?_, hcover v γ⟩ - · intro i _ - exact (denseCandidateRadius_le_one hT.le i).trans (by linarith) - · exact fun _ hi => denseCandidate_disk_subset hT.le hK hi - · exact fun _ hi => denseCandidate_enlarged_diameter hT.le hi - · exact fun ij _ => denseFineCell_diameter T n ij - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.CoverGrid +import OAI.Probability.SLE.Gauge.CoverSchedule +import OAI.Probability.SLE.Gauge.CoverGaugeBounds +import OAI.Probability.SLE.Gauge.DenseCoverUpperReduction + +namespace OAI + +/-! The actual finite terminal-sausage candidates and missed cells in the +explicit-gauge cover. All selections here are deterministic at one mesh. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +abbrev DenseCandidateIndex := (ℤ × ℤ) × ℕ + +def denseCandidateCenter (T : ℝ) (n : ℕ) (i : DenseCandidateIndex) : ℂ := + coverGridCenter (coverRadius T n) i.1 + +def denseCandidateRadius (T : ℝ) (i : DenseCandidateIndex) : ℝ := + Real.exp (-1) * coverRadius T i.2 + +def denseCandidateThreshold (κ T b c : ℝ) (n : ℕ) (i : DenseCandidateIndex) : ℝ := + b * denseCandidateRadius T i ^ dimension κ * (coverMultiplicity c n : ℝ) ^ codimension κ + +def denseCandidateIndices (R T : ℝ) (K : Set ℂ) (κ b c v : ℝ) + (n : ℕ) (γ : ℝ≥0 → ℂ) : Finset DenseCandidateIndex := by + classical + exact ((retainedCoverGridIndex R (coverRadius T n) K) ×ˢ coverTestWindow n).filter + (fun i => ENNReal.ofReal (denseCandidateThreshold κ T b c n i) ≤ + wholeSausageCharge κ γ v (closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i))) + +def denseFineCell (T : ℝ) (n : ℕ) (ij : ℤ × ℤ) : Set ℂ := + closedBall (coverGridCenter (coverRadius T n) ij) (2 * coverRadius T n) + +def denseMissedCell (κ T b c v : ℝ) (n : ℕ) (ij : ℤ × ℤ) + (γ : ℝ≥0 → ℂ) : Prop := + (range γ ∩ denseFineCell T n ij).Nonempty ∧ + ∀ j ∈ coverTestWindow n, + wholeSausageCharge κ γ v + (closedBall (denseCandidateCenter T n (ij, j)) (denseCandidateRadius T (ij, j))) < + ENNReal.ofReal (denseCandidateThreshold κ T b c n (ij, j)) + +lemma denseCandidate_mem {R T κ b c v : ℝ} {K : Set ℂ} {n : ℕ} + {γ : ℝ≥0 → ℂ} {i : DenseCandidateIndex} + (hi : i ∈ denseCandidateIndices R T K κ b c v n γ) : + i.1 ∈ retainedCoverGridIndex R (coverRadius T n) K ∧ i.2 ∈ coverTestWindow n ∧ + ENNReal.ofReal (denseCandidateThreshold κ T b c n i) ≤ + wholeSausageCharge κ γ v (closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i)) := by + classical + exact ⟨(Finset.mem_product.mp (Finset.mem_filter.mp hi).1).1, + (Finset.mem_product.mp (Finset.mem_filter.mp hi).1).2, (Finset.mem_filter.mp hi).2⟩ + +lemma denseCandidateRadius_pos (T : ℝ) (i : DenseCandidateIndex) : + 0 < denseCandidateRadius T i := mul_pos (Real.exp_pos _) (coverRadius_pos _ _) + +lemma denseCandidateRadius_le_one {T : ℝ} (hT : 0 ≤ T) (i : DenseCandidateIndex) : + denseCandidateRadius T i ≤ 1 := by + have hr : coverRadius T i.2 ≤ 1 := by + apply Real.exp_le_one_iff.mpr + exact mul_nonpos_of_nonpos_of_nonneg (neg_nonpos.mpr hT) (Nat.cast_nonneg _) + have he : Real.exp (-1) ≤ 1 := Real.exp_le_one_iff.mpr (by norm_num) + calc + _ ≤ Real.exp (-1) * 1 := mul_le_mul_of_nonneg_left hr (Real.exp_pos _).le + _ = Real.exp (-1) := mul_one _ + _ ≤ 1 := he + +/-- Every fine cell is eventually contained in every candidate disk at its +center throughout the exact window `floor(n/3)..floor(2n/3)`. -/ +theorem denseFineCell_eventually_subset_candidate {T : ℝ} (hT : 0 < T) : + ∀ᶠ n : ℕ in atTop, ∀ j ∈ coverTestWindow n, ∀ ij : ℤ × ℤ, + denseFineCell T n ij ⊆ + closedBall (denseCandidateCenter T n (ij, j)) (denseCandidateRadius T (ij, j)) := by + have hlarge : ∀ᶠ n : ℕ in atTop, 3 * (1 + Real.log 2) / T ≤ (n : ℝ) := + tendsto_natCast_atTop_atTop.eventually (eventually_ge_atTop _) + filter_upwards [hlarge] with n hn + intro j hj ij z hz + have hjn : 3 * j ≤ 2 * n := by + have hh := (Finset.mem_Icc.mp hj).2 + omega + have hjR : (3 : ℝ) * j ≤ 2 * n := by exact_mod_cast hjn + have hnT := (div_le_iff₀ hT).mp hn + have he : 2 * coverRadius T n ≤ denseCandidateRadius T (ij, j) := by + dsimp only [coverRadius, denseCandidateRadius] + rw [← Real.exp_log (by norm_num : (0 : ℝ) < 2), ← Real.exp_add, ← Real.exp_add] + apply Real.exp_le_exp.mpr + nlinarith + exact hz.trans he + +/-- The missed cells are exactly the visited retained cells with no terminal +candidate; this yields a pointwise cover without a random selection rule. -/ +theorem dense_candidates_and_missed_cover + {R T : ℝ} (hR : 0 ≤ R) (hT : 0 < T) {K : Set ℂ} (hK : K ⊆ closedBall 0 R) + (κ b c : ℝ) : + ∀ᶠ n : ℕ in atTop, ∀ (v : ℝ) (γ : ℝ≥0 → ℂ) z, z ∈ K ∩ range γ → + (∃ i ∈ denseCandidateIndices R T K κ b c v n γ, + z ∈ closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i)) ∨ + ∃ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, + denseMissedCell κ T b c v n ij γ ∧ z ∈ denseFineCell T n ij := by + classical + filter_upwards [denseFineCell_eventually_subset_candidate hT] with n hn + intro v γ z hz + obtain ⟨ij, hij, hzcell⟩ := mem_iUnion₂.mp + (retainedCoverGrid_covers hR (coverRadius_pos T n) hK hz.1) + by_cases hs : ∃ j ∈ coverTestWindow n, + ENNReal.ofReal (denseCandidateThreshold κ T b c n (ij, j)) ≤ + wholeSausageCharge κ γ v + (closedBall (denseCandidateCenter T n (ij, j)) (denseCandidateRadius T (ij, j))) + · obtain ⟨j, hj, hmass⟩ := hs + exact Or.inl ⟨(ij, j), Finset.mem_filter.mpr + ⟨Finset.mem_product.mpr ⟨hij, hj⟩, hmass⟩, hn j hj ij hzcell⟩ + · refine Or.inr ⟨ij, hij, ⟨⟨z, hz.2, hzcell⟩, ?_⟩, hzcell⟩ + intro j hj + exact lt_of_not_ge (fun hmass => hs ⟨j, hj, hmass⟩) + +lemma denseCandidate_disk_subset {R T κ b c v : ℝ} (hT : 0 ≤ T) {K : Set ℂ} + (hK : K ⊆ closedBall 0 R) {n : ℕ} {γ : ℝ≥0 → ℂ} {i : DenseCandidateIndex} + (hi : i ∈ denseCandidateIndices R T K κ b c v n γ) : + closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i) ⊆ closedBall 0 (R + 3) := by + have hheight : ∀ z ∈ K, -R ≤ z.im := by + intro z hz + have hn : ‖z‖ ≤ R := by simpa only [mem_closedBall, dist_zero_right] using hK hz + have him := (Complex.abs_im_le_norm z).trans hn + exact (abs_le.mp him).1 + have hcenter := (retainedCoverGrid_center_bounds hK hheight (denseCandidate_mem hi).1).1 + have hrn : coverRadius T n ≤ 1 := Real.exp_le_one_iff.mpr (by + have hp := mul_nonneg hT (Nat.cast_nonneg n) + linarith) + intro z hz + have ht := dist_triangle z (denseCandidateCenter T n i) 0 + have hr := denseCandidateRadius_le_one hT i + change dist z 0 ≤ R + 3 + change dist z (denseCandidateCenter T n i) ≤ denseCandidateRadius T i at hz + change ‖denseCandidateCenter T n i‖ ≤ R + 2 * coverRadius T n at hcenter + simp only [dist_zero_right] at ht ⊢ + linarith + +def denseCoverDiameter (T : ℝ) (n : ℕ) : ℝ≥0∞ := + ENNReal.ofReal (max (8 * Real.exp (-1) * coverRadius T (n / 3)) (4 * coverRadius T n)) + +lemma denseCoverDiameter_tendsto_zero {T : ℝ} (hT : 0 < T) : + Tendsto (denseCoverDiameter T) atTop (𝓝 0) := + cover_diameter_tendsto_zero hT (8 * Real.exp (-1)) 4 + +lemma denseCandidate_enlarged_diameter {R T κ b c v : ℝ} (hT : 0 ≤ T) {K : Set ℂ} + {n : ℕ} {γ : ℝ≥0 → ℂ} {i : DenseCandidateIndex} + (hi : i ∈ denseCandidateIndices R T K κ b c v n γ) : + ediam (closedBall (denseCandidateCenter T n i) (4 * denseCandidateRadius T i)) ≤ + denseCoverDiameter T n := by + apply (ediam_le_of_forall_dist_le ?_).trans (ENNReal.ofReal_le_ofReal (le_max_left _ _)) + intro x hx y hy + have ht := dist_triangle x (denseCandidateCenter T n i) y + have hx' : dist x (denseCandidateCenter T n i) ≤ 4 * denseCandidateRadius T i := hx + have hy' : dist (denseCandidateCenter T n i) y ≤ 4 * denseCandidateRadius T i := by + change dist y (denseCandidateCenter T n i) ≤ 4 * denseCandidateRadius T i at hy + simpa only [dist_comm] using hy + have hr := coverRadius_window_upper hT (denseCandidate_mem hi).2.1 + have he := Real.exp_pos (-1) + dsimp only [denseCandidateRadius] at hx' hy' + nlinarith + +lemma denseFineCell_diameter (T : ℝ) (n : ℕ) (ij : ℤ × ℤ) : + ediam (denseFineCell T n ij) ≤ denseCoverDiameter T n := + (coverGrid_cell_diameter (coverRadius_pos T n) ij).trans + (ENNReal.ofReal_le_ofReal (le_max_right _ _)) + + +local instance denseCandidatePathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance denseCandidatePathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem denseMissedCell_measurable + {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (κ T b c v : ℝ) (n : ℕ) (ij : ℤ × ℤ) : + MeasurableSet {ω | denseMissedCell κ T b c v n ij (f ω)} := by + have hm := measurableSet_visited_without_candidate f hf κ v (coverTestWindow n) + (fun j => closedBall (denseCandidateCenter T n (ij, j)) (denseCandidateRadius T (ij, j))) + (fun j => denseCandidateThreshold κ T b c n (ij, j)) + (Q := denseFineCell T n ij) isClosed_closedBall + convert hm using 1 + ext ω + simp only [denseMissedCell, mem_ofPred_eq, Set.Nonempty, mem_inter_iff, mem_range] + constructor + · rintro ⟨⟨z, ⟨t, rfl⟩, hz⟩, hh⟩ + exact ⟨⟨t, hz⟩, hh⟩ + · rintro ⟨⟨t, ht⟩, hh⟩ + exact ⟨⟨f ω t, ⟨t, rfl⟩, ht⟩, hh⟩ + +lemma extendedGauge_closedBall_le {h : ℝ → ℝ} (hh : IsGauge h) + (z : ℂ) {r : ℝ} (hr : 0 ≤ r) : + extendedGauge h (ediam (closedBall z r)) ≤ ENNReal.ofReal (h (2 * r)) := by + have hd : ediam (closedBall z r) ≤ ENNReal.ofReal (2 * r) := by + apply ediam_le_of_forall_dist_le + intro x hx y hy + have hx' : dist x z ≤ r := hx + have hy' : dist z y ≤ r := by + change dist y z ≤ r at hy + simpa only [dist_comm] using hy + exact (dist_triangle x z y).trans (by linarith) + have hdR : (ediam (closedBall z r)).toReal ≤ 2 * r := by + exact (ENNReal.toReal_mono ENNReal.ofReal_ne_top hd).trans_eq + (ENNReal.toReal_ofReal (by positivity)) + exact ENNReal.ofReal_le_ofReal + (hh.monotoneOn ENNReal.toReal_nonneg (show 0 ≤ 2 * r by positivity) hdR) + +/-- The prescribed integer multiplicity pays the logarithmic correction of +all selected disks, uniformly throughout the window. -/ +theorem denseCandidate_eventual_gauge_charge + {κ T b c : ℝ} (hκ8 : κ < 8) (hT : 0 < T) (hb : 0 < b) (hc : 0 < c) + {h : ℝ → ℝ} (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) : + ∃ C : ℝ≥0, 0 < C ∧ ∀ᶠ n : ℕ in atTop, + ∀ (R : ℝ) (K : Set ℂ) (v : ℝ) (γ : ℝ≥0 → ℂ) i, + i ∈ denseCandidateIndices R T K κ b c v n γ → + extendedGauge h (ediam (closedBall (denseCandidateCenter T n i) + (4 * denseCandidateRadius T i))) ≤ + (C : ℝ≥0∞) * wholeSausageCharge κ γ v + (closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i)) := by + have hp : 0 ≤ codimension κ := by dsimp [codimension, dimension]; linarith + obtain ⟨A, hA, hbound⟩ := CoverGaugeBounds.eventual_window_bound hκ8 + (mul_pos (by norm_num : (0 : ℝ) < 8) (Real.exp_pos (-1))) hT hf + let L := b * (Real.exp (-1)) ^ dimension κ * (c / 2) ^ codimension κ + have hL : 0 < L := by dsimp only [L]; positivity + let C : ℝ≥0 := ⟨A / L, (div_pos hA hL).le⟩ + refine ⟨C, div_pos hA hL, ?_⟩ + filter_upwards [hbound, coverMultiplicity_mass_lower hc hp, + eventually_ge_atTop (12 : ℕ)] with n hn hmass hn12 + intro R K v γ i hi + have hj := (denseCandidate_mem hi).2.1 + have hjlow : (n : ℝ) / 4 ≤ (i.2 : ℝ) := by + have hnI : n / 3 ≤ i.2 := (Finset.mem_Icc.mp hj).1 + have hfour : n ≤ 4 * i.2 := by omega + have hfourR : (n : ℝ) ≤ 4 * i.2 := by exact_mod_cast hfour + linarith + have hjhigh : i.2 ≤ n := by + have hnI := (Finset.mem_Icc.mp hj).2 + omega + have hg := hn i.2 hjlow hjhigh + change h (8 * Real.exp (-1) * coverRadius T i.2) ≤ + A * coverRadius T i.2 ^ dimension κ * (Real.log (n : ℝ)) ^ (codimension κ / 2) at hg + have hscale : L * (coverRadius T i.2 ^ dimension κ * + (Real.log (n : ℝ)) ^ (codimension κ / 2)) ≤ denseCandidateThreshold κ T b c n i := by + unfold denseCandidateThreshold denseCandidateRadius + rw [Real.mul_rpow (Real.exp_pos _).le (coverRadius_pos _ _).le] + calc + _ = (b * Real.exp (-1) ^ dimension κ * coverRadius T i.2 ^ dimension κ) * + ((c / 2) ^ codimension κ * (Real.log (n : ℝ)) ^ (codimension κ / 2)) := by + dsimp only [L] + ring + _ ≤ (b * Real.exp (-1) ^ dimension κ * coverRadius T i.2 ^ dimension κ) * + (coverMultiplicity c n : ℝ) ^ codimension κ := + mul_le_mul_of_nonneg_left hmass + (mul_nonneg (mul_nonneg hb.le (Real.rpow_nonneg (Real.exp_pos _).le _)) + (Real.rpow_nonneg (coverRadius_pos _ _).le _)) + _ = _ := by ring + have hreal : h (8 * denseCandidateRadius T i) ≤ (C : ℝ) * denseCandidateThreshold κ T b c n i := by + calc + _ = h (8 * Real.exp (-1) * coverRadius T i.2) := by congr 1; simp only [denseCandidateRadius]; ring + _ ≤ A * coverRadius T i.2 ^ dimension κ * (Real.log (n : ℝ)) ^ (codimension κ / 2) := hg + _ = (C : ℝ) * (L * (coverRadius T i.2 ^ dimension κ * + (Real.log (n : ℝ)) ^ (codimension κ / 2))) := by + change _ = A / L * _ + field_simp + _ ≤ _ := mul_le_mul_of_nonneg_left hscale C.2 + calc + _ ≤ ENNReal.ofReal (h (8 * denseCandidateRadius T i)) := by + have he : 2 * (4 * denseCandidateRadius T i) = 8 * denseCandidateRadius T i := by ring + simpa only [he] using extendedGauge_closedBall_le hh (denseCandidateCenter T n i) + (r := 4 * denseCandidateRadius T i) (by positivity [denseCandidateRadius_pos T i]) + _ ≤ ENNReal.ofReal ((C : ℝ) * denseCandidateThreshold κ T b c n i) := ENNReal.ofReal_le_ofReal hreal + _ = (C : ℝ≥0∞) * ENNReal.ofReal (denseCandidateThreshold κ T b c n i) := by + have hC : ENNReal.ofReal (C : ℝ) = (C : ℝ≥0∞) := ENNReal.ofReal_coe_nnreal + exact (ENNReal.ofReal_mul C.2).trans (congrArg + (fun t : ℝ≥0∞ => t * ENNReal.ofReal (denseCandidateThreshold κ T b c n i)) hC) + _ ≤ _ := mul_le_mul' le_rfl (denseCandidate_mem hi).2.2 + +/-- The cost of each fine cleanup cell has the matching explicit-gauge +factor, independent of the cell center. -/ +theorem denseFineCell_eventual_gauge_bound + {κ T : ℝ} (hκ8 : κ < 8) (hT : 0 < T) + {h : ℝ → ℝ} (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) : + ∃ A : ℝ, 0 < A ∧ ∀ᶠ n : ℕ in atTop, ∀ ij : ℤ × ℤ, + extendedGauge h (ediam (denseFineCell T n ij)) ≤ + ENNReal.ofReal (A * coverRadius T n ^ dimension κ * + (Real.log (n : ℝ)) ^ (codimension κ / 2)) := by + obtain ⟨A, hA, hbound⟩ := CoverGaugeBounds.eventual_window_bound hκ8 (by norm_num : (0 : ℝ) < 4) hT hf + refine ⟨A, hA, ?_⟩ + filter_upwards [hbound] with n hn + intro ij + have hg := hn n (by have hn0 : (0 : ℝ) ≤ n := Nat.cast_nonneg n; linarith) le_rfl + change h (4 * coverRadius T n) ≤ _ at hg + have he : 2 * (2 * coverRadius T n) = 4 * coverRadius T n := by ring + have hd : extendedGauge h (ediam (denseFineCell T n ij)) ≤ + ENNReal.ofReal (h (4 * coverRadius T n)) := by + simpa only [denseFineCell, he] using + (extendedGauge_closedBall_le hh (coverGridCenter (coverRadius T n) ij) + (r := 2 * coverRadius T n) (by positivity [coverRadius_pos T n])) + exact hd.trans (ENNReal.ofReal_le_ofReal hg) + +/-- The six concrete geometric hypotheses of the expected-cover reduction, +with one constant and one sufficiently late cutoff for every path and mesh. -/ +theorem dense_candidate_cover_geometry + {κ R T b c : ℝ} (hκ8 : κ < 8) (hR : 0 ≤ R) (hT : 0 < T) + (hb : 0 < b) (hc : 0 < c) {K : Set ℂ} (hK : K ⊆ closedBall 0 R) + {h : ℝ → ℝ} (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) : + ∃ C : ℝ≥0, 0 < C ∧ ∀ᶠ n : ℕ in atTop, ∀ (v : ℝ) (γ : ℝ≥0 → ℂ), + (∀ i ∈ denseCandidateIndices R T K κ b c v n γ, denseCandidateRadius T i ≤ R + 3) ∧ + (∀ i ∈ denseCandidateIndices R T K κ b c v n γ, + closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i) ⊆ closedBall 0 (R + 3)) ∧ + (∀ i ∈ denseCandidateIndices R T K κ b c v n γ, + extendedGauge h (ediam (closedBall (denseCandidateCenter T n i) (4 * denseCandidateRadius T i))) ≤ + (C : ℝ≥0∞) * wholeSausageCharge κ γ v + (closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i))) ∧ + (∀ i ∈ denseCandidateIndices R T K κ b c v n γ, + ediam (closedBall (denseCandidateCenter T n i) (4 * denseCandidateRadius T i)) ≤ denseCoverDiameter T n) ∧ + (∀ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, + ediam (denseFineCell T n ij) ≤ denseCoverDiameter T n) ∧ + (∀ z ∈ K ∩ range γ, + (∃ i ∈ denseCandidateIndices R T K κ b c v n γ, + z ∈ closedBall (denseCandidateCenter T n i) (denseCandidateRadius T i)) ∨ + ∃ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, + denseMissedCell κ T b c v n ij γ ∧ z ∈ denseFineCell T n ij) := by + obtain ⟨C, hC, hcharge⟩ := denseCandidate_eventual_gauge_charge hκ8 hT hb hc hh hf + refine ⟨C, hC, ?_⟩ + filter_upwards [hcharge, dense_candidates_and_missed_cover hR hT hK κ b c] with n hn hcover + intro v γ + refine ⟨?_, ?_, hn R K v γ, ?_, ?_, hcover v γ⟩ + · intro i _ + exact (denseCandidateRadius_le_one hT.le i).trans (by linarith) + · exact fun _ hi => denseCandidate_disk_subset hT.le hK hi + · exact fun _ hi => denseCandidate_enlarged_diameter hT.le hi + · exact fun ij _ => denseFineCell_diameter T n ij + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DenseCoverAdaptedTests.lean b/lean/OAI/Probability/SLE/Gauge/DenseCoverAdaptedTests.lean index 7c7b572d54b6c1322e63781bf3c9a4475a6c7593..9774bcedd68efa5795c4930877433a6079ee9cc4 100644 --- a/lean/OAI/Probability/SLE/Gauge/DenseCoverAdaptedTests.lean +++ b/lean/OAI/Probability/SLE/Gauge/DenseCoverAdaptedTests.lean @@ -1,112 +1,112 @@ -import OAI.Probability.SLE.Gauge.DenseVisitNumerics - -namespace OAI - -/-! Adapted dense-visit tests at the manuscript's actual logarithmic -multiplicity and linear index window. This proves the failure calculation -without independence between the tests. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -theorem complement_inter_bound_of_success_lower - {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] - {B E : Set Ω} (hE : MeasurableSet E) {p : ℝ} (hp : 0 ≤ p) (hp1 : p ≤ 1) - (hsuccess : ENNReal.ofReal p * μ B ≤ μ (B ∩ E)) : - μ (B ∩ Eᶜ) ≤ ENNReal.ofReal (1 - p) * μ B := by - have he := congrArg ENNReal.toReal (measure_sdiff_add_inter (μ := μ) B hE) - rw [ENNReal.toReal_add (measure_ne_top _ _) (measure_ne_top _ _)] at he - have hs := ENNReal.toReal_mono (measure_ne_top _ _) hsuccess - rw [ENNReal.toReal_mul, ENNReal.toReal_ofReal hp] at hs - apply (ENNReal.toReal_le_toReal (measure_ne_top _ _) - (ENNReal.mul_ne_top ENNReal.ofReal_ne_top (measure_ne_top _ _))).mp - rw [ENNReal.toReal_mul, ENNReal.toReal_ofReal (sub_nonneg.mpr hp1)] - rw [Set.sdiff_eq] at he - nlinarith - -/-- The exact finite window can start at any filtration index. -/ -theorem adapted_failures_Icc_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) - (F : Filtration ℕ mΩ) (failure : ℕ → Set Ω) - (hmeas : ∀ j, MeasurableSet[F (j + 1)] (failure j)) - (q : ℝ≥0∞) - (hstep : ∀ j (B : Set Ω), MeasurableSet[F j] B → - μ (B ∩ failure j) ≤ q * μ B) - (a b : ℕ) (hab : a ≤ b) : - μ (⋂ j ∈ Finset.Icc a b, failure j) ≤ q ^ (b + 1 - a) * μ univ := by - let F' : Filtration ℕ mΩ := - ⟨fun j => F (a + j), fun _ _ h => F.mono (Nat.add_le_add_left h a), - fun j => F.le (a + j)⟩ - have hh := adapted_failures_bound μ F' (fun j => failure (a + j)) - (fun j => by simpa only [F', Nat.add_assoc] using hmeas (a + j)) q - (fun j B hB => hstep (a + j) B hB) (b + 1 - a) - have he : (⋂ j ∈ Finset.range (b + 1 - a), failure (a + j)) = - ⋂ j ∈ Finset.Icc a b, failure j := by - ext ω - simp only [mem_iInter, Finset.mem_range, Finset.mem_Icc] - constructor - · intro h j hj - have heq : a + (j - a) = j := by omega - simpa only [heq] using h (j - a) (by omega) - · intro h j hj - exact h (a + j) ⟨by omega, by omega⟩ - rwa [he] at hh - -/-- Conditional success bounds at the actual scale yield the stretched -exponential bound for failure of every test in the cover window. -/ -theorem cover_window_failure_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] - (F : Filtration ℕ mΩ) (success : ℕ → Set Ω) - (hmeas : ∀ j, MeasurableSet[F (j + 1)] (success j)) - (n : ℕ) (hn : 1 ≤ n) - (hstep : ∀ j (B : Set Ω), MeasurableSet[F j] B → - ENNReal.ofReal (1 / Real.sqrt (n : ℝ)) * μ B ≤ μ (B ∩ success j)) : - μ (⋂ j ∈ coverTestWindow n, (success j)ᶜ) ≤ - ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4)) := by - have hnR : (1 : ℝ) ≤ n := by exact_mod_cast hn - have hs1 : 1 ≤ Real.sqrt (n : ℝ) := by - simpa only [Real.sqrt_one] using Real.sqrt_le_sqrt hnR - have hspos : 0 < Real.sqrt (n : ℝ) := zero_lt_one.trans_le hs1 - have hp : 1 / Real.sqrt (n : ℝ) ≤ 1 := (div_le_one hspos).mpr hs1 - have hb := adapted_failures_Icc_bound μ F (fun j => (success j)ᶜ) - (fun j => (hmeas j).compl) (ENNReal.ofReal (1 - 1 / Real.sqrt (n : ℝ))) - (fun j B hB => complement_inter_bound_of_success_lower μ - (F.le (j + 1) _ (hmeas j)) (one_div_nonneg.mpr hspos.le) hp (hstep j B hB)) - (n / 3) (2 * n / 3) (by omega) - rw [measure_univ, mul_one] at hb - change μ (⋂ j ∈ coverTestWindow n, (success j)ᶜ) ≤ _ at hb - have hcard : (coverTestWindow n).card = 2 * n / 3 + 1 - n / 3 := by - simp only [coverTestWindow, Nat.card_Icc] - rw [← hcard] at hb - refine hb.trans ?_ - rw [← ENNReal.ofReal_pow (sub_nonneg.mpr hp)] - exact ENNReal.ofReal_le_ofReal - (failure_window_le_stretchedExp hnR (coverTestWindow n).card - (coverTestWindow_card_real_lower n)) - -theorem denseVisit_cover_window_failure - {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] - (F : ℕ → Filtration ℕ mΩ) (success : ℕ → ℕ → Set Ω) - (hmeas : ∀ n j, MeasurableSet[F n (j + 1)] (success n j)) - {a C c : ℝ} (ha : 0 < a) (hC : 0 ≤ C) (hc : 0 < c) - (hsmall : C * c ^ 2 ≤ 1 / 4) - (hstep : ∀ n j (B : Set Ω), MeasurableSet[F n j] B → - ENNReal.ofReal (a * Real.exp (-C * (coverMultiplicity c n : ℝ) ^ 2)) * μ B ≤ - μ (B ∩ success n j)) : - ∀ᶠ n : ℕ in atTop, - μ (⋂ j ∈ coverTestWindow n, (success n j)ᶜ) ≤ - ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4)) := by - filter_upwards [denseVisit_probability_eventually_lower ha hC hc hsmall, - eventually_ge_atTop (1 : ℕ)] with n hn hn1 - apply cover_window_failure_bound μ (F n) (success n) (hmeas n) n hn1 - intro j B hB - exact (mul_le_mul' (ENNReal.ofReal_le_ofReal hn) le_rfl).trans (hstep n j B hB) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.DenseVisitNumerics + +namespace OAI + +/-! Adapted dense-visit tests at the manuscript's actual logarithmic +multiplicity and linear index window. This proves the failure calculation +without independence between the tests. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem complement_inter_bound_of_success_lower + {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] + {B E : Set Ω} (hE : MeasurableSet E) {p : ℝ} (hp : 0 ≤ p) (hp1 : p ≤ 1) + (hsuccess : ENNReal.ofReal p * μ B ≤ μ (B ∩ E)) : + μ (B ∩ Eᶜ) ≤ ENNReal.ofReal (1 - p) * μ B := by + have he := congrArg ENNReal.toReal (measure_sdiff_add_inter (μ := μ) B hE) + rw [ENNReal.toReal_add (measure_ne_top _ _) (measure_ne_top _ _)] at he + have hs := ENNReal.toReal_mono (measure_ne_top _ _) hsuccess + rw [ENNReal.toReal_mul, ENNReal.toReal_ofReal hp] at hs + apply (ENNReal.toReal_le_toReal (measure_ne_top _ _) + (ENNReal.mul_ne_top ENNReal.ofReal_ne_top (measure_ne_top _ _))).mp + rw [ENNReal.toReal_mul, ENNReal.toReal_ofReal (sub_nonneg.mpr hp1)] + rw [Set.sdiff_eq] at he + nlinarith + +/-- The exact finite window can start at any filtration index. -/ +theorem adapted_failures_Icc_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) + (F : Filtration ℕ mΩ) (failure : ℕ → Set Ω) + (hmeas : ∀ j, MeasurableSet[F (j + 1)] (failure j)) + (q : ℝ≥0∞) + (hstep : ∀ j (B : Set Ω), MeasurableSet[F j] B → + μ (B ∩ failure j) ≤ q * μ B) + (a b : ℕ) (hab : a ≤ b) : + μ (⋂ j ∈ Finset.Icc a b, failure j) ≤ q ^ (b + 1 - a) * μ univ := by + let F' : Filtration ℕ mΩ := + ⟨fun j => F (a + j), fun _ _ h => F.mono (Nat.add_le_add_left h a), + fun j => F.le (a + j)⟩ + have hh := adapted_failures_bound μ F' (fun j => failure (a + j)) + (fun j => by simpa only [F', Nat.add_assoc] using hmeas (a + j)) q + (fun j B hB => hstep (a + j) B hB) (b + 1 - a) + have he : (⋂ j ∈ Finset.range (b + 1 - a), failure (a + j)) = + ⋂ j ∈ Finset.Icc a b, failure j := by + ext ω + simp only [mem_iInter, Finset.mem_range, Finset.mem_Icc] + constructor + · intro h j hj + have heq : a + (j - a) = j := by omega + simpa only [heq] using h (j - a) (by omega) + · intro h j hj + exact h (a + j) ⟨by omega, by omega⟩ + rwa [he] at hh + +/-- Conditional success bounds at the actual scale yield the stretched +exponential bound for failure of every test in the cover window. -/ +theorem cover_window_failure_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] + (F : Filtration ℕ mΩ) (success : ℕ → Set Ω) + (hmeas : ∀ j, MeasurableSet[F (j + 1)] (success j)) + (n : ℕ) (hn : 1 ≤ n) + (hstep : ∀ j (B : Set Ω), MeasurableSet[F j] B → + ENNReal.ofReal (1 / Real.sqrt (n : ℝ)) * μ B ≤ μ (B ∩ success j)) : + μ (⋂ j ∈ coverTestWindow n, (success j)ᶜ) ≤ + ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4)) := by + have hnR : (1 : ℝ) ≤ n := by exact_mod_cast hn + have hs1 : 1 ≤ Real.sqrt (n : ℝ) := by + simpa only [Real.sqrt_one] using Real.sqrt_le_sqrt hnR + have hspos : 0 < Real.sqrt (n : ℝ) := zero_lt_one.trans_le hs1 + have hp : 1 / Real.sqrt (n : ℝ) ≤ 1 := (div_le_one hspos).mpr hs1 + have hb := adapted_failures_Icc_bound μ F (fun j => (success j)ᶜ) + (fun j => (hmeas j).compl) (ENNReal.ofReal (1 - 1 / Real.sqrt (n : ℝ))) + (fun j B hB => complement_inter_bound_of_success_lower μ + (F.le (j + 1) _ (hmeas j)) (one_div_nonneg.mpr hspos.le) hp (hstep j B hB)) + (n / 3) (2 * n / 3) (by omega) + rw [measure_univ, mul_one] at hb + change μ (⋂ j ∈ coverTestWindow n, (success j)ᶜ) ≤ _ at hb + have hcard : (coverTestWindow n).card = 2 * n / 3 + 1 - n / 3 := by + simp only [coverTestWindow, Nat.card_Icc] + rw [← hcard] at hb + refine hb.trans ?_ + rw [← ENNReal.ofReal_pow (sub_nonneg.mpr hp)] + exact ENNReal.ofReal_le_ofReal + (failure_window_le_stretchedExp hnR (coverTestWindow n).card + (coverTestWindow_card_real_lower n)) + +theorem denseVisit_cover_window_failure + {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] + (F : ℕ → Filtration ℕ mΩ) (success : ℕ → ℕ → Set Ω) + (hmeas : ∀ n j, MeasurableSet[F n (j + 1)] (success n j)) + {a C c : ℝ} (ha : 0 < a) (hC : 0 ≤ C) (hc : 0 < c) + (hsmall : C * c ^ 2 ≤ 1 / 4) + (hstep : ∀ n j (B : Set Ω), MeasurableSet[F n j] B → + ENNReal.ofReal (a * Real.exp (-C * (coverMultiplicity c n : ℝ) ^ 2)) * μ B ≤ + μ (B ∩ success n j)) : + ∀ᶠ n : ℕ in atTop, + μ (⋂ j ∈ coverTestWindow n, (success n j)ᶜ) ≤ + ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4)) := by + filter_upwards [denseVisit_probability_eventually_lower ha hC hc hsmall, + eventually_ge_atTop (1 : ℕ)] with n hn hn1 + apply cover_window_failure_bound μ (F n) (success n) (hmeas n) n hn1 + intro j B hB + exact (mul_le_mul' (ENNReal.ofReal_le_ofReal hn) le_rfl).trans (hstep n j B hB) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DenseCoverCore.lean b/lean/OAI/Probability/SLE/Gauge/DenseCoverCore.lean index f86398ba622ad1fad20c43135596826a17797c8a..1e6b88afb2b76f97149ea960c23a685bc52561e0 100644 --- a/lean/OAI/Probability/SLE/Gauge/DenseCoverCore.lean +++ b/lean/OAI/Probability/SLE/Gauge/DenseCoverCore.lean @@ -1,103 +1,103 @@ -import OAI.Probability.SLE.Gauge.CoverLimits - -namespace OAI - -/-! Finite spatial selection and adapted failure accounting for the dense cover. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -/-- Extract disjoint candidate disks whose fourfold enlargements cover all -candidates, and charge their complete covering cost to one measure. -/ -theorem select_disjoint_candidates_and_charge - {ι : Type*} (I : Finset ι) (x : ι → ℂ) (r : ι → ℝ) - (R : ℝ) (hr : ∀ i ∈ I, r i ≤ R) - (ν : Measure ℂ) (A : Set ℂ) - (hA : ∀ i ∈ I, closedBall (x i) (r i) ⊆ A) - (cost : ι → ℝ≥0∞) (C : ℝ≥0∞) - (hcost : ∀ i ∈ I, cost i ≤ C * ν (closedBall (x i) (r i))) : - ∃ J : Finset ι, J ⊆ I ∧ - (J : Set ι).PairwiseDisjoint (fun i => closedBall (x i) (r i)) ∧ - (∀ i ∈ I, ∃ j ∈ J, - closedBall (x i) (r i) ⊆ closedBall (x j) (4 * r j)) ∧ - ∑ j ∈ J, cost j ≤ C * ν A := by - classical - obtain ⟨u, hu, hdisj, hcover⟩ := - Vitali.exists_disjoint_subfamily_covering_enlargement_closedBall - (I : Set ι) x r R hr 4 (by norm_num) - have hfin : u.Finite := I.finite_toSet.subset hu - refine ⟨hfin.toFinset, ?_, ?_, ?_, ?_⟩ - · intro j hj - exact hu (hfin.mem_toFinset.mp hj) - · simpa only [hfin.coe_toFinset] using hdisj - · intro i hi - obtain ⟨j, hj, hij⟩ := hcover i hi - exact ⟨j, hfin.mem_toFinset.mpr hj, hij⟩ - · apply disjoint_cover_charge hfin.toFinset ν - (fun i => closedBall (x i) (r i)) A - (by simpa only [hfin.coe_toFinset] using hdisj) - (fun _ _ => isClosed_closedBall.measurableSet) - · intro j hj - exact hA j (hu (hfin.mem_toFinset.mp hj)) - · intro j hj - exact hcost j (hu (hfin.mem_toFinset.mp hj)) - -/-- Candidate-containing cells and the remaining visited cells together form -an actual cover after disjoint spatial selection. -/ -theorem selected_and_missed_cover - {ι η : Type*} (I J : Finset ι) (M : Finset η) - (D V : ι → Set ℂ) (Q : η → Set ℂ) (E : Set ℂ) - (hselect : ∀ i ∈ I, ∃ j ∈ J, D i ⊆ V j) - (hcell : ∀ z ∈ E, (∃ i ∈ I, z ∈ D i) ∨ ∃ k ∈ M, z ∈ Q k) : - E ⊆ (⋃ j ∈ J, V j) ∪ ⋃ k ∈ M, Q k := by - intro z hz - rcases hcell z hz with ⟨i, hi, hzi⟩ | ⟨k, hk, hzk⟩ - · obtain ⟨j, hj, hij⟩ := hselect i hi - exact Or.inl (mem_iUnion₂.mpr ⟨j, hj, hij hzi⟩) - · exact Or.inr (mem_iUnion₂.mpr ⟨k, hk, hzk⟩) - -/-- Repeated adapted tests require conditional success bounds, with no -independence assumption. All previous failures form a measurable past event. -/ -theorem adapted_failures_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) - (F : Filtration ℕ mΩ) (failure : ℕ → Set Ω) - (hmeas : ∀ n, MeasurableSet[F (n + 1)] (failure n)) - (q : ℝ≥0∞) - (hstep : ∀ n (B : Set Ω), MeasurableSet[F n] B → - P (B ∩ failure n) ≤ q * P B) : - ∀ N : ℕ, P (⋂ n ∈ Finset.range N, failure n) ≤ q ^ N * P univ := by - intro N - induction N with - | zero => simp - | succ N ih => - let B : Set Ω := ⋂ n ∈ Finset.range N, failure n - have hB : MeasurableSet[F N] B := by - apply MeasurableSet.iInter - intro n - apply MeasurableSet.iInter - intro hn - exact (F.mono (Nat.succ_le_of_lt (Finset.mem_range.mp hn))) _ (hmeas n) - have he : (⋂ n ∈ Finset.range (N + 1), failure n) = B ∩ failure N := by - ext ω - simp only [mem_iInter, Finset.mem_range, mem_inter_iff, B] - constructor - · intro hω - exact ⟨fun n hn => hω n (Nat.lt_succ_of_lt hn), hω N (Nat.lt_succ_self N)⟩ - · rintro ⟨hω, hN⟩ n hn - rcases Nat.lt_succ_iff_lt_or_eq.mp hn with hn | rfl - · exact hω n hn - · exact hN - rw [he, pow_succ] - calc - P (B ∩ failure N) ≤ q * P B := hstep N B hB - _ ≤ q * (q ^ N * P univ) := mul_le_mul' le_rfl ih - _ = q ^ N * q * P univ := by ac_rfl - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.CoverLimits + +namespace OAI + +/-! Finite spatial selection and adapted failure accounting for the dense cover. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +/-- Extract disjoint candidate disks whose fourfold enlargements cover all +candidates, and charge their complete covering cost to one measure. -/ +theorem select_disjoint_candidates_and_charge + {ι : Type*} (I : Finset ι) (x : ι → ℂ) (r : ι → ℝ) + (R : ℝ) (hr : ∀ i ∈ I, r i ≤ R) + (ν : Measure ℂ) (A : Set ℂ) + (hA : ∀ i ∈ I, closedBall (x i) (r i) ⊆ A) + (cost : ι → ℝ≥0∞) (C : ℝ≥0∞) + (hcost : ∀ i ∈ I, cost i ≤ C * ν (closedBall (x i) (r i))) : + ∃ J : Finset ι, J ⊆ I ∧ + (J : Set ι).PairwiseDisjoint (fun i => closedBall (x i) (r i)) ∧ + (∀ i ∈ I, ∃ j ∈ J, + closedBall (x i) (r i) ⊆ closedBall (x j) (4 * r j)) ∧ + ∑ j ∈ J, cost j ≤ C * ν A := by + classical + obtain ⟨u, hu, hdisj, hcover⟩ := + Vitali.exists_disjoint_subfamily_covering_enlargement_closedBall + (I : Set ι) x r R hr 4 (by norm_num) + have hfin : u.Finite := I.finite_toSet.subset hu + refine ⟨hfin.toFinset, ?_, ?_, ?_, ?_⟩ + · intro j hj + exact hu (hfin.mem_toFinset.mp hj) + · simpa only [hfin.coe_toFinset] using hdisj + · intro i hi + obtain ⟨j, hj, hij⟩ := hcover i hi + exact ⟨j, hfin.mem_toFinset.mpr hj, hij⟩ + · apply disjoint_cover_charge hfin.toFinset ν + (fun i => closedBall (x i) (r i)) A + (by simpa only [hfin.coe_toFinset] using hdisj) + (fun _ _ => isClosed_closedBall.measurableSet) + · intro j hj + exact hA j (hu (hfin.mem_toFinset.mp hj)) + · intro j hj + exact hcost j (hu (hfin.mem_toFinset.mp hj)) + +/-- Candidate-containing cells and the remaining visited cells together form +an actual cover after disjoint spatial selection. -/ +theorem selected_and_missed_cover + {ι η : Type*} (I J : Finset ι) (M : Finset η) + (D V : ι → Set ℂ) (Q : η → Set ℂ) (E : Set ℂ) + (hselect : ∀ i ∈ I, ∃ j ∈ J, D i ⊆ V j) + (hcell : ∀ z ∈ E, (∃ i ∈ I, z ∈ D i) ∨ ∃ k ∈ M, z ∈ Q k) : + E ⊆ (⋃ j ∈ J, V j) ∪ ⋃ k ∈ M, Q k := by + intro z hz + rcases hcell z hz with ⟨i, hi, hzi⟩ | ⟨k, hk, hzk⟩ + · obtain ⟨j, hj, hij⟩ := hselect i hi + exact Or.inl (mem_iUnion₂.mpr ⟨j, hj, hij hzi⟩) + · exact Or.inr (mem_iUnion₂.mpr ⟨k, hk, hzk⟩) + +/-- Repeated adapted tests require conditional success bounds, with no +independence assumption. All previous failures form a measurable past event. -/ +theorem adapted_failures_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) + (F : Filtration ℕ mΩ) (failure : ℕ → Set Ω) + (hmeas : ∀ n, MeasurableSet[F (n + 1)] (failure n)) + (q : ℝ≥0∞) + (hstep : ∀ n (B : Set Ω), MeasurableSet[F n] B → + P (B ∩ failure n) ≤ q * P B) : + ∀ N : ℕ, P (⋂ n ∈ Finset.range N, failure n) ≤ q ^ N * P univ := by + intro N + induction N with + | zero => simp + | succ N ih => + let B : Set Ω := ⋂ n ∈ Finset.range N, failure n + have hB : MeasurableSet[F N] B := by + apply MeasurableSet.iInter + intro n + apply MeasurableSet.iInter + intro hn + exact (F.mono (Nat.succ_le_of_lt (Finset.mem_range.mp hn))) _ (hmeas n) + have he : (⋂ n ∈ Finset.range (N + 1), failure n) = B ∩ failure N := by + ext ω + simp only [mem_iInter, Finset.mem_range, mem_inter_iff, B] + constructor + · intro hω + exact ⟨fun n hn => hω n (Nat.lt_succ_of_lt hn), hω N (Nat.lt_succ_self N)⟩ + · rintro ⟨hω, hN⟩ n hn + rcases Nat.lt_succ_iff_lt_or_eq.mp hn with hn | rfl + · exact hω n hn + · exact hN + rw [he, pow_succ] + calc + P (B ∩ failure N) ≤ q * P B := hstep N B hB + _ ≤ q * (q ^ N * P univ) := mul_le_mul' le_rfl ih + _ = q ^ N * q * P univ := by ac_rfl + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DenseCoverExpectation.lean b/lean/OAI/Probability/SLE/Gauge/DenseCoverExpectation.lean index b3454f875c54bda8cc14936f2dc5213b2638ad95..f6a65e69dd33698aed37af1c31120ee774ac57ae 100644 --- a/lean/OAI/Probability/SLE/Gauge/DenseCoverExpectation.lean +++ b/lean/OAI/Probability/SLE/Gauge/DenseCoverExpectation.lean @@ -1,116 +1,116 @@ -import OAI.Probability.SLE.Gauge.DenseCandidateCover -import OAI.Probability.SLE.Gauge.MissedCellCleanup - -namespace OAI - -/-! The expected explicit-gauge cost of the actual finite candidate cover. -The leading constant is chosen before the compact interior cutoff; only the -vanishing missed-cell prefactor is allowed to depend on that cutoff. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -local instance denseExpectationPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance denseExpectationPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -def denseMissedProbabilityBound (κ T D : ℝ) (n : ℕ) : ℝ≥0∞ := - ENNReal.ofReal (D * coverRadius T n ^ codimension κ * Real.exp (-Real.sqrt (n : ℝ) / 4)) - -theorem dense_missed_cost_tendsto_zero - {κ T R D : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) (hT : 0 < T) - (hR : 0 ≤ R) (hD : 0 ≤ D) (K : Set ℂ) - {h : ℝ → ℝ} (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) : - Tendsto (fun n => ∑ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, - extendedGauge h (ediam (denseFineCell T n ij)) * denseMissedProbabilityBound κ T D n) - atTop (𝓝 0) := by - obtain ⟨A, hA, hcost⟩ := denseFineCell_eventual_gauge_bound hκ8 hT hh hf - have hlimR : Tendsto (fun n : ℕ => (2 * R + 5) ^ 2 * A * D * - (Real.log (n : ℝ)) ^ (codimension κ / 2) * Real.exp (-Real.sqrt (n : ℝ) / 4)) - atTop (𝓝 0) := by - have ht := (explicit_cleanup_tendsto_zero (κ := κ) (c := 1 / 4) hκ (by norm_num)).const_mul - ((2 * R + 5) ^ 2 * A * D) - convert ht using 1 - · funext n - have he : -Real.sqrt (n : ℝ) / 4 = -(1 / 4 : ℝ) * Real.sqrt (n : ℝ) := by ring - rw [he] - ring - · simp only [mul_zero] - have hlim : Tendsto (fun n : ℕ => ENNReal.ofReal ((2 * R + 5) ^ 2 * A * D * - (Real.log (n : ℝ)) ^ (codimension κ / 2) * Real.exp (-Real.sqrt (n : ℝ) / 4))) - atTop (𝓝 0) := by - simpa only [Function.comp_def, ENNReal.ofReal_zero] using - ENNReal.continuous_ofReal.continuousAt.tendsto.comp hlimR - apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds hlim - (Eventually.of_forall fun _ => bot_le) - filter_upwards [hcost] with n hn - have hr1 : coverRadius T n ≤ 1 := Real.exp_le_one_iff.mpr - (mul_nonpos_of_nonpos_of_nonneg (neg_nonpos.mpr hT.le) (Nat.cast_nonneg _)) - have he : -(1 / 4 : ℝ) * Real.sqrt (n : ℝ) = -Real.sqrt (n : ℝ) / 4 := by ring - have hb := missed_cell_sum_bound (retainedCoverGridIndex R (coverRadius T n) K) - (fun ij => extendedGauge h (ediam (denseFineCell T n ij))) - (fun _ => denseMissedProbabilityBound κ T D n) κ (coverRadius T n) n (1 / 4) - ((2 * R + 5) ^ 2) A D (coverRadius_pos T n) (Real.log_natCast_nonneg n) - (sq_nonneg _) hA.le hD - (retainedCoverGrid_card_bound hR (coverRadius_pos T n) hr1 K) - (fun ij _ => hn ij) (fun _ _ => by simp only [denseMissedProbabilityBound, he]; exact le_rfl) - simpa only [denseMissedProbabilityBound, he] using hb - -/-- A uniform candidate charge and the actual stretched-exponential missed -bound give the upper expectation. `C` is fixed before `R`, `K`, and `D`. -/ -theorem expected_hausdorff_of_dense_candidates - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (hγ : ∀ ω, Continuous (γ ω)) - {T b c : ℝ} (hT : 0 < T) (hb : 0 < b) (hc : 0 < c) - (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) : - ∃ C : ℝ≥0, 0 < C ∧ ∀ (R : ℝ), 0 ≤ R → ∀ K : Set ℂ, - K ⊆ closedBall 0 R → ∀ (v : ℕ → ℝ), (∀ n, 0 < v n) → - ∀ (D : ℝ), 0 ≤ D → - (∀ᶠ n : ℕ in atTop, ∀ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, - P {ω | denseMissedCell κ T b c (v n) n ij (γ ω)} ≤ denseMissedProbabilityBound κ T D n) → - (∫⁻ ω, hausdorffGauge h (K ∩ range (γ ω)) ∂P) ≤ - (C : ℝ≥0∞) * wholeSausageChargeBound κ (R + 3) := by - classical - obtain ⟨C, hC, hcharge⟩ := denseCandidate_eventual_gauge_charge hκ8 hT hb hc hh hf - refine ⟨C, hC, ?_⟩ - intro R hR K hK v hv D hD hprob - let f : Ω → C(ℝ≥0, ℂ) := fun ω => ⟨γ ω, hγ ω⟩ - have hfmeas : Measurable f := source_whole_path_measurable f hSLE.1 - have hcover := dense_candidates_and_missed_cover hR hT hK κ b c - have hall := hcharge.and (hcover.and hprob) - obtain ⟨N, hN⟩ := eventually_atTop.mp hall - let k : ℕ → ℕ := fun n => n + N - have hk (n : ℕ) : N ≤ k n := Nat.le_add_left N n - have hkTop : Tendsto k atTop atTop := tendsto_add_atTop_nat N - apply expected_hausdorff_le_of_candidate_disks P κ hκ hκ8 γ hSLE h - (fun ω => K ∩ range (γ ω)) - (fun n ω => denseCandidateIndices R T K κ b c (v (k n)) (k n) (γ ω)) - (fun n => retainedCoverGridIndex R (coverRadius T (k n)) K) - (fun n => denseCandidateCenter T (k n)) (fun _ => denseCandidateRadius T) - (fun n => denseFineCell T (k n)) - (fun n ij => {ω | denseMissedCell κ T b c (v (k n)) (k n) ij (γ ω)}) - (fun n ij _ => denseMissedCell_measurable f hfmeas κ T b c (v (k n)) (k n) ij) - (fun n => v (k n)) (fun n => hv (k n)) (R + 3) C - (fun n => denseCoverDiameter T (k n)) ((denseCoverDiameter_tendsto_zero hT).comp hkTop) - (fun n _ => denseMissedProbabilityBound κ T D (k n)) - (fun n ij hij => (hN (k n) (hk n)).2.2 ij hij) - ((dense_missed_cost_tendsto_zero hκ hκ8 hT hR hD K hh hf).comp hkTop) - apply Eventually.of_forall - intro ω n - have hn := hN (k n) (hk n) - refine ⟨?_, ?_, hn.1 R K (v (k n)) (γ ω), ?_, ?_, hn.2.1 (v (k n)) (γ ω)⟩ - · intro i _ - exact (denseCandidateRadius_le_one hT.le i).trans (by linarith) - · exact fun _ hi => denseCandidate_disk_subset hT.le hK hi - · exact fun _ hi => denseCandidate_enlarged_diameter hT.le hi - · exact fun ij _ => denseFineCell_diameter T (k n) ij - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.DenseCandidateCover +import OAI.Probability.SLE.Gauge.MissedCellCleanup + +namespace OAI + +/-! The expected explicit-gauge cost of the actual finite candidate cover. +The leading constant is chosen before the compact interior cutoff; only the +vanishing missed-cell prefactor is allowed to depend on that cutoff. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance denseExpectationPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance denseExpectationPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +def denseMissedProbabilityBound (κ T D : ℝ) (n : ℕ) : ℝ≥0∞ := + ENNReal.ofReal (D * coverRadius T n ^ codimension κ * Real.exp (-Real.sqrt (n : ℝ) / 4)) + +theorem dense_missed_cost_tendsto_zero + {κ T R D : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) (hT : 0 < T) + (hR : 0 ≤ R) (hD : 0 ≤ D) (K : Set ℂ) + {h : ℝ → ℝ} (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) : + Tendsto (fun n => ∑ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, + extendedGauge h (ediam (denseFineCell T n ij)) * denseMissedProbabilityBound κ T D n) + atTop (𝓝 0) := by + obtain ⟨A, hA, hcost⟩ := denseFineCell_eventual_gauge_bound hκ8 hT hh hf + have hlimR : Tendsto (fun n : ℕ => (2 * R + 5) ^ 2 * A * D * + (Real.log (n : ℝ)) ^ (codimension κ / 2) * Real.exp (-Real.sqrt (n : ℝ) / 4)) + atTop (𝓝 0) := by + have ht := (explicit_cleanup_tendsto_zero (κ := κ) (c := 1 / 4) hκ (by norm_num)).const_mul + ((2 * R + 5) ^ 2 * A * D) + convert ht using 1 + · funext n + have he : -Real.sqrt (n : ℝ) / 4 = -(1 / 4 : ℝ) * Real.sqrt (n : ℝ) := by ring + rw [he] + ring + · simp only [mul_zero] + have hlim : Tendsto (fun n : ℕ => ENNReal.ofReal ((2 * R + 5) ^ 2 * A * D * + (Real.log (n : ℝ)) ^ (codimension κ / 2) * Real.exp (-Real.sqrt (n : ℝ) / 4))) + atTop (𝓝 0) := by + simpa only [Function.comp_def, ENNReal.ofReal_zero] using + ENNReal.continuous_ofReal.continuousAt.tendsto.comp hlimR + apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds hlim + (Eventually.of_forall fun _ => bot_le) + filter_upwards [hcost] with n hn + have hr1 : coverRadius T n ≤ 1 := Real.exp_le_one_iff.mpr + (mul_nonpos_of_nonpos_of_nonneg (neg_nonpos.mpr hT.le) (Nat.cast_nonneg _)) + have he : -(1 / 4 : ℝ) * Real.sqrt (n : ℝ) = -Real.sqrt (n : ℝ) / 4 := by ring + have hb := missed_cell_sum_bound (retainedCoverGridIndex R (coverRadius T n) K) + (fun ij => extendedGauge h (ediam (denseFineCell T n ij))) + (fun _ => denseMissedProbabilityBound κ T D n) κ (coverRadius T n) n (1 / 4) + ((2 * R + 5) ^ 2) A D (coverRadius_pos T n) (Real.log_natCast_nonneg n) + (sq_nonneg _) hA.le hD + (retainedCoverGrid_card_bound hR (coverRadius_pos T n) hr1 K) + (fun ij _ => hn ij) (fun _ _ => by simp only [denseMissedProbabilityBound, he]; exact le_rfl) + simpa only [denseMissedProbabilityBound, he] using hb + +/-- A uniform candidate charge and the actual stretched-exponential missed +bound give the upper expectation. `C` is fixed before `R`, `K`, and `D`. -/ +theorem expected_hausdorff_of_dense_candidates + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hγ : ∀ ω, Continuous (γ ω)) + {T b c : ℝ} (hT : 0 < T) (hb : 0 < b) (hc : 0 < c) + (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) : + ∃ C : ℝ≥0, 0 < C ∧ ∀ (R : ℝ), 0 ≤ R → ∀ K : Set ℂ, + K ⊆ closedBall 0 R → ∀ (v : ℕ → ℝ), (∀ n, 0 < v n) → + ∀ (D : ℝ), 0 ≤ D → + (∀ᶠ n : ℕ in atTop, ∀ ij ∈ retainedCoverGridIndex R (coverRadius T n) K, + P {ω | denseMissedCell κ T b c (v n) n ij (γ ω)} ≤ denseMissedProbabilityBound κ T D n) → + (∫⁻ ω, hausdorffGauge h (K ∩ range (γ ω)) ∂P) ≤ + (C : ℝ≥0∞) * wholeSausageChargeBound κ (R + 3) := by + classical + obtain ⟨C, hC, hcharge⟩ := denseCandidate_eventual_gauge_charge hκ8 hT hb hc hh hf + refine ⟨C, hC, ?_⟩ + intro R hR K hK v hv D hD hprob + let f : Ω → C(ℝ≥0, ℂ) := fun ω => ⟨γ ω, hγ ω⟩ + have hfmeas : Measurable f := source_whole_path_measurable f hSLE.1 + have hcover := dense_candidates_and_missed_cover hR hT hK κ b c + have hall := hcharge.and (hcover.and hprob) + obtain ⟨N, hN⟩ := eventually_atTop.mp hall + let k : ℕ → ℕ := fun n => n + N + have hk (n : ℕ) : N ≤ k n := Nat.le_add_left N n + have hkTop : Tendsto k atTop atTop := tendsto_add_atTop_nat N + apply expected_hausdorff_le_of_candidate_disks P κ hκ hκ8 γ hSLE h + (fun ω => K ∩ range (γ ω)) + (fun n ω => denseCandidateIndices R T K κ b c (v (k n)) (k n) (γ ω)) + (fun n => retainedCoverGridIndex R (coverRadius T (k n)) K) + (fun n => denseCandidateCenter T (k n)) (fun _ => denseCandidateRadius T) + (fun n => denseFineCell T (k n)) + (fun n ij => {ω | denseMissedCell κ T b c (v (k n)) (k n) ij (γ ω)}) + (fun n ij _ => denseMissedCell_measurable f hfmeas κ T b c (v (k n)) (k n) ij) + (fun n => v (k n)) (fun n => hv (k n)) (R + 3) C + (fun n => denseCoverDiameter T (k n)) ((denseCoverDiameter_tendsto_zero hT).comp hkTop) + (fun n _ => denseMissedProbabilityBound κ T D (k n)) + (fun n ij hij => (hN (k n) (hk n)).2.2 ij hij) + ((dense_missed_cost_tendsto_zero hκ hκ8 hT hR hD K hh hf).comp hkTop) + apply Eventually.of_forall + intro ω n + have hn := hN (k n) (hk n) + refine ⟨?_, ?_, hn.1 R K (v (k n)) (γ ω), ?_, ?_, hn.2.1 (v (k n)) (γ ω)⟩ + · intro i _ + exact (denseCandidateRadius_le_one hT.le i).trans (by linarith) + · exact fun _ hi => denseCandidate_disk_subset hT.le hK hi + · exact fun _ hi => denseCandidate_enlarged_diameter hT.le hi + · exact fun ij _ => denseFineCell_diameter T (k n) ij + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DenseCoverUpperReduction.lean b/lean/OAI/Probability/SLE/Gauge/DenseCoverUpperReduction.lean index c0215ea7b5b1ea2c60865b7993677ab33300d1d3..00fcd780ee45ace5f481a09c569444a2f799ac2b 100644 --- a/lean/OAI/Probability/SLE/Gauge/DenseCoverUpperReduction.lean +++ b/lean/OAI/Probability/SLE/Gauge/DenseCoverUpperReduction.lean @@ -1,88 +1,88 @@ -import OAI.Probability.SLE.Gauge.FiniteCoverAssembly -import OAI.Probability.SLE.Gauge.CoverNumerics - -namespace OAI - -/-! Candidate and missed-cell tests imply the dense-cover upper bound. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -/-- Spatial selection, missed-cell probability bounds, and one-mesh charging -produce the upper Hausdorff expectation. No measurable choice of disks is needed. -/ -theorem expected_hausdorff_le_of_candidate_disks - {Ω ι η : Type*} [MeasurableSpace Ω] - (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (h : ℝ → ℝ) (E : Ω → Set ℂ) - (I : ℕ → Ω → Finset ι) (M : ℕ → Finset η) - (x : ℕ → ι → ℂ) (r : ℕ → ι → ℝ) (Q : ℕ → η → Set ℂ) - (missed : ℕ → η → Set Ω) - (hmissmeas : ∀ n k, k ∈ M n → MeasurableSet (missed n k)) - (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (R : ℝ) (C : ℝ≥0) - (δ : ℕ → ℝ≥0∞) (hδ : Tendsto δ atTop (𝓝 0)) - (probBound : ℕ → η → ℝ≥0∞) - (hprob : ∀ n k, k ∈ M n → P (missed n k) ≤ probBound n k) - (hcleanup : Tendsto (fun n => ∑ k ∈ M n, - extendedGauge h (ediam (Q n k)) * probBound n k) atTop (𝓝 0)) - (hgeometry : ∀ᵐ ω ∂P, ∀ n, - (∀ i ∈ I n ω, r n i ≤ R) ∧ - (∀ i ∈ I n ω, closedBall (x n i) (r n i) ⊆ closedBall 0 R) ∧ - (∀ i ∈ I n ω, - extendedGauge h (ediam (closedBall (x n i) (4 * r n i))) ≤ - (C : ℝ≥0∞) * wholeSausageCharge κ (γ ω) (v n) - (closedBall (x n i) (r n i))) ∧ - (∀ i ∈ I n ω, ediam (closedBall (x n i) (4 * r n i)) ≤ δ n) ∧ - (∀ k ∈ M n, ediam (Q n k) ≤ δ n) ∧ - (∀ z ∈ E ω, (∃ i ∈ I n ω, z ∈ closedBall (x n i) (r n i)) ∨ - ∃ k ∈ M n, ω ∈ missed n k ∧ z ∈ Q n k)) : - (∫⁻ ω, hausdorffGauge h (E ω) ∂P) ≤ - (C : ℝ≥0∞) * wholeSausageChargeBound κ R := by - classical - let error (n : ℕ) (ω : Ω) : ℝ≥0∞ := - ∑ k ∈ M n, (missed n k).indicator - (fun _ => extendedGauge h (ediam (Q n k))) ω - have herr (n : ℕ) : AEMeasurable (error n) P := by - apply Measurable.aemeasurable - exact Finset.measurable_sum (M n) (fun k hk => - measurable_const.indicator (hmissmeas n k hk)) - have herrlim : Tendsto (fun n => ∫⁻ ω, error n ω ∂P) atTop (𝓝 0) := by - apply tendsto_of_tendsto_of_tendsto_of_le_of_le - tendsto_const_nhds hcleanup (fun _ => bot_le) (fun n => ?_) - exact expected_missed_cell_cost P (M n) (missed n) - (hmissmeas n) (fun k => extendedGauge h (ediam (Q n k))) - (probBound n) (hprob n) - apply expected_hausdorff_le_of_finite_sausage_covers P κ hκ hκ8 γ hSLE - h E δ hδ v hv R C error herr herrlim - filter_upwards [hgeometry] with ω hω - intro n - obtain ⟨hr, hA, hcost, hdisk, hmiss, hcell⟩ := hω n - let missedIndices := (M n).filter (fun k => ω ∈ missed n k) - have he : (∑ k ∈ missedIndices, extendedGauge h (ediam (Q n k))) = error n ω := by - simp [missedIndices, error, Finset.sum_filter, Set.indicator] - have hc : ∀ z ∈ E ω, - (∃ i ∈ I n ω, z ∈ closedBall (x n i) (r n i)) ∨ - ∃ k ∈ missedIndices, z ∈ Q n k := by - intro z hz - rcases hcell z hz with hz | ⟨k, hk, hkm, hkz⟩ - · exact Or.inl hz - · exact Or.inr ⟨k, Finset.mem_filter.mpr ⟨hk, hkm⟩, hkz⟩ - obtain ⟨N, U, hU, hUd, hUc⟩ := exists_finite_selected_missed_cover - (I n ω) missedIndices (x n) (r n) (Q n) (E ω) (closedBall 0 R) - (wholeSausageMeasure κ (γ ω) (v n)) h R hr (δ n) C hA - (by simpa only [wholeSausageMeasure_apply _ _ _ isClosed_closedBall.measurableSet] - using hcost) - hdisk (fun k hk => hmiss k (Finset.mem_filter.mp hk).1) hc - refine ⟨N, U, hU, hUd, ?_⟩ - simpa only [wholeSausageMeasure_apply _ _ _ isClosed_closedBall.measurableSet, he] - using hUc - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.FiniteCoverAssembly +import OAI.Probability.SLE.Gauge.CoverNumerics + +namespace OAI + +/-! Candidate and missed-cell tests imply the dense-cover upper bound. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +/-- Spatial selection, missed-cell probability bounds, and one-mesh charging +produce the upper Hausdorff expectation. No measurable choice of disks is needed. -/ +theorem expected_hausdorff_le_of_candidate_disks + {Ω ι η : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (h : ℝ → ℝ) (E : Ω → Set ℂ) + (I : ℕ → Ω → Finset ι) (M : ℕ → Finset η) + (x : ℕ → ι → ℂ) (r : ℕ → ι → ℝ) (Q : ℕ → η → Set ℂ) + (missed : ℕ → η → Set Ω) + (hmissmeas : ∀ n k, k ∈ M n → MeasurableSet (missed n k)) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (R : ℝ) (C : ℝ≥0) + (δ : ℕ → ℝ≥0∞) (hδ : Tendsto δ atTop (𝓝 0)) + (probBound : ℕ → η → ℝ≥0∞) + (hprob : ∀ n k, k ∈ M n → P (missed n k) ≤ probBound n k) + (hcleanup : Tendsto (fun n => ∑ k ∈ M n, + extendedGauge h (ediam (Q n k)) * probBound n k) atTop (𝓝 0)) + (hgeometry : ∀ᵐ ω ∂P, ∀ n, + (∀ i ∈ I n ω, r n i ≤ R) ∧ + (∀ i ∈ I n ω, closedBall (x n i) (r n i) ⊆ closedBall 0 R) ∧ + (∀ i ∈ I n ω, + extendedGauge h (ediam (closedBall (x n i) (4 * r n i))) ≤ + (C : ℝ≥0∞) * wholeSausageCharge κ (γ ω) (v n) + (closedBall (x n i) (r n i))) ∧ + (∀ i ∈ I n ω, ediam (closedBall (x n i) (4 * r n i)) ≤ δ n) ∧ + (∀ k ∈ M n, ediam (Q n k) ≤ δ n) ∧ + (∀ z ∈ E ω, (∃ i ∈ I n ω, z ∈ closedBall (x n i) (r n i)) ∨ + ∃ k ∈ M n, ω ∈ missed n k ∧ z ∈ Q n k)) : + (∫⁻ ω, hausdorffGauge h (E ω) ∂P) ≤ + (C : ℝ≥0∞) * wholeSausageChargeBound κ R := by + classical + let error (n : ℕ) (ω : Ω) : ℝ≥0∞ := + ∑ k ∈ M n, (missed n k).indicator + (fun _ => extendedGauge h (ediam (Q n k))) ω + have herr (n : ℕ) : AEMeasurable (error n) P := by + apply Measurable.aemeasurable + exact Finset.measurable_sum (M n) (fun k hk => + measurable_const.indicator (hmissmeas n k hk)) + have herrlim : Tendsto (fun n => ∫⁻ ω, error n ω ∂P) atTop (𝓝 0) := by + apply tendsto_of_tendsto_of_tendsto_of_le_of_le + tendsto_const_nhds hcleanup (fun _ => bot_le) (fun n => ?_) + exact expected_missed_cell_cost P (M n) (missed n) + (hmissmeas n) (fun k => extendedGauge h (ediam (Q n k))) + (probBound n) (hprob n) + apply expected_hausdorff_le_of_finite_sausage_covers P κ hκ hκ8 γ hSLE + h E δ hδ v hv R C error herr herrlim + filter_upwards [hgeometry] with ω hω + intro n + obtain ⟨hr, hA, hcost, hdisk, hmiss, hcell⟩ := hω n + let missedIndices := (M n).filter (fun k => ω ∈ missed n k) + have he : (∑ k ∈ missedIndices, extendedGauge h (ediam (Q n k))) = error n ω := by + simp [missedIndices, error, Finset.sum_filter, Set.indicator] + have hc : ∀ z ∈ E ω, + (∃ i ∈ I n ω, z ∈ closedBall (x n i) (r n i)) ∨ + ∃ k ∈ missedIndices, z ∈ Q n k := by + intro z hz + rcases hcell z hz with hz | ⟨k, hk, hkm, hkz⟩ + · exact Or.inl hz + · exact Or.inr ⟨k, Finset.mem_filter.mpr ⟨hk, hkm⟩, hkz⟩ + obtain ⟨N, U, hU, hUd, hUc⟩ := exists_finite_selected_missed_cover + (I n ω) missedIndices (x n) (r n) (Q n) (E ω) (closedBall 0 R) + (wholeSausageMeasure κ (γ ω) (v n)) h R hr (δ n) C hA + (by simpa only [wholeSausageMeasure_apply _ _ _ isClosed_closedBall.measurableSet] + using hcost) + hdisk (fun k hk => hmiss k (Finset.mem_filter.mp hk).1) hc + refine ⟨N, U, hU, hUd, ?_⟩ + simpa only [wholeSausageMeasure_apply _ _ _ isClosed_closedBall.measurableSet, he] + using hUc + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DenseInfinityCriterion.lean b/lean/OAI/Probability/SLE/Gauge/DenseInfinityCriterion.lean index 6823d4d746f0b8126994de00762234550eed6c5b..eaa34130c1add058a61a5049388e86caba3342f4 100644 --- a/lean/OAI/Probability/SLE/Gauge/DenseInfinityCriterion.lean +++ b/lean/OAI/Probability/SLE/Gauge/DenseInfinityCriterion.lean @@ -1,63 +1,63 @@ -import Mathlib - -namespace OAI - -/-! A countable test for a continuous function's limit at infinity on an -open planar domain. Only the values on one fixed dense sequence are used. -/ -noncomputable section -open Set Filter Metric TopologicalSpace -open scoped Topology - -namespace SLEExactGauge - -def DenseInfinityCriterion (f : ℂ → ℂ) (D : Set ℂ) (c : ℂ) : Prop := - ∀ k : ℕ, ∃ N : ℕ, ∀ n : ℕ, - (N:ℝ) < ‖denseSeq ℂ n‖ → denseSeq ℂ n ∈ D → - ‖f (denseSeq ℂ n)-c‖ ≤ 1/((k:ℝ)+1) - -lemma denseInfinityCriterion_of_tendsto {f : ℂ → ℂ} {D : Set ℂ} {c : ℂ} - (h : Tendsto f (cocompact ℂ ⊓ 𝓟 D) (𝓝 c)) : DenseInfinityCriterion f D c := by - intro k - have he := (Metric.tendsto_nhds.mp h) (1/((k:ℝ)+1)) (by positivity) - rw [eventually_inf_principal,← Metric.cobounded_eq_cocompact] at he - obtain ⟨R,_,hR⟩ := Filter.hasBasis_cobounded_norm.eventually_iff.mp he - obtain ⟨N,hN⟩ := exists_nat_gt R - refine ⟨N,fun n hn hD => ?_⟩ - simpa only [dist_eq_norm] using (hR ((hN.trans hn).le) hD).le - -lemma DenseInfinityCriterion.bound {f : ℂ → ℂ} {D : Set ℂ} {c : ℂ} - (hD : IsOpen D) (hf : ContinuousOn f D) (h : DenseInfinityCriterion f D c) - (k : ℕ) : ∃ N : ℕ, ∀ z ∈ D, (N:ℝ)<‖z‖ → ‖f z-c‖ ≤ 1/((k:ℝ)+1) := by - obtain ⟨N,hN⟩ := h k - refine ⟨N,fun z hz hNz => ?_⟩ - by_contra hn - have hbad : 1/((k:ℝ)+1)<‖f z-c‖ := lt_of_not_ge hn - have hc : ContinuousAt (fun w => ‖f w-c‖) z := - (((hf z hz).continuousAt (hD.mem_nhds hz)).sub_const c).norm - have hb : {w : ℂ | 1/((k:ℝ)+1)<‖f w-c‖} ∈ 𝓝 z := - hc.preimage_mem_nhds (Ioi_mem_nhds hbad) - have hr : {w : ℂ | (N:ℝ)<‖w‖} ∈ 𝓝 z := - continuous_norm.continuousAt.preimage_mem_nhds (Ioi_mem_nhds hNz) - obtain ⟨n,hnD,hnR,hnB⟩ := (denseRange_denseSeq ℂ).mem_nhds - (inter_mem (hD.mem_nhds hz) (inter_mem hr hb)) - exact (not_lt_of_ge (hN n hnR hnD)) hnB - -lemma DenseInfinityCriterion.tendsto {f : ℂ → ℂ} {D : Set ℂ} {c : ℂ} - (hD : IsOpen D) (hf : ContinuousOn f D) (h : DenseInfinityCriterion f D c) : - Tendsto f (cocompact ℂ ⊓ 𝓟 D) (𝓝 c) := by - apply Metric.tendsto_nhds.mpr - intro ε hε - obtain ⟨k,hk⟩ := ((tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).eventually - (gt_mem_nhds hε)).exists - obtain ⟨N,hN⟩ := h.bound hD hf k - rw [eventually_inf_principal] - have hn : ∀ᶠ z : ℂ in cocompact ℂ, (N:ℝ)<‖z‖ := - tendsto_norm_cocompact_atTop.eventually (eventually_gt_atTop (N:ℝ)) - filter_upwards [hn] with z hz hDz - simpa only [dist_eq_norm] using (hN z hDz hz).trans_lt hk - -end SLEExactGauge - -end - -end OAI +import Mathlib + +namespace OAI + +/-! A countable test for a continuous function's limit at infinity on an +open planar domain. Only the values on one fixed dense sequence are used. -/ +noncomputable section +open Set Filter Metric TopologicalSpace +open scoped Topology + +namespace SLEExactGauge + +def DenseInfinityCriterion (f : ℂ → ℂ) (D : Set ℂ) (c : ℂ) : Prop := + ∀ k : ℕ, ∃ N : ℕ, ∀ n : ℕ, + (N:ℝ) < ‖denseSeq ℂ n‖ → denseSeq ℂ n ∈ D → + ‖f (denseSeq ℂ n)-c‖ ≤ 1/((k:ℝ)+1) + +lemma denseInfinityCriterion_of_tendsto {f : ℂ → ℂ} {D : Set ℂ} {c : ℂ} + (h : Tendsto f (cocompact ℂ ⊓ 𝓟 D) (𝓝 c)) : DenseInfinityCriterion f D c := by + intro k + have he := (Metric.tendsto_nhds.mp h) (1/((k:ℝ)+1)) (by positivity) + rw [eventually_inf_principal,← Metric.cobounded_eq_cocompact] at he + obtain ⟨R,_,hR⟩ := Filter.hasBasis_cobounded_norm.eventually_iff.mp he + obtain ⟨N,hN⟩ := exists_nat_gt R + refine ⟨N,fun n hn hD => ?_⟩ + simpa only [dist_eq_norm] using (hR ((hN.trans hn).le) hD).le + +lemma DenseInfinityCriterion.bound {f : ℂ → ℂ} {D : Set ℂ} {c : ℂ} + (hD : IsOpen D) (hf : ContinuousOn f D) (h : DenseInfinityCriterion f D c) + (k : ℕ) : ∃ N : ℕ, ∀ z ∈ D, (N:ℝ)<‖z‖ → ‖f z-c‖ ≤ 1/((k:ℝ)+1) := by + obtain ⟨N,hN⟩ := h k + refine ⟨N,fun z hz hNz => ?_⟩ + by_contra hn + have hbad : 1/((k:ℝ)+1)<‖f z-c‖ := lt_of_not_ge hn + have hc : ContinuousAt (fun w => ‖f w-c‖) z := + (((hf z hz).continuousAt (hD.mem_nhds hz)).sub_const c).norm + have hb : {w : ℂ | 1/((k:ℝ)+1)<‖f w-c‖} ∈ 𝓝 z := + hc.preimage_mem_nhds (Ioi_mem_nhds hbad) + have hr : {w : ℂ | (N:ℝ)<‖w‖} ∈ 𝓝 z := + continuous_norm.continuousAt.preimage_mem_nhds (Ioi_mem_nhds hNz) + obtain ⟨n,hnD,hnR,hnB⟩ := (denseRange_denseSeq ℂ).mem_nhds + (inter_mem (hD.mem_nhds hz) (inter_mem hr hb)) + exact (not_lt_of_ge (hN n hnR hnD)) hnB + +lemma DenseInfinityCriterion.tendsto {f : ℂ → ℂ} {D : Set ℂ} {c : ℂ} + (hD : IsOpen D) (hf : ContinuousOn f D) (h : DenseInfinityCriterion f D c) : + Tendsto f (cocompact ℂ ⊓ 𝓟 D) (𝓝 c) := by + apply Metric.tendsto_nhds.mpr + intro ε hε + obtain ⟨k,hk⟩ := ((tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).eventually + (gt_mem_nhds hε)).exists + obtain ⟨N,hN⟩ := h.bound hD hf k + rw [eventually_inf_principal] + have hn : ∀ᶠ z : ℂ in cocompact ℂ, (N:ℝ)<‖z‖ := + tendsto_norm_cocompact_atTop.eventually (eventually_gt_atTop (N:ℝ)) + filter_upwards [hn] with z hz hDz + simpa only [dist_eq_norm] using (hN z hDz hz).trans_lt hk + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DenseRadiusGap.lean b/lean/OAI/Probability/SLE/Gauge/DenseRadiusGap.lean index 9656eb4724f83c1d9a04e6ccca762697908d1022..576a655fd454f463888549a1993b16634cad9062 100644 --- a/lean/OAI/Probability/SLE/Gauge/DenseRadiusGap.lean +++ b/lean/OAI/Probability/SLE/Gauge/DenseRadiusGap.lean @@ -1,39 +1,39 @@ -import OAI.Probability.SLE.Loewner.ActualRadiusStops - -namespace OAI - -/-! A live current radius level is strictly before every deeper radius -level, including the event that the deeper level is never attained. -/ - -noncomputable section -open Set Filter -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -lemma IsCapacityTwoWitness.before_deeper_radius_level - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) - (z : ℂ) (u q : ℝ) (hu : 0 ≤ u) (hq : 0 < q) (T : ℝ≥0) - (hz : z ∈ survivingDomain γ T) - (hR : fullRadius G T z = (2 * z.im) * Real.exp (-u)) : - (T : ℝ≥0∞) < radiusLevelTime γ G z (u + q) := by - have hmono := radiusLevelTime_mono hU hw z hu (show u ≤ u + q by linarith) - rw [radiusLevelTime_eq_of_live_level hU hw z u T hz hR] at hmono - refine lt_of_le_of_ne hmono ?_ - intro he - have hfinite : radiusLevelTime γ G z (u + q) < ∞ := by rw [← he]; exact ENNReal.coe_lt_top - obtain ⟨t, ht, hRt⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z (u + q) hfinite - have hte := radiusLevelTime_eq_of_live_level hU hw z (u + q) t ht hRt - have hTt : T = t := by exact_mod_cast (he.trans hte) - rw [← hTt, hR] at hRt - have hy : 2 * z.im ≠ 0 := (mul_pos (by norm_num) hz.1.1).ne' - have hexp := (mul_left_cancel₀ hy hRt) - have hneg := Real.exp_injective hexp - linarith - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Loewner.ActualRadiusStops + +namespace OAI + +/-! A live current radius level is strictly before every deeper radius +level, including the event that the deeper level is never attained. -/ + +noncomputable section +open Set Filter +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.before_deeper_radius_level + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (z : ℂ) (u q : ℝ) (hu : 0 ≤ u) (hq : 0 < q) (T : ℝ≥0) + (hz : z ∈ survivingDomain γ T) + (hR : fullRadius G T z = (2 * z.im) * Real.exp (-u)) : + (T : ℝ≥0∞) < radiusLevelTime γ G z (u + q) := by + have hmono := radiusLevelTime_mono hU hw z hu (show u ≤ u + q by linarith) + rw [radiusLevelTime_eq_of_live_level hU hw z u T hz hR] at hmono + refine lt_of_le_of_ne hmono ?_ + intro he + have hfinite : radiusLevelTime γ G z (u + q) < ∞ := by rw [← he]; exact ENNReal.coe_lt_top + obtain ⟨t, ht, hRt⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z (u + q) hfinite + have hte := radiusLevelTime_eq_of_live_level hU hw z (u + q) t ht hRt + have hTt : T = t := by exact_mod_cast (he.trans hte) + rw [← hTt, hR] at hRt + have hy : 2 * z.im ≠ 0 := (mul_pos (by norm_num) hz.1.1).ne' + have hexp := (mul_left_cancel₀ hy hRt) + have hneg := Real.exp_injective hexp + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DenseRibbonNumerics.lean b/lean/OAI/Probability/SLE/Gauge/DenseRibbonNumerics.lean index 6d6c3a51a7474a71169c6919dff7a82e195da093..9dd2249b63563e2b208e73e6a9cc78d1f3273bad 100644 --- a/lean/OAI/Probability/SLE/Gauge/DenseRibbonNumerics.lean +++ b/lean/OAI/Probability/SLE/Gauge/DenseRibbonNumerics.lean @@ -1,47 +1,47 @@ -import OAI.Probability.SLE.Gauge.RibbonExperimentAssembly - -namespace OAI - -/-! Absorb the fixed initial passage probability into the quadratic -experiment cost, and convert width-scaled unit-strip mass to m^(2-d). -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -lemma ribbon_mass_after_width_scaling (κ c a : ℝ) (ha : 0 < a) (m : ℕ) (hm : 0 < m) : - (a / (m : ℝ)) ^ dimension κ * ((m : ℝ) ^ 2 * c) = - c * a ^ dimension κ * (m : ℝ) ^ codimension κ := by - have hmR : (0 : ℝ) < m := by exact_mod_cast hm - rw [div_eq_mul_one_div, Real.mul_rpow ha.le (one_div_nonneg.mpr hmR.le)] - calc - _ = c * a ^ dimension κ * ((m : ℝ) ^ 2 * (1 / (m : ℝ)) ^ dimension κ) := by ring - _ = _ := by rw [ribbon_mass_power_cancellation κ hmR] - -/-- One initial positive-probability event and quadratically many uniform -steps have one stretched-exponential cost, uniformly in the mesh. -/ -theorem ribbon_initial_and_steps_quadratic_cost - {q p D : ℝ} (hq : 0 < q) (hq1 : q ≤ 1) - (hp : 0 < p) (hD : 0 ≤ D) : - ∃ C : ℝ, 0 < C ∧ ∀ (m N : ℕ), 0 < m → (N : ℝ) ≤ D * (m : ℝ) ^ 2 → - Real.exp (-C * (m : ℝ) ^ 2) ≤ q ^ N * p := by - obtain ⟨C, hC, hcost⟩ := ribbon_probability_of_quadratic_completion - (lt_min hq hp) ((min_le_left q p).trans hq1) (show 0 ≤ D + 1 by linarith) - refine ⟨C, hC, fun m N hm hN => ?_⟩ - have hmR : (1 : ℝ) ≤ m := by exact_mod_cast hm - have hcount : ((N + 1 : ℕ) : ℝ) ≤ (D + 1) * (m : ℝ) ^ 2 := by - rw [Nat.cast_add, Nat.cast_one] - nlinarith - calc - _ ≤ min q p ^ (N + 1) := hcost m (N + 1) hcount - _ = min q p ^ N * min q p := pow_succ _ _ - _ ≤ q ^ N * p := mul_le_mul (pow_le_pow_left₀ (le_of_lt (lt_min hq hp)) - (min_le_left q p) N) (min_le_right q p) (le_of_lt (lt_min hq hp)) (pow_nonneg hq.le N) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.RibbonExperimentAssembly + +namespace OAI + +/-! Absorb the fixed initial passage probability into the quadratic +experiment cost, and convert width-scaled unit-strip mass to m^(2-d). -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma ribbon_mass_after_width_scaling (κ c a : ℝ) (ha : 0 < a) (m : ℕ) (hm : 0 < m) : + (a / (m : ℝ)) ^ dimension κ * ((m : ℝ) ^ 2 * c) = + c * a ^ dimension κ * (m : ℝ) ^ codimension κ := by + have hmR : (0 : ℝ) < m := by exact_mod_cast hm + rw [div_eq_mul_one_div, Real.mul_rpow ha.le (one_div_nonneg.mpr hmR.le)] + calc + _ = c * a ^ dimension κ * ((m : ℝ) ^ 2 * (1 / (m : ℝ)) ^ dimension κ) := by ring + _ = _ := by rw [ribbon_mass_power_cancellation κ hmR] + +/-- One initial positive-probability event and quadratically many uniform +steps have one stretched-exponential cost, uniformly in the mesh. -/ +theorem ribbon_initial_and_steps_quadratic_cost + {q p D : ℝ} (hq : 0 < q) (hq1 : q ≤ 1) + (hp : 0 < p) (hD : 0 ≤ D) : + ∃ C : ℝ, 0 < C ∧ ∀ (m N : ℕ), 0 < m → (N : ℝ) ≤ D * (m : ℝ) ^ 2 → + Real.exp (-C * (m : ℝ) ^ 2) ≤ q ^ N * p := by + obtain ⟨C, hC, hcost⟩ := ribbon_probability_of_quadratic_completion + (lt_min hq hp) ((min_le_left q p).trans hq1) (show 0 ≤ D + 1 by linarith) + refine ⟨C, hC, fun m N hm hN => ?_⟩ + have hmR : (1 : ℝ) ≤ m := by exact_mod_cast hm + have hcount : ((N + 1 : ℕ) : ℝ) ≤ (D + 1) * (m : ℝ) ^ 2 := by + rw [Nat.cast_add, Nat.cast_one] + nlinarith + calc + _ ≤ min q p ^ (N + 1) := hcost m (N + 1) hcount + _ = min q p ^ N * min q p := pow_succ _ _ + _ ≤ q ^ N * p := mul_le_mul (pow_le_pow_left₀ (le_of_lt (lt_min hq hp)) + (min_le_left q p) N) (min_le_right q p) (le_of_lt (lt_min hq hp)) (pow_nonneg hq.le N) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DenseVisitNumerics.lean b/lean/OAI/Probability/SLE/Gauge/DenseVisitNumerics.lean index 649229e1fc8dfcbaf27923616343620a794de238..6c3100cf4db4293b921dbd69b19b25be5bbed9c5 100644 --- a/lean/OAI/Probability/SLE/Gauge/DenseVisitNumerics.lean +++ b/lean/OAI/Probability/SLE/Gauge/DenseVisitNumerics.lean @@ -1,110 +1,110 @@ -import OAI.Probability.SLE.Gauge.CoverNumerics -import OAI.Probability.SLE.Gauge.CoverMesh - -namespace OAI - -/-! The actual logarithmic choice of dense-visit multiplicity and the -linear test window used in the explicit gauge cover. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -def coverMultiplicity (c : ℝ) (n : ℕ) : ℕ := - ⌊c * Real.sqrt (Real.log (n : ℝ))⌋₊ - -def coverTestWindow (n : ℕ) : Finset ℕ := Finset.Icc (n / 3) (2 * n / 3) - -theorem coverTestWindow_card_lower (n : ℕ) : n / 4 ≤ (coverTestWindow n).card := by - simp only [coverTestWindow, Nat.card_Icc] - omega - -theorem coverTestWindow_card_real_lower (n : ℕ) : - (n : ℝ) / 4 ≤ ((coverTestWindow n).card : ℝ) := by - have hh : n ≤ 4 * (coverTestWindow n).card := by - simp only [coverTestWindow, Nat.card_Icc] - omega - have hh' : (n : ℝ) ≤ 4 * ((coverTestWindow n).card : ℝ) := by exact_mod_cast hh - linarith - -theorem coverMultiplicity_upper {c : ℝ} (hc : 0 ≤ c) (n : ℕ) : - (coverMultiplicity c n : ℝ) ≤ c * Real.sqrt (Real.log (n : ℝ)) := - Nat.floor_le (mul_nonneg hc (Real.sqrt_nonneg _)) - -theorem coverMultiplicity_eventually_lower {c : ℝ} (hc : 0 < c) : - ∀ᶠ n : ℕ in atTop, - c / 2 * Real.sqrt (Real.log (n : ℝ)) ≤ (coverMultiplicity c n : ℝ) := by - have hlim : Tendsto (fun n : ℕ => c * Real.sqrt (Real.log (n : ℝ))) atTop atTop := - (Real.tendsto_sqrt_atTop.comp (Real.tendsto_log_atTop.comp - tendsto_natCast_atTop_atTop)).const_mul_atTop hc - filter_upwards [hlim.eventually_ge_atTop 2] with n hn - have hh := Nat.lt_floor_add_one (c * Real.sqrt (Real.log (n : ℝ))) - change _ < (coverMultiplicity c n : ℝ) + 1 at hh - linarith - -theorem coverMultiplicity_eventually_ge {c : ℝ} (hc : 0 < c) (m₀ : ℕ) : - ∀ᶠ n : ℕ in atTop, m₀ ≤ coverMultiplicity c n := by - have hlim : Tendsto (fun n : ℕ => c * Real.sqrt (Real.log (n : ℝ))) atTop atTop := - (Real.tendsto_sqrt_atTop.comp (Real.tendsto_log_atTop.comp - tendsto_natCast_atTop_atTop)).const_mul_atTop hc - filter_upwards [hlim.eventually_ge_atTop (m₀ : ℝ)] with n hn - exact Nat.le_floor hn - -/-- The mass created by the prescribed integer multiplicity is at least -the logarithmic correction of the explicit gauge. -/ -theorem coverMultiplicity_mass_lower {c p : ℝ} (hc : 0 < c) (hp : 0 ≤ p) : - ∀ᶠ n : ℕ in atTop, - (c / 2) ^ p * (Real.log (n : ℝ)) ^ (p / 2) ≤ - (coverMultiplicity c n : ℝ) ^ p := by - filter_upwards [coverMultiplicity_eventually_lower hc, - eventually_ge_atTop (1 : ℕ)] with n hn hn1 - have hlog : 0 ≤ Real.log (n : ℝ) := Real.log_nonneg (by exact_mod_cast hn1) - calc - _ = (c / 2 * Real.sqrt (Real.log (n : ℝ))) ^ p := by - rw [Real.mul_rpow (by positivity) (Real.sqrt_nonneg _), Real.sqrt_eq_rpow, - ← Real.rpow_mul hlog] - congr 2 - ring - _ ≤ _ := Real.rpow_le_rpow (by positivity) hn hp - -/-- A fixed dense-visit probability becomes at least `n^(-1/2)` at the -logarithmic multiplicity. The prefactor is retained, rather than discarded. -/ -theorem denseVisit_probability_eventually_lower - {a C c : ℝ} (ha : 0 < a) (hC : 0 ≤ C) (hc : 0 < c) - (hsmall : C * c ^ 2 ≤ 1 / 4) : - ∀ᶠ n : ℕ in atTop, - 1 / Real.sqrt (n : ℝ) ≤ - a * Real.exp (-C * (coverMultiplicity c n : ℝ) ^ 2) := by - have hloglim : Tendsto (fun n : ℕ => Real.log (n : ℝ)) atTop atTop := - Real.tendsto_log_atTop.comp tendsto_natCast_atTop_atTop - filter_upwards [eventually_ge_atTop (1 : ℕ), - hloglim.eventually_ge_atTop (-4 * Real.log a)] with n hn hlarge - have hnpos : (0 : ℝ) < n := by exact_mod_cast (zero_lt_one.trans_le hn) - have hlog : 0 ≤ Real.log (n : ℝ) := Real.log_nonneg (by exact_mod_cast hn) - have hup := coverMultiplicity_upper hc.le n - have hsq : (coverMultiplicity c n : ℝ) ^ 2 ≤ c ^ 2 * Real.log (n : ℝ) := by - calc - _ ≤ (c * Real.sqrt (Real.log (n : ℝ))) ^ 2 := - pow_le_pow_left₀ (Nat.cast_nonneg _) hup 2 - _ = _ := by rw [mul_pow, Real.sq_sqrt hlog] - have hCbound : C * (coverMultiplicity c n : ℝ) ^ 2 ≤ Real.log (n : ℝ) / 4 := by - calc - _ ≤ C * (c ^ 2 * Real.log (n : ℝ)) := mul_le_mul_of_nonneg_left hsq hC - _ = (C * c ^ 2) * Real.log (n : ℝ) := by ring - _ ≤ (1 / 4) * Real.log (n : ℝ) := mul_le_mul_of_nonneg_right hsmall hlog - _ = _ := by ring - have hsqrt : 1 / Real.sqrt (n : ℝ) = Real.exp (-(Real.log (n : ℝ) / 2)) := by - rw [Real.sqrt_eq_rpow, Real.rpow_def_of_pos hnpos, one_div, ← Real.exp_neg] - congr 1 - ring - rw [hsqrt, ← Real.exp_log ha, ← Real.exp_add] - apply Real.exp_le_exp.mpr - linarith - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.CoverNumerics +import OAI.Probability.SLE.Gauge.CoverMesh + +namespace OAI + +/-! The actual logarithmic choice of dense-visit multiplicity and the +linear test window used in the explicit gauge cover. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def coverMultiplicity (c : ℝ) (n : ℕ) : ℕ := + ⌊c * Real.sqrt (Real.log (n : ℝ))⌋₊ + +def coverTestWindow (n : ℕ) : Finset ℕ := Finset.Icc (n / 3) (2 * n / 3) + +theorem coverTestWindow_card_lower (n : ℕ) : n / 4 ≤ (coverTestWindow n).card := by + simp only [coverTestWindow, Nat.card_Icc] + omega + +theorem coverTestWindow_card_real_lower (n : ℕ) : + (n : ℝ) / 4 ≤ ((coverTestWindow n).card : ℝ) := by + have hh : n ≤ 4 * (coverTestWindow n).card := by + simp only [coverTestWindow, Nat.card_Icc] + omega + have hh' : (n : ℝ) ≤ 4 * ((coverTestWindow n).card : ℝ) := by exact_mod_cast hh + linarith + +theorem coverMultiplicity_upper {c : ℝ} (hc : 0 ≤ c) (n : ℕ) : + (coverMultiplicity c n : ℝ) ≤ c * Real.sqrt (Real.log (n : ℝ)) := + Nat.floor_le (mul_nonneg hc (Real.sqrt_nonneg _)) + +theorem coverMultiplicity_eventually_lower {c : ℝ} (hc : 0 < c) : + ∀ᶠ n : ℕ in atTop, + c / 2 * Real.sqrt (Real.log (n : ℝ)) ≤ (coverMultiplicity c n : ℝ) := by + have hlim : Tendsto (fun n : ℕ => c * Real.sqrt (Real.log (n : ℝ))) atTop atTop := + (Real.tendsto_sqrt_atTop.comp (Real.tendsto_log_atTop.comp + tendsto_natCast_atTop_atTop)).const_mul_atTop hc + filter_upwards [hlim.eventually_ge_atTop 2] with n hn + have hh := Nat.lt_floor_add_one (c * Real.sqrt (Real.log (n : ℝ))) + change _ < (coverMultiplicity c n : ℝ) + 1 at hh + linarith + +theorem coverMultiplicity_eventually_ge {c : ℝ} (hc : 0 < c) (m₀ : ℕ) : + ∀ᶠ n : ℕ in atTop, m₀ ≤ coverMultiplicity c n := by + have hlim : Tendsto (fun n : ℕ => c * Real.sqrt (Real.log (n : ℝ))) atTop atTop := + (Real.tendsto_sqrt_atTop.comp (Real.tendsto_log_atTop.comp + tendsto_natCast_atTop_atTop)).const_mul_atTop hc + filter_upwards [hlim.eventually_ge_atTop (m₀ : ℝ)] with n hn + exact Nat.le_floor hn + +/-- The mass created by the prescribed integer multiplicity is at least +the logarithmic correction of the explicit gauge. -/ +theorem coverMultiplicity_mass_lower {c p : ℝ} (hc : 0 < c) (hp : 0 ≤ p) : + ∀ᶠ n : ℕ in atTop, + (c / 2) ^ p * (Real.log (n : ℝ)) ^ (p / 2) ≤ + (coverMultiplicity c n : ℝ) ^ p := by + filter_upwards [coverMultiplicity_eventually_lower hc, + eventually_ge_atTop (1 : ℕ)] with n hn hn1 + have hlog : 0 ≤ Real.log (n : ℝ) := Real.log_nonneg (by exact_mod_cast hn1) + calc + _ = (c / 2 * Real.sqrt (Real.log (n : ℝ))) ^ p := by + rw [Real.mul_rpow (by positivity) (Real.sqrt_nonneg _), Real.sqrt_eq_rpow, + ← Real.rpow_mul hlog] + congr 2 + ring + _ ≤ _ := Real.rpow_le_rpow (by positivity) hn hp + +/-- A fixed dense-visit probability becomes at least `n^(-1/2)` at the +logarithmic multiplicity. The prefactor is retained, rather than discarded. -/ +theorem denseVisit_probability_eventually_lower + {a C c : ℝ} (ha : 0 < a) (hC : 0 ≤ C) (hc : 0 < c) + (hsmall : C * c ^ 2 ≤ 1 / 4) : + ∀ᶠ n : ℕ in atTop, + 1 / Real.sqrt (n : ℝ) ≤ + a * Real.exp (-C * (coverMultiplicity c n : ℝ) ^ 2) := by + have hloglim : Tendsto (fun n : ℕ => Real.log (n : ℝ)) atTop atTop := + Real.tendsto_log_atTop.comp tendsto_natCast_atTop_atTop + filter_upwards [eventually_ge_atTop (1 : ℕ), + hloglim.eventually_ge_atTop (-4 * Real.log a)] with n hn hlarge + have hnpos : (0 : ℝ) < n := by exact_mod_cast (zero_lt_one.trans_le hn) + have hlog : 0 ≤ Real.log (n : ℝ) := Real.log_nonneg (by exact_mod_cast hn) + have hup := coverMultiplicity_upper hc.le n + have hsq : (coverMultiplicity c n : ℝ) ^ 2 ≤ c ^ 2 * Real.log (n : ℝ) := by + calc + _ ≤ (c * Real.sqrt (Real.log (n : ℝ))) ^ 2 := + pow_le_pow_left₀ (Nat.cast_nonneg _) hup 2 + _ = _ := by rw [mul_pow, Real.sq_sqrt hlog] + have hCbound : C * (coverMultiplicity c n : ℝ) ^ 2 ≤ Real.log (n : ℝ) / 4 := by + calc + _ ≤ C * (c ^ 2 * Real.log (n : ℝ)) := mul_le_mul_of_nonneg_left hsq hC + _ = (C * c ^ 2) * Real.log (n : ℝ) := by ring + _ ≤ (1 / 4) * Real.log (n : ℝ) := mul_le_mul_of_nonneg_right hsmall hlog + _ = _ := by ring + have hsqrt : 1 / Real.sqrt (n : ℝ) = Real.exp (-(Real.log (n : ℝ) / 2)) := by + rw [Real.sqrt_eq_rpow, Real.rpow_def_of_pos hnpos, one_div, ← Real.exp_neg] + congr 1 + ring + rw [hsqrt, ← Real.exp_log ha, ← Real.exp_add] + apply Real.exp_le_exp.mpr + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DensityWeightedMoments.lean b/lean/OAI/Probability/SLE/Gauge/DensityWeightedMoments.lean index e92dc005d17fc6f231f42bdcb0bbdf262bfbb93b..d4f944f93bc08662400f4a4de85df0e4365c25ee 100644 --- a/lean/OAI/Probability/SLE/Gauge/DensityWeightedMoments.lean +++ b/lean/OAI/Probability/SLE/Gauge/DensityWeightedMoments.lean @@ -1,85 +1,85 @@ -import OAI.Probability.SLE.Loewner.TargetDensityBound -import OAI.Probability.SLE.Angle.AngleMomentWeight - -namespace OAI - -/-! The center-hit decay cancels the finite change-of-law density. -Consequently every terminal disk moment has one integrable angular bound. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped NNReal ENNReal - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} - {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - -theorem uniform_density_disk_terminal_moments - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (m : ℕ) : - ∃ M : ℝ≥0∞, M<∞ ∧ ∀ (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ), 0≤ℓ → - (∫⁻ ω, ENNReal.ofReal (Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ * - (C.diskTerminalScalar θ hθ ω)^m) ∂P) ≤ - M*ENNReal.ofReal (1/(Real.sin θ)^greenExponent κ) := by - obtain ⟨M,hM,hbound⟩ := C.uniform_diskTerminalScalar_centered_moments hB hc h0 hκ hκ8 F hw hgrowth m - refine ⟨M,hM,?_⟩ - intro θ hθ ℓ hℓ - let u := 4*ℓ/κ - let e := Real.exp (-u) - let c := Real.exp (u*codimension κ)/(Real.sin θ)^greenExponent κ - let E := diskCenterHit γ G θ e - let Z := C.diskTerminalScalar θ hθ - have hs : 0 (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t))) hc - κ θ hθ γ G F hw e he he1 - have hZ (ω) : 0≤Z ω := compactWeightedMass_nonneg _ _ _ - have hd (ω) : Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ ≤ - E.indicator (fun _ => c) ω := by - exact Target.levelDensity_le_centerHit κ hκ hκ8 _ _ ((hc ω).const_mul _) - (γ ω) (G ω) (F ω) (hw ω) (Target.normalizedDriver_matches κ hκ B hc h0 ω) θ hθ ℓ hℓ - have hp : (∫⁻ ω, ENNReal.ofReal (Target.levelDensity κ θ - (Target.normalizedDriver κ B hc h0 ω) ℓ * (Z ω)^m) ∂P) ≤ - ENNReal.ofReal c * ∫⁻ ω in E, (ENNReal.ofReal (Z ω))^m ∂P := by - rw [← lintegral_const_mul' _ _ ENNReal.ofReal_ne_top,← lintegral_indicator hE] - apply lintegral_mono - intro ω - by_cases hω : ω∈E - · rw [indicator_of_mem hω] - rw [← ENNReal.ofReal_pow (hZ ω),← ENNReal.ofReal_mul hc0] - exact ENNReal.ofReal_le_ofReal (mul_le_mul_of_nonneg_right - (by simpa only [indicator_of_mem hω] using hd ω) (pow_nonneg (hZ ω) m)) - · rw [indicator_of_notMem hω] - apply le_of_eq - apply ENNReal.ofReal_eq_zero.mpr - have hh : Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ ≤ 0 := by - simpa only [indicator_of_notMem hω] using hd ω - exact mul_nonpos_of_nonpos_of_nonneg hh (pow_nonneg (hZ ω) m) - have hec : c * e^codimension κ=1/(Real.sin θ)^greenExponent κ := by - dsimp only [c,e] - rw [← Real.exp_mul] - field_simp [(Real.rpow_pos_of_pos hs (greenExponent κ)).ne'] - rw [← Real.exp_add] - ring_nf - exact Real.exp_zero - calc - _ ≤ ENNReal.ofReal c * ∫⁻ ω in E, (ENNReal.ofReal (Z ω))^m ∂P := hp - _ ≤ ENNReal.ofReal c * (M*ENNReal.ofReal (e^codimension κ)) := - mul_le_mul' le_rfl (hbound θ hθ e he he1) - _ = _ := by rw [mul_left_comm,← ENNReal.ofReal_mul hc0,hec] - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Loewner.TargetDensityBound +import OAI.Probability.SLE.Angle.AngleMomentWeight + +namespace OAI + +/-! The center-hit decay cancels the finite change-of-law density. +Consequently every terminal disk moment has one integrable angular bound. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +theorem uniform_density_disk_terminal_moments + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (m : ℕ) : + ∃ M : ℝ≥0∞, M<∞ ∧ ∀ (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ), 0≤ℓ → + (∫⁻ ω, ENNReal.ofReal (Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ * + (C.diskTerminalScalar θ hθ ω)^m) ∂P) ≤ + M*ENNReal.ofReal (1/(Real.sin θ)^greenExponent κ) := by + obtain ⟨M,hM,hbound⟩ := C.uniform_diskTerminalScalar_centered_moments hB hc h0 hκ hκ8 F hw hgrowth m + refine ⟨M,hM,?_⟩ + intro θ hθ ℓ hℓ + let u := 4*ℓ/κ + let e := Real.exp (-u) + let c := Real.exp (u*codimension κ)/(Real.sin θ)^greenExponent κ + let E := diskCenterHit γ G θ e + let Z := C.diskTerminalScalar θ hθ + have hs : 0 (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t))) hc + κ θ hθ γ G F hw e he he1 + have hZ (ω) : 0≤Z ω := compactWeightedMass_nonneg _ _ _ + have hd (ω) : Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ ≤ + E.indicator (fun _ => c) ω := by + exact Target.levelDensity_le_centerHit κ hκ hκ8 _ _ ((hc ω).const_mul _) + (γ ω) (G ω) (F ω) (hw ω) (Target.normalizedDriver_matches κ hκ B hc h0 ω) θ hθ ℓ hℓ + have hp : (∫⁻ ω, ENNReal.ofReal (Target.levelDensity κ θ + (Target.normalizedDriver κ B hc h0 ω) ℓ * (Z ω)^m) ∂P) ≤ + ENNReal.ofReal c * ∫⁻ ω in E, (ENNReal.ofReal (Z ω))^m ∂P := by + rw [← lintegral_const_mul' _ _ ENNReal.ofReal_ne_top,← lintegral_indicator hE] + apply lintegral_mono + intro ω + by_cases hω : ω∈E + · rw [indicator_of_mem hω] + rw [← ENNReal.ofReal_pow (hZ ω),← ENNReal.ofReal_mul hc0] + exact ENNReal.ofReal_le_ofReal (mul_le_mul_of_nonneg_right + (by simpa only [indicator_of_mem hω] using hd ω) (pow_nonneg (hZ ω) m)) + · rw [indicator_of_notMem hω] + apply le_of_eq + apply ENNReal.ofReal_eq_zero.mpr + have hh : Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ ≤ 0 := by + simpa only [indicator_of_notMem hω] using hd ω + exact mul_nonpos_of_nonpos_of_nonneg hh (pow_nonneg (hZ ω) m) + have hec : c * e^codimension κ=1/(Real.sin θ)^greenExponent κ := by + dsimp only [c,e] + rw [← Real.exp_mul] + field_simp [(Real.rpow_pos_of_pos hs (greenExponent κ)).ne'] + rw [← Real.exp_add] + ring_nf + exact Real.exp_zero + calc + _ ≤ ENNReal.ofReal c * ∫⁻ ω in E, (ENNReal.ofReal (Z ω))^m ∂P := hp + _ ≤ ENNReal.ofReal c * (M*ENNReal.ofReal (e^codimension κ)) := + mul_le_mul' le_rfl (hbound θ hθ e he he1) + _ = _ := by rw [mul_left_comm,← ENNReal.ofReal_mul hc0,hec] + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DiskCanonicalMoments.lean b/lean/OAI/Probability/SLE/Gauge/DiskCanonicalMoments.lean index af870c47106a898525f4a097af6170680b5dab24..37d4d102f7009d5dbb0af4ca10a54a2343c7f8d7 100644 --- a/lean/OAI/Probability/SLE/Gauge/DiskCanonicalMoments.lean +++ b/lean/OAI/Probability/SLE/Gauge/DiskCanonicalMoments.lean @@ -1,57 +1,57 @@ -import OAI.Probability.SLE.Mass.DiskLevelTests - -namespace OAI - -/-! The centered physical-disk estimate survives the canonical convex -limit on the same event and with its original target-radius factor. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped NNReal ENNReal Topology CompactlySupported - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} - {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - -theorem uniform_disk_terminal_test_centered_moments - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) - (K : Set ℂ) (hK : IsCompact K) (hKd : K ⊆ ball 0 1) - (b : ℝ) (hb : 0 mul_nonneg (NNReal.coe_nonneg _) (hf _) - simp_rw [conformalMass_integral] - apply level_radon_limit_test_moment_le hm hc hκ hκ8 γ G F hw - (fun n => (n:ℝ)) (fun n => Nat.cast_nonneg n) - C.rational.supports C.rational.weights C.rational.weights_nonneg C.rational.weights_sum - ∞ C.rational.terminal (ae_restrict_of_ae C.rational.terminal_limit) g hg m - (M*ENNReal.ofReal (e^codimension κ)) - intro n - apply (lintegral_mono (fun ω => pow_le_pow_left' ?_ m)).trans (hbound θ hθ e he he1 n (Nat.cast_nonneg n)) - simpa only [g,conformalMass_integral] using - ofReal_disk_level_test_le hm hc hκ hκ8 γ G F hw θ hθ K hK hKd f hf hf1 hfs - n (Nat.cast_nonneg n) ∞ ω - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Mass.DiskLevelTests + +namespace OAI + +/-! The centered physical-disk estimate survives the canonical convex +limit on the same event and with its original target-radius factor. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +theorem uniform_disk_terminal_test_centered_moments + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (K : Set ℂ) (hK : IsCompact K) (hKd : K ⊆ ball 0 1) + (b : ℝ) (hb : 0 mul_nonneg (NNReal.coe_nonneg _) (hf _) + simp_rw [conformalMass_integral] + apply level_radon_limit_test_moment_le hm hc hκ hκ8 γ G F hw + (fun n => (n:ℝ)) (fun n => Nat.cast_nonneg n) + C.rational.supports C.rational.weights C.rational.weights_nonneg C.rational.weights_sum + ∞ C.rational.terminal (ae_restrict_of_ae C.rational.terminal_limit) g hg m + (M*ENNReal.ofReal (e^codimension κ)) + intro n + apply (lintegral_mono (fun ω => pow_le_pow_left' ?_ m)).trans (hbound θ hθ e he he1 n (Nat.cast_nonneg n)) + simpa only [g,conformalMass_integral] using + ofReal_disk_level_test_le hm hc hκ hκ8 γ G F hw θ hθ K hK hKd f hf hf1 hfs + n (Nat.cast_nonneg n) ∞ ω + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/DiskIntegratedMoments.lean b/lean/OAI/Probability/SLE/Gauge/DiskIntegratedMoments.lean index 5ab8189e5d8e71268f43a60c4125fe6493b7772e..68ac9ce0a5b58c25092777bf935aea87d77bf7c0 100644 --- a/lean/OAI/Probability/SLE/Gauge/DiskIntegratedMoments.lean +++ b/lean/OAI/Probability/SLE/Gauge/DiskIntegratedMoments.lean @@ -1,94 +1,94 @@ -import OAI.Probability.SLE.Mass.DiskLevelMoments - -namespace OAI - -/-! Uniform centered moments of the physical disk level masses. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped NNReal ENNReal - -namespace SLEExactGauge.Multipoint - -theorem diskLevelMass_centered_moment_bound - {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) - (K : Set ℂ) (hK : MeasurableSet K) (hKd : K ⊆ ball 0 1) - (b : ℝ) (hb : 0 ENNReal.ofReal (diskStoppedGreen κ θ B γ G u ω x)) hW m] - have hk : Measurable (fun x : Fin m → ℂ => - cappedDistanceKernel (codimension κ) b (Fin.cons 0 x)) := by - apply (measurable_cappedDistanceKernel _ _).comp - apply Measurable.of_eval - intro i - exact Fin.cases measurable_const (fun j => measurable_pi_apply j) i - have hbnd : (∫⁻ x : Fin m → ℂ, ∫⁻ ω in diskCenterHit γ G θ e, - ∏ i, ENNReal.ofReal (diskStoppedGreen κ θ B γ G u ω (x i)) ∂P - ∂Measure.pi (fun _ : Fin m => volume.restrict K)) ≤ - ENNReal.ofReal (multipointConstant κ (m+1)*e^codimension κ)* - ∫⁻ x : Fin m → ℂ, cappedDistanceKernel (codimension κ) b (Fin.cons 0 x) - ∂Measure.pi (fun _ : Fin m => volume.restrict K) := by - rw [← lintegral_const_mul _ hk] - apply lintegral_mono_ae - filter_upwards [ae_tuple_mem (ι:=Fin m) K hK,ae_fin_cons_injective m K 0] with x hx hi - have h := diskStoppedGreen_centered_product_bound hB hm hBm hc h0 hκ hκ8 - γ G F hw hgrowth θ hθ m x (fun i => hKd (hx i)) hi b hb hb1 - (fun i => hbK _ (hx i)) e he u - rw [lintegral_indicator hE] at h - simpa only [ENNReal.ofReal_prod_of_nonneg - (fun i _ => diskStoppedGreen_nonneg hw u _ (x i))] using h - apply hbnd.trans_eq - rw [ENNReal.ofReal_mul (multipointConstant_pos _ _).le] - unfold centeredLevelMomentBound - ring - -theorem uniform_diskLevelMass_centered_moments - {Ω : Type*} [MeasurableSpace Ω] - {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) - (K : Set ℂ) (hK : IsCompact K) (hKd : K ⊆ ball 0 1) - (b : ℝ) (hb : 0 B t ω)) (h0 : ∀ ω, B 0 ω=0) + {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (K : Set ℂ) (hK : MeasurableSet K) (hKd : K ⊆ ball 0 1) + (b : ℝ) (hb : 0 ENNReal.ofReal (diskStoppedGreen κ θ B γ G u ω x)) hW m] + have hk : Measurable (fun x : Fin m → ℂ => + cappedDistanceKernel (codimension κ) b (Fin.cons 0 x)) := by + apply (measurable_cappedDistanceKernel _ _).comp + apply Measurable.of_eval + intro i + exact Fin.cases measurable_const (fun j => measurable_pi_apply j) i + have hbnd : (∫⁻ x : Fin m → ℂ, ∫⁻ ω in diskCenterHit γ G θ e, + ∏ i, ENNReal.ofReal (diskStoppedGreen κ θ B γ G u ω (x i)) ∂P + ∂Measure.pi (fun _ : Fin m => volume.restrict K)) ≤ + ENNReal.ofReal (multipointConstant κ (m+1)*e^codimension κ)* + ∫⁻ x : Fin m → ℂ, cappedDistanceKernel (codimension κ) b (Fin.cons 0 x) + ∂Measure.pi (fun _ : Fin m => volume.restrict K) := by + rw [← lintegral_const_mul _ hk] + apply lintegral_mono_ae + filter_upwards [ae_tuple_mem (ι:=Fin m) K hK,ae_fin_cons_injective m K 0] with x hx hi + have h := diskStoppedGreen_centered_product_bound hB hm hBm hc h0 hκ hκ8 + γ G F hw hgrowth θ hθ m x (fun i => hKd (hx i)) hi b hb hb1 + (fun i => hbK _ (hx i)) e he u + rw [lintegral_indicator hE] at h + simpa only [ENNReal.ofReal_prod_of_nonneg + (fun i _ => diskStoppedGreen_nonneg hw u _ (x i))] using h + apply hbnd.trans_eq + rw [ENNReal.ofReal_mul (multipointConstant_pos _ _).le] + unfold centeredLevelMomentBound + ring + +theorem uniform_diskLevelMass_centered_moments + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (K : Set ℂ) (hK : IsCompact K) (hKd : K ⊆ ball 0 1) + (b : ℝ) (hb : 0 (z : OnePoint ℂ)) '' ball a r} - -theorem stoppedImageEvent_measurable - {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) - (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) - (hc : ∀ ω, Continuous (γ ω)) (hH : ∀ ω t, 0 ≤ (γ ω t).im) - (σ : Ω → ℝ≥0) (hσ : IsStoppingTime ℱ (fun ω => (σ ω : WithTop ℝ≥0))) - (T : ℝ≥0) (hT : ∀ ω, σ ω ≤ T) - (Fbar : ℂ → OnePoint ℂ) (hFbar : ContinuousOn Fbar closedHalfPlane) - (a : ℂ) (r : ℝ) : - MeasurableSet[hσ.measurableSpace] (stoppedImageEvent γ σ Fbar a r) := by - let f : C(closedHalfPlane, OnePoint ℂ) := ⟨fun z => Fbar z, hFbar.domRestrict⟩ - let p := stoppedTracePath γ hc σ - have hp : Measurable[hσ.measurableSpace] p := - stoppedTracePath_measurable ℱ γ ha hc σ hσ - have hpm : Measurable[hσ.measurableSpace] (fun ω => f.comp (liftClosedPath (p ω))) := by - exact (ContinuousMap.continuous_postcomp f).measurable.comp - (measurable_liftClosedPath.comp hp) - have hO : IsOpen ((fun z : ℂ => (z : OnePoint ℂ)) '' ball a r) := - OnePoint.isOpenEmbedding_coe.isOpenMap _ isOpen_ball - have he : stoppedImageEvent γ σ Fbar a r = - {ω | MapsTo (f.comp (liftClosedPath (p ω))) (Icc 0 T) - ((fun z : ℂ => (z : OnePoint ℂ)) '' ball a r)} := by - ext ω - have hpc : ClosedPathProperty (p ω) := fun t => hH ω (min t (σ ω)) - have heval (t : ℝ≥0) : f.comp (liftClosedPath (p ω)) t = - Fbar (γ ω (min t (σ ω))) := by - change Fbar ((liftClosedPath (p ω) t : closedHalfPlane) : ℂ) = _ - rw [liftClosedPath_apply _ hpc] - rfl - constructor - · intro h t ht - rw [heval] - exact h _ ⟨bot_le, min_le_right _ _⟩ - · intro h t ht - have hh := h ⟨bot_le, ht.2.trans (hT ω)⟩ - simpa only [heval, min_eq_left ht.2] using hh - rw [he] - exact (ContinuousMap.isOpen_setOfPred_mapsTo isCompact_Icc hO).measurableSet.preimage hpm - -/-- Containment failure before a bounded parameter-radius stop is exactly -an escape covered by conformal localization. -/ -theorem stoppedImage_failure_subset_escape - {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (σ : Ω → ℝ≥0) - (E : Set Ω) (Fbar : ℂ → OnePoint ℂ) (a : ℂ) (r A : ℝ) - (hbound : ∀ ω ∈ E, ∀ t ∈ Icc 0 (σ ω), ‖γ ω t‖ < A) : - E \ stoppedImageEvent γ σ Fbar a r ⊆ - {ω | ∃ t : ℝ≥0, BeforeFirstModulus (γ ω) A t ∧ - Fbar (γ ω t) ∉ (fun z : ℂ => (z : OnePoint ℂ)) '' ball a r} := by - rintro ω ⟨hE, hbad⟩ - change ¬ ∀ t ∈ Icc 0 (σ ω), Fbar (γ ω t) ∈ - (fun z : ℂ => (z : OnePoint ℂ)) '' ball a r at hbad - push Not at hbad - obtain ⟨t, ht, hbad⟩ := hbad - refine ⟨t, ?_, hbad⟩ - intro s hs - exact hbound ω hE s ⟨bot_le, hs.le.trans ht.2⟩ - -/-- A bounded first-height certificate stays strictly inside the ball of -half the rectangle scale. -/ -theorem bounded_firstHeight_norm - (p : C(ℝ≥0, ℂ)) (hp0 : p 0 = 0) (hpH : ∀ t, 0 ≤ (p t).im) - {B : ℝ} (hB : 0 < B) (T : ℝ≥0) - (hcert : let σ := boundedFirstHeightTime p B T - 0 < σ ∧ (p σ).im = B / 4 ∧ - MapsTo (fun t => p (min t σ)) (Icc 0 T) (narrowStrip B)) : - ∀ t ∈ Icc 0 (boundedFirstHeightTime p B T), ‖p t‖ < B / 2 := by - obtain ⟨σ, htime, _, _, _, _, hpast⟩ := - bounded_certificate_gives_first_height p hp0 hpH hB T hcert - have hσ : σ = boundedFirstHeightTime p B T := by - have hle : σ ≤ T := by - by_contra hn - have hσmin := boundedFirstHeightTime_le p B T - obtain ⟨_, hhit, _⟩ := hcert - have hfirstle : firstHeightTime p (B / 4) ≤ - (boundedFirstHeightTime p B T : WithTop ℝ≥0) := by - apply hittingAfter_le_of_mem (show (0 : ℝ≥0) ≤ boundedFirstHeightTime p B T from bot_le) - change (p (boundedFirstHeightTime p B T)).im - B / 4 = 0 - rw [hhit, sub_self] - rw [htime, WithTop.coe_le_coe] at hfirstle - exact (not_le_of_gt (lt_of_not_ge hn)) (hfirstle.trans hσmin) - apply WithTop.coe_injective - rw [boundedFirstHeightTime_coe, htime, min_eq_left (WithTop.coe_le_coe.mpr hle)] - intro t ht - rw [← hσ] at ht - exact mem_ball_zero_iff.mp - (GuideSplice.closedInitialRectangle_subset_smallBall hB (hpast (mem_image_of_mem p ht))) - -/-- Conformal localization controls a stopped containment failure whenever -the past remains below its parameter-radius threshold. -/ -theorem unit_guide_localization - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) : - ∃ b C c L₀ : ℝ, 0 < b ∧ 0 < C ∧ 0 < c ∧ 1 < L₀ ∧ - ∀ (Ω : Type*) [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (γ : Ω → ℝ≥0 → ℂ), IsOrdinaryChordalSLE κ γ P → - ∀ (F : ℂ → ℂ) (Fbar : ℂ → OnePoint ℂ), - DifferentiableOn ℂ F upperHalfPlane → InjOn F upperHalfPlane → - ContinuousOn Fbar closedHalfPlane → - (∀ z ∈ upperHalfPlane, Fbar z = (F z : OnePoint ℂ)) → - ∀ (a : ℂ) (r : ℝ), 0 < r → - ∀ (η : ℝ → ℂ) (S : ℝ), 0 < S → ContinuousOn η (Icc 0 S) → - η 0 = 0 → ‖η S‖ = 1 → (∀ t ∈ Icc 0 S, 0 ≤ (η t).im) → - (∀ t ∈ Icc 0 S, ∃ w : ℂ, Fbar (η t) = (w : OnePoint ℂ) ∧ ‖w-a‖ ≤ r) → - ∀ (L : ℝ), L₀ ≤ L → ∀ (σ : Ω → ℝ≥0) (E : Set Ω), - (∀ ω ∈ E, ∀ t ∈ Icc 0 (σ ω), ‖γ ω t‖ < L ^ b) → - P (E \ stoppedImageEvent γ σ Fbar a (L * r)) ≤ ENNReal.ofReal (C * L ^ (-c)) := by - obtain ⟨b, C, c, L₀, hb, hC, hc, hL₀, hloc⟩ := - sourceUniformConformalLocalization κ hκ hκ8 - refine ⟨b, C, c, L₀, hb, hC, hc, hL₀, ?_⟩ - intro Ω m P hP γ hSLE F Fbar hF hinj hbar hext a r hr η S hS hη hη0 hηS hH him L hL σ E hbound - exact (measure_mono (stoppedImage_failure_subset_escape γ σ E Fbar a (L * r) (L ^ b) hbound)).trans - (hloc Ω m P hP γ hSLE F Fbar hF hinj hbar hext a r hr η S hS hη hη0 hηS hH him L hL) - -/-- Actual capacity scaling transports an escape event, including its -strict before-first-modulus condition. -/ -theorem escape_under_scaling - {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (Fbar : ℂ → OnePoint ℂ) - (c : ℝ≥0) (hc : 0 < c) (A r : ℝ) (a : ℂ) : - {ω | ∃ t : ℝ≥0, BeforeFirstModulus (γ ω) A t ∧ - Fbar (γ ω t) ∉ (fun z : ℂ => (z : OnePoint ℂ)) '' ball a r} ⊆ - {ω | ∃ t : ℝ≥0, BeforeFirstModulus (sourceScaleTrace c (γ ω)) ((c : ℝ) * A) t ∧ - Fbar (sourceScaleTrace c (γ ω) t / (c : ℂ)) ∉ - (fun z : ℂ => (z : OnePoint ℂ)) '' ball a r} := by - have hc2 : 0 < c ^ 2 := pow_pos hc 2 - have hcC : (c : ℂ) ≠ 0 := Complex.ofReal_ne_zero.mpr (ne_of_gt hc) - rintro ω ⟨t, ht, hbad⟩ - refine ⟨t * c ^ 2, ?_, ?_⟩ - · intro u hu - have hu' : sourceScaleTime c u < t := (div_lt_iff₀ hc2).mpr hu - have hn : ‖sourceScaleTrace c (γ ω) u‖ = (c : ℝ) * ‖γ ω (sourceScaleTime c u)‖ := by - simp only [sourceScaleTrace, norm_mul, Complex.norm_real, Real.norm_eq_abs, - abs_of_nonneg c.coe_nonneg] - rw [hn] - exact mul_lt_mul_of_pos_left (ht _ hu') hc - · simpa only [sourceScaleTrace, sourceScaleTime, - mul_div_cancel_right₀ _ (ne_of_gt hc2), mul_div_cancel_left₀ _ hcC] using hbad - -/-- The localization estimate with a guide ending at an arbitrary positive -parameter radius, derived by capacity scaling of ordinary SLE. -/ -theorem localization_at_guide_radius - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) : - ∃ b C c L₀ : ℝ, 0 < b ∧ 0 < C ∧ 0 < c ∧ 1 < L₀ ∧ - ∀ (Ω : Type*) [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (γ : Ω → ℝ≥0 → ℂ), IsOrdinaryChordalSLE κ γ P → - ∀ (F : ℂ → ℂ) (Fbar : ℂ → OnePoint ℂ), - DifferentiableOn ℂ F upperHalfPlane → InjOn F upperHalfPlane → - ContinuousOn Fbar closedHalfPlane → - (∀ z ∈ upperHalfPlane, Fbar z = (F z : OnePoint ℂ)) → - ∀ (a : ℂ) (r : ℝ), 0 < r → - ∀ (η : ℝ → ℂ) (S b₀ : ℝ), 0 < S → 0 < b₀ → ContinuousOn η (Icc 0 S) → - η 0 = 0 → ‖η S‖ = b₀ → (∀ t ∈ Icc 0 S, 0 ≤ (η t).im) → - (∀ t ∈ Icc 0 S, ∃ w : ℂ, Fbar (η t) = (w : OnePoint ℂ) ∧ ‖w-a‖ ≤ r) → - ∀ (L : ℝ), L₀ ≤ L → - P {ω | ∃ t : ℝ≥0, BeforeFirstModulus (γ ω) (b₀ * L ^ b) t ∧ - Fbar (γ ω t) ∉ (fun z : ℂ => (z : OnePoint ℂ)) '' ball a (L * r)} ≤ - ENNReal.ofReal (C * L ^ (-c)) := by - obtain ⟨b, C, c, L₀, hb, hC, hc, hL₀, hloc⟩ := - sourceUniformConformalLocalization κ hκ hκ8 - refine ⟨b, C, c, L₀, hb, hC, hc, hL₀, ?_⟩ - intro Ω m P hP γ hSLE F Fbar hF hinj hbar hext a r hr η S b₀ hS hb₀ hη hη0 hηS hH him L hL - let d : ℝ≥0 := ⟨b₀, hb₀.le⟩ - let k := d⁻¹ - have hk : 0 < k := inv_pos.mpr hb₀ - have hkR : 0 < (k : ℝ) := hk - have hkC : (k : ℂ) ≠ 0 := Complex.ofReal_ne_zero.mpr hkR.ne' - have hkd : (k : ℝ) * b₀ = 1 := by - change b₀⁻¹ * b₀ = 1 - exact inv_mul_cancel₀ hb₀.ne' - let Fs := fun z : ℂ => F (z / (k : ℂ)) - let Fbars := fun z : ℂ => Fbar (z / (k : ℂ)) - let ηs := fun t : ℝ => (k : ℂ) * η t - have hmap (z : ℂ) (hz : z ∈ upperHalfPlane) : z / (k : ℂ) ∈ upperHalfPlane := by - change 0 < (z / (k : ℂ)).im - rw [Complex.div_ofReal_im] - exact div_pos hz hkR - have hFs : DifferentiableOn ℂ Fs upperHalfPlane := - hF.comp (differentiable_id.div_const (k : ℂ)).differentiableOn hmap - have hFsi : InjOn Fs upperHalfPlane := by - intro z hz w hw he - have hh := hinj (hmap z hz) (hmap w hw) he - exact (div_left_inj' hkC).mp hh - have hbars : ContinuousOn Fbars closedHalfPlane := - hbar.comp (continuous_id.div_const (k : ℂ)).continuousOn (by - intro z hz - change 0 ≤ (z / (k : ℂ)).im - rw [Complex.div_ofReal_im] - exact div_nonneg hz hkR.le) - have hexts (z : ℂ) (hz : z ∈ upperHalfPlane) : Fbars z = (Fs z : OnePoint ℂ) := - hext _ (hmap z hz) - have hηsc : ContinuousOn ηs (Icc 0 S) := continuousOn_const.mul hη - have hηs0 : ηs 0 = 0 := by simp only [ηs, hη0, mul_zero] - have hηsS : ‖ηs S‖ = 1 := by - simpa only [ηs, norm_mul, Complex.norm_real, Real.norm_eq_abs, - abs_of_nonneg k.coe_nonneg, hηS] using hkd - have hηsH (t : ℝ) (ht : t ∈ Icc 0 S) : 0 ≤ (ηs t).im := by - change 0 ≤ ((k : ℂ) * η t).im - simp only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero] - exact mul_nonneg hkR.le (hH t ht) - have hims (t : ℝ) (ht : t ∈ Icc 0 S) : - ∃ w : ℂ, Fbars (ηs t) = (w : OnePoint ℂ) ∧ ‖w - a‖ ≤ r := by - simpa only [Fbars, ηs, mul_div_cancel_left₀ _ hkC] using him t ht - have hscaled := sourceCapacityScaling.2 κ hκ hκ8 γ hSLE k hk - have hbound := hloc Ω m P hP (fun ω => sourceScaleTrace k (γ ω)) hscaled - Fs Fbars hFs hFsi hbars hexts a r hr ηs S hS hηsc hηs0 hηsS hηsH hims L hL - have hsub := escape_under_scaling γ Fbar k hk (b₀ * L ^ b) (L * r) a - have hfactor : (k : ℝ) * (b₀ * L ^ b) = L ^ b := by rw [← mul_assoc, hkd, one_mul] - rw [hfactor] at hsub - exact (measure_mono hsub).trans hbound - -/-- The precise early-passage estimate: the bounded narrow first-height -past fails physical containment with probability at most the localization -power tail. -/ -theorem bounded_firstHeight_localization - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) : - ∃ b C c L₀ : ℝ, 0 < b ∧ 0 < C ∧ 0 < c ∧ 1 < L₀ ∧ - ∀ (Ω : Type*) [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (γ : Ω → ℝ≥0 → ℂ), IsOrdinaryChordalSLE κ γ P → - (∀ ω, Continuous (γ ω)) → (∀ ω, γ ω 0 = 0) → (∀ ω t, 0 ≤ (γ ω t).im) → - ∀ (F : ℂ → ℂ) (Fbar : ℂ → OnePoint ℂ), - DifferentiableOn ℂ F upperHalfPlane → InjOn F upperHalfPlane → - ContinuousOn Fbar closedHalfPlane → - (∀ z ∈ upperHalfPlane, Fbar z = (F z : OnePoint ℂ)) → - ∀ (a : ℂ) (r : ℝ), 0 < r → - ∀ (η : ℝ → ℂ) (S b₀ : ℝ), 0 < S → 0 < b₀ → ContinuousOn η (Icc 0 S) → - η 0 = 0 → ‖η S‖ = b₀ → (∀ t ∈ Icc 0 S, 0 ≤ (η t).im) → - (∀ t ∈ Icc 0 S, ∃ w : ℂ, Fbar (η t) = (w : OnePoint ℂ) ∧ ‖w-a‖ ≤ r) → - ∀ (L : ℝ), L₀ ≤ L → ∀ (B : ℝ), 0 < B → B / 2 ≤ b₀ * L ^ b → ∀ T : ℝ≥0, - let σ := fun ω => boundedFirstHeightTime (γ ω) B T - P (stoppedNarrowCertificate γ σ B T \ stoppedImageEvent γ σ Fbar a (L * r)) ≤ - ENNReal.ofReal (C * L ^ (-c)) := by - obtain ⟨b, C, c, L₀, hb, hC, hc, hL₀, hloc⟩ := localization_at_guide_radius κ hκ hκ8 - refine ⟨b, C, c, L₀, hb, hC, hc, hL₀, ?_⟩ - intro Ω m P hP γ hSLE hγc hγ0 hγH F Fbar hF hinj hbar hext a r hr η S b₀ hS hb₀ hη hη0 hηS hH him L hL B hB hBL T - let σ := fun ω => boundedFirstHeightTime (γ ω) B T - have hnorm : ∀ ω ∈ stoppedNarrowCertificate γ σ B T, - ∀ t ∈ Icc 0 (σ ω), ‖γ ω t‖ < b₀ * L ^ b := by - intro ω hω t ht - exact (bounded_firstHeight_norm ⟨γ ω, hγc ω⟩ (hγ0 ω) (hγH ω) hB T hω t ht).trans_le hBL - exact (measure_mono (stoppedImage_failure_subset_escape γ σ - (stoppedNarrowCertificate γ σ B T) Fbar a (L * r) (b₀ * L ^ b) hnorm)).trans - (hloc Ω P γ hSLE F Fbar hF hinj hbar hext a r hr η S b₀ hS hb₀ hη hη0 hηS hH him L hL) - -end SLEExactGauge.EarlyPassageLocalization - -end - -end OAI +import OAI.Probability.SLE.Geometry.FirstHeightBounded +import OAI.Probability.SLE.Geometry.RandomBoundaryTubes +import OAI.Probability.SLE.StripProbabilities + +namespace OAI + +/-! Early physical containment of the narrow first-height past. The event +is measurable in the stopped past, and failure is an actual conformal +localization escape event. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.EarlyPassageLocalization + +local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ +local instance : LocallyCompactSpace closedHalfPlane := + isClosed_closedHalfPlane.locallyCompactSpace + +open FirstHeightSupport + +/-- Physical containment of the entire trace segment through a finite stop. -/ +def stoppedImageEvent {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (σ : Ω → ℝ≥0) + (Fbar : ℂ → OnePoint ℂ) (a : ℂ) (r : ℝ) : Set Ω := + {ω | ∀ t ∈ Icc 0 (σ ω), Fbar (γ ω t) ∈ + (fun z : ℂ => (z : OnePoint ℂ)) '' ball a r} + +theorem stoppedImageEvent_measurable + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) + (hc : ∀ ω, Continuous (γ ω)) (hH : ∀ ω t, 0 ≤ (γ ω t).im) + (σ : Ω → ℝ≥0) (hσ : IsStoppingTime ℱ (fun ω => (σ ω : WithTop ℝ≥0))) + (T : ℝ≥0) (hT : ∀ ω, σ ω ≤ T) + (Fbar : ℂ → OnePoint ℂ) (hFbar : ContinuousOn Fbar closedHalfPlane) + (a : ℂ) (r : ℝ) : + MeasurableSet[hσ.measurableSpace] (stoppedImageEvent γ σ Fbar a r) := by + let f : C(closedHalfPlane, OnePoint ℂ) := ⟨fun z => Fbar z, hFbar.domRestrict⟩ + let p := stoppedTracePath γ hc σ + have hp : Measurable[hσ.measurableSpace] p := + stoppedTracePath_measurable ℱ γ ha hc σ hσ + have hpm : Measurable[hσ.measurableSpace] (fun ω => f.comp (liftClosedPath (p ω))) := by + exact (ContinuousMap.continuous_postcomp f).measurable.comp + (measurable_liftClosedPath.comp hp) + have hO : IsOpen ((fun z : ℂ => (z : OnePoint ℂ)) '' ball a r) := + OnePoint.isOpenEmbedding_coe.isOpenMap _ isOpen_ball + have he : stoppedImageEvent γ σ Fbar a r = + {ω | MapsTo (f.comp (liftClosedPath (p ω))) (Icc 0 T) + ((fun z : ℂ => (z : OnePoint ℂ)) '' ball a r)} := by + ext ω + have hpc : ClosedPathProperty (p ω) := fun t => hH ω (min t (σ ω)) + have heval (t : ℝ≥0) : f.comp (liftClosedPath (p ω)) t = + Fbar (γ ω (min t (σ ω))) := by + change Fbar ((liftClosedPath (p ω) t : closedHalfPlane) : ℂ) = _ + rw [liftClosedPath_apply _ hpc] + rfl + constructor + · intro h t ht + rw [heval] + exact h _ ⟨bot_le, min_le_right _ _⟩ + · intro h t ht + have hh := h ⟨bot_le, ht.2.trans (hT ω)⟩ + simpa only [heval, min_eq_left ht.2] using hh + rw [he] + exact (ContinuousMap.isOpen_setOfPred_mapsTo isCompact_Icc hO).measurableSet.preimage hpm + +/-- Containment failure before a bounded parameter-radius stop is exactly +an escape covered by conformal localization. -/ +theorem stoppedImage_failure_subset_escape + {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (σ : Ω → ℝ≥0) + (E : Set Ω) (Fbar : ℂ → OnePoint ℂ) (a : ℂ) (r A : ℝ) + (hbound : ∀ ω ∈ E, ∀ t ∈ Icc 0 (σ ω), ‖γ ω t‖ < A) : + E \ stoppedImageEvent γ σ Fbar a r ⊆ + {ω | ∃ t : ℝ≥0, BeforeFirstModulus (γ ω) A t ∧ + Fbar (γ ω t) ∉ (fun z : ℂ => (z : OnePoint ℂ)) '' ball a r} := by + rintro ω ⟨hE, hbad⟩ + change ¬ ∀ t ∈ Icc 0 (σ ω), Fbar (γ ω t) ∈ + (fun z : ℂ => (z : OnePoint ℂ)) '' ball a r at hbad + push Not at hbad + obtain ⟨t, ht, hbad⟩ := hbad + refine ⟨t, ?_, hbad⟩ + intro s hs + exact hbound ω hE s ⟨bot_le, hs.le.trans ht.2⟩ + +/-- A bounded first-height certificate stays strictly inside the ball of +half the rectangle scale. -/ +theorem bounded_firstHeight_norm + (p : C(ℝ≥0, ℂ)) (hp0 : p 0 = 0) (hpH : ∀ t, 0 ≤ (p t).im) + {B : ℝ} (hB : 0 < B) (T : ℝ≥0) + (hcert : let σ := boundedFirstHeightTime p B T + 0 < σ ∧ (p σ).im = B / 4 ∧ + MapsTo (fun t => p (min t σ)) (Icc 0 T) (narrowStrip B)) : + ∀ t ∈ Icc 0 (boundedFirstHeightTime p B T), ‖p t‖ < B / 2 := by + obtain ⟨σ, htime, _, _, _, _, hpast⟩ := + bounded_certificate_gives_first_height p hp0 hpH hB T hcert + have hσ : σ = boundedFirstHeightTime p B T := by + have hle : σ ≤ T := by + by_contra hn + have hσmin := boundedFirstHeightTime_le p B T + obtain ⟨_, hhit, _⟩ := hcert + have hfirstle : firstHeightTime p (B / 4) ≤ + (boundedFirstHeightTime p B T : WithTop ℝ≥0) := by + apply hittingAfter_le_of_mem (show (0 : ℝ≥0) ≤ boundedFirstHeightTime p B T from bot_le) + change (p (boundedFirstHeightTime p B T)).im - B / 4 = 0 + rw [hhit, sub_self] + rw [htime, WithTop.coe_le_coe] at hfirstle + exact (not_le_of_gt (lt_of_not_ge hn)) (hfirstle.trans hσmin) + apply WithTop.coe_injective + rw [boundedFirstHeightTime_coe, htime, min_eq_left (WithTop.coe_le_coe.mpr hle)] + intro t ht + rw [← hσ] at ht + exact mem_ball_zero_iff.mp + (GuideSplice.closedInitialRectangle_subset_smallBall hB (hpast (mem_image_of_mem p ht))) + +/-- Conformal localization controls a stopped containment failure whenever +the past remains below its parameter-radius threshold. -/ +theorem unit_guide_localization + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) : + ∃ b C c L₀ : ℝ, 0 < b ∧ 0 < C ∧ 0 < c ∧ 1 < L₀ ∧ + ∀ (Ω : Type*) [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (γ : Ω → ℝ≥0 → ℂ), IsOrdinaryChordalSLE κ γ P → + ∀ (F : ℂ → ℂ) (Fbar : ℂ → OnePoint ℂ), + DifferentiableOn ℂ F upperHalfPlane → InjOn F upperHalfPlane → + ContinuousOn Fbar closedHalfPlane → + (∀ z ∈ upperHalfPlane, Fbar z = (F z : OnePoint ℂ)) → + ∀ (a : ℂ) (r : ℝ), 0 < r → + ∀ (η : ℝ → ℂ) (S : ℝ), 0 < S → ContinuousOn η (Icc 0 S) → + η 0 = 0 → ‖η S‖ = 1 → (∀ t ∈ Icc 0 S, 0 ≤ (η t).im) → + (∀ t ∈ Icc 0 S, ∃ w : ℂ, Fbar (η t) = (w : OnePoint ℂ) ∧ ‖w-a‖ ≤ r) → + ∀ (L : ℝ), L₀ ≤ L → ∀ (σ : Ω → ℝ≥0) (E : Set Ω), + (∀ ω ∈ E, ∀ t ∈ Icc 0 (σ ω), ‖γ ω t‖ < L ^ b) → + P (E \ stoppedImageEvent γ σ Fbar a (L * r)) ≤ ENNReal.ofReal (C * L ^ (-c)) := by + obtain ⟨b, C, c, L₀, hb, hC, hc, hL₀, hloc⟩ := + sourceUniformConformalLocalization κ hκ hκ8 + refine ⟨b, C, c, L₀, hb, hC, hc, hL₀, ?_⟩ + intro Ω m P hP γ hSLE F Fbar hF hinj hbar hext a r hr η S hS hη hη0 hηS hH him L hL σ E hbound + exact (measure_mono (stoppedImage_failure_subset_escape γ σ E Fbar a (L * r) (L ^ b) hbound)).trans + (hloc Ω m P hP γ hSLE F Fbar hF hinj hbar hext a r hr η S hS hη hη0 hηS hH him L hL) + +/-- Actual capacity scaling transports an escape event, including its +strict before-first-modulus condition. -/ +theorem escape_under_scaling + {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (Fbar : ℂ → OnePoint ℂ) + (c : ℝ≥0) (hc : 0 < c) (A r : ℝ) (a : ℂ) : + {ω | ∃ t : ℝ≥0, BeforeFirstModulus (γ ω) A t ∧ + Fbar (γ ω t) ∉ (fun z : ℂ => (z : OnePoint ℂ)) '' ball a r} ⊆ + {ω | ∃ t : ℝ≥0, BeforeFirstModulus (sourceScaleTrace c (γ ω)) ((c : ℝ) * A) t ∧ + Fbar (sourceScaleTrace c (γ ω) t / (c : ℂ)) ∉ + (fun z : ℂ => (z : OnePoint ℂ)) '' ball a r} := by + have hc2 : 0 < c ^ 2 := pow_pos hc 2 + have hcC : (c : ℂ) ≠ 0 := Complex.ofReal_ne_zero.mpr (ne_of_gt hc) + rintro ω ⟨t, ht, hbad⟩ + refine ⟨t * c ^ 2, ?_, ?_⟩ + · intro u hu + have hu' : sourceScaleTime c u < t := (div_lt_iff₀ hc2).mpr hu + have hn : ‖sourceScaleTrace c (γ ω) u‖ = (c : ℝ) * ‖γ ω (sourceScaleTime c u)‖ := by + simp only [sourceScaleTrace, norm_mul, Complex.norm_real, Real.norm_eq_abs, + abs_of_nonneg c.coe_nonneg] + rw [hn] + exact mul_lt_mul_of_pos_left (ht _ hu') hc + · simpa only [sourceScaleTrace, sourceScaleTime, + mul_div_cancel_right₀ _ (ne_of_gt hc2), mul_div_cancel_left₀ _ hcC] using hbad + +/-- The localization estimate with a guide ending at an arbitrary positive +parameter radius, derived by capacity scaling of ordinary SLE. -/ +theorem localization_at_guide_radius + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) : + ∃ b C c L₀ : ℝ, 0 < b ∧ 0 < C ∧ 0 < c ∧ 1 < L₀ ∧ + ∀ (Ω : Type*) [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (γ : Ω → ℝ≥0 → ℂ), IsOrdinaryChordalSLE κ γ P → + ∀ (F : ℂ → ℂ) (Fbar : ℂ → OnePoint ℂ), + DifferentiableOn ℂ F upperHalfPlane → InjOn F upperHalfPlane → + ContinuousOn Fbar closedHalfPlane → + (∀ z ∈ upperHalfPlane, Fbar z = (F z : OnePoint ℂ)) → + ∀ (a : ℂ) (r : ℝ), 0 < r → + ∀ (η : ℝ → ℂ) (S b₀ : ℝ), 0 < S → 0 < b₀ → ContinuousOn η (Icc 0 S) → + η 0 = 0 → ‖η S‖ = b₀ → (∀ t ∈ Icc 0 S, 0 ≤ (η t).im) → + (∀ t ∈ Icc 0 S, ∃ w : ℂ, Fbar (η t) = (w : OnePoint ℂ) ∧ ‖w-a‖ ≤ r) → + ∀ (L : ℝ), L₀ ≤ L → + P {ω | ∃ t : ℝ≥0, BeforeFirstModulus (γ ω) (b₀ * L ^ b) t ∧ + Fbar (γ ω t) ∉ (fun z : ℂ => (z : OnePoint ℂ)) '' ball a (L * r)} ≤ + ENNReal.ofReal (C * L ^ (-c)) := by + obtain ⟨b, C, c, L₀, hb, hC, hc, hL₀, hloc⟩ := + sourceUniformConformalLocalization κ hκ hκ8 + refine ⟨b, C, c, L₀, hb, hC, hc, hL₀, ?_⟩ + intro Ω m P hP γ hSLE F Fbar hF hinj hbar hext a r hr η S b₀ hS hb₀ hη hη0 hηS hH him L hL + let d : ℝ≥0 := ⟨b₀, hb₀.le⟩ + let k := d⁻¹ + have hk : 0 < k := inv_pos.mpr hb₀ + have hkR : 0 < (k : ℝ) := hk + have hkC : (k : ℂ) ≠ 0 := Complex.ofReal_ne_zero.mpr hkR.ne' + have hkd : (k : ℝ) * b₀ = 1 := by + change b₀⁻¹ * b₀ = 1 + exact inv_mul_cancel₀ hb₀.ne' + let Fs := fun z : ℂ => F (z / (k : ℂ)) + let Fbars := fun z : ℂ => Fbar (z / (k : ℂ)) + let ηs := fun t : ℝ => (k : ℂ) * η t + have hmap (z : ℂ) (hz : z ∈ upperHalfPlane) : z / (k : ℂ) ∈ upperHalfPlane := by + change 0 < (z / (k : ℂ)).im + rw [Complex.div_ofReal_im] + exact div_pos hz hkR + have hFs : DifferentiableOn ℂ Fs upperHalfPlane := + hF.comp (differentiable_id.div_const (k : ℂ)).differentiableOn hmap + have hFsi : InjOn Fs upperHalfPlane := by + intro z hz w hw he + have hh := hinj (hmap z hz) (hmap w hw) he + exact (div_left_inj' hkC).mp hh + have hbars : ContinuousOn Fbars closedHalfPlane := + hbar.comp (continuous_id.div_const (k : ℂ)).continuousOn (by + intro z hz + change 0 ≤ (z / (k : ℂ)).im + rw [Complex.div_ofReal_im] + exact div_nonneg hz hkR.le) + have hexts (z : ℂ) (hz : z ∈ upperHalfPlane) : Fbars z = (Fs z : OnePoint ℂ) := + hext _ (hmap z hz) + have hηsc : ContinuousOn ηs (Icc 0 S) := continuousOn_const.mul hη + have hηs0 : ηs 0 = 0 := by simp only [ηs, hη0, mul_zero] + have hηsS : ‖ηs S‖ = 1 := by + simpa only [ηs, norm_mul, Complex.norm_real, Real.norm_eq_abs, + abs_of_nonneg k.coe_nonneg, hηS] using hkd + have hηsH (t : ℝ) (ht : t ∈ Icc 0 S) : 0 ≤ (ηs t).im := by + change 0 ≤ ((k : ℂ) * η t).im + simp only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero] + exact mul_nonneg hkR.le (hH t ht) + have hims (t : ℝ) (ht : t ∈ Icc 0 S) : + ∃ w : ℂ, Fbars (ηs t) = (w : OnePoint ℂ) ∧ ‖w - a‖ ≤ r := by + simpa only [Fbars, ηs, mul_div_cancel_left₀ _ hkC] using him t ht + have hscaled := sourceCapacityScaling.2 κ hκ hκ8 γ hSLE k hk + have hbound := hloc Ω m P hP (fun ω => sourceScaleTrace k (γ ω)) hscaled + Fs Fbars hFs hFsi hbars hexts a r hr ηs S hS hηsc hηs0 hηsS hηsH hims L hL + have hsub := escape_under_scaling γ Fbar k hk (b₀ * L ^ b) (L * r) a + have hfactor : (k : ℝ) * (b₀ * L ^ b) = L ^ b := by rw [← mul_assoc, hkd, one_mul] + rw [hfactor] at hsub + exact (measure_mono hsub).trans hbound + +/-- The precise early-passage estimate: the bounded narrow first-height +past fails physical containment with probability at most the localization +power tail. -/ +theorem bounded_firstHeight_localization + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) : + ∃ b C c L₀ : ℝ, 0 < b ∧ 0 < C ∧ 0 < c ∧ 1 < L₀ ∧ + ∀ (Ω : Type*) [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (γ : Ω → ℝ≥0 → ℂ), IsOrdinaryChordalSLE κ γ P → + (∀ ω, Continuous (γ ω)) → (∀ ω, γ ω 0 = 0) → (∀ ω t, 0 ≤ (γ ω t).im) → + ∀ (F : ℂ → ℂ) (Fbar : ℂ → OnePoint ℂ), + DifferentiableOn ℂ F upperHalfPlane → InjOn F upperHalfPlane → + ContinuousOn Fbar closedHalfPlane → + (∀ z ∈ upperHalfPlane, Fbar z = (F z : OnePoint ℂ)) → + ∀ (a : ℂ) (r : ℝ), 0 < r → + ∀ (η : ℝ → ℂ) (S b₀ : ℝ), 0 < S → 0 < b₀ → ContinuousOn η (Icc 0 S) → + η 0 = 0 → ‖η S‖ = b₀ → (∀ t ∈ Icc 0 S, 0 ≤ (η t).im) → + (∀ t ∈ Icc 0 S, ∃ w : ℂ, Fbar (η t) = (w : OnePoint ℂ) ∧ ‖w-a‖ ≤ r) → + ∀ (L : ℝ), L₀ ≤ L → ∀ (B : ℝ), 0 < B → B / 2 ≤ b₀ * L ^ b → ∀ T : ℝ≥0, + let σ := fun ω => boundedFirstHeightTime (γ ω) B T + P (stoppedNarrowCertificate γ σ B T \ stoppedImageEvent γ σ Fbar a (L * r)) ≤ + ENNReal.ofReal (C * L ^ (-c)) := by + obtain ⟨b, C, c, L₀, hb, hC, hc, hL₀, hloc⟩ := localization_at_guide_radius κ hκ hκ8 + refine ⟨b, C, c, L₀, hb, hC, hc, hL₀, ?_⟩ + intro Ω m P hP γ hSLE hγc hγ0 hγH F Fbar hF hinj hbar hext a r hr η S b₀ hS hb₀ hη hη0 hηS hH him L hL B hB hBL T + let σ := fun ω => boundedFirstHeightTime (γ ω) B T + have hnorm : ∀ ω ∈ stoppedNarrowCertificate γ σ B T, + ∀ t ∈ Icc 0 (σ ω), ‖γ ω t‖ < b₀ * L ^ b := by + intro ω hω t ht + exact (bounded_firstHeight_norm ⟨γ ω, hγc ω⟩ (hγ0 ω) (hγH ω) hB T hω t ht).trans_le hBL + exact (measure_mono (stoppedImage_failure_subset_escape γ σ + (stoppedNarrowCertificate γ σ B T) Fbar a (L * r) (b₀ * L ^ b) hnorm)).trans + (hloc Ω P γ hSLE F Fbar hF hinj hbar hext a r hr η S b₀ hS hb₀ hη hη0 hηS hH him L hL) + +end SLEExactGauge.EarlyPassageLocalization + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ExactGaugeComparison.lean b/lean/OAI/Probability/SLE/Gauge/ExactGaugeComparison.lean index 2b72783876bfbbef919c55cca2c6614fa9135ebc..0fd6bb165d7be346ce3ef3454d82db08db419f0a 100644 --- a/lean/OAI/Probability/SLE/Gauge/ExactGaugeComparison.lean +++ b/lean/OAI/Probability/SLE/Gauge/ExactGaugeComparison.lean @@ -1,141 +1,141 @@ -import OAI.Probability.SLE.HausdorffLimits - -namespace OAI - -/-! -The deterministic comparison behind Corollary `cor:larger-gauge` in -*An explicit exact Hausdorff gauge for SLE* (26 September 2026). - -The Hausdorff measures here are the existing `Measure.mkMetric` constructions, so -the comparison applies to arbitrary countable spatial covers. No SLE estimate is -assumed in the comparison theorem: positive measure for the smaller gauge is the -sole input to the non-sigma-finiteness conclusion. --/ - -noncomputable section - -open Set Filter MeasureTheory -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -lemma logLog_inv_tendsto_atTop : - Tendsto (fun r : ℝ => Real.log (Real.log (1 / r))) (𝓝[>] 0) atTop := by - simpa only [one_div, Function.comp_def] using - Real.tendsto_log_atTop.comp - (Real.tendsto_log_atTop.comp tendsto_inv_nhdsGT_zero) - -/-- The regular exact gauge is asymptotically smaller than Schramm's proposed -exponent-one log-log gauge. -/ -theorem hFormula_div_gFormula_tendsto_zero {κ : ℝ} (hκ : 0 < κ) : - Tendsto (fun r => hFormula κ r / gFormula κ r) (𝓝[>] 0) (𝓝 0) := by - have hq : 0 < 1 - codimension κ / 2 := by - dsimp [codimension, dimension] - linarith - have ht := (tendsto_rpow_neg_atTop hq).comp logLog_inv_tendsto_atTop - apply ht.congr' - filter_upwards [self_mem_nhdsWithin, - logLog_inv_tendsto_atTop.eventually (eventually_gt_atTop 0)] with r hr hl - have hrp : 0 < r := hr - have hrpow : r ^ dimension κ ≠ 0 := (Real.rpow_pos_of_pos hrp _).ne' - dsimp only [Function.comp_def, hFormula, gFormula] - rw [mul_div_mul_left _ _ hrpow, ← Real.rpow_sub_one hl.ne'] - congr 1 - ring - -theorem gauge_ratio_tendsto_zero {κ : ℝ} (hκ : 0 < κ) - {h g : ℝ → ℝ} (hf : HasSmallRadiusFormula h (hFormula κ)) - (gf : HasSmallRadiusFormula g (gFormula κ)) : - Tendsto (fun r => h r / g r) (𝓝[>] 0) (𝓝 0) := by - apply (hFormula_div_gFormula_tendsto_zero hκ).congr' - exact (hf.div gf).symm - -/-- A small-radius ratio estimate gives a comparison of the associated -Hausdorff measures, independently of their values at large radii. -/ -theorem hausdorffGauge_le_smul_of_ratio_tendsto_zero - {h g : ℝ → ℝ} (hh : IsGauge h) (hg : IsGauge g) - (hratio : Tendsto (fun r => h r / g r) (𝓝[>] 0) (𝓝 0)) - {c : ℝ} (hc : 0 < c) : - hausdorffGauge h ≤ ENNReal.ofReal c • hausdorffGauge g := by - have hsmall : ∀ᶠ r in 𝓝[>] (0 : ℝ), h r / g r < c := - hratio.eventually (gt_mem_nhds hc) - obtain ⟨δ, hδ, hbound⟩ := mem_nhdsGT_iff_exists_Ioo_subset.mp hsmall - have htoReal : Tendsto ENNReal.toReal (𝓝 (0 : ℝ≥0∞)) (𝓝 (0 : ℝ)) := by - simpa using ENNReal.tendsto_toReal ENNReal.zero_ne_top - have hevent : ∀ᶠ r : ℝ≥0∞ in 𝓝 (0 : ℝ≥0∞), - extendedGauge h r ≤ ENNReal.ofReal c * extendedGauge g r := by - filter_upwards [htoReal.eventually (gt_mem_nhds hδ)] with r hr - by_cases hz : r.toReal = 0 - · simp [extendedGauge, hz, hh.zero, hg.zero] - · have hp : 0 < r.toReal := lt_of_le_of_ne ENNReal.toReal_nonneg (Ne.symm hz) - have hs := (div_lt_iff₀ (hg.positive _ hp)).mp (hbound ⟨hp, hr⟩) - dsimp only [extendedGauge] - rw [← ENNReal.ofReal_mul hc.le] - exact ENNReal.ofReal_le_ofReal hs.le - exact Measure.mkMetric_mono_smul ENNReal.ofReal_ne_top - (ENNReal.ofReal_ne_zero_iff.mpr hc) (hevent.filter_mono nhdsWithin_le_nhds) - -/-- Finite measure for a larger gauge forces zero measure for any gauge with -vanishing ratio. This statement does not require the set to be measurable. -/ -theorem hausdorffGauge_eq_zero_of_larger_finite - {h g : ℝ → ℝ} (hh : IsGauge h) (hg : IsGauge g) - (hratio : Tendsto (fun r => h r / g r) (𝓝[>] 0) (𝓝 0)) - {E : Set ℂ} (hfinite : hausdorffGauge g E < ∞) : - hausdorffGauge h E = 0 := by - have ht : Tendsto (fun c : ℝ => ENNReal.ofReal c * hausdorffGauge g E) - (𝓝[>] 0) (𝓝 0) := by - have hid : Tendsto (fun c : ℝ => c) (𝓝[>] 0) (𝓝 0) := - tendsto_id.mono_left nhdsWithin_le_nhds - simpa using ENNReal.Tendsto.mul_const (ENNReal.tendsto_ofReal hid) - (Or.inr hfinite.ne) - apply le_antisymm _ bot_le - apply ge_of_tendsto ht - filter_upwards [self_mem_nhdsWithin] with c hc - exact hausdorffGauge_le_smul_of_ratio_tendsto_zero hh hg hratio hc E - -/-- Positive measure for the smaller gauge prevents sigma-finiteness of the -larger Hausdorff measure restricted to that set. -/ -theorem not_sigmaFinite_larger_of_positive - {h g : ℝ → ℝ} (hh : IsGauge h) (hg : IsGauge g) - (hratio : Tendsto (fun r => h r / g r) (𝓝[>] 0) (𝓝 0)) - {E : Set ℂ} (hpositive : 0 < hausdorffGauge h E) : - ¬ SigmaFinite ((hausdorffGauge g).restrict E) := by - intro hσ - let : SigmaFinite ((hausdorffGauge g).restrict E) := hσ - let A := spanningSets ((hausdorffGauge g).restrict E) - have hzero (n : ℕ) : hausdorffGauge h (A n ∩ E) = 0 := by - apply hausdorffGauge_eq_zero_of_larger_finite hh hg hratio - have hf := measure_spanningSets_lt_top ((hausdorffGauge g).restrict E) n - rwa [Measure.restrict_apply (measurableSet_spanningSets _ _)] at hf - have hcover : (⋃ n, A n ∩ E) = E := by - rw [← iUnion_inter] - simp only [A, iUnion_spanningSets, univ_inter] - have he : hausdorffGauge h E = 0 := by - rw [← hcover] - exact measure_iUnion_null hzero - exact hpositive.ne' he - -theorem hausdorffGauge_larger_eq_top_of_positive - {h g : ℝ → ℝ} (hh : IsGauge h) (hg : IsGauge g) - (hratio : Tendsto (fun r => h r / g r) (𝓝[>] 0) (𝓝 0)) - {E : Set ℂ} (hpositive : 0 < hausdorffGauge h E) : - hausdorffGauge g E = ∞ := by - by_contra htop - exact hpositive.ne' - (hausdorffGauge_eq_zero_of_larger_finite hh hg hratio (lt_top_iff_ne_top.mpr htop)) - -/-- Corollary `cor:larger-gauge`: once the explicit exact gauge has positive -measure on a set, the exponent-one gauge is not sigma-finite there. -/ -theorem larger_logLog_gauge_not_sigmaFinite {κ : ℝ} (hκ : 0 < κ) - {h g : ℝ → ℝ} (hh : IsGauge h) (hg : IsGauge g) - (hf : HasSmallRadiusFormula h (hFormula κ)) - (gf : HasSmallRadiusFormula g (gFormula κ)) - {E : Set ℂ} (hpositive : 0 < hausdorffGauge h E) : - ¬ SigmaFinite ((hausdorffGauge g).restrict E) := - not_sigmaFinite_larger_of_positive hh hg (gauge_ratio_tendsto_zero hκ hf gf) hpositive - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.HausdorffLimits + +namespace OAI + +/-! +The deterministic comparison behind Corollary `cor:larger-gauge` in +*An explicit exact Hausdorff gauge for SLE* (26 September 2026). + +The Hausdorff measures here are the existing `Measure.mkMetric` constructions, so +the comparison applies to arbitrary countable spatial covers. No SLE estimate is +assumed in the comparison theorem: positive measure for the smaller gauge is the +sole input to the non-sigma-finiteness conclusion. +-/ + +noncomputable section + +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +lemma logLog_inv_tendsto_atTop : + Tendsto (fun r : ℝ => Real.log (Real.log (1 / r))) (𝓝[>] 0) atTop := by + simpa only [one_div, Function.comp_def] using + Real.tendsto_log_atTop.comp + (Real.tendsto_log_atTop.comp tendsto_inv_nhdsGT_zero) + +/-- The regular exact gauge is asymptotically smaller than Schramm's proposed +exponent-one log-log gauge. -/ +theorem hFormula_div_gFormula_tendsto_zero {κ : ℝ} (hκ : 0 < κ) : + Tendsto (fun r => hFormula κ r / gFormula κ r) (𝓝[>] 0) (𝓝 0) := by + have hq : 0 < 1 - codimension κ / 2 := by + dsimp [codimension, dimension] + linarith + have ht := (tendsto_rpow_neg_atTop hq).comp logLog_inv_tendsto_atTop + apply ht.congr' + filter_upwards [self_mem_nhdsWithin, + logLog_inv_tendsto_atTop.eventually (eventually_gt_atTop 0)] with r hr hl + have hrp : 0 < r := hr + have hrpow : r ^ dimension κ ≠ 0 := (Real.rpow_pos_of_pos hrp _).ne' + dsimp only [Function.comp_def, hFormula, gFormula] + rw [mul_div_mul_left _ _ hrpow, ← Real.rpow_sub_one hl.ne'] + congr 1 + ring + +theorem gauge_ratio_tendsto_zero {κ : ℝ} (hκ : 0 < κ) + {h g : ℝ → ℝ} (hf : HasSmallRadiusFormula h (hFormula κ)) + (gf : HasSmallRadiusFormula g (gFormula κ)) : + Tendsto (fun r => h r / g r) (𝓝[>] 0) (𝓝 0) := by + apply (hFormula_div_gFormula_tendsto_zero hκ).congr' + exact (hf.div gf).symm + +/-- A small-radius ratio estimate gives a comparison of the associated +Hausdorff measures, independently of their values at large radii. -/ +theorem hausdorffGauge_le_smul_of_ratio_tendsto_zero + {h g : ℝ → ℝ} (hh : IsGauge h) (hg : IsGauge g) + (hratio : Tendsto (fun r => h r / g r) (𝓝[>] 0) (𝓝 0)) + {c : ℝ} (hc : 0 < c) : + hausdorffGauge h ≤ ENNReal.ofReal c • hausdorffGauge g := by + have hsmall : ∀ᶠ r in 𝓝[>] (0 : ℝ), h r / g r < c := + hratio.eventually (gt_mem_nhds hc) + obtain ⟨δ, hδ, hbound⟩ := mem_nhdsGT_iff_exists_Ioo_subset.mp hsmall + have htoReal : Tendsto ENNReal.toReal (𝓝 (0 : ℝ≥0∞)) (𝓝 (0 : ℝ)) := by + simpa using ENNReal.tendsto_toReal ENNReal.zero_ne_top + have hevent : ∀ᶠ r : ℝ≥0∞ in 𝓝 (0 : ℝ≥0∞), + extendedGauge h r ≤ ENNReal.ofReal c * extendedGauge g r := by + filter_upwards [htoReal.eventually (gt_mem_nhds hδ)] with r hr + by_cases hz : r.toReal = 0 + · simp [extendedGauge, hz, hh.zero, hg.zero] + · have hp : 0 < r.toReal := lt_of_le_of_ne ENNReal.toReal_nonneg (Ne.symm hz) + have hs := (div_lt_iff₀ (hg.positive _ hp)).mp (hbound ⟨hp, hr⟩) + dsimp only [extendedGauge] + rw [← ENNReal.ofReal_mul hc.le] + exact ENNReal.ofReal_le_ofReal hs.le + exact Measure.mkMetric_mono_smul ENNReal.ofReal_ne_top + (ENNReal.ofReal_ne_zero_iff.mpr hc) (hevent.filter_mono nhdsWithin_le_nhds) + +/-- Finite measure for a larger gauge forces zero measure for any gauge with +vanishing ratio. This statement does not require the set to be measurable. -/ +theorem hausdorffGauge_eq_zero_of_larger_finite + {h g : ℝ → ℝ} (hh : IsGauge h) (hg : IsGauge g) + (hratio : Tendsto (fun r => h r / g r) (𝓝[>] 0) (𝓝 0)) + {E : Set ℂ} (hfinite : hausdorffGauge g E < ∞) : + hausdorffGauge h E = 0 := by + have ht : Tendsto (fun c : ℝ => ENNReal.ofReal c * hausdorffGauge g E) + (𝓝[>] 0) (𝓝 0) := by + have hid : Tendsto (fun c : ℝ => c) (𝓝[>] 0) (𝓝 0) := + tendsto_id.mono_left nhdsWithin_le_nhds + simpa using ENNReal.Tendsto.mul_const (ENNReal.tendsto_ofReal hid) + (Or.inr hfinite.ne) + apply le_antisymm _ bot_le + apply ge_of_tendsto ht + filter_upwards [self_mem_nhdsWithin] with c hc + exact hausdorffGauge_le_smul_of_ratio_tendsto_zero hh hg hratio hc E + +/-- Positive measure for the smaller gauge prevents sigma-finiteness of the +larger Hausdorff measure restricted to that set. -/ +theorem not_sigmaFinite_larger_of_positive + {h g : ℝ → ℝ} (hh : IsGauge h) (hg : IsGauge g) + (hratio : Tendsto (fun r => h r / g r) (𝓝[>] 0) (𝓝 0)) + {E : Set ℂ} (hpositive : 0 < hausdorffGauge h E) : + ¬ SigmaFinite ((hausdorffGauge g).restrict E) := by + intro hσ + let : SigmaFinite ((hausdorffGauge g).restrict E) := hσ + let A := spanningSets ((hausdorffGauge g).restrict E) + have hzero (n : ℕ) : hausdorffGauge h (A n ∩ E) = 0 := by + apply hausdorffGauge_eq_zero_of_larger_finite hh hg hratio + have hf := measure_spanningSets_lt_top ((hausdorffGauge g).restrict E) n + rwa [Measure.restrict_apply (measurableSet_spanningSets _ _)] at hf + have hcover : (⋃ n, A n ∩ E) = E := by + rw [← iUnion_inter] + simp only [A, iUnion_spanningSets, univ_inter] + have he : hausdorffGauge h E = 0 := by + rw [← hcover] + exact measure_iUnion_null hzero + exact hpositive.ne' he + +theorem hausdorffGauge_larger_eq_top_of_positive + {h g : ℝ → ℝ} (hh : IsGauge h) (hg : IsGauge g) + (hratio : Tendsto (fun r => h r / g r) (𝓝[>] 0) (𝓝 0)) + {E : Set ℂ} (hpositive : 0 < hausdorffGauge h E) : + hausdorffGauge g E = ∞ := by + by_contra htop + exact hpositive.ne' + (hausdorffGauge_eq_zero_of_larger_finite hh hg hratio (lt_top_iff_ne_top.mpr htop)) + +/-- Corollary `cor:larger-gauge`: once the explicit exact gauge has positive +measure on a set, the exponent-one gauge is not sigma-finite there. -/ +theorem larger_logLog_gauge_not_sigmaFinite {κ : ℝ} (hκ : 0 < κ) + {h g : ℝ → ℝ} (hh : IsGauge h) (hg : IsGauge g) + (hf : HasSmallRadiusFormula h (hFormula κ)) + (gf : HasSmallRadiusFormula g (gFormula κ)) + {E : Set ℂ} (hpositive : 0 < hausdorffGauge h E) : + ¬ SigmaFinite ((hausdorffGauge g).restrict E) := + not_sigmaFinite_larger_of_positive hh hg (gauge_ratio_tendsto_zero hκ hf gf) hpositive + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ExactMomentGauge.lean b/lean/OAI/Probability/SLE/Gauge/ExactMomentGauge.lean index eb2db1d9a578f59a075ccc2dad13c6dbbfc1d40c..50040c12e2bdcb43ae416e39802abd459eabbbe8 100644 --- a/lean/OAI/Probability/SLE/Gauge/ExactMomentGauge.lean +++ b/lean/OAI/Probability/SLE/Gauge/ExactMomentGauge.lean @@ -1,82 +1,82 @@ -import OAI.Probability.SLE.Geometry.CanonicalDiskPositive -import OAI.Probability.SLE.Mass.MomentLevels - -namespace OAI - -/-! Positive finite prescribed moments and the resulting exact quadratic gauge. -All coefficients are the original nested Wiener integrals in `Target`. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - -include C hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW - -lemma finiteMoment_positive (ℓ : ℝ) (hℓ : 0≤ℓ) (hsmall : Real.exp (-(4*ℓ/κ))<1/8) : - 0 h.le)) - (C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ 1).2).2 - have he : (Target.angleLaw κ) (Function.support (Target.levelCoefficient κ W ℓ 1))= - (Target.angleLaw κ) univ := measure_congr (hp.mono (fun θ h => propext - (show Target.levelCoefficient κ W ℓ 1 θ≠0 ↔ True from iff_true_intro h.ne'))) - rw [he,measure_univ] - exact zero_lt_one - -theorem moment_one_positive : 0 C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n) - -theorem prescribed_batch_retains_moment (n : ℕ) : - 1≤Target.batchLevel κ W n ∧ 3*Target.moment κ W n/4< - Target.finiteMoment κ W n (Target.batchLevel κ W n) := by - apply Target.batchLevel_retains_moment κ W n - · intro i j hij - exact C.finiteMoment_mono hB hc h0 hκ hκ8 F hw hgrowth W hW n - (by change (0:ℝ)≤(i:ℝ); exact Nat.cast_nonneg i) - (by change (0:ℝ)≤(j:ℝ); exact Nat.cast_nonneg j) (Nat.cast_le.mpr hij) - · exact C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW n - · exact C.finiteMoment_tendsto_moment hB hc h0 hκ hκ8 F hw hgrowth W hW n - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Geometry.CanonicalDiskPositive +import OAI.Probability.SLE.Mass.MomentLevels + +namespace OAI + +/-! Positive finite prescribed moments and the resulting exact quadratic gauge. +All coefficients are the original nested Wiener integrals in `Target`. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + +include C hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW + +lemma finiteMoment_positive (ℓ : ℝ) (hℓ : 0≤ℓ) (hsmall : Real.exp (-(4*ℓ/κ))<1/8) : + 0 h.le)) + (C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ 1).2).2 + have he : (Target.angleLaw κ) (Function.support (Target.levelCoefficient κ W ℓ 1))= + (Target.angleLaw κ) univ := measure_congr (hp.mono (fun θ h => propext + (show Target.levelCoefficient κ W ℓ 1 θ≠0 ↔ True from iff_true_intro h.ne'))) + rw [he,measure_univ] + exact zero_lt_one + +theorem moment_one_positive : 0 C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n) + +theorem prescribed_batch_retains_moment (n : ℕ) : + 1≤Target.batchLevel κ W n ∧ 3*Target.moment κ W n/4< + Target.finiteMoment κ W n (Target.batchLevel κ W n) := by + apply Target.batchLevel_retains_moment κ W n + · intro i j hij + exact C.finiteMoment_mono hB hc h0 hκ hκ8 F hw hgrowth W hW n + (by change (0:ℝ)≤(i:ℝ); exact Nat.cast_nonneg i) + (by change (0:ℝ)≤(j:ℝ); exact Nat.cast_nonneg j) (Nat.cast_le.mpr hij) + · exact C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW n + · exact C.finiteMoment_tendsto_moment hB hc h0 hκ hκ8 F hw hgrowth W hW n + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ExpectedBadGrid.lean b/lean/OAI/Probability/SLE/Gauge/ExpectedBadGrid.lean index a778d906288ea2ec82fdef31179982f2c8a918a0..e59582000b481d4d0c528b7abf74d6319de91d8f 100644 --- a/lean/OAI/Probability/SLE/Gauge/ExpectedBadGrid.lean +++ b/lean/OAI/Probability/SLE/Gauge/ExpectedBadGrid.lean @@ -1,67 +1,67 @@ -import OAI.Probability.SLE.Gauge.RandomBadGrid -import OAI.Probability.SLE.Mass.GridMassOverlap - -namespace OAI - -/-! Individual cell charge estimates combine with fixed grid overlap and -summable prescribed tails to give the complete lower-bound criterion. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -lemma expected_badGrid_mass_le_overlap - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) - (μ : Ω → Measure ℂ) (hμ : Measurable μ) (η : Measure ℂ) - (r : ℝ) (hr : 0 < r) (H : ℝ) (p : ℝ≥0∞) - (hcell : ∀ i : ℤ×ℤ, - (∫⁻ ω, if ENNReal.ofReal H < μ ω (closedBall (coverGridCenter r i) (2*r)) then - μ ω (closedBall (coverGridCenter r i) (2*r)) else 0 ∂P) ≤ - p*η (closedBall (coverGridCenter r i) (2*r))) : - (∫⁻ ω, μ ω (badGridCells (μ ω) r H) ∂P) ≤ 81*p*η univ := by - calc - _ ≤ ∑' i : ℤ×ℤ, - ∫⁻ ω, if ENNReal.ofReal H < μ ω (closedBall (coverGridCenter r i) (2*r)) then - μ ω (closedBall (coverGridCenter r i) (2*r)) else 0 ∂P := - expected_badGrid_mass_le_sum P μ hμ r H - _ ≤ ∑' i : ℤ×ℤ, p*η (closedBall (coverGridCenter r i) (2*r)) := ENNReal.tsum_le_tsum hcell - _ = p*(∑' i : ℤ×ℤ, η (closedBall (coverGridCenter r i) (2*r))) := ENNReal.tsum_mul_left - _ ≤ p*(81*η univ) := mul_le_mul' le_rfl (grid_mass_sum_le η hr) - _ = _ := by ac_rfl - -lemma ae_positive_prescribed_hausdorff_of_cell_charges - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) - (μ : Ω → Measure ℂ) (hμ : Measurable μ) (hfin : ∀ ω, IsFiniteMeasure (μ ω)) - (η : Measure ℂ) [IsFiniteMeasure η] (κ : ℝ) (W : Target.WienerLaw) - (hg : Target.IsHausdorffGauge (Target.gauge κ W)) - (hm1 : 0 < Target.moment κ W 1) - (hJ : ∀ n : ℕ, 1 ≤ n → Target.moment κ W 1^n ≤ Target.moment κ W n) - (D : ℝ) (hD : 0 ≤ D) (p : Target.GaugeIndex κ W → ℝ≥0∞) - (hp : (∑' e, p e) ≠ ∞) - (hcell : ∀ e : Target.GaugeIndex κ W, ∀ i : ℤ×ℤ, - (∫⁻ ω, if ENNReal.ofReal - (D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ) < - μ ω (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e)) then - μ ω (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e)) else 0 ∂P) ≤ - p e*η (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e))) : - ∀ᵐ ω ∂P, ∀ E : Set ℂ, MeasurableSet E → 0 < μ ω E → - 0 < Target.hausdorff (Target.gauge κ W) E := by - apply ae_positive_prescribed_hausdorff_of_bad_mass P μ hμ hfin κ W hg hm1 hJ D hD - have hb : (∑' e : Target.GaugeIndex κ W, - ∫⁻ ω, μ ω (prescribedBadGrid (μ ω) κ W D e) ∂P) ≤ - 81*(∑' e, p e)*η univ := by - calc - _ ≤ ∑' e : Target.GaugeIndex κ W, 81*p e*η univ := ENNReal.tsum_le_tsum - (fun e => expected_badGrid_mass_le_overlap P μ hμ η _ (Target.radii_pos κ W e) _ (p e) (hcell e)) - _ = _ := by rw [ENNReal.tsum_mul_right,ENNReal.tsum_mul_left] - exact ne_top_of_le_ne_top - (ENNReal.mul_lt_top (ENNReal.mul_lt_top (by norm_num) (lt_top_iff_ne_top.mpr hp)) - (measure_lt_top η univ)).ne hb - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.RandomBadGrid +import OAI.Probability.SLE.Mass.GridMassOverlap + +namespace OAI + +/-! Individual cell charge estimates combine with fixed grid overlap and +summable prescribed tails to give the complete lower-bound criterion. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma expected_badGrid_mass_le_overlap + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (μ : Ω → Measure ℂ) (hμ : Measurable μ) (η : Measure ℂ) + (r : ℝ) (hr : 0 < r) (H : ℝ) (p : ℝ≥0∞) + (hcell : ∀ i : ℤ×ℤ, + (∫⁻ ω, if ENNReal.ofReal H < μ ω (closedBall (coverGridCenter r i) (2*r)) then + μ ω (closedBall (coverGridCenter r i) (2*r)) else 0 ∂P) ≤ + p*η (closedBall (coverGridCenter r i) (2*r))) : + (∫⁻ ω, μ ω (badGridCells (μ ω) r H) ∂P) ≤ 81*p*η univ := by + calc + _ ≤ ∑' i : ℤ×ℤ, + ∫⁻ ω, if ENNReal.ofReal H < μ ω (closedBall (coverGridCenter r i) (2*r)) then + μ ω (closedBall (coverGridCenter r i) (2*r)) else 0 ∂P := + expected_badGrid_mass_le_sum P μ hμ r H + _ ≤ ∑' i : ℤ×ℤ, p*η (closedBall (coverGridCenter r i) (2*r)) := ENNReal.tsum_le_tsum hcell + _ = p*(∑' i : ℤ×ℤ, η (closedBall (coverGridCenter r i) (2*r))) := ENNReal.tsum_mul_left + _ ≤ p*(81*η univ) := mul_le_mul' le_rfl (grid_mass_sum_le η hr) + _ = _ := by ac_rfl + +lemma ae_positive_prescribed_hausdorff_of_cell_charges + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (μ : Ω → Measure ℂ) (hμ : Measurable μ) (hfin : ∀ ω, IsFiniteMeasure (μ ω)) + (η : Measure ℂ) [IsFiniteMeasure η] (κ : ℝ) (W : Target.WienerLaw) + (hg : Target.IsHausdorffGauge (Target.gauge κ W)) + (hm1 : 0 < Target.moment κ W 1) + (hJ : ∀ n : ℕ, 1 ≤ n → Target.moment κ W 1^n ≤ Target.moment κ W n) + (D : ℝ) (hD : 0 ≤ D) (p : Target.GaugeIndex κ W → ℝ≥0∞) + (hp : (∑' e, p e) ≠ ∞) + (hcell : ∀ e : Target.GaugeIndex κ W, ∀ i : ℤ×ℤ, + (∫⁻ ω, if ENNReal.ofReal + (D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ) < + μ ω (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e)) then + μ ω (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e)) else 0 ∂P) ≤ + p e*η (closedBall (coverGridCenter (Target.radii κ W e) i) (2*Target.radii κ W e))) : + ∀ᵐ ω ∂P, ∀ E : Set ℂ, MeasurableSet E → 0 < μ ω E → + 0 < Target.hausdorff (Target.gauge κ W) E := by + apply ae_positive_prescribed_hausdorff_of_bad_mass P μ hμ hfin κ W hg hm1 hJ D hD + have hb : (∑' e : Target.GaugeIndex κ W, + ∫⁻ ω, μ ω (prescribedBadGrid (μ ω) κ W D e) ∂P) ≤ + 81*(∑' e, p e)*η univ := by + calc + _ ≤ ∑' e : Target.GaugeIndex κ W, 81*p e*η univ := ENNReal.tsum_le_tsum + (fun e => expected_badGrid_mass_le_overlap P μ hμ η _ (Target.radii_pos κ W e) _ (p e) (hcell e)) + _ = _ := by rw [ENNReal.tsum_mul_right,ENNReal.tsum_mul_left] + exact ne_top_of_le_ne_top + (ENNReal.mul_lt_top (ENNReal.mul_lt_top (by norm_num) (lt_top_iff_ne_top.mpr hp)) + (measure_lt_top η univ)).ne hb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ExpectedCoverCharge.lean b/lean/OAI/Probability/SLE/Gauge/ExpectedCoverCharge.lean index 2fa2c276085a0a79b448e7f419837b940704199c..2b7247a1a6426f360101c9fe28fdbacbd63d835f 100644 --- a/lean/OAI/Probability/SLE/Gauge/ExpectedCoverCharge.lean +++ b/lean/OAI/Probability/SLE/Gauge/ExpectedCoverCharge.lean @@ -1,62 +1,62 @@ -import OAI.Probability.SLE.Geometry.SpatialExhaustion -import OAI.Probability.SLE.SausageCharge - -namespace OAI - -/-! Turning one-mesh sausage charges into upper Hausdorff expectations. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -/-- A shrinking cover whose selected part is charged to a single sausage -mesh and whose expected residual cost vanishes has the desired uniform -Hausdorff expectation bound. The hypothesis describes actual covers. -/ -theorem expected_hausdorff_le_of_sausage_charged_covers - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (h : ℝ → ℝ) (hh : IsGauge h) (E : Ω → Set ℂ) - (U : ℕ → Ω → ℕ → Set ℂ) (δ : ℕ → ℝ≥0∞) - (hδ : Tendsto δ atTop (𝓝 0)) - (hcover : ∀ᵐ ω ∂P, ∀ n, E ω ⊆ ⋃ j, U n ω j) - (hdiam : ∀ᵐ ω ∂P, ∀ n j, ediam (U n ω j) ≤ δ n) - (hmeas : ∀ n, AEMeasurable - (fun ω => ∑' j, extendedGauge h (ediam (U n ω j))) P) - (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (R : ℝ) (C : ℝ≥0) - (error : ℕ → Ω → ℝ≥0∞) (herr : ∀ n, AEMeasurable (error n) P) - (herrlim : Tendsto (fun n => ∫⁻ ω, error n ω ∂P) atTop (𝓝 0)) - (hcharge : ∀ n, ∀ᵐ ω ∂P, - (∑' j, extendedGauge h (ediam (U n ω j))) ≤ - (C : ℝ≥0∞) * wholeSausageCharge κ (γ ω) (v n) (closedBall 0 R) + error n ω) : - (∫⁻ ω, hausdorffGauge h (E ω) ∂P) ≤ - (C : ℝ≥0∞) * wholeSausageChargeBound κ R := by - obtain ⟨_, hsausage⟩ := source_cover_charge P κ hκ hκ8 γ hSLE R - have hcost (n : ℕ) : - (∫⁻ ω, ∑' j, extendedGauge h (ediam (U n ω j)) ∂P) ≤ - (C : ℝ≥0∞) * wholeSausageChargeBound κ R + ∫⁻ ω, error n ω ∂P := by - calc - _ ≤ ∫⁻ ω, (C : ℝ≥0∞) * - wholeSausageCharge κ (γ ω) (v n) (closedBall 0 R) + error n ω ∂P := - lintegral_mono_ae (hcharge n) - _ = (C : ℝ≥0∞) * (∫⁻ ω, - wholeSausageCharge κ (γ ω) (v n) (closedBall 0 R) ∂P) + - ∫⁻ ω, error n ω ∂P := by - rw [lintegral_add_right' _ (herr n), - lintegral_const_mul' _ _ ENNReal.coe_ne_top] - _ ≤ _ := add_le_add (mul_le_mul' le_rfl (hsausage (v n) (hv n)).2) le_rfl - apply expected_hausdorff_le_of_shrinking_covers P h hh E U δ hδ - hcover hdiam hmeas - have ht : Tendsto (fun n => (C : ℝ≥0∞) * wholeSausageChargeBound κ R + - ∫⁻ ω, error n ω ∂P) atTop - (𝓝 ((C : ℝ≥0∞) * wholeSausageChargeBound κ R)) := by - simpa only [add_zero] using tendsto_const_nhds.add herrlim - exact (liminf_le_liminf (Eventually.of_forall hcost)).trans_eq ht.liminf_eq - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Geometry.SpatialExhaustion +import OAI.Probability.SLE.SausageCharge + +namespace OAI + +/-! Turning one-mesh sausage charges into upper Hausdorff expectations. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +/-- A shrinking cover whose selected part is charged to a single sausage +mesh and whose expected residual cost vanishes has the desired uniform +Hausdorff expectation bound. The hypothesis describes actual covers. -/ +theorem expected_hausdorff_le_of_sausage_charged_covers + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (h : ℝ → ℝ) (hh : IsGauge h) (E : Ω → Set ℂ) + (U : ℕ → Ω → ℕ → Set ℂ) (δ : ℕ → ℝ≥0∞) + (hδ : Tendsto δ atTop (𝓝 0)) + (hcover : ∀ᵐ ω ∂P, ∀ n, E ω ⊆ ⋃ j, U n ω j) + (hdiam : ∀ᵐ ω ∂P, ∀ n j, ediam (U n ω j) ≤ δ n) + (hmeas : ∀ n, AEMeasurable + (fun ω => ∑' j, extendedGauge h (ediam (U n ω j))) P) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (R : ℝ) (C : ℝ≥0) + (error : ℕ → Ω → ℝ≥0∞) (herr : ∀ n, AEMeasurable (error n) P) + (herrlim : Tendsto (fun n => ∫⁻ ω, error n ω ∂P) atTop (𝓝 0)) + (hcharge : ∀ n, ∀ᵐ ω ∂P, + (∑' j, extendedGauge h (ediam (U n ω j))) ≤ + (C : ℝ≥0∞) * wholeSausageCharge κ (γ ω) (v n) (closedBall 0 R) + error n ω) : + (∫⁻ ω, hausdorffGauge h (E ω) ∂P) ≤ + (C : ℝ≥0∞) * wholeSausageChargeBound κ R := by + obtain ⟨_, hsausage⟩ := source_cover_charge P κ hκ hκ8 γ hSLE R + have hcost (n : ℕ) : + (∫⁻ ω, ∑' j, extendedGauge h (ediam (U n ω j)) ∂P) ≤ + (C : ℝ≥0∞) * wholeSausageChargeBound κ R + ∫⁻ ω, error n ω ∂P := by + calc + _ ≤ ∫⁻ ω, (C : ℝ≥0∞) * + wholeSausageCharge κ (γ ω) (v n) (closedBall 0 R) + error n ω ∂P := + lintegral_mono_ae (hcharge n) + _ = (C : ℝ≥0∞) * (∫⁻ ω, + wholeSausageCharge κ (γ ω) (v n) (closedBall 0 R) ∂P) + + ∫⁻ ω, error n ω ∂P := by + rw [lintegral_add_right' _ (herr n), + lintegral_const_mul' _ _ ENNReal.coe_ne_top] + _ ≤ _ := add_le_add (mul_le_mul' le_rfl (hsausage (v n) (hv n)).2) le_rfl + apply expected_hausdorff_le_of_shrinking_covers P h hh E U δ hδ + hcover hdiam hmeas + have ht : Tendsto (fun n => (C : ℝ≥0∞) * wholeSausageChargeBound κ R + + ∫⁻ ω, error n ω ∂P) atTop + (𝓝 ((C : ℝ≥0∞) * wholeSausageChargeBound κ R)) := by + simpa only [add_zero] using tendsto_const_nhds.add herrlim + exact (liminf_le_liminf (Eventually.of_forall hcost)).trans_eq ht.liminf_eq + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ExperimentChangeOfLaw.lean b/lean/OAI/Probability/SLE/Gauge/ExperimentChangeOfLaw.lean index 1194709e2f0ee5feb7a7ca2b1becc7467abbca81..5ffdd6e0a3b3a0666fa851c195c86c283c865051 100644 --- a/lean/OAI/Probability/SLE/Gauge/ExperimentChangeOfLaw.lean +++ b/lean/OAI/Probability/SLE/Gauge/ExperimentChangeOfLaw.lean @@ -1,99 +1,99 @@ -import OAI.Probability.SLE.Gauge.RandomPassageBounds -import OAI.Probability.SLE.InverseMoments - -namespace OAI - -/-! The finite centered law pays a uniform cost for an actual successful -experiment whose marked-point angle stays positive. Its finite completion -stop is used before the conformal-radius cutoff. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -lemma greenDensity_lower_of_angle - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (z : ℂ) (T : ℝ≥0) (hT : z ∈ survivingDomain γ T) - {s : ℝ} (hs : 0 ≤ s) - (hangle : s ≤ Real.sin (Complex.arg (G T z - (U T : ℂ)))) : - s ^ greenExponent κ * initialGreen κ z ≤ greenDensity κ U γ G T z := by - have hR := hw.fullRadius_positive hU T z hT - have hR0 := hw.fullRadius_initial hU z (survivingDomain_antitone γ zero_le hT) - have hdec : fullRadius G T z ≤ 2 * z.im := by - rw [← hR0] - exact hw.radius_le_of_domain_subset hU T 0 (survivingDomain_antitone γ zero_le) z hT - have hinit : initialGreen κ z ≤ (2 * z.im) ^ (-codimension κ) := by - unfold initialGreen - exact mul_le_of_le_one_right (Real.rpow_nonneg (mul_nonneg (by norm_num) hT.1.1.le) _) - (Real.rpow_le_one (by - rw [Complex.sin_arg] - exact div_nonneg hT.1.1.le (norm_nonneg _)) - (Real.sin_le_one _) (greenExponent_pos κ hκ hκ8).le) - have hp : (2 * z.im) ^ (-codimension κ) ≤ (fullRadius G T z) ^ (-codimension κ) := - Real.rpow_le_rpow_of_nonpos hR hdec (neg_nonpos.mpr (codimension_pos κ hκ8).le) - have ha : s ^ greenExponent κ ≤ - (Real.sin (Complex.arg (G T z - (U T : ℂ)))) ^ greenExponent κ := - Real.rpow_le_rpow hs hangle (greenExponent_pos κ hκ hκ8).le - rw [greenDensity, ite_eq_left hT] - calc - _ ≤ s ^ greenExponent κ * (2 * z.im) ^ (-codimension κ) := - mul_le_mul_of_nonneg_left hinit (Real.rpow_nonneg hs _) - _ ≤ (Real.sin (Complex.arg (G T z - (U T : ℂ)))) ^ greenExponent κ * - (fullRadius G T z) ^ (-codimension κ) := - mul_le_mul ha hp (Real.rpow_nonneg (mul_nonneg (by norm_num) hT.1.1.le) _) (Real.rpow_nonneg - (hs.trans hangle) _) - _ = _ := mul_comm _ _ - -/-- An event observed at a finite experiment stop transfers to the finite -radius law using its actual Green density there. -/ -theorem finiteCenteredLaw_experiment_lower_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) - (σ : Ω → ℝ≥0) - (hσ : IsStoppingTime (Filtration.natural B - (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) - (fun ω => (σ ω : WithTop ℝ≥0))) - (E : Set Ω) (hE : MeasurableSet[hσ.measurableSpace] E) - (s : ℝ) (hs : 0 ≤ s) - (hsuccess : ∀ᵐ ω ∂P, ω ∈ E → - (σ ω : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u ∧ - z ∈ survivingDomain (γ ω) (σ ω) ∧ - s ≤ Real.sin (Complex.arg (G ω (σ ω) z - (Real.sqrt κ * B (σ ω) ω : ℂ)))) : - ENNReal.ofReal (s ^ greenExponent κ) * P E ≤ finiteCenteredLaw P κ B γ G z u E := by - obtain ⟨M, Z, _, hZi, _, hZb, _, hMstop, hsource, _⟩ := - exists_physical_green_stopping_regular hB hBm hBc hB0 κ hκ hκ8 γ G F hw z hz u hu - have hbound : ∀ᵐ ω ∂P, ω ∈ E → - s ^ greenExponent κ * initialGreen κ z ≤ M (σ ω) ω := by - filter_upwards [hw, hsource, hsuccess] with ω hω hsrc hsucc hωE - obtain ⟨hbefore, hlive, hangle⟩ := hsucc hωE - rw [hsrc.1 (σ ω), physicalStoppedGreen, ite_eq_right (not_le.mpr hbefore)] - exact greenDensity_lower_of_angle ((hBc ω).const_mul _) hω κ hκ hκ8 z - (σ ω) hlive hs (by simpa only [Complex.ofReal_mul] using hangle) - have h := normalizedDensity_event_lower_bound_of_condExp P hσ.measurableSpace - hσ.measurableSpace_le Z (fun ω => M (σ ω) ω) hZi - (Eventually.of_forall (fun ω => (hZb ω).1)) (hMstop σ hσ) - (initialGreen κ z) (s ^ greenExponent κ) (initialGreen_pos κ z hz) - (Real.rpow_nonneg hs _) E hE hbound - have he : P.withDensity (fun ω => ENNReal.ofReal (Z ω / initialGreen κ z)) = - finiteCenteredLaw P κ B γ G z u := by - apply withDensity_congr_ae - filter_upwards [hsource] with ω hω - rw [hω.2] - exact he ▸ h - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.RandomPassageBounds +import OAI.Probability.SLE.InverseMoments + +namespace OAI + +/-! The finite centered law pays a uniform cost for an actual successful +experiment whose marked-point angle stays positive. Its finite completion +stop is used before the conformal-radius cutoff. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma greenDensity_lower_of_angle + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (z : ℂ) (T : ℝ≥0) (hT : z ∈ survivingDomain γ T) + {s : ℝ} (hs : 0 ≤ s) + (hangle : s ≤ Real.sin (Complex.arg (G T z - (U T : ℂ)))) : + s ^ greenExponent κ * initialGreen κ z ≤ greenDensity κ U γ G T z := by + have hR := hw.fullRadius_positive hU T z hT + have hR0 := hw.fullRadius_initial hU z (survivingDomain_antitone γ zero_le hT) + have hdec : fullRadius G T z ≤ 2 * z.im := by + rw [← hR0] + exact hw.radius_le_of_domain_subset hU T 0 (survivingDomain_antitone γ zero_le) z hT + have hinit : initialGreen κ z ≤ (2 * z.im) ^ (-codimension κ) := by + unfold initialGreen + exact mul_le_of_le_one_right (Real.rpow_nonneg (mul_nonneg (by norm_num) hT.1.1.le) _) + (Real.rpow_le_one (by + rw [Complex.sin_arg] + exact div_nonneg hT.1.1.le (norm_nonneg _)) + (Real.sin_le_one _) (greenExponent_pos κ hκ hκ8).le) + have hp : (2 * z.im) ^ (-codimension κ) ≤ (fullRadius G T z) ^ (-codimension κ) := + Real.rpow_le_rpow_of_nonpos hR hdec (neg_nonpos.mpr (codimension_pos κ hκ8).le) + have ha : s ^ greenExponent κ ≤ + (Real.sin (Complex.arg (G T z - (U T : ℂ)))) ^ greenExponent κ := + Real.rpow_le_rpow hs hangle (greenExponent_pos κ hκ hκ8).le + rw [greenDensity, ite_eq_left hT] + calc + _ ≤ s ^ greenExponent κ * (2 * z.im) ^ (-codimension κ) := + mul_le_mul_of_nonneg_left hinit (Real.rpow_nonneg hs _) + _ ≤ (Real.sin (Complex.arg (G T z - (U T : ℂ)))) ^ greenExponent κ * + (fullRadius G T z) ^ (-codimension κ) := + mul_le_mul ha hp (Real.rpow_nonneg (mul_nonneg (by norm_num) hT.1.1.le) _) (Real.rpow_nonneg + (hs.trans hangle) _) + _ = _ := mul_comm _ _ + +/-- An event observed at a finite experiment stop transfers to the finite +radius law using its actual Green density there. -/ +theorem finiteCenteredLaw_experiment_lower_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) + (σ : Ω → ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B + (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) + (fun ω => (σ ω : WithTop ℝ≥0))) + (E : Set Ω) (hE : MeasurableSet[hσ.measurableSpace] E) + (s : ℝ) (hs : 0 ≤ s) + (hsuccess : ∀ᵐ ω ∂P, ω ∈ E → + (σ ω : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u ∧ + z ∈ survivingDomain (γ ω) (σ ω) ∧ + s ≤ Real.sin (Complex.arg (G ω (σ ω) z - (Real.sqrt κ * B (σ ω) ω : ℂ)))) : + ENNReal.ofReal (s ^ greenExponent κ) * P E ≤ finiteCenteredLaw P κ B γ G z u E := by + obtain ⟨M, Z, _, hZi, _, hZb, _, hMstop, hsource, _⟩ := + exists_physical_green_stopping_regular hB hBm hBc hB0 κ hκ hκ8 γ G F hw z hz u hu + have hbound : ∀ᵐ ω ∂P, ω ∈ E → + s ^ greenExponent κ * initialGreen κ z ≤ M (σ ω) ω := by + filter_upwards [hw, hsource, hsuccess] with ω hω hsrc hsucc hωE + obtain ⟨hbefore, hlive, hangle⟩ := hsucc hωE + rw [hsrc.1 (σ ω), physicalStoppedGreen, ite_eq_right (not_le.mpr hbefore)] + exact greenDensity_lower_of_angle ((hBc ω).const_mul _) hω κ hκ hκ8 z + (σ ω) hlive hs (by simpa only [Complex.ofReal_mul] using hangle) + have h := normalizedDensity_event_lower_bound_of_condExp P hσ.measurableSpace + hσ.measurableSpace_le Z (fun ω => M (σ ω) ω) hZi + (Eventually.of_forall (fun ω => (hZb ω).1)) (hMstop σ hσ) + (initialGreen κ z) (s ^ greenExponent κ) (initialGreen_pos κ z hz) + (Real.rpow_nonneg hs _) E hE hbound + have he : P.withDensity (fun ω => ENNReal.ofReal (Z ω / initialGreen κ z)) = + finiteCenteredLaw P κ B γ G z u := by + apply withDensity_congr_ae + filter_upwards [hsource] with ω hω + rw [hω.2] + exact he ▸ h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ExperimentClearance.lean b/lean/OAI/Probability/SLE/Gauge/ExperimentClearance.lean index 68071658883123f13a8e4a80c9c238e61cb37bcb..6ffb7b5118e2a0654d85d8274f30737fcd49ccb7 100644 --- a/lean/OAI/Probability/SLE/Gauge/ExperimentClearance.lean +++ b/lean/OAI/Probability/SLE/Gauge/ExperimentClearance.lean @@ -1,97 +1,97 @@ -import OAI.Probability.SLE.Gauge.RibbonCoordinateGeometry -import OAI.Probability.SLE.Loewner.ActualRadiusStops - -namespace OAI - -/-! The dense experiment need not classify the filled hull of its obstacle. -A free upward corridor puts the marked-point ball in the actual unbounded -surviving component and gives its conformal-radius cutoff directly. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -/-- The upward shadow of a ball, with a slightly larger rectangular base. -/ -def upwardShadow (w : ℂ) (r : ℝ) : Set ℂ := - {z | |z.re - w.re| < r ∧ w.im - r < z.im} - -lemma upwardRay_mem_shadow {w z : ℂ} {r : ℝ} (hz : z ∈ ball w r) (t : ℝ≥0) : - upwardRay z t ∈ upwardShadow w r := by - have hd : ‖z - w‖ < r := by simpa only [mem_ball, dist_eq_norm] using hz - have hre : |z.re - w.re| < r := - (Complex.abs_re_le_norm (z - w)).trans_lt hd - have him : |z.im - w.im| < r := - (Complex.abs_im_le_norm (z - w)).trans_lt hd - have hlow := (abs_lt.mp him).1 - simp only [upwardRay, upwardShadow, mem_ofPred_eq, Complex.add_re, Complex.add_im, - Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, - Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero] - exact ⟨hre, by linarith [t.coe_nonneg]⟩ - -lemma marked_ball_survives_of_free_upwardShadow - (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (w : ℂ) {r : ℝ} (_hr : 0 < r) - (hheight : r ≤ w.im) - (hfree : Disjoint (γ '' Icc 0 T) (upwardShadow w r)) : - ball w r ⊆ survivingDomain γ T := by - intro z hz - have hshadow := upwardRay_mem_shadow hz - have hroute : range (upwardRay z) ⊆ upperHalfPlane \ (γ '' Icc 0 T) := by - rintro u ⟨t, rfl⟩ - refine ⟨?_, ?_⟩ - · have hh := (hshadow t).2 - change 0 < (upwardRay z t).im - linarith - · intro hpast - exact disjoint_left.mp hfree hpast (hshadow t) - have hsurv := survives_of_unbounded_free_curve γ T (upwardRay z) - (upwardRay_continuous z) hroute (upwardRay_unbounded z) (mem_range_self 0) - simpa only [upwardRay, NNReal.coe_zero, Complex.ofReal_zero, zero_mul, add_zero] using hsurv - -lemma fullRadius_lower_of_surviving_ball - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) - (T : ℝ≥0) (w : ℂ) {r : ℝ} (hr : 0 < r) - (hball : ball w r ⊆ survivingDomain γ T) : r ≤ fullRadius G T w := by - have hlive := hball (mem_ball_self hr) - apply radius_of_halfplane_map hr ((hw.2.2.2.1 T).mono hball) - (fun z hz => hw.2.2.2.2.2.1 T (hball hz)) - exact norm_ne_zero_iff.mp (hw.derivative_norm_positive hU T w hlive).ne' - -/-- Uniform free clearance gives the actual radius bound throughout every -successful prefix. Filled-hull containment is unnecessary. -/ -theorem experiment_radius_lower_from_shadow - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) - (T : ℝ≥0) (w : ℂ) {r : ℝ} (hr : 0 < r) (hheight : r ≤ w.im) - (hfree : Disjoint (γ '' Icc 0 T) (upwardShadow w r)) : - ∀ t : ℝ≥0, t ≤ T → w ∈ survivingDomain γ t ∧ r ≤ fullRadius G t w := by - intro t ht - have hball := marked_ball_survives_of_free_upwardShadow γ T w hr hheight hfree - have hballt : ball w r ⊆ survivingDomain γ t := - hball.trans (survivingDomain_antitone γ ht) - exact ⟨hballt (mem_ball_self hr), fullRadius_lower_of_surviving_ball hU hw t w hr hballt⟩ - -lemma completion_before_radiusLevelTime_of_prefix_lower - {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} - (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) - (T : ℝ≥0) (w : ℂ) (u r : ℝ) - (hprefix : ∀ t : ℝ≥0, t ≤ T → w ∈ survivingDomain γ t ∧ r ≤ fullRadius G t w) - (hcutoff : (2 * w.im) * Real.exp (-u) < r) : - (T : ℝ≥0∞) < radiusLevelTime γ G w u := by - by_contra hn - have hle := le_of_not_gt hn - have hfinite : radiusLevelTime γ G w u < ∞ := hle.trans_lt ENNReal.coe_lt_top - obtain ⟨t, ht, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G w u hfinite - rw [radiusLevelTime_eq_of_live_level hU hw w u t ht hR] at hle - have htT : t ≤ T := by exact_mod_cast hle - have hb := (hprefix t htT).2 - rw [hR] at hb - exact (not_le_of_gt hcutoff) hb - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.RibbonCoordinateGeometry +import OAI.Probability.SLE.Loewner.ActualRadiusStops + +namespace OAI + +/-! The dense experiment need not classify the filled hull of its obstacle. +A free upward corridor puts the marked-point ball in the actual unbounded +surviving component and gives its conformal-radius cutoff directly. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +/-- The upward shadow of a ball, with a slightly larger rectangular base. -/ +def upwardShadow (w : ℂ) (r : ℝ) : Set ℂ := + {z | |z.re - w.re| < r ∧ w.im - r < z.im} + +lemma upwardRay_mem_shadow {w z : ℂ} {r : ℝ} (hz : z ∈ ball w r) (t : ℝ≥0) : + upwardRay z t ∈ upwardShadow w r := by + have hd : ‖z - w‖ < r := by simpa only [mem_ball, dist_eq_norm] using hz + have hre : |z.re - w.re| < r := + (Complex.abs_re_le_norm (z - w)).trans_lt hd + have him : |z.im - w.im| < r := + (Complex.abs_im_le_norm (z - w)).trans_lt hd + have hlow := (abs_lt.mp him).1 + simp only [upwardRay, upwardShadow, mem_ofPred_eq, Complex.add_re, Complex.add_im, + Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero] + exact ⟨hre, by linarith [t.coe_nonneg]⟩ + +lemma marked_ball_survives_of_free_upwardShadow + (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (w : ℂ) {r : ℝ} (_hr : 0 < r) + (hheight : r ≤ w.im) + (hfree : Disjoint (γ '' Icc 0 T) (upwardShadow w r)) : + ball w r ⊆ survivingDomain γ T := by + intro z hz + have hshadow := upwardRay_mem_shadow hz + have hroute : range (upwardRay z) ⊆ upperHalfPlane \ (γ '' Icc 0 T) := by + rintro u ⟨t, rfl⟩ + refine ⟨?_, ?_⟩ + · have hh := (hshadow t).2 + change 0 < (upwardRay z t).im + linarith + · intro hpast + exact disjoint_left.mp hfree hpast (hshadow t) + have hsurv := survives_of_unbounded_free_curve γ T (upwardRay z) + (upwardRay_continuous z) hroute (upwardRay_unbounded z) (mem_range_self 0) + simpa only [upwardRay, NNReal.coe_zero, Complex.ofReal_zero, zero_mul, add_zero] using hsurv + +lemma fullRadius_lower_of_surviving_ball + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (T : ℝ≥0) (w : ℂ) {r : ℝ} (hr : 0 < r) + (hball : ball w r ⊆ survivingDomain γ T) : r ≤ fullRadius G T w := by + have hlive := hball (mem_ball_self hr) + apply radius_of_halfplane_map hr ((hw.2.2.2.1 T).mono hball) + (fun z hz => hw.2.2.2.2.2.1 T (hball hz)) + exact norm_ne_zero_iff.mp (hw.derivative_norm_positive hU T w hlive).ne' + +/-- Uniform free clearance gives the actual radius bound throughout every +successful prefix. Filled-hull containment is unnecessary. -/ +theorem experiment_radius_lower_from_shadow + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (T : ℝ≥0) (w : ℂ) {r : ℝ} (hr : 0 < r) (hheight : r ≤ w.im) + (hfree : Disjoint (γ '' Icc 0 T) (upwardShadow w r)) : + ∀ t : ℝ≥0, t ≤ T → w ∈ survivingDomain γ t ∧ r ≤ fullRadius G t w := by + intro t ht + have hball := marked_ball_survives_of_free_upwardShadow γ T w hr hheight hfree + have hballt : ball w r ⊆ survivingDomain γ t := + hball.trans (survivingDomain_antitone γ ht) + exact ⟨hballt (mem_ball_self hr), fullRadius_lower_of_surviving_ball hU hw t w hr hballt⟩ + +lemma completion_before_radiusLevelTime_of_prefix_lower + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (T : ℝ≥0) (w : ℂ) (u r : ℝ) + (hprefix : ∀ t : ℝ≥0, t ≤ T → w ∈ survivingDomain γ t ∧ r ≤ fullRadius G t w) + (hcutoff : (2 * w.im) * Real.exp (-u) < r) : + (T : ℝ≥0∞) < radiusLevelTime γ G w u := by + by_contra hn + have hle := le_of_not_gt hn + have hfinite : radiusLevelTime γ G w u < ∞ := hle.trans_lt ENNReal.coe_lt_top + obtain ⟨t, ht, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G w u hfinite + rw [radiusLevelTime_eq_of_live_level hU hw w u t ht hR] at hle + have htT : t ≤ T := by exact_mod_cast hle + have hb := (hprefix t htT).2 + rw [hR] at hb + exact (not_le_of_gt hcutoff) hb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ExtendedExperimentStop.lean b/lean/OAI/Probability/SLE/Gauge/ExtendedExperimentStop.lean index fe0bba823b3e688bf05c0e64189fff37954c0db0..8038d8027c4079a8804a59d5973c0dec27b9579a 100644 --- a/lean/OAI/Probability/SLE/Gauge/ExtendedExperimentStop.lean +++ b/lean/OAI/Probability/SLE/Gauge/ExtendedExperimentStop.lean @@ -1,155 +1,155 @@ -import OAI.Probability.SLE.Gauge.ExperimentChangeOfLaw - -namespace OAI - -/-! A completion stop may be infinite on failure. Restrict success to -finite deterministic horizons, apply the finite-stop density identity, -and then exhaust the successful event. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -def cutoffStop {Ω : Type*} (τ : Ω → WithTop ℝ≥0) (H : ℝ≥0) (ω : Ω) : ℝ≥0 := - (min (τ ω) (H : WithTop ℝ≥0)).untopD 0 - -lemma cutoffStop_coe {Ω : Type*} (τ : Ω → WithTop ℝ≥0) (H : ℝ≥0) (ω : Ω) : - (cutoffStop τ H ω : WithTop ℝ≥0) = min (τ ω) (H : WithTop ℝ≥0) := by - cases h : τ ω with - | top => simp only [cutoffStop, h, min_top_left, WithTop.untopD_coe] - | coe t => simp only [cutoffStop, h, ← WithTop.coe_min, WithTop.untopD_coe] - -lemma cutoffStop_stopping - {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) - (τ : Ω → WithTop ℝ≥0) (hτ : IsStoppingTime ℱ τ) (H : ℝ≥0) : - IsStoppingTime ℱ (fun ω => (cutoffStop τ H ω : WithTop ℝ≥0)) := by - have he : (fun ω => (cutoffStop τ H ω : WithTop ℝ≥0)) = - fun ω => min (τ ω) (H : WithTop ℝ≥0) := funext (cutoffStop_coe τ H) - rw [he] - exact hτ.min_const H - -lemma cutoffStop_success_measurable - {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) - (τ : Ω → WithTop ℝ≥0) (hτ : IsStoppingTime ℱ τ) (H : ℝ≥0) - (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) : - MeasurableSet[(cutoffStop_stopping ℱ τ hτ H).measurableSpace] - (E ∩ {ω | τ ω ≤ (H : WithTop ℝ≥0)}) := by - have hh := hτ.measurableSet_inter_le (isStoppingTime_const ℱ H) E hE - rw [IsStoppingTime.measurableSet] at hh ⊢ - exact ⟨hh.1, fun t => by simpa only [cutoffStop_coe] using hh.2 t⟩ - -lemma cutoffStop_eq_on_success {Ω : Type*} - (τ : Ω → WithTop ℝ≥0) (H : ℝ≥0) (ω : Ω) (hω : τ ω ≤ (H : WithTop ℝ≥0)) : - cutoffStop τ H ω = (τ ω).untopD 0 := by - simp only [cutoffStop, min_eq_left hω] - -/-- The normalized terminal density pays the same fixed cost when the -completion stop is finite only on success. -/ -theorem normalizedDensity_completed_event_lower_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] - (ℱ : Filtration ℝ≥0 mΩ) - (Z : Ω → ℝ) (hZ : Integrable Z P) (hZpos : 0 ≤ᵐ[P] Z) - (M : ℝ≥0 → Ω → ℝ) - (hM : ∀ (σ : Ω → ℝ≥0) (hσ : IsStoppingTime ℱ - (fun ω => (σ ω : WithTop ℝ≥0))), - (fun ω => M (σ ω) ω) =ᵐ[P] P[Z | hσ.measurableSpace]) - (τ : Ω → WithTop ℝ≥0) (hτ : IsStoppingTime ℱ τ) - (a c : ℝ) (ha : 0 < a) (hc : 0 ≤ c) - (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) - (hfinite : ∀ᵐ ω ∂P, ω ∈ E → τ ω ≠ ⊤) - (hbound : ∀ᵐ ω ∂P, ω ∈ E → c * a ≤ M ((τ ω).untopD 0) ω) : - ENNReal.ofReal c * P E ≤ - P.withDensity (fun ω => ENNReal.ofReal (Z ω / a)) E := by - let Eₙ (n : ℕ) := E ∩ {ω | τ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} - have hmono : Monotone Eₙ := by - intro n k hnk ω hω - refine ⟨hω.1, ?_⟩ - change τ ω ≤ ((k : ℝ≥0) : WithTop ℝ≥0) - exact hω.2.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnk)) - have hcover : E =ᵐ[P] ⋃ n, Eₙ n := by - filter_upwards [hfinite] with ω hω - simp only [mem_iUnion] - apply propext - constructor - · intro hωE - lift τ ω to ℝ≥0 using hω hωE with t ht - obtain ⟨n, hn⟩ := exists_nat_ge (t : ℝ) - refine ⟨n, hωE, ?_⟩ - change τ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0) - rw [← ht] - exact WithTop.coe_le_coe.mpr (by exact_mod_cast hn) - · rintro ⟨n, hn⟩ - exact hn.1 - have hlocal (n : ℕ) : ENNReal.ofReal c * P (Eₙ n) ≤ - P.withDensity (fun ω => ENNReal.ofReal (Z ω / a)) (Eₙ n) := by - let σ := cutoffStop τ (n : ℝ≥0) - have hσ := cutoffStop_stopping ℱ τ hτ (n : ℝ≥0) - apply normalizedDensity_event_lower_bound_of_condExp P hσ.measurableSpace - hσ.measurableSpace_le Z (fun ω => M (σ ω) ω) hZ hZpos (hM σ hσ) - a c ha hc (Eₙ n) (cutoffStop_success_measurable ℱ τ hτ _ E hE) - filter_upwards [hbound] with ω hb hω - change c * a ≤ M (cutoffStop τ (n : ℝ≥0) ω) ω - rw [cutoffStop_eq_on_success τ _ ω hω.2] - exact hb hω.1 - calc - _ = ENNReal.ofReal c * P (⋃ n, Eₙ n) := by rw [measure_congr hcover] - _ = ⨆ n, ENNReal.ofReal c * P (Eₙ n) := by - rw [hmono.measure_iUnion, ENNReal.mul_iSup] - _ ≤ _ := iSup_le fun n => (hlocal n).trans (measure_mono inter_subset_left) - -/-- The successful dense experiment need not finish on unsuccessful -samples. Its actual finite completion and angle bound on success suffice -for the centered-law lower bound. -/ -theorem finiteCenteredLaw_completed_experiment_lower_bound - {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) - (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness - (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) - (τ : Ω → WithTop ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B - (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) τ) - (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) - (s : ℝ) (hs : 0 ≤ s) - (hsuccess : ∀ᵐ ω ∂P, ω ∈ E → τ ω ≠ ⊤ ∧ - τ ω < radiusLevelTime (γ ω) (G ω) z u ∧ - z ∈ survivingDomain (γ ω) ((τ ω).untopD 0) ∧ - s ≤ Real.sin (Complex.arg - (G ω ((τ ω).untopD 0) z - (Real.sqrt κ * B ((τ ω).untopD 0) ω : ℂ)))) : - ENNReal.ofReal (s ^ greenExponent κ) * P E ≤ finiteCenteredLaw P κ B γ G z u E := by - obtain ⟨M, Z, _, hZi, _, hZb, _, hMstop, hsource, _⟩ := - exists_physical_green_stopping_regular hB hBm hBc hB0 κ hκ hκ8 γ G F hw z hz u hu - have hbound : ∀ᵐ ω ∂P, ω ∈ E → - s ^ greenExponent κ * initialGreen κ z ≤ M ((τ ω).untopD 0) ω := by - filter_upwards [hw, hsource, hsuccess] with ω hω hsrc hsucc hωE - obtain ⟨hfinite, hbefore, hlive, hangle⟩ := hsucc hωE - have he : (((τ ω).untopD 0 : ℝ≥0) : ℝ≥0∞) = τ ω := by - cases ht : τ ω with - | top => exact (hfinite ht).elim - | coe t => simp only [WithTop.untopD_coe]; rfl - rw [hsrc.1 ((τ ω).untopD 0), physicalStoppedGreen, - ite_eq_right (not_le.mpr (he.symm ▸ hbefore))] - exact greenDensity_lower_of_angle ((hBc ω).const_mul _) hω κ hκ hκ8 z - ((τ ω).untopD 0) hlive hs (by simpa only [Complex.ofReal_mul] using hangle) - have h := normalizedDensity_completed_event_lower_bound P _ Z hZi - (Eventually.of_forall (fun ω => (hZb ω).1)) M hMstop τ hτ - (initialGreen κ z) (s ^ greenExponent κ) (initialGreen_pos κ z hz) - (Real.rpow_nonneg hs _) E hE (hsuccess.mono fun _ hω hωE => (hω hωE).1) hbound - have he : P.withDensity (fun ω => ENNReal.ofReal (Z ω / initialGreen κ z)) = - finiteCenteredLaw P κ B γ G z u := by - apply withDensity_congr_ae - filter_upwards [hsource] with ω hω - rw [hω.2] - exact he ▸ h - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ExperimentChangeOfLaw + +namespace OAI + +/-! A completion stop may be infinite on failure. Restrict success to +finite deterministic horizons, apply the finite-stop density identity, +and then exhaust the successful event. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def cutoffStop {Ω : Type*} (τ : Ω → WithTop ℝ≥0) (H : ℝ≥0) (ω : Ω) : ℝ≥0 := + (min (τ ω) (H : WithTop ℝ≥0)).untopD 0 + +lemma cutoffStop_coe {Ω : Type*} (τ : Ω → WithTop ℝ≥0) (H : ℝ≥0) (ω : Ω) : + (cutoffStop τ H ω : WithTop ℝ≥0) = min (τ ω) (H : WithTop ℝ≥0) := by + cases h : τ ω with + | top => simp only [cutoffStop, h, min_top_left, WithTop.untopD_coe] + | coe t => simp only [cutoffStop, h, ← WithTop.coe_min, WithTop.untopD_coe] + +lemma cutoffStop_stopping + {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) + (τ : Ω → WithTop ℝ≥0) (hτ : IsStoppingTime ℱ τ) (H : ℝ≥0) : + IsStoppingTime ℱ (fun ω => (cutoffStop τ H ω : WithTop ℝ≥0)) := by + have he : (fun ω => (cutoffStop τ H ω : WithTop ℝ≥0)) = + fun ω => min (τ ω) (H : WithTop ℝ≥0) := funext (cutoffStop_coe τ H) + rw [he] + exact hτ.min_const H + +lemma cutoffStop_success_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) + (τ : Ω → WithTop ℝ≥0) (hτ : IsStoppingTime ℱ τ) (H : ℝ≥0) + (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) : + MeasurableSet[(cutoffStop_stopping ℱ τ hτ H).measurableSpace] + (E ∩ {ω | τ ω ≤ (H : WithTop ℝ≥0)}) := by + have hh := hτ.measurableSet_inter_le (isStoppingTime_const ℱ H) E hE + rw [IsStoppingTime.measurableSet] at hh ⊢ + exact ⟨hh.1, fun t => by simpa only [cutoffStop_coe] using hh.2 t⟩ + +lemma cutoffStop_eq_on_success {Ω : Type*} + (τ : Ω → WithTop ℝ≥0) (H : ℝ≥0) (ω : Ω) (hω : τ ω ≤ (H : WithTop ℝ≥0)) : + cutoffStop τ H ω = (τ ω).untopD 0 := by + simp only [cutoffStop, min_eq_left hω] + +/-- The normalized terminal density pays the same fixed cost when the +completion stop is finite only on success. -/ +theorem normalizedDensity_completed_event_lower_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] + (ℱ : Filtration ℝ≥0 mΩ) + (Z : Ω → ℝ) (hZ : Integrable Z P) (hZpos : 0 ≤ᵐ[P] Z) + (M : ℝ≥0 → Ω → ℝ) + (hM : ∀ (σ : Ω → ℝ≥0) (hσ : IsStoppingTime ℱ + (fun ω => (σ ω : WithTop ℝ≥0))), + (fun ω => M (σ ω) ω) =ᵐ[P] P[Z | hσ.measurableSpace]) + (τ : Ω → WithTop ℝ≥0) (hτ : IsStoppingTime ℱ τ) + (a c : ℝ) (ha : 0 < a) (hc : 0 ≤ c) + (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) + (hfinite : ∀ᵐ ω ∂P, ω ∈ E → τ ω ≠ ⊤) + (hbound : ∀ᵐ ω ∂P, ω ∈ E → c * a ≤ M ((τ ω).untopD 0) ω) : + ENNReal.ofReal c * P E ≤ + P.withDensity (fun ω => ENNReal.ofReal (Z ω / a)) E := by + let Eₙ (n : ℕ) := E ∩ {ω | τ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} + have hmono : Monotone Eₙ := by + intro n k hnk ω hω + refine ⟨hω.1, ?_⟩ + change τ ω ≤ ((k : ℝ≥0) : WithTop ℝ≥0) + exact hω.2.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnk)) + have hcover : E =ᵐ[P] ⋃ n, Eₙ n := by + filter_upwards [hfinite] with ω hω + simp only [mem_iUnion] + apply propext + constructor + · intro hωE + lift τ ω to ℝ≥0 using hω hωE with t ht + obtain ⟨n, hn⟩ := exists_nat_ge (t : ℝ) + refine ⟨n, hωE, ?_⟩ + change τ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0) + rw [← ht] + exact WithTop.coe_le_coe.mpr (by exact_mod_cast hn) + · rintro ⟨n, hn⟩ + exact hn.1 + have hlocal (n : ℕ) : ENNReal.ofReal c * P (Eₙ n) ≤ + P.withDensity (fun ω => ENNReal.ofReal (Z ω / a)) (Eₙ n) := by + let σ := cutoffStop τ (n : ℝ≥0) + have hσ := cutoffStop_stopping ℱ τ hτ (n : ℝ≥0) + apply normalizedDensity_event_lower_bound_of_condExp P hσ.measurableSpace + hσ.measurableSpace_le Z (fun ω => M (σ ω) ω) hZ hZpos (hM σ hσ) + a c ha hc (Eₙ n) (cutoffStop_success_measurable ℱ τ hτ _ E hE) + filter_upwards [hbound] with ω hb hω + change c * a ≤ M (cutoffStop τ (n : ℝ≥0) ω) ω + rw [cutoffStop_eq_on_success τ _ ω hω.2] + exact hb hω.1 + calc + _ = ENNReal.ofReal c * P (⋃ n, Eₙ n) := by rw [measure_congr hcover] + _ = ⨆ n, ENNReal.ofReal c * P (Eₙ n) := by + rw [hmono.measure_iUnion, ENNReal.mul_iSup] + _ ≤ _ := iSup_le fun n => (hlocal n).trans (measure_mono inter_subset_left) + +/-- The successful dense experiment need not finish on unsuccessful +samples. Its actual finite completion and angle bound on success suffice +for the centered-law lower bound. -/ +theorem finiteCenteredLaw_completed_experiment_lower_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) + (τ : Ω → WithTop ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B + (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) τ) + (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) + (s : ℝ) (hs : 0 ≤ s) + (hsuccess : ∀ᵐ ω ∂P, ω ∈ E → τ ω ≠ ⊤ ∧ + τ ω < radiusLevelTime (γ ω) (G ω) z u ∧ + z ∈ survivingDomain (γ ω) ((τ ω).untopD 0) ∧ + s ≤ Real.sin (Complex.arg + (G ω ((τ ω).untopD 0) z - (Real.sqrt κ * B ((τ ω).untopD 0) ω : ℂ)))) : + ENNReal.ofReal (s ^ greenExponent κ) * P E ≤ finiteCenteredLaw P κ B γ G z u E := by + obtain ⟨M, Z, _, hZi, _, hZb, _, hMstop, hsource, _⟩ := + exists_physical_green_stopping_regular hB hBm hBc hB0 κ hκ hκ8 γ G F hw z hz u hu + have hbound : ∀ᵐ ω ∂P, ω ∈ E → + s ^ greenExponent κ * initialGreen κ z ≤ M ((τ ω).untopD 0) ω := by + filter_upwards [hw, hsource, hsuccess] with ω hω hsrc hsucc hωE + obtain ⟨hfinite, hbefore, hlive, hangle⟩ := hsucc hωE + have he : (((τ ω).untopD 0 : ℝ≥0) : ℝ≥0∞) = τ ω := by + cases ht : τ ω with + | top => exact (hfinite ht).elim + | coe t => simp only [WithTop.untopD_coe]; rfl + rw [hsrc.1 ((τ ω).untopD 0), physicalStoppedGreen, + ite_eq_right (not_le.mpr (he.symm ▸ hbefore))] + exact greenDensity_lower_of_angle ((hBc ω).const_mul _) hω κ hκ hκ8 z + ((τ ω).untopD 0) hlive hs (by simpa only [Complex.ofReal_mul] using hangle) + have h := normalizedDensity_completed_event_lower_bound P _ Z hZi + (Eventually.of_forall (fun ω => (hZb ω).1)) M hMstop τ hτ + (initialGreen κ z) (s ^ greenExponent κ) (initialGreen_pos κ z hz) + (Real.rpow_nonneg hs _) E hE (hsuccess.mono fun _ hω hωE => (hω hωE).1) hbound + have he : P.withDensity (fun ω => ENNReal.ofReal (Z ω / initialGreen κ z)) = + finiteCenteredLaw P κ B γ G z u := by + apply withDensity_congr_ae + filter_upwards [hsource] with ω hω + rw [hω.2] + exact he ▸ h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ExtendedRibbonStep.lean b/lean/OAI/Probability/SLE/Gauge/ExtendedRibbonStep.lean index 43565336e58631280a5ddc75351b5c67b7d2d779..8b0f5cb5f104822ce092401bf00308be1ab1d061 100644 --- a/lean/OAI/Probability/SLE/Gauge/ExtendedRibbonStep.lean +++ b/lean/OAI/Probability/SLE/Gauge/ExtendedRibbonStep.lean @@ -1,141 +1,141 @@ -import OAI.Probability.SLE.Gauge.ConditionalRibbonStep -import OAI.Probability.SLE.Gauge.ExtendedExperimentStop - -namespace OAI - -/-! First-front stops may be infinite on failed experiments. Exhaust the -admissible event through finite horizons, so the actual finite-stop -restart bound applies without requiring completion on failed samples. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open RibbonCoordinates BoundaryScaleLaw Target - -local instance extendedRibbonPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance extendedRibbonPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -def shiftedActualTrace {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) - (hc : ∀ ω, Continuous (γ ω)) (ω : Ω) (t : ℝ≥0) : C(ℝ≥0, ℂ) := - ⟨fun s => γ ω (t + s), (hc ω).comp (continuous_const.add continuous_id)⟩ - -def ActualRibbonAdmissible {Ω : Type*} (U : Ω → ℝ≥0 → ℝ) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (C L : ℝ≥0) (ε κ v c : ℝ) (S : Set C(ℝ≥0, ℂ)) (ω : Ω) (t : ℝ≥0) : Prop := - ∃ d : RibbonHistory C L ε, d.U = U ω ∧ d.trace = γ ω ∧ - d.forward = G ω ∧ d.inverse = F ω ∧ d.time = t ∧ d.stepEvent κ v c = S - -/-- The quantitative actual ribbon restart bound extends to a stopping -time finite on the admissible past event. All future traces use the -original random completion time, rather than its horizon truncations. -/ -theorem actual_ribbon_restart_at_extended_stop - {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) - (ℱ : Filtration ℝ≥0 mΩ) - (U : Ω → ℝ≥0 → ℝ) (γ : Ω → ℝ≥0 → ℂ) - (hc : ∀ ω, Continuous (γ ω)) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (C L : ℝ≥0) (ε κ v c : ℝ) (q : ℝ≥0∞) (S : Set C(ℝ≥0, ℂ)) - (hfiniteStep : ∀ (σ : Ω → ℝ≥0) - (hσ : IsStoppingTime ℱ (fun ω => (σ ω : WithTop ℝ≥0))) (E : Set Ω), - (∀ᵐ ω ∂P, ω ∈ E → ActualRibbonAdmissible U γ G F C L ε κ v c S ω (σ ω)) → - ∀ A : Set Ω, MeasurableSet[hσ.measurableSpace] A → A ⊆ E → - q * P A ≤ P (A ∩ {ω | shiftedActualTrace γ hc ω (σ ω) ∈ S})) - (τ : Ω → WithTop ℝ≥0) (hτ : IsStoppingTime ℱ τ) - (E : Set Ω) (hfinite : ∀ᵐ ω ∂P, ω ∈ E → τ ω ≠ ⊤) - (hstate : ∀ᵐ ω ∂P, ω ∈ E → - ActualRibbonAdmissible U γ G F C L ε κ v c S ω ((τ ω).untopD 0)) - (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) (hAE : A ⊆ E) : - q * P A ≤ P (A ∩ {ω | shiftedActualTrace γ hc ω ((τ ω).untopD 0) ∈ S}) := by - let Aₙ (n : ℕ) := A ∩ {ω | τ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} - have hmono : Monotone Aₙ := by - intro n k hnk ω hω - refine ⟨hω.1, ?_⟩ - change τ ω ≤ ((k : ℝ≥0) : WithTop ℝ≥0) - exact hω.2.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnk)) - have hcover : A =ᵐ[P] ⋃ n, Aₙ n := by - filter_upwards [hfinite] with ω hω - simp only [mem_iUnion] - apply propext - constructor - · intro hωA - lift τ ω to ℝ≥0 using hω (hAE hωA) with t ht - obtain ⟨n, hn⟩ := exists_nat_ge (t : ℝ) - refine ⟨n, hωA, ?_⟩ - change τ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0) - rw [← ht] - exact WithTop.coe_le_coe.mpr (by exact_mod_cast hn) - · rintro ⟨n, hn⟩ - exact hn.1 - have hlocal (n : ℕ) : q * P (Aₙ n) ≤ - P (A ∩ {ω | shiftedActualTrace γ hc ω ((τ ω).untopD 0) ∈ S}) := by - let σ := cutoffStop τ (n : ℝ≥0) - have hσ := cutoffStop_stopping ℱ τ hτ (n : ℝ≥0) - let Eₙ := E ∩ {ω | τ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} - have hstateₙ : ∀ᵐ ω ∂P, ω ∈ Eₙ → - ActualRibbonAdmissible U γ G F C L ε κ v c S ω (σ ω) := by - filter_upwards [hstate] with ω hω hωE - dsimp only [σ] - rw [cutoffStop_eq_on_success τ _ ω hωE.2] - exact hω hωE.1 - have hh := hfiniteStep σ hσ Eₙ hstateₙ (Aₙ n) - (cutoffStop_success_measurable ℱ τ hτ _ A hA) - (fun ω hω => ⟨hAE hω.1, hω.2⟩) - apply hh.trans (measure_mono ?_) - intro ω hω - refine ⟨hω.1.1, ?_⟩ - have he : σ ω = (τ ω).untopD 0 := cutoffStop_eq_on_success τ _ ω hω.1.2 - simpa only [mem_ofPred_eq, he] using hω.2 - calc - _ = q * P (⋃ n, Aₙ n) := by rw [measure_congr hcover] - _ = ⨆ n, q * P (Aₙ n) := by rw [hmono.measure_iUnion, ENNReal.mul_iSup] - _ ≤ _ := iSup_le hlocal - -/-- Actual adapted ribbon passages at the possibly infinite first-front -stops used by the dense experiment. The constants are the same uniform -constants obtained at finite stops from the published analytic inputs. -/ -theorem uniform_conditional_actual_ribbon_step_extended - {Ω : Type} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) - (γ ω) (G ω) (F ω)) - (hcompact : PublishedHalfPlaneUnivalentCompactness) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (hplanar : PublishedPlanarDiskOpenness) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) - (hwiener : PublishedPlanarWienerUnitSupport) - (W : WienerLaw) (hW : IsWiener W) - (C L : ℝ≥0) (hC : 0 < C) (hL : 0 < L) - (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) : - ∃ q c v₀ : ℝ, 0 < q ∧ 0 < c ∧ 0 < v₀ ∧ - ∀ (v : ℝ), 0 < v → v < v₀ → ∀ (τ : Ω → WithTop ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) τ), - ∀ (S : Set C(ℝ≥0, ℂ)), MeasurableSet S → ∀ E : Set Ω, - (∀ᵐ ω ∂P, ω ∈ E → τ ω ≠ ⊤) → - (∀ᵐ ω ∂P, ω ∈ E → ActualRibbonAdmissible - (fun ω t => Real.sqrt κ * B t ω) γ G F C L ε κ v c S ω ((τ ω).untopD 0)) → - ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → A ⊆ E → - ENNReal.ofReal q * P A ≤ P (A ∩ {ω | - shiftedActualTrace γ (fun ω => (hw ω).1) ω ((τ ω).untopD 0) ∈ S}) := by - obtain ⟨q, c, v₀, hq, hcm, hv₀, hstep⟩ := - uniform_conditional_actual_ribbon_step P κ hκ hκ8 B hB hm hc γ G F hw - hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW - C L hC hL ε hε hεsmall - refine ⟨q, c, v₀, hq, hcm, hv₀, ?_⟩ - intro v hv hvcut τ hτ S hS E hfinite hstate A hA hAE - apply actual_ribbon_restart_at_extended_stop P _ - (fun ω t => Real.sqrt κ * B t ω) γ (fun ω => (hw ω).1) G F C L ε κ v c - (ENNReal.ofReal q) S ?_ τ hτ E hfinite hstate A hA hAE - intro σ hσ E' hstates A' hA' hAE' - exact hstep v hv hvcut σ hσ S hS E' hstates A' hA' hAE' - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ConditionalRibbonStep +import OAI.Probability.SLE.Gauge.ExtendedExperimentStop + +namespace OAI + +/-! First-front stops may be infinite on failed experiments. Exhaust the +admissible event through finite horizons, so the actual finite-stop +restart bound applies without requiring completion on failed samples. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates BoundaryScaleLaw Target + +local instance extendedRibbonPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance extendedRibbonPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +def shiftedActualTrace {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) + (hc : ∀ ω, Continuous (γ ω)) (ω : Ω) (t : ℝ≥0) : C(ℝ≥0, ℂ) := + ⟨fun s => γ ω (t + s), (hc ω).comp (continuous_const.add continuous_id)⟩ + +def ActualRibbonAdmissible {Ω : Type*} (U : Ω → ℝ≥0 → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (C L : ℝ≥0) (ε κ v c : ℝ) (S : Set C(ℝ≥0, ℂ)) (ω : Ω) (t : ℝ≥0) : Prop := + ∃ d : RibbonHistory C L ε, d.U = U ω ∧ d.trace = γ ω ∧ + d.forward = G ω ∧ d.inverse = F ω ∧ d.time = t ∧ d.stepEvent κ v c = S + +/-- The quantitative actual ribbon restart bound extends to a stopping +time finite on the admissible past event. All future traces use the +original random completion time, rather than its horizon truncations. -/ +theorem actual_ribbon_restart_at_extended_stop + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) + (ℱ : Filtration ℝ≥0 mΩ) + (U : Ω → ℝ≥0 → ℝ) (γ : Ω → ℝ≥0 → ℂ) + (hc : ∀ ω, Continuous (γ ω)) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (C L : ℝ≥0) (ε κ v c : ℝ) (q : ℝ≥0∞) (S : Set C(ℝ≥0, ℂ)) + (hfiniteStep : ∀ (σ : Ω → ℝ≥0) + (hσ : IsStoppingTime ℱ (fun ω => (σ ω : WithTop ℝ≥0))) (E : Set Ω), + (∀ᵐ ω ∂P, ω ∈ E → ActualRibbonAdmissible U γ G F C L ε κ v c S ω (σ ω)) → + ∀ A : Set Ω, MeasurableSet[hσ.measurableSpace] A → A ⊆ E → + q * P A ≤ P (A ∩ {ω | shiftedActualTrace γ hc ω (σ ω) ∈ S})) + (τ : Ω → WithTop ℝ≥0) (hτ : IsStoppingTime ℱ τ) + (E : Set Ω) (hfinite : ∀ᵐ ω ∂P, ω ∈ E → τ ω ≠ ⊤) + (hstate : ∀ᵐ ω ∂P, ω ∈ E → + ActualRibbonAdmissible U γ G F C L ε κ v c S ω ((τ ω).untopD 0)) + (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) (hAE : A ⊆ E) : + q * P A ≤ P (A ∩ {ω | shiftedActualTrace γ hc ω ((τ ω).untopD 0) ∈ S}) := by + let Aₙ (n : ℕ) := A ∩ {ω | τ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} + have hmono : Monotone Aₙ := by + intro n k hnk ω hω + refine ⟨hω.1, ?_⟩ + change τ ω ≤ ((k : ℝ≥0) : WithTop ℝ≥0) + exact hω.2.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnk)) + have hcover : A =ᵐ[P] ⋃ n, Aₙ n := by + filter_upwards [hfinite] with ω hω + simp only [mem_iUnion] + apply propext + constructor + · intro hωA + lift τ ω to ℝ≥0 using hω (hAE hωA) with t ht + obtain ⟨n, hn⟩ := exists_nat_ge (t : ℝ) + refine ⟨n, hωA, ?_⟩ + change τ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0) + rw [← ht] + exact WithTop.coe_le_coe.mpr (by exact_mod_cast hn) + · rintro ⟨n, hn⟩ + exact hn.1 + have hlocal (n : ℕ) : q * P (Aₙ n) ≤ + P (A ∩ {ω | shiftedActualTrace γ hc ω ((τ ω).untopD 0) ∈ S}) := by + let σ := cutoffStop τ (n : ℝ≥0) + have hσ := cutoffStop_stopping ℱ τ hτ (n : ℝ≥0) + let Eₙ := E ∩ {ω | τ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} + have hstateₙ : ∀ᵐ ω ∂P, ω ∈ Eₙ → + ActualRibbonAdmissible U γ G F C L ε κ v c S ω (σ ω) := by + filter_upwards [hstate] with ω hω hωE + dsimp only [σ] + rw [cutoffStop_eq_on_success τ _ ω hωE.2] + exact hω hωE.1 + have hh := hfiniteStep σ hσ Eₙ hstateₙ (Aₙ n) + (cutoffStop_success_measurable ℱ τ hτ _ A hA) + (fun ω hω => ⟨hAE hω.1, hω.2⟩) + apply hh.trans (measure_mono ?_) + intro ω hω + refine ⟨hω.1.1, ?_⟩ + have he : σ ω = (τ ω).untopD 0 := cutoffStop_eq_on_success τ _ ω hω.1.2 + simpa only [mem_ofPred_eq, he] using hω.2 + calc + _ = q * P (⋃ n, Aₙ n) := by rw [measure_congr hcover] + _ = ⨆ n, q * P (Aₙ n) := by rw [hmono.measure_iUnion, ENNReal.mul_iSup] + _ ≤ _ := iSup_le hlocal + +/-- Actual adapted ribbon passages at the possibly infinite first-front +stops used by the dense experiment. The constants are the same uniform +constants obtained at finite stops from the published analytic inputs. -/ +theorem uniform_conditional_actual_ribbon_step_extended + {Ω : Type} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (C L : ℝ≥0) (hC : 0 < C) (hL : 0 < L) + (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) : + ∃ q c v₀ : ℝ, 0 < q ∧ 0 < c ∧ 0 < v₀ ∧ + ∀ (v : ℝ), 0 < v → v < v₀ → ∀ (τ : Ω → WithTop ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) τ), + ∀ (S : Set C(ℝ≥0, ℂ)), MeasurableSet S → ∀ E : Set Ω, + (∀ᵐ ω ∂P, ω ∈ E → τ ω ≠ ⊤) → + (∀ᵐ ω ∂P, ω ∈ E → ActualRibbonAdmissible + (fun ω t => Real.sqrt κ * B t ω) γ G F C L ε κ v c S ω ((τ ω).untopD 0)) → + ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → A ⊆ E → + ENNReal.ofReal q * P A ≤ P (A ∩ {ω | + shiftedActualTrace γ (fun ω => (hw ω).1) ω ((τ ω).untopD 0) ∈ S}) := by + obtain ⟨q, c, v₀, hq, hcm, hv₀, hstep⟩ := + uniform_conditional_actual_ribbon_step P κ hκ hκ8 B hB hm hc γ G F hw + hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW + C L hC hL ε hε hεsmall + refine ⟨q, c, v₀, hq, hcm, hv₀, ?_⟩ + intro v hv hvcut τ hτ S hS E hfinite hstate A hA hAE + apply actual_ribbon_restart_at_extended_stop P _ + (fun ω t => Real.sqrt κ * B t ω) γ (fun ω => (hw ω).1) G F C L ε κ v c + (ENNReal.ofReal q) S ?_ τ hτ E hfinite hstate A hA hAE + intro σ hσ E' hstates A' hA' hAE' + exact hstep v hv hvcut σ hσ S hS E' hstates A' hA' hAE' + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/FiniteCoverAssembly.lean b/lean/OAI/Probability/SLE/Gauge/FiniteCoverAssembly.lean index e0656984cfa6596fc2d00d31d2b030d0d71c1534..009471d7b364d8e76d8733b776992438e92be2d0 100644 --- a/lean/OAI/Probability/SLE/Gauge/FiniteCoverAssembly.lean +++ b/lean/OAI/Probability/SLE/Gauge/FiniteCoverAssembly.lean @@ -1,148 +1,148 @@ -import OAI.Probability.SLE.Gauge.DenseCoverCore -import OAI.Probability.SLE.Gauge.ExpectedCoverCharge - -namespace OAI - -/-! Finite selected/missed covers and measurable envelopes for their costs. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -/-- The one-mesh charge is a measure, so disjoint candidates can be summed. -/ -def wholeSausageMeasure (κ : ℝ) (γ : ℝ≥0 → ℂ) (v : ℝ) : Measure ℂ := - ENNReal.ofReal (v ^ (-codimension κ)) • volume.restrict (wholeSausageSet γ v) - -lemma wholeSausageMeasure_apply (κ : ℝ) (γ : ℝ≥0 → ℂ) (v : ℝ) - {A : Set ℂ} (hA : MeasurableSet A) : - wholeSausageMeasure κ γ v A = wholeSausageCharge κ γ v A := by - simp [wholeSausageMeasure, wholeSausageCharge, Measure.restrict_apply hA] - -/-- Pointwise existence of finite covers suffices. Their selection need not be -measurable when a measurable envelope controls their costs. -/ -theorem hausdorff_le_liminf_finite_cover_envelope - (h : ℝ → ℝ) (E : Set ℂ) (δ : ℕ → ℝ≥0∞) - (hδ : Tendsto δ atTop (𝓝 0)) (Z : ℕ → ℝ≥0∞) - (hcovers : ∀ n, ∃ (N : ℕ) (U : Fin N → Set ℂ), - E ⊆ ⋃ j, U j ∧ (∀ j, ediam (U j) ≤ δ n) ∧ - ∑ j, extendedGauge h (ediam (U j)) ≤ Z n) : - hausdorffGauge h E ≤ liminf Z atTop := by - choose N U hc hd hz using hcovers - exact (Measure.mkMetric_le_liminf_sum E δ hδ U - (Eventually.of_forall hd) (Eventually.of_forall hc) (extendedGauge h)).trans - (liminf_le_liminf (Eventually.of_forall hz)) - -/-- Fatou applied to the cost envelope, rather than to a chosen random cover. -/ -theorem expected_hausdorff_le_of_finite_cover_envelopes - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) - (h : ℝ → ℝ) (E : Ω → Set ℂ) (δ : ℕ → ℝ≥0∞) - (hδ : Tendsto δ atTop (𝓝 0)) (Z : ℕ → Ω → ℝ≥0∞) - (hZ : ∀ n, AEMeasurable (Z n) P) - (hcovers : ∀ᵐ ω ∂P, ∀ n, ∃ (N : ℕ) (U : Fin N → Set ℂ), - E ω ⊆ ⋃ j, U j ∧ (∀ j, ediam (U j) ≤ δ n) ∧ - ∑ j, extendedGauge h (ediam (U j)) ≤ Z n ω) - (C : ℝ≥0∞) (hcost : liminf (fun n => ∫⁻ ω, Z n ω ∂P) atTop ≤ C) : - (∫⁻ ω, hausdorffGauge h (E ω) ∂P) ≤ C := by - calc - _ ≤ ∫⁻ ω, liminf (fun n => Z n ω) atTop ∂P := by - apply lintegral_mono_ae - filter_upwards [hcovers] with ω hc - exact hausdorff_le_liminf_finite_cover_envelope h (E ω) δ hδ - (fun n => Z n ω) hc - _ ≤ liminf (fun n => ∫⁻ ω, Z n ω ∂P) atTop := lintegral_liminf_le' hZ - _ ≤ C := hcost - -/-- Disjoint candidate disks and all missed cells give a genuine finite cover -with cost paid by one spatial measure and the missed-cell sum. -/ -theorem exists_finite_selected_missed_cover - {ι η : Type*} (I : Finset ι) (M : Finset η) - (x : ι → ℂ) (r : ι → ℝ) (Q : η → Set ℂ) - (E A : Set ℂ) (ν : Measure ℂ) (h : ℝ → ℝ) - (R : ℝ) (hr : ∀ i ∈ I, r i ≤ R) (δ C : ℝ≥0∞) - (hA : ∀ i ∈ I, closedBall (x i) (r i) ⊆ A) - (hcost : ∀ i ∈ I, - extendedGauge h (ediam (closedBall (x i) (4 * r i))) ≤ - C * ν (closedBall (x i) (r i))) - (hdisk : ∀ i ∈ I, ediam (closedBall (x i) (4 * r i)) ≤ δ) - (hmiss : ∀ k ∈ M, ediam (Q k) ≤ δ) - (hcell : ∀ z ∈ E, (∃ i ∈ I, z ∈ closedBall (x i) (r i)) ∨ - ∃ k ∈ M, z ∈ Q k) : - ∃ (N : ℕ) (U : Fin N → Set ℂ), E ⊆ ⋃ j, U j ∧ - (∀ j, ediam (U j) ≤ δ) ∧ - ∑ j, extendedGauge h (ediam (U j)) ≤ - C * ν A + ∑ k ∈ M, extendedGauge h (ediam (Q k)) := by - classical - obtain ⟨J, hJI, _, hselect, hcharge⟩ := - select_disjoint_candidates_and_charge I x r R hr ν A hA - (fun i => extendedGauge h (ediam (closedBall (x i) (4 * r i)))) C hcost - let W : ({i // i ∈ J} ⊕ {k // k ∈ M}) → Set ℂ := - Sum.elim (fun i => closedBall (x i) (4 * r i)) (fun k => Q k) - let e := Fintype.equivFin ({i // i ∈ J} ⊕ {k // k ∈ M}) - refine ⟨_, W ∘ e.symm, ?_, ?_, ?_⟩ - · intro z hz - rcases selected_and_missed_cover I J M - (fun i => closedBall (x i) (r i)) - (fun i => closedBall (x i) (4 * r i)) Q E hselect hcell hz with hz | hz - · obtain ⟨i, hi, hzi⟩ := mem_iUnion₂.mp hz - exact mem_iUnion.mpr ⟨e (Sum.inl ⟨i, hi⟩), by simpa [W] using hzi⟩ - · obtain ⟨k, hk, hzk⟩ := mem_iUnion₂.mp hz - exact mem_iUnion.mpr ⟨e (Sum.inr ⟨k, hk⟩), by simpa [W] using hzk⟩ - · intro j - change ediam (W (e.symm j)) ≤ δ - rcases e.symm j with i | k - · exact hdisk i (hJI i.property) - · exact hmiss k k.property - · calc - _ = (∑ i ∈ J, extendedGauge h (ediam (closedBall (x i) (4 * r i)))) + - ∑ k ∈ M, extendedGauge h (ediam (Q k)) := by - rw [← Equiv.sum_comp e] - simp only [Function.comp_apply, Equiv.symm_apply_apply, Fintype.sum_sum_type, - W, Sum.elim_inl, Sum.elim_inr] - exact congrArg₂ (· + ·) - (Finset.sum_coe_sort J - (fun i => extendedGauge h (ediam (closedBall (x i) (4 * r i))))) - (Finset.sum_coe_sort M (fun k => extendedGauge h (ediam (Q k)))) - _ ≤ _ := add_le_add hcharge le_rfl - -/-- The finite cover can be chosen independently at every sample and scale. -Only its common sausage charge and missed-cell envelope need measurability. -/ -theorem expected_hausdorff_le_of_finite_sausage_covers - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (h : ℝ → ℝ) (E : Ω → Set ℂ) (δ : ℕ → ℝ≥0∞) - (hδ : Tendsto δ atTop (𝓝 0)) - (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (R : ℝ) (C : ℝ≥0) - (error : ℕ → Ω → ℝ≥0∞) (herr : ∀ n, AEMeasurable (error n) P) - (herrlim : Tendsto (fun n => ∫⁻ ω, error n ω ∂P) atTop (𝓝 0)) - (hcovers : ∀ᵐ ω ∂P, ∀ n, ∃ (N : ℕ) (U : Fin N → Set ℂ), - E ω ⊆ ⋃ j, U j ∧ (∀ j, ediam (U j) ≤ δ n) ∧ - ∑ j, extendedGauge h (ediam (U j)) ≤ - (C : ℝ≥0∞) * wholeSausageCharge κ (γ ω) (v n) (closedBall 0 R) + error n ω) : - (∫⁻ ω, hausdorffGauge h (E ω) ∂P) ≤ - (C : ℝ≥0∞) * wholeSausageChargeBound κ R := by - obtain ⟨_, hsausage⟩ := source_cover_charge P κ hκ hκ8 γ hSLE R - let Z (n : ℕ) (ω : Ω) := (C : ℝ≥0∞) * - wholeSausageCharge κ (γ ω) (v n) (closedBall 0 R) + error n ω - have hZ (n : ℕ) : AEMeasurable (Z n) P := - ((hsausage (v n) (hv n)).1.const_mul _).add (herr n) - have hcost (n : ℕ) : (∫⁻ ω, Z n ω ∂P) ≤ - (C : ℝ≥0∞) * wholeSausageChargeBound κ R + ∫⁻ ω, error n ω ∂P := by - dsimp [Z] - rw [lintegral_add_right' _ (herr n), - lintegral_const_mul' _ _ ENNReal.coe_ne_top] - exact add_le_add (mul_le_mul' le_rfl (hsausage (v n) (hv n)).2) le_rfl - apply expected_hausdorff_le_of_finite_cover_envelopes P h E δ hδ Z hZ hcovers - have ht : Tendsto (fun n => (C : ℝ≥0∞) * wholeSausageChargeBound κ R + - ∫⁻ ω, error n ω ∂P) atTop - (𝓝 ((C : ℝ≥0∞) * wholeSausageChargeBound κ R)) := by - simpa only [add_zero] using tendsto_const_nhds.add herrlim - exact (liminf_le_liminf (Eventually.of_forall hcost)).trans_eq ht.liminf_eq - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.DenseCoverCore +import OAI.Probability.SLE.Gauge.ExpectedCoverCharge + +namespace OAI + +/-! Finite selected/missed covers and measurable envelopes for their costs. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +/-- The one-mesh charge is a measure, so disjoint candidates can be summed. -/ +def wholeSausageMeasure (κ : ℝ) (γ : ℝ≥0 → ℂ) (v : ℝ) : Measure ℂ := + ENNReal.ofReal (v ^ (-codimension κ)) • volume.restrict (wholeSausageSet γ v) + +lemma wholeSausageMeasure_apply (κ : ℝ) (γ : ℝ≥0 → ℂ) (v : ℝ) + {A : Set ℂ} (hA : MeasurableSet A) : + wholeSausageMeasure κ γ v A = wholeSausageCharge κ γ v A := by + simp [wholeSausageMeasure, wholeSausageCharge, Measure.restrict_apply hA] + +/-- Pointwise existence of finite covers suffices. Their selection need not be +measurable when a measurable envelope controls their costs. -/ +theorem hausdorff_le_liminf_finite_cover_envelope + (h : ℝ → ℝ) (E : Set ℂ) (δ : ℕ → ℝ≥0∞) + (hδ : Tendsto δ atTop (𝓝 0)) (Z : ℕ → ℝ≥0∞) + (hcovers : ∀ n, ∃ (N : ℕ) (U : Fin N → Set ℂ), + E ⊆ ⋃ j, U j ∧ (∀ j, ediam (U j) ≤ δ n) ∧ + ∑ j, extendedGauge h (ediam (U j)) ≤ Z n) : + hausdorffGauge h E ≤ liminf Z atTop := by + choose N U hc hd hz using hcovers + exact (Measure.mkMetric_le_liminf_sum E δ hδ U + (Eventually.of_forall hd) (Eventually.of_forall hc) (extendedGauge h)).trans + (liminf_le_liminf (Eventually.of_forall hz)) + +/-- Fatou applied to the cost envelope, rather than to a chosen random cover. -/ +theorem expected_hausdorff_le_of_finite_cover_envelopes + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (h : ℝ → ℝ) (E : Ω → Set ℂ) (δ : ℕ → ℝ≥0∞) + (hδ : Tendsto δ atTop (𝓝 0)) (Z : ℕ → Ω → ℝ≥0∞) + (hZ : ∀ n, AEMeasurable (Z n) P) + (hcovers : ∀ᵐ ω ∂P, ∀ n, ∃ (N : ℕ) (U : Fin N → Set ℂ), + E ω ⊆ ⋃ j, U j ∧ (∀ j, ediam (U j) ≤ δ n) ∧ + ∑ j, extendedGauge h (ediam (U j)) ≤ Z n ω) + (C : ℝ≥0∞) (hcost : liminf (fun n => ∫⁻ ω, Z n ω ∂P) atTop ≤ C) : + (∫⁻ ω, hausdorffGauge h (E ω) ∂P) ≤ C := by + calc + _ ≤ ∫⁻ ω, liminf (fun n => Z n ω) atTop ∂P := by + apply lintegral_mono_ae + filter_upwards [hcovers] with ω hc + exact hausdorff_le_liminf_finite_cover_envelope h (E ω) δ hδ + (fun n => Z n ω) hc + _ ≤ liminf (fun n => ∫⁻ ω, Z n ω ∂P) atTop := lintegral_liminf_le' hZ + _ ≤ C := hcost + +/-- Disjoint candidate disks and all missed cells give a genuine finite cover +with cost paid by one spatial measure and the missed-cell sum. -/ +theorem exists_finite_selected_missed_cover + {ι η : Type*} (I : Finset ι) (M : Finset η) + (x : ι → ℂ) (r : ι → ℝ) (Q : η → Set ℂ) + (E A : Set ℂ) (ν : Measure ℂ) (h : ℝ → ℝ) + (R : ℝ) (hr : ∀ i ∈ I, r i ≤ R) (δ C : ℝ≥0∞) + (hA : ∀ i ∈ I, closedBall (x i) (r i) ⊆ A) + (hcost : ∀ i ∈ I, + extendedGauge h (ediam (closedBall (x i) (4 * r i))) ≤ + C * ν (closedBall (x i) (r i))) + (hdisk : ∀ i ∈ I, ediam (closedBall (x i) (4 * r i)) ≤ δ) + (hmiss : ∀ k ∈ M, ediam (Q k) ≤ δ) + (hcell : ∀ z ∈ E, (∃ i ∈ I, z ∈ closedBall (x i) (r i)) ∨ + ∃ k ∈ M, z ∈ Q k) : + ∃ (N : ℕ) (U : Fin N → Set ℂ), E ⊆ ⋃ j, U j ∧ + (∀ j, ediam (U j) ≤ δ) ∧ + ∑ j, extendedGauge h (ediam (U j)) ≤ + C * ν A + ∑ k ∈ M, extendedGauge h (ediam (Q k)) := by + classical + obtain ⟨J, hJI, _, hselect, hcharge⟩ := + select_disjoint_candidates_and_charge I x r R hr ν A hA + (fun i => extendedGauge h (ediam (closedBall (x i) (4 * r i)))) C hcost + let W : ({i // i ∈ J} ⊕ {k // k ∈ M}) → Set ℂ := + Sum.elim (fun i => closedBall (x i) (4 * r i)) (fun k => Q k) + let e := Fintype.equivFin ({i // i ∈ J} ⊕ {k // k ∈ M}) + refine ⟨_, W ∘ e.symm, ?_, ?_, ?_⟩ + · intro z hz + rcases selected_and_missed_cover I J M + (fun i => closedBall (x i) (r i)) + (fun i => closedBall (x i) (4 * r i)) Q E hselect hcell hz with hz | hz + · obtain ⟨i, hi, hzi⟩ := mem_iUnion₂.mp hz + exact mem_iUnion.mpr ⟨e (Sum.inl ⟨i, hi⟩), by simpa [W] using hzi⟩ + · obtain ⟨k, hk, hzk⟩ := mem_iUnion₂.mp hz + exact mem_iUnion.mpr ⟨e (Sum.inr ⟨k, hk⟩), by simpa [W] using hzk⟩ + · intro j + change ediam (W (e.symm j)) ≤ δ + rcases e.symm j with i | k + · exact hdisk i (hJI i.property) + · exact hmiss k k.property + · calc + _ = (∑ i ∈ J, extendedGauge h (ediam (closedBall (x i) (4 * r i)))) + + ∑ k ∈ M, extendedGauge h (ediam (Q k)) := by + rw [← Equiv.sum_comp e] + simp only [Function.comp_apply, Equiv.symm_apply_apply, Fintype.sum_sum_type, + W, Sum.elim_inl, Sum.elim_inr] + exact congrArg₂ (· + ·) + (Finset.sum_coe_sort J + (fun i => extendedGauge h (ediam (closedBall (x i) (4 * r i))))) + (Finset.sum_coe_sort M (fun k => extendedGauge h (ediam (Q k)))) + _ ≤ _ := add_le_add hcharge le_rfl + +/-- The finite cover can be chosen independently at every sample and scale. +Only its common sausage charge and missed-cell envelope need measurability. -/ +theorem expected_hausdorff_le_of_finite_sausage_covers + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (h : ℝ → ℝ) (E : Ω → Set ℂ) (δ : ℕ → ℝ≥0∞) + (hδ : Tendsto δ atTop (𝓝 0)) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (R : ℝ) (C : ℝ≥0) + (error : ℕ → Ω → ℝ≥0∞) (herr : ∀ n, AEMeasurable (error n) P) + (herrlim : Tendsto (fun n => ∫⁻ ω, error n ω ∂P) atTop (𝓝 0)) + (hcovers : ∀ᵐ ω ∂P, ∀ n, ∃ (N : ℕ) (U : Fin N → Set ℂ), + E ω ⊆ ⋃ j, U j ∧ (∀ j, ediam (U j) ≤ δ n) ∧ + ∑ j, extendedGauge h (ediam (U j)) ≤ + (C : ℝ≥0∞) * wholeSausageCharge κ (γ ω) (v n) (closedBall 0 R) + error n ω) : + (∫⁻ ω, hausdorffGauge h (E ω) ∂P) ≤ + (C : ℝ≥0∞) * wholeSausageChargeBound κ R := by + obtain ⟨_, hsausage⟩ := source_cover_charge P κ hκ hκ8 γ hSLE R + let Z (n : ℕ) (ω : Ω) := (C : ℝ≥0∞) * + wholeSausageCharge κ (γ ω) (v n) (closedBall 0 R) + error n ω + have hZ (n : ℕ) : AEMeasurable (Z n) P := + ((hsausage (v n) (hv n)).1.const_mul _).add (herr n) + have hcost (n : ℕ) : (∫⁻ ω, Z n ω ∂P) ≤ + (C : ℝ≥0∞) * wholeSausageChargeBound κ R + ∫⁻ ω, error n ω ∂P := by + dsimp [Z] + rw [lintegral_add_right' _ (herr n), + lintegral_const_mul' _ _ ENNReal.coe_ne_top] + exact add_le_add (mul_le_mul' le_rfl (hsausage (v n) (hv n)).2) le_rfl + apply expected_hausdorff_le_of_finite_cover_envelopes P h E δ hδ Z hZ hcovers + have ht : Tendsto (fun n => (C : ℝ≥0∞) * wholeSausageChargeBound κ R + + ∫⁻ ω, error n ω ∂P) atTop + (𝓝 ((C : ℝ≥0∞) * wholeSausageChargeBound κ R)) := by + simpa only [add_zero] using tendsto_const_nhds.add herrlim + exact (liminf_le_liminf (Eventually.of_forall hcost)).trans_eq ht.liminf_eq + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/FiniteMomentBounds.lean b/lean/OAI/Probability/SLE/Gauge/FiniteMomentBounds.lean index 0ab2074d3f60532defdc45ca14e2bbaa43a88718..e15c88980c27156fc2295ce68e361b9a10165799 100644 --- a/lean/OAI/Probability/SLE/Gauge/FiniteMomentBounds.lean +++ b/lean/OAI/Probability/SLE/Gauge/FiniteMomentBounds.lean @@ -1,73 +1,73 @@ -import OAI.Probability.SLE.Gauge.FiniteMomentIdentification - -namespace OAI - -/-! Finite and uniformly bounded prescribed finite-level moments. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped NNReal ENNReal Topology - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} - {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - -include C in -lemma levelCoefficient_aestronglyMeasurable - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : - AEStronglyMeasurable (Target.levelCoefficient κ W ℓ m) (Target.angleLaw κ) := by - apply aestronglyMeasurable_of_tendsto_ae atTop - (fun n : ℕ => C.clippedCoefficient_aestronglyMeasurable hB hc h0 hκ hκ8 F hw W hW - ℓ hℓ n (Nat.cast_nonneg n) m) - filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ - exact C.levelCoefficient_tendsto hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m - -include C in -theorem uniform_finiteMoment_bound - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) (m : ℕ) : - ∃ M : ℝ, 0≤M ∧ ∀ ℓ : ℝ, 0≤ℓ → 0≤Target.finiteMoment κ W m ℓ ∧ - Target.finiteMoment κ W m ℓ≤M := by - obtain ⟨M,hM,hbound⟩ := C.uniform_clippedCoefficient_bound hB hc h0 hκ hκ8 F hw hgrowth W hW m - let g := fun θ => M/(Real.sin θ)^greenExponent κ - have hg : Integrable g (Target.angleLaw κ) := by - simpa only [g,div_eq_mul_inv,mul_one,one_mul] using (Target.angle_inverse_sine_integrable κ).const_mul M - have hg0 : 0≤ᵐ[Target.angleLaw κ] g := by - filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ - exact div_nonneg hM (Real.rpow_nonneg (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2).le _) - refine ⟨∫ θ, g θ ∂Target.angleLaw κ,integral_nonneg_of_ae hg0,?_⟩ - intro ℓ hℓ - have hlim := C.levelCoefficient_tendsto hB hc h0 hκ hκ8 F hw hgrowth W hW - have hb : ∀ᵐ θ ∂Target.angleLaw κ, 0≤Target.levelCoefficient κ W ℓ m θ ∧ - Target.levelCoefficient κ W ℓ m θ≤g θ := by - filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ - have ht := hlim θ hθ ℓ hℓ m - exact ⟨ge_of_tendsto ht (Eventually.of_forall (fun n => - (hbound θ hθ ℓ hℓ n (Nat.cast_nonneg n)).1)), - le_of_tendsto ht (Eventually.of_forall (fun n => - (hbound θ hθ ℓ hℓ n (Nat.cast_nonneg n)).2))⟩ - have hi : Integrable (Target.levelCoefficient κ W ℓ m) (Target.angleLaw κ) := by - apply hg.mono' (C.levelCoefficient_aestronglyMeasurable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m) - filter_upwards [hb] with θ hθ - rw [Real.norm_of_nonneg hθ.1] - exact hθ.2 - rw [C.finiteMoment_eq_levelCoefficientIntegral hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m] - exact ⟨integral_nonneg_of_ae (hb.mono (fun _ h => h.1)), - integral_mono_ae hi hg (hb.mono (fun _ h => h.2))⟩ - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Gauge.FiniteMomentIdentification + +namespace OAI + +/-! Finite and uniformly bounded prescribed finite-level moments. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +include C in +lemma levelCoefficient_aestronglyMeasurable + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : + AEStronglyMeasurable (Target.levelCoefficient κ W ℓ m) (Target.angleLaw κ) := by + apply aestronglyMeasurable_of_tendsto_ae atTop + (fun n : ℕ => C.clippedCoefficient_aestronglyMeasurable hB hc h0 hκ hκ8 F hw W hW + ℓ hℓ n (Nat.cast_nonneg n) m) + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + exact C.levelCoefficient_tendsto hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m + +include C in +theorem uniform_finiteMoment_bound + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) (m : ℕ) : + ∃ M : ℝ, 0≤M ∧ ∀ ℓ : ℝ, 0≤ℓ → 0≤Target.finiteMoment κ W m ℓ ∧ + Target.finiteMoment κ W m ℓ≤M := by + obtain ⟨M,hM,hbound⟩ := C.uniform_clippedCoefficient_bound hB hc h0 hκ hκ8 F hw hgrowth W hW m + let g := fun θ => M/(Real.sin θ)^greenExponent κ + have hg : Integrable g (Target.angleLaw κ) := by + simpa only [g,div_eq_mul_inv,mul_one,one_mul] using (Target.angle_inverse_sine_integrable κ).const_mul M + have hg0 : 0≤ᵐ[Target.angleLaw κ] g := by + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + exact div_nonneg hM (Real.rpow_nonneg (Real.sin_pos_of_pos_of_lt_pi hθ.1 hθ.2).le _) + refine ⟨∫ θ, g θ ∂Target.angleLaw κ,integral_nonneg_of_ae hg0,?_⟩ + intro ℓ hℓ + have hlim := C.levelCoefficient_tendsto hB hc h0 hκ hκ8 F hw hgrowth W hW + have hb : ∀ᵐ θ ∂Target.angleLaw κ, 0≤Target.levelCoefficient κ W ℓ m θ ∧ + Target.levelCoefficient κ W ℓ m θ≤g θ := by + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + have ht := hlim θ hθ ℓ hℓ m + exact ⟨ge_of_tendsto ht (Eventually.of_forall (fun n => + (hbound θ hθ ℓ hℓ n (Nat.cast_nonneg n)).1)), + le_of_tendsto ht (Eventually.of_forall (fun n => + (hbound θ hθ ℓ hℓ n (Nat.cast_nonneg n)).2))⟩ + have hi : Integrable (Target.levelCoefficient κ W ℓ m) (Target.angleLaw κ) := by + apply hg.mono' (C.levelCoefficient_aestronglyMeasurable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m) + filter_upwards [hb] with θ hθ + rw [Real.norm_of_nonneg hθ.1] + exact hθ.2 + rw [C.finiteMoment_eq_levelCoefficientIntegral hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m] + exact ⟨integral_nonneg_of_ae (hb.mono (fun _ h => h.1)), + integral_mono_ae hi hg (hb.mono (fun _ h => h.2))⟩ + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/FiniteMomentIdentification.lean b/lean/OAI/Probability/SLE/Gauge/FiniteMomentIdentification.lean index e2e838d2c757924e0f9334b37d864cffb777b48f..84cdf051727e9d585c58c3e6a37376a302856f6f 100644 --- a/lean/OAI/Probability/SLE/Gauge/FiniteMomentIdentification.lean +++ b/lean/OAI/Probability/SLE/Gauge/FiniteMomentIdentification.lean @@ -1,101 +1,101 @@ -import OAI.Probability.SLE.Geometry.CoefficientAngularBound - -namespace OAI - -/-! The paper's iterated finite-level coefficient equals the invariant -angle average of the actual stopped canonical disk moment. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped NNReal ENNReal Topology - -namespace SLEExactGauge.Target - -def levelCoefficient (κ : ℝ) (W : WienerLaw) (ℓ : ℝ) (m : ℕ) (θ : ℝ) : ℝ := - limUnder atTop (fun n : ℕ => clippedCoefficient κ W ℓ n m θ) - -end SLEExactGauge.Target - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} - {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - -include C in -lemma clippedCoefficient_aestronglyMeasurable - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (W : Target.WienerLaw) (hW : Target.IsWiener W) - (ℓ : ℝ) (hℓ : 0≤ℓ) (u : ℝ) (hu : 0≤u) (m : ℕ) : - AEStronglyMeasurable (Target.clippedCoefficient κ W ℓ u m) (Target.angleLaw κ) := by - let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure - apply aestronglyMeasurable_of_tendsto_ae atTop - (fun n => (Target.aemeasurable_coefficient_integrand κ ℓ u W n m).aestronglyMeasurable.integral_prod_right') - filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ - exact C.clippedCoefficient_tendsto hB hκ hκ8 hc h0 F hw W hW θ hθ ℓ hℓ u hu m - -include C in -lemma levelCoefficient_tendsto - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : - Tendsto (fun n : ℕ => Target.clippedCoefficient κ W ℓ n m θ) atTop - (𝓝 (Target.levelCoefficient κ W ℓ m θ)) := by - have h := C.clippedCoefficient_unclip_limit hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m - simpa only [Target.levelCoefficient,h.limUnder_eq] using h - -lemma levelCoefficient_eq_mass - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : - Target.levelCoefficient κ W ℓ m θ = - ∫ ω, Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ * - (massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) - (C.diskTerminalScalar θ hθ ω) - (Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ))^m ∂P := - (C.clippedCoefficient_unclip_limit hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m).limUnder_eq - -include C in -theorem finiteMoment_eq_levelCoefficientIntegral - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : - Target.finiteMoment κ W m ℓ = - ∫ θ, Target.levelCoefficient κ W ℓ m θ ∂Target.angleLaw κ := by - obtain ⟨M,hM,hbound⟩ := C.uniform_clippedCoefficient_bound hB hc h0 hκ hκ8 F hw hgrowth W hW m - have hi : Integrable (fun θ => M/(Real.sin θ)^greenExponent κ) (Target.angleLaw κ) := by - simpa only [div_eq_mul_inv,mul_one,one_mul] using (Target.angle_inverse_sine_integrable κ).const_mul M - have ht : Tendsto (fun n : ℕ => ∫ θ, Target.clippedCoefficient κ W ℓ n m θ ∂Target.angleLaw κ) - atTop (𝓝 (∫ θ, Target.levelCoefficient κ W ℓ m θ ∂Target.angleLaw κ)) := by - apply tendsto_integral_of_dominated_convergence (fun θ => M/(Real.sin θ)^greenExponent κ) - · intro n - exact C.clippedCoefficient_aestronglyMeasurable hB hc h0 hκ hκ8 F hw W hW ℓ hℓ n (Nat.cast_nonneg n) m - · exact hi - · intro n - filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ - have hb := hbound θ hθ ℓ hℓ n (Nat.cast_nonneg n) - rw [Real.norm_of_nonneg hb.1] - exact hb.2 - · filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ - exact C.levelCoefficient_tendsto hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m - rw [C.finiteMoment_eq_outer_clipped_limit hB hκ hκ8 hc h0 F hw W hW ℓ hℓ m] - exact ht.limUnder_eq - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Geometry.CoefficientAngularBound + +namespace OAI + +/-! The paper's iterated finite-level coefficient equals the invariant +angle average of the actual stopped canonical disk moment. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Target + +def levelCoefficient (κ : ℝ) (W : WienerLaw) (ℓ : ℝ) (m : ℕ) (θ : ℝ) : ℝ := + limUnder atTop (fun n : ℕ => clippedCoefficient κ W ℓ n m θ) + +end SLEExactGauge.Target + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +include C in +lemma clippedCoefficient_aestronglyMeasurable + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + (ℓ : ℝ) (hℓ : 0≤ℓ) (u : ℝ) (hu : 0≤u) (m : ℕ) : + AEStronglyMeasurable (Target.clippedCoefficient κ W ℓ u m) (Target.angleLaw κ) := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + apply aestronglyMeasurable_of_tendsto_ae atTop + (fun n => (Target.aemeasurable_coefficient_integrand κ ℓ u W n m).aestronglyMeasurable.integral_prod_right') + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + exact C.clippedCoefficient_tendsto hB hκ hκ8 hc h0 F hw W hW θ hθ ℓ hℓ u hu m + +include C in +lemma levelCoefficient_tendsto + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : + Tendsto (fun n : ℕ => Target.clippedCoefficient κ W ℓ n m θ) atTop + (𝓝 (Target.levelCoefficient κ W ℓ m θ)) := by + have h := C.clippedCoefficient_unclip_limit hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m + simpa only [Target.levelCoefficient,h.limUnder_eq] using h + +lemma levelCoefficient_eq_mass + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : + Target.levelCoefficient κ W ℓ m θ = + ∫ ω, Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ * + (massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) + (Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ))^m ∂P := + (C.clippedCoefficient_unclip_limit hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m).limUnder_eq + +include C in +theorem finiteMoment_eq_levelCoefficientIntegral + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : + Target.finiteMoment κ W m ℓ = + ∫ θ, Target.levelCoefficient κ W ℓ m θ ∂Target.angleLaw κ := by + obtain ⟨M,hM,hbound⟩ := C.uniform_clippedCoefficient_bound hB hc h0 hκ hκ8 F hw hgrowth W hW m + have hi : Integrable (fun θ => M/(Real.sin θ)^greenExponent κ) (Target.angleLaw κ) := by + simpa only [div_eq_mul_inv,mul_one,one_mul] using (Target.angle_inverse_sine_integrable κ).const_mul M + have ht : Tendsto (fun n : ℕ => ∫ θ, Target.clippedCoefficient κ W ℓ n m θ ∂Target.angleLaw κ) + atTop (𝓝 (∫ θ, Target.levelCoefficient κ W ℓ m θ ∂Target.angleLaw κ)) := by + apply tendsto_integral_of_dominated_convergence (fun θ => M/(Real.sin θ)^greenExponent κ) + · intro n + exact C.clippedCoefficient_aestronglyMeasurable hB hc h0 hκ hκ8 F hw W hW ℓ hℓ n (Nat.cast_nonneg n) m + · exact hi + · intro n + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + have hb := hbound θ hθ ℓ hℓ n (Nat.cast_nonneg n) + rw [Real.norm_of_nonneg hb.1] + exact hb.2 + · filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + exact C.levelCoefficient_tendsto hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m + rw [C.finiteMoment_eq_outer_clipped_limit hB hκ hκ8 hc h0 F hw W hW ℓ hℓ m] + exact ht.limUnder_eq + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/FiniteMomentMonotonicity.lean b/lean/OAI/Probability/SLE/Gauge/FiniteMomentMonotonicity.lean index cec130ea0cc54119a4d311c37c1028d98e2a143c..5a0ae689dcc8edf048c3a79cdfb9c3cc5073b43c 100644 --- a/lean/OAI/Probability/SLE/Gauge/FiniteMomentMonotonicity.lean +++ b/lean/OAI/Probability/SLE/Gauge/FiniteMomentMonotonicity.lean @@ -1,135 +1,135 @@ -import OAI.Probability.SLE.Geometry.CenteredDiskCoefficient - -namespace OAI - -/-! Monotonicity and convergence of the source's prescribed moments. -/ - -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped NNReal ENNReal Topology - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} - {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - -include C in -lemma levelCoefficient_nonneg_integrable - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : - (∀ θ∈Ioo (0:ℝ) Real.pi, 0≤Target.levelCoefficient κ W ℓ m θ) ∧ - Integrable (Target.levelCoefficient κ W ℓ m) (Target.angleLaw κ) := by - obtain ⟨M,hM,hbound⟩ := C.uniform_clippedCoefficient_bound hB hc h0 hκ hκ8 F hw hgrowth W hW m - have hb (θ) (hθ : θ∈Ioo (0:ℝ) Real.pi) : 0≤Target.levelCoefficient κ W ℓ m θ ∧ - Target.levelCoefficient κ W ℓ m θ≤M/(Real.sin θ)^greenExponent κ := by - have ht := C.levelCoefficient_tendsto hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m - exact ⟨ge_of_tendsto ht (Eventually.of_forall (fun n => - (hbound θ hθ ℓ hℓ n (Nat.cast_nonneg n)).1)), - le_of_tendsto ht (Eventually.of_forall (fun n => - (hbound θ hθ ℓ hℓ n (Nat.cast_nonneg n)).2))⟩ - refine ⟨fun θ hθ => (hb θ hθ).1,?_⟩ - have hi : Integrable (fun θ => M/(Real.sin θ)^greenExponent κ) (Target.angleLaw κ) := by - simpa only [div_eq_mul_inv,mul_one,one_mul] using (Target.angle_inverse_sine_integrable κ).const_mul M - apply hi.mono' (C.levelCoefficient_aestronglyMeasurable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m) - filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ - rw [Real.norm_of_nonneg (hb θ hθ).1] - exact (hb θ hθ).2 - -include C in -lemma levelCoefficient_mono - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (m : ℕ) : - MonotoneOn (fun ℓ => Target.levelCoefficient κ W ℓ m θ) (Ici 0) := by - intro ℓ hℓ L hL hℓL - let v := 4*ℓ/κ - let V := 4*L/κ - have hv : 0≤v := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le - have hV : 0≤V := div_nonneg (mul_nonneg (by norm_num) hL) hκ.le - have hvV : v≤V := div_le_div_of_nonneg_right (mul_le_mul_of_nonneg_left hℓL (by norm_num)) hκ.le - let u : ℕ → ℝ := fun n => if n=0 then v else V - have hu (n) : 0≤u n := by dsimp [u]; split_ifs <;> assumption - have hum : Monotone u := by - intro i j hij - dsimp only [u] - split_ifs with hi hj - · exact le_rfl - · exact hvV - · omega - · exact le_rfl - obtain ⟨τ,hτ,_,heτ⟩ := exists_monotone_radiusLevel_stops hB - (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) - hBm hc h0 κ hκ hκ8 γ G F (Eventually.of_forall hw) - (Target.diskMapInv θ 0) (Target.diskMapInv_maps hθ (by simp)) u hu hum - have hs : ∀ᵐ ω ∂P, τ 0 ω=radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) v := by - filter_upwards [heτ] with ω hω - simpa only [u,ite_true] using hω 0 - have ht : ∀ᵐ ω ∂P, τ 1 ω=radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) V := by - filter_upwards [heτ] with ω hω - simpa only [u,one_ne_zero,ite_false] using hω 1 - have hmono := (C.compactWeightedMass_paths (Target.diskMassWeight κ θ hθ) - (Target.diskSourceHalfPlane θ) (Target.diskSourceHalfPlane_compact hθ)).mono - (fun _ h => h.1) - have h := finiteCenteredLaw_stoppedScalar_moment_mono hB hBm hc h0 κ hκ hκ8 - γ G F (Eventually.of_forall hw) (Target.diskMapInv θ 0) - (Target.diskMapInv_maps hθ (by simp)) v V hv hvV - (C.diskScalar θ hθ) (C.diskScalar_progressive θ hθ) hmono (τ 0) (τ 1) - (hτ 0) (hτ 1) hs ht m - rw [← C.levelCoefficient_eq_centered_moment hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m (τ 0) (hτ 0) hs, - ← C.levelCoefficient_eq_centered_moment hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ L hL m (τ 1) (hτ 1) ht] at h - exact (ENNReal.ofReal_le_ofReal_iff - ((C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW L hL m).1 θ hθ)).mp h - -include C in -theorem finiteMoment_mono - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (m : ℕ) : MonotoneOn (Target.finiteMoment κ W m) (Ici 0) := by - intro ℓ hℓ L hL hℓL - rw [C.finiteMoment_eq_levelCoefficientIntegral hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m, - C.finiteMoment_eq_levelCoefficientIntegral hB hc h0 hκ hκ8 F hw hgrowth W hW L hL m] - apply integral_mono_ae - (C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m).2 - (C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW L hL m).2 - filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ - exact C.levelCoefficient_mono hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ m hℓ hL hℓL - -include C in -theorem finiteMoment_tendsto_moment - (hB : IsBrownianReal B P) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - (m : ℕ) : Tendsto (fun ℓ : ℕ => Target.finiteMoment κ W m ℓ) atTop - (𝓝 (Target.moment κ W m)) := by - have hm : Monotone (fun ℓ : ℕ => Target.finiteMoment κ W m ℓ) := by - intro i j hij - exact C.finiteMoment_mono hB hc h0 hκ hκ8 F hw hgrowth W hW m - (by change (0:ℝ) ≤ (i:ℝ); exact Nat.cast_nonneg i) - (by change (0:ℝ) ≤ (j:ℝ); exact Nat.cast_nonneg j) (Nat.cast_le.mpr hij) - obtain ⟨M,_,hM⟩ := C.uniform_finiteMoment_bound hB hc h0 hκ hκ8 F hw hgrowth W hW m - have hb : BddAbove (range (fun ℓ : ℕ => Target.finiteMoment κ W m ℓ)) := by - refine ⟨M,?_⟩ - rintro _ ⟨ℓ,rfl⟩ - exact (hM ℓ (Nat.cast_nonneg ℓ)).2 - have ht := tendsto_atTop_ciSup hm hb - simpa only [Target.moment,ht.limUnder_eq] using ht - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Geometry.CenteredDiskCoefficient + +namespace OAI + +/-! Monotonicity and convergence of the source's prescribed moments. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +include C in +lemma levelCoefficient_nonneg_integrable + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : + (∀ θ∈Ioo (0:ℝ) Real.pi, 0≤Target.levelCoefficient κ W ℓ m θ) ∧ + Integrable (Target.levelCoefficient κ W ℓ m) (Target.angleLaw κ) := by + obtain ⟨M,hM,hbound⟩ := C.uniform_clippedCoefficient_bound hB hc h0 hκ hκ8 F hw hgrowth W hW m + have hb (θ) (hθ : θ∈Ioo (0:ℝ) Real.pi) : 0≤Target.levelCoefficient κ W ℓ m θ ∧ + Target.levelCoefficient κ W ℓ m θ≤M/(Real.sin θ)^greenExponent κ := by + have ht := C.levelCoefficient_tendsto hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m + exact ⟨ge_of_tendsto ht (Eventually.of_forall (fun n => + (hbound θ hθ ℓ hℓ n (Nat.cast_nonneg n)).1)), + le_of_tendsto ht (Eventually.of_forall (fun n => + (hbound θ hθ ℓ hℓ n (Nat.cast_nonneg n)).2))⟩ + refine ⟨fun θ hθ => (hb θ hθ).1,?_⟩ + have hi : Integrable (fun θ => M/(Real.sin θ)^greenExponent κ) (Target.angleLaw κ) := by + simpa only [div_eq_mul_inv,mul_one,one_mul] using (Target.angle_inverse_sine_integrable κ).const_mul M + apply hi.mono' (C.levelCoefficient_aestronglyMeasurable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m) + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + rw [Real.norm_of_nonneg (hb θ hθ).1] + exact (hb θ hθ).2 + +include C in +lemma levelCoefficient_mono + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (m : ℕ) : + MonotoneOn (fun ℓ => Target.levelCoefficient κ W ℓ m θ) (Ici 0) := by + intro ℓ hℓ L hL hℓL + let v := 4*ℓ/κ + let V := 4*L/κ + have hv : 0≤v := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le + have hV : 0≤V := div_nonneg (mul_nonneg (by norm_num) hL) hκ.le + have hvV : v≤V := div_le_div_of_nonneg_right (mul_le_mul_of_nonneg_left hℓL (by norm_num)) hκ.le + let u : ℕ → ℝ := fun n => if n=0 then v else V + have hu (n) : 0≤u n := by dsimp [u]; split_ifs <;> assumption + have hum : Monotone u := by + intro i j hij + dsimp only [u] + split_ifs with hi hj + · exact le_rfl + · exact hvV + · omega + · exact le_rfl + obtain ⟨τ,hτ,_,heτ⟩ := exists_monotone_radiusLevel_stops hB + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) + hBm hc h0 κ hκ hκ8 γ G F (Eventually.of_forall hw) + (Target.diskMapInv θ 0) (Target.diskMapInv_maps hθ (by simp)) u hu hum + have hs : ∀ᵐ ω ∂P, τ 0 ω=radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) v := by + filter_upwards [heτ] with ω hω + simpa only [u,ite_true] using hω 0 + have ht : ∀ᵐ ω ∂P, τ 1 ω=radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) V := by + filter_upwards [heτ] with ω hω + simpa only [u,one_ne_zero,ite_false] using hω 1 + have hmono := (C.compactWeightedMass_paths (Target.diskMassWeight κ θ hθ) + (Target.diskSourceHalfPlane θ) (Target.diskSourceHalfPlane_compact hθ)).mono + (fun _ h => h.1) + have h := finiteCenteredLaw_stoppedScalar_moment_mono hB hBm hc h0 κ hκ hκ8 + γ G F (Eventually.of_forall hw) (Target.diskMapInv θ 0) + (Target.diskMapInv_maps hθ (by simp)) v V hv hvV + (C.diskScalar θ hθ) (C.diskScalar_progressive θ hθ) hmono (τ 0) (τ 1) + (hτ 0) (hτ 1) hs ht m + rw [← C.levelCoefficient_eq_centered_moment hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m (τ 0) (hτ 0) hs, + ← C.levelCoefficient_eq_centered_moment hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ L hL m (τ 1) (hτ 1) ht] at h + exact (ENNReal.ofReal_le_ofReal_iff + ((C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW L hL m).1 θ hθ)).mp h + +include C in +theorem finiteMoment_mono + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (m : ℕ) : MonotoneOn (Target.finiteMoment κ W m) (Ici 0) := by + intro ℓ hℓ L hL hℓL + rw [C.finiteMoment_eq_levelCoefficientIntegral hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m, + C.finiteMoment_eq_levelCoefficientIntegral hB hc h0 hκ hκ8 F hw hgrowth W hW L hL m] + apply integral_mono_ae + (C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m).2 + (C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW L hL m).2 + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + exact C.levelCoefficient_mono hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ m hℓ hL hℓL + +include C in +theorem finiteMoment_tendsto_moment + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (m : ℕ) : Tendsto (fun ℓ : ℕ => Target.finiteMoment κ W m ℓ) atTop + (𝓝 (Target.moment κ W m)) := by + have hm : Monotone (fun ℓ : ℕ => Target.finiteMoment κ W m ℓ) := by + intro i j hij + exact C.finiteMoment_mono hB hc h0 hκ hκ8 F hw hgrowth W hW m + (by change (0:ℝ) ≤ (i:ℝ); exact Nat.cast_nonneg i) + (by change (0:ℝ) ≤ (j:ℝ); exact Nat.cast_nonneg j) (Nat.cast_le.mpr hij) + obtain ⟨M,_,hM⟩ := C.uniform_finiteMoment_bound hB hc h0 hκ hκ8 F hw hgrowth W hW m + have hb : BddAbove (range (fun ℓ : ℕ => Target.finiteMoment κ W m ℓ)) := by + refine ⟨M,?_⟩ + rintro _ ⟨ℓ,rfl⟩ + exact (hM ℓ (Nat.cast_nonneg ℓ)).2 + have ht := tendsto_atTop_ciSup hm hb + simpa only [Target.moment,ht.limUnder_eq] using ht + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/FiniteStoppedThreshold.lean b/lean/OAI/Probability/SLE/Gauge/FiniteStoppedThreshold.lean index 98ccd311a4f8e3bab9bbfd3e4afffaacd179ba89..462390acd7b9ac45930d38d5fbe73664b505a369 100644 --- a/lean/OAI/Probability/SLE/Gauge/FiniteStoppedThreshold.lean +++ b/lean/OAI/Probability/SLE/Gauge/FiniteStoppedThreshold.lean @@ -1,63 +1,63 @@ -import OAI.Probability.SLE.Stochastic.ProgressiveStoppedTime -import OAI.Probability.SLE.Gauge.ExtendedExperimentStop - -namespace OAI - -/-! Threshold tests on the finite part of an extended stopping time belong - to its stopped past. No terminal mass is tested on the infinite event. -/ -noncomputable section -open Set _root_.MeasureTheory _root_.OAI.MeasureTheory -open scoped NNReal ENNReal - -namespace SLEExactGauge - -def finiteStoppedThreshold {Ω : Type*} (X : ℝ≥0 → Ω → ℝ≥0∞) - (S : Ω → WithTop ℝ≥0) (b : ℝ≥0∞) : Set Ω := - {ω | S ω<⊤ ∧ b≤X ((S ω).untopD 0) ω} - -lemma finiteStoppedThreshold_measurable - {Ω : Type*} [mΩ : MeasurableSpace Ω] {ℱ : Filtration ℝ≥0 mΩ} - (X : ℝ≥0 → Ω → ℝ≥0∞) (hX : IsProgressive ℱ X) - (S : Ω → WithTop ℝ≥0) (hS : IsStoppingTime ℱ S) (b : ℝ≥0∞) : - MeasurableSet[hS.measurableSpace] (finiteStoppedThreshold X S b) := by - have hE (H : ℝ≥0) : MeasurableSet[ℱ H] - ({ω | b≤X (cutoffStop S H ω) ω} ∩ {ω | S ω≤(H:WithTop ℝ≥0)}) := by - have hm := _root_.OAI.MeasureTheory.IsProgressive.bounded_stopped_measurable hX (cutoffStop S H) - (cutoffStop_stopping ℱ S hS H) H (fun ω => by - have h := min_le_right (S ω) (H:WithTop ℝ≥0) - rw [← cutoffStop_coe S H ω] at h - exact WithTop.coe_le_coe.mp h) - exact (measurableSet_le measurable_const hm).inter (hS H) - have he (H : ℝ≥0) : finiteStoppedThreshold X S b ∩ {ω | S ω≤(H:WithTop ℝ≥0)} = - {ω | b≤X (cutoffStop S H ω) ω} ∩ {ω | S ω≤(H:WithTop ℝ≥0)} := by - ext ω - simp only [finiteStoppedThreshold,mem_inter_iff,mem_ofPred_eq] - constructor - · rintro ⟨⟨_,hb⟩,hH⟩ - exact ⟨by rwa [cutoffStop_eq_on_success S H ω hH],hH⟩ - · rintro ⟨hb,hH⟩ - exact ⟨⟨lt_of_le_of_lt hH (WithTop.coe_lt_top _), - by rwa [cutoffStop_eq_on_success S H ω hH] at hb⟩,hH⟩ - constructor - · have hunion : finiteStoppedThreshold X S b = ⋃ n : ℕ, - finiteStoppedThreshold X S b ∩ {ω | S ω≤((n:ℝ≥0):WithTop ℝ≥0)} := by - ext ω - simp only [mem_iUnion,mem_inter_iff,mem_ofPred_eq] - constructor - · intro hω - lift S ω to ℝ≥0 using hω.1.ne with t ht - obtain ⟨n,hn⟩ := exists_nat_ge (t:ℝ) - exact ⟨n,hω,by exact_mod_cast hn⟩ - · rintro ⟨_,hω,_⟩ - exact hω - rw [hunion] - exact MeasurableSet.iUnion (fun n => le_iSup ℱ (n:ℝ≥0) _ (by rw [he]; exact hE _)) - · intro H - rw [he] - exact hE H - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Stochastic.ProgressiveStoppedTime +import OAI.Probability.SLE.Gauge.ExtendedExperimentStop + +namespace OAI + +/-! Threshold tests on the finite part of an extended stopping time belong + to its stopped past. No terminal mass is tested on the infinite event. -/ +noncomputable section +open Set _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge + +def finiteStoppedThreshold {Ω : Type*} (X : ℝ≥0 → Ω → ℝ≥0∞) + (S : Ω → WithTop ℝ≥0) (b : ℝ≥0∞) : Set Ω := + {ω | S ω<⊤ ∧ b≤X ((S ω).untopD 0) ω} + +lemma finiteStoppedThreshold_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] {ℱ : Filtration ℝ≥0 mΩ} + (X : ℝ≥0 → Ω → ℝ≥0∞) (hX : IsProgressive ℱ X) + (S : Ω → WithTop ℝ≥0) (hS : IsStoppingTime ℱ S) (b : ℝ≥0∞) : + MeasurableSet[hS.measurableSpace] (finiteStoppedThreshold X S b) := by + have hE (H : ℝ≥0) : MeasurableSet[ℱ H] + ({ω | b≤X (cutoffStop S H ω) ω} ∩ {ω | S ω≤(H:WithTop ℝ≥0)}) := by + have hm := _root_.OAI.MeasureTheory.IsProgressive.bounded_stopped_measurable hX (cutoffStop S H) + (cutoffStop_stopping ℱ S hS H) H (fun ω => by + have h := min_le_right (S ω) (H:WithTop ℝ≥0) + rw [← cutoffStop_coe S H ω] at h + exact WithTop.coe_le_coe.mp h) + exact (measurableSet_le measurable_const hm).inter (hS H) + have he (H : ℝ≥0) : finiteStoppedThreshold X S b ∩ {ω | S ω≤(H:WithTop ℝ≥0)} = + {ω | b≤X (cutoffStop S H ω) ω} ∩ {ω | S ω≤(H:WithTop ℝ≥0)} := by + ext ω + simp only [finiteStoppedThreshold,mem_inter_iff,mem_ofPred_eq] + constructor + · rintro ⟨⟨_,hb⟩,hH⟩ + exact ⟨by rwa [cutoffStop_eq_on_success S H ω hH],hH⟩ + · rintro ⟨hb,hH⟩ + exact ⟨⟨lt_of_le_of_lt hH (WithTop.coe_lt_top _), + by rwa [cutoffStop_eq_on_success S H ω hH] at hb⟩,hH⟩ + constructor + · have hunion : finiteStoppedThreshold X S b = ⋃ n : ℕ, + finiteStoppedThreshold X S b ∩ {ω | S ω≤((n:ℝ≥0):WithTop ℝ≥0)} := by + ext ω + simp only [mem_iUnion,mem_inter_iff,mem_ofPred_eq] + constructor + · intro hω + lift S ω to ℝ≥0 using hω.1.ne with t ht + obtain ⟨n,hn⟩ := exists_nat_ge (t:ℝ) + exact ⟨n,hω,by exact_mod_cast hn⟩ + · rintro ⟨_,hω,_⟩ + exact hω + rw [hunion] + exact MeasurableSet.iUnion (fun n => le_iSup ℱ (n:ℝ≥0) _ (by rw [he]; exact hE _)) + · intro H + rw [he] + exact hE H + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/FirstFrontPassage.lean b/lean/OAI/Probability/SLE/Gauge/FirstFrontPassage.lean index e2495e5744185d089a11d5e0264e26462e2adce4..71cbc69ef756031360f68bd8bb56abcc410c3602 100644 --- a/lean/OAI/Probability/SLE/Gauge/FirstFrontPassage.lean +++ b/lean/OAI/Probability/SLE/Gauge/FirstFrontPassage.lean @@ -1,239 +1,239 @@ -import OAI.Probability.SLE.Gauge.RetainedTubeSausage - -namespace OAI - -/-! The retained endpoint and pre-front margins give an actual first-front -stopping time, with the retained middle interval strictly before it. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.FirstFrontPassage -open PassageRetention RetainedTubeSausage - -/-- First time a scalar progress coordinate reaches the front. -/ -def firstFrontTime (x : ℝ≥0 → ℝ) (q : ℝ) : WithTop ℝ≥0 := - hittingAfter (fun t (_ : Unit) => x t - q) {0} 0 () - -/-- Finite-valued representative; it agrees with the actual first-front -hitting time whenever a retained endpoint witnesses a crossing. -/ -def frontTime (x : ℝ≥0 → ℝ) (q : ℝ) : ℝ≥0 := - (firstFrontTime x q).untopD 0 - -theorem firstFrontTime_isStoppingTime - {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) - (x : ℝ≥0 → Ω → ℝ) (ha : Adapted ℱ x) - (hc : ∀ ω, Continuous (fun t => x t ω)) (q : ℝ) : - IsStoppingTime ℱ (fun ω => firstFrontTime (fun t => x t ω) q) := by - exact continuous_zero_hit_stopping ℱ (fun t ω => x t ω - q) - (fun t => (ha t).sub_const q) (fun ω => (hc ω).sub continuous_const) 0 - -/-- A continuous crossing before a finite endpoint makes the infimum defining -the stopping time an actual least crossing, even without global continuity. -/ -theorem exists_first_front - (x : ℝ≥0 → ℝ) (q : ℝ) (T : ℝ≥0) - (hc : ContinuousOn x (Icc 0 T)) (hstart : x 0 < q) (hend : q < x T) : - ∃ τ : ℝ≥0, firstFrontTime x q = (τ : WithTop ℝ≥0) ∧ - 0 < τ ∧ τ < T ∧ x τ = q ∧ ∀ t < τ, x t < q := by - let K := Icc (0 : ℝ≥0) T ∩ x ⁻¹' {q} - have hKc : IsClosed K := hc.preimage_isClosed_of_isClosed isClosed_Icc isClosed_singleton - have hK : IsCompact K := isCompact_Icc.of_isClosed_subset hKc inter_subset_left - have hKn : K.Nonempty := by - obtain ⟨t, ht, he⟩ := intermediate_value_Icc (show (0 : ℝ≥0) ≤ T from bot_le) - hc ⟨hstart.le, hend.le⟩ - exact ⟨t, ht, he⟩ - obtain ⟨τ, hτ, hmin⟩ := hK.exists_isLeast hKn - have hhit : x τ = q := hτ.2 - have hpos : 0 < τ := lt_of_le_of_ne bot_le (by - intro he - exact (ne_of_lt hstart) (he ▸ hhit)) - have hlt : τ < T := lt_of_le_of_ne hτ.1.2 (by - intro he - exact (ne_of_gt hend) (he ▸ hhit)) - have hprior (t : ℝ≥0) (ht : t < τ) : x t < q := by - by_contra hn - obtain ⟨u, hu, hue⟩ := intermediate_value_Icc (show (0 : ℝ≥0) ≤ t from bot_le) - (hc.mono (Icc_subset_Icc_right (ht.le.trans hτ.1.2))) - ⟨hstart.le, le_of_not_gt hn⟩ - exact (not_le_of_gt ht) ((hmin ⟨⟨bot_le, hu.2.trans (ht.le.trans hτ.1.2)⟩, hue⟩).trans hu.2) - have hleast : IsLeast {t : ℝ≥0 | 0 ≤ t ∧ x t - q ∈ ({0} : Set ℝ)} τ := by - refine ⟨⟨bot_le, by simp only [mem_singleton_iff, hhit, sub_self]⟩, ?_⟩ - intro t ht - by_contra hn - exact (ne_of_lt (hprior t (lt_of_not_ge hn))) (sub_eq_zero.mp ht.2) - have htime : firstFrontTime x q = (τ : WithTop ℝ≥0) := by - unfold firstFrontTime hittingAfter - rw [ite_eq_left ⟨τ, hleast.1⟩, hleast.csInf_eq] - exact ⟨τ, htime, hpos, hlt, hhit, hprior⟩ - -/-- Early containment and a retained pre-front prefix force the actual first -front stop to fall strictly after the retained middle interval. -/ -theorem frontTime_between - (x : ℝ≥0 → ℝ) (q : ℝ) (σ b T : ℝ≥0) (_hσb : σ ≤ b) (_hbT : b < T) - (hc : ContinuousOn x (Icc 0 T)) - (hearly : ∀ t ∈ Icc 0 σ, x t < q) - (hprefix : ∀ t ∈ Icc σ b, x t < q) (hend : q < x T) : - firstFrontTime x q = (frontTime x q : WithTop ℝ≥0) ∧ - b < frontTime x q ∧ frontTime x q < T ∧ x (frontTime x q) = q := by - obtain ⟨τ, hτ, _, hτT, hhit, _⟩ := exists_first_front x q T hc - (hearly 0 ⟨le_rfl, bot_le⟩) hend - have hbτ : b < τ := by - by_contra hn - have hτb : τ ≤ b := le_of_not_gt hn - have hlt : x τ < q := by - by_cases hτσ : τ ≤ σ - · exact hearly τ ⟨bot_le, hτσ⟩ - · exact hprefix τ ⟨le_of_not_ge hτσ, hτb⟩ - exact (ne_of_lt hlt) hhit - have hfront : frontTime x q = τ := by simp only [frontTime, hτ, WithTop.untopD_coe] - exact ⟨hfront ▸ hτ, hfront ▸ hbτ, hfront ▸ hτT, hfront ▸ hhit⟩ - -/-- Lower endpoint margins transfer by the same compact uniform-convergence -argument as upper pre-front margins. -/ -theorem eventually_front_lt_on_compact_image - (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) - (hF : ContinuousOn F upperHalfPlane) - (hFconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) - (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ) (hU : IsOpen U) - (hp : ContinuousOn p U) (hpconv : TendstoLocallyUniformlyOn pₙ p atTop U) - (K : Set ℂ) (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) - (hKU : F '' K ⊆ U) (q : ℝ) (hbound : ∀ z ∈ K, q < p (F z)) : - ∀ᶠ n in atTop, ∀ z ∈ K, q < pₙ n (Fₙ n z) := by - have hnegconv : TendstoLocallyUniformlyOn (fun n z => -pₙ n z) (fun z => -p z) atTop U := - hpconv.neg - have hh := eventually_front_lt_on_compact Fₙ F hF hFconv - (fun n z => -pₙ n z) (fun z => -p z) U hU hp.neg hnegconv K hK hKH hKU (-q) - (fun z hz => neg_lt_neg (hbound z hz)) - filter_upwards [hh] with n hn z hz - exact neg_lt_neg_iff.mp (hn z hz) - -/-- Retained endpoint margins construct the actual finite first-front stop. -The positive stopped sausage bound therefore needs no assumed front-stop fact. -/ -theorem retained_tube_firstFront_sausage_mass - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) - (hSLE : IsOrdinaryChordalSLE κ (fun ω => f ω) P) - (σ : Ω → ℝ≥0) (hσ : Measurable σ) - (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) - (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) - (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) - (hF : DifferentiableOn ℂ F upperHalfPlane) - (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) - (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) - (O W : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) - (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ) (hU : IsOpen U) - (hp : ContinuousOn p U) (hpn : ∀ n, ContinuousOn (pₙ n) U) - (hpconv : TendstoLocallyUniformlyOn pₙ p atTop U) - (hFOU : MapsTo F O U) (hW : W ⊆ {z | 1 < p (F z)}) - (E : Set Ω) (hE : MeasurableSet E) - (htube : E ⊆ stoppedPhysicalTube (fun ω => f ω) σ O W) - (hstart : ∀ ω ∈ E, p (F (f ω (σ ω))) < 1 / 3) - (R : Set ℂ) (hR : IsOpen R) - (hmiddle : ∀ z ∈ O, 1 / 3 < p (F z) → p (F z) < 2 / 3 → F z ∈ R) - (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) - (η : ℕ → Ω → ℝ≥0 → ℂ) (Rₙ : ℕ → Set ℂ) - (hregion : ∀ᶠ n in atTop, R ⊆ Rₙ n) - (G : ℕ → Set Ω) (q : ℝ) (hq : 0 < q) - (hG : ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P (G n ∩ E)) - (hη : ∀ n, ∀ᵐ ω ∂P, ∀ t : ℝ≥0, σ ω ≤ t → f ω t ∈ upperHalfPlane → - η n ω t = Fₙ n (f ω t)) - (hηc : ∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) - (hearly : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E → - MapsTo (η n ω) (Icc 0 (σ ω)) U ∧ - ∀ t ∈ Icc 0 (σ ω), pₙ n (η n ω t) < 1) : - ∃ a : ℝ, 0 < a ∧ ∀ᶠ n in atTop, - ENNReal.ofReal (q / 4) ≤ P {ω | ω ∈ G n ∩ E ∧ ENNReal.ofReal a ≤ - segmentSausageCharge κ (η n ω) (σ ω) (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by - let progress := fun z => p (F z) - have hprogress : ContinuousOn progress O := - hp.comp (hF.continuousOn.mono hOH) hFOU - obtain ⟨K, M, L, N, hK, hM, hL, hN, hDm, hcover⟩ := - stopped_tube_retained_cover f hf σ hσ O W hO hOH progress hprogress hW E htube hstart - let D : ℕ → Set Ω := fun i => retainedPassageCertificate f σ K M L N - (beyondFrontRegion O progress) (enumerateRetainedPassage i) - let Q : ℕ → Set ℂ := fun i => M (enumerateRetainedPassage i).1.2.2.1 - let J : ℕ → ℝ≥0 × ℝ≥0 := fun i => - (intervalStart (enumerateRetainedPassage i).1, intervalEnd (enumerateRetainedPassage i).1) - have hQ : ∀ i, IsCompact (Q i) := fun i => (hM _).1 - have hQH : ∀ i, Q i ⊆ upperHalfPlane := fun i z hz => hOH ((hM _).2 hz).1 - have hQR : ∀ i, F '' Q i ⊆ R := by - rintro i _ ⟨z, hz, rfl⟩ - have hh := (hM _).2 hz - exact hmiddle z hh.1 hh.2.1 hh.2.2 - have hJ : ∀ i, (J i).1 < (J i).2 := fun i => intervalStart_lt_end _ - have hD : ∀ i, MeasurableSet (D i) := fun i => hDm _ - have hnull : P (E \ ⋃ i, D i) = 0 := by - rw [sdiff_eq_empty.mpr (nat_retained_cover f σ K M L N _ E hcover), measure_empty] - have hretain : ∀ i ω, ω ∈ D i → - (fun t => f ω t) '' Icc (J i).1 (J i).2 ⊆ Q i := by - intro i ω hω - exact hω.1.2.2.2.1.image_subset - have hwindow : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E ∩ D i → - σ ω ≤ (J i).1 ∧ (J i).2 ≤ frontTime (fun t => pₙ n (η n ω t)) 1 ∧ - EqOn (η n ω) (fun u => Fₙ n (f ω u)) (Icc (J i).1 (J i).2) := by - intro i - let j := enumerateRetainedPassage i - have hLH : L j.1.2.2.2 ⊆ upperHalfPlane := fun z hz => hOH ((hL _).2 hz).1 - have hLU : F '' L j.1.2.2.2 ⊆ U := by - rintro _ ⟨z, hz, rfl⟩ - exact hFOU ((hL _).2 hz).1 - have hlt := eventually_front_lt_on_compact Fₙ F hF.continuousOn hconv pₙ p U hU hp hpconv - (L j.1.2.2.2) (hL _).1 hLH hLU (2 / 3) (fun z hz => ((hL _).2 hz).2) - have hKH : K j.1.2.1 ⊆ upperHalfPlane := fun z hz => hOH ((hK _).2 hz) - have hKU : F '' K j.1.2.1 ⊆ U := by - rintro _ ⟨z, hz, rfl⟩ - exact hFOU ((hK _).2 hz) - have himage := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn - (K j.1.2.1) (hK _).1 hKH U hU hKU - have hNH : N j.2 ⊆ upperHalfPlane := fun z hz => hOH ((hN _).2 hz).1 - have hNU : F '' N j.2 ⊆ U := by - rintro _ ⟨z, hz, rfl⟩ - exact hFOU ((hN _).2 hz).1 - have hgt := eventually_front_lt_on_compact_image Fₙ F hF.continuousOn hconv pₙ p U hU - hp hpconv (N j.2) (hN _).1 hNH hNU 1 (fun z hz => ((hN _).2 hz).2) - filter_upwards [hlt, hgt, himage, hearly] with n hnL hnN hnK hearlyn - filter_upwards [hη n, hηc n, hearlyn] with ω hηω hηcω hearlyω - intro hω - have hDi : ω ∈ retainedPassageCertificate f σ K M L N - (beyondFrontRegion O progress) j := hω.2 - obtain ⟨⟨hσs, _, hfull, hmid, hlow⟩, hend⟩ := hDi - obtain ⟨hearlyU, hearlylt⟩ := hearlyω hω.1 - have hpathU : MapsTo (η n ω) (Icc 0 (passageEnd j.1)) U := by - intro t ht - by_cases hts : t ≤ σ ω - · exact hearlyU ⟨bot_le, hts⟩ - · have hst : σ ω ≤ t := (lt_of_not_ge hts).le - have hmem := hfull.2 ⟨hst, ht.2⟩ - rw [hηω t hst (hKH hmem)] - exact hnK (mem_image_of_mem (Fₙ n) hmem) - have hc : ContinuousOn (fun t => pₙ n (η n ω t)) (Icc 0 (passageEnd j.1)) := - (hpn n).comp hηcω.continuousOn hpathU - have hprefix : ∀ t ∈ Icc (σ ω) (intervalEnd j.1), pₙ n (η n ω t) < 1 := by - intro t ht - have hmem := hlow.2 ht - rw [hηω t ht.1 (hLH hmem)] - exact (hnL _ hmem).trans (by norm_num) - have hendgt : 1 < pₙ n (η n ω (passageEnd j.1)) := by - have hmem := hfull.2 ⟨hfull.1, le_rfl⟩ - rw [hηω _ hfull.1 (hKH hmem)] - exact hnN _ hend - have hfront := frontTime_between (fun t => pₙ n (η n ω t)) 1 - (σ ω) (intervalEnd j.1) (passageEnd j.1) - (hσs.le.trans (intervalStart_lt_end _).le) (intervalEnd_lt_passageEnd _) - hc hearlylt hprefix hendgt - refine ⟨hσs.le, hfront.2.1.le, ?_⟩ - intro t ht - exact hηω t (hσs.le.trans ht.1) (hOH ((hM _).2 (hmid ht)).1) - exact countable_stopped_mass_ae_window_eventually P κ hκ hκ8 (fun ω => f ω) hSLE - Fₙ F hFn hinj hF hne hconv Q hQ hQH R hR hQR J hJ E D hE hD hnull hretain - v hv hlim η (fun _ => σ) (fun n ω => frontTime (fun t => pₙ n (η n ω t)) 1) - Rₙ hregion G q hq hG hwindow - - -end SLEExactGauge.FirstFrontPassage - -end - -end OAI +import OAI.Probability.SLE.Gauge.RetainedTubeSausage + +namespace OAI + +/-! The retained endpoint and pre-front margins give an actual first-front +stopping time, with the retained middle interval strictly before it. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.FirstFrontPassage +open PassageRetention RetainedTubeSausage + +/-- First time a scalar progress coordinate reaches the front. -/ +def firstFrontTime (x : ℝ≥0 → ℝ) (q : ℝ) : WithTop ℝ≥0 := + hittingAfter (fun t (_ : Unit) => x t - q) {0} 0 () + +/-- Finite-valued representative; it agrees with the actual first-front +hitting time whenever a retained endpoint witnesses a crossing. -/ +def frontTime (x : ℝ≥0 → ℝ) (q : ℝ) : ℝ≥0 := + (firstFrontTime x q).untopD 0 + +theorem firstFrontTime_isStoppingTime + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (x : ℝ≥0 → Ω → ℝ) (ha : Adapted ℱ x) + (hc : ∀ ω, Continuous (fun t => x t ω)) (q : ℝ) : + IsStoppingTime ℱ (fun ω => firstFrontTime (fun t => x t ω) q) := by + exact continuous_zero_hit_stopping ℱ (fun t ω => x t ω - q) + (fun t => (ha t).sub_const q) (fun ω => (hc ω).sub continuous_const) 0 + +/-- A continuous crossing before a finite endpoint makes the infimum defining +the stopping time an actual least crossing, even without global continuity. -/ +theorem exists_first_front + (x : ℝ≥0 → ℝ) (q : ℝ) (T : ℝ≥0) + (hc : ContinuousOn x (Icc 0 T)) (hstart : x 0 < q) (hend : q < x T) : + ∃ τ : ℝ≥0, firstFrontTime x q = (τ : WithTop ℝ≥0) ∧ + 0 < τ ∧ τ < T ∧ x τ = q ∧ ∀ t < τ, x t < q := by + let K := Icc (0 : ℝ≥0) T ∩ x ⁻¹' {q} + have hKc : IsClosed K := hc.preimage_isClosed_of_isClosed isClosed_Icc isClosed_singleton + have hK : IsCompact K := isCompact_Icc.of_isClosed_subset hKc inter_subset_left + have hKn : K.Nonempty := by + obtain ⟨t, ht, he⟩ := intermediate_value_Icc (show (0 : ℝ≥0) ≤ T from bot_le) + hc ⟨hstart.le, hend.le⟩ + exact ⟨t, ht, he⟩ + obtain ⟨τ, hτ, hmin⟩ := hK.exists_isLeast hKn + have hhit : x τ = q := hτ.2 + have hpos : 0 < τ := lt_of_le_of_ne bot_le (by + intro he + exact (ne_of_lt hstart) (he ▸ hhit)) + have hlt : τ < T := lt_of_le_of_ne hτ.1.2 (by + intro he + exact (ne_of_gt hend) (he ▸ hhit)) + have hprior (t : ℝ≥0) (ht : t < τ) : x t < q := by + by_contra hn + obtain ⟨u, hu, hue⟩ := intermediate_value_Icc (show (0 : ℝ≥0) ≤ t from bot_le) + (hc.mono (Icc_subset_Icc_right (ht.le.trans hτ.1.2))) + ⟨hstart.le, le_of_not_gt hn⟩ + exact (not_le_of_gt ht) ((hmin ⟨⟨bot_le, hu.2.trans (ht.le.trans hτ.1.2)⟩, hue⟩).trans hu.2) + have hleast : IsLeast {t : ℝ≥0 | 0 ≤ t ∧ x t - q ∈ ({0} : Set ℝ)} τ := by + refine ⟨⟨bot_le, by simp only [mem_singleton_iff, hhit, sub_self]⟩, ?_⟩ + intro t ht + by_contra hn + exact (ne_of_lt (hprior t (lt_of_not_ge hn))) (sub_eq_zero.mp ht.2) + have htime : firstFrontTime x q = (τ : WithTop ℝ≥0) := by + unfold firstFrontTime hittingAfter + rw [ite_eq_left ⟨τ, hleast.1⟩, hleast.csInf_eq] + exact ⟨τ, htime, hpos, hlt, hhit, hprior⟩ + +/-- Early containment and a retained pre-front prefix force the actual first +front stop to fall strictly after the retained middle interval. -/ +theorem frontTime_between + (x : ℝ≥0 → ℝ) (q : ℝ) (σ b T : ℝ≥0) (_hσb : σ ≤ b) (_hbT : b < T) + (hc : ContinuousOn x (Icc 0 T)) + (hearly : ∀ t ∈ Icc 0 σ, x t < q) + (hprefix : ∀ t ∈ Icc σ b, x t < q) (hend : q < x T) : + firstFrontTime x q = (frontTime x q : WithTop ℝ≥0) ∧ + b < frontTime x q ∧ frontTime x q < T ∧ x (frontTime x q) = q := by + obtain ⟨τ, hτ, _, hτT, hhit, _⟩ := exists_first_front x q T hc + (hearly 0 ⟨le_rfl, bot_le⟩) hend + have hbτ : b < τ := by + by_contra hn + have hτb : τ ≤ b := le_of_not_gt hn + have hlt : x τ < q := by + by_cases hτσ : τ ≤ σ + · exact hearly τ ⟨bot_le, hτσ⟩ + · exact hprefix τ ⟨le_of_not_ge hτσ, hτb⟩ + exact (ne_of_lt hlt) hhit + have hfront : frontTime x q = τ := by simp only [frontTime, hτ, WithTop.untopD_coe] + exact ⟨hfront ▸ hτ, hfront ▸ hbτ, hfront ▸ hτT, hfront ▸ hhit⟩ + +/-- Lower endpoint margins transfer by the same compact uniform-convergence +argument as upper pre-front margins. -/ +theorem eventually_front_lt_on_compact_image + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) + (hF : ContinuousOn F upperHalfPlane) + (hFconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ) (hU : IsOpen U) + (hp : ContinuousOn p U) (hpconv : TendstoLocallyUniformlyOn pₙ p atTop U) + (K : Set ℂ) (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) + (hKU : F '' K ⊆ U) (q : ℝ) (hbound : ∀ z ∈ K, q < p (F z)) : + ∀ᶠ n in atTop, ∀ z ∈ K, q < pₙ n (Fₙ n z) := by + have hnegconv : TendstoLocallyUniformlyOn (fun n z => -pₙ n z) (fun z => -p z) atTop U := + hpconv.neg + have hh := eventually_front_lt_on_compact Fₙ F hF hFconv + (fun n z => -pₙ n z) (fun z => -p z) U hU hp.neg hnegconv K hK hKH hKU (-q) + (fun z hz => neg_lt_neg (hbound z hz)) + filter_upwards [hh] with n hn z hz + exact neg_lt_neg_iff.mp (hn z hz) + +/-- Retained endpoint margins construct the actual finite first-front stop. +The positive stopped sausage bound therefore needs no assumed front-stop fact. -/ +theorem retained_tube_firstFront_sausage_mass + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (hSLE : IsOrdinaryChordalSLE κ (fun ω => f ω) P) + (σ : Ω → ℝ≥0) (hσ : Measurable σ) + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hF : DifferentiableOn ℂ F upperHalfPlane) + (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (O W : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) + (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ) (hU : IsOpen U) + (hp : ContinuousOn p U) (hpn : ∀ n, ContinuousOn (pₙ n) U) + (hpconv : TendstoLocallyUniformlyOn pₙ p atTop U) + (hFOU : MapsTo F O U) (hW : W ⊆ {z | 1 < p (F z)}) + (E : Set Ω) (hE : MeasurableSet E) + (htube : E ⊆ stoppedPhysicalTube (fun ω => f ω) σ O W) + (hstart : ∀ ω ∈ E, p (F (f ω (σ ω))) < 1 / 3) + (R : Set ℂ) (hR : IsOpen R) + (hmiddle : ∀ z ∈ O, 1 / 3 < p (F z) → p (F z) < 2 / 3 → F z ∈ R) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) + (η : ℕ → Ω → ℝ≥0 → ℂ) (Rₙ : ℕ → Set ℂ) + (hregion : ∀ᶠ n in atTop, R ⊆ Rₙ n) + (G : ℕ → Set Ω) (q : ℝ) (hq : 0 < q) + (hG : ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P (G n ∩ E)) + (hη : ∀ n, ∀ᵐ ω ∂P, ∀ t : ℝ≥0, σ ω ≤ t → f ω t ∈ upperHalfPlane → + η n ω t = Fₙ n (f ω t)) + (hηc : ∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) + (hearly : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E → + MapsTo (η n ω) (Icc 0 (σ ω)) U ∧ + ∀ t ∈ Icc 0 (σ ω), pₙ n (η n ω t) < 1) : + ∃ a : ℝ, 0 < a ∧ ∀ᶠ n in atTop, + ENNReal.ofReal (q / 4) ≤ P {ω | ω ∈ G n ∩ E ∧ ENNReal.ofReal a ≤ + segmentSausageCharge κ (η n ω) (σ ω) (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by + let progress := fun z => p (F z) + have hprogress : ContinuousOn progress O := + hp.comp (hF.continuousOn.mono hOH) hFOU + obtain ⟨K, M, L, N, hK, hM, hL, hN, hDm, hcover⟩ := + stopped_tube_retained_cover f hf σ hσ O W hO hOH progress hprogress hW E htube hstart + let D : ℕ → Set Ω := fun i => retainedPassageCertificate f σ K M L N + (beyondFrontRegion O progress) (enumerateRetainedPassage i) + let Q : ℕ → Set ℂ := fun i => M (enumerateRetainedPassage i).1.2.2.1 + let J : ℕ → ℝ≥0 × ℝ≥0 := fun i => + (intervalStart (enumerateRetainedPassage i).1, intervalEnd (enumerateRetainedPassage i).1) + have hQ : ∀ i, IsCompact (Q i) := fun i => (hM _).1 + have hQH : ∀ i, Q i ⊆ upperHalfPlane := fun i z hz => hOH ((hM _).2 hz).1 + have hQR : ∀ i, F '' Q i ⊆ R := by + rintro i _ ⟨z, hz, rfl⟩ + have hh := (hM _).2 hz + exact hmiddle z hh.1 hh.2.1 hh.2.2 + have hJ : ∀ i, (J i).1 < (J i).2 := fun i => intervalStart_lt_end _ + have hD : ∀ i, MeasurableSet (D i) := fun i => hDm _ + have hnull : P (E \ ⋃ i, D i) = 0 := by + rw [sdiff_eq_empty.mpr (nat_retained_cover f σ K M L N _ E hcover), measure_empty] + have hretain : ∀ i ω, ω ∈ D i → + (fun t => f ω t) '' Icc (J i).1 (J i).2 ⊆ Q i := by + intro i ω hω + exact hω.1.2.2.2.1.image_subset + have hwindow : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E ∩ D i → + σ ω ≤ (J i).1 ∧ (J i).2 ≤ frontTime (fun t => pₙ n (η n ω t)) 1 ∧ + EqOn (η n ω) (fun u => Fₙ n (f ω u)) (Icc (J i).1 (J i).2) := by + intro i + let j := enumerateRetainedPassage i + have hLH : L j.1.2.2.2 ⊆ upperHalfPlane := fun z hz => hOH ((hL _).2 hz).1 + have hLU : F '' L j.1.2.2.2 ⊆ U := by + rintro _ ⟨z, hz, rfl⟩ + exact hFOU ((hL _).2 hz).1 + have hlt := eventually_front_lt_on_compact Fₙ F hF.continuousOn hconv pₙ p U hU hp hpconv + (L j.1.2.2.2) (hL _).1 hLH hLU (2 / 3) (fun z hz => ((hL _).2 hz).2) + have hKH : K j.1.2.1 ⊆ upperHalfPlane := fun z hz => hOH ((hK _).2 hz) + have hKU : F '' K j.1.2.1 ⊆ U := by + rintro _ ⟨z, hz, rfl⟩ + exact hFOU ((hK _).2 hz) + have himage := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn + (K j.1.2.1) (hK _).1 hKH U hU hKU + have hNH : N j.2 ⊆ upperHalfPlane := fun z hz => hOH ((hN _).2 hz).1 + have hNU : F '' N j.2 ⊆ U := by + rintro _ ⟨z, hz, rfl⟩ + exact hFOU ((hN _).2 hz).1 + have hgt := eventually_front_lt_on_compact_image Fₙ F hF.continuousOn hconv pₙ p U hU + hp hpconv (N j.2) (hN _).1 hNH hNU 1 (fun z hz => ((hN _).2 hz).2) + filter_upwards [hlt, hgt, himage, hearly] with n hnL hnN hnK hearlyn + filter_upwards [hη n, hηc n, hearlyn] with ω hηω hηcω hearlyω + intro hω + have hDi : ω ∈ retainedPassageCertificate f σ K M L N + (beyondFrontRegion O progress) j := hω.2 + obtain ⟨⟨hσs, _, hfull, hmid, hlow⟩, hend⟩ := hDi + obtain ⟨hearlyU, hearlylt⟩ := hearlyω hω.1 + have hpathU : MapsTo (η n ω) (Icc 0 (passageEnd j.1)) U := by + intro t ht + by_cases hts : t ≤ σ ω + · exact hearlyU ⟨bot_le, hts⟩ + · have hst : σ ω ≤ t := (lt_of_not_ge hts).le + have hmem := hfull.2 ⟨hst, ht.2⟩ + rw [hηω t hst (hKH hmem)] + exact hnK (mem_image_of_mem (Fₙ n) hmem) + have hc : ContinuousOn (fun t => pₙ n (η n ω t)) (Icc 0 (passageEnd j.1)) := + (hpn n).comp hηcω.continuousOn hpathU + have hprefix : ∀ t ∈ Icc (σ ω) (intervalEnd j.1), pₙ n (η n ω t) < 1 := by + intro t ht + have hmem := hlow.2 ht + rw [hηω t ht.1 (hLH hmem)] + exact (hnL _ hmem).trans (by norm_num) + have hendgt : 1 < pₙ n (η n ω (passageEnd j.1)) := by + have hmem := hfull.2 ⟨hfull.1, le_rfl⟩ + rw [hηω _ hfull.1 (hKH hmem)] + exact hnN _ hend + have hfront := frontTime_between (fun t => pₙ n (η n ω t)) 1 + (σ ω) (intervalEnd j.1) (passageEnd j.1) + (hσs.le.trans (intervalStart_lt_end _).le) (intervalEnd_lt_passageEnd _) + hc hearlylt hprefix hendgt + refine ⟨hσs.le, hfront.2.1.le, ?_⟩ + intro t ht + exact hηω t (hσs.le.trans ht.1) (hOH ((hM _).2 (hmid ht)).1) + exact countable_stopped_mass_ae_window_eventually P κ hκ hκ8 (fun ω => f ω) hSLE + Fₙ F hFn hinj hF hne hconv Q hQ hQH R hR hQR J hJ E D hE hD hnull hretain + v hv hlim η (fun _ => σ) (fun n ω => frontTime (fun t => pₙ n (η n ω t)) 1) + Rₙ hregion G q hq hG hwindow + + +end SLEExactGauge.FirstFrontPassage + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/GaugeBoundaryDischarge.lean b/lean/OAI/Probability/SLE/Gauge/GaugeBoundaryDischarge.lean index 61e25287a6a813baea2cba3f5a29ec414924e4b3..2c57810bcd79a74a4afd124eadd61d1293ba355b 100644 --- a/lean/OAI/Probability/SLE/Gauge/GaugeBoundaryDischarge.lean +++ b/lean/OAI/Probability/SLE/Gauge/GaugeBoundaryDischarge.lean @@ -1,28 +1,28 @@ -import OAI.Probability.SLE.Gauge.GaugeConformalReduction -import OAI.Probability.SLE.Geometry.ActualFiniteBoundaryExtension - -namespace OAI - -/-! The exact explicit-gauge theorem using continuous finite boundary extensions. -/ -noncomputable section -open Set _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -theorem ordinary_explicit_mainConclusion_of_support_crosscut_exit - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0<κ) (hκ8 : κ<8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (hsupport : PublishedGeometricTubeSupport P γ) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) : - MainConclusion P (explicitGauge κ) γ := - ordinary_explicit_mainConclusion_of_boundary_support_crosscut_exit P κ hκ hκ8 γ hSLE - actual_finiteLoewnerBoundaryExtension hsupport hstraight hexit - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.GaugeConformalReduction +import OAI.Probability.SLE.Geometry.ActualFiniteBoundaryExtension + +namespace OAI + +/-! The exact explicit-gauge theorem using continuous finite boundary extensions. -/ +noncomputable section +open Set _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem ordinary_explicit_mainConclusion_of_support_crosscut_exit + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hsupport : PublishedGeometricTubeSupport P γ) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) : + MainConclusion P (explicitGauge κ) γ := + ordinary_explicit_mainConclusion_of_boundary_support_crosscut_exit P κ hκ hκ8 γ hSLE + actual_finiteLoewnerBoundaryExtension hsupport hstraight hexit + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/GaugeCompletion.lean b/lean/OAI/Probability/SLE/Gauge/GaugeCompletion.lean index 1e0d3f38b774c97a8d0f6c952869466b12cce272..a41df62bf44e2553c63c5b576786d3404d7af373 100644 --- a/lean/OAI/Probability/SLE/Gauge/GaugeCompletion.lean +++ b/lean/OAI/Probability/SLE/Gauge/GaugeCompletion.lean @@ -1,217 +1,217 @@ -import OAI.Probability.SLE.Gauge.ExactGaugeComparison - -namespace OAI - -/-! Continuous monotone completions of the explicit and exponent-one log-log gauges. -/ - -noncomputable section - -open Set Filter MeasureTheory -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -namespace GaugeCompletion - -def cutoff : ℝ := Real.exp 1 - -def tailProfile (d q x : ℝ) : ℝ := Real.exp (-d * x) * (Real.log x) ^ q - -def completed (d q r : ℝ) : ℝ := - if r ≤ 0 then 0 else tailProfile d q (max cutoff (Real.log (1 / r))) - -lemma cutoff_one_lt : 1 < cutoff := Real.one_lt_exp_iff.mpr zero_lt_one - -lemma cutoff_pos : 0 < cutoff := Real.exp_pos 1 - -lemma log_one_le {x : ℝ} (hx : cutoff ≤ x) : 1 ≤ Real.log x := by - simpa only [cutoff, Real.log_exp] using Real.log_le_log cutoff_pos hx - -lemma tailProfile_pos {d q x : ℝ} (hx : cutoff ≤ x) : 0 < tailProfile d q x := by - exact mul_pos (Real.exp_pos _) (Real.rpow_pos_of_pos (zero_lt_one.trans_le (log_one_le hx)) _) - -lemma tailProfile_continuousAt {d q x : ℝ} (hx : cutoff ≤ x) : - ContinuousAt (tailProfile d q) x := by - have hxp : 0 < x := cutoff_pos.trans_le hx - have hlp : 0 < Real.log x := zero_lt_one.trans_le (log_one_le hx) - exact (Real.continuous_exp.continuousAt.comp (continuousAt_const.mul continuousAt_id)).mul - ((Real.continuousAt_log hxp.ne').rpow_const (Or.inl hlp.ne')) - -lemma tailProfile_hasDerivAt {d q x : ℝ} (hx : cutoff ≤ x) : - HasDerivAt (tailProfile d q) - (Real.exp (-d * x) * (Real.log x) ^ (q - 1) * - (q / x - d * Real.log x)) x := by - have hxp : 0 < x := cutoff_pos.trans_le hx - have hlp : 0 < Real.log x := zero_lt_one.trans_le (log_one_le hx) - have he := ((hasDerivAt_id x).const_mul (-d)).exp - have hl := (Real.hasDerivAt_log hxp.ne').rpow_const (p := q) (Or.inl hlp.ne') - convert he.mul hl using 1 <;> try rfl - simp only [id_eq] - rw [Real.rpow_sub_one hlp.ne'] - field_simp - ring - -lemma tailProfile_antitoneOn {d q : ℝ} (hd : 1 ≤ d) (hq : q ≤ 1) : - AntitoneOn (tailProfile d q) (Ici cutoff) := by - apply antitoneOn_of_hasDerivWithinAt_nonpos (convex_Ici _) - (fun x hx => (tailProfile_continuousAt hx).continuousWithinAt) - (fun x hx => (tailProfile_hasDerivAt (interior_subset hx)).hasDerivWithinAt) - intro x hx - have hxc : cutoff ≤ x := interior_subset hx - have hxp : 0 < x := cutoff_pos.trans_le hxc - have hx1 : 1 ≤ x := cutoff_one_lt.le.trans hxc - have hl : 1 ≤ Real.log x := log_one_le hxc - have hdlog : 1 ≤ d * Real.log x := by - nlinarith [mul_nonneg (sub_nonneg.mpr hd) (sub_nonneg.mpr hl)] - have hdiv : q / x ≤ 1 := (div_le_one hxp).mpr (hq.trans hx1) - exact mul_nonpos_of_nonneg_of_nonpos (by positivity) (by linarith) - -lemma tailProfile_tendsto_zero {d q : ℝ} (hd : 0 < d) (hq : q ≤ 1) : - Tendsto (tailProfile d q) atTop (𝓝 0) := by - have hu : Tendsto (fun x : ℝ => x * Real.exp (-d * x)) atTop (𝓝 0) := by - simpa only [Real.rpow_one] using tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 1 d hd - apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds hu - · filter_upwards [eventually_ge_atTop cutoff] with x hx - exact (tailProfile_pos hx).le - · filter_upwards [eventually_ge_atTop cutoff] with x hx - have hxp : 0 < x := cutoff_pos.trans_le hx - have hpow : (Real.log x) ^ q ≤ Real.log x := by - simpa only [Real.rpow_one] using - Real.rpow_le_rpow_of_exponent_le (log_one_le hx) hq - change Real.exp (-d * x) * (Real.log x) ^ q ≤ _ - rw [mul_comm (Real.exp (-d * x))] - exact mul_le_mul_of_nonneg_right (hpow.trans (Real.log_le_self hxp.le)) - (Real.exp_pos _).le - -lemma log_inv_tendsto_atTop : - Tendsto (fun r : ℝ => Real.log (1 / r)) (𝓝[>] 0) atTop := by - simpa only [one_div, Function.comp_def] using - Real.tendsto_log_atTop.comp tendsto_inv_nhdsGT_zero - -@[simp] lemma completed_zero (d q : ℝ) : completed d q 0 = 0 := by - simp [completed] - -lemma completed_eq_tail_eventually (d q : ℝ) : - completed d q =ᶠ[𝓝[>] 0] fun r => tailProfile d q (Real.log (1 / r)) := by - filter_upwards [self_mem_nhdsWithin, - log_inv_tendsto_atTop.eventually (eventually_ge_atTop cutoff)] with r hr hx - have hrp : 0 < r := hr - simp only [completed, not_le.mpr hrp, ↓reduceIte, max_eq_right hx] - -lemma completed_tendsto_zero {d q : ℝ} (hd : 0 < d) (hq : q ≤ 1) : - Tendsto (completed d q) (𝓝[>] 0) (𝓝 0) := by - exact ((tailProfile_tendsto_zero hd hq).comp log_inv_tendsto_atTop).congr' - (completed_eq_tail_eventually d q).symm - -lemma completed_continuousAt_pos {d q r : ℝ} (hr : 0 < r) : - ContinuousAt (completed d q) r := by - have hc : ContinuousAt - (fun r : ℝ => tailProfile d q (max cutoff (Real.log (1 / r)))) r := by - have hg : ContinuousAt (fun r : ℝ => max cutoff (Real.log (1 / r))) r := - continuousAt_const.max - ((continuousAt_const.div continuousAt_id hr.ne').log (one_div_ne_zero hr.ne')) - exact ContinuousAt.comp (g := tailProfile d q) - (f := fun r : ℝ => max cutoff (Real.log (1 / r))) - (tailProfile_continuousAt (show cutoff ≤ max cutoff (Real.log (1 / r)) - from le_max_left _ _)) hg - apply hc.congr_of_eventuallyEq - filter_upwards [Ioi_mem_nhds hr] with x hx - have hxp : 0 < x := hx - simp [completed, not_le.mpr hxp] - -lemma completed_monotoneOn {d q : ℝ} (hd : 1 ≤ d) (hq : q ≤ 1) : - MonotoneOn (completed d q) (Ici 0) := by - intro r hr s hs hrs - by_cases hrz : r = 0 - · subst r - rw [completed_zero] - by_cases hsz : s = 0 - · subst s - simp - · have hsp : 0 < s := lt_of_le_of_ne hs (Ne.symm hsz) - simp only [completed, not_le.mpr hsp, ↓reduceIte] - exact (tailProfile_pos (le_max_left _ _)).le - · have hrp : 0 < r := lt_of_le_of_ne hr (Ne.symm hrz) - have hsp : 0 < s := hrp.trans_le hrs - simp only [completed, not_le.mpr hrp, not_le.mpr hsp, ↓reduceIte] - apply (tailProfile_antitoneOn hd hq) - (show cutoff ≤ max cutoff (Real.log (1 / s)) from le_max_left _ _) - (show cutoff ≤ max cutoff (Real.log (1 / r)) from le_max_left _ _) - apply max_le_max_left - exact Real.log_le_log (one_div_pos.mpr hsp) - (one_div_le_one_div_of_le hrp hrs) - -theorem completed_isGauge {d q : ℝ} (hd : 1 ≤ d) (hq : q ≤ 1) : - IsGauge (completed d q) := by - refine ⟨?_, completed_monotoneOn hd hq, completed_zero d q, ?_⟩ - · intro r hr - obtain rfl | hrp := (show 0 ≤ r from hr).eq_or_lt - · apply continuousWithinAt_Ioi_iff_Ici.mp - simpa only [ContinuousWithinAt, completed_zero] using - completed_tendsto_zero (zero_lt_one.trans_le hd) hq - · exact (completed_continuousAt_pos hrp).continuousWithinAt - · intro r hr - simp only [completed, not_le.mpr hr, ↓reduceIte] - exact tailProfile_pos (le_max_left _ _) - -lemma tailProfile_log_inv {d q r : ℝ} (hr : 0 < r) : - tailProfile d q (Real.log (1 / r)) = - r ^ d * (Real.log (Real.log (1 / r))) ^ q := by - unfold tailProfile - congr 1 - rw [Real.rpow_def_of_pos hr] - congr 1 - simp only [one_div, Real.log_inv] - ring - -lemma completed_small_formula (d q : ℝ) : - completed d q =ᶠ[𝓝[>] 0] - fun r => r ^ d * (Real.log (Real.log (1 / r))) ^ q := by - filter_upwards [completed_eq_tail_eventually d q, self_mem_nhdsWithin] with r he hr - exact he.trans (tailProfile_log_inv hr) - -end GaugeCompletion - -/-- A fixed, deterministic continuous nondecreasing completion of the explicit -exact Hausdorff gauge. -/ -def explicitGauge (κ : ℝ) : ℝ → ℝ := - GaugeCompletion.completed (dimension κ) (codimension κ / 2) - -/-- A deterministic completion of the exponent-one log-log gauge proposed by -Schramm. -/ -def schrammGauge (κ : ℝ) : ℝ → ℝ := - GaugeCompletion.completed (dimension κ) 1 - -theorem explicitGauge_isGauge {κ : ℝ} (hκ : 0 < κ) : IsGauge (explicitGauge κ) := by - apply GaugeCompletion.completed_isGauge - · dsimp [dimension] - linarith - · dsimp [codimension, dimension] - linarith - -theorem explicitGauge_small_formula (κ : ℝ) : - HasSmallRadiusFormula (explicitGauge κ) (hFormula κ) := - GaugeCompletion.completed_small_formula _ _ - -theorem schrammGauge_isGauge {κ : ℝ} (hκ : 0 < κ) : IsGauge (schrammGauge κ) := by - apply GaugeCompletion.completed_isGauge - · dsimp [dimension] - linarith - · exact le_rfl - -theorem schrammGauge_small_formula (κ : ℝ) : - HasSmallRadiusFormula (schrammGauge κ) (gFormula κ) := by - change GaugeCompletion.completed (dimension κ) 1 =ᶠ[𝓝[>] 0] - fun r => r ^ dimension κ * Real.log (Real.log (1 / r)) - simpa only [Real.rpow_one] using - GaugeCompletion.completed_small_formula (dimension κ) 1 - -theorem exists_explicitGauge {κ : ℝ} (hκ : 0 < κ) : - ∃ h : ℝ → ℝ, IsGauge h ∧ HasSmallRadiusFormula h (hFormula κ) := - ⟨explicitGauge κ, explicitGauge_isGauge hκ, explicitGauge_small_formula κ⟩ - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.ExactGaugeComparison + +namespace OAI + +/-! Continuous monotone completions of the explicit and exponent-one log-log gauges. -/ + +noncomputable section + +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +namespace GaugeCompletion + +def cutoff : ℝ := Real.exp 1 + +def tailProfile (d q x : ℝ) : ℝ := Real.exp (-d * x) * (Real.log x) ^ q + +def completed (d q r : ℝ) : ℝ := + if r ≤ 0 then 0 else tailProfile d q (max cutoff (Real.log (1 / r))) + +lemma cutoff_one_lt : 1 < cutoff := Real.one_lt_exp_iff.mpr zero_lt_one + +lemma cutoff_pos : 0 < cutoff := Real.exp_pos 1 + +lemma log_one_le {x : ℝ} (hx : cutoff ≤ x) : 1 ≤ Real.log x := by + simpa only [cutoff, Real.log_exp] using Real.log_le_log cutoff_pos hx + +lemma tailProfile_pos {d q x : ℝ} (hx : cutoff ≤ x) : 0 < tailProfile d q x := by + exact mul_pos (Real.exp_pos _) (Real.rpow_pos_of_pos (zero_lt_one.trans_le (log_one_le hx)) _) + +lemma tailProfile_continuousAt {d q x : ℝ} (hx : cutoff ≤ x) : + ContinuousAt (tailProfile d q) x := by + have hxp : 0 < x := cutoff_pos.trans_le hx + have hlp : 0 < Real.log x := zero_lt_one.trans_le (log_one_le hx) + exact (Real.continuous_exp.continuousAt.comp (continuousAt_const.mul continuousAt_id)).mul + ((Real.continuousAt_log hxp.ne').rpow_const (Or.inl hlp.ne')) + +lemma tailProfile_hasDerivAt {d q x : ℝ} (hx : cutoff ≤ x) : + HasDerivAt (tailProfile d q) + (Real.exp (-d * x) * (Real.log x) ^ (q - 1) * + (q / x - d * Real.log x)) x := by + have hxp : 0 < x := cutoff_pos.trans_le hx + have hlp : 0 < Real.log x := zero_lt_one.trans_le (log_one_le hx) + have he := ((hasDerivAt_id x).const_mul (-d)).exp + have hl := (Real.hasDerivAt_log hxp.ne').rpow_const (p := q) (Or.inl hlp.ne') + convert he.mul hl using 1 <;> try rfl + simp only [id_eq] + rw [Real.rpow_sub_one hlp.ne'] + field_simp + ring + +lemma tailProfile_antitoneOn {d q : ℝ} (hd : 1 ≤ d) (hq : q ≤ 1) : + AntitoneOn (tailProfile d q) (Ici cutoff) := by + apply antitoneOn_of_hasDerivWithinAt_nonpos (convex_Ici _) + (fun x hx => (tailProfile_continuousAt hx).continuousWithinAt) + (fun x hx => (tailProfile_hasDerivAt (interior_subset hx)).hasDerivWithinAt) + intro x hx + have hxc : cutoff ≤ x := interior_subset hx + have hxp : 0 < x := cutoff_pos.trans_le hxc + have hx1 : 1 ≤ x := cutoff_one_lt.le.trans hxc + have hl : 1 ≤ Real.log x := log_one_le hxc + have hdlog : 1 ≤ d * Real.log x := by + nlinarith [mul_nonneg (sub_nonneg.mpr hd) (sub_nonneg.mpr hl)] + have hdiv : q / x ≤ 1 := (div_le_one hxp).mpr (hq.trans hx1) + exact mul_nonpos_of_nonneg_of_nonpos (by positivity) (by linarith) + +lemma tailProfile_tendsto_zero {d q : ℝ} (hd : 0 < d) (hq : q ≤ 1) : + Tendsto (tailProfile d q) atTop (𝓝 0) := by + have hu : Tendsto (fun x : ℝ => x * Real.exp (-d * x)) atTop (𝓝 0) := by + simpa only [Real.rpow_one] using tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 1 d hd + apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds hu + · filter_upwards [eventually_ge_atTop cutoff] with x hx + exact (tailProfile_pos hx).le + · filter_upwards [eventually_ge_atTop cutoff] with x hx + have hxp : 0 < x := cutoff_pos.trans_le hx + have hpow : (Real.log x) ^ q ≤ Real.log x := by + simpa only [Real.rpow_one] using + Real.rpow_le_rpow_of_exponent_le (log_one_le hx) hq + change Real.exp (-d * x) * (Real.log x) ^ q ≤ _ + rw [mul_comm (Real.exp (-d * x))] + exact mul_le_mul_of_nonneg_right (hpow.trans (Real.log_le_self hxp.le)) + (Real.exp_pos _).le + +lemma log_inv_tendsto_atTop : + Tendsto (fun r : ℝ => Real.log (1 / r)) (𝓝[>] 0) atTop := by + simpa only [one_div, Function.comp_def] using + Real.tendsto_log_atTop.comp tendsto_inv_nhdsGT_zero + +@[simp] lemma completed_zero (d q : ℝ) : completed d q 0 = 0 := by + simp [completed] + +lemma completed_eq_tail_eventually (d q : ℝ) : + completed d q =ᶠ[𝓝[>] 0] fun r => tailProfile d q (Real.log (1 / r)) := by + filter_upwards [self_mem_nhdsWithin, + log_inv_tendsto_atTop.eventually (eventually_ge_atTop cutoff)] with r hr hx + have hrp : 0 < r := hr + simp only [completed, not_le.mpr hrp, ↓reduceIte, max_eq_right hx] + +lemma completed_tendsto_zero {d q : ℝ} (hd : 0 < d) (hq : q ≤ 1) : + Tendsto (completed d q) (𝓝[>] 0) (𝓝 0) := by + exact ((tailProfile_tendsto_zero hd hq).comp log_inv_tendsto_atTop).congr' + (completed_eq_tail_eventually d q).symm + +lemma completed_continuousAt_pos {d q r : ℝ} (hr : 0 < r) : + ContinuousAt (completed d q) r := by + have hc : ContinuousAt + (fun r : ℝ => tailProfile d q (max cutoff (Real.log (1 / r)))) r := by + have hg : ContinuousAt (fun r : ℝ => max cutoff (Real.log (1 / r))) r := + continuousAt_const.max + ((continuousAt_const.div continuousAt_id hr.ne').log (one_div_ne_zero hr.ne')) + exact ContinuousAt.comp (g := tailProfile d q) + (f := fun r : ℝ => max cutoff (Real.log (1 / r))) + (tailProfile_continuousAt (show cutoff ≤ max cutoff (Real.log (1 / r)) + from le_max_left _ _)) hg + apply hc.congr_of_eventuallyEq + filter_upwards [Ioi_mem_nhds hr] with x hx + have hxp : 0 < x := hx + simp [completed, not_le.mpr hxp] + +lemma completed_monotoneOn {d q : ℝ} (hd : 1 ≤ d) (hq : q ≤ 1) : + MonotoneOn (completed d q) (Ici 0) := by + intro r hr s hs hrs + by_cases hrz : r = 0 + · subst r + rw [completed_zero] + by_cases hsz : s = 0 + · subst s + simp + · have hsp : 0 < s := lt_of_le_of_ne hs (Ne.symm hsz) + simp only [completed, not_le.mpr hsp, ↓reduceIte] + exact (tailProfile_pos (le_max_left _ _)).le + · have hrp : 0 < r := lt_of_le_of_ne hr (Ne.symm hrz) + have hsp : 0 < s := hrp.trans_le hrs + simp only [completed, not_le.mpr hrp, not_le.mpr hsp, ↓reduceIte] + apply (tailProfile_antitoneOn hd hq) + (show cutoff ≤ max cutoff (Real.log (1 / s)) from le_max_left _ _) + (show cutoff ≤ max cutoff (Real.log (1 / r)) from le_max_left _ _) + apply max_le_max_left + exact Real.log_le_log (one_div_pos.mpr hsp) + (one_div_le_one_div_of_le hrp hrs) + +theorem completed_isGauge {d q : ℝ} (hd : 1 ≤ d) (hq : q ≤ 1) : + IsGauge (completed d q) := by + refine ⟨?_, completed_monotoneOn hd hq, completed_zero d q, ?_⟩ + · intro r hr + obtain rfl | hrp := (show 0 ≤ r from hr).eq_or_lt + · apply continuousWithinAt_Ioi_iff_Ici.mp + simpa only [ContinuousWithinAt, completed_zero] using + completed_tendsto_zero (zero_lt_one.trans_le hd) hq + · exact (completed_continuousAt_pos hrp).continuousWithinAt + · intro r hr + simp only [completed, not_le.mpr hr, ↓reduceIte] + exact tailProfile_pos (le_max_left _ _) + +lemma tailProfile_log_inv {d q r : ℝ} (hr : 0 < r) : + tailProfile d q (Real.log (1 / r)) = + r ^ d * (Real.log (Real.log (1 / r))) ^ q := by + unfold tailProfile + congr 1 + rw [Real.rpow_def_of_pos hr] + congr 1 + simp only [one_div, Real.log_inv] + ring + +lemma completed_small_formula (d q : ℝ) : + completed d q =ᶠ[𝓝[>] 0] + fun r => r ^ d * (Real.log (Real.log (1 / r))) ^ q := by + filter_upwards [completed_eq_tail_eventually d q, self_mem_nhdsWithin] with r he hr + exact he.trans (tailProfile_log_inv hr) + +end GaugeCompletion + +/-- A fixed, deterministic continuous nondecreasing completion of the explicit +exact Hausdorff gauge. -/ +def explicitGauge (κ : ℝ) : ℝ → ℝ := + GaugeCompletion.completed (dimension κ) (codimension κ / 2) + +/-- A deterministic completion of the exponent-one log-log gauge proposed by +Schramm. -/ +def schrammGauge (κ : ℝ) : ℝ → ℝ := + GaugeCompletion.completed (dimension κ) 1 + +theorem explicitGauge_isGauge {κ : ℝ} (hκ : 0 < κ) : IsGauge (explicitGauge κ) := by + apply GaugeCompletion.completed_isGauge + · dsimp [dimension] + linarith + · dsimp [codimension, dimension] + linarith + +theorem explicitGauge_small_formula (κ : ℝ) : + HasSmallRadiusFormula (explicitGauge κ) (hFormula κ) := + GaugeCompletion.completed_small_formula _ _ + +theorem schrammGauge_isGauge {κ : ℝ} (hκ : 0 < κ) : IsGauge (schrammGauge κ) := by + apply GaugeCompletion.completed_isGauge + · dsimp [dimension] + linarith + · exact le_rfl + +theorem schrammGauge_small_formula (κ : ℝ) : + HasSmallRadiusFormula (schrammGauge κ) (gFormula κ) := by + change GaugeCompletion.completed (dimension κ) 1 =ᶠ[𝓝[>] 0] + fun r => r ^ dimension κ * Real.log (Real.log (1 / r)) + simpa only [Real.rpow_one] using + GaugeCompletion.completed_small_formula (dimension κ) 1 + +theorem exists_explicitGauge {κ : ℝ} (hκ : 0 < κ) : + ∃ h : ℝ → ℝ, IsGauge h ∧ HasSmallRadiusFormula h (hFormula κ) := + ⟨explicitGauge κ, explicitGauge_isGauge hκ, explicitGauge_small_formula κ⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/GaugeConformalReduction.lean b/lean/OAI/Probability/SLE/Gauge/GaugeConformalReduction.lean index 4f103dd311b45a31009f1d32c5f1ff7841665839..97e8125f0e3fbbf760720facd1675e06c3b25467 100644 --- a/lean/OAI/Probability/SLE/Gauge/GaugeConformalReduction.lean +++ b/lean/OAI/Probability/SLE/Gauge/GaugeConformalReduction.lean @@ -1,59 +1,59 @@ -import OAI.Probability.SLE.Gauge.GaugeTraceDischarge -import OAI.Probability.SLE.Geometry.HalfPlaneCompactnessFromGrowth -import OAI.Probability.SLE.Geometry.HalfPlaneCompactnessBloch -import OAI.Probability.SLE.Stochastic.PlanarDiskOpenness - -namespace OAI - -/-! The explicit gauge needs no independent normal-family input once -the disk growth estimate is available. -/ -noncomputable section -open Set _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -theorem ordinary_explicit_mainConclusion_of_boundary_support_crosscut_exit - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) : - MainConclusion P (explicitGauge κ) γ := - ordinary_explicit_mainConclusion_of_conformal_inputs P κ hκ hκ8 γ hSLE - actual_halfPlaneUnivalentCompactness hboundary hsupport actual_planarDiskOpenness hstraight hexit - -theorem ordinary_explicit_mainConclusion_of_geometric_inputs - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (hplanar : PublishedPlanarDiskOpenness) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) : - MainConclusion P (explicitGauge κ) γ := - ordinary_explicit_mainConclusion_of_conformal_inputs P κ hκ hκ8 γ hSLE - actual_halfPlaneUnivalentCompactness hboundary hsupport hplanar hstraight hexit - -theorem ordinary_explicit_mainConclusion_of_growth_and_geometric_inputs - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (hgrowth : PublishedDiskUnivalentGrowth) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (hplanar : PublishedPlanarDiskOpenness) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) : - MainConclusion P (explicitGauge κ) γ := - ordinary_explicit_mainConclusion_of_conformal_inputs P κ hκ hκ8 γ hSLE - (halfPlaneUnivalentCompactness_of_diskGrowth hgrowth) hboundary hsupport hplanar hstraight hexit - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.GaugeTraceDischarge +import OAI.Probability.SLE.Geometry.HalfPlaneCompactnessFromGrowth +import OAI.Probability.SLE.Geometry.HalfPlaneCompactnessBloch +import OAI.Probability.SLE.Stochastic.PlanarDiskOpenness + +namespace OAI + +/-! The explicit gauge needs no independent normal-family input once +the disk growth estimate is available. -/ +noncomputable section +open Set _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem ordinary_explicit_mainConclusion_of_boundary_support_crosscut_exit + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) : + MainConclusion P (explicitGauge κ) γ := + ordinary_explicit_mainConclusion_of_conformal_inputs P κ hκ hκ8 γ hSLE + actual_halfPlaneUnivalentCompactness hboundary hsupport actual_planarDiskOpenness hstraight hexit + +theorem ordinary_explicit_mainConclusion_of_geometric_inputs + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) : + MainConclusion P (explicitGauge κ) γ := + ordinary_explicit_mainConclusion_of_conformal_inputs P κ hκ hκ8 γ hSLE + actual_halfPlaneUnivalentCompactness hboundary hsupport hplanar hstraight hexit + +theorem ordinary_explicit_mainConclusion_of_growth_and_geometric_inputs + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hgrowth : PublishedDiskUnivalentGrowth) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) : + MainConclusion P (explicitGauge κ) γ := + ordinary_explicit_mainConclusion_of_conformal_inputs P κ hκ hκ8 γ hSLE + (halfPlaneUnivalentCompactness_of_diskGrowth hgrowth) hboundary hsupport hplanar hstraight hexit + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/GaugeCrosscutDischarge.lean b/lean/OAI/Probability/SLE/Gauge/GaugeCrosscutDischarge.lean index b45358fc73555d1ddcc10c68c9fec38bd93fa378..b48efe83e76b491adb52da593dafacf140cbfbe3 100644 --- a/lean/OAI/Probability/SLE/Gauge/GaugeCrosscutDischarge.lean +++ b/lean/OAI/Probability/SLE/Gauge/GaugeCrosscutDischarge.lean @@ -1,26 +1,26 @@ -import OAI.Probability.SLE.Gauge.GaugeExitDischarge -import OAI.Probability.SLE.Geometry.ActualCrosscutStraightening - -namespace OAI - -/-! The exact explicit-gauge theorem using relative crosscut straightening. -/ -noncomputable section -open Set _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -theorem ordinary_explicit_mainConclusion_of_support - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (hsupport : PublishedGeometricTubeSupport P γ) : - MainConclusion P (explicitGauge κ) γ := - ordinary_explicit_mainConclusion_of_support_crosscut P κ hκ hκ8 γ hSLE - hsupport actual_halfPlaneCrosscutStraightening - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.GaugeExitDischarge +import OAI.Probability.SLE.Geometry.ActualCrosscutStraightening + +namespace OAI + +/-! The exact explicit-gauge theorem using relative crosscut straightening. -/ +noncomputable section +open Set _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem ordinary_explicit_mainConclusion_of_support + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hsupport : PublishedGeometricTubeSupport P γ) : + MainConclusion P (explicitGauge κ) γ := + ordinary_explicit_mainConclusion_of_support_crosscut P κ hκ hκ8 γ hSLE + hsupport actual_halfPlaneCrosscutStraightening + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/GaugeEntrySmallness.lean b/lean/OAI/Probability/SLE/Gauge/GaugeEntrySmallness.lean index 396978b01c618f0da4c7b7096840ead76ff1c373..1f3adb30c424d4a6c5fd2e892c6d792c4c4cff5b 100644 --- a/lean/OAI/Probability/SLE/Gauge/GaugeEntrySmallness.lean +++ b/lean/OAI/Probability/SLE/Gauge/GaugeEntrySmallness.lean @@ -1,55 +1,55 @@ -import OAI.Probability.SLE.MomentGauge -import OAI.Probability.SLE.LoewnerCharts - -namespace OAI - -/-! All radii in a late prescribed batch are uniformly small. Hence every -marked point above a fixed height has a uniformly long initial radius clock. -/ - -noncomputable section -open Set Filter -open scoped Topology - -namespace SLEExactGauge.Target - -lemma entryRadius_le_batch_exp {κ : ℝ} (hκ : 0<κ) (W : WienerLaw) (e : Entry) : - entryRadius κ W e ≤ Real.exp (-(e.1:ℝ)^2) := by - unfold entryRadius - apply Real.exp_le_exp.mpr - have ha := internal_a_pos hκ - have hnonneg : 0≤2*a κ*(entryPosition κ W e:ℝ)*((batchLevel κ W e.1:ℝ)+(e.1:ℝ)) := by - positivity - linarith - -lemma radii_uniformly_small {κ : ℝ} (hκ : 0<κ) (W : WienerLaw) - (δ : ℝ) (hδ : 0<δ) : - ∃ N : ℕ, ∀ e : GaugeIndex κ W, N≤e.val.1 → radii κ W e<δ := by - obtain ⟨N,hN⟩ := exists_nat_gt (max 1 (-Real.log δ)) - refine ⟨N,?_⟩ - intro e he - have hNe : (N:ℝ)≤(e.val.1:ℝ) := Nat.cast_le.mpr he - have hn1 : (1:ℝ)≤(e.val.1:ℝ) := (le_max_left _ _).trans (hN.le.trans hNe) - have hlog : -Real.log δ < (e.val.1:ℝ) := (le_max_right _ _).trans_lt (hN.trans_le hNe) - apply (entryRadius_le_batch_exp hκ W e.val).trans_lt - rw [← Real.exp_log hδ] - apply Real.exp_lt_exp.mpr - nlinarith - -lemma uniform_marked_radius_gap {κ : ℝ} (hκ : 0<κ) (W : WienerLaw) - (η A L : ℝ) (hη : 0<η) (hA : 0 γ ω) a.G) := - a.canonical_mass_main hκ hκ8 actual_diskUnivalentGrowth - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Loewner.ActualDiskGrowth +import OAI.Probability.SLE.Gauge.GaugeTraceDischarge +import OAI.Probability.SLE.Multipoint.MultipointOrdinaryProbability +import OAI.Probability.SLE.Mass.CanonicalMassConstruction + +namespace OAI + +/-! The prescribed gauge, multipoint estimate, and canonical mass +construction for ordinary chordal SLE. -/ +noncomputable section +open Set _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem ordinary_prescribed_mainConclusion + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (W : Target.WienerLaw) (hW : Target.IsWiener W) : + MainConclusion P (Target.gauge κ W) γ := + ordinary_prescribed_mainConclusion_of_univalent_growth P κ hκ hκ8 γ hSLE + actual_diskUnivalentGrowth W hW + +theorem RegularSLEPresentation.physical_multipoint + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (hκ8 : κ < 8) + (m : ℕ) (J : ℂ → ℂ) (hJ : DifferentiableOn ℂ J upperHalfPlane) + (hJinj : InjOn J upperHalfPlane) (z : Fin m → ℂ) + (hz : ∀ i, z i ∈ upperHalfPlane) (hne : Function.Injective z) + (b e : Fin m → ℝ) (hb : ∀ i, 0 < b i) (he : ∀ i, 0 < e i) + (hbR : ∀ i, b i ≤ 2*(z i).im*‖deriv J (z i)‖) + (hsep : ∀ i j, i ≠ j → b i ≤ dist (J (z i)) (J (z j))) : + (P.comap (Subtype.val : a.samples → Ω)) + {ω | ∀ i, ∃ t : ℝ≥0, z i ∈ survivingDomain (γ ω) t ∧ + physicalConformalRadius J (a.G ω) t (z i) ≤ e i} ≤ + ENNReal.ofReal (multipointConstant κ m * ∏ i, min 1 ((e i/b i)^(1-κ/8))) := + a.physical_multipoint_main hκ hκ8 actual_diskUnivalentGrowth m J hJ hJinj z hz hne + b e hb he hbR hsep + +theorem RegularSLEPresentation.canonical_mass + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (hκ8 : κ < 8) : + Nonempty (Multipoint.CanonicalMass (P.comap (Subtype.val : a.samples → Ω)) κ a.B + (measurable_uncurry_of_continuous_of_measurable a.continuous_B a.measurable_B) + (fun ω => γ ω) a.G) := + a.canonical_mass_main hκ hκ8 actual_diskUnivalentGrowth + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/GaugeTailSum.lean b/lean/OAI/Probability/SLE/Gauge/GaugeTailSum.lean index 8940f2c066e126a69505ceeff9eb88a312480e0b..8a78450d575ef637fe530c3efacbb4027298744f 100644 --- a/lean/OAI/Probability/SLE/Gauge/GaugeTailSum.lean +++ b/lean/OAI/Probability/SLE/Gauge/GaugeTailSum.lean @@ -1,62 +1,62 @@ -import OAI.Probability.SLE.Geometry.FiniteLawTailENN - -namespace OAI - -/-! The prescribed gauge entries retain their multiplicities when tail -probabilities are summed. Cleanup entries occur exactly once per batch. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped ENNReal - -namespace SLEExactGauge.Target - -abbrev TailCode (κ : ℝ) (W : WienerLaw) := - ℕ ⊕ (Σ n : ℕ, Σ k : ℤ, Fin (multiplicity κ W (n+1) k)) - -def gaugeTailEquiv (κ : ℝ) (W : WienerLaw) : GaugeIndex κ W ≃ TailCode κ W where - toFun e := match h : e.val.2 with - | none => Sum.inl (e.val.1-1) - | some (k,j) => Sum.inr ⟨e.val.1-1,k,j,by - have hj := e.property.2 - rw [h] at hj - simpa only [Nat.sub_add_cancel e.property.1] using hj⟩ - invFun c := match c with - | Sum.inl n => ⟨(n+1,none),by simp [ValidEntry]⟩ - | Sum.inr ⟨n,k,j⟩ => ⟨(n+1,some (k,j.val)),by - exact ⟨by omega,j.isLt⟩⟩ - left_inv e := by - apply Subtype.ext - rcases e with ⟨⟨n,o⟩,hn,ho⟩ - cases o with - | none => simp only [Nat.sub_add_cancel hn] - | some p => rcases p with ⟨k,j⟩; simp only [Nat.sub_add_cancel hn] - right_inv c := by - cases c with - | inl n => simp - | inr p => rcases p with ⟨n,k,j⟩; simp - -lemma gauge_tail_sum_eq (κ : ℝ) (W : WienerLaw) (p : ℝ → ℝ≥0∞) : - (∑' e : GaugeIndex κ W, p (16*weights κ W e)) = - (∑' n : ℕ, p (16*((n:ℝ)+1))) + - ∑' n : ℕ, ∑' k : ℤ, (multiplicity κ W (n+1) k : ℝ≥0∞)* - p (16*MomentBatches.dyadic k) := by - rw [← (gaugeTailEquiv κ W).symm.tsum_eq (fun e => p (16*weights κ W e))] - rw [ENNReal.summable.tsum_sum ENNReal.summable] - congr 1 - · apply tsum_congr - intro n - simp [gaugeTailEquiv,weights,entryValue] - · rw [ENNReal.tsum_sigma'] - apply tsum_congr - intro n - rw [ENNReal.tsum_sigma'] - apply tsum_congr - intro k - simp [gaugeTailEquiv,weights,entryValue,MomentBatches.dyadic,tsum_fintype] - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Geometry.FiniteLawTailENN + +namespace OAI + +/-! The prescribed gauge entries retain their multiplicities when tail +probabilities are summed. Cleanup entries occur exactly once per batch. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge.Target + +abbrev TailCode (κ : ℝ) (W : WienerLaw) := + ℕ ⊕ (Σ n : ℕ, Σ k : ℤ, Fin (multiplicity κ W (n+1) k)) + +def gaugeTailEquiv (κ : ℝ) (W : WienerLaw) : GaugeIndex κ W ≃ TailCode κ W where + toFun e := match h : e.val.2 with + | none => Sum.inl (e.val.1-1) + | some (k,j) => Sum.inr ⟨e.val.1-1,k,j,by + have hj := e.property.2 + rw [h] at hj + simpa only [Nat.sub_add_cancel e.property.1] using hj⟩ + invFun c := match c with + | Sum.inl n => ⟨(n+1,none),by simp [ValidEntry]⟩ + | Sum.inr ⟨n,k,j⟩ => ⟨(n+1,some (k,j.val)),by + exact ⟨by omega,j.isLt⟩⟩ + left_inv e := by + apply Subtype.ext + rcases e with ⟨⟨n,o⟩,hn,ho⟩ + cases o with + | none => simp only [Nat.sub_add_cancel hn] + | some p => rcases p with ⟨k,j⟩; simp only [Nat.sub_add_cancel hn] + right_inv c := by + cases c with + | inl n => simp + | inr p => rcases p with ⟨n,k,j⟩; simp + +lemma gauge_tail_sum_eq (κ : ℝ) (W : WienerLaw) (p : ℝ → ℝ≥0∞) : + (∑' e : GaugeIndex κ W, p (16*weights κ W e)) = + (∑' n : ℕ, p (16*((n:ℝ)+1))) + + ∑' n : ℕ, ∑' k : ℤ, (multiplicity κ W (n+1) k : ℝ≥0∞)* + p (16*MomentBatches.dyadic k) := by + rw [← (gaugeTailEquiv κ W).symm.tsum_eq (fun e => p (16*weights κ W e))] + rw [ENNReal.summable.tsum_sum ENNReal.summable] + congr 1 + · apply tsum_congr + intro n + simp [gaugeTailEquiv,weights,entryValue] + · rw [ENNReal.tsum_sigma'] + apply tsum_congr + intro n + rw [ENNReal.tsum_sigma'] + apply tsum_congr + intro k + simp [gaugeTailEquiv,weights,entryValue,MomentBatches.dyadic,tsum_fintype] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/GaugeTraceDischarge.lean b/lean/OAI/Probability/SLE/Gauge/GaugeTraceDischarge.lean index 6e033354fc31e208a8811ed86d105996571df356..d95558f54abf523d97af2556bb7b8cde7cf54c5f 100644 --- a/lean/OAI/Probability/SLE/Gauge/GaugeTraceDischarge.lean +++ b/lean/OAI/Probability/SLE/Gauge/GaugeTraceDischarge.lean @@ -1,57 +1,57 @@ -import OAI.Probability.SLE.Loewner.CanonicalTraceDischarge -import OAI.Probability.SLE.Gauge.PrescribedPublishedMain -import OAI.Probability.SLE.Geometry.ExplicitInputDischarge - -namespace OAI - -/-! Exact gauge theorems using canonical trace generation and explicit -conformal hypotheses. -/ -noncomputable section -open Set _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -local instance gaugeTraceRealMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance gaugeTraceRealBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -theorem RegularSLEPresentation.canonical_driver_trace_generation - {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} - {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) - (hκ : 0 < κ) (hκ8 : κ < 8) : - PublishedTraceGeneration - ((P.comap (Subtype.val : a.samples → Ω)).map (sourceDriverPath a.B a.continuous_B)) - κ (fun t p => p t) := - canonical_driver_trace_generation_of_witness κ hκ hκ8 a.B a.brownian - a.measurable_B a.continuous_B a.zero_B (fun ω => γ ω) a.G a.F a.witness - -theorem ordinary_prescribed_mainConclusion_of_univalent_growth - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (hgrowth : PublishedDiskUnivalentGrowth) - (W : Target.WienerLaw) (hW : Target.IsWiener W) : - MainConclusion P (Target.gauge κ W) γ := - ordinary_prescribed_mainConclusion_of_published_inputs P κ hκ hκ8 γ hSLE hgrowth - ((ordinaryRegularPresentation hSLE).canonical_driver_trace_generation hκ hκ8) W hW - -theorem ordinary_explicit_mainConclusion_of_conformal_inputs - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (hcompact : PublishedHalfPlaneUnivalentCompactness) - (hboundary : PublishedFiniteLoewnerBoundaryExtension) - (hsupport : PublishedGeometricTubeSupport P γ) - (hplanar : PublishedPlanarDiskOpenness) - (hstraight : PublishedHalfPlaneCrosscutStraightening) - (hexit : PublishedHalfPlaneConformalExitLaw) : - MainConclusion P (explicitGauge κ) γ := - ordinary_explicit_mainConclusion_of_remaining_inputs P κ hκ hκ8 γ hSLE - ((ordinaryRegularPresentation hSLE).canonical_driver_trace_generation hκ hκ8) - hcompact hboundary hsupport hplanar hstraight hexit - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Loewner.CanonicalTraceDischarge +import OAI.Probability.SLE.Gauge.PrescribedPublishedMain +import OAI.Probability.SLE.Geometry.ExplicitInputDischarge + +namespace OAI + +/-! Exact gauge theorems using canonical trace generation and explicit +conformal hypotheses. -/ +noncomputable section +open Set _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance gaugeTraceRealMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance gaugeTraceRealBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem RegularSLEPresentation.canonical_driver_trace_generation + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (hκ8 : κ < 8) : + PublishedTraceGeneration + ((P.comap (Subtype.val : a.samples → Ω)).map (sourceDriverPath a.B a.continuous_B)) + κ (fun t p => p t) := + canonical_driver_trace_generation_of_witness κ hκ hκ8 a.B a.brownian + a.measurable_B a.continuous_B a.zero_B (fun ω => γ ω) a.G a.F a.witness + +theorem ordinary_prescribed_mainConclusion_of_univalent_growth + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hgrowth : PublishedDiskUnivalentGrowth) + (W : Target.WienerLaw) (hW : Target.IsWiener W) : + MainConclusion P (Target.gauge κ W) γ := + ordinary_prescribed_mainConclusion_of_published_inputs P κ hκ hκ8 γ hSLE hgrowth + ((ordinaryRegularPresentation hSLE).canonical_driver_trace_generation hκ hκ8) W hW + +theorem ordinary_explicit_mainConclusion_of_conformal_inputs + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) : + MainConclusion P (explicitGauge κ) γ := + ordinary_explicit_mainConclusion_of_remaining_inputs P κ hκ hκ8 γ hSLE + ((ordinaryRegularPresentation hSLE).canonical_driver_trace_generation hκ hκ8) + hcompact hboundary hsupport hplanar hstraight hexit + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/GoodGridRestriction.lean b/lean/OAI/Probability/SLE/Gauge/GoodGridRestriction.lean index dd7698835793e87007a64ca156b9885dabfe87ed..02bd6e36f2c7f991b4d012bf8cc897ce87691530 100644 --- a/lean/OAI/Probability/SLE/Gauge/GoodGridRestriction.lean +++ b/lean/OAI/Probability/SLE/Gauge/GoodGridRestriction.lean @@ -1,133 +1,133 @@ -import OAI.Probability.SLE.Gauge.PrescribedGridLower - -namespace OAI - -/-! Summable bad-cell mass leaves positive restrictions satisfying every -sufficiently late prescribed-grid bound. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -def badGridCells (μ : Measure ℂ) (r H : ℝ) : Set ℂ := - ⋃ i : ℤ×ℤ, if ENNReal.ofReal H < μ (closedBall (coverGridCenter r i) (2*r)) then - closedBall (coverGridCenter r i) (2*r) else ∅ - -lemma measurableSet_badGridCells (μ : Measure ℂ) (r H : ℝ) : - MeasurableSet (badGridCells μ r H) := by - classical - apply MeasurableSet.iUnion - intro i - split_ifs <;> simp only [measurableSet_closedBall,MeasurableSet.empty] - -def prescribedBadGrid (μ : Measure ℂ) (κ : ℝ) (W : Target.WienerLaw) (D : ℝ) - (e : Target.GaugeIndex κ W) : Set ℂ := - badGridCells μ (Target.radii κ W e) - (D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ) - -def prescribedGoodGrid (μ : Measure ℂ) (κ : ℝ) (W : Target.WienerLaw) (D : ℝ) - (N : ℕ) : Set ℂ := - ⋂ e : Target.GaugeIndex κ W, - if N ≤ e.val.1 then (prescribedBadGrid μ κ W D e)ᶜ else univ - -lemma measurableSet_prescribedGoodGrid (μ : Measure ℂ) (κ : ℝ) - (W : Target.WienerLaw) (D : ℝ) (N : ℕ) : - MeasurableSet (prescribedGoodGrid μ κ W D N) := by - classical - apply MeasurableSet.iInter - intro e - split_ifs - · exact (measurableSet_badGridCells _ _ _).compl - · exact MeasurableSet.univ - -lemma ae_mem_prescribedGoodGrid_of_summable - (μ : Measure ℂ) (κ : ℝ) (W : Target.WienerLaw) (D : ℝ) - (hsum : (∑' e : Target.GaugeIndex κ W, μ (prescribedBadGrid μ κ W D e)) ≠ ∞) : - ∀ᵐ x ∂μ, ∃ N : ℕ, x ∈ prescribedGoodGrid μ κ W D N := by - classical - filter_upwards [ae_finite_setOfPred_mem hsum] with x hx - obtain ⟨N,hN⟩ := (hx.image (fun e => e.val.1)).bddAbove - refine ⟨N+1,mem_iInter.mpr ?_⟩ - intro e - by_cases he : N+1 ≤ e.val.1 - · rw [ite_eq_left he] - intro hbad - have hh := hN (mem_image_of_mem (fun e : Target.GaugeIndex κ W => e.val.1) hbad) - omega - · rw [ite_eq_right he] - trivial - -lemma exists_positive_prescribedGoodGrid - (μ : Measure ℂ) (κ : ℝ) (W : Target.WienerLaw) (D : ℝ) - (hsum : (∑' e : Target.GaugeIndex κ W, μ (prescribedBadGrid μ κ W D e)) ≠ ∞) - (E : Set ℂ) (hE : 0 < μ E) : - ∃ N : ℕ, 0 < μ (E ∩ prescribedGoodGrid μ κ W D N) := by - by_contra! hn - have hz : μ (⋃ N : ℕ, E ∩ prescribedGoodGrid μ κ W D N)=0 := - measure_iUnion_null (fun N => le_zero_iff.mp (hn N)) - have he : E =ᵐ[μ] ⋃ N : ℕ, E ∩ prescribedGoodGrid μ κ W D N := by - filter_upwards [ae_mem_prescribedGoodGrid_of_summable μ κ W D hsum] with x hx - obtain ⟨N,hN⟩ := hx - apply propext - constructor - · intro hEx - exact mem_iUnion.mpr ⟨N,hEx,hN⟩ - · intro hEx - obtain ⟨_,hEx,_⟩ := mem_iUnion.mp hEx - exact hEx - exact hE.ne' ((measure_congr he).trans hz) - -lemma prescribedGoodGrid_cell_bound - (μ : Measure ℂ) (κ : ℝ) (W : Target.WienerLaw) (D : ℝ) (N : ℕ) - (e : Target.Entry) (he : Target.ValidEntry κ W e) (hN : N ≤ e.1) (i : ℤ×ℤ) : - (μ.restrict (prescribedGoodGrid μ κ W D N)) - (closedBall (coverGridCenter (Target.entryRadius κ W e) i) (2*Target.entryRadius κ W e)) ≤ - ENNReal.ofReal (D*Target.entryValue e*(Target.entryRadius κ W e)^Target.d κ) := by - classical - let Q := closedBall (coverGridCenter (Target.entryRadius κ W e) i) (2*Target.entryRadius κ W e) - let H := ENNReal.ofReal (D*Target.entryValue e*(Target.entryRadius κ W e)^Target.d κ) - change (μ.restrict (prescribedGoodGrid μ κ W D N)) Q ≤ H - by_cases hbad : H < μ Q - · have hd : Q ∩ prescribedGoodGrid μ κ W D N=∅ := by - apply eq_empty_iff_forall_notMem.mpr - rintro x ⟨hxQ,hxG⟩ - have hn := mem_iInter.mp hxG (⟨e,he⟩ : Target.GaugeIndex κ W) - rw [ite_eq_left hN] at hn - apply hn - apply mem_iUnion.mpr - refine ⟨i,?_⟩ - change x ∈ if H < μ Q then Q else ∅ - rw [ite_eq_left hbad] - exact hxQ - rw [Measure.restrict_apply measurableSet_closedBall,hd,measure_empty] - exact bot_le - · exact (Measure.restrict_le_self Q).trans (le_of_not_gt hbad) - -lemma positive_prescribed_hausdorff_of_summable_bad_mass - (μ : Measure ℂ) [IsFiniteMeasure μ] (κ : ℝ) (W : Target.WienerLaw) - (hg : Target.IsHausdorffGauge (Target.gauge κ W)) - (hm1 : 0 < Target.moment κ W 1) - (hJ : ∀ n : ℕ, 1 ≤ n → Target.moment κ W 1^n ≤ Target.moment κ W n) - (D : ℝ) (hD : 0 ≤ D) - (hsum : (∑' e : Target.GaugeIndex κ W, μ (prescribedBadGrid μ κ W D e)) ≠ ∞) - (E : Set ℂ) (hE : MeasurableSet E) (hpos : 0 < μ E) : - 0 < Target.hausdorff (Target.gauge κ W) E := by - obtain ⟨N,hN⟩ := exists_positive_prescribedGoodGrid μ κ W D hsum E hpos - let ν := μ.restrict (prescribedGoodGrid μ κ W D N) - obtain ⟨C,hC,hbound⟩ := prescribed_grid_mass_distribution ν κ W hg hm1 hJ N D hD - (prescribedGoodGrid_cell_bound μ κ W D N) - have hp : 0 < ν E := by - simpa only [ν,Measure.restrict_apply hE] using hN - have hb := hbound E - change ν E ≤ ENNReal.ofReal C*Target.hausdorff (Target.gauge κ W) E at hb - by_contra! hz - rw [le_zero_iff.mp hz,mul_zero] at hb - exact hp.not_ge hb - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedGridLower + +namespace OAI + +/-! Summable bad-cell mass leaves positive restrictions satisfying every +sufficiently late prescribed-grid bound. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def badGridCells (μ : Measure ℂ) (r H : ℝ) : Set ℂ := + ⋃ i : ℤ×ℤ, if ENNReal.ofReal H < μ (closedBall (coverGridCenter r i) (2*r)) then + closedBall (coverGridCenter r i) (2*r) else ∅ + +lemma measurableSet_badGridCells (μ : Measure ℂ) (r H : ℝ) : + MeasurableSet (badGridCells μ r H) := by + classical + apply MeasurableSet.iUnion + intro i + split_ifs <;> simp only [measurableSet_closedBall,MeasurableSet.empty] + +def prescribedBadGrid (μ : Measure ℂ) (κ : ℝ) (W : Target.WienerLaw) (D : ℝ) + (e : Target.GaugeIndex κ W) : Set ℂ := + badGridCells μ (Target.radii κ W e) + (D*Target.weights κ W e*(Target.radii κ W e)^Target.d κ) + +def prescribedGoodGrid (μ : Measure ℂ) (κ : ℝ) (W : Target.WienerLaw) (D : ℝ) + (N : ℕ) : Set ℂ := + ⋂ e : Target.GaugeIndex κ W, + if N ≤ e.val.1 then (prescribedBadGrid μ κ W D e)ᶜ else univ + +lemma measurableSet_prescribedGoodGrid (μ : Measure ℂ) (κ : ℝ) + (W : Target.WienerLaw) (D : ℝ) (N : ℕ) : + MeasurableSet (prescribedGoodGrid μ κ W D N) := by + classical + apply MeasurableSet.iInter + intro e + split_ifs + · exact (measurableSet_badGridCells _ _ _).compl + · exact MeasurableSet.univ + +lemma ae_mem_prescribedGoodGrid_of_summable + (μ : Measure ℂ) (κ : ℝ) (W : Target.WienerLaw) (D : ℝ) + (hsum : (∑' e : Target.GaugeIndex κ W, μ (prescribedBadGrid μ κ W D e)) ≠ ∞) : + ∀ᵐ x ∂μ, ∃ N : ℕ, x ∈ prescribedGoodGrid μ κ W D N := by + classical + filter_upwards [ae_finite_setOfPred_mem hsum] with x hx + obtain ⟨N,hN⟩ := (hx.image (fun e => e.val.1)).bddAbove + refine ⟨N+1,mem_iInter.mpr ?_⟩ + intro e + by_cases he : N+1 ≤ e.val.1 + · rw [ite_eq_left he] + intro hbad + have hh := hN (mem_image_of_mem (fun e : Target.GaugeIndex κ W => e.val.1) hbad) + omega + · rw [ite_eq_right he] + trivial + +lemma exists_positive_prescribedGoodGrid + (μ : Measure ℂ) (κ : ℝ) (W : Target.WienerLaw) (D : ℝ) + (hsum : (∑' e : Target.GaugeIndex κ W, μ (prescribedBadGrid μ κ W D e)) ≠ ∞) + (E : Set ℂ) (hE : 0 < μ E) : + ∃ N : ℕ, 0 < μ (E ∩ prescribedGoodGrid μ κ W D N) := by + by_contra! hn + have hz : μ (⋃ N : ℕ, E ∩ prescribedGoodGrid μ κ W D N)=0 := + measure_iUnion_null (fun N => le_zero_iff.mp (hn N)) + have he : E =ᵐ[μ] ⋃ N : ℕ, E ∩ prescribedGoodGrid μ κ W D N := by + filter_upwards [ae_mem_prescribedGoodGrid_of_summable μ κ W D hsum] with x hx + obtain ⟨N,hN⟩ := hx + apply propext + constructor + · intro hEx + exact mem_iUnion.mpr ⟨N,hEx,hN⟩ + · intro hEx + obtain ⟨_,hEx,_⟩ := mem_iUnion.mp hEx + exact hEx + exact hE.ne' ((measure_congr he).trans hz) + +lemma prescribedGoodGrid_cell_bound + (μ : Measure ℂ) (κ : ℝ) (W : Target.WienerLaw) (D : ℝ) (N : ℕ) + (e : Target.Entry) (he : Target.ValidEntry κ W e) (hN : N ≤ e.1) (i : ℤ×ℤ) : + (μ.restrict (prescribedGoodGrid μ κ W D N)) + (closedBall (coverGridCenter (Target.entryRadius κ W e) i) (2*Target.entryRadius κ W e)) ≤ + ENNReal.ofReal (D*Target.entryValue e*(Target.entryRadius κ W e)^Target.d κ) := by + classical + let Q := closedBall (coverGridCenter (Target.entryRadius κ W e) i) (2*Target.entryRadius κ W e) + let H := ENNReal.ofReal (D*Target.entryValue e*(Target.entryRadius κ W e)^Target.d κ) + change (μ.restrict (prescribedGoodGrid μ κ W D N)) Q ≤ H + by_cases hbad : H < μ Q + · have hd : Q ∩ prescribedGoodGrid μ κ W D N=∅ := by + apply eq_empty_iff_forall_notMem.mpr + rintro x ⟨hxQ,hxG⟩ + have hn := mem_iInter.mp hxG (⟨e,he⟩ : Target.GaugeIndex κ W) + rw [ite_eq_left hN] at hn + apply hn + apply mem_iUnion.mpr + refine ⟨i,?_⟩ + change x ∈ if H < μ Q then Q else ∅ + rw [ite_eq_left hbad] + exact hxQ + rw [Measure.restrict_apply measurableSet_closedBall,hd,measure_empty] + exact bot_le + · exact (Measure.restrict_le_self Q).trans (le_of_not_gt hbad) + +lemma positive_prescribed_hausdorff_of_summable_bad_mass + (μ : Measure ℂ) [IsFiniteMeasure μ] (κ : ℝ) (W : Target.WienerLaw) + (hg : Target.IsHausdorffGauge (Target.gauge κ W)) + (hm1 : 0 < Target.moment κ W 1) + (hJ : ∀ n : ℕ, 1 ≤ n → Target.moment κ W 1^n ≤ Target.moment κ W n) + (D : ℝ) (hD : 0 ≤ D) + (hsum : (∑' e : Target.GaugeIndex κ W, μ (prescribedBadGrid μ κ W D e)) ≠ ∞) + (E : Set ℂ) (hE : MeasurableSet E) (hpos : 0 < μ E) : + 0 < Target.hausdorff (Target.gauge κ W) E := by + obtain ⟨N,hN⟩ := exists_positive_prescribedGoodGrid μ κ W D hsum E hpos + let ν := μ.restrict (prescribedGoodGrid μ κ W D N) + obtain ⟨C,hC,hbound⟩ := prescribed_grid_mass_distribution ν κ W hg hm1 hJ N D hD + (prescribedGoodGrid_cell_bound μ κ W D N) + have hp : 0 < ν E := by + simpa only [ν,Measure.restrict_apply hE] using hN + have hb := hbound E + change ν E ≤ ENNReal.ofReal C*Target.hausdorff (Target.gauge κ W) E at hb + by_contra! hz + rw [le_zero_iff.mp hz,mul_zero] at hb + exact hp.not_ge hb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/LargerGaugeMain.lean b/lean/OAI/Probability/SLE/Gauge/LargerGaugeMain.lean index 365e7487d4fafa37388704232cf1fdd382a4c50a..734a29d2bcb4ad7c64c074d199e4b60eb0a9af1a 100644 --- a/lean/OAI/Probability/SLE/Gauge/LargerGaugeMain.lean +++ b/lean/OAI/Probability/SLE/Gauge/LargerGaugeMain.lean @@ -1,78 +1,78 @@ -import OAI.Probability.SLE.LowerPositivity -import OAI.Probability.SLE.Gauge.ExactGaugeComparison -import OAI.Probability.SLE.Gauge.GaugeCompletion - -namespace OAI - -/-! The larger-gauge corollary in the introduction of the explicit-gauge paper. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -/-- On one event, every positive-time compact SLE segment has non-sigma-finite -Hausdorff measure for Schramm's proposed exponent-one log-log gauge, by -comparison with the explicit gauge's positive Hausdorff measure. -/ -theorem larger_gauge_not_sigmaFinite_on_all_segments - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (h g : ℝ → ℝ) (hh : IsGauge h) (hg : IsGauge g) - (hf : HasSmallRadiusFormula h (hFormula κ)) - (gf : HasSmallRadiusFormula g (gFormula κ)) : - ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, 0 < s → s < t → - ¬ SigmaFinite ((hausdorffGauge g).restrict (segment (γ ω) s t)) := by - have hlo := sourceLowerMain_proved Ω inferInstance P inferInstance - κ hκ hκ8 γ hSLE h hh hf - filter_upwards [hlo] with ω hω s t hs hst - exact larger_logLog_gauge_not_sigmaFinite hκ hh hg hf gf (hω s t hs hst) - -/-- The same simultaneous event gives infinite total larger-gauge measure. -/ -theorem larger_gauge_infinite_on_all_segments - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) - (h g : ℝ → ℝ) (hh : IsGauge h) (hg : IsGauge g) - (hf : HasSmallRadiusFormula h (hFormula κ)) - (gf : HasSmallRadiusFormula g (gFormula κ)) : - ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, 0 < s → s < t → - hausdorffGauge g (segment (γ ω) s t) = ∞ := by - have hlo := sourceLowerMain_proved Ω inferInstance P inferInstance - κ hκ hκ8 γ hSLE h hh hf - filter_upwards [hlo] with ω hω s t hs hst - exact hausdorffGauge_larger_eq_top_of_positive hh hg - (gauge_ratio_tendsto_zero hκ hf gf) (hω s t hs hst) - -/-- The paper's larger-gauge corollary with deterministic gauges constructed -in Lean, so no existence or completion hypothesis remains. -/ -theorem schramm_gauge_not_sigmaFinite_on_all_segments - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) : - ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, 0 < s → s < t → - ¬ SigmaFinite ((hausdorffGauge (schrammGauge κ)).restrict - (segment (γ ω) s t)) := - larger_gauge_not_sigmaFinite_on_all_segments P κ hκ hκ8 γ hSLE - (explicitGauge κ) (schrammGauge κ) - (explicitGauge_isGauge hκ) (schrammGauge_isGauge hκ) - (explicitGauge_small_formula κ) (schrammGauge_small_formula κ) - -/-- Infinite total measure for the concrete exponent-one log-log gauge. -/ -theorem schramm_gauge_infinite_on_all_segments - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) : - ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, 0 < s → s < t → - hausdorffGauge (schrammGauge κ) (segment (γ ω) s t) = ∞ := - larger_gauge_infinite_on_all_segments P κ hκ hκ8 γ hSLE - (explicitGauge κ) (schrammGauge κ) - (explicitGauge_isGauge hκ) (schrammGauge_isGauge hκ) - (explicitGauge_small_formula κ) (schrammGauge_small_formula κ) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.LowerPositivity +import OAI.Probability.SLE.Gauge.ExactGaugeComparison +import OAI.Probability.SLE.Gauge.GaugeCompletion + +namespace OAI + +/-! The larger-gauge corollary in the introduction of the explicit-gauge paper. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +/-- On one event, every positive-time compact SLE segment has non-sigma-finite +Hausdorff measure for Schramm's proposed exponent-one log-log gauge, by +comparison with the explicit gauge's positive Hausdorff measure. -/ +theorem larger_gauge_not_sigmaFinite_on_all_segments + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (h g : ℝ → ℝ) (hh : IsGauge h) (hg : IsGauge g) + (hf : HasSmallRadiusFormula h (hFormula κ)) + (gf : HasSmallRadiusFormula g (gFormula κ)) : + ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, 0 < s → s < t → + ¬ SigmaFinite ((hausdorffGauge g).restrict (segment (γ ω) s t)) := by + have hlo := sourceLowerMain_proved Ω inferInstance P inferInstance + κ hκ hκ8 γ hSLE h hh hf + filter_upwards [hlo] with ω hω s t hs hst + exact larger_logLog_gauge_not_sigmaFinite hκ hh hg hf gf (hω s t hs hst) + +/-- The same simultaneous event gives infinite total larger-gauge measure. -/ +theorem larger_gauge_infinite_on_all_segments + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (h g : ℝ → ℝ) (hh : IsGauge h) (hg : IsGauge g) + (hf : HasSmallRadiusFormula h (hFormula κ)) + (gf : HasSmallRadiusFormula g (gFormula κ)) : + ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, 0 < s → s < t → + hausdorffGauge g (segment (γ ω) s t) = ∞ := by + have hlo := sourceLowerMain_proved Ω inferInstance P inferInstance + κ hκ hκ8 γ hSLE h hh hf + filter_upwards [hlo] with ω hω s t hs hst + exact hausdorffGauge_larger_eq_top_of_positive hh hg + (gauge_ratio_tendsto_zero hκ hf gf) (hω s t hs hst) + +/-- The paper's larger-gauge corollary with deterministic gauges constructed +in Lean, so no existence or completion hypothesis remains. -/ +theorem schramm_gauge_not_sigmaFinite_on_all_segments + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) : + ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, 0 < s → s < t → + ¬ SigmaFinite ((hausdorffGauge (schrammGauge κ)).restrict + (segment (γ ω) s t)) := + larger_gauge_not_sigmaFinite_on_all_segments P κ hκ hκ8 γ hSLE + (explicitGauge κ) (schrammGauge κ) + (explicitGauge_isGauge hκ) (schrammGauge_isGauge hκ) + (explicitGauge_small_formula κ) (schrammGauge_small_formula κ) + +/-- Infinite total measure for the concrete exponent-one log-log gauge. -/ +theorem schramm_gauge_infinite_on_all_segments + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) : + ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, 0 < s → s < t → + hausdorffGauge (schrammGauge κ) (segment (γ ω) s t) = ∞ := + larger_gauge_infinite_on_all_segments P κ hκ hκ8 γ hSLE + (explicitGauge κ) (schrammGauge κ) + (explicitGauge_isGauge hκ) (schrammGauge_isGauge hκ) + (explicitGauge_small_formula κ) (schrammGauge_small_formula κ) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/LocalAffinePassage.lean b/lean/OAI/Probability/SLE/Gauge/LocalAffinePassage.lean index 3d567906505e6a0d365b6fbae3d1e14e82662c50..c44372a40f855e8e27f2fd647298d860a4bd09f2 100644 --- a/lean/OAI/Probability/SLE/Gauge/LocalAffinePassage.lean +++ b/lean/OAI/Probability/SLE/Gauge/LocalAffinePassage.lean @@ -1,96 +1,96 @@ -import OAI.Probability.SLE.Gauge.RibbonPassageScaling -import OAI.Probability.SLE.Gauge.RibbonCoordinateLimit - -namespace OAI - -/-! Affine transport uses the progress coordinate only on the successful -physical envelope. This avoids imposing any condition on the arbitrary -off-image values of `coordinateInverse`. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -open FirstFrontPassage PassageSuccess FrontSuccessMeasurability RibbonCoordinates -open RibbonPassageScaling - -theorem frontSuccess_mass_eq_of_eqOn - {Ω : Type*} (η : ℕ → Ω → ℝ≥0 → ℂ) (p p' : ℕ → ℂ → ℝ) - (σ : Ω → ℝ≥0) (V : ℕ → Set ℂ) (a : ℕ → ℂ) (ε : ℝ) (n : ℕ) - (hpeq : EqOn (p n) (p' n) (V n)) (κ v c : ℝ) (R : Set ℂ) : - {ω | ω ∈ FrontSuccess η p σ V a ε n ∧ ENNReal.ofReal c ≤ - segmentSausageCharge κ (η n ω) (σ ω) - (frontTime (fun t => p n (η n ω t)) 1) v R} = - {ω | ω ∈ FrontSuccess η p' σ V a ε n ∧ ENNReal.ofReal c ≤ - segmentSausageCharge κ (η n ω) (σ ω) - (frontTime (fun t => p' n (η n ω t)) 1) v R} := by - have heq := frontSuccess_eq_of_eqOn η p p' σ V a ε n hpeq - ext ω - by_cases hω : ω ∈ FrontSuccess η p σ V a ε n - · have hω' := heq ▸ hω - have hs := hω - obtain ⟨hfirst, hhit, _, hpath, _⟩ := hω - have hfirst' := firstFrontTime_eq_of_prefix _ _ 1 _ hfirst hhit - (fun t ht => hpeq (hpath ht)) - have ht : frontTime (fun t => p' n (η n ω t)) 1 = - frontTime (fun t => p n (η n ω t)) 1 := by - simp only [frontTime, hfirst', WithTop.untopD_coe] - simp only [mem_ofPred_eq, hs, hω', true_and, ht] - · have hω' : ω ∉ FrontSuccess η p' σ V a ε n := by - simpa only [← heq] using hω - simp only [mem_ofPred_eq, hω, hω', false_and] - -def affineInverse (a : ℂ) (ell : ℝ) (z : ℂ) : ℂ := (z - a) / (ell : ℂ) - -theorem affineInverse_left (a : ℂ) {ell : ℝ} (hell : 0 < ell) (z : ℂ) : - affineInverse a ell (affine a ell z) = z := by - simp only [affineInverse, affine, add_sub_cancel_left] - exact mul_div_cancel_left₀ z (Complex.ofReal_ne_zero.mpr hell.ne') - -theorem frontSuccess_mass_probability_affine_local - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) - (η : ℕ → Ω → ℝ≥0 → ℂ) (p p' : ℕ → ℂ → ℝ) - (σ : Ω → ℝ≥0) (V : ℕ → Set ℂ) (b : ℕ → ℂ) (ε : ℝ) - (a : ℂ) {ell : ℝ} (hell : 0 < ell) (n : ℕ) - (hp : ∀ z ∈ V n, p' n (affine a ell z) = p n z) - (κ : ℝ) (R : Set ℂ) {v : ℝ} (hv : 0 < v) (c : ℝ) : - P {ω | ω ∈ FrontSuccess (fun j ω t => affine a ell (η j ω t)) p' σ - (fun j => affine a ell '' V j) (fun j => affine a ell (b j)) (ell * ε) n ∧ - ENNReal.ofReal (c * ell ^ dimension κ) ≤ - segmentSausageCharge κ (fun t => affine a ell (η n ω t)) (σ ω) - (frontTime (fun t => p' n (affine a ell (η n ω t))) 1) - (ell * v) (affine a ell '' R)} = - P {ω | ω ∈ FrontSuccess η p σ V b ε n ∧ ENNReal.ofReal c ≤ - segmentSausageCharge κ (η n ω) (σ ω) - (frontTime (fun t => p n (η n ω t)) 1) v R} := by - let pp := fun j z => p j (affineInverse a ell z) - have heq : EqOn (pp n) (p' n) (affine a ell '' V n) := by - rintro z ⟨w, hw, rfl⟩ - dsimp only [pp] - rw [affineInverse_left a hell] - exact (hp w hw).symm - rw [← frontSuccess_mass_eq_of_eqOn - (fun j ω t => affine a ell (η j ω t)) pp p' σ - (fun j => affine a ell '' V j) (fun j => affine a ell (b j)) (ell * ε) n - heq κ (ell * v) (c * ell ^ dimension κ) (affine a ell '' R)] - exact frontSuccess_mass_probability_affine P η p pp σ V b ε a hell n - (fun z => by dsimp only [pp]; rw [affineInverse_left a hell]) κ R hv c - -theorem longitudinalCoordinate_affine_on_image - (P : ℂ → ℂ) (K : Set ℂ) (hiP : InjOn P K) (a : ℂ) - {ell : ℝ} (hell : 0 < ell) (k : ℝ) : - ∀ z ∈ P '' K, - longitudinalCoordinate (fun w => affine a ell (P w)) K k (affine a ell z) = - longitudinalCoordinate P K k z := by - have hi : InjOn (fun w => affine a ell (P w)) K := - (affine_bijective a hell).1.injOn.comp hiP (mapsTo_univ _ _) - rintro z ⟨w, hw, rfl⟩ - simp only [longitudinalCoordinate, coordinateInverse_left hi hw, - coordinateInverse_left hiP hw] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.RibbonPassageScaling +import OAI.Probability.SLE.Gauge.RibbonCoordinateLimit + +namespace OAI + +/-! Affine transport uses the progress coordinate only on the successful +physical envelope. This avoids imposing any condition on the arbitrary +off-image values of `coordinateInverse`. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open FirstFrontPassage PassageSuccess FrontSuccessMeasurability RibbonCoordinates +open RibbonPassageScaling + +theorem frontSuccess_mass_eq_of_eqOn + {Ω : Type*} (η : ℕ → Ω → ℝ≥0 → ℂ) (p p' : ℕ → ℂ → ℝ) + (σ : Ω → ℝ≥0) (V : ℕ → Set ℂ) (a : ℕ → ℂ) (ε : ℝ) (n : ℕ) + (hpeq : EqOn (p n) (p' n) (V n)) (κ v c : ℝ) (R : Set ℂ) : + {ω | ω ∈ FrontSuccess η p σ V a ε n ∧ ENNReal.ofReal c ≤ + segmentSausageCharge κ (η n ω) (σ ω) + (frontTime (fun t => p n (η n ω t)) 1) v R} = + {ω | ω ∈ FrontSuccess η p' σ V a ε n ∧ ENNReal.ofReal c ≤ + segmentSausageCharge κ (η n ω) (σ ω) + (frontTime (fun t => p' n (η n ω t)) 1) v R} := by + have heq := frontSuccess_eq_of_eqOn η p p' σ V a ε n hpeq + ext ω + by_cases hω : ω ∈ FrontSuccess η p σ V a ε n + · have hω' := heq ▸ hω + have hs := hω + obtain ⟨hfirst, hhit, _, hpath, _⟩ := hω + have hfirst' := firstFrontTime_eq_of_prefix _ _ 1 _ hfirst hhit + (fun t ht => hpeq (hpath ht)) + have ht : frontTime (fun t => p' n (η n ω t)) 1 = + frontTime (fun t => p n (η n ω t)) 1 := by + simp only [frontTime, hfirst', WithTop.untopD_coe] + simp only [mem_ofPred_eq, hs, hω', true_and, ht] + · have hω' : ω ∉ FrontSuccess η p' σ V a ε n := by + simpa only [← heq] using hω + simp only [mem_ofPred_eq, hω, hω', false_and] + +def affineInverse (a : ℂ) (ell : ℝ) (z : ℂ) : ℂ := (z - a) / (ell : ℂ) + +theorem affineInverse_left (a : ℂ) {ell : ℝ} (hell : 0 < ell) (z : ℂ) : + affineInverse a ell (affine a ell z) = z := by + simp only [affineInverse, affine, add_sub_cancel_left] + exact mul_div_cancel_left₀ z (Complex.ofReal_ne_zero.mpr hell.ne') + +theorem frontSuccess_mass_probability_affine_local + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (η : ℕ → Ω → ℝ≥0 → ℂ) (p p' : ℕ → ℂ → ℝ) + (σ : Ω → ℝ≥0) (V : ℕ → Set ℂ) (b : ℕ → ℂ) (ε : ℝ) + (a : ℂ) {ell : ℝ} (hell : 0 < ell) (n : ℕ) + (hp : ∀ z ∈ V n, p' n (affine a ell z) = p n z) + (κ : ℝ) (R : Set ℂ) {v : ℝ} (hv : 0 < v) (c : ℝ) : + P {ω | ω ∈ FrontSuccess (fun j ω t => affine a ell (η j ω t)) p' σ + (fun j => affine a ell '' V j) (fun j => affine a ell (b j)) (ell * ε) n ∧ + ENNReal.ofReal (c * ell ^ dimension κ) ≤ + segmentSausageCharge κ (fun t => affine a ell (η n ω t)) (σ ω) + (frontTime (fun t => p' n (affine a ell (η n ω t))) 1) + (ell * v) (affine a ell '' R)} = + P {ω | ω ∈ FrontSuccess η p σ V b ε n ∧ ENNReal.ofReal c ≤ + segmentSausageCharge κ (η n ω) (σ ω) + (frontTime (fun t => p n (η n ω t)) 1) v R} := by + let pp := fun j z => p j (affineInverse a ell z) + have heq : EqOn (pp n) (p' n) (affine a ell '' V n) := by + rintro z ⟨w, hw, rfl⟩ + dsimp only [pp] + rw [affineInverse_left a hell] + exact (hp w hw).symm + rw [← frontSuccess_mass_eq_of_eqOn + (fun j ω t => affine a ell (η j ω t)) pp p' σ + (fun j => affine a ell '' V j) (fun j => affine a ell (b j)) (ell * ε) n + heq κ (ell * v) (c * ell ^ dimension κ) (affine a ell '' R)] + exact frontSuccess_mass_probability_affine P η p pp σ V b ε a hell n + (fun z => by dsimp only [pp]; rw [affineInverse_left a hell]) κ R hv c + +theorem longitudinalCoordinate_affine_on_image + (P : ℂ → ℂ) (K : Set ℂ) (hiP : InjOn P K) (a : ℂ) + {ell : ℝ} (hell : 0 < ell) (k : ℝ) : + ∀ z ∈ P '' K, + longitudinalCoordinate (fun w => affine a ell (P w)) K k (affine a ell z) = + longitudinalCoordinate P K k z := by + have hi : InjOn (fun w => affine a ell (P w)) K := + (affine_bijective a hell).1.injOn.comp hiP (mapsTo_univ _ _) + rintro z ⟨w, hw, rfl⟩ + simp only [longitudinalCoordinate, coordinateInverse_left hi hw, + coordinateInverse_left hiP hw] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/MissedCellCleanup.lean b/lean/OAI/Probability/SLE/Gauge/MissedCellCleanup.lean index 0025dd5d267a683a26088a8f09bbe372541d2f23..d96b9cf894f975060f5eb6021689ec2324315f28 100644 --- a/lean/OAI/Probability/SLE/Gauge/MissedCellCleanup.lean +++ b/lean/OAI/Probability/SLE/Gauge/MissedCellCleanup.lean @@ -1,79 +1,79 @@ -import OAI.Probability.SLE.Gauge.CoverNumerics - -namespace OAI - -/-! The planar grid count cancels the gauge and hitting exponents in the -missed-cell contribution to the dense cover. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge - -theorem missed_cell_sum_bound {ι : Type*} (I : Finset ι) - (cost prob : ι → ℝ≥0∞) (κ r n c A B D : ℝ) - (hr : 0 < r) (hn : 0 ≤ Real.log n) (_hA : 0 ≤ A) (hB : 0 ≤ B) (hD : 0 ≤ D) - (hcard : (I.card : ℝ) ≤ A * r ^ (-2 : ℝ)) - (hcost : ∀ i ∈ I, cost i ≤ ENNReal.ofReal - (B * r ^ dimension κ * (Real.log n) ^ (codimension κ / 2))) - (hprob : ∀ i ∈ I, prob i ≤ ENNReal.ofReal - (D * r ^ codimension κ * Real.exp (-c * Real.sqrt n))) : - ∑ i ∈ I, cost i * prob i ≤ ENNReal.ofReal - (A * B * D * (Real.log n) ^ (codimension κ / 2) * - Real.exp (-c * Real.sqrt n)) := by - have hb0 : 0 ≤ B * r ^ dimension κ * (Real.log n) ^ (codimension κ / 2) := - mul_nonneg (mul_nonneg hB (Real.rpow_nonneg hr.le _)) (Real.rpow_nonneg hn _) - have hd0 : 0 ≤ D * r ^ codimension κ * Real.exp (-c * Real.sqrt n) := - mul_nonneg (mul_nonneg hD (Real.rpow_nonneg hr.le _)) (Real.exp_pos _).le - calc - _ ≤ ∑ _i ∈ I, ENNReal.ofReal - (B * r ^ dimension κ * (Real.log n) ^ (codimension κ / 2)) * - ENNReal.ofReal (D * r ^ codimension κ * Real.exp (-c * Real.sqrt n)) := - Finset.sum_le_sum (fun i hi => mul_le_mul' (hcost i hi) (hprob i hi)) - _ = ENNReal.ofReal ((I.card : ℝ) * - ((B * r ^ dimension κ * (Real.log n) ^ (codimension κ / 2)) * - (D * r ^ codimension κ * Real.exp (-c * Real.sqrt n)))) := by - rw [Finset.sum_const, nsmul_eq_mul, ← ENNReal.ofReal_mul hb0, - ← ENNReal.ofReal_natCast, ← ENNReal.ofReal_mul (Nat.cast_nonneg _)] - _ ≤ ENNReal.ofReal ((A * r ^ (-2 : ℝ)) * - ((B * r ^ dimension κ * (Real.log n) ^ (codimension κ / 2)) * - (D * r ^ codimension κ * Real.exp (-c * Real.sqrt n)))) := - ENNReal.ofReal_le_ofReal (mul_le_mul_of_nonneg_right hcard (mul_nonneg hb0 hd0)) - _ = _ := by - congr 1 - calc - _ = (r ^ (-2 : ℝ) * r ^ dimension κ * r ^ codimension κ) * - (A * B * D * (Real.log n) ^ (codimension κ / 2) * - Real.exp (-c * Real.sqrt n)) := by ring - _ = _ := by rw [dense_cover_power_cancellation κ hr, one_mul] - -/-- The missed-cell cost vanishes even when its finite prefactor depends on -the compact interior cutoff. The leading sausage charge does not depend on it. -/ -theorem missed_cell_sum_tendsto_zero {ι : Type*} - (I : ℕ → Finset ι) (cost prob : ℕ → ι → ℝ≥0∞) - (κ : ℝ) (hκ : 0 < κ) (r : ℕ → ℝ) (hr : ∀ n, 0 < r n) - (c : ℝ) (hc : 0 < c) (A B D : ℝ) - (hA : 0 ≤ A) (hB : 0 ≤ B) (hD : 0 ≤ D) - (hcard : ∀ n, ((I n).card : ℝ) ≤ A * r n ^ (-2 : ℝ)) - (hcost : ∀ n i, i ∈ I n → cost n i ≤ ENNReal.ofReal - (B * r n ^ dimension κ * (Real.log (n : ℝ)) ^ (codimension κ / 2))) - (hprob : ∀ n i, i ∈ I n → prob n i ≤ ENNReal.ofReal - (D * r n ^ codimension κ * Real.exp (-c * Real.sqrt (n : ℝ)))) : - Tendsto (fun n => ∑ i ∈ I n, cost n i * prob n i) atTop (𝓝 0) := by - have ht : Tendsto (fun n : ℕ => ENNReal.ofReal - (A * B * D * (Real.log (n : ℝ)) ^ (codimension κ / 2) * - Real.exp (-c * Real.sqrt (n : ℝ)))) atTop (𝓝 0) := by - have ht := (explicit_cleanup_tendsto_zero hκ hc).const_mul (A * B * D) - simpa only [Function.comp_def, mul_assoc, mul_zero, ENNReal.ofReal_zero] using - ENNReal.continuous_ofReal.continuousAt.tendsto.comp ht - exact tendsto_of_tendsto_of_tendsto_of_le_of_le tendsto_const_nhds ht - (fun _ => bot_le) - (fun n => missed_cell_sum_bound (I n) (cost n) (prob n) κ (r n) n c A B D - (hr n) (Real.log_natCast_nonneg n) hA hB hD (hcard n) (hcost n) (hprob n)) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.CoverNumerics + +namespace OAI + +/-! The planar grid count cancels the gauge and hitting exponents in the +missed-cell contribution to the dense cover. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +theorem missed_cell_sum_bound {ι : Type*} (I : Finset ι) + (cost prob : ι → ℝ≥0∞) (κ r n c A B D : ℝ) + (hr : 0 < r) (hn : 0 ≤ Real.log n) (_hA : 0 ≤ A) (hB : 0 ≤ B) (hD : 0 ≤ D) + (hcard : (I.card : ℝ) ≤ A * r ^ (-2 : ℝ)) + (hcost : ∀ i ∈ I, cost i ≤ ENNReal.ofReal + (B * r ^ dimension κ * (Real.log n) ^ (codimension κ / 2))) + (hprob : ∀ i ∈ I, prob i ≤ ENNReal.ofReal + (D * r ^ codimension κ * Real.exp (-c * Real.sqrt n))) : + ∑ i ∈ I, cost i * prob i ≤ ENNReal.ofReal + (A * B * D * (Real.log n) ^ (codimension κ / 2) * + Real.exp (-c * Real.sqrt n)) := by + have hb0 : 0 ≤ B * r ^ dimension κ * (Real.log n) ^ (codimension κ / 2) := + mul_nonneg (mul_nonneg hB (Real.rpow_nonneg hr.le _)) (Real.rpow_nonneg hn _) + have hd0 : 0 ≤ D * r ^ codimension κ * Real.exp (-c * Real.sqrt n) := + mul_nonneg (mul_nonneg hD (Real.rpow_nonneg hr.le _)) (Real.exp_pos _).le + calc + _ ≤ ∑ _i ∈ I, ENNReal.ofReal + (B * r ^ dimension κ * (Real.log n) ^ (codimension κ / 2)) * + ENNReal.ofReal (D * r ^ codimension κ * Real.exp (-c * Real.sqrt n)) := + Finset.sum_le_sum (fun i hi => mul_le_mul' (hcost i hi) (hprob i hi)) + _ = ENNReal.ofReal ((I.card : ℝ) * + ((B * r ^ dimension κ * (Real.log n) ^ (codimension κ / 2)) * + (D * r ^ codimension κ * Real.exp (-c * Real.sqrt n)))) := by + rw [Finset.sum_const, nsmul_eq_mul, ← ENNReal.ofReal_mul hb0, + ← ENNReal.ofReal_natCast, ← ENNReal.ofReal_mul (Nat.cast_nonneg _)] + _ ≤ ENNReal.ofReal ((A * r ^ (-2 : ℝ)) * + ((B * r ^ dimension κ * (Real.log n) ^ (codimension κ / 2)) * + (D * r ^ codimension κ * Real.exp (-c * Real.sqrt n)))) := + ENNReal.ofReal_le_ofReal (mul_le_mul_of_nonneg_right hcard (mul_nonneg hb0 hd0)) + _ = _ := by + congr 1 + calc + _ = (r ^ (-2 : ℝ) * r ^ dimension κ * r ^ codimension κ) * + (A * B * D * (Real.log n) ^ (codimension κ / 2) * + Real.exp (-c * Real.sqrt n)) := by ring + _ = _ := by rw [dense_cover_power_cancellation κ hr, one_mul] + +/-- The missed-cell cost vanishes even when its finite prefactor depends on +the compact interior cutoff. The leading sausage charge does not depend on it. -/ +theorem missed_cell_sum_tendsto_zero {ι : Type*} + (I : ℕ → Finset ι) (cost prob : ℕ → ι → ℝ≥0∞) + (κ : ℝ) (hκ : 0 < κ) (r : ℕ → ℝ) (hr : ∀ n, 0 < r n) + (c : ℝ) (hc : 0 < c) (A B D : ℝ) + (hA : 0 ≤ A) (hB : 0 ≤ B) (hD : 0 ≤ D) + (hcard : ∀ n, ((I n).card : ℝ) ≤ A * r n ^ (-2 : ℝ)) + (hcost : ∀ n i, i ∈ I n → cost n i ≤ ENNReal.ofReal + (B * r n ^ dimension κ * (Real.log (n : ℝ)) ^ (codimension κ / 2))) + (hprob : ∀ n i, i ∈ I n → prob n i ≤ ENNReal.ofReal + (D * r n ^ codimension κ * Real.exp (-c * Real.sqrt (n : ℝ)))) : + Tendsto (fun n => ∑ i ∈ I n, cost n i * prob n i) atTop (𝓝 0) := by + have ht : Tendsto (fun n : ℕ => ENNReal.ofReal + (A * B * D * (Real.log (n : ℝ)) ^ (codimension κ / 2) * + Real.exp (-c * Real.sqrt (n : ℝ)))) atTop (𝓝 0) := by + have ht := (explicit_cleanup_tendsto_zero hκ hc).const_mul (A * B * D) + simpa only [Function.comp_def, mul_assoc, mul_zero, ENNReal.ofReal_zero] using + ENNReal.continuous_ofReal.continuousAt.tendsto.comp ht + exact tendsto_of_tendsto_of_tendsto_of_le_of_le tendsto_const_nhds ht + (fun _ => bot_le) + (fun n => missed_cell_sum_bound (I n) (cost n) (prob n) κ (r n) n c A B D + (hr n) (Real.log_natCast_nonneg n) hA hB hD (hcard n) (hcost n) (hprob n)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/MomentBatches.lean b/lean/OAI/Probability/SLE/Gauge/MomentBatches.lean index 5181b6749e2c44eab39079b525ca6f792528d4f4..9d627ff393d33134483b4b24e30337a430818729 100644 --- a/lean/OAI/Probability/SLE/Gauge/MomentBatches.lean +++ b/lean/OAI/Probability/SLE/Gauge/MomentBatches.lean @@ -1,472 +1,472 @@ -import OAI.Probability.SLE.MomentGauge - -namespace OAI - -/-! The dyadic moment batches in Lemma `gauge:multiplicity` of the first paper. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology ENNReal NNReal - -namespace SLEExactGauge.MomentBatches - -def dyadic (k : ℤ) : ℝ := (2 : ℝ) ^ k - -def weight (n : ℕ) (m : ℝ) (k : ℤ) : ℝ := (4 : ℝ) ^ n * dyadic k ^ n / m - -def copies (n : ℕ) (m T : ℝ) (k : ℤ) : ℕ := - if dyadic k ≤ T then ⌊weight n m k⌋₊ else 0 - -lemma dyadic_pos (k : ℤ) : 0 < dyadic k := zpow_pos (by norm_num) k - -lemma dyadic_step (k : ℤ) : dyadic (k - 1) = dyadic k / 2 := by - simp [dyadic, zpow_sub₀] - -lemma denominator_pos {n : ℕ} (hn : 1 ≤ n) : 0 < 1 - (1 / 2 : ℝ) ^ n := by - exact sub_pos.mpr (pow_lt_one₀ (by norm_num) (by norm_num) (by omega)) - -/-- A finite selection of dyadic levels below `x` is bounded by the complete -geometric tail. Missing levels only improve the bound. -/ -lemma dyadic_sum_le {n : ℕ} (hn : 1 ≤ n) (S : Finset ℤ) - {x : ℝ} (hx : 0 ≤ x) (hS : ∀ k ∈ S, dyadic k ≤ x) : - ∑ k ∈ S, dyadic k ^ n ≤ x ^ n / (1 - (1 / 2 : ℝ) ^ n) := by - classical - induction S using Finset.induction_on_max generalizing x with - | empty => - rw [Finset.sum_empty] - exact div_nonneg (pow_nonneg hx _) (denominator_pos hn).le - | insert a S hmax ih => - have ha : a ∉ S := fun ha => (hmax a ha).false - have hprev : ∀ k ∈ S, dyadic k ≤ dyadic (a - 1) := by - intro k hk - exact zpow_le_zpow_right₀ (by norm_num) (show k ≤ a - 1 by have := hmax k hk; omega) - have hi := ih (dyadic_pos (a - 1)).le hprev - have hax := hS a (Finset.mem_insert_self _ _) - rw [Finset.sum_insert ha] - calc - _ ≤ dyadic a ^ n + dyadic (a - 1) ^ n / (1 - (1 / 2 : ℝ) ^ n) := - add_le_add le_rfl hi - _ = dyadic a ^ n / (1 - (1 / 2 : ℝ) ^ n) := by - have hp : dyadic (a - 1) ^ n = dyadic a ^ n * (1 / 2 : ℝ) ^ n := by - rw [dyadic_step, div_pow, one_div_pow] - ring - apply (eq_div_iff (denominator_pos hn).ne').mpr - rw [add_mul, div_mul_cancel₀ _ (denominator_pos hn).ne', hp] - ring - _ ≤ x ^ n / (1 - (1 / 2 : ℝ) ^ n) := - div_le_div_of_nonneg_right (pow_le_pow_left₀ (dyadic_pos a).le hax n) - (denominator_pos hn).le - -lemma weight_nonneg {n : ℕ} {m : ℝ} (hm : 0 < m) (k : ℤ) : 0 ≤ weight n m k := by - unfold weight - exact div_nonneg (mul_nonneg (pow_nonneg (by norm_num) _) (pow_nonneg (dyadic_pos k).le _)) hm.le - -lemma copies_le_weight {n : ℕ} {m T : ℝ} (hm : 0 < m) (k : ℤ) : - (copies n m T k : ℝ) ≤ weight n m k := by - unfold copies - split_ifs - · exact Nat.floor_le (weight_nonneg hm k) - · simpa only [Nat.cast_zero] using weight_nonneg (n := n) hm k - -lemma hit_count_upper {n : ℕ} (hn : 1 ≤ n) {m T x : ℝ} - (hm : 0 < m) (hx : 0 ≤ x) (S : Finset ℤ) : - ∑ k ∈ S, (if 16 * dyadic k ≤ x then (copies n m T k : ℝ) else 0) ≤ - ((4 : ℝ) ^ n / (m * 16 ^ n * (1 - (1 / 2 : ℝ) ^ n))) * x ^ n := by - classical - rw [← Finset.sum_filter] - let A := S.filter (fun k => 16 * dyadic k ≤ x) - have hA : ∀ k ∈ A, dyadic k ≤ x / 16 := by - intro k hk - exact (le_div_iff₀ (by norm_num : (0 : ℝ) < 16)).mpr - (by simpa [mul_comm] using (Finset.mem_filter.mp hk).2) - calc - _ ≤ ∑ k ∈ A, weight n m k := Finset.sum_le_sum (fun k _ => copies_le_weight hm k) - _ = ((4 : ℝ) ^ n / m) * ∑ k ∈ A, dyadic k ^ n := by - rw [Finset.mul_sum] - apply Finset.sum_congr rfl - intro k hk - dsimp [weight] - ring - _ ≤ ((4 : ℝ) ^ n / m) * ((x / 16) ^ n / (1 - (1 / 2 : ℝ) ^ n)) := - mul_le_mul_of_nonneg_left (dyadic_sum_le hn A (by positivity) hA) (by positivity) - _ = _ := by rw [div_pow]; field_simp - -lemma integral_hit_count {Ω : Type*} [MeasurableSpace Ω] - (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) - (n : ℕ) (m T c : ℝ) (S : Finset ℤ) : - (∫ ω, ∑ k ∈ S, if c * dyadic k ≤ X ω then (copies n m T k : ℝ) else 0 ∂P) = - ∑ k ∈ S, (copies n m T k : ℝ) * P.real {ω | c * dyadic k ≤ X ω} := by - classical - have he (k : ℤ) : MeasurableSet {ω | c * dyadic k ≤ X ω} := - measurableSet_le measurable_const hX - have hi (k : ℤ) : Integrable - (fun ω => if c * dyadic k ≤ X ω then (copies n m T k : ℝ) else 0) P := by - exact (integrable_const _).indicator (he k) - rw [integral_finsetSum S (fun k _ => hi k)] - apply Finset.sum_congr rfl - intro k hk - simpa only [Set.indicator, Set.mem_ofPred_eq, smul_eq_mul, mul_comm] using - integral_indicator_const (μ := P) (copies n m T k : ℝ) (he k) - -/-- The upper batch probability estimate with its precise geometric constant. -Only the positive finite `n`th moment of the nonnegative random mass is used. -/ -theorem upper_batch_probability {Ω : Type*} [MeasurableSpace Ω] - (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) - (hX0 : ∀ ω, 0 ≤ X ω) {n : ℕ} (hn : 1 ≤ n) - {m T : ℝ} (hm : 0 < m) (hInt : Integrable (fun ω => X ω ^ n) P) - (hMoment : ∫ ω, X ω ^ n ∂P = m) : - ∑' k : ℤ, (copies n m T k : ℝ) * P.real {ω | 16 * dyadic k ≤ X ω} ≤ - (4 : ℝ) ^ n / 16 ^ n / (1 - (1 / 2 : ℝ) ^ n) := by - classical - apply Real.tsum_le_of_sum_le (fun k => mul_nonneg (Nat.cast_nonneg _) (measureReal_nonneg)) - intro S - let C := (4 : ℝ) ^ n / (m * 16 ^ n * (1 - (1 / 2 : ℝ) ^ n)) - have hi (k : ℤ) : Integrable - (fun ω => if 16 * dyadic k ≤ X ω then (copies n m T k : ℝ) else 0) P := - (integrable_const _).indicator (measurableSet_le measurable_const hX) - calc - _ = ∫ ω, ∑ k ∈ S, if 16 * dyadic k ≤ X ω then (copies n m T k : ℝ) else 0 ∂P := - (integral_hit_count P X hX n m T 16 S).symm - _ ≤ ∫ ω, C * X ω ^ n ∂P := integral_mono - (integrable_finsetSum S (fun k _ => hi k)) (hInt.const_mul C) - (fun ω => hit_count_upper hn hm (hX0 ω) S) - _ = C * m := by rw [integral_const_mul, hMoment] - _ = _ := by dsimp [C]; field_simp - -lemma floor_half_sub_half {w : ℝ} (_hw : 0 ≤ w) : w / 2 - 1 / 2 ≤ (⌊w⌋₊ : ℝ) := by - by_cases h1 : 1 ≤ w - · exact (by linarith : w / 2 - 1 / 2 ≤ w / 2).trans (Nat.div_two_lt_floor h1).le - · exact (by linarith : w / 2 - 1 / 2 ≤ 0).trans (Nat.cast_nonneg _) - -lemma dyadic_level {x : ℝ} (hx : 0 < x) : - ∃ k : ℤ, x / 2 < dyadic k ∧ dyadic k ≤ x := by - obtain ⟨k, hlo, hhi⟩ := exists_mem_Ico_zpow hx (by norm_num : (1 : ℝ) < 2) - refine ⟨k, ?_, hlo⟩ - have hs : (2 : ℝ) ^ (k + 1) = 2 * dyadic k := by - simp [dyadic, zpow_add₀, mul_comm] - rw [hs] at hhi - linarith - -/-- One well-chosen dyadic level already gives the required lower count. -This avoids charging a floor error at every dyadic level. -/ -lemma hit_count_lower {n : ℕ} (hn : 1 ≤ n) {m T x : ℝ} (hm : 0 < m) - (hx : 0 ≤ x) (hxT : x ≤ T) (S : Finset ℤ) - (hS : ∀ k, copies n m T k ≠ 0 → k ∈ S) : - (2 : ℝ) ^ n / (2 * m) * x ^ n - 1 / 2 ≤ - ∑ k ∈ S, if dyadic k ≤ x then (copies n m T k : ℝ) else 0 := by - classical - have hnonneg : 0 ≤ ∑ k ∈ S, - if dyadic k ≤ x then (copies n m T k : ℝ) else 0 := - Finset.sum_nonneg (fun k _ => by split_ifs <;> positivity) - obtain rfl | hxp := hx.eq_or_lt - · simpa only [zero_pow (by omega : n ≠ 0), mul_zero, zero_sub] using - (show -(1 / 2 : ℝ) ≤ _ from (by norm_num : -(1 / 2 : ℝ) ≤ 0).trans hnonneg) - obtain ⟨k, hklo, hkhi⟩ := dyadic_level hxp - have hkT : dyadic k ≤ T := hkhi.trans hxT - have hw : (2 : ℝ) ^ n * x ^ n / m ≤ weight n m k := by - have hp := pow_le_pow_left₀ (by positivity : (0 : ℝ) ≤ x / 2) hklo.le n - have hp' := mul_le_mul_of_nonneg_left hp (show 0 ≤ (4 : ℝ) ^ n / m by positivity) - unfold weight - calc - _ = ((4 : ℝ) ^ n / m) * (x / 2) ^ n := by - rw [div_pow, show (4 : ℝ) ^ n = 2 ^ n * 2 ^ n by rw [← mul_pow]; norm_num] - field_simp - _ ≤ ((4 : ℝ) ^ n / m) * dyadic k ^ n := hp' - _ = _ := by ring - have hfloor : weight n m k / 2 - 1 / 2 ≤ (copies n m T k : ℝ) := by - simpa only [copies, ite_eq_left hkT] using floor_half_sub_half (weight_nonneg hm k) - have hsingle : (copies n m T k : ℝ) ≤ - ∑ j ∈ S, if dyadic j ≤ x then (copies n m T j : ℝ) else 0 := by - by_cases hz : copies n m T k = 0 - · simpa only [hz, Nat.cast_zero] using hnonneg - · have hs := Finset.single_le_sum - (fun j (_ : j ∈ S) => show 0 ≤ (if dyadic j ≤ x then (copies n m T j : ℝ) else 0) - from by split_ifs <;> positivity) (hS k hz) - simpa only [ite_eq_left hkhi] using hs - have hcoeff : (2 : ℝ) ^ n / (2 * m) * x ^ n = ((2 : ℝ) ^ n * x ^ n / m) / 2 := by - ring - rw [hcoeff] - linarith - -/-- The `(n+1)`st moment bounds the loss above the paper's cutoff -`T = 4 M / m`; a retained `3m/4` moment leaves at least `m/2`. -/ -theorem retained_truncated_moment {Ω : Type*} [MeasurableSpace Ω] - (P : Measure Ω) (Y : Ω → ℝ) (hY : Measurable Y) (hY0 : ∀ ω, 0 ≤ Y ω) - (n : ℕ) {m M : ℝ} (hm : 0 < m) (hM : 0 < M) - (hi : Integrable (fun ω => Y ω ^ n) P) - (hi' : Integrable (fun ω => Y ω ^ (n + 1)) P) - (hretained : 3 * m / 4 ≤ ∫ ω, Y ω ^ n ∂P) - (hnext : (∫ ω, Y ω ^ (n + 1) ∂P) ≤ M) : - m / 2 ≤ ∫ ω in {ω | Y ω ≤ 4 * M / m}, Y ω ^ n ∂P := by - let T := 4 * M / m - have hT : 0 < T := by dsimp [T]; positivity - have hset : MeasurableSet {ω | Y ω ≤ T} := measurableSet_le hY measurable_const - have htail : (∫ ω in {ω | Y ω ≤ T}ᶜ, Y ω ^ n ∂P) ≤ M / T := by - calc - _ = ∫ ω, {ω | Y ω ≤ T}ᶜ.indicator (fun ω => Y ω ^ n) ω ∂P := - (integral_indicator hset.compl).symm - _ ≤ ∫ ω, Y ω ^ (n + 1) / T ∂P := by - apply integral_mono (hi.indicator hset.compl) (hi'.div_const T) - intro ω - by_cases hω : Y ω ≤ T - · simp only [Set.indicator, Set.mem_compl_iff, Set.mem_ofPred_eq, hω, not_true_eq_false, - ↓reduceIte] - exact div_nonneg (pow_nonneg (hY0 ω) _) hT.le - · simp only [Set.indicator, Set.mem_compl_iff, Set.mem_ofPred_eq, hω, not_false_eq_true, - ↓reduceIte] - apply (le_div_iff₀ hT).mpr - calc - Y ω ^ n * T ≤ Y ω ^ n * Y ω := - mul_le_mul_of_nonneg_left (le_of_not_ge hω) (pow_nonneg (hY0 ω) _) - _ = Y ω ^ (n + 1) := (pow_succ _ _).symm - _ ≤ M / T := by rw [integral_div]; exact div_le_div_of_nonneg_right hnext hT.le - have hdecomp := integral_add_compl hset hi - have hMT : M / T = m / 4 := by dsimp [T]; field_simp - rw [hMT] at htail - change m / 2 ≤ ∫ ω in {ω | Y ω ≤ T}, Y ω ^ n ∂P - linarith - -/-- The lower batch probability estimate. The `1/2` loss is slightly stronger -than the paper's `1 / (2 * (1 - 2⁻ⁿ))` loss. -/ -theorem lower_batch_probability_finset {Ω : Type*} [MeasurableSpace Ω] - (P : Measure Ω) [IsProbabilityMeasure P] (Y : Ω → ℝ) (hY : Measurable Y) - (hY0 : ∀ ω, 0 ≤ Y ω) {n : ℕ} (hn : 1 ≤ n) {m T : ℝ} (hm : 0 < m) - (hi : Integrable (fun ω => Y ω ^ n) P) - (htrunc : m / 2 ≤ ∫ ω in {ω | Y ω ≤ T}, Y ω ^ n ∂P) - (S : Finset ℤ) (hS : ∀ k, copies n m T k ≠ 0 → k ∈ S) : - (2 : ℝ) ^ n / 4 - 1 / 2 ≤ - ∑ k ∈ S, (copies n m T k : ℝ) * P.real {ω | dyadic k ≤ Y ω} := by - classical - let C := (2 : ℝ) ^ n / (2 * m) - let F := {ω | Y ω ≤ T}.indicator (fun ω => Y ω ^ n) - have hC : 0 ≤ C := by dsimp [C]; positivity - have hset : MeasurableSet {ω | Y ω ≤ T} := measurableSet_le hY measurable_const - have hFi : Integrable F P := hi.indicator hset - have hcount (k : ℤ) : Integrable - (fun ω => if dyadic k ≤ Y ω then (copies n m T k : ℝ) else 0) P := - (integrable_const _).indicator (measurableSet_le measurable_const hY) - have hbound (ω : Ω) : C * F ω - 1 / 2 ≤ - ∑ k ∈ S, if dyadic k ≤ Y ω then (copies n m T k : ℝ) else 0 := by - by_cases hω : Y ω ≤ T - · simpa only [F, Set.indicator, Set.mem_ofPred_eq, ite_eq_left hω, C] using - hit_count_lower hn hm (hY0 ω) hω S hS - · simp only [F, Set.indicator, Set.mem_ofPred_eq, ite_eq_right hω, mul_zero, zero_sub] - exact (by norm_num : -(1 / 2 : ℝ) ≤ 0).trans - (Finset.sum_nonneg (fun k _ => by split_ifs <;> positivity)) - have hint := integral_mono ((hFi.const_mul C).sub (integrable_const (1 / 2 : ℝ))) - (integrable_finsetSum S (fun k _ => hcount k)) hbound - change (∫ ω, C * F ω - 1 / 2 ∂P) ≤ - ∫ ω, ∑ k ∈ S, if dyadic k ≤ Y ω then (copies n m T k : ℝ) else 0 ∂P at hint - rw [integral_sub (hFi.const_mul C) (integrable_const (1 / 2 : ℝ)), integral_const_mul, - integral_const] at hint - simp only [measureReal_def, measure_univ, ENNReal.toReal_one, one_smul] at hint - have hF : ∫ ω, F ω ∂P = ∫ ω in {ω | Y ω ≤ T}, Y ω ^ n ∂P := integral_indicator hset - rw [hF] at hint - have hl := mul_le_mul_of_nonneg_left htrunc hC - have he : C * (m / 2) = (2 : ℝ) ^ n / 4 := by dsimp [C]; field_simp; ring - rw [he] at hl - have hprob := integral_hit_count P Y hY n m T 1 S - simp only [one_mul] at hprob - rw [hprob] at hint - linarith - -lemma lower_constant {n : ℕ} (hn : 3 ≤ n) : - (2 : ℝ) ^ n / 8 ≤ (2 : ℝ) ^ n / 4 - 1 / 2 := by - have hp : (4 : ℝ) ≤ 2 ^ n := by - have h := pow_le_pow_right₀ (by norm_num : (1 : ℝ) ≤ 2) (show 2 ≤ n by omega) - norm_num at h ⊢ - exact h - linarith - -lemma copies_positive_bounds {n : ℕ} (hn : 1 ≤ n) {m T : ℝ} (hm : 0 < m) - {k : ℤ} (hk : copies n m T k ≠ 0) : - min 1 (m / (4 : ℝ) ^ n) ≤ dyadic k ∧ dyadic k ≤ T := by - have hcut : dyadic k ≤ T := by - by_contra hc - simp only [copies, ite_eq_right hc] at hk - exact hk rfl - have hfloor : 0 < ⌊weight n m k⌋₊ := by - simpa only [copies, ite_eq_left hcut, Nat.pos_iff_ne_zero] using hk - have hw : 1 ≤ weight n m k := Nat.floor_pos.mp hfloor - have hnum : m / (4 : ℝ) ^ n ≤ dyadic k ^ n := by - apply (div_le_iff₀ (by positivity : (0 : ℝ) < 4 ^ n)).mpr - have hm' := (le_div_iff₀ hm).mp hw - simpa only [weight, one_mul, mul_one, mul_comm] using hm' - refine ⟨?_, hcut⟩ - rcases le_total 1 (dyadic k) with hlarge | hsmall - · exact (min_le_left _ _).trans hlarge - · have hp : dyadic k ^ n ≤ dyadic k := by - simpa only [Real.rpow_natCast] using Real.rpow_le_self_of_le_one - (dyadic_pos k).le hsmall (show (1 : ℝ) ≤ n by exact_mod_cast hn) - exact (min_le_right _ _).trans (hnum.trans hp) - -lemma copies_support_finite {n : ℕ} (hn : 1 ≤ n) {m T : ℝ} (hm : 0 < m) : - Set.Finite {k : ℤ | copies n m T k ≠ 0} := by - let b := min 1 (m / (4 : ℝ) ^ n) - have hb : 0 < b := lt_min zero_lt_one (by positivity) - have hlog : 0 < Real.log 2 := Real.log_pos (by norm_num) - apply (Set.finite_Icc (⌈Real.log b / Real.log 2⌉ : ℤ) - (⌊Real.log T / Real.log 2⌋ : ℤ)).subset - intro k hk - obtain ⟨hlo, hhi⟩ := copies_positive_bounds hn hm hk - constructor - · apply Int.ceil_le.mpr - apply (div_le_iff₀ hlog).mpr - exact (Real.le_zpow_iff_log_le hb (by norm_num : (0 : ℝ) < 2)).mp hlo - · apply Int.le_floor.mpr - apply (le_div_iff₀ hlog).mpr - exact Real.le_log_of_zpow_le (by norm_num : (0 : ℝ) < 2) hhi - -/-- The lower batch inequality for the whole integer sum, with no auxiliary -finite support assumption. -/ -theorem lower_batch_probability {Ω : Type*} [MeasurableSpace Ω] - (P : Measure Ω) [IsProbabilityMeasure P] (Y : Ω → ℝ) (hY : Measurable Y) - (hY0 : ∀ ω, 0 ≤ Y ω) {n : ℕ} (hn : 3 ≤ n) {m M : ℝ} - (hm : 0 < m) (hM : 0 < M) - (hi : Integrable (fun ω => Y ω ^ n) P) - (hi' : Integrable (fun ω => Y ω ^ (n + 1)) P) - (hretained : 3 * m / 4 ≤ ∫ ω, Y ω ^ n ∂P) - (hnext : (∫ ω, Y ω ^ (n + 1) ∂P) ≤ M) : - (2 : ℝ) ^ n / 8 ≤ ∑' k : ℤ, - (copies n m (4 * M / m) k : ℝ) * P.real {ω | dyadic k ≤ Y ω} := by - classical - have hn1 : 1 ≤ n := by omega - let S := (copies_support_finite hn1 (T := 4 * M / m) hm).toFinset - have hs : ∀ k, copies n m (4 * M / m) k ≠ 0 → k ∈ S := by - intro k hk - exact (copies_support_finite hn1 (T := 4 * M / m) hm).mem_toFinset.mpr hk - rw [tsum_eq_sum (s := S) (fun k hk => by - have hz : copies n m (4 * M / m) k = 0 := by - by_contra hc - exact hk (hs k hc) - simp only [hz, Nat.cast_zero, zero_mul])] - apply (lower_constant hn).trans - exact lower_batch_probability_finset P Y hY hY0 hn1 hm hi - (retained_truncated_moment P Y hY hY0 n hm hM hi hi' hretained hnext) S hs - -lemma copies_eq_target (κ : ℝ) (W : SLEExactGauge.Target.WienerLaw) (n : ℕ) (k : ℤ) : - copies n (SLEExactGauge.Target.moment κ W n) - (SLEExactGauge.Target.threshold κ W n) k = SLEExactGauge.Target.multiplicity κ W n k := rfl - -/-- The upper inequality in the exact notation of the moment-gauge construction. -/ -theorem target_upper_batch_probability {Ω : Type*} [MeasurableSpace Ω] - (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) - (hX0 : ∀ ω, 0 ≤ X ω) (κ : ℝ) (W : SLEExactGauge.Target.WienerLaw) - {n : ℕ} (hn : 1 ≤ n) (hm : 0 < SLEExactGauge.Target.moment κ W n) - (hi : Integrable (fun ω => X ω ^ n) P) - (he : ∫ ω, X ω ^ n ∂P = SLEExactGauge.Target.moment κ W n) : - ∑' k : ℤ, (SLEExactGauge.Target.multiplicity κ W n k : ℝ) * - P.real {ω | 16 * (2 : ℝ) ^ k ≤ X ω} ≤ - (4 : ℝ) ^ n / 16 ^ n / (1 - (1 / 2 : ℝ) ^ n) := - upper_batch_probability P X hX hX0 hn hm hi he - -/-- The success inequality in the exact notation of the moment-gauge construction. -/ -theorem target_lower_batch_probability {Ω : Type*} [MeasurableSpace Ω] - (P : Measure Ω) [IsProbabilityMeasure P] (Y : Ω → ℝ) (hY : Measurable Y) - (hY0 : ∀ ω, 0 ≤ Y ω) (κ : ℝ) (W : SLEExactGauge.Target.WienerLaw) - {n : ℕ} (hn : 3 ≤ n) - (hm : 0 < SLEExactGauge.Target.moment κ W n) - (hM : 0 < SLEExactGauge.Target.moment κ W (n + 1)) - (hi : Integrable (fun ω => Y ω ^ n) P) - (hi' : Integrable (fun ω => Y ω ^ (n + 1)) P) - (hretained : 3 * SLEExactGauge.Target.moment κ W n / 4 ≤ ∫ ω, Y ω ^ n ∂P) - (hnext : (∫ ω, Y ω ^ (n + 1) ∂P) ≤ SLEExactGauge.Target.moment κ W (n + 1)) : - (2 : ℝ) ^ n / 8 ≤ ∑' k : ℤ, (SLEExactGauge.Target.multiplicity κ W n k : ℝ) * - P.real {ω | (2 : ℝ) ^ k ≤ Y ω} := - lower_batch_probability P Y hY hY0 hn hm hM hi hi' hretained hnext - -lemma cleanup_count_le {x : ℝ} (hx : 0 ≤ x) (S : Finset ℕ) : - ∑ n ∈ S, (if 16 * ((n : ℝ) + 1) ≤ x then (1 : ℝ) else 0) ≤ x / 16 := by - classical - rw [← Finset.sum_filter] - let A : Finset ℕ := S.filter (fun n : ℕ => 16 * ((n : ℝ) + 1) ≤ x) - have hsub : A ⊆ Finset.range ⌊x / 16⌋₊ := by - intro n hn - have hreal : (n : ℝ) + 1 ≤ x / 16 := by - apply (le_div_iff₀ (by norm_num : (0 : ℝ) < 16)).mpr - simpa only [mul_comm] using (Finset.mem_filter.mp hn).2 - have hnat : n + 1 ≤ ⌊x / 16⌋₊ := Nat.le_floor (by simpa using hreal) - exact Finset.mem_range.mpr (by omega) - change (∑ n ∈ A, (1 : ℝ)) ≤ x / 16 - rw [Finset.sum_const, nsmul_eq_mul, mul_one] - calc - (A.card : ℝ) ≤ (⌊x / 16⌋₊ : ℝ) := by - exact_mod_cast (Finset.card_le_card hsub).trans_eq (Finset.card_range _) - _ ≤ x / 16 := Nat.floor_le (by positivity) - -/-- The cleanup entries have summable tail probabilities, bounded by the first -moment divided by 16. Indices `n + 1` are the paper's positive integers. -/ -theorem cleanup_tail_bound {Ω : Type*} [MeasurableSpace Ω] - (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) - (hX0 : ∀ ω, 0 ≤ X ω) (hi : Integrable X P) : - Summable (fun n : ℕ => P.real {ω | 16 * ((n : ℝ) + 1) ≤ X ω}) ∧ - (∑' n : ℕ, P.real {ω | 16 * ((n : ℝ) + 1) ≤ X ω}) ≤ (∫ ω, X ω ∂P) / 16 := by - classical - have hsum (S : Finset ℕ) : - ∑ n ∈ S, P.real {ω | 16 * ((n : ℝ) + 1) ≤ X ω} ≤ (∫ ω, X ω ∂P) / 16 := by - have hset (n : ℕ) : MeasurableSet {ω | 16 * ((n : ℝ) + 1) ≤ X ω} := - measurableSet_le measurable_const hX - have hcount (n : ℕ) : Integrable - (fun ω => if 16 * ((n : ℝ) + 1) ≤ X ω then (1 : ℝ) else 0) P := - (integrable_const _).indicator (hset n) - calc - _ = ∫ ω, ∑ n ∈ S, if 16 * ((n : ℝ) + 1) ≤ X ω then (1 : ℝ) else 0 ∂P := by - rw [integral_finsetSum S (fun n _ => hcount n)] - apply Finset.sum_congr rfl - intro n hn - simpa only [Set.indicator, Set.mem_ofPred_eq, smul_eq_mul, mul_one] using - (integral_indicator_const (μ := P) (1 : ℝ) (hset n)).symm - _ ≤ ∫ ω, X ω / 16 ∂P := integral_mono - (integrable_finsetSum S (fun n _ => hcount n)) (hi.div_const 16) - (fun ω => cleanup_count_le (hX0 ω) S) - _ = _ := integral_div _ _ - exact ⟨summable_of_sum_le (fun _ => measureReal_nonneg) hsum, - Real.tsum_le_of_sum_le (fun _ => measureReal_nonneg) hsum⟩ - -lemma upper_constant_le_geometric {n : ℕ} (hn : 1 ≤ n) : - (4 : ℝ) ^ n / 16 ^ n / (1 - (1 / 2 : ℝ) ^ n) ≤ 2 * (1 / 4 : ℝ) ^ n := by - have hpow : (1 / 2 : ℝ) ^ n ≤ 1 / 2 := by - obtain ⟨j, rfl⟩ := Nat.exists_eq_succ_of_ne_zero (by omega : n ≠ 0) - rw [pow_succ] - exact (mul_le_mul_of_nonneg_right (pow_le_one₀ (by norm_num) (by norm_num)) - (by norm_num : (0 : ℝ) ≤ 1 / 2)).trans_eq (one_mul _) - have he : (4 : ℝ) ^ n / 16 ^ n = (1 / 4 : ℝ) ^ n := by - rw [← div_pow] - norm_num - rw [he] - apply (div_le_iff₀ (denominator_pos hn)).mpr - have hnonneg : 0 ≤ (1 / 4 : ℝ) ^ n := by positivity - nlinarith - -/-- Both types of entries in all positive-order batches have summable exceedance -probabilities. The hypotheses are precisely the positive finite moments of one -nonnegative mass, not any SLE conclusion. -/ -theorem all_batch_tails_summable {Ω : Type*} [MeasurableSpace Ω] - (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) - (hX0 : ∀ ω, 0 ≤ X ω) (m T : ℕ → ℝ) - (hm : ∀ n, 1 ≤ n → 0 < m n) - (hi : ∀ n, 1 ≤ n → Integrable (fun ω => X ω ^ n) P) - (hMoment : ∀ n, 1 ≤ n → (∫ ω, X ω ^ n ∂P) = m n) : - Summable (fun n : ℕ => - (∑' k : ℤ, (copies (n + 1) (m (n + 1)) (T (n + 1)) k : ℝ) * - P.real {ω | 16 * dyadic k ≤ X ω}) + - P.real {ω | 16 * ((n : ℝ) + 1) ≤ X ω}) := by - have hgeom : Summable (fun n : ℕ => 2 * (1 / 4 : ℝ) ^ (n + 1)) := by - simpa only [pow_succ, mul_assoc, mul_comm, mul_left_comm] using - (summable_geometric_of_lt_one (by norm_num : (0 : ℝ) ≤ 1 / 4) - (by norm_num : (1 / 4 : ℝ) < 1)).mul_left (2 * (1 / 4 : ℝ)) - have hbatch : Summable (fun n : ℕ => - ∑' k : ℤ, (copies (n + 1) (m (n + 1)) (T (n + 1)) k : ℝ) * - P.real {ω | 16 * dyadic k ≤ X ω}) := by - apply Summable.of_nonneg_of_le (fun n => tsum_nonneg (fun _ => by positivity)) _ hgeom - intro n - exact (upper_batch_probability P X hX hX0 (by omega) (hm _ (by omega)) - (hi _ (by omega)) (hMoment _ (by omega))).trans (upper_constant_le_geometric (by omega)) - have hfirst : Integrable X P := by simpa only [pow_one] using hi 1 le_rfl - exact hbatch.add (cleanup_tail_bound P X hX hX0 hfirst).1 - -end SLEExactGauge.MomentBatches - -end - -end OAI +import OAI.Probability.SLE.MomentGauge + +namespace OAI + +/-! The dyadic moment batches in Lemma `gauge:multiplicity` of the first paper. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge.MomentBatches + +def dyadic (k : ℤ) : ℝ := (2 : ℝ) ^ k + +def weight (n : ℕ) (m : ℝ) (k : ℤ) : ℝ := (4 : ℝ) ^ n * dyadic k ^ n / m + +def copies (n : ℕ) (m T : ℝ) (k : ℤ) : ℕ := + if dyadic k ≤ T then ⌊weight n m k⌋₊ else 0 + +lemma dyadic_pos (k : ℤ) : 0 < dyadic k := zpow_pos (by norm_num) k + +lemma dyadic_step (k : ℤ) : dyadic (k - 1) = dyadic k / 2 := by + simp [dyadic, zpow_sub₀] + +lemma denominator_pos {n : ℕ} (hn : 1 ≤ n) : 0 < 1 - (1 / 2 : ℝ) ^ n := by + exact sub_pos.mpr (pow_lt_one₀ (by norm_num) (by norm_num) (by omega)) + +/-- A finite selection of dyadic levels below `x` is bounded by the complete +geometric tail. Missing levels only improve the bound. -/ +lemma dyadic_sum_le {n : ℕ} (hn : 1 ≤ n) (S : Finset ℤ) + {x : ℝ} (hx : 0 ≤ x) (hS : ∀ k ∈ S, dyadic k ≤ x) : + ∑ k ∈ S, dyadic k ^ n ≤ x ^ n / (1 - (1 / 2 : ℝ) ^ n) := by + classical + induction S using Finset.induction_on_max generalizing x with + | empty => + rw [Finset.sum_empty] + exact div_nonneg (pow_nonneg hx _) (denominator_pos hn).le + | insert a S hmax ih => + have ha : a ∉ S := fun ha => (hmax a ha).false + have hprev : ∀ k ∈ S, dyadic k ≤ dyadic (a - 1) := by + intro k hk + exact zpow_le_zpow_right₀ (by norm_num) (show k ≤ a - 1 by have := hmax k hk; omega) + have hi := ih (dyadic_pos (a - 1)).le hprev + have hax := hS a (Finset.mem_insert_self _ _) + rw [Finset.sum_insert ha] + calc + _ ≤ dyadic a ^ n + dyadic (a - 1) ^ n / (1 - (1 / 2 : ℝ) ^ n) := + add_le_add le_rfl hi + _ = dyadic a ^ n / (1 - (1 / 2 : ℝ) ^ n) := by + have hp : dyadic (a - 1) ^ n = dyadic a ^ n * (1 / 2 : ℝ) ^ n := by + rw [dyadic_step, div_pow, one_div_pow] + ring + apply (eq_div_iff (denominator_pos hn).ne').mpr + rw [add_mul, div_mul_cancel₀ _ (denominator_pos hn).ne', hp] + ring + _ ≤ x ^ n / (1 - (1 / 2 : ℝ) ^ n) := + div_le_div_of_nonneg_right (pow_le_pow_left₀ (dyadic_pos a).le hax n) + (denominator_pos hn).le + +lemma weight_nonneg {n : ℕ} {m : ℝ} (hm : 0 < m) (k : ℤ) : 0 ≤ weight n m k := by + unfold weight + exact div_nonneg (mul_nonneg (pow_nonneg (by norm_num) _) (pow_nonneg (dyadic_pos k).le _)) hm.le + +lemma copies_le_weight {n : ℕ} {m T : ℝ} (hm : 0 < m) (k : ℤ) : + (copies n m T k : ℝ) ≤ weight n m k := by + unfold copies + split_ifs + · exact Nat.floor_le (weight_nonneg hm k) + · simpa only [Nat.cast_zero] using weight_nonneg (n := n) hm k + +lemma hit_count_upper {n : ℕ} (hn : 1 ≤ n) {m T x : ℝ} + (hm : 0 < m) (hx : 0 ≤ x) (S : Finset ℤ) : + ∑ k ∈ S, (if 16 * dyadic k ≤ x then (copies n m T k : ℝ) else 0) ≤ + ((4 : ℝ) ^ n / (m * 16 ^ n * (1 - (1 / 2 : ℝ) ^ n))) * x ^ n := by + classical + rw [← Finset.sum_filter] + let A := S.filter (fun k => 16 * dyadic k ≤ x) + have hA : ∀ k ∈ A, dyadic k ≤ x / 16 := by + intro k hk + exact (le_div_iff₀ (by norm_num : (0 : ℝ) < 16)).mpr + (by simpa [mul_comm] using (Finset.mem_filter.mp hk).2) + calc + _ ≤ ∑ k ∈ A, weight n m k := Finset.sum_le_sum (fun k _ => copies_le_weight hm k) + _ = ((4 : ℝ) ^ n / m) * ∑ k ∈ A, dyadic k ^ n := by + rw [Finset.mul_sum] + apply Finset.sum_congr rfl + intro k hk + dsimp [weight] + ring + _ ≤ ((4 : ℝ) ^ n / m) * ((x / 16) ^ n / (1 - (1 / 2 : ℝ) ^ n)) := + mul_le_mul_of_nonneg_left (dyadic_sum_le hn A (by positivity) hA) (by positivity) + _ = _ := by rw [div_pow]; field_simp + +lemma integral_hit_count {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) + (n : ℕ) (m T c : ℝ) (S : Finset ℤ) : + (∫ ω, ∑ k ∈ S, if c * dyadic k ≤ X ω then (copies n m T k : ℝ) else 0 ∂P) = + ∑ k ∈ S, (copies n m T k : ℝ) * P.real {ω | c * dyadic k ≤ X ω} := by + classical + have he (k : ℤ) : MeasurableSet {ω | c * dyadic k ≤ X ω} := + measurableSet_le measurable_const hX + have hi (k : ℤ) : Integrable + (fun ω => if c * dyadic k ≤ X ω then (copies n m T k : ℝ) else 0) P := by + exact (integrable_const _).indicator (he k) + rw [integral_finsetSum S (fun k _ => hi k)] + apply Finset.sum_congr rfl + intro k hk + simpa only [Set.indicator, Set.mem_ofPred_eq, smul_eq_mul, mul_comm] using + integral_indicator_const (μ := P) (copies n m T k : ℝ) (he k) + +/-- The upper batch probability estimate with its precise geometric constant. +Only the positive finite `n`th moment of the nonnegative random mass is used. -/ +theorem upper_batch_probability {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) + (hX0 : ∀ ω, 0 ≤ X ω) {n : ℕ} (hn : 1 ≤ n) + {m T : ℝ} (hm : 0 < m) (hInt : Integrable (fun ω => X ω ^ n) P) + (hMoment : ∫ ω, X ω ^ n ∂P = m) : + ∑' k : ℤ, (copies n m T k : ℝ) * P.real {ω | 16 * dyadic k ≤ X ω} ≤ + (4 : ℝ) ^ n / 16 ^ n / (1 - (1 / 2 : ℝ) ^ n) := by + classical + apply Real.tsum_le_of_sum_le (fun k => mul_nonneg (Nat.cast_nonneg _) (measureReal_nonneg)) + intro S + let C := (4 : ℝ) ^ n / (m * 16 ^ n * (1 - (1 / 2 : ℝ) ^ n)) + have hi (k : ℤ) : Integrable + (fun ω => if 16 * dyadic k ≤ X ω then (copies n m T k : ℝ) else 0) P := + (integrable_const _).indicator (measurableSet_le measurable_const hX) + calc + _ = ∫ ω, ∑ k ∈ S, if 16 * dyadic k ≤ X ω then (copies n m T k : ℝ) else 0 ∂P := + (integral_hit_count P X hX n m T 16 S).symm + _ ≤ ∫ ω, C * X ω ^ n ∂P := integral_mono + (integrable_finsetSum S (fun k _ => hi k)) (hInt.const_mul C) + (fun ω => hit_count_upper hn hm (hX0 ω) S) + _ = C * m := by rw [integral_const_mul, hMoment] + _ = _ := by dsimp [C]; field_simp + +lemma floor_half_sub_half {w : ℝ} (_hw : 0 ≤ w) : w / 2 - 1 / 2 ≤ (⌊w⌋₊ : ℝ) := by + by_cases h1 : 1 ≤ w + · exact (by linarith : w / 2 - 1 / 2 ≤ w / 2).trans (Nat.div_two_lt_floor h1).le + · exact (by linarith : w / 2 - 1 / 2 ≤ 0).trans (Nat.cast_nonneg _) + +lemma dyadic_level {x : ℝ} (hx : 0 < x) : + ∃ k : ℤ, x / 2 < dyadic k ∧ dyadic k ≤ x := by + obtain ⟨k, hlo, hhi⟩ := exists_mem_Ico_zpow hx (by norm_num : (1 : ℝ) < 2) + refine ⟨k, ?_, hlo⟩ + have hs : (2 : ℝ) ^ (k + 1) = 2 * dyadic k := by + simp [dyadic, zpow_add₀, mul_comm] + rw [hs] at hhi + linarith + +/-- One well-chosen dyadic level already gives the required lower count. +This avoids charging a floor error at every dyadic level. -/ +lemma hit_count_lower {n : ℕ} (hn : 1 ≤ n) {m T x : ℝ} (hm : 0 < m) + (hx : 0 ≤ x) (hxT : x ≤ T) (S : Finset ℤ) + (hS : ∀ k, copies n m T k ≠ 0 → k ∈ S) : + (2 : ℝ) ^ n / (2 * m) * x ^ n - 1 / 2 ≤ + ∑ k ∈ S, if dyadic k ≤ x then (copies n m T k : ℝ) else 0 := by + classical + have hnonneg : 0 ≤ ∑ k ∈ S, + if dyadic k ≤ x then (copies n m T k : ℝ) else 0 := + Finset.sum_nonneg (fun k _ => by split_ifs <;> positivity) + obtain rfl | hxp := hx.eq_or_lt + · simpa only [zero_pow (by omega : n ≠ 0), mul_zero, zero_sub] using + (show -(1 / 2 : ℝ) ≤ _ from (by norm_num : -(1 / 2 : ℝ) ≤ 0).trans hnonneg) + obtain ⟨k, hklo, hkhi⟩ := dyadic_level hxp + have hkT : dyadic k ≤ T := hkhi.trans hxT + have hw : (2 : ℝ) ^ n * x ^ n / m ≤ weight n m k := by + have hp := pow_le_pow_left₀ (by positivity : (0 : ℝ) ≤ x / 2) hklo.le n + have hp' := mul_le_mul_of_nonneg_left hp (show 0 ≤ (4 : ℝ) ^ n / m by positivity) + unfold weight + calc + _ = ((4 : ℝ) ^ n / m) * (x / 2) ^ n := by + rw [div_pow, show (4 : ℝ) ^ n = 2 ^ n * 2 ^ n by rw [← mul_pow]; norm_num] + field_simp + _ ≤ ((4 : ℝ) ^ n / m) * dyadic k ^ n := hp' + _ = _ := by ring + have hfloor : weight n m k / 2 - 1 / 2 ≤ (copies n m T k : ℝ) := by + simpa only [copies, ite_eq_left hkT] using floor_half_sub_half (weight_nonneg hm k) + have hsingle : (copies n m T k : ℝ) ≤ + ∑ j ∈ S, if dyadic j ≤ x then (copies n m T j : ℝ) else 0 := by + by_cases hz : copies n m T k = 0 + · simpa only [hz, Nat.cast_zero] using hnonneg + · have hs := Finset.single_le_sum + (fun j (_ : j ∈ S) => show 0 ≤ (if dyadic j ≤ x then (copies n m T j : ℝ) else 0) + from by split_ifs <;> positivity) (hS k hz) + simpa only [ite_eq_left hkhi] using hs + have hcoeff : (2 : ℝ) ^ n / (2 * m) * x ^ n = ((2 : ℝ) ^ n * x ^ n / m) / 2 := by + ring + rw [hcoeff] + linarith + +/-- The `(n+1)`st moment bounds the loss above the paper's cutoff +`T = 4 M / m`; a retained `3m/4` moment leaves at least `m/2`. -/ +theorem retained_truncated_moment {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) (Y : Ω → ℝ) (hY : Measurable Y) (hY0 : ∀ ω, 0 ≤ Y ω) + (n : ℕ) {m M : ℝ} (hm : 0 < m) (hM : 0 < M) + (hi : Integrable (fun ω => Y ω ^ n) P) + (hi' : Integrable (fun ω => Y ω ^ (n + 1)) P) + (hretained : 3 * m / 4 ≤ ∫ ω, Y ω ^ n ∂P) + (hnext : (∫ ω, Y ω ^ (n + 1) ∂P) ≤ M) : + m / 2 ≤ ∫ ω in {ω | Y ω ≤ 4 * M / m}, Y ω ^ n ∂P := by + let T := 4 * M / m + have hT : 0 < T := by dsimp [T]; positivity + have hset : MeasurableSet {ω | Y ω ≤ T} := measurableSet_le hY measurable_const + have htail : (∫ ω in {ω | Y ω ≤ T}ᶜ, Y ω ^ n ∂P) ≤ M / T := by + calc + _ = ∫ ω, {ω | Y ω ≤ T}ᶜ.indicator (fun ω => Y ω ^ n) ω ∂P := + (integral_indicator hset.compl).symm + _ ≤ ∫ ω, Y ω ^ (n + 1) / T ∂P := by + apply integral_mono (hi.indicator hset.compl) (hi'.div_const T) + intro ω + by_cases hω : Y ω ≤ T + · simp only [Set.indicator, Set.mem_compl_iff, Set.mem_ofPred_eq, hω, not_true_eq_false, + ↓reduceIte] + exact div_nonneg (pow_nonneg (hY0 ω) _) hT.le + · simp only [Set.indicator, Set.mem_compl_iff, Set.mem_ofPred_eq, hω, not_false_eq_true, + ↓reduceIte] + apply (le_div_iff₀ hT).mpr + calc + Y ω ^ n * T ≤ Y ω ^ n * Y ω := + mul_le_mul_of_nonneg_left (le_of_not_ge hω) (pow_nonneg (hY0 ω) _) + _ = Y ω ^ (n + 1) := (pow_succ _ _).symm + _ ≤ M / T := by rw [integral_div]; exact div_le_div_of_nonneg_right hnext hT.le + have hdecomp := integral_add_compl hset hi + have hMT : M / T = m / 4 := by dsimp [T]; field_simp + rw [hMT] at htail + change m / 2 ≤ ∫ ω in {ω | Y ω ≤ T}, Y ω ^ n ∂P + linarith + +/-- The lower batch probability estimate. The `1/2` loss is slightly stronger +than the paper's `1 / (2 * (1 - 2⁻ⁿ))` loss. -/ +theorem lower_batch_probability_finset {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsProbabilityMeasure P] (Y : Ω → ℝ) (hY : Measurable Y) + (hY0 : ∀ ω, 0 ≤ Y ω) {n : ℕ} (hn : 1 ≤ n) {m T : ℝ} (hm : 0 < m) + (hi : Integrable (fun ω => Y ω ^ n) P) + (htrunc : m / 2 ≤ ∫ ω in {ω | Y ω ≤ T}, Y ω ^ n ∂P) + (S : Finset ℤ) (hS : ∀ k, copies n m T k ≠ 0 → k ∈ S) : + (2 : ℝ) ^ n / 4 - 1 / 2 ≤ + ∑ k ∈ S, (copies n m T k : ℝ) * P.real {ω | dyadic k ≤ Y ω} := by + classical + let C := (2 : ℝ) ^ n / (2 * m) + let F := {ω | Y ω ≤ T}.indicator (fun ω => Y ω ^ n) + have hC : 0 ≤ C := by dsimp [C]; positivity + have hset : MeasurableSet {ω | Y ω ≤ T} := measurableSet_le hY measurable_const + have hFi : Integrable F P := hi.indicator hset + have hcount (k : ℤ) : Integrable + (fun ω => if dyadic k ≤ Y ω then (copies n m T k : ℝ) else 0) P := + (integrable_const _).indicator (measurableSet_le measurable_const hY) + have hbound (ω : Ω) : C * F ω - 1 / 2 ≤ + ∑ k ∈ S, if dyadic k ≤ Y ω then (copies n m T k : ℝ) else 0 := by + by_cases hω : Y ω ≤ T + · simpa only [F, Set.indicator, Set.mem_ofPred_eq, ite_eq_left hω, C] using + hit_count_lower hn hm (hY0 ω) hω S hS + · simp only [F, Set.indicator, Set.mem_ofPred_eq, ite_eq_right hω, mul_zero, zero_sub] + exact (by norm_num : -(1 / 2 : ℝ) ≤ 0).trans + (Finset.sum_nonneg (fun k _ => by split_ifs <;> positivity)) + have hint := integral_mono ((hFi.const_mul C).sub (integrable_const (1 / 2 : ℝ))) + (integrable_finsetSum S (fun k _ => hcount k)) hbound + change (∫ ω, C * F ω - 1 / 2 ∂P) ≤ + ∫ ω, ∑ k ∈ S, if dyadic k ≤ Y ω then (copies n m T k : ℝ) else 0 ∂P at hint + rw [integral_sub (hFi.const_mul C) (integrable_const (1 / 2 : ℝ)), integral_const_mul, + integral_const] at hint + simp only [measureReal_def, measure_univ, ENNReal.toReal_one, one_smul] at hint + have hF : ∫ ω, F ω ∂P = ∫ ω in {ω | Y ω ≤ T}, Y ω ^ n ∂P := integral_indicator hset + rw [hF] at hint + have hl := mul_le_mul_of_nonneg_left htrunc hC + have he : C * (m / 2) = (2 : ℝ) ^ n / 4 := by dsimp [C]; field_simp; ring + rw [he] at hl + have hprob := integral_hit_count P Y hY n m T 1 S + simp only [one_mul] at hprob + rw [hprob] at hint + linarith + +lemma lower_constant {n : ℕ} (hn : 3 ≤ n) : + (2 : ℝ) ^ n / 8 ≤ (2 : ℝ) ^ n / 4 - 1 / 2 := by + have hp : (4 : ℝ) ≤ 2 ^ n := by + have h := pow_le_pow_right₀ (by norm_num : (1 : ℝ) ≤ 2) (show 2 ≤ n by omega) + norm_num at h ⊢ + exact h + linarith + +lemma copies_positive_bounds {n : ℕ} (hn : 1 ≤ n) {m T : ℝ} (hm : 0 < m) + {k : ℤ} (hk : copies n m T k ≠ 0) : + min 1 (m / (4 : ℝ) ^ n) ≤ dyadic k ∧ dyadic k ≤ T := by + have hcut : dyadic k ≤ T := by + by_contra hc + simp only [copies, ite_eq_right hc] at hk + exact hk rfl + have hfloor : 0 < ⌊weight n m k⌋₊ := by + simpa only [copies, ite_eq_left hcut, Nat.pos_iff_ne_zero] using hk + have hw : 1 ≤ weight n m k := Nat.floor_pos.mp hfloor + have hnum : m / (4 : ℝ) ^ n ≤ dyadic k ^ n := by + apply (div_le_iff₀ (by positivity : (0 : ℝ) < 4 ^ n)).mpr + have hm' := (le_div_iff₀ hm).mp hw + simpa only [weight, one_mul, mul_one, mul_comm] using hm' + refine ⟨?_, hcut⟩ + rcases le_total 1 (dyadic k) with hlarge | hsmall + · exact (min_le_left _ _).trans hlarge + · have hp : dyadic k ^ n ≤ dyadic k := by + simpa only [Real.rpow_natCast] using Real.rpow_le_self_of_le_one + (dyadic_pos k).le hsmall (show (1 : ℝ) ≤ n by exact_mod_cast hn) + exact (min_le_right _ _).trans (hnum.trans hp) + +lemma copies_support_finite {n : ℕ} (hn : 1 ≤ n) {m T : ℝ} (hm : 0 < m) : + Set.Finite {k : ℤ | copies n m T k ≠ 0} := by + let b := min 1 (m / (4 : ℝ) ^ n) + have hb : 0 < b := lt_min zero_lt_one (by positivity) + have hlog : 0 < Real.log 2 := Real.log_pos (by norm_num) + apply (Set.finite_Icc (⌈Real.log b / Real.log 2⌉ : ℤ) + (⌊Real.log T / Real.log 2⌋ : ℤ)).subset + intro k hk + obtain ⟨hlo, hhi⟩ := copies_positive_bounds hn hm hk + constructor + · apply Int.ceil_le.mpr + apply (div_le_iff₀ hlog).mpr + exact (Real.le_zpow_iff_log_le hb (by norm_num : (0 : ℝ) < 2)).mp hlo + · apply Int.le_floor.mpr + apply (le_div_iff₀ hlog).mpr + exact Real.le_log_of_zpow_le (by norm_num : (0 : ℝ) < 2) hhi + +/-- The lower batch inequality for the whole integer sum, with no auxiliary +finite support assumption. -/ +theorem lower_batch_probability {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsProbabilityMeasure P] (Y : Ω → ℝ) (hY : Measurable Y) + (hY0 : ∀ ω, 0 ≤ Y ω) {n : ℕ} (hn : 3 ≤ n) {m M : ℝ} + (hm : 0 < m) (hM : 0 < M) + (hi : Integrable (fun ω => Y ω ^ n) P) + (hi' : Integrable (fun ω => Y ω ^ (n + 1)) P) + (hretained : 3 * m / 4 ≤ ∫ ω, Y ω ^ n ∂P) + (hnext : (∫ ω, Y ω ^ (n + 1) ∂P) ≤ M) : + (2 : ℝ) ^ n / 8 ≤ ∑' k : ℤ, + (copies n m (4 * M / m) k : ℝ) * P.real {ω | dyadic k ≤ Y ω} := by + classical + have hn1 : 1 ≤ n := by omega + let S := (copies_support_finite hn1 (T := 4 * M / m) hm).toFinset + have hs : ∀ k, copies n m (4 * M / m) k ≠ 0 → k ∈ S := by + intro k hk + exact (copies_support_finite hn1 (T := 4 * M / m) hm).mem_toFinset.mpr hk + rw [tsum_eq_sum (s := S) (fun k hk => by + have hz : copies n m (4 * M / m) k = 0 := by + by_contra hc + exact hk (hs k hc) + simp only [hz, Nat.cast_zero, zero_mul])] + apply (lower_constant hn).trans + exact lower_batch_probability_finset P Y hY hY0 hn1 hm hi + (retained_truncated_moment P Y hY hY0 n hm hM hi hi' hretained hnext) S hs + +lemma copies_eq_target (κ : ℝ) (W : SLEExactGauge.Target.WienerLaw) (n : ℕ) (k : ℤ) : + copies n (SLEExactGauge.Target.moment κ W n) + (SLEExactGauge.Target.threshold κ W n) k = SLEExactGauge.Target.multiplicity κ W n k := rfl + +/-- The upper inequality in the exact notation of the moment-gauge construction. -/ +theorem target_upper_batch_probability {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) + (hX0 : ∀ ω, 0 ≤ X ω) (κ : ℝ) (W : SLEExactGauge.Target.WienerLaw) + {n : ℕ} (hn : 1 ≤ n) (hm : 0 < SLEExactGauge.Target.moment κ W n) + (hi : Integrable (fun ω => X ω ^ n) P) + (he : ∫ ω, X ω ^ n ∂P = SLEExactGauge.Target.moment κ W n) : + ∑' k : ℤ, (SLEExactGauge.Target.multiplicity κ W n k : ℝ) * + P.real {ω | 16 * (2 : ℝ) ^ k ≤ X ω} ≤ + (4 : ℝ) ^ n / 16 ^ n / (1 - (1 / 2 : ℝ) ^ n) := + upper_batch_probability P X hX hX0 hn hm hi he + +/-- The success inequality in the exact notation of the moment-gauge construction. -/ +theorem target_lower_batch_probability {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsProbabilityMeasure P] (Y : Ω → ℝ) (hY : Measurable Y) + (hY0 : ∀ ω, 0 ≤ Y ω) (κ : ℝ) (W : SLEExactGauge.Target.WienerLaw) + {n : ℕ} (hn : 3 ≤ n) + (hm : 0 < SLEExactGauge.Target.moment κ W n) + (hM : 0 < SLEExactGauge.Target.moment κ W (n + 1)) + (hi : Integrable (fun ω => Y ω ^ n) P) + (hi' : Integrable (fun ω => Y ω ^ (n + 1)) P) + (hretained : 3 * SLEExactGauge.Target.moment κ W n / 4 ≤ ∫ ω, Y ω ^ n ∂P) + (hnext : (∫ ω, Y ω ^ (n + 1) ∂P) ≤ SLEExactGauge.Target.moment κ W (n + 1)) : + (2 : ℝ) ^ n / 8 ≤ ∑' k : ℤ, (SLEExactGauge.Target.multiplicity κ W n k : ℝ) * + P.real {ω | (2 : ℝ) ^ k ≤ Y ω} := + lower_batch_probability P Y hY hY0 hn hm hM hi hi' hretained hnext + +lemma cleanup_count_le {x : ℝ} (hx : 0 ≤ x) (S : Finset ℕ) : + ∑ n ∈ S, (if 16 * ((n : ℝ) + 1) ≤ x then (1 : ℝ) else 0) ≤ x / 16 := by + classical + rw [← Finset.sum_filter] + let A : Finset ℕ := S.filter (fun n : ℕ => 16 * ((n : ℝ) + 1) ≤ x) + have hsub : A ⊆ Finset.range ⌊x / 16⌋₊ := by + intro n hn + have hreal : (n : ℝ) + 1 ≤ x / 16 := by + apply (le_div_iff₀ (by norm_num : (0 : ℝ) < 16)).mpr + simpa only [mul_comm] using (Finset.mem_filter.mp hn).2 + have hnat : n + 1 ≤ ⌊x / 16⌋₊ := Nat.le_floor (by simpa using hreal) + exact Finset.mem_range.mpr (by omega) + change (∑ n ∈ A, (1 : ℝ)) ≤ x / 16 + rw [Finset.sum_const, nsmul_eq_mul, mul_one] + calc + (A.card : ℝ) ≤ (⌊x / 16⌋₊ : ℝ) := by + exact_mod_cast (Finset.card_le_card hsub).trans_eq (Finset.card_range _) + _ ≤ x / 16 := Nat.floor_le (by positivity) + +/-- The cleanup entries have summable tail probabilities, bounded by the first +moment divided by 16. Indices `n + 1` are the paper's positive integers. -/ +theorem cleanup_tail_bound {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) + (hX0 : ∀ ω, 0 ≤ X ω) (hi : Integrable X P) : + Summable (fun n : ℕ => P.real {ω | 16 * ((n : ℝ) + 1) ≤ X ω}) ∧ + (∑' n : ℕ, P.real {ω | 16 * ((n : ℝ) + 1) ≤ X ω}) ≤ (∫ ω, X ω ∂P) / 16 := by + classical + have hsum (S : Finset ℕ) : + ∑ n ∈ S, P.real {ω | 16 * ((n : ℝ) + 1) ≤ X ω} ≤ (∫ ω, X ω ∂P) / 16 := by + have hset (n : ℕ) : MeasurableSet {ω | 16 * ((n : ℝ) + 1) ≤ X ω} := + measurableSet_le measurable_const hX + have hcount (n : ℕ) : Integrable + (fun ω => if 16 * ((n : ℝ) + 1) ≤ X ω then (1 : ℝ) else 0) P := + (integrable_const _).indicator (hset n) + calc + _ = ∫ ω, ∑ n ∈ S, if 16 * ((n : ℝ) + 1) ≤ X ω then (1 : ℝ) else 0 ∂P := by + rw [integral_finsetSum S (fun n _ => hcount n)] + apply Finset.sum_congr rfl + intro n hn + simpa only [Set.indicator, Set.mem_ofPred_eq, smul_eq_mul, mul_one] using + (integral_indicator_const (μ := P) (1 : ℝ) (hset n)).symm + _ ≤ ∫ ω, X ω / 16 ∂P := integral_mono + (integrable_finsetSum S (fun n _ => hcount n)) (hi.div_const 16) + (fun ω => cleanup_count_le (hX0 ω) S) + _ = _ := integral_div _ _ + exact ⟨summable_of_sum_le (fun _ => measureReal_nonneg) hsum, + Real.tsum_le_of_sum_le (fun _ => measureReal_nonneg) hsum⟩ + +lemma upper_constant_le_geometric {n : ℕ} (hn : 1 ≤ n) : + (4 : ℝ) ^ n / 16 ^ n / (1 - (1 / 2 : ℝ) ^ n) ≤ 2 * (1 / 4 : ℝ) ^ n := by + have hpow : (1 / 2 : ℝ) ^ n ≤ 1 / 2 := by + obtain ⟨j, rfl⟩ := Nat.exists_eq_succ_of_ne_zero (by omega : n ≠ 0) + rw [pow_succ] + exact (mul_le_mul_of_nonneg_right (pow_le_one₀ (by norm_num) (by norm_num)) + (by norm_num : (0 : ℝ) ≤ 1 / 2)).trans_eq (one_mul _) + have he : (4 : ℝ) ^ n / 16 ^ n = (1 / 4 : ℝ) ^ n := by + rw [← div_pow] + norm_num + rw [he] + apply (div_le_iff₀ (denominator_pos hn)).mpr + have hnonneg : 0 ≤ (1 / 4 : ℝ) ^ n := by positivity + nlinarith + +/-- Both types of entries in all positive-order batches have summable exceedance +probabilities. The hypotheses are precisely the positive finite moments of one +nonnegative mass, not any SLE conclusion. -/ +theorem all_batch_tails_summable {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) + (hX0 : ∀ ω, 0 ≤ X ω) (m T : ℕ → ℝ) + (hm : ∀ n, 1 ≤ n → 0 < m n) + (hi : ∀ n, 1 ≤ n → Integrable (fun ω => X ω ^ n) P) + (hMoment : ∀ n, 1 ≤ n → (∫ ω, X ω ^ n ∂P) = m n) : + Summable (fun n : ℕ => + (∑' k : ℤ, (copies (n + 1) (m (n + 1)) (T (n + 1)) k : ℝ) * + P.real {ω | 16 * dyadic k ≤ X ω}) + + P.real {ω | 16 * ((n : ℝ) + 1) ≤ X ω}) := by + have hgeom : Summable (fun n : ℕ => 2 * (1 / 4 : ℝ) ^ (n + 1)) := by + simpa only [pow_succ, mul_assoc, mul_comm, mul_left_comm] using + (summable_geometric_of_lt_one (by norm_num : (0 : ℝ) ≤ 1 / 4) + (by norm_num : (1 / 4 : ℝ) < 1)).mul_left (2 * (1 / 4 : ℝ)) + have hbatch : Summable (fun n : ℕ => + ∑' k : ℤ, (copies (n + 1) (m (n + 1)) (T (n + 1)) k : ℝ) * + P.real {ω | 16 * dyadic k ≤ X ω}) := by + apply Summable.of_nonneg_of_le (fun n => tsum_nonneg (fun _ => by positivity)) _ hgeom + intro n + exact (upper_batch_probability P X hX hX0 (by omega) (hm _ (by omega)) + (hi _ (by omega)) (hMoment _ (by omega))).trans (upper_constant_le_geometric (by omega)) + have hfirst : Integrable X P := by simpa only [pow_one] using hi 1 le_rfl + exact hbatch.add (cleanup_tail_bound P X hX hX0 hfirst).1 + +end SLEExactGauge.MomentBatches + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/MomentCoefficientConvergence.lean b/lean/OAI/Probability/SLE/Gauge/MomentCoefficientConvergence.lean index 9df660c5f0656e30c8ee470a49e0eeb30c800049..7a1654bccb5c9ab0e2819af99c32ecf43688a888 100644 --- a/lean/OAI/Probability/SLE/Gauge/MomentCoefficientConvergence.lean +++ b/lean/OAI/Probability/SLE/Gauge/MomentCoefficientConvergence.lean @@ -1,53 +1,53 @@ -import OAI.Probability.SLE.Mass.MassCompensatorSelection - -namespace OAI - -/-! Bounded truncation of the prescribed moment coefficients. An -integrable finite-level density is enough to pass from convergence in -probability of the discrete mass to its clipped weighted moments. -/ - -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -lemma continuous_clip (u : ℝ) : Continuous (Target.clip u) := by - exact (continuous_id.max continuous_const).min continuous_const - -lemma clip_nonneg {u : ℝ} (hu : 0 ≤ u) (x : ℝ) : 0 ≤ Target.clip u x := - le_min (le_max_right x 0) hu - -lemma clip_le (u x : ℝ) : Target.clip u x ≤ u := min_le_right _ _ - -/-- This is the inner limit in the paper's explicit coefficient formula; -the density need only be integrable, not uniformly bounded. -/ -theorem weighted_clip_pow_integral_tendsto - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] - (X : ℕ → Ω → ℝ) (Y w : Ω → ℝ) - (hX : ∀ n, AEStronglyMeasurable (X n) P) (hw : Integrable w P) - (hXY : TendstoInMeasure P X atTop Y) (u : ℝ) (hu : 0 ≤ u) (k : ℕ) : - Tendsto (fun n => ∫ ω, w ω*(Target.clip u (X n ω))^k ∂P) atTop - (𝓝 (∫ ω, w ω*(Target.clip u (Y ω))^k ∂P)) := by - apply tendsto_of_subseq_tendsto - intro ns hns - obtain ⟨ms,_,hms⟩ := (hXY.comp hns).exists_seq_tendsto_ae - refine ⟨ms,?_⟩ - apply tendsto_integral_of_dominated_convergence (fun ω => ‖w ω‖*u^k) - · intro n - exact hw.aestronglyMeasurable.mul - (((continuous_clip u).comp_aestronglyMeasurable (hX (ns (ms n)))).pow k) - · exact hw.norm.mul_const (u^k) - · intro n - filter_upwards [] with ω - rw [norm_mul,norm_pow,Real.norm_of_nonneg (clip_nonneg hu _)] - exact mul_le_mul_of_nonneg_left - (pow_le_pow_left₀ (clip_nonneg hu _) (clip_le _ _) k) (norm_nonneg _) - · filter_upwards [hms] with ω hω - exact tendsto_const_nhds.mul (((continuous_clip u).continuousAt.tendsto.comp hω).pow k) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Mass.MassCompensatorSelection + +namespace OAI + +/-! Bounded truncation of the prescribed moment coefficients. An +integrable finite-level density is enough to pass from convergence in +probability of the discrete mass to its clipped weighted moments. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma continuous_clip (u : ℝ) : Continuous (Target.clip u) := by + exact (continuous_id.max continuous_const).min continuous_const + +lemma clip_nonneg {u : ℝ} (hu : 0 ≤ u) (x : ℝ) : 0 ≤ Target.clip u x := + le_min (le_max_right x 0) hu + +lemma clip_le (u x : ℝ) : Target.clip u x ≤ u := min_le_right _ _ + +/-- This is the inner limit in the paper's explicit coefficient formula; +the density need only be integrable, not uniformly bounded. -/ +theorem weighted_clip_pow_integral_tendsto + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] + (X : ℕ → Ω → ℝ) (Y w : Ω → ℝ) + (hX : ∀ n, AEStronglyMeasurable (X n) P) (hw : Integrable w P) + (hXY : TendstoInMeasure P X atTop Y) (u : ℝ) (hu : 0 ≤ u) (k : ℕ) : + Tendsto (fun n => ∫ ω, w ω*(Target.clip u (X n ω))^k ∂P) atTop + (𝓝 (∫ ω, w ω*(Target.clip u (Y ω))^k ∂P)) := by + apply tendsto_of_subseq_tendsto + intro ns hns + obtain ⟨ms,_,hms⟩ := (hXY.comp hns).exists_seq_tendsto_ae + refine ⟨ms,?_⟩ + apply tendsto_integral_of_dominated_convergence (fun ω => ‖w ω‖*u^k) + · intro n + exact hw.aestronglyMeasurable.mul + (((continuous_clip u).comp_aestronglyMeasurable (hX (ns (ms n)))).pow k) + · exact hw.norm.mul_const (u^k) + · intro n + filter_upwards [] with ω + rw [norm_mul,norm_pow,Real.norm_of_nonneg (clip_nonneg hu _)] + exact mul_le_mul_of_nonneg_left + (pow_le_pow_left₀ (clip_nonneg hu _) (clip_le _ _) k) (norm_nonneg _) + · filter_upwards [hms] with ω hω + exact tendsto_const_nhds.mul (((continuous_clip u).continuousAt.tendsto.comp hω).pow k) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/MomentUnclipping.lean b/lean/OAI/Probability/SLE/Gauge/MomentUnclipping.lean index 44d7f5aa644abb31916111019114b3c653fb957f..859ff3e6bfd9ff02493f730734fa97787aed0da8 100644 --- a/lean/OAI/Probability/SLE/Gauge/MomentUnclipping.lean +++ b/lean/OAI/Probability/SLE/Gauge/MomentUnclipping.lean @@ -1,71 +1,71 @@ -import OAI.Probability.SLE.Gauge.MomentCoefficientConvergence - -namespace OAI - -/-! Removing the prescribed integer clipping levels under the proved -integrable terminal-moment bound. -/ - -noncomputable section -open Set Filter MeasureTheory -open scoped Topology - -namespace SLEExactGauge - -lemma clip_nat_eventually_eq {x : ℝ} (hx : 0≤x) : - ∀ᶠ n : ℕ in atTop, Target.clip n x=x := by - obtain ⟨N,hN⟩ := exists_nat_ge x - filter_upwards [eventually_ge_atTop N] with n hn - unfold Target.clip - rw [max_eq_left hx,min_eq_left (hN.trans (Nat.cast_le.mpr hn))] - -lemma weighted_clip_integral_bound - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) - (Y Z w : Ω → ℝ) (hY : AEStronglyMeasurable Y P) (hw : AEStronglyMeasurable w P) - (hdom : ∀ᵐ ω ∂P, 0≤w ω ∧ 0≤Y ω ∧ Y ω≤Z ω) - (m : ℕ) (hi : Integrable (fun ω => w ω*(Z ω)^m) P) (u : ℝ) (hu : 0≤u) : - 0≤(∫ ω, w ω*(Target.clip u (Y ω))^m ∂P) ∧ - (∫ ω, w ω*(Target.clip u (Y ω))^m ∂P)≤∫ ω, w ω*(Z ω)^m ∂P := by - have hbound : ∀ᵐ ω ∂P, w ω*(Target.clip u (Y ω))^m≤w ω*(Z ω)^m := by - filter_upwards [hdom] with ω hω - apply mul_le_mul_of_nonneg_left _ hω.1 - apply pow_le_pow_left₀ (clip_nonneg hu _) - exact (min_le_left _ _).trans (by simpa only [max_eq_left hω.2.1] using hω.2.2) - have hn : 0≤ᵐ[P] (fun ω => w ω*(Target.clip u (Y ω))^m) := by - filter_upwards [hdom] with ω hω - exact mul_nonneg hω.1 (pow_nonneg (clip_nonneg hu _) m) - have hiC : Integrable (fun ω => w ω*(Target.clip u (Y ω))^m) P := by - apply hi.mono' (hw.mul (((continuous_clip u).comp_aestronglyMeasurable hY).pow m)) - filter_upwards [hn,hbound] with ω hω hb - change ‖w ω*(Target.clip u (Y ω))^m‖≤w ω*(Z ω)^m - rwa [Real.norm_of_nonneg hω] - exact ⟨integral_nonneg_of_ae hn,integral_mono_ae hiC hi hbound⟩ - -theorem weighted_unclip_pow_tendsto - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) - (Y Z w : Ω → ℝ) (hY : AEStronglyMeasurable Y P) (hw : AEStronglyMeasurable w P) - (hdom : ∀ᵐ ω ∂P, 0≤w ω ∧ 0≤Y ω ∧ Y ω≤Z ω) - (m : ℕ) (hi : Integrable (fun ω => w ω*(Z ω)^m) P) : - Tendsto (fun n : ℕ => ∫ ω, w ω*(Target.clip n (Y ω))^m ∂P) atTop - (𝓝 (∫ ω, w ω*(Y ω)^m ∂P)) := by - apply tendsto_integral_of_dominated_convergence (fun ω => ‖w ω*(Z ω)^m‖) - · intro n - exact hw.mul (((continuous_clip n).comp_aestronglyMeasurable hY).pow m) - · exact hi.norm - · intro n - filter_upwards [hdom] with ω hω - have hZ : 0≤Z ω := hω.2.1.trans hω.2.2 - rw [Real.norm_of_nonneg (mul_nonneg hω.1 (pow_nonneg (clip_nonneg (Nat.cast_nonneg n) _) m)), - Real.norm_of_nonneg (mul_nonneg hω.1 (pow_nonneg hZ m))] - apply mul_le_mul_of_nonneg_left _ hω.1 - apply pow_le_pow_left₀ (clip_nonneg (Nat.cast_nonneg n) _) - exact (min_le_left _ _).trans (by simpa only [max_eq_left hω.2.1] using hω.2.2) - · filter_upwards [hdom] with ω hω - apply tendsto_const_nhds.congr' - filter_upwards [clip_nat_eventually_eq hω.2.1] with n hn - rw [hn] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.MomentCoefficientConvergence + +namespace OAI + +/-! Removing the prescribed integer clipping levels under the proved +integrable terminal-moment bound. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +lemma clip_nat_eventually_eq {x : ℝ} (hx : 0≤x) : + ∀ᶠ n : ℕ in atTop, Target.clip n x=x := by + obtain ⟨N,hN⟩ := exists_nat_ge x + filter_upwards [eventually_ge_atTop N] with n hn + unfold Target.clip + rw [max_eq_left hx,min_eq_left (hN.trans (Nat.cast_le.mpr hn))] + +lemma weighted_clip_integral_bound + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (Y Z w : Ω → ℝ) (hY : AEStronglyMeasurable Y P) (hw : AEStronglyMeasurable w P) + (hdom : ∀ᵐ ω ∂P, 0≤w ω ∧ 0≤Y ω ∧ Y ω≤Z ω) + (m : ℕ) (hi : Integrable (fun ω => w ω*(Z ω)^m) P) (u : ℝ) (hu : 0≤u) : + 0≤(∫ ω, w ω*(Target.clip u (Y ω))^m ∂P) ∧ + (∫ ω, w ω*(Target.clip u (Y ω))^m ∂P)≤∫ ω, w ω*(Z ω)^m ∂P := by + have hbound : ∀ᵐ ω ∂P, w ω*(Target.clip u (Y ω))^m≤w ω*(Z ω)^m := by + filter_upwards [hdom] with ω hω + apply mul_le_mul_of_nonneg_left _ hω.1 + apply pow_le_pow_left₀ (clip_nonneg hu _) + exact (min_le_left _ _).trans (by simpa only [max_eq_left hω.2.1] using hω.2.2) + have hn : 0≤ᵐ[P] (fun ω => w ω*(Target.clip u (Y ω))^m) := by + filter_upwards [hdom] with ω hω + exact mul_nonneg hω.1 (pow_nonneg (clip_nonneg hu _) m) + have hiC : Integrable (fun ω => w ω*(Target.clip u (Y ω))^m) P := by + apply hi.mono' (hw.mul (((continuous_clip u).comp_aestronglyMeasurable hY).pow m)) + filter_upwards [hn,hbound] with ω hω hb + change ‖w ω*(Target.clip u (Y ω))^m‖≤w ω*(Z ω)^m + rwa [Real.norm_of_nonneg hω] + exact ⟨integral_nonneg_of_ae hn,integral_mono_ae hiC hi hbound⟩ + +theorem weighted_unclip_pow_tendsto + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (Y Z w : Ω → ℝ) (hY : AEStronglyMeasurable Y P) (hw : AEStronglyMeasurable w P) + (hdom : ∀ᵐ ω ∂P, 0≤w ω ∧ 0≤Y ω ∧ Y ω≤Z ω) + (m : ℕ) (hi : Integrable (fun ω => w ω*(Z ω)^m) P) : + Tendsto (fun n : ℕ => ∫ ω, w ω*(Target.clip n (Y ω))^m ∂P) atTop + (𝓝 (∫ ω, w ω*(Y ω)^m ∂P)) := by + apply tendsto_integral_of_dominated_convergence (fun ω => ‖w ω*(Z ω)^m‖) + · intro n + exact hw.mul (((continuous_clip n).comp_aestronglyMeasurable hY).pow m) + · exact hi.norm + · intro n + filter_upwards [hdom] with ω hω + have hZ : 0≤Z ω := hω.2.1.trans hω.2.2 + rw [Real.norm_of_nonneg (mul_nonneg hω.1 (pow_nonneg (clip_nonneg (Nat.cast_nonneg n) _) m)), + Real.norm_of_nonneg (mul_nonneg hω.1 (pow_nonneg hZ m))] + apply mul_le_mul_of_nonneg_left _ hω.1 + apply pow_le_pow_left₀ (clip_nonneg (Nat.cast_nonneg n) _) + exact (min_le_left _ _).trans (by simpa only [max_eq_left hω.2.1] using hω.2.2) + · filter_upwards [hdom] with ω hω + apply tendsto_const_nhds.congr' + filter_upwards [clip_nat_eventually_eq hω.2.1] with n hn + rw [hn] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/NormalRibbonInjectivity.lean b/lean/OAI/Probability/SLE/Gauge/NormalRibbonInjectivity.lean index f4727c258c8b082382f3b3c15c13bfd96d88dc4a..d6fd3b391af8fcd842fd10be0bc6e541df5389de 100644 --- a/lean/OAI/Probability/SLE/Gauge/NormalRibbonInjectivity.lean +++ b/lean/OAI/Probability/SLE/Gauge/NormalRibbonInjectivity.lean @@ -1,52 +1,52 @@ -import OAI.Probability.SLE.Gauge.NormalRibbonPatch - -namespace OAI - -/-! A global chord bound and the local ribbon estimate rule out all -self-contacts of a width-one normal strip. -/ - -noncomputable section -open Set Metric -open scoped NNReal - -namespace SLEExactGauge.Serpentine - -theorem normalRibbon_injective_of_chord_bound (σ tangent : ℝ → ℂ) - (hd : ∀ t, HasDerivAt σ (tangent t) t) - (hunit : ∀ t, ‖tangent t‖ = 1) - (hL : LipschitzWith (1 / 50) tangent) - (hchord : ∀ s t : ℝ, 0 ≤ s → 0 ≤ t → |s - t| ≤ 2 * ‖σ s - σ t‖) : - InjOn (normalRibbon σ tangent) {z : ℂ | 0 ≤ z.re ∧ |z.im| ≤ 1} := by - intro z hz w hw he - have hnz : ‖(z.im : ℂ) * Complex.I * tangent z.re‖ ≤ 1 := by - rw [norm_mul, norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, - hunit, mul_one, mul_one] - exact hz.2 - have hnw : ‖(w.im : ℂ) * Complex.I * tangent w.re‖ ≤ 1 := by - rw [norm_mul, norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, - hunit, mul_one, mul_one] - exact hw.2 - have heq : σ z.re - σ w.re = - (w.im : ℂ) * Complex.I * tangent w.re - (z.im : ℂ) * Complex.I * tangent z.re := by - unfold normalRibbon at he - exact sub_eq_sub_iff_add_eq_add.mpr (by simpa only [add_comm] using he) - have hn : ‖σ z.re - σ w.re‖ ≤ 2 := by - rw [heq] - exact (norm_sub_le _ _).trans (by linarith) - have hc : |z.re - w.re| ≤ 4 := (hchord _ _ hz.1 hw.1).trans (by linarith) - have hab : max z.re w.re - min z.re w.re ≤ 4 := by - rw [max_sub_min_eq_abs] - simpa only [abs_sub_comm] using hc - have hz' : z.re ∈ Icc (min z.re w.re) (max z.re w.re) := ⟨min_le_left _ _, le_max_left _ _⟩ - have hw' : w.re ∈ Icc (min z.re w.re) (max z.re w.re) := ⟨min_le_right _ _, le_max_right _ _⟩ - have hlower := (normalRibbon_patch_bounds σ tangent _ _ hab - (fun t _ => (hd t).hasDerivWithinAt) (fun t _ => hunit t) hL.lipschitzOnWith - z w ⟨hz', hz.2⟩ ⟨hw', hw.2⟩).2 - rw [he, dist_self, mul_zero] at hlower - exact dist_eq_zero.mp (le_antisymm hlower dist_nonneg) - -end SLEExactGauge.Serpentine - -end - -end OAI +import OAI.Probability.SLE.Gauge.NormalRibbonPatch + +namespace OAI + +/-! A global chord bound and the local ribbon estimate rule out all +self-contacts of a width-one normal strip. -/ + +noncomputable section +open Set Metric +open scoped NNReal + +namespace SLEExactGauge.Serpentine + +theorem normalRibbon_injective_of_chord_bound (σ tangent : ℝ → ℂ) + (hd : ∀ t, HasDerivAt σ (tangent t) t) + (hunit : ∀ t, ‖tangent t‖ = 1) + (hL : LipschitzWith (1 / 50) tangent) + (hchord : ∀ s t : ℝ, 0 ≤ s → 0 ≤ t → |s - t| ≤ 2 * ‖σ s - σ t‖) : + InjOn (normalRibbon σ tangent) {z : ℂ | 0 ≤ z.re ∧ |z.im| ≤ 1} := by + intro z hz w hw he + have hnz : ‖(z.im : ℂ) * Complex.I * tangent z.re‖ ≤ 1 := by + rw [norm_mul, norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, + hunit, mul_one, mul_one] + exact hz.2 + have hnw : ‖(w.im : ℂ) * Complex.I * tangent w.re‖ ≤ 1 := by + rw [norm_mul, norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, + hunit, mul_one, mul_one] + exact hw.2 + have heq : σ z.re - σ w.re = + (w.im : ℂ) * Complex.I * tangent w.re - (z.im : ℂ) * Complex.I * tangent z.re := by + unfold normalRibbon at he + exact sub_eq_sub_iff_add_eq_add.mpr (by simpa only [add_comm] using he) + have hn : ‖σ z.re - σ w.re‖ ≤ 2 := by + rw [heq] + exact (norm_sub_le _ _).trans (by linarith) + have hc : |z.re - w.re| ≤ 4 := (hchord _ _ hz.1 hw.1).trans (by linarith) + have hab : max z.re w.re - min z.re w.re ≤ 4 := by + rw [max_sub_min_eq_abs] + simpa only [abs_sub_comm] using hc + have hz' : z.re ∈ Icc (min z.re w.re) (max z.re w.re) := ⟨min_le_left _ _, le_max_left _ _⟩ + have hw' : w.re ∈ Icc (min z.re w.re) (max z.re w.re) := ⟨min_le_right _ _, le_max_right _ _⟩ + have hlower := (normalRibbon_patch_bounds σ tangent _ _ hab + (fun t _ => (hd t).hasDerivWithinAt) (fun t _ => hunit t) hL.lipschitzOnWith + z w ⟨hz', hz.2⟩ ⟨hw', hw.2⟩).2 + rw [he, dist_self, mul_zero] at hlower + exact dist_eq_zero.mp (le_antisymm hlower dist_nonneg) + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/NormalRibbonPatch.lean b/lean/OAI/Probability/SLE/Gauge/NormalRibbonPatch.lean index cc17a5f689f427295c55a7347a718382e7ecd05d..69ca98619894e826bbb5b974d67382e5e8f03bb2 100644 --- a/lean/OAI/Probability/SLE/Gauge/NormalRibbonPatch.lean +++ b/lean/OAI/Probability/SLE/Gauge/NormalRibbonPatch.lean @@ -1,103 +1,103 @@ -import OAI.Probability.SLE.Gauge.RibbonStepPatch - -namespace OAI - -/-! Fixed bi-Lipschitz constants for the normal ribbon of a unit-speed -curve whose tangent changes at rate at most 1/50. This is the local -analytic estimate for the explicit serpentine's straight and circular pieces. -/ - -noncomputable section -open Set Metric -open scoped NNReal - -namespace SLEExactGauge.Serpentine - -def normalRibbon (σ tangent : ℝ → ℂ) (z : ℂ) : ℂ := - σ z.re + (z.im : ℂ) * Complex.I * tangent z.re - -lemma curve_linear_error - (σ tangent : ℝ → ℂ) (a b : ℝ) (hab : b - a ≤ 4) - (hd : ∀ t ∈ Icc a b, HasDerivWithinAt σ (tangent t) (Icc a b) t) - (hL : LipschitzOnWith (1 / 50) tangent (Icc a b)) - {s t : ℝ} (hs : s ∈ Icc a b) (ht : t ∈ Icc a b) : - ‖σ s - σ t - ((s - t : ℝ) : ℂ) * tangent t‖ ≤ (4 / 50 : ℝ) * |s - t| := by - let f := fun u : ℝ => σ u - (u : ℂ) * tangent t - have hf (u : ℝ) (hu : u ∈ Icc a b) : - HasDerivWithinAt f (tangent u - tangent t) (Icc a b) u := by - convert (hd u hu).sub - ((Complex.ofRealCLM.hasDerivAt (x := u)).mul_const (tangent t)).hasDerivWithinAt using 1 <;> - simp only [f, Complex.ofRealCLM_apply, Complex.ofReal_one, one_mul] - rfl - have hbound (u : ℝ) (hu : u ∈ Icc a b) : ‖tangent u - tangent t‖ ≤ (4 / 50 : ℝ) := by - have hdut : dist u t ≤ 4 := by - rw [Real.dist_eq, abs_le] - constructor <;> linarith [hu.1, hu.2, ht.1, ht.2] - have hh := hL.dist_le_mul u hu t ht - rw [dist_eq_norm] at hh - exact hh.trans (by norm_num; linarith) - have hh := Convex.norm_image_sub_le_of_norm_hasDerivWithin_le hf hbound - (convex_Icc a b) ht hs - have he : f s - f t = σ s - σ t - ((s - t : ℝ) : ℂ) * tangent t := by - dsimp only [f] - push_cast - ring - rw [he, Real.norm_eq_abs] at hh - exact hh - -/-- A length-four patch has fixed constants 2 in both directions. -/ -theorem normalRibbon_patch_bounds - (σ tangent : ℝ → ℂ) (a b : ℝ) (hab : b - a ≤ 4) - (hd : ∀ t ∈ Icc a b, HasDerivWithinAt σ (tangent t) (Icc a b) t) - (hunit : ∀ t ∈ Icc a b, ‖tangent t‖ = 1) - (hL : LipschitzOnWith (1 / 50) tangent (Icc a b)) - (z w : ℂ) (hz : z.re ∈ Icc a b ∧ |z.im| ≤ 1) - (hw : w.re ∈ Icc a b ∧ |w.im| ≤ 1) : - dist (normalRibbon σ tangent z) (normalRibbon σ tangent w) ≤ 2 * dist z w ∧ - dist z w ≤ 2 * dist (normalRibbon σ tangent z) (normalRibbon σ tangent w) := by - let E := σ z.re - σ w.re - ((z.re - w.re : ℝ) : ℂ) * tangent w.re - have hE : ‖E‖ ≤ (4 / 50 : ℝ) * |z.re - w.re| := - curve_linear_error σ tangent a b hab hd hL hz.1 hw.1 - have hT := hL.dist_le_mul z.re hz.1 w.re hw.1 - rw [dist_eq_norm, Real.dist_eq] at hT - have hnorm : ‖(z.im : ℂ) * Complex.I * (tangent z.re - tangent w.re)‖ ≤ - (1 / 50 : ℝ) * |z.re - w.re| := by - rw [norm_mul, norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, mul_one] - calc - _ ≤ 1 * ‖tangent z.re - tangent w.re‖ := mul_le_mul_of_nonneg_right hz.2 (norm_nonneg _) - _ ≤ _ := by simpa using hT - let D := normalRibbon σ tangent z - normalRibbon σ tangent w - let A := (z - w) * tangent w.re - have he : D - A = E + (z.im : ℂ) * Complex.I * (tangent z.re - tangent w.re) := by - have hzw : z - w = ((z.re - w.re : ℝ) : ℂ) + - ((z.im - w.im : ℝ) : ℂ) * Complex.I := by - apply Complex.ext <;> simp - dsimp only [D, A, E, normalRibbon] - rw [hzw] - push_cast - ring - have her : ‖D - A‖ ≤ (1 / 10 : ℝ) * ‖z - w‖ := by - rw [he] - have hh := (norm_add_le E _).trans (add_le_add hE hnorm) - have hre : |z.re - w.re| ≤ ‖z - w‖ := by - simpa only [Complex.sub_re] using Complex.abs_re_le_norm (z - w) - nlinarith - have hA : ‖A‖ = ‖z - w‖ := by - change ‖(z - w) * tangent w.re‖ = _ - rw [norm_mul, hunit _ hw.1, mul_one] - have hupper : ‖D‖ ≤ ‖z - w‖ + ‖D - A‖ := by - have hh := norm_add_le A (D - A) - rw [add_sub_cancel, hA] at hh - exact hh - have hlower : ‖z - w‖ ≤ ‖D‖ + ‖D - A‖ := by - have hh := norm_sub_le D (D - A) - rw [sub_sub_cancel, hA] at hh - exact hh - simp only [dist_eq_norm] - change ‖D‖ ≤ 2 * ‖z - w‖ ∧ ‖z - w‖ ≤ 2 * ‖D‖ - constructor <;> nlinarith [norm_nonneg D, norm_nonneg (z - w)] - -end SLEExactGauge.Serpentine - -end - -end OAI +import OAI.Probability.SLE.Gauge.RibbonStepPatch + +namespace OAI + +/-! Fixed bi-Lipschitz constants for the normal ribbon of a unit-speed +curve whose tangent changes at rate at most 1/50. This is the local +analytic estimate for the explicit serpentine's straight and circular pieces. -/ + +noncomputable section +open Set Metric +open scoped NNReal + +namespace SLEExactGauge.Serpentine + +def normalRibbon (σ tangent : ℝ → ℂ) (z : ℂ) : ℂ := + σ z.re + (z.im : ℂ) * Complex.I * tangent z.re + +lemma curve_linear_error + (σ tangent : ℝ → ℂ) (a b : ℝ) (hab : b - a ≤ 4) + (hd : ∀ t ∈ Icc a b, HasDerivWithinAt σ (tangent t) (Icc a b) t) + (hL : LipschitzOnWith (1 / 50) tangent (Icc a b)) + {s t : ℝ} (hs : s ∈ Icc a b) (ht : t ∈ Icc a b) : + ‖σ s - σ t - ((s - t : ℝ) : ℂ) * tangent t‖ ≤ (4 / 50 : ℝ) * |s - t| := by + let f := fun u : ℝ => σ u - (u : ℂ) * tangent t + have hf (u : ℝ) (hu : u ∈ Icc a b) : + HasDerivWithinAt f (tangent u - tangent t) (Icc a b) u := by + convert (hd u hu).sub + ((Complex.ofRealCLM.hasDerivAt (x := u)).mul_const (tangent t)).hasDerivWithinAt using 1 <;> + simp only [f, Complex.ofRealCLM_apply, Complex.ofReal_one, one_mul] + rfl + have hbound (u : ℝ) (hu : u ∈ Icc a b) : ‖tangent u - tangent t‖ ≤ (4 / 50 : ℝ) := by + have hdut : dist u t ≤ 4 := by + rw [Real.dist_eq, abs_le] + constructor <;> linarith [hu.1, hu.2, ht.1, ht.2] + have hh := hL.dist_le_mul u hu t ht + rw [dist_eq_norm] at hh + exact hh.trans (by norm_num; linarith) + have hh := Convex.norm_image_sub_le_of_norm_hasDerivWithin_le hf hbound + (convex_Icc a b) ht hs + have he : f s - f t = σ s - σ t - ((s - t : ℝ) : ℂ) * tangent t := by + dsimp only [f] + push_cast + ring + rw [he, Real.norm_eq_abs] at hh + exact hh + +/-- A length-four patch has fixed constants 2 in both directions. -/ +theorem normalRibbon_patch_bounds + (σ tangent : ℝ → ℂ) (a b : ℝ) (hab : b - a ≤ 4) + (hd : ∀ t ∈ Icc a b, HasDerivWithinAt σ (tangent t) (Icc a b) t) + (hunit : ∀ t ∈ Icc a b, ‖tangent t‖ = 1) + (hL : LipschitzOnWith (1 / 50) tangent (Icc a b)) + (z w : ℂ) (hz : z.re ∈ Icc a b ∧ |z.im| ≤ 1) + (hw : w.re ∈ Icc a b ∧ |w.im| ≤ 1) : + dist (normalRibbon σ tangent z) (normalRibbon σ tangent w) ≤ 2 * dist z w ∧ + dist z w ≤ 2 * dist (normalRibbon σ tangent z) (normalRibbon σ tangent w) := by + let E := σ z.re - σ w.re - ((z.re - w.re : ℝ) : ℂ) * tangent w.re + have hE : ‖E‖ ≤ (4 / 50 : ℝ) * |z.re - w.re| := + curve_linear_error σ tangent a b hab hd hL hz.1 hw.1 + have hT := hL.dist_le_mul z.re hz.1 w.re hw.1 + rw [dist_eq_norm, Real.dist_eq] at hT + have hnorm : ‖(z.im : ℂ) * Complex.I * (tangent z.re - tangent w.re)‖ ≤ + (1 / 50 : ℝ) * |z.re - w.re| := by + rw [norm_mul, norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, mul_one] + calc + _ ≤ 1 * ‖tangent z.re - tangent w.re‖ := mul_le_mul_of_nonneg_right hz.2 (norm_nonneg _) + _ ≤ _ := by simpa using hT + let D := normalRibbon σ tangent z - normalRibbon σ tangent w + let A := (z - w) * tangent w.re + have he : D - A = E + (z.im : ℂ) * Complex.I * (tangent z.re - tangent w.re) := by + have hzw : z - w = ((z.re - w.re : ℝ) : ℂ) + + ((z.im - w.im : ℝ) : ℂ) * Complex.I := by + apply Complex.ext <;> simp + dsimp only [D, A, E, normalRibbon] + rw [hzw] + push_cast + ring + have her : ‖D - A‖ ≤ (1 / 10 : ℝ) * ‖z - w‖ := by + rw [he] + have hh := (norm_add_le E _).trans (add_le_add hE hnorm) + have hre : |z.re - w.re| ≤ ‖z - w‖ := by + simpa only [Complex.sub_re] using Complex.abs_re_le_norm (z - w) + nlinarith + have hA : ‖A‖ = ‖z - w‖ := by + change ‖(z - w) * tangent w.re‖ = _ + rw [norm_mul, hunit _ hw.1, mul_one] + have hupper : ‖D‖ ≤ ‖z - w‖ + ‖D - A‖ := by + have hh := norm_add_le A (D - A) + rw [add_sub_cancel, hA] at hh + exact hh + have hlower : ‖z - w‖ ≤ ‖D‖ + ‖D - A‖ := by + have hh := norm_sub_le D (D - A) + rw [sub_sub_cancel, hA] at hh + exact hh + simp only [dist_eq_norm] + change ‖D‖ ≤ 2 * ‖z - w‖ ∧ ‖z - w‖ ≤ 2 * ‖D‖ + constructor <;> nlinarith [norm_nonneg D, norm_nonneg (z - w)] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PassageRetention.lean b/lean/OAI/Probability/SLE/Gauge/PassageRetention.lean index 0ea1f38f06c0018631d0576497c086b03033e04c..e16ab306b36a9b409ae07bfca1a4fca387a2972c 100644 --- a/lean/OAI/Probability/SLE/Gauge/PassageRetention.lean +++ b/lean/OAI/Probability/SLE/Gauge/PassageRetention.lean @@ -1,427 +1,427 @@ -import OAI.Probability.SLE.Geometry.CountableInteriorIntervals -import OAI.Probability.SLE.Geometry.ActualStoppedTubeSupport -import OAI.Probability.SLE.Geometry.FirstHeightBounded - -namespace OAI - -/-! Countable, measurable retention of actual middle visits and continuation -prefixes. The middle interval is produced from a continuous progress crossing; -the compact certificates are then extracted from fixed countable exhaustions. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal - -namespace SLEExactGauge.PassageRetention - -/-- First crossing of a scalar progress level on a compact time interval. -/ -theorem first_progress_crossing - (x : ℝ → ℝ) {a b q : ℝ} (hab : a < b) - (hx : ContinuousOn x (Icc a b)) (ha : x a < q) (hb : q < x b) : - ∃ θ ∈ Ioo a b, x θ = q ∧ ∀ u ∈ Ico a θ, x u < q := by - let K := Icc a b ∩ x ⁻¹' {q} - have hKc : IsClosed K := hx.preimage_isClosed_of_isClosed isClosed_Icc isClosed_singleton - have hK : IsCompact K := isCompact_Icc.of_isClosed_subset hKc inter_subset_left - have hKn : K.Nonempty := by - obtain ⟨t, ht, he⟩ := intermediate_value_Icc hab.le hx ⟨ha.le, hb.le⟩ - exact ⟨t, ht, he⟩ - obtain ⟨θ, hθ, hmin⟩ := hK.exists_isLeast hKn - have he : x θ = q := hθ.2 - have haθ : a < θ := lt_of_le_of_ne hθ.1.1 (by - intro h - exact (ne_of_lt ha) (h ▸ he)) - have hθb : θ < b := lt_of_le_of_ne hθ.1.2 (by - intro h - exact (ne_of_gt hb) (h ▸ he)) - refine ⟨θ, ⟨haθ, hθb⟩, he, ?_⟩ - intro u hu - by_contra hn - obtain ⟨v, hv, hvx⟩ := intermediate_value_Icc hu.1 - (hx.mono (Icc_subset_Icc_right (hu.2.le.trans hθ.1.2))) ⟨ha.le, le_of_not_gt hn⟩ - have hvK : v ∈ K := ⟨⟨hv.1, hv.2.trans (hu.2.le.trans hθ.1.2)⟩, hvx⟩ - exact (not_le_of_gt hu.2) ((hmin hvK).trans hv.2) - -def middleRegion (O : Set ℂ) (progress : ℂ → ℝ) : Set ℂ := - O ∩ progress ⁻¹' Ioo (1 / 3 : ℝ) (2 / 3) - -def beforeFrontRegion (O : Set ℂ) (progress : ℂ → ℝ) : Set ℂ := - O ∩ progress ⁻¹' Iio (2 / 3 : ℝ) - -def beyondFrontRegion (O : Set ℂ) (progress : ℂ → ℝ) : Set ℂ := - O ∩ progress ⁻¹' Ioi (1 : ℝ) - -/-- Progress from below one third to beyond the front at one forces a rational -middle interval before the first front crossing and a later rational endpoint. -/ -theorem rational_middle_before_front - (f : ℝ → ℂ) (hf : Continuous f) (O : Set ℂ) (hO : IsOpen O) - (progress : ℂ → ℝ) (hp : ContinuousOn progress O) - {a b : ℝ} (hab : a < b) (hfO : MapsTo f (Icc a b) O) - (hstart : progress (f a) < 1 / 3) (hend : 1 < progress (f b)) : - ∃ s t u : ℚ, a < (s : ℝ) ∧ (s : ℝ) < t ∧ (t : ℝ) < u ∧ (u : ℝ) < b ∧ - MapsTo f (Icc (s : ℝ) t) (middleRegion O progress) ∧ - MapsTo f (Icc a t) (beforeFrontRegion O progress) ∧ - f u ∈ beyondFrontRegion O progress := by - let x := progress ∘ f - have hx : ContinuousOn x (Icc a b) := hp.comp hf.continuousOn hfO - obtain ⟨θ, hθ, hxθ, hprior⟩ := first_progress_crossing x hab hx - (show x a < 2 / 3 by dsimp [x]; linarith) (by dsimp [x]; linarith) - obtain ⟨v, hv, hxv⟩ := intermediate_value_Icc hθ.1.le - (hx.mono (Icc_subset_Icc_right hθ.2.le)) - (show (1 / 2 : ℝ) ∈ Icc (x a) (x θ) by dsimp [x] at *; rw [hxθ]; constructor <;> linarith) - have hav : a < v := lt_of_le_of_ne hv.1 (by - intro he - subst v - dsimp [x] at hxv - linarith) - have hvθ : v < θ := lt_of_le_of_ne hv.2 (by - intro he - subst v - rw [hxθ] at hxv - norm_num at hxv) - have hM : IsOpen (middleRegion O progress) := hp.isOpen_inter_preimage hO isOpen_Ioo - have hvM : f v ∈ middleRegion O progress := - ⟨hfO ⟨hav.le, hvθ.le.trans hθ.2.le⟩, by change (1 / 3 : ℝ) < x v ∧ x v < 2 / 3; rw [hxv]; norm_num⟩ - obtain ⟨s, t, has, hst, htθ, hmid⟩ := - exists_rational_interval_in_open_visit f hf _ hM a θ ⟨v, ⟨hav, hvθ⟩, hvM⟩ - have hθb : θ < b := hθ.2 - let q := ((1 : ℝ) + x b) / 2 - have hq : 1 < q ∧ q < x b := by dsimp [q, x]; constructor <;> linarith - obtain ⟨w, hw, hxw⟩ := intermediate_value_Icc hθb.le - (hx.mono (Icc_subset_Icc_left hθ.1.le)) - (show q ∈ Icc (x θ) (x b) by rw [hxθ]; exact ⟨by linarith [hq.1], hq.2.le⟩) - have hθw : θ < w := lt_of_le_of_ne hw.1 (by intro he; subst w; rw [hxθ] at hxw; linarith [hq.1]) - have hwb : w < b := lt_of_le_of_ne hw.2 (by intro he; subst w; linarith [hq.2]) - have hW : IsOpen (beyondFrontRegion O progress) := hp.isOpen_inter_preimage hO isOpen_Ioi - have hwW : f w ∈ beyondFrontRegion O progress := - ⟨hfO ⟨hθ.1.le.trans hw.1, hw.2⟩, by change 1 < x w; rw [hxw]; exact hq.1⟩ - obtain ⟨u, u', hθu, huu', hu'b, hhigh⟩ := - exists_rational_interval_in_open_visit f hf _ hW θ b ⟨w, ⟨hθw, hwb⟩, hwW⟩ - refine ⟨s, t, u, has, hst, htθ.trans hθu, huu'.trans hu'b, hmid, ?_, ?_⟩ - · intro v hv - exact ⟨hfO ⟨hv.1, hv.2.trans (htθ.le.trans hθ.2.le)⟩, - hprior v ⟨hv.1, hv.2.trans_lt htθ⟩⟩ - · exact hhigh ⟨le_rfl, huu'.le⟩ - -/-- Fixed compact exhaustions provide countably many certificates for both -the whole continuation and the middle subinterval. -/ -theorem exists_compact_passage_certificates - (O : Set ℂ) (hO : IsOpen O) (progress : ℂ → ℝ) - (hp : ContinuousOn progress O) : - ∃ K M L : ℕ → Set ℂ, - (∀ n, IsCompact (K n) ∧ K n ⊆ O) ∧ - (∀ n, IsCompact (M n) ∧ M n ⊆ middleRegion O progress) ∧ - (∀ n, IsCompact (L n) ∧ L n ⊆ beforeFrontRegion O progress) ∧ - ∀ (f : ℝ → ℂ), Continuous f → ∀ a b : ℝ, a < b → - MapsTo f (Icc a b) O → progress (f a) < 1 / 3 → 1 < progress (f b) → - ∃ (s t u : ℚ) (i j k : ℕ), - a < (s : ℝ) ∧ (s : ℝ) < t ∧ (t : ℝ) < u ∧ (u : ℝ) < b ∧ - f '' Icc a u ⊆ K i ∧ f '' Icc (s : ℝ) t ⊆ M j ∧ - f '' Icc a t ⊆ L k ∧ f u ∈ beyondFrontRegion O progress := by - obtain ⟨K, hK, hKO, hKcap⟩ := exists_countable_compact_exhaustion_open O hO - obtain ⟨M, hM, hMO, hMcap⟩ := exists_countable_compact_exhaustion_open - (middleRegion O progress) (hp.isOpen_inter_preimage hO isOpen_Ioo) - obtain ⟨L, hL, hLO, hLcap⟩ := exists_countable_compact_exhaustion_open - (beforeFrontRegion O progress) (hp.isOpen_inter_preimage hO isOpen_Iio) - refine ⟨K, M, L, fun n => ⟨hK n, hKO n⟩, fun n => ⟨hM n, hMO n⟩, - fun n => ⟨hL n, hLO n⟩, ?_⟩ - intro f hf a b hab hfO hstart hend - obtain ⟨s, t, u, has, hst, htu, hub, hmid, hlow, hhigh⟩ := - rational_middle_before_front f hf O hO progress hp hab hfO hstart hend - obtain ⟨i, hi⟩ := hKcap (f '' Icc a u) (isCompact_Icc.image hf) - ((hfO.mono (Icc_subset_Icc_right hub.le) Subset.rfl).image_subset) - obtain ⟨j, hj⟩ := hMcap (f '' Icc (s : ℝ) t) (isCompact_Icc.image hf) hmid.image_subset - obtain ⟨k, hk⟩ := hLcap (f '' Icc a t) (isCompact_Icc.image hf) hlow.image_subset - exact ⟨s, t, u, i, j, k, has, hst, htu, hub, hi, hj, hk, hhigh⟩ - -local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ -local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ - -/-- Compact containment from a variable starting time is a closed path test. -/ -theorem isClosed_variable_start_compact (u : ℝ≥0) {K : Set ℂ} (hK : IsClosed K) : - IsClosed {x : ℝ≥0 × C(ℝ≥0, ℂ) | x.1 ≤ u ∧ MapsTo x.2 (Icc x.1 u) K} := by - have he : {x : ℝ≥0 × C(ℝ≥0, ℂ) | x.1 ≤ u ∧ MapsTo x.2 (Icc x.1 u) K} = - {x | x.1 ≤ u} ∩ ⋂ t ∈ Icc (0 : ℝ≥0) u, {x | x.2 (max x.1 t) ∈ K} := by - ext x - simp only [mem_ofPred_eq, mem_inter_iff, mem_iInter] - constructor - · rintro ⟨hxu, hm⟩ - exact ⟨hxu, fun t ht => hm ⟨le_max_left _ _, max_le hxu ht.2⟩⟩ - · rintro ⟨hxu, hm⟩ - refine ⟨hxu, fun t ht => ?_⟩ - simpa only [max_eq_right ht.1] using hm t ⟨bot_le, ht.2⟩ - rw [he] - exact (isClosed_le continuous_fst continuous_const).inter - (isClosed_iInter fun t => isClosed_iInter fun _ => - hK.preimage (continuous_eval.comp - (continuous_snd.prodMk (continuous_fst.max continuous_const)))) - -theorem measurableSet_variable_start_compact - {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) - (σ : Ω → ℝ≥0) (hσ : Measurable σ) (u : ℝ≥0) - {K : Set ℂ} (hK : IsCompact K) : - MeasurableSet {ω | σ ω ≤ u ∧ MapsTo (f ω) (Icc (σ ω) u) K} := - (isClosed_variable_start_compact u hK.isClosed).measurableSet.preimage (hσ.prodMk hf) - -def ratTime (q : ℚ) : ℝ≥0 := Real.toNNReal (q : ℝ) - -@[simp] theorem ratTime_coe {q : ℚ} (hq : 0 ≤ q) : (ratTime q : ℝ) = (q : ℝ) := by - exact Real.coe_toNNReal _ (by exact_mod_cast hq) - -theorem ratTime_lt {p q : ℚ} (hp : 0 ≤ p) (hpq : p < q) : ratTime p < ratTime q := by - apply NNReal.coe_lt_coe.mp - rw [ratTime_coe hp, ratTime_coe (hp.trans hpq.le)] - exact_mod_cast hpq - -abbrev RationalPassageTimes := {q : ℚ × ℚ × ℚ // 0 < q.1 ∧ q.1 < q.2.1 ∧ q.2.1 < q.2.2} -abbrev PassageIndex := RationalPassageTimes × (ℕ × ℕ × ℕ) - -def intervalStart (i : PassageIndex) : ℝ≥0 := ratTime i.1.1.1 -def intervalEnd (i : PassageIndex) : ℝ≥0 := ratTime i.1.1.2.1 -def passageEnd (i : PassageIndex) : ℝ≥0 := ratTime i.1.1.2.2 - -theorem intervalStart_lt_end (i : PassageIndex) : intervalStart i < intervalEnd i := - ratTime_lt i.1.2.1.le i.1.2.2.1 - -theorem intervalEnd_lt_passageEnd (i : PassageIndex) : intervalEnd i < passageEnd i := - ratTime_lt (i.1.2.1.le.trans i.1.2.2.1.le) i.1.2.2.2 - -/-- The three compact tests retain the full prefix, a middle interval, and -a prefix ending before any two-thirds front crossing. -/ -def compactPassageCertificate {Ω : Type*} (f : Ω → C(ℝ≥0, ℂ)) (σ : Ω → ℝ≥0) - (K M L : ℕ → Set ℂ) (W : Set ℂ) (i : PassageIndex) : Set Ω := - {ω | σ ω < intervalStart i ∧ f ω (passageEnd i) ∈ W ∧ - (σ ω ≤ passageEnd i ∧ MapsTo (f ω) (Icc (σ ω) (passageEnd i)) (K i.2.1)) ∧ - MapsTo (f ω) (Icc (intervalStart i) (intervalEnd i)) (M i.2.2.1) ∧ - (σ ω ≤ intervalEnd i ∧ MapsTo (f ω) (Icc (σ ω) (intervalEnd i)) (L i.2.2.2))} - -theorem compactPassageCertificate_measurable - {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) - (σ : Ω → ℝ≥0) (hσ : Measurable σ) - (K M L : ℕ → Set ℂ) (hK : ∀ n, IsCompact (K n)) - (hM : ∀ n, IsCompact (M n)) (hL : ∀ n, IsCompact (L n)) - (W : Set ℂ) (hW : MeasurableSet W) (i : PassageIndex) : - MeasurableSet (compactPassageCertificate f σ K M L W i) := - (measurableSet_lt hσ measurable_const).inter - ((hW.preimage ((continuous_eval_const (passageEnd i)).measurable.comp hf)).inter - ((measurableSet_variable_start_compact f hf σ hσ _ (hK _)).inter - ((measurableSet_interval_compact_certificate f hf _ _ (hM _)).inter - (measurableSet_variable_start_compact f hf σ hσ _ (hL _))))) - -/-- Fixed compact containment supplies an actual positive open margin. -/ -theorem retained_compact_open_margin {K O : Set ℂ} (hK : IsCompact K) - (hO : IsOpen O) (hKO : K ⊆ O) : - ∃ δ : ℝ, 0 < δ ∧ cthickening δ K ⊆ O := - hK.exists_cthickening_subset_open hO hKO - -/-- A continuous nonnegative-time path with an actual progress crossing -belongs to one of the fixed countable compact certificates. -/ -theorem countable_measurable_passage_cover - {Ω : Type*} [MeasurableSpace Ω] - (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) (σ : Ω → ℝ≥0) (hσ : Measurable σ) - (O : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) - (progress : ℂ → ℝ) (hp : ContinuousOn progress O) (E : Set Ω) - (hpass : ∀ ω ∈ E, ∃ b : ℝ≥0, σ ω < b ∧ MapsTo (f ω) (Icc (σ ω) b) O ∧ - progress (f ω (σ ω)) < 1 / 3 ∧ 1 < progress (f ω b)) : - ∃ K M L : ℕ → Set ℂ, - (∀ n, IsCompact (K n) ∧ K n ⊆ O) ∧ - (∀ n, IsCompact (M n) ∧ M n ⊆ middleRegion O progress) ∧ - (∀ n, IsCompact (L n) ∧ L n ⊆ beforeFrontRegion O progress) ∧ - (∀ n, K n ⊆ upperHalfPlane) ∧ (∀ n, M n ⊆ upperHalfPlane) ∧ - (∀ i, MeasurableSet (compactPassageCertificate f σ K M L - (beyondFrontRegion O progress) i)) ∧ - E ⊆ ⋃ i : PassageIndex, compactPassageCertificate f σ K M L - (beyondFrontRegion O progress) i := by - obtain ⟨K, M, L, hK, hM, hL, hcert⟩ := exists_compact_passage_certificates O hO progress hp - refine ⟨K, M, L, hK, hM, hL, fun n => (hK n).2.trans hOH, - fun n z hz => hOH ((hM n).2 hz).1, ?_, ?_⟩ - · exact fun i => compactPassageCertificate_measurable f hf σ hσ K M L - (fun n => (hK n).1) (fun n => (hM n).1) (fun n => (hL n).1) - _ (hp.isOpen_inter_preimage hO isOpen_Ioi).measurableSet i - · intro ω hω - obtain ⟨b, hσb, hfO, hstart, hend⟩ := hpass ω hω - let fR : ℝ → ℂ := fun t => f ω (Real.toNNReal t) - have hfR : Continuous fR := (f ω).continuous.comp continuous_real_toNNReal - have hfRO : MapsTo fR (Icc (σ ω : ℝ) (b : ℝ)) O := by - intro t ht - have ht0 : 0 ≤ t := (σ ω).coe_nonneg.trans ht.1 - apply hfO - constructor - · apply NNReal.coe_le_coe.mp - simpa only [Real.coe_toNNReal _ ht0] using ht.1 - · apply NNReal.coe_le_coe.mp - simpa only [Real.coe_toNNReal _ ht0] using ht.2 - obtain ⟨s, t, u, i, j, k, has, hst, htu, hub, hpre, hmid, hlow, hhigh⟩ := - hcert fR hfR (σ ω) b hσb hfRO - (by simpa only [fR, Real.toNNReal_coe] using hstart) - (by simpa only [fR, Real.toNNReal_coe] using hend) - have hs : 0 < s := by exact_mod_cast ((σ ω).coe_nonneg.trans_lt has) - have hst' : s < t := by exact_mod_cast hst - have htu' : t < u := by exact_mod_cast htu - have ht : 0 ≤ t := hs.le.trans hst'.le - have hu : 0 ≤ u := ht.trans htu'.le - let idx : PassageIndex := ⟨⟨(s, t, u), hs, hst', htu'⟩, (i, j, k)⟩ - apply mem_iUnion.mpr - refine ⟨idx, ?_⟩ - change σ ω < ratTime s ∧ f ω (ratTime u) ∈ beyondFrontRegion O progress ∧ - (σ ω ≤ ratTime u ∧ MapsTo (f ω) (Icc (σ ω) (ratTime u)) (K i)) ∧ - MapsTo (f ω) (Icc (ratTime s) (ratTime t)) (M j) ∧ - (σ ω ≤ ratTime t ∧ MapsTo (f ω) (Icc (σ ω) (ratTime t)) (L k)) - have has' : σ ω < ratTime s := by - apply NNReal.coe_lt_coe.mp - simpa only [ratTime_coe hs.le] using has - have lift (a : ℝ≥0) (q : ℚ) (hq : 0 ≤ q) (A : Set ℂ) - (hA : fR '' Icc (a : ℝ) (q : ℝ) ⊆ A) : MapsTo (f ω) (Icc a (ratTime q)) A := by - intro v hv - apply hA - refine ⟨(v : ℝ), ?_, ?_⟩ - · constructor - · exact_mod_cast hv.1 - · have hh : (v : ℝ) ≤ (ratTime q : ℝ) := hv.2 - simpa only [ratTime_coe hq] using hh - · simp only [fR, Real.toNNReal_coe] - refine ⟨has', hhigh, ⟨has'.le.trans ((ratTime_lt hs.le hst').le.trans - (ratTime_lt ht htu').le), lift _ _ hu _ hpre⟩, ?_, - ⟨has'.le.trans (ratTime_lt hs.le hst').le, lift _ _ ht _ hlow⟩⟩ - apply lift _ _ ht - simpa only [ratTime_coe hs.le] using hmid - -/-- The actual future tube event supplies the progress-crossing hypothesis; -no compact or interval certificate is assumed. -/ -theorem stopped_tube_has_countable_passage_cover - {Ω : Type*} [MeasurableSpace Ω] - (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) (σ : Ω → ℝ≥0) (hσ : Measurable σ) - (O W : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) - (progress : ℂ → ℝ) (hp : ContinuousOn progress O) - (hW : W ⊆ {z | 1 < progress z}) (E : Set Ω) - (hE : E ⊆ stoppedPhysicalTube (fun ω => f ω) σ O W) - (hstart : ∀ ω ∈ E, progress (f ω (σ ω)) < 1 / 3) : - ∃ K M L : ℕ → Set ℂ, - (∀ n, IsCompact (K n) ∧ K n ⊆ O) ∧ - (∀ n, IsCompact (M n) ∧ M n ⊆ middleRegion O progress) ∧ - (∀ n, IsCompact (L n) ∧ L n ⊆ beforeFrontRegion O progress) ∧ - (∀ n, K n ⊆ upperHalfPlane) ∧ (∀ n, M n ⊆ upperHalfPlane) ∧ - (∀ i, MeasurableSet (compactPassageCertificate f σ K M L - (beyondFrontRegion O progress) i)) ∧ - E ⊆ ⋃ i : PassageIndex, compactPassageCertificate f σ K M L - (beyondFrontRegion O progress) i := by - apply countable_measurable_passage_cover f hf σ hσ O hO hOH progress hp E - intro ω hω - obtain ⟨T, hT, hpath, hend⟩ := hE hω - refine ⟨σ ω + T, lt_add_of_pos_right _ hT, ?_, hstart ω hω, hW hend⟩ - intro t ht - have hdiff : t - σ ω ∈ Icc (0 : ℝ≥0) T := by - exact ⟨bot_le, tsub_le_iff_right.mpr (by simpa only [add_comm] using ht.2)⟩ - simpa only [add_tsub_cancel_of_le ht.1] using hpath hdiff - -abbrev RetainedPassageIndex := PassageIndex × ℕ - -def retainedPassageCertificate {Ω : Type*} (f : Ω → C(ℝ≥0, ℂ)) (σ : Ω → ℝ≥0) - (K M L N : ℕ → Set ℂ) (W : Set ℂ) (i : RetainedPassageIndex) : Set Ω := - compactPassageCertificate f σ K M L W i.1 ∩ - {ω | f ω (passageEnd i.1) ∈ N i.2} - -/-- Actual tube passages admit a countable measurable cover with compact -endpoint margins as well as compact prefix and middle margins. -/ -theorem stopped_tube_retained_cover - {Ω : Type*} [MeasurableSpace Ω] - (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) (σ : Ω → ℝ≥0) (hσ : Measurable σ) - (O W : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) - (progress : ℂ → ℝ) (hp : ContinuousOn progress O) - (hW : W ⊆ {z | 1 < progress z}) (E : Set Ω) - (hE : E ⊆ stoppedPhysicalTube (fun ω => f ω) σ O W) - (hstart : ∀ ω ∈ E, progress (f ω (σ ω)) < 1 / 3) : - ∃ K M L N : ℕ → Set ℂ, - (∀ n, IsCompact (K n) ∧ K n ⊆ O) ∧ - (∀ n, IsCompact (M n) ∧ M n ⊆ middleRegion O progress) ∧ - (∀ n, IsCompact (L n) ∧ L n ⊆ beforeFrontRegion O progress) ∧ - (∀ n, IsCompact (N n) ∧ N n ⊆ beyondFrontRegion O progress) ∧ - (∀ i, MeasurableSet (retainedPassageCertificate f σ K M L N - (beyondFrontRegion O progress) i)) ∧ - E ⊆ ⋃ i : RetainedPassageIndex, retainedPassageCertificate f σ K M L N - (beyondFrontRegion O progress) i := by - obtain ⟨K, M, L, hK, hM, hL, _, _, hDm, hcover⟩ := - stopped_tube_has_countable_passage_cover f hf σ hσ O W hO hOH progress hp hW E hE hstart - obtain ⟨N, hN, hNO, hNcap⟩ := exists_countable_compact_exhaustion_open - (beyondFrontRegion O progress) (hp.isOpen_inter_preimage hO isOpen_Ioi) - refine ⟨K, M, L, N, hK, hM, hL, fun n => ⟨hN n, hNO n⟩, ?_, ?_⟩ - · intro i - exact (hDm i.1).inter ((hN i.2).measurableSet.preimage - ((continuous_eval_const (passageEnd i.1)).measurable.comp hf)) - · intro ω hω - obtain ⟨i, hi⟩ := mem_iUnion.mp (hcover hω) - have hend : f ω (passageEnd i) ∈ beyondFrontRegion O progress := hi.2.1 - obtain ⟨j, hj⟩ := hNcap {f ω (passageEnd i)} isCompact_singleton - (singleton_subset_iff.mpr hend) - exact mem_iUnion.mpr ⟨(i, j), hi, hj (mem_singleton _)⟩ - -/-- On each retained certificate all strict passage conditions transfer -uniformly to sufficiently late locally convergent maps. -/ -theorem retained_certificate_transfers - {Ω : Type*} (f : Ω → C(ℝ≥0, ℂ)) (σ : Ω → ℝ≥0) - (K M L N : ℕ → Set ℂ) (W : Set ℂ) (i : RetainedPassageIndex) - (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) - (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) - (hF : ContinuousOn F upperHalfPlane) - (hK : IsCompact (K i.1.2.1)) (hKH : K i.1.2.1 ⊆ upperHalfPlane) - (hM : IsCompact (M i.1.2.2.1)) (hMH : M i.1.2.2.1 ⊆ upperHalfPlane) - (hL : IsCompact (L i.1.2.2.2)) (hLH : L i.1.2.2.2 ⊆ upperHalfPlane) - (hN : IsCompact (N i.2)) (hNH : N i.2 ⊆ upperHalfPlane) - (R Rmid Rlow Rhigh : Set ℂ) - (hR : IsOpen R) (hRmid : IsOpen Rmid) (hRlow : IsOpen Rlow) (hRhigh : IsOpen Rhigh) - (hKR : F '' K i.1.2.1 ⊆ R) (hMR : F '' M i.1.2.2.1 ⊆ Rmid) - (hLR : F '' L i.1.2.2.2 ⊆ Rlow) (hNR : F '' N i.2 ⊆ Rhigh) : - ∀ᶠ n in atTop, ∀ ω ∈ retainedPassageCertificate f σ K M L N W i, - MapsTo (fun t => Fₙ n (f ω t)) (Icc (σ ω) (passageEnd i.1)) R ∧ - MapsTo (fun t => Fₙ n (f ω t)) (Icc (intervalStart i.1) (intervalEnd i.1)) Rmid ∧ - MapsTo (fun t => Fₙ n (f ω t)) (Icc (σ ω) (intervalEnd i.1)) Rlow ∧ - Fₙ n (f ω (passageEnd i.1)) ∈ Rhigh := by - filter_upwards [eventually_image_compact_subset_open Fₙ F hconv hF _ hK hKH R hR hKR, - eventually_image_compact_subset_open Fₙ F hconv hF _ hM hMH Rmid hRmid hMR, - eventually_image_compact_subset_open Fₙ F hconv hF _ hL hLH Rlow hRlow hLR, - eventually_image_compact_subset_open Fₙ F hconv hF _ hN hNH Rhigh hRhigh hNR] - with n hnK hnM hnL hnN - rintro ω ⟨⟨_, _, hpre, hmid, hlow⟩, hend⟩ - exact ⟨fun t ht => hnK (mem_image_of_mem _ (hpre.2 ht)), - fun t ht => hnM (mem_image_of_mem _ (hmid ht)), - fun t ht => hnL (mem_image_of_mem _ (hlow.2 ht)), hnN (mem_image_of_mem _ hend)⟩ - -/-- The middle interval lies before every later time which attains the -front level; in particular it precedes the first such passage stop. -/ -theorem retained_interval_before_front - {Ω : Type*} (f : Ω → C(ℝ≥0, ℂ)) (σ : Ω → ℝ≥0) - (K M L N : ℕ → Set ℂ) (W : Set ℂ) (i : RetainedPassageIndex) - (progress : ℂ → ℝ) (hL : ∀ z ∈ L i.1.2.2.2, progress z < 2 / 3) - (ω : Ω) (hω : ω ∈ retainedPassageCertificate f σ K M L N W i) - (τ : ℝ≥0) (hστ : σ ω ≤ τ) (hτ : 2 / 3 ≤ progress (f ω τ)) : - intervalEnd i.1 < τ := by - by_contra hn - have hlow := hω.1.2.2.2.2.2 - have hh := hL _ (hlow ⟨hστ, le_of_not_gt hn⟩) - exact (not_le_of_gt hh) hτ - -instance rationalPassageTimes_nonempty : Nonempty RationalPassageTimes := - ⟨⟨(1, 2, 3), by norm_num⟩⟩ - -/-- Enumerating the concrete rational/compact indices gives the natural -indexing expected by finite-retention and unconditional sausage lemmas. -/ -def enumerateRetainedPassage : ℕ → RetainedPassageIndex := - (exists_surjective_nat RetainedPassageIndex).choose - -theorem enumerateRetainedPassage_surjective : Function.Surjective enumerateRetainedPassage := - (exists_surjective_nat RetainedPassageIndex).choose_spec - -theorem nat_retained_cover - {Ω : Type*} (f : Ω → C(ℝ≥0, ℂ)) (σ : Ω → ℝ≥0) - (K M L N : ℕ → Set ℂ) (W : Set ℂ) (E : Set Ω) - (hcover : E ⊆ ⋃ i : RetainedPassageIndex, retainedPassageCertificate f σ K M L N W i) : - E ⊆ ⋃ n : ℕ, retainedPassageCertificate f σ K M L N W (enumerateRetainedPassage n) := by - intro ω hω - obtain ⟨i, hi⟩ := mem_iUnion.mp (hcover hω) - obtain ⟨n, rfl⟩ := enumerateRetainedPassage_surjective i - exact mem_iUnion.mpr ⟨n, hi⟩ - -end SLEExactGauge.PassageRetention - -end - -end OAI +import OAI.Probability.SLE.Geometry.CountableInteriorIntervals +import OAI.Probability.SLE.Geometry.ActualStoppedTubeSupport +import OAI.Probability.SLE.Geometry.FirstHeightBounded + +namespace OAI + +/-! Countable, measurable retention of actual middle visits and continuation +prefixes. The middle interval is produced from a continuous progress crossing; +the compact certificates are then extracted from fixed countable exhaustions. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal + +namespace SLEExactGauge.PassageRetention + +/-- First crossing of a scalar progress level on a compact time interval. -/ +theorem first_progress_crossing + (x : ℝ → ℝ) {a b q : ℝ} (hab : a < b) + (hx : ContinuousOn x (Icc a b)) (ha : x a < q) (hb : q < x b) : + ∃ θ ∈ Ioo a b, x θ = q ∧ ∀ u ∈ Ico a θ, x u < q := by + let K := Icc a b ∩ x ⁻¹' {q} + have hKc : IsClosed K := hx.preimage_isClosed_of_isClosed isClosed_Icc isClosed_singleton + have hK : IsCompact K := isCompact_Icc.of_isClosed_subset hKc inter_subset_left + have hKn : K.Nonempty := by + obtain ⟨t, ht, he⟩ := intermediate_value_Icc hab.le hx ⟨ha.le, hb.le⟩ + exact ⟨t, ht, he⟩ + obtain ⟨θ, hθ, hmin⟩ := hK.exists_isLeast hKn + have he : x θ = q := hθ.2 + have haθ : a < θ := lt_of_le_of_ne hθ.1.1 (by + intro h + exact (ne_of_lt ha) (h ▸ he)) + have hθb : θ < b := lt_of_le_of_ne hθ.1.2 (by + intro h + exact (ne_of_gt hb) (h ▸ he)) + refine ⟨θ, ⟨haθ, hθb⟩, he, ?_⟩ + intro u hu + by_contra hn + obtain ⟨v, hv, hvx⟩ := intermediate_value_Icc hu.1 + (hx.mono (Icc_subset_Icc_right (hu.2.le.trans hθ.1.2))) ⟨ha.le, le_of_not_gt hn⟩ + have hvK : v ∈ K := ⟨⟨hv.1, hv.2.trans (hu.2.le.trans hθ.1.2)⟩, hvx⟩ + exact (not_le_of_gt hu.2) ((hmin hvK).trans hv.2) + +def middleRegion (O : Set ℂ) (progress : ℂ → ℝ) : Set ℂ := + O ∩ progress ⁻¹' Ioo (1 / 3 : ℝ) (2 / 3) + +def beforeFrontRegion (O : Set ℂ) (progress : ℂ → ℝ) : Set ℂ := + O ∩ progress ⁻¹' Iio (2 / 3 : ℝ) + +def beyondFrontRegion (O : Set ℂ) (progress : ℂ → ℝ) : Set ℂ := + O ∩ progress ⁻¹' Ioi (1 : ℝ) + +/-- Progress from below one third to beyond the front at one forces a rational +middle interval before the first front crossing and a later rational endpoint. -/ +theorem rational_middle_before_front + (f : ℝ → ℂ) (hf : Continuous f) (O : Set ℂ) (hO : IsOpen O) + (progress : ℂ → ℝ) (hp : ContinuousOn progress O) + {a b : ℝ} (hab : a < b) (hfO : MapsTo f (Icc a b) O) + (hstart : progress (f a) < 1 / 3) (hend : 1 < progress (f b)) : + ∃ s t u : ℚ, a < (s : ℝ) ∧ (s : ℝ) < t ∧ (t : ℝ) < u ∧ (u : ℝ) < b ∧ + MapsTo f (Icc (s : ℝ) t) (middleRegion O progress) ∧ + MapsTo f (Icc a t) (beforeFrontRegion O progress) ∧ + f u ∈ beyondFrontRegion O progress := by + let x := progress ∘ f + have hx : ContinuousOn x (Icc a b) := hp.comp hf.continuousOn hfO + obtain ⟨θ, hθ, hxθ, hprior⟩ := first_progress_crossing x hab hx + (show x a < 2 / 3 by dsimp [x]; linarith) (by dsimp [x]; linarith) + obtain ⟨v, hv, hxv⟩ := intermediate_value_Icc hθ.1.le + (hx.mono (Icc_subset_Icc_right hθ.2.le)) + (show (1 / 2 : ℝ) ∈ Icc (x a) (x θ) by dsimp [x] at *; rw [hxθ]; constructor <;> linarith) + have hav : a < v := lt_of_le_of_ne hv.1 (by + intro he + subst v + dsimp [x] at hxv + linarith) + have hvθ : v < θ := lt_of_le_of_ne hv.2 (by + intro he + subst v + rw [hxθ] at hxv + norm_num at hxv) + have hM : IsOpen (middleRegion O progress) := hp.isOpen_inter_preimage hO isOpen_Ioo + have hvM : f v ∈ middleRegion O progress := + ⟨hfO ⟨hav.le, hvθ.le.trans hθ.2.le⟩, by change (1 / 3 : ℝ) < x v ∧ x v < 2 / 3; rw [hxv]; norm_num⟩ + obtain ⟨s, t, has, hst, htθ, hmid⟩ := + exists_rational_interval_in_open_visit f hf _ hM a θ ⟨v, ⟨hav, hvθ⟩, hvM⟩ + have hθb : θ < b := hθ.2 + let q := ((1 : ℝ) + x b) / 2 + have hq : 1 < q ∧ q < x b := by dsimp [q, x]; constructor <;> linarith + obtain ⟨w, hw, hxw⟩ := intermediate_value_Icc hθb.le + (hx.mono (Icc_subset_Icc_left hθ.1.le)) + (show q ∈ Icc (x θ) (x b) by rw [hxθ]; exact ⟨by linarith [hq.1], hq.2.le⟩) + have hθw : θ < w := lt_of_le_of_ne hw.1 (by intro he; subst w; rw [hxθ] at hxw; linarith [hq.1]) + have hwb : w < b := lt_of_le_of_ne hw.2 (by intro he; subst w; linarith [hq.2]) + have hW : IsOpen (beyondFrontRegion O progress) := hp.isOpen_inter_preimage hO isOpen_Ioi + have hwW : f w ∈ beyondFrontRegion O progress := + ⟨hfO ⟨hθ.1.le.trans hw.1, hw.2⟩, by change 1 < x w; rw [hxw]; exact hq.1⟩ + obtain ⟨u, u', hθu, huu', hu'b, hhigh⟩ := + exists_rational_interval_in_open_visit f hf _ hW θ b ⟨w, ⟨hθw, hwb⟩, hwW⟩ + refine ⟨s, t, u, has, hst, htθ.trans hθu, huu'.trans hu'b, hmid, ?_, ?_⟩ + · intro v hv + exact ⟨hfO ⟨hv.1, hv.2.trans (htθ.le.trans hθ.2.le)⟩, + hprior v ⟨hv.1, hv.2.trans_lt htθ⟩⟩ + · exact hhigh ⟨le_rfl, huu'.le⟩ + +/-- Fixed compact exhaustions provide countably many certificates for both +the whole continuation and the middle subinterval. -/ +theorem exists_compact_passage_certificates + (O : Set ℂ) (hO : IsOpen O) (progress : ℂ → ℝ) + (hp : ContinuousOn progress O) : + ∃ K M L : ℕ → Set ℂ, + (∀ n, IsCompact (K n) ∧ K n ⊆ O) ∧ + (∀ n, IsCompact (M n) ∧ M n ⊆ middleRegion O progress) ∧ + (∀ n, IsCompact (L n) ∧ L n ⊆ beforeFrontRegion O progress) ∧ + ∀ (f : ℝ → ℂ), Continuous f → ∀ a b : ℝ, a < b → + MapsTo f (Icc a b) O → progress (f a) < 1 / 3 → 1 < progress (f b) → + ∃ (s t u : ℚ) (i j k : ℕ), + a < (s : ℝ) ∧ (s : ℝ) < t ∧ (t : ℝ) < u ∧ (u : ℝ) < b ∧ + f '' Icc a u ⊆ K i ∧ f '' Icc (s : ℝ) t ⊆ M j ∧ + f '' Icc a t ⊆ L k ∧ f u ∈ beyondFrontRegion O progress := by + obtain ⟨K, hK, hKO, hKcap⟩ := exists_countable_compact_exhaustion_open O hO + obtain ⟨M, hM, hMO, hMcap⟩ := exists_countable_compact_exhaustion_open + (middleRegion O progress) (hp.isOpen_inter_preimage hO isOpen_Ioo) + obtain ⟨L, hL, hLO, hLcap⟩ := exists_countable_compact_exhaustion_open + (beforeFrontRegion O progress) (hp.isOpen_inter_preimage hO isOpen_Iio) + refine ⟨K, M, L, fun n => ⟨hK n, hKO n⟩, fun n => ⟨hM n, hMO n⟩, + fun n => ⟨hL n, hLO n⟩, ?_⟩ + intro f hf a b hab hfO hstart hend + obtain ⟨s, t, u, has, hst, htu, hub, hmid, hlow, hhigh⟩ := + rational_middle_before_front f hf O hO progress hp hab hfO hstart hend + obtain ⟨i, hi⟩ := hKcap (f '' Icc a u) (isCompact_Icc.image hf) + ((hfO.mono (Icc_subset_Icc_right hub.le) Subset.rfl).image_subset) + obtain ⟨j, hj⟩ := hMcap (f '' Icc (s : ℝ) t) (isCompact_Icc.image hf) hmid.image_subset + obtain ⟨k, hk⟩ := hLcap (f '' Icc a t) (isCompact_Icc.image hf) hlow.image_subset + exact ⟨s, t, u, i, j, k, has, hst, htu, hub, hi, hj, hk, hhigh⟩ + +local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +/-- Compact containment from a variable starting time is a closed path test. -/ +theorem isClosed_variable_start_compact (u : ℝ≥0) {K : Set ℂ} (hK : IsClosed K) : + IsClosed {x : ℝ≥0 × C(ℝ≥0, ℂ) | x.1 ≤ u ∧ MapsTo x.2 (Icc x.1 u) K} := by + have he : {x : ℝ≥0 × C(ℝ≥0, ℂ) | x.1 ≤ u ∧ MapsTo x.2 (Icc x.1 u) K} = + {x | x.1 ≤ u} ∩ ⋂ t ∈ Icc (0 : ℝ≥0) u, {x | x.2 (max x.1 t) ∈ K} := by + ext x + simp only [mem_ofPred_eq, mem_inter_iff, mem_iInter] + constructor + · rintro ⟨hxu, hm⟩ + exact ⟨hxu, fun t ht => hm ⟨le_max_left _ _, max_le hxu ht.2⟩⟩ + · rintro ⟨hxu, hm⟩ + refine ⟨hxu, fun t ht => ?_⟩ + simpa only [max_eq_right ht.1] using hm t ⟨bot_le, ht.2⟩ + rw [he] + exact (isClosed_le continuous_fst continuous_const).inter + (isClosed_iInter fun t => isClosed_iInter fun _ => + hK.preimage (continuous_eval.comp + (continuous_snd.prodMk (continuous_fst.max continuous_const)))) + +theorem measurableSet_variable_start_compact + {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (σ : Ω → ℝ≥0) (hσ : Measurable σ) (u : ℝ≥0) + {K : Set ℂ} (hK : IsCompact K) : + MeasurableSet {ω | σ ω ≤ u ∧ MapsTo (f ω) (Icc (σ ω) u) K} := + (isClosed_variable_start_compact u hK.isClosed).measurableSet.preimage (hσ.prodMk hf) + +def ratTime (q : ℚ) : ℝ≥0 := Real.toNNReal (q : ℝ) + +@[simp] theorem ratTime_coe {q : ℚ} (hq : 0 ≤ q) : (ratTime q : ℝ) = (q : ℝ) := by + exact Real.coe_toNNReal _ (by exact_mod_cast hq) + +theorem ratTime_lt {p q : ℚ} (hp : 0 ≤ p) (hpq : p < q) : ratTime p < ratTime q := by + apply NNReal.coe_lt_coe.mp + rw [ratTime_coe hp, ratTime_coe (hp.trans hpq.le)] + exact_mod_cast hpq + +abbrev RationalPassageTimes := {q : ℚ × ℚ × ℚ // 0 < q.1 ∧ q.1 < q.2.1 ∧ q.2.1 < q.2.2} +abbrev PassageIndex := RationalPassageTimes × (ℕ × ℕ × ℕ) + +def intervalStart (i : PassageIndex) : ℝ≥0 := ratTime i.1.1.1 +def intervalEnd (i : PassageIndex) : ℝ≥0 := ratTime i.1.1.2.1 +def passageEnd (i : PassageIndex) : ℝ≥0 := ratTime i.1.1.2.2 + +theorem intervalStart_lt_end (i : PassageIndex) : intervalStart i < intervalEnd i := + ratTime_lt i.1.2.1.le i.1.2.2.1 + +theorem intervalEnd_lt_passageEnd (i : PassageIndex) : intervalEnd i < passageEnd i := + ratTime_lt (i.1.2.1.le.trans i.1.2.2.1.le) i.1.2.2.2 + +/-- The three compact tests retain the full prefix, a middle interval, and +a prefix ending before any two-thirds front crossing. -/ +def compactPassageCertificate {Ω : Type*} (f : Ω → C(ℝ≥0, ℂ)) (σ : Ω → ℝ≥0) + (K M L : ℕ → Set ℂ) (W : Set ℂ) (i : PassageIndex) : Set Ω := + {ω | σ ω < intervalStart i ∧ f ω (passageEnd i) ∈ W ∧ + (σ ω ≤ passageEnd i ∧ MapsTo (f ω) (Icc (σ ω) (passageEnd i)) (K i.2.1)) ∧ + MapsTo (f ω) (Icc (intervalStart i) (intervalEnd i)) (M i.2.2.1) ∧ + (σ ω ≤ intervalEnd i ∧ MapsTo (f ω) (Icc (σ ω) (intervalEnd i)) (L i.2.2.2))} + +theorem compactPassageCertificate_measurable + {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (σ : Ω → ℝ≥0) (hσ : Measurable σ) + (K M L : ℕ → Set ℂ) (hK : ∀ n, IsCompact (K n)) + (hM : ∀ n, IsCompact (M n)) (hL : ∀ n, IsCompact (L n)) + (W : Set ℂ) (hW : MeasurableSet W) (i : PassageIndex) : + MeasurableSet (compactPassageCertificate f σ K M L W i) := + (measurableSet_lt hσ measurable_const).inter + ((hW.preimage ((continuous_eval_const (passageEnd i)).measurable.comp hf)).inter + ((measurableSet_variable_start_compact f hf σ hσ _ (hK _)).inter + ((measurableSet_interval_compact_certificate f hf _ _ (hM _)).inter + (measurableSet_variable_start_compact f hf σ hσ _ (hL _))))) + +/-- Fixed compact containment supplies an actual positive open margin. -/ +theorem retained_compact_open_margin {K O : Set ℂ} (hK : IsCompact K) + (hO : IsOpen O) (hKO : K ⊆ O) : + ∃ δ : ℝ, 0 < δ ∧ cthickening δ K ⊆ O := + hK.exists_cthickening_subset_open hO hKO + +/-- A continuous nonnegative-time path with an actual progress crossing +belongs to one of the fixed countable compact certificates. -/ +theorem countable_measurable_passage_cover + {Ω : Type*} [MeasurableSpace Ω] + (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) (σ : Ω → ℝ≥0) (hσ : Measurable σ) + (O : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) + (progress : ℂ → ℝ) (hp : ContinuousOn progress O) (E : Set Ω) + (hpass : ∀ ω ∈ E, ∃ b : ℝ≥0, σ ω < b ∧ MapsTo (f ω) (Icc (σ ω) b) O ∧ + progress (f ω (σ ω)) < 1 / 3 ∧ 1 < progress (f ω b)) : + ∃ K M L : ℕ → Set ℂ, + (∀ n, IsCompact (K n) ∧ K n ⊆ O) ∧ + (∀ n, IsCompact (M n) ∧ M n ⊆ middleRegion O progress) ∧ + (∀ n, IsCompact (L n) ∧ L n ⊆ beforeFrontRegion O progress) ∧ + (∀ n, K n ⊆ upperHalfPlane) ∧ (∀ n, M n ⊆ upperHalfPlane) ∧ + (∀ i, MeasurableSet (compactPassageCertificate f σ K M L + (beyondFrontRegion O progress) i)) ∧ + E ⊆ ⋃ i : PassageIndex, compactPassageCertificate f σ K M L + (beyondFrontRegion O progress) i := by + obtain ⟨K, M, L, hK, hM, hL, hcert⟩ := exists_compact_passage_certificates O hO progress hp + refine ⟨K, M, L, hK, hM, hL, fun n => (hK n).2.trans hOH, + fun n z hz => hOH ((hM n).2 hz).1, ?_, ?_⟩ + · exact fun i => compactPassageCertificate_measurable f hf σ hσ K M L + (fun n => (hK n).1) (fun n => (hM n).1) (fun n => (hL n).1) + _ (hp.isOpen_inter_preimage hO isOpen_Ioi).measurableSet i + · intro ω hω + obtain ⟨b, hσb, hfO, hstart, hend⟩ := hpass ω hω + let fR : ℝ → ℂ := fun t => f ω (Real.toNNReal t) + have hfR : Continuous fR := (f ω).continuous.comp continuous_real_toNNReal + have hfRO : MapsTo fR (Icc (σ ω : ℝ) (b : ℝ)) O := by + intro t ht + have ht0 : 0 ≤ t := (σ ω).coe_nonneg.trans ht.1 + apply hfO + constructor + · apply NNReal.coe_le_coe.mp + simpa only [Real.coe_toNNReal _ ht0] using ht.1 + · apply NNReal.coe_le_coe.mp + simpa only [Real.coe_toNNReal _ ht0] using ht.2 + obtain ⟨s, t, u, i, j, k, has, hst, htu, hub, hpre, hmid, hlow, hhigh⟩ := + hcert fR hfR (σ ω) b hσb hfRO + (by simpa only [fR, Real.toNNReal_coe] using hstart) + (by simpa only [fR, Real.toNNReal_coe] using hend) + have hs : 0 < s := by exact_mod_cast ((σ ω).coe_nonneg.trans_lt has) + have hst' : s < t := by exact_mod_cast hst + have htu' : t < u := by exact_mod_cast htu + have ht : 0 ≤ t := hs.le.trans hst'.le + have hu : 0 ≤ u := ht.trans htu'.le + let idx : PassageIndex := ⟨⟨(s, t, u), hs, hst', htu'⟩, (i, j, k)⟩ + apply mem_iUnion.mpr + refine ⟨idx, ?_⟩ + change σ ω < ratTime s ∧ f ω (ratTime u) ∈ beyondFrontRegion O progress ∧ + (σ ω ≤ ratTime u ∧ MapsTo (f ω) (Icc (σ ω) (ratTime u)) (K i)) ∧ + MapsTo (f ω) (Icc (ratTime s) (ratTime t)) (M j) ∧ + (σ ω ≤ ratTime t ∧ MapsTo (f ω) (Icc (σ ω) (ratTime t)) (L k)) + have has' : σ ω < ratTime s := by + apply NNReal.coe_lt_coe.mp + simpa only [ratTime_coe hs.le] using has + have lift (a : ℝ≥0) (q : ℚ) (hq : 0 ≤ q) (A : Set ℂ) + (hA : fR '' Icc (a : ℝ) (q : ℝ) ⊆ A) : MapsTo (f ω) (Icc a (ratTime q)) A := by + intro v hv + apply hA + refine ⟨(v : ℝ), ?_, ?_⟩ + · constructor + · exact_mod_cast hv.1 + · have hh : (v : ℝ) ≤ (ratTime q : ℝ) := hv.2 + simpa only [ratTime_coe hq] using hh + · simp only [fR, Real.toNNReal_coe] + refine ⟨has', hhigh, ⟨has'.le.trans ((ratTime_lt hs.le hst').le.trans + (ratTime_lt ht htu').le), lift _ _ hu _ hpre⟩, ?_, + ⟨has'.le.trans (ratTime_lt hs.le hst').le, lift _ _ ht _ hlow⟩⟩ + apply lift _ _ ht + simpa only [ratTime_coe hs.le] using hmid + +/-- The actual future tube event supplies the progress-crossing hypothesis; +no compact or interval certificate is assumed. -/ +theorem stopped_tube_has_countable_passage_cover + {Ω : Type*} [MeasurableSpace Ω] + (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) (σ : Ω → ℝ≥0) (hσ : Measurable σ) + (O W : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) + (progress : ℂ → ℝ) (hp : ContinuousOn progress O) + (hW : W ⊆ {z | 1 < progress z}) (E : Set Ω) + (hE : E ⊆ stoppedPhysicalTube (fun ω => f ω) σ O W) + (hstart : ∀ ω ∈ E, progress (f ω (σ ω)) < 1 / 3) : + ∃ K M L : ℕ → Set ℂ, + (∀ n, IsCompact (K n) ∧ K n ⊆ O) ∧ + (∀ n, IsCompact (M n) ∧ M n ⊆ middleRegion O progress) ∧ + (∀ n, IsCompact (L n) ∧ L n ⊆ beforeFrontRegion O progress) ∧ + (∀ n, K n ⊆ upperHalfPlane) ∧ (∀ n, M n ⊆ upperHalfPlane) ∧ + (∀ i, MeasurableSet (compactPassageCertificate f σ K M L + (beyondFrontRegion O progress) i)) ∧ + E ⊆ ⋃ i : PassageIndex, compactPassageCertificate f σ K M L + (beyondFrontRegion O progress) i := by + apply countable_measurable_passage_cover f hf σ hσ O hO hOH progress hp E + intro ω hω + obtain ⟨T, hT, hpath, hend⟩ := hE hω + refine ⟨σ ω + T, lt_add_of_pos_right _ hT, ?_, hstart ω hω, hW hend⟩ + intro t ht + have hdiff : t - σ ω ∈ Icc (0 : ℝ≥0) T := by + exact ⟨bot_le, tsub_le_iff_right.mpr (by simpa only [add_comm] using ht.2)⟩ + simpa only [add_tsub_cancel_of_le ht.1] using hpath hdiff + +abbrev RetainedPassageIndex := PassageIndex × ℕ + +def retainedPassageCertificate {Ω : Type*} (f : Ω → C(ℝ≥0, ℂ)) (σ : Ω → ℝ≥0) + (K M L N : ℕ → Set ℂ) (W : Set ℂ) (i : RetainedPassageIndex) : Set Ω := + compactPassageCertificate f σ K M L W i.1 ∩ + {ω | f ω (passageEnd i.1) ∈ N i.2} + +/-- Actual tube passages admit a countable measurable cover with compact +endpoint margins as well as compact prefix and middle margins. -/ +theorem stopped_tube_retained_cover + {Ω : Type*} [MeasurableSpace Ω] + (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) (σ : Ω → ℝ≥0) (hσ : Measurable σ) + (O W : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) + (progress : ℂ → ℝ) (hp : ContinuousOn progress O) + (hW : W ⊆ {z | 1 < progress z}) (E : Set Ω) + (hE : E ⊆ stoppedPhysicalTube (fun ω => f ω) σ O W) + (hstart : ∀ ω ∈ E, progress (f ω (σ ω)) < 1 / 3) : + ∃ K M L N : ℕ → Set ℂ, + (∀ n, IsCompact (K n) ∧ K n ⊆ O) ∧ + (∀ n, IsCompact (M n) ∧ M n ⊆ middleRegion O progress) ∧ + (∀ n, IsCompact (L n) ∧ L n ⊆ beforeFrontRegion O progress) ∧ + (∀ n, IsCompact (N n) ∧ N n ⊆ beyondFrontRegion O progress) ∧ + (∀ i, MeasurableSet (retainedPassageCertificate f σ K M L N + (beyondFrontRegion O progress) i)) ∧ + E ⊆ ⋃ i : RetainedPassageIndex, retainedPassageCertificate f σ K M L N + (beyondFrontRegion O progress) i := by + obtain ⟨K, M, L, hK, hM, hL, _, _, hDm, hcover⟩ := + stopped_tube_has_countable_passage_cover f hf σ hσ O W hO hOH progress hp hW E hE hstart + obtain ⟨N, hN, hNO, hNcap⟩ := exists_countable_compact_exhaustion_open + (beyondFrontRegion O progress) (hp.isOpen_inter_preimage hO isOpen_Ioi) + refine ⟨K, M, L, N, hK, hM, hL, fun n => ⟨hN n, hNO n⟩, ?_, ?_⟩ + · intro i + exact (hDm i.1).inter ((hN i.2).measurableSet.preimage + ((continuous_eval_const (passageEnd i.1)).measurable.comp hf)) + · intro ω hω + obtain ⟨i, hi⟩ := mem_iUnion.mp (hcover hω) + have hend : f ω (passageEnd i) ∈ beyondFrontRegion O progress := hi.2.1 + obtain ⟨j, hj⟩ := hNcap {f ω (passageEnd i)} isCompact_singleton + (singleton_subset_iff.mpr hend) + exact mem_iUnion.mpr ⟨(i, j), hi, hj (mem_singleton _)⟩ + +/-- On each retained certificate all strict passage conditions transfer +uniformly to sufficiently late locally convergent maps. -/ +theorem retained_certificate_transfers + {Ω : Type*} (f : Ω → C(ℝ≥0, ℂ)) (σ : Ω → ℝ≥0) + (K M L N : ℕ → Set ℂ) (W : Set ℂ) (i : RetainedPassageIndex) + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (hF : ContinuousOn F upperHalfPlane) + (hK : IsCompact (K i.1.2.1)) (hKH : K i.1.2.1 ⊆ upperHalfPlane) + (hM : IsCompact (M i.1.2.2.1)) (hMH : M i.1.2.2.1 ⊆ upperHalfPlane) + (hL : IsCompact (L i.1.2.2.2)) (hLH : L i.1.2.2.2 ⊆ upperHalfPlane) + (hN : IsCompact (N i.2)) (hNH : N i.2 ⊆ upperHalfPlane) + (R Rmid Rlow Rhigh : Set ℂ) + (hR : IsOpen R) (hRmid : IsOpen Rmid) (hRlow : IsOpen Rlow) (hRhigh : IsOpen Rhigh) + (hKR : F '' K i.1.2.1 ⊆ R) (hMR : F '' M i.1.2.2.1 ⊆ Rmid) + (hLR : F '' L i.1.2.2.2 ⊆ Rlow) (hNR : F '' N i.2 ⊆ Rhigh) : + ∀ᶠ n in atTop, ∀ ω ∈ retainedPassageCertificate f σ K M L N W i, + MapsTo (fun t => Fₙ n (f ω t)) (Icc (σ ω) (passageEnd i.1)) R ∧ + MapsTo (fun t => Fₙ n (f ω t)) (Icc (intervalStart i.1) (intervalEnd i.1)) Rmid ∧ + MapsTo (fun t => Fₙ n (f ω t)) (Icc (σ ω) (intervalEnd i.1)) Rlow ∧ + Fₙ n (f ω (passageEnd i.1)) ∈ Rhigh := by + filter_upwards [eventually_image_compact_subset_open Fₙ F hconv hF _ hK hKH R hR hKR, + eventually_image_compact_subset_open Fₙ F hconv hF _ hM hMH Rmid hRmid hMR, + eventually_image_compact_subset_open Fₙ F hconv hF _ hL hLH Rlow hRlow hLR, + eventually_image_compact_subset_open Fₙ F hconv hF _ hN hNH Rhigh hRhigh hNR] + with n hnK hnM hnL hnN + rintro ω ⟨⟨_, _, hpre, hmid, hlow⟩, hend⟩ + exact ⟨fun t ht => hnK (mem_image_of_mem _ (hpre.2 ht)), + fun t ht => hnM (mem_image_of_mem _ (hmid ht)), + fun t ht => hnL (mem_image_of_mem _ (hlow.2 ht)), hnN (mem_image_of_mem _ hend)⟩ + +/-- The middle interval lies before every later time which attains the +front level; in particular it precedes the first such passage stop. -/ +theorem retained_interval_before_front + {Ω : Type*} (f : Ω → C(ℝ≥0, ℂ)) (σ : Ω → ℝ≥0) + (K M L N : ℕ → Set ℂ) (W : Set ℂ) (i : RetainedPassageIndex) + (progress : ℂ → ℝ) (hL : ∀ z ∈ L i.1.2.2.2, progress z < 2 / 3) + (ω : Ω) (hω : ω ∈ retainedPassageCertificate f σ K M L N W i) + (τ : ℝ≥0) (hστ : σ ω ≤ τ) (hτ : 2 / 3 ≤ progress (f ω τ)) : + intervalEnd i.1 < τ := by + by_contra hn + have hlow := hω.1.2.2.2.2.2 + have hh := hL _ (hlow ⟨hστ, le_of_not_gt hn⟩) + exact (not_le_of_gt hh) hτ + +instance rationalPassageTimes_nonempty : Nonempty RationalPassageTimes := + ⟨⟨(1, 2, 3), by norm_num⟩⟩ + +/-- Enumerating the concrete rational/compact indices gives the natural +indexing expected by finite-retention and unconditional sausage lemmas. -/ +def enumerateRetainedPassage : ℕ → RetainedPassageIndex := + (exists_surjective_nat RetainedPassageIndex).choose + +theorem enumerateRetainedPassage_surjective : Function.Surjective enumerateRetainedPassage := + (exists_surjective_nat RetainedPassageIndex).choose_spec + +theorem nat_retained_cover + {Ω : Type*} (f : Ω → C(ℝ≥0, ℂ)) (σ : Ω → ℝ≥0) + (K M L N : ℕ → Set ℂ) (W : Set ℂ) (E : Set Ω) + (hcover : E ⊆ ⋃ i : RetainedPassageIndex, retainedPassageCertificate f σ K M L N W i) : + E ⊆ ⋃ n : ℕ, retainedPassageCertificate f σ K M L N W (enumerateRetainedPassage n) := by + intro ω hω + obtain ⟨i, hi⟩ := mem_iUnion.mp (hcover hω) + obtain ⟨n, rfl⟩ := enumerateRetainedPassage_surjective i + exact mem_iUnion.mpr ⟨n, hi⟩ + +end SLEExactGauge.PassageRetention + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PassageSuccess.lean b/lean/OAI/Probability/SLE/Gauge/PassageSuccess.lean index aa6f11414bf3d06b24edfdbdff147405985547a1..b49d07f91057e3bd44c41c6389f746bf96d7b5b1 100644 --- a/lean/OAI/Probability/SLE/Gauge/PassageSuccess.lean +++ b/lean/OAI/Probability/SLE/Gauge/PassageSuccess.lean @@ -1,233 +1,233 @@ -import OAI.Probability.SLE.Gauge.FirstFrontPassage - -namespace OAI - -/-! The same retained continuation certifies the whole passage, its terminal -position, and its sausage mass. No success or stopping-window event is assumed. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.PassageSuccess -open PassageRetention RetainedTubeSausage FirstFrontPassage - -/-- A single finite retention preserves a positive fraction of the varying -probability and certifies every eventual success property of the retained sets. -/ -theorem eventual_retained_success_probability - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] - (E : Set Ω) (D : ℕ → Set Ω) (G S : ℕ → Set Ω) - (hE : MeasurableSet E) (hD : ∀ i, MeasurableSet (D i)) - (hcover : P (E \ ⋃ i, D i) = 0) (q : ℝ) (hq : 0 < q) - (hG : ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P (G n ∩ E)) - (hS : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E ∩ D i → ω ∈ S n) : - ∀ᶠ n in atTop, ENNReal.ofReal (q / 2) ≤ P ((G n ∩ S n) ∩ E) := by - obtain ⟨N, hsmall⟩ := finite_retention_of_countable_cover P E D hE hD hcover - (ENNReal.ofReal (q / 2)) (ENNReal.ofReal_pos.mpr (by positivity)) - have hs : ∀ᶠ n in atTop, ∀ i ∈ Finset.range N, ∀ᵐ ω ∂P, - ω ∈ G n ∩ E ∩ D i → ω ∈ S n := - (Finset.eventually_all _).mpr (fun i _ => hS i) - filter_upwards [hG, hs] with n hgn hsn - let A := ⋃ i ∈ Finset.range N, D i - have hsub : G n ∩ E ⊆ (G n ∩ E ∩ A) ∪ (E \ A) := by - intro ω hω - by_cases hωA : ω ∈ A - · exact Or.inl ⟨hω, hωA⟩ - · exact Or.inr ⟨hω.2, hωA⟩ - have hb := hgn.trans ((measure_mono hsub).trans (measure_union_le _ _)) - have hret : ENNReal.ofReal (q / 2) ≤ P (G n ∩ E ∩ A) := by - by_contra h - have he : ENNReal.ofReal (q / 2) + ENNReal.ofReal (q / 2) = ENNReal.ofReal q := by - rw [← ENNReal.ofReal_add (by positivity) (by positivity)] - congr 1 - ring - exact (not_lt_of_ge hb) (he ▸ ENNReal.add_lt_add (lt_of_not_ge h) hsmall) - apply hret.trans - apply measure_mono_ae - filter_upwards [(Finset.eventually_all _).mpr hsn] with ω hω - intro hm - obtain ⟨i, hi, hDi⟩ := mem_iUnion₂.mp hm.2 - exact ⟨⟨hm.1.1, hω i hi ⟨hm.1, hDi⟩⟩, hm.1.2⟩ - -/-- Concrete success of the first front stop, including the full preceding -path and the required terminal offset. -/ -def FrontSuccess {Ω : Type*} - (η : ℕ → Ω → ℝ≥0 → ℂ) (pₙ : ℕ → ℂ → ℝ) (σ : Ω → ℝ≥0) - (Vₙ : ℕ → Set ℂ) (aₙ : ℕ → ℂ) (ε : ℝ) (n : ℕ) : Set Ω := - {ω | let τ := frontTime (fun t => pₙ n (η n ω t)) 1 - firstFrontTime (fun t => pₙ n (η n ω t)) 1 = (τ : WithTop ℝ≥0) ∧ - pₙ n (η n ω τ) = 1 ∧ σ ω < τ ∧ MapsTo (η n ω) (Icc 0 τ) (Vₙ n) ∧ ‖η n ω τ - aₙ n‖ < ε / 4} - -/-- Actual successful passage and sausage mass from the same retained tube. -/ -theorem retained_tube_firstFront_success_mass - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) - (hSLE : IsOrdinaryChordalSLE κ (fun ω => f ω) P) - (σ : Ω → ℝ≥0) (hσ : Measurable σ) - (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) - (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) - (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) - (hF : DifferentiableOn ℂ F upperHalfPlane) - (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) - (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) - (O W : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) - (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ) (hU : IsOpen U) - (hp : ContinuousOn p U) (hpn : ∀ n, ContinuousOn (pₙ n) U) - (hpconv : TendstoLocallyUniformlyOn pₙ p atTop U) - (hFOU : MapsTo F O U) (hW : W ⊆ {z | 1 < p (F z)}) - (E : Set Ω) (hE : MeasurableSet E) - (htube : E ⊆ stoppedPhysicalTube (fun ω => f ω) σ O W) - (hstart : ∀ ω ∈ E, p (F (f ω (σ ω))) < 1 / 3) - (V : Set ℂ) (hV : IsOpen V) (hFV : MapsTo F O V) - (Vₙ : ℕ → Set ℂ) (hVVₙ : ∀ᶠ n in atTop, V ⊆ Vₙ n) - (aₙ : ℕ → ℂ) (ε : ℝ) - (hterminal : ∀ n z, z ∈ Vₙ n → pₙ n z = 1 → ‖z - aₙ n‖ < ε / 4) - (R : Set ℂ) (hR : IsOpen R) - (hmiddle : ∀ z ∈ O, 1 / 3 < p (F z) → p (F z) < 2 / 3 → F z ∈ R) - (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) - (η : ℕ → Ω → ℝ≥0 → ℂ) (Rₙ : ℕ → Set ℂ) - (hregion : ∀ᶠ n in atTop, R ⊆ Rₙ n) - (G : ℕ → Set Ω) (q : ℝ) (hq : 0 < q) - (hG : ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P (G n ∩ E)) - (hη : ∀ n, ∀ᵐ ω ∂P, ∀ t : ℝ≥0, σ ω ≤ t → f ω t ∈ upperHalfPlane → - η n ω t = Fₙ n (f ω t)) - (hηc : ∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) - (hearly : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E → - MapsTo (η n ω) (Icc 0 (σ ω)) U ∧ - ∀ t ∈ Icc 0 (σ ω), pₙ n (η n ω t) < 1) - (hearlyV : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E → - MapsTo (η n ω) (Icc 0 (σ ω)) (Vₙ n)) : - ∃ a : ℝ, 0 < a ∧ ∀ᶠ n in atTop, - ENNReal.ofReal (q / 8) ≤ P {ω | - ω ∈ FrontSuccess η pₙ σ Vₙ aₙ ε n ∧ ENNReal.ofReal a ≤ - segmentSausageCharge κ (η n ω) (σ ω) (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by - let progress := fun z => p (F z) - have hprogress : ContinuousOn progress O := - hp.comp (hF.continuousOn.mono hOH) hFOU - obtain ⟨K, M, L, N, hK, hM, hL, hN, hDm, hcover⟩ := - stopped_tube_retained_cover f hf σ hσ O W hO hOH progress hprogress hW E htube hstart - let D : ℕ → Set Ω := fun i => retainedPassageCertificate f σ K M L N - (beyondFrontRegion O progress) (enumerateRetainedPassage i) - let Q : ℕ → Set ℂ := fun i => M (enumerateRetainedPassage i).1.2.2.1 - let J : ℕ → ℝ≥0 × ℝ≥0 := fun i => - (intervalStart (enumerateRetainedPassage i).1, intervalEnd (enumerateRetainedPassage i).1) - have hQ : ∀ i, IsCompact (Q i) := fun i => (hM _).1 - have hQH : ∀ i, Q i ⊆ upperHalfPlane := fun i z hz => hOH ((hM _).2 hz).1 - have hQR : ∀ i, F '' Q i ⊆ R := by - rintro i _ ⟨z, hz, rfl⟩ - have hh := (hM _).2 hz - exact hmiddle z hh.1 hh.2.1 hh.2.2 - have hJ : ∀ i, (J i).1 < (J i).2 := fun i => intervalStart_lt_end _ - have hD : ∀ i, MeasurableSet (D i) := fun i => hDm _ - have hnull : P (E \ ⋃ i, D i) = 0 := by - rw [sdiff_eq_empty.mpr (nat_retained_cover f σ K M L N _ E hcover), measure_empty] - have hretain : ∀ i ω, ω ∈ D i → - (fun t => f ω t) '' Icc (J i).1 (J i).2 ⊆ Q i := by - intro i ω hω - exact hω.1.2.2.2.1.image_subset - let S := FrontSuccess η pₙ σ Vₙ aₙ ε - have hwindow : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E ∩ D i → - (σ ω ≤ (J i).1 ∧ (J i).2 ≤ frontTime (fun t => pₙ n (η n ω t)) 1 ∧ - EqOn (η n ω) (fun u => Fₙ n (f ω u)) (Icc (J i).1 (J i).2)) ∧ ω ∈ S n := by - intro i - let j := enumerateRetainedPassage i - have hLH : L j.1.2.2.2 ⊆ upperHalfPlane := fun z hz => hOH ((hL _).2 hz).1 - have hLU : F '' L j.1.2.2.2 ⊆ U := by - rintro _ ⟨z, hz, rfl⟩ - exact hFOU ((hL _).2 hz).1 - have hlt := eventually_front_lt_on_compact Fₙ F hF.continuousOn hconv pₙ p U hU hp hpconv - (L j.1.2.2.2) (hL _).1 hLH hLU (2 / 3) (fun z hz => ((hL _).2 hz).2) - have hKH : K j.1.2.1 ⊆ upperHalfPlane := fun z hz => hOH ((hK _).2 hz) - have hKU : F '' K j.1.2.1 ⊆ U := by - rintro _ ⟨z, hz, rfl⟩ - exact hFOU ((hK _).2 hz) - have himage := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn - (K j.1.2.1) (hK _).1 hKH U hU hKU - have hKV : F '' K j.1.2.1 ⊆ V := by - rintro _ ⟨z, hz, rfl⟩ - exact hFV ((hK _).2 hz) - have himageV := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn - (K j.1.2.1) (hK _).1 hKH V hV hKV - have hNH : N j.2 ⊆ upperHalfPlane := fun z hz => hOH ((hN _).2 hz).1 - have hNU : F '' N j.2 ⊆ U := by - rintro _ ⟨z, hz, rfl⟩ - exact hFOU ((hN _).2 hz).1 - have hgt := eventually_front_lt_on_compact_image Fₙ F hF.continuousOn hconv pₙ p U hU - hp hpconv (N j.2) (hN _).1 hNH hNU 1 (fun z hz => ((hN _).2 hz).2) - filter_upwards [hlt, hgt, himage, himageV, hVVₙ, hearly, hearlyV] with - n hnL hnN hnK hnKV hnV hearlyn hearlyVn - filter_upwards [hη n, hηc n, hearlyn, hearlyVn] with ω hηω hηcω hearlyω hearlyVω - intro hω - have hDi : ω ∈ retainedPassageCertificate f σ K M L N - (beyondFrontRegion O progress) j := hω.2 - obtain ⟨⟨hσs, _, hfull, hmid, hlow⟩, hend⟩ := hDi - obtain ⟨hearlyU, hearlylt⟩ := hearlyω hω.1 - have hpathU : MapsTo (η n ω) (Icc 0 (passageEnd j.1)) U := by - intro t ht - by_cases hts : t ≤ σ ω - · exact hearlyU ⟨bot_le, hts⟩ - · have hst : σ ω ≤ t := (lt_of_not_ge hts).le - have hmem := hfull.2 ⟨hst, ht.2⟩ - rw [hηω t hst (hKH hmem)] - exact hnK (mem_image_of_mem (Fₙ n) hmem) - have hc : ContinuousOn (fun t => pₙ n (η n ω t)) (Icc 0 (passageEnd j.1)) := - (hpn n).comp hηcω.continuousOn hpathU - have hprefix : ∀ t ∈ Icc (σ ω) (intervalEnd j.1), pₙ n (η n ω t) < 1 := by - intro t ht - have hmem := hlow.2 ht - rw [hηω t ht.1 (hLH hmem)] - exact (hnL _ hmem).trans (by norm_num) - have hendgt : 1 < pₙ n (η n ω (passageEnd j.1)) := by - have hmem := hfull.2 ⟨hfull.1, le_rfl⟩ - rw [hηω _ hfull.1 (hKH hmem)] - exact hnN _ hend - have hfront := frontTime_between (fun t => pₙ n (η n ω t)) 1 - (σ ω) (intervalEnd j.1) (passageEnd j.1) - (hσs.le.trans (intervalStart_lt_end _).le) (intervalEnd_lt_passageEnd _) - hc hearlylt hprefix hendgt - refine ⟨⟨hσs.le, hfront.2.1.le, ?_⟩, ?_⟩ - · intro t ht - exact hηω t (hσs.le.trans ht.1) (hOH ((hM _).2 (hmid ht)).1) - · have hpathV : MapsTo (η n ω) - (Icc 0 (frontTime (fun t => pₙ n (η n ω t)) 1)) (Vₙ n) := by - intro t ht - by_cases hts : t ≤ σ ω - · exact hearlyVω hω.1 ⟨bot_le, hts⟩ - · have hst : σ ω ≤ t := (lt_of_not_ge hts).le - have hmem := hfull.2 ⟨hst, ht.2.trans hfront.2.2.1.le⟩ - rw [hηω t hst (hKH hmem)] - exact hnV (hnKV (mem_image_of_mem (Fₙ n) hmem)) - exact ⟨hfront.1, hfront.2.2.2, - hσs.le.trans_lt ((intervalStart_lt_end _).trans hfront.2.1), hpathV, hterminal n _ (hpathV ⟨bot_le, le_rfl⟩) hfront.2.2.2⟩ - have hsuccess : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, - ω ∈ G n ∩ E ∩ D i → ω ∈ S n := by - intro i - filter_upwards [hwindow i] with n hn - filter_upwards [hn] with ω hω - exact fun hw => (hω hw).2 - have hprob := eventual_retained_success_probability P E D G S hE hD hnull q hq hG hsuccess - have hwin : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ (G n ∩ S n) ∩ E ∩ D i → - σ ω ≤ (J i).1 ∧ (J i).2 ≤ frontTime (fun t => pₙ n (η n ω t)) 1 ∧ - EqOn (η n ω) (fun u => Fₙ n (f ω u)) (Icc (J i).1 (J i).2) := by - intro i - filter_upwards [hwindow i] with n hn - filter_upwards [hn] with ω hω - exact fun hw => (hω ⟨⟨hw.1.1.1, hw.1.2⟩, hw.2⟩).1 - obtain ⟨a, ha, hmass⟩ := countable_stopped_mass_ae_window_eventually P κ hκ hκ8 - (fun ω => f ω) hSLE Fₙ F hFn hinj hF hne hconv Q hQ hQH R hR hQR J hJ E D - hE hD hnull hretain v hv hlim η (fun _ => σ) - (fun n ω => frontTime (fun t => pₙ n (η n ω t)) 1) - Rₙ hregion (fun n => G n ∩ S n) (q / 2) (by positivity) hprob hwin - refine ⟨a, ha, ?_⟩ - filter_upwards [hmass] with n hn - have heq : q / 2 / 4 = q / 8 := by ring - rw [heq] at hn - exact hn.trans (measure_mono (fun _ hω => ⟨hω.1.1.2, hω.2⟩)) - - -end SLEExactGauge.PassageSuccess - -end - -end OAI +import OAI.Probability.SLE.Gauge.FirstFrontPassage + +namespace OAI + +/-! The same retained continuation certifies the whole passage, its terminal +position, and its sausage mass. No success or stopping-window event is assumed. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.PassageSuccess +open PassageRetention RetainedTubeSausage FirstFrontPassage + +/-- A single finite retention preserves a positive fraction of the varying +probability and certifies every eventual success property of the retained sets. -/ +theorem eventual_retained_success_probability + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] + (E : Set Ω) (D : ℕ → Set Ω) (G S : ℕ → Set Ω) + (hE : MeasurableSet E) (hD : ∀ i, MeasurableSet (D i)) + (hcover : P (E \ ⋃ i, D i) = 0) (q : ℝ) (hq : 0 < q) + (hG : ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P (G n ∩ E)) + (hS : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E ∩ D i → ω ∈ S n) : + ∀ᶠ n in atTop, ENNReal.ofReal (q / 2) ≤ P ((G n ∩ S n) ∩ E) := by + obtain ⟨N, hsmall⟩ := finite_retention_of_countable_cover P E D hE hD hcover + (ENNReal.ofReal (q / 2)) (ENNReal.ofReal_pos.mpr (by positivity)) + have hs : ∀ᶠ n in atTop, ∀ i ∈ Finset.range N, ∀ᵐ ω ∂P, + ω ∈ G n ∩ E ∩ D i → ω ∈ S n := + (Finset.eventually_all _).mpr (fun i _ => hS i) + filter_upwards [hG, hs] with n hgn hsn + let A := ⋃ i ∈ Finset.range N, D i + have hsub : G n ∩ E ⊆ (G n ∩ E ∩ A) ∪ (E \ A) := by + intro ω hω + by_cases hωA : ω ∈ A + · exact Or.inl ⟨hω, hωA⟩ + · exact Or.inr ⟨hω.2, hωA⟩ + have hb := hgn.trans ((measure_mono hsub).trans (measure_union_le _ _)) + have hret : ENNReal.ofReal (q / 2) ≤ P (G n ∩ E ∩ A) := by + by_contra h + have he : ENNReal.ofReal (q / 2) + ENNReal.ofReal (q / 2) = ENNReal.ofReal q := by + rw [← ENNReal.ofReal_add (by positivity) (by positivity)] + congr 1 + ring + exact (not_lt_of_ge hb) (he ▸ ENNReal.add_lt_add (lt_of_not_ge h) hsmall) + apply hret.trans + apply measure_mono_ae + filter_upwards [(Finset.eventually_all _).mpr hsn] with ω hω + intro hm + obtain ⟨i, hi, hDi⟩ := mem_iUnion₂.mp hm.2 + exact ⟨⟨hm.1.1, hω i hi ⟨hm.1, hDi⟩⟩, hm.1.2⟩ + +/-- Concrete success of the first front stop, including the full preceding +path and the required terminal offset. -/ +def FrontSuccess {Ω : Type*} + (η : ℕ → Ω → ℝ≥0 → ℂ) (pₙ : ℕ → ℂ → ℝ) (σ : Ω → ℝ≥0) + (Vₙ : ℕ → Set ℂ) (aₙ : ℕ → ℂ) (ε : ℝ) (n : ℕ) : Set Ω := + {ω | let τ := frontTime (fun t => pₙ n (η n ω t)) 1 + firstFrontTime (fun t => pₙ n (η n ω t)) 1 = (τ : WithTop ℝ≥0) ∧ + pₙ n (η n ω τ) = 1 ∧ σ ω < τ ∧ MapsTo (η n ω) (Icc 0 τ) (Vₙ n) ∧ ‖η n ω τ - aₙ n‖ < ε / 4} + +/-- Actual successful passage and sausage mass from the same retained tube. -/ +theorem retained_tube_firstFront_success_mass + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (hSLE : IsOrdinaryChordalSLE κ (fun ω => f ω) P) + (σ : Ω → ℝ≥0) (hσ : Measurable σ) + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hF : DifferentiableOn ℂ F upperHalfPlane) + (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (O W : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) + (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ) (hU : IsOpen U) + (hp : ContinuousOn p U) (hpn : ∀ n, ContinuousOn (pₙ n) U) + (hpconv : TendstoLocallyUniformlyOn pₙ p atTop U) + (hFOU : MapsTo F O U) (hW : W ⊆ {z | 1 < p (F z)}) + (E : Set Ω) (hE : MeasurableSet E) + (htube : E ⊆ stoppedPhysicalTube (fun ω => f ω) σ O W) + (hstart : ∀ ω ∈ E, p (F (f ω (σ ω))) < 1 / 3) + (V : Set ℂ) (hV : IsOpen V) (hFV : MapsTo F O V) + (Vₙ : ℕ → Set ℂ) (hVVₙ : ∀ᶠ n in atTop, V ⊆ Vₙ n) + (aₙ : ℕ → ℂ) (ε : ℝ) + (hterminal : ∀ n z, z ∈ Vₙ n → pₙ n z = 1 → ‖z - aₙ n‖ < ε / 4) + (R : Set ℂ) (hR : IsOpen R) + (hmiddle : ∀ z ∈ O, 1 / 3 < p (F z) → p (F z) < 2 / 3 → F z ∈ R) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) + (η : ℕ → Ω → ℝ≥0 → ℂ) (Rₙ : ℕ → Set ℂ) + (hregion : ∀ᶠ n in atTop, R ⊆ Rₙ n) + (G : ℕ → Set Ω) (q : ℝ) (hq : 0 < q) + (hG : ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P (G n ∩ E)) + (hη : ∀ n, ∀ᵐ ω ∂P, ∀ t : ℝ≥0, σ ω ≤ t → f ω t ∈ upperHalfPlane → + η n ω t = Fₙ n (f ω t)) + (hηc : ∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) + (hearly : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E → + MapsTo (η n ω) (Icc 0 (σ ω)) U ∧ + ∀ t ∈ Icc 0 (σ ω), pₙ n (η n ω t) < 1) + (hearlyV : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E → + MapsTo (η n ω) (Icc 0 (σ ω)) (Vₙ n)) : + ∃ a : ℝ, 0 < a ∧ ∀ᶠ n in atTop, + ENNReal.ofReal (q / 8) ≤ P {ω | + ω ∈ FrontSuccess η pₙ σ Vₙ aₙ ε n ∧ ENNReal.ofReal a ≤ + segmentSausageCharge κ (η n ω) (σ ω) (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by + let progress := fun z => p (F z) + have hprogress : ContinuousOn progress O := + hp.comp (hF.continuousOn.mono hOH) hFOU + obtain ⟨K, M, L, N, hK, hM, hL, hN, hDm, hcover⟩ := + stopped_tube_retained_cover f hf σ hσ O W hO hOH progress hprogress hW E htube hstart + let D : ℕ → Set Ω := fun i => retainedPassageCertificate f σ K M L N + (beyondFrontRegion O progress) (enumerateRetainedPassage i) + let Q : ℕ → Set ℂ := fun i => M (enumerateRetainedPassage i).1.2.2.1 + let J : ℕ → ℝ≥0 × ℝ≥0 := fun i => + (intervalStart (enumerateRetainedPassage i).1, intervalEnd (enumerateRetainedPassage i).1) + have hQ : ∀ i, IsCompact (Q i) := fun i => (hM _).1 + have hQH : ∀ i, Q i ⊆ upperHalfPlane := fun i z hz => hOH ((hM _).2 hz).1 + have hQR : ∀ i, F '' Q i ⊆ R := by + rintro i _ ⟨z, hz, rfl⟩ + have hh := (hM _).2 hz + exact hmiddle z hh.1 hh.2.1 hh.2.2 + have hJ : ∀ i, (J i).1 < (J i).2 := fun i => intervalStart_lt_end _ + have hD : ∀ i, MeasurableSet (D i) := fun i => hDm _ + have hnull : P (E \ ⋃ i, D i) = 0 := by + rw [sdiff_eq_empty.mpr (nat_retained_cover f σ K M L N _ E hcover), measure_empty] + have hretain : ∀ i ω, ω ∈ D i → + (fun t => f ω t) '' Icc (J i).1 (J i).2 ⊆ Q i := by + intro i ω hω + exact hω.1.2.2.2.1.image_subset + let S := FrontSuccess η pₙ σ Vₙ aₙ ε + have hwindow : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E ∩ D i → + (σ ω ≤ (J i).1 ∧ (J i).2 ≤ frontTime (fun t => pₙ n (η n ω t)) 1 ∧ + EqOn (η n ω) (fun u => Fₙ n (f ω u)) (Icc (J i).1 (J i).2)) ∧ ω ∈ S n := by + intro i + let j := enumerateRetainedPassage i + have hLH : L j.1.2.2.2 ⊆ upperHalfPlane := fun z hz => hOH ((hL _).2 hz).1 + have hLU : F '' L j.1.2.2.2 ⊆ U := by + rintro _ ⟨z, hz, rfl⟩ + exact hFOU ((hL _).2 hz).1 + have hlt := eventually_front_lt_on_compact Fₙ F hF.continuousOn hconv pₙ p U hU hp hpconv + (L j.1.2.2.2) (hL _).1 hLH hLU (2 / 3) (fun z hz => ((hL _).2 hz).2) + have hKH : K j.1.2.1 ⊆ upperHalfPlane := fun z hz => hOH ((hK _).2 hz) + have hKU : F '' K j.1.2.1 ⊆ U := by + rintro _ ⟨z, hz, rfl⟩ + exact hFOU ((hK _).2 hz) + have himage := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn + (K j.1.2.1) (hK _).1 hKH U hU hKU + have hKV : F '' K j.1.2.1 ⊆ V := by + rintro _ ⟨z, hz, rfl⟩ + exact hFV ((hK _).2 hz) + have himageV := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn + (K j.1.2.1) (hK _).1 hKH V hV hKV + have hNH : N j.2 ⊆ upperHalfPlane := fun z hz => hOH ((hN _).2 hz).1 + have hNU : F '' N j.2 ⊆ U := by + rintro _ ⟨z, hz, rfl⟩ + exact hFOU ((hN _).2 hz).1 + have hgt := eventually_front_lt_on_compact_image Fₙ F hF.continuousOn hconv pₙ p U hU + hp hpconv (N j.2) (hN _).1 hNH hNU 1 (fun z hz => ((hN _).2 hz).2) + filter_upwards [hlt, hgt, himage, himageV, hVVₙ, hearly, hearlyV] with + n hnL hnN hnK hnKV hnV hearlyn hearlyVn + filter_upwards [hη n, hηc n, hearlyn, hearlyVn] with ω hηω hηcω hearlyω hearlyVω + intro hω + have hDi : ω ∈ retainedPassageCertificate f σ K M L N + (beyondFrontRegion O progress) j := hω.2 + obtain ⟨⟨hσs, _, hfull, hmid, hlow⟩, hend⟩ := hDi + obtain ⟨hearlyU, hearlylt⟩ := hearlyω hω.1 + have hpathU : MapsTo (η n ω) (Icc 0 (passageEnd j.1)) U := by + intro t ht + by_cases hts : t ≤ σ ω + · exact hearlyU ⟨bot_le, hts⟩ + · have hst : σ ω ≤ t := (lt_of_not_ge hts).le + have hmem := hfull.2 ⟨hst, ht.2⟩ + rw [hηω t hst (hKH hmem)] + exact hnK (mem_image_of_mem (Fₙ n) hmem) + have hc : ContinuousOn (fun t => pₙ n (η n ω t)) (Icc 0 (passageEnd j.1)) := + (hpn n).comp hηcω.continuousOn hpathU + have hprefix : ∀ t ∈ Icc (σ ω) (intervalEnd j.1), pₙ n (η n ω t) < 1 := by + intro t ht + have hmem := hlow.2 ht + rw [hηω t ht.1 (hLH hmem)] + exact (hnL _ hmem).trans (by norm_num) + have hendgt : 1 < pₙ n (η n ω (passageEnd j.1)) := by + have hmem := hfull.2 ⟨hfull.1, le_rfl⟩ + rw [hηω _ hfull.1 (hKH hmem)] + exact hnN _ hend + have hfront := frontTime_between (fun t => pₙ n (η n ω t)) 1 + (σ ω) (intervalEnd j.1) (passageEnd j.1) + (hσs.le.trans (intervalStart_lt_end _).le) (intervalEnd_lt_passageEnd _) + hc hearlylt hprefix hendgt + refine ⟨⟨hσs.le, hfront.2.1.le, ?_⟩, ?_⟩ + · intro t ht + exact hηω t (hσs.le.trans ht.1) (hOH ((hM _).2 (hmid ht)).1) + · have hpathV : MapsTo (η n ω) + (Icc 0 (frontTime (fun t => pₙ n (η n ω t)) 1)) (Vₙ n) := by + intro t ht + by_cases hts : t ≤ σ ω + · exact hearlyVω hω.1 ⟨bot_le, hts⟩ + · have hst : σ ω ≤ t := (lt_of_not_ge hts).le + have hmem := hfull.2 ⟨hst, ht.2.trans hfront.2.2.1.le⟩ + rw [hηω t hst (hKH hmem)] + exact hnV (hnKV (mem_image_of_mem (Fₙ n) hmem)) + exact ⟨hfront.1, hfront.2.2.2, + hσs.le.trans_lt ((intervalStart_lt_end _).trans hfront.2.1), hpathV, hterminal n _ (hpathV ⟨bot_le, le_rfl⟩) hfront.2.2.2⟩ + have hsuccess : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, + ω ∈ G n ∩ E ∩ D i → ω ∈ S n := by + intro i + filter_upwards [hwindow i] with n hn + filter_upwards [hn] with ω hω + exact fun hw => (hω hw).2 + have hprob := eventual_retained_success_probability P E D G S hE hD hnull q hq hG hsuccess + have hwin : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ (G n ∩ S n) ∩ E ∩ D i → + σ ω ≤ (J i).1 ∧ (J i).2 ≤ frontTime (fun t => pₙ n (η n ω t)) 1 ∧ + EqOn (η n ω) (fun u => Fₙ n (f ω u)) (Icc (J i).1 (J i).2) := by + intro i + filter_upwards [hwindow i] with n hn + filter_upwards [hn] with ω hω + exact fun hw => (hω ⟨⟨hw.1.1.1, hw.1.2⟩, hw.2⟩).1 + obtain ⟨a, ha, hmass⟩ := countable_stopped_mass_ae_window_eventually P κ hκ hκ8 + (fun ω => f ω) hSLE Fₙ F hFn hinj hF hne hconv Q hQ hQH R hR hQR J hJ E D + hE hD hnull hretain v hv hlim η (fun _ => σ) + (fun n ω => frontTime (fun t => pₙ n (η n ω t)) 1) + Rₙ hregion (fun n => G n ∩ S n) (q / 2) (by positivity) hprob hwin + refine ⟨a, ha, ?_⟩ + filter_upwards [hmass] with n hn + have heq : q / 2 / 4 = q / 8 := by ring + rw [heq] at hn + exact hn.trans (measure_mono (fun _ hω => ⟨hω.1.1.2, hω.2⟩)) + + +end SLEExactGauge.PassageSuccess + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PassageSuccessRegions.lean b/lean/OAI/Probability/SLE/Gauge/PassageSuccessRegions.lean index 469999441ae5a3db12f88518726a92dc035ba76e..5a9276c63d12df85fca159d5d133db9c78dd79fe 100644 --- a/lean/OAI/Probability/SLE/Gauge/PassageSuccessRegions.lean +++ b/lean/OAI/Probability/SLE/Gauge/PassageSuccessRegions.lean @@ -1,189 +1,189 @@ -import OAI.Probability.SLE.Gauge.PassageSuccess -import OAI.Probability.SLE.Gauge.RetainedRegionMargins - -namespace OAI - -/-! The actual front-success theorem with moving middle regions. The -physical neighborhoods are selected only after finitely many compact -middle certificates have been retained. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.PassageSuccess -open PassageRetention RetainedTubeSausage FirstFrontPassage - -/-- Full front success and mass in the moving middle strip. Local uniform -coordinate convergence supplies its margin on every retained compact; -there is no inclusion assumption on the whole limiting open strip. -/ -theorem retained_tube_firstFront_success_mass_middle_regions - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) - (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) - (hSLE : IsOrdinaryChordalSLE κ (fun ω => f ω) P) - (σ : Ω → ℝ≥0) (hσ : Measurable σ) - (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) - (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) - (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) - (hF : DifferentiableOn ℂ F upperHalfPlane) - (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) - (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) - (O W : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) - (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ) (hU : IsOpen U) - (hp : ContinuousOn p U) (hpn : ∀ᶠ n in atTop, ContinuousOn (pₙ n) U) - (hpconv : TendstoLocallyUniformlyOn pₙ p atTop U) - (hFOU : MapsTo F O U) (hW : W ⊆ {z | 1 < p (F z)}) - (E : Set Ω) (hE : MeasurableSet E) - (htube : E ⊆ stoppedPhysicalTube (fun ω => f ω) σ O W) - (hstart : ∀ ω ∈ E, p (F (f ω (σ ω))) < 1 / 3) - (V : Set ℂ) (hV : IsOpen V) (hFV : MapsTo F O V) - (Vₙ : ℕ → Set ℂ) (hVVₙ : ∀ᶠ n in atTop, V ⊆ Vₙ n) - (aₙ : ℕ → ℂ) (ε : ℝ) - (hterminal : ∀ n z, z ∈ Vₙ n → pₙ n z = 1 → ‖z - aₙ n‖ < ε / 4) - (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) - (η : ℕ → Ω → ℝ≥0 → ℂ) (Rₙ : ℕ → Set ℂ) - (hregion : ∀ᶠ n in atTop, U ∩ {z | (1 / 3 : ℝ) < pₙ n z ∧ pₙ n z < 2 / 3} ⊆ Rₙ n) - (G : ℕ → Set Ω) (q : ℝ) (hq : 0 < q) - (hG : ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P (G n ∩ E)) - (hη : ∀ n, ∀ᵐ ω ∂P, ∀ t : ℝ≥0, σ ω ≤ t → f ω t ∈ upperHalfPlane → - η n ω t = Fₙ n (f ω t)) - (hηc : ∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) - (hearly : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E → - MapsTo (η n ω) (Icc 0 (σ ω)) U ∧ - ∀ t ∈ Icc 0 (σ ω), pₙ n (η n ω t) < 1) - (hearlyV : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E → - MapsTo (η n ω) (Icc 0 (σ ω)) (Vₙ n)) : - ∃ a : ℝ, 0 < a ∧ ∀ᶠ n in atTop, - ENNReal.ofReal (q / 8) ≤ P {ω | - ω ∈ FrontSuccess η pₙ σ Vₙ aₙ ε n ∧ ENNReal.ofReal a ≤ - segmentSausageCharge κ (η n ω) (σ ω) (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by - let progress := fun z => p (F z) - have hprogress : ContinuousOn progress O := - hp.comp (hF.continuousOn.mono hOH) hFOU - obtain ⟨K, M, L, N, hK, hM, hL, hN, hDm, hcover⟩ := - stopped_tube_retained_cover f hf σ hσ O W hO hOH progress hprogress hW E htube hstart - let D : ℕ → Set Ω := fun i => retainedPassageCertificate f σ K M L N - (beyondFrontRegion O progress) (enumerateRetainedPassage i) - let Q : ℕ → Set ℂ := fun i => M (enumerateRetainedPassage i).1.2.2.1 - let J : ℕ → ℝ≥0 × ℝ≥0 := fun i => - (intervalStart (enumerateRetainedPassage i).1, intervalEnd (enumerateRetainedPassage i).1) - have hQ : ∀ i, IsCompact (Q i) := fun i => (hM _).1 - have hQH : ∀ i, Q i ⊆ upperHalfPlane := fun i z hz => hOH ((hM _).2 hz).1 - have hQR : ∀ i, F '' Q i ⊆ U ∩ {z | (1 / 3 : ℝ) < p z ∧ p z < 2 / 3} := by - rintro i _ ⟨z, hz, rfl⟩ - have hh := (hM _).2 hz - exact ⟨hFOU hh.1, hh.2⟩ - have hJ : ∀ i, (J i).1 < (J i).2 := fun i => intervalStart_lt_end _ - have hD : ∀ i, MeasurableSet (D i) := fun i => hDm _ - have hnull : P (E \ ⋃ i, D i) = 0 := by - rw [sdiff_eq_empty.mpr (nat_retained_cover f σ K M L N _ E hcover), measure_empty] - have hretain : ∀ i ω, ω ∈ D i → - (fun t => f ω t) '' Icc (J i).1 (J i).2 ⊆ Q i := by - intro i ω hω - exact hω.1.2.2.2.1.image_subset - let S := FrontSuccess η pₙ σ Vₙ aₙ ε - have hwindow : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E ∩ D i → - (σ ω ≤ (J i).1 ∧ (J i).2 ≤ frontTime (fun t => pₙ n (η n ω t)) 1 ∧ - EqOn (η n ω) (fun u => Fₙ n (f ω u)) (Icc (J i).1 (J i).2)) ∧ ω ∈ S n := by - intro i - let j := enumerateRetainedPassage i - have hLH : L j.1.2.2.2 ⊆ upperHalfPlane := fun z hz => hOH ((hL _).2 hz).1 - have hLU : F '' L j.1.2.2.2 ⊆ U := by - rintro _ ⟨z, hz, rfl⟩ - exact hFOU ((hL _).2 hz).1 - have hlt := eventually_front_lt_on_compact Fₙ F hF.continuousOn hconv pₙ p U hU hp hpconv - (L j.1.2.2.2) (hL _).1 hLH hLU (2 / 3) (fun z hz => ((hL _).2 hz).2) - have hKH : K j.1.2.1 ⊆ upperHalfPlane := fun z hz => hOH ((hK _).2 hz) - have hKU : F '' K j.1.2.1 ⊆ U := by - rintro _ ⟨z, hz, rfl⟩ - exact hFOU ((hK _).2 hz) - have himage := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn - (K j.1.2.1) (hK _).1 hKH U hU hKU - have hKV : F '' K j.1.2.1 ⊆ V := by - rintro _ ⟨z, hz, rfl⟩ - exact hFV ((hK _).2 hz) - have himageV := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn - (K j.1.2.1) (hK _).1 hKH V hV hKV - have hNH : N j.2 ⊆ upperHalfPlane := fun z hz => hOH ((hN _).2 hz).1 - have hNU : F '' N j.2 ⊆ U := by - rintro _ ⟨z, hz, rfl⟩ - exact hFOU ((hN _).2 hz).1 - have hgt := eventually_front_lt_on_compact_image Fₙ F hF.continuousOn hconv pₙ p U hU - hp hpconv (N j.2) (hN _).1 hNH hNU 1 (fun z hz => ((hN _).2 hz).2) - filter_upwards [hlt, hgt, himage, himageV, hVVₙ, hearly, hearlyV, hpn] with - n hnL hnN hnK hnKV hnV hearlyn hearlyVn hpnn - filter_upwards [hη n, hηc n, hearlyn, hearlyVn] with ω hηω hηcω hearlyω hearlyVω - intro hω - have hDi : ω ∈ retainedPassageCertificate f σ K M L N - (beyondFrontRegion O progress) j := hω.2 - obtain ⟨⟨hσs, _, hfull, hmid, hlow⟩, hend⟩ := hDi - obtain ⟨hearlyU, hearlylt⟩ := hearlyω hω.1 - have hpathU : MapsTo (η n ω) (Icc 0 (passageEnd j.1)) U := by - intro t ht - by_cases hts : t ≤ σ ω - · exact hearlyU ⟨bot_le, hts⟩ - · have hst : σ ω ≤ t := (lt_of_not_ge hts).le - have hmem := hfull.2 ⟨hst, ht.2⟩ - rw [hηω t hst (hKH hmem)] - exact hnK (mem_image_of_mem (Fₙ n) hmem) - have hc : ContinuousOn (fun t => pₙ n (η n ω t)) (Icc 0 (passageEnd j.1)) := - hpnn.comp hηcω.continuousOn hpathU - have hprefix : ∀ t ∈ Icc (σ ω) (intervalEnd j.1), pₙ n (η n ω t) < 1 := by - intro t ht - have hmem := hlow.2 ht - rw [hηω t ht.1 (hLH hmem)] - exact (hnL _ hmem).trans (by norm_num) - have hendgt : 1 < pₙ n (η n ω (passageEnd j.1)) := by - have hmem := hfull.2 ⟨hfull.1, le_rfl⟩ - rw [hηω _ hfull.1 (hKH hmem)] - exact hnN _ hend - have hfront := frontTime_between (fun t => pₙ n (η n ω t)) 1 - (σ ω) (intervalEnd j.1) (passageEnd j.1) - (hσs.le.trans (intervalStart_lt_end _).le) (intervalEnd_lt_passageEnd _) - hc hearlylt hprefix hendgt - refine ⟨⟨hσs.le, hfront.2.1.le, ?_⟩, ?_⟩ - · intro t ht - exact hηω t (hσs.le.trans ht.1) (hOH ((hM _).2 (hmid ht)).1) - · have hpathV : MapsTo (η n ω) - (Icc 0 (frontTime (fun t => pₙ n (η n ω t)) 1)) (Vₙ n) := by - intro t ht - by_cases hts : t ≤ σ ω - · exact hearlyVω hω.1 ⟨bot_le, hts⟩ - · have hst : σ ω ≤ t := (lt_of_not_ge hts).le - have hmem := hfull.2 ⟨hst, ht.2.trans hfront.2.2.1.le⟩ - rw [hηω t hst (hKH hmem)] - exact hnV (hnKV (mem_image_of_mem (Fₙ n) hmem)) - exact ⟨hfront.1, hfront.2.2.2, - hσs.le.trans_lt ((intervalStart_lt_end _).trans hfront.2.1), hpathV, hterminal n _ (hpathV ⟨bot_le, le_rfl⟩) hfront.2.2.2⟩ - have hsuccess : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, - ω ∈ G n ∩ E ∩ D i → ω ∈ S n := by - intro i - filter_upwards [hwindow i] with n hn - filter_upwards [hn] with ω hω - exact fun hw => (hω hw).2 - have hprob := eventual_retained_success_probability P E D G S hE hD hnull q hq hG hsuccess - have hwin : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ (G n ∩ S n) ∩ E ∩ D i → - σ ω ≤ (J i).1 ∧ (J i).2 ≤ frontTime (fun t => pₙ n (η n ω t)) 1 ∧ - EqOn (η n ω) (fun u => Fₙ n (f ω u)) (Icc (J i).1 (J i).2) := by - intro i - filter_upwards [hwindow i] with n hn - filter_upwards [hn] with ω hω - exact fun hw => (hω ⟨⟨hw.1.1.1, hw.1.2⟩, hw.2⟩).1 - obtain ⟨a, ha, hmass⟩ := countable_stopped_mass_ae_window_middle_regions P κ hκ hκ8 - (fun ω => f ω) hSLE Fₙ F hFn hinj hF hne hconv Q hQ hQH pₙ p U hU hp hpconv hQR J hJ E D - hE hD hnull hretain v hv hlim η (fun _ => σ) - (fun n ω => frontTime (fun t => pₙ n (η n ω t)) 1) - Rₙ hregion (fun n => G n ∩ S n) (q / 2) (by positivity) hprob hwin - refine ⟨a, ha, ?_⟩ - filter_upwards [hmass] with n hn - have heq : q / 2 / 4 = q / 8 := by ring - rw [heq] at hn - exact hn.trans (measure_mono (fun _ hω => ⟨hω.1.1.2, hω.2⟩)) - - -end SLEExactGauge.PassageSuccess - -end - -end OAI +import OAI.Probability.SLE.Gauge.PassageSuccess +import OAI.Probability.SLE.Gauge.RetainedRegionMargins + +namespace OAI + +/-! The actual front-success theorem with moving middle regions. The +physical neighborhoods are selected only after finitely many compact +middle certificates have been retained. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.PassageSuccess +open PassageRetention RetainedTubeSausage FirstFrontPassage + +/-- Full front success and mass in the moving middle strip. Local uniform +coordinate convergence supplies its margin on every retained compact; +there is no inclusion assumption on the whole limiting open strip. -/ +theorem retained_tube_firstFront_success_mass_middle_regions + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (hSLE : IsOrdinaryChordalSLE κ (fun ω => f ω) P) + (σ : Ω → ℝ≥0) (hσ : Measurable σ) + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hF : DifferentiableOn ℂ F upperHalfPlane) + (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (O W : Set ℂ) (hO : IsOpen O) (hOH : O ⊆ upperHalfPlane) + (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ) (hU : IsOpen U) + (hp : ContinuousOn p U) (hpn : ∀ᶠ n in atTop, ContinuousOn (pₙ n) U) + (hpconv : TendstoLocallyUniformlyOn pₙ p atTop U) + (hFOU : MapsTo F O U) (hW : W ⊆ {z | 1 < p (F z)}) + (E : Set Ω) (hE : MeasurableSet E) + (htube : E ⊆ stoppedPhysicalTube (fun ω => f ω) σ O W) + (hstart : ∀ ω ∈ E, p (F (f ω (σ ω))) < 1 / 3) + (V : Set ℂ) (hV : IsOpen V) (hFV : MapsTo F O V) + (Vₙ : ℕ → Set ℂ) (hVVₙ : ∀ᶠ n in atTop, V ⊆ Vₙ n) + (aₙ : ℕ → ℂ) (ε : ℝ) + (hterminal : ∀ n z, z ∈ Vₙ n → pₙ n z = 1 → ‖z - aₙ n‖ < ε / 4) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) + (η : ℕ → Ω → ℝ≥0 → ℂ) (Rₙ : ℕ → Set ℂ) + (hregion : ∀ᶠ n in atTop, U ∩ {z | (1 / 3 : ℝ) < pₙ n z ∧ pₙ n z < 2 / 3} ⊆ Rₙ n) + (G : ℕ → Set Ω) (q : ℝ) (hq : 0 < q) + (hG : ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P (G n ∩ E)) + (hη : ∀ n, ∀ᵐ ω ∂P, ∀ t : ℝ≥0, σ ω ≤ t → f ω t ∈ upperHalfPlane → + η n ω t = Fₙ n (f ω t)) + (hηc : ∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) + (hearly : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E → + MapsTo (η n ω) (Icc 0 (σ ω)) U ∧ + ∀ t ∈ Icc 0 (σ ω), pₙ n (η n ω t) < 1) + (hearlyV : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E → + MapsTo (η n ω) (Icc 0 (σ ω)) (Vₙ n)) : + ∃ a : ℝ, 0 < a ∧ ∀ᶠ n in atTop, + ENNReal.ofReal (q / 8) ≤ P {ω | + ω ∈ FrontSuccess η pₙ σ Vₙ aₙ ε n ∧ ENNReal.ofReal a ≤ + segmentSausageCharge κ (η n ω) (σ ω) (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by + let progress := fun z => p (F z) + have hprogress : ContinuousOn progress O := + hp.comp (hF.continuousOn.mono hOH) hFOU + obtain ⟨K, M, L, N, hK, hM, hL, hN, hDm, hcover⟩ := + stopped_tube_retained_cover f hf σ hσ O W hO hOH progress hprogress hW E htube hstart + let D : ℕ → Set Ω := fun i => retainedPassageCertificate f σ K M L N + (beyondFrontRegion O progress) (enumerateRetainedPassage i) + let Q : ℕ → Set ℂ := fun i => M (enumerateRetainedPassage i).1.2.2.1 + let J : ℕ → ℝ≥0 × ℝ≥0 := fun i => + (intervalStart (enumerateRetainedPassage i).1, intervalEnd (enumerateRetainedPassage i).1) + have hQ : ∀ i, IsCompact (Q i) := fun i => (hM _).1 + have hQH : ∀ i, Q i ⊆ upperHalfPlane := fun i z hz => hOH ((hM _).2 hz).1 + have hQR : ∀ i, F '' Q i ⊆ U ∩ {z | (1 / 3 : ℝ) < p z ∧ p z < 2 / 3} := by + rintro i _ ⟨z, hz, rfl⟩ + have hh := (hM _).2 hz + exact ⟨hFOU hh.1, hh.2⟩ + have hJ : ∀ i, (J i).1 < (J i).2 := fun i => intervalStart_lt_end _ + have hD : ∀ i, MeasurableSet (D i) := fun i => hDm _ + have hnull : P (E \ ⋃ i, D i) = 0 := by + rw [sdiff_eq_empty.mpr (nat_retained_cover f σ K M L N _ E hcover), measure_empty] + have hretain : ∀ i ω, ω ∈ D i → + (fun t => f ω t) '' Icc (J i).1 (J i).2 ⊆ Q i := by + intro i ω hω + exact hω.1.2.2.2.1.image_subset + let S := FrontSuccess η pₙ σ Vₙ aₙ ε + have hwindow : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ G n ∩ E ∩ D i → + (σ ω ≤ (J i).1 ∧ (J i).2 ≤ frontTime (fun t => pₙ n (η n ω t)) 1 ∧ + EqOn (η n ω) (fun u => Fₙ n (f ω u)) (Icc (J i).1 (J i).2)) ∧ ω ∈ S n := by + intro i + let j := enumerateRetainedPassage i + have hLH : L j.1.2.2.2 ⊆ upperHalfPlane := fun z hz => hOH ((hL _).2 hz).1 + have hLU : F '' L j.1.2.2.2 ⊆ U := by + rintro _ ⟨z, hz, rfl⟩ + exact hFOU ((hL _).2 hz).1 + have hlt := eventually_front_lt_on_compact Fₙ F hF.continuousOn hconv pₙ p U hU hp hpconv + (L j.1.2.2.2) (hL _).1 hLH hLU (2 / 3) (fun z hz => ((hL _).2 hz).2) + have hKH : K j.1.2.1 ⊆ upperHalfPlane := fun z hz => hOH ((hK _).2 hz) + have hKU : F '' K j.1.2.1 ⊆ U := by + rintro _ ⟨z, hz, rfl⟩ + exact hFOU ((hK _).2 hz) + have himage := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn + (K j.1.2.1) (hK _).1 hKH U hU hKU + have hKV : F '' K j.1.2.1 ⊆ V := by + rintro _ ⟨z, hz, rfl⟩ + exact hFV ((hK _).2 hz) + have himageV := eventually_image_compact_subset_open Fₙ F hconv hF.continuousOn + (K j.1.2.1) (hK _).1 hKH V hV hKV + have hNH : N j.2 ⊆ upperHalfPlane := fun z hz => hOH ((hN _).2 hz).1 + have hNU : F '' N j.2 ⊆ U := by + rintro _ ⟨z, hz, rfl⟩ + exact hFOU ((hN _).2 hz).1 + have hgt := eventually_front_lt_on_compact_image Fₙ F hF.continuousOn hconv pₙ p U hU + hp hpconv (N j.2) (hN _).1 hNH hNU 1 (fun z hz => ((hN _).2 hz).2) + filter_upwards [hlt, hgt, himage, himageV, hVVₙ, hearly, hearlyV, hpn] with + n hnL hnN hnK hnKV hnV hearlyn hearlyVn hpnn + filter_upwards [hη n, hηc n, hearlyn, hearlyVn] with ω hηω hηcω hearlyω hearlyVω + intro hω + have hDi : ω ∈ retainedPassageCertificate f σ K M L N + (beyondFrontRegion O progress) j := hω.2 + obtain ⟨⟨hσs, _, hfull, hmid, hlow⟩, hend⟩ := hDi + obtain ⟨hearlyU, hearlylt⟩ := hearlyω hω.1 + have hpathU : MapsTo (η n ω) (Icc 0 (passageEnd j.1)) U := by + intro t ht + by_cases hts : t ≤ σ ω + · exact hearlyU ⟨bot_le, hts⟩ + · have hst : σ ω ≤ t := (lt_of_not_ge hts).le + have hmem := hfull.2 ⟨hst, ht.2⟩ + rw [hηω t hst (hKH hmem)] + exact hnK (mem_image_of_mem (Fₙ n) hmem) + have hc : ContinuousOn (fun t => pₙ n (η n ω t)) (Icc 0 (passageEnd j.1)) := + hpnn.comp hηcω.continuousOn hpathU + have hprefix : ∀ t ∈ Icc (σ ω) (intervalEnd j.1), pₙ n (η n ω t) < 1 := by + intro t ht + have hmem := hlow.2 ht + rw [hηω t ht.1 (hLH hmem)] + exact (hnL _ hmem).trans (by norm_num) + have hendgt : 1 < pₙ n (η n ω (passageEnd j.1)) := by + have hmem := hfull.2 ⟨hfull.1, le_rfl⟩ + rw [hηω _ hfull.1 (hKH hmem)] + exact hnN _ hend + have hfront := frontTime_between (fun t => pₙ n (η n ω t)) 1 + (σ ω) (intervalEnd j.1) (passageEnd j.1) + (hσs.le.trans (intervalStart_lt_end _).le) (intervalEnd_lt_passageEnd _) + hc hearlylt hprefix hendgt + refine ⟨⟨hσs.le, hfront.2.1.le, ?_⟩, ?_⟩ + · intro t ht + exact hηω t (hσs.le.trans ht.1) (hOH ((hM _).2 (hmid ht)).1) + · have hpathV : MapsTo (η n ω) + (Icc 0 (frontTime (fun t => pₙ n (η n ω t)) 1)) (Vₙ n) := by + intro t ht + by_cases hts : t ≤ σ ω + · exact hearlyVω hω.1 ⟨bot_le, hts⟩ + · have hst : σ ω ≤ t := (lt_of_not_ge hts).le + have hmem := hfull.2 ⟨hst, ht.2.trans hfront.2.2.1.le⟩ + rw [hηω t hst (hKH hmem)] + exact hnV (hnKV (mem_image_of_mem (Fₙ n) hmem)) + exact ⟨hfront.1, hfront.2.2.2, + hσs.le.trans_lt ((intervalStart_lt_end _).trans hfront.2.1), hpathV, hterminal n _ (hpathV ⟨bot_le, le_rfl⟩) hfront.2.2.2⟩ + have hsuccess : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, + ω ∈ G n ∩ E ∩ D i → ω ∈ S n := by + intro i + filter_upwards [hwindow i] with n hn + filter_upwards [hn] with ω hω + exact fun hw => (hω hw).2 + have hprob := eventual_retained_success_probability P E D G S hE hD hnull q hq hG hsuccess + have hwin : ∀ i, ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ (G n ∩ S n) ∩ E ∩ D i → + σ ω ≤ (J i).1 ∧ (J i).2 ≤ frontTime (fun t => pₙ n (η n ω t)) 1 ∧ + EqOn (η n ω) (fun u => Fₙ n (f ω u)) (Icc (J i).1 (J i).2) := by + intro i + filter_upwards [hwindow i] with n hn + filter_upwards [hn] with ω hω + exact fun hw => (hω ⟨⟨hw.1.1.1, hw.1.2⟩, hw.2⟩).1 + obtain ⟨a, ha, hmass⟩ := countable_stopped_mass_ae_window_middle_regions P κ hκ hκ8 + (fun ω => f ω) hSLE Fₙ F hFn hinj hF hne hconv Q hQ hQH pₙ p U hU hp hpconv hQR J hJ E D + hE hD hnull hretain v hv hlim η (fun _ => σ) + (fun n ω => frontTime (fun t => pₙ n (η n ω t)) 1) + Rₙ hregion (fun n => G n ∩ S n) (q / 2) (by positivity) hprob hwin + refine ⟨a, ha, ?_⟩ + filter_upwards [hmass] with n hn + have heq : q / 2 / 4 = q / 8 := by ring + rw [heq] at hn + exact hn.trans (measure_mono (fun _ hω => ⟨hω.1.1.2, hω.2⟩)) + + +end SLEExactGauge.PassageSuccess + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedAdaptedBatch.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedAdaptedBatch.lean index 27c76f2f34995e1955b58341950cf39133610db3..c4a08a81df04e87eb755fefc6bae36e7d88cdec4 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedAdaptedBatch.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedAdaptedBatch.lean @@ -1,101 +1,101 @@ -import OAI.Probability.SLE.Gauge.PrescribedTestPast -import OAI.Probability.SLE.Gauge.PrescribedCanonicalTests -import OAI.Probability.SLE.Gauge.CanonicalBatchFailure -import OAI.Probability.SLE.Loewner.ActualRadiusStopsRegular -import OAI.Probability.SLE.Mass.DenseCoverMassTests - -namespace OAI - -/-! The exact chronological batch is adapted to its preceding endpoints. - The intervening gap remains available for finite-centered angle mixing; - the half-probability bound is conditioned before that gap. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (M : CanonicalMass P κ B hBm γ G) - -theorem prescribed_adapted_batch_failure - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) - {n J : ℕ} (hn : 3≤n) (e : Fin J → ℤ×ℕ) (hi : Function.Injective e) - (he : ∀ kj, kj∈range e ↔ kj.2 < Target.multiplicity κ W n kj.1) - (horder : StrictMono (fun i => Target.entryPosition κ W (n,some (e i)))) - (C c A : ℝ) (z : ℂ) (hz : z∈upperHalfPlane) - (hl : ∀ o, 0 ≤ Target.entryPhysicalLevel κ W (n,o) A z) - (V : ℝ) (hV : 0 ≤ V) - (hstep : ∀ (i : Fin J) (E : Set Ω), - MeasurableSet[(actual_radiusLevelTime_stopping hB - (fun t => (hBm.of_uncurry_left : Measurable (B t))) hBm hc h0 - κ hκ hκ8 γ G F hw z hz (Target.prescribedTestPastLevel κ W n e A z i.val) - (Target.prescribedTestPastLevel_nonneg hκ W n e A z hl i.val)).measurableSpace] E → - ENNReal.ofReal - ((centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)).real - {p | MomentBatches.dyadic (e i).1 ≤ - M.diskAtRadius p.1 (4*(Target.batchLevel κ W n:ℝ)/κ) p.2}/2)* - finiteCenteredLaw P κ B γ G z V E ≤ - finiteCenteredLaw P κ B γ G z V (E∩M.prescribedBallTest - (fun ω => radiusLevelTime (γ ω) (G ω) z - (Target.entryPhysicalLevel κ W (n,some (e i)) A z+2*Target.a κ*(Target.batchLevel κ W n:ℝ))) - z (C*Target.entryRadius κ W (n,some (e i))) - (ENNReal.ofReal (c*Target.entryValue (n,some (e i))* - (Target.entryRadius κ W (n,some (e i)))^Target.d κ)))) : - finiteCenteredLaw P κ B γ G z V - (M.prescribedTestFailures W n e C c z - (fun i ω => radiusLevelTime (γ ω) (G ω) z - (Target.entryPhysicalLevel κ W (n,some (e i)) A z+2*Target.a κ*(Target.batchLevel κ W n:ℝ)))) ≤ - ENNReal.ofReal (Real.exp (-((2:ℝ)^n/16))) := by - classical - let hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left - let ℱ := Filtration.natural B (fun t => (hm t).stronglyMeasurable) - let u := Target.prescribedTestPastLevel κ W n e A z - have hu (j : ℕ) : 0 ≤ u j := - Target.prescribedTestPastLevel_nonneg hκ W n e A z hl j - let S (j : ℕ) (ω : Ω) : WithTop ℝ≥0 := radiusLevelTime (γ ω) (G ω) z (u j) - have hS (j : ℕ) : IsStoppingTime ℱ (S j) := - actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz (u j) (hu j) - have hm1 := M.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW 1 - have hJn := M.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n - have hei (i) : (e i).2 < Target.multiplicity κ W n (e i).1 := (he _).mp ⟨i,rfl⟩ - have hum : Monotone u := Target.prescribedTestPastLevel_monotone hκ W (by omega) hm1 hJn e hei horder A z hl - have hSm (ω) : Monotone (fun j => S j ω) := by - intro i j hij - exact radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z (hu i) (hum hij) - let ℱc := clockStopFiltration ℱ S hS hSm - let T (i : Fin J) (ω : Ω) : WithTop ℝ≥0 := radiusLevelTime (γ ω) (G ω) z - (Target.entryPhysicalLevel κ W (n,some (e i)) A z+2*Target.a κ*(Target.batchLevel κ W n:ℝ)) - have hTlevel (i : Fin J) : 0 ≤ Target.entryPhysicalLevel κ W (n,some (e i)) A z+ - 2*Target.a κ*(Target.batchLevel κ W n:ℝ) := by - have ha := Target.internal_a_pos hκ - exact add_nonneg (hl _) (by positivity) - have hT (i : Fin J) : IsStoppingTime ℱ (T i) := - actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz _ (hTlevel i) - let := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F (Eventually.of_forall hw) z hz V hV - apply M.ordered_batch_failure_bound hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW - (finiteCenteredLaw P κ B γ G z V) ℱc hn e hi he - (fun i => M.prescribedBallTest (T i) z (C*Target.entryRadius κ W (n,some (e i))) - (ENNReal.ofReal (c*Target.entryValue (n,some (e i))* - (Target.entryRadius κ W (n,some (e i)))^Target.d κ))) - · intro i - apply (hT i).measurableSpace_mono (hS (i.val+1)) _ _ - (M.prescribedBallTest_measurable (T i) (hT i) _ _ _) - intro ω - change radiusLevelTime (γ ω) (G ω) z _ ≤ radiusLevelTime (γ ω) (G ω) z _ - dsimp only [u] - rw [Target.prescribedTestPastLevel_succ W n e A z i] - · intro i E hE - exact hstep i E hE - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedTestPast +import OAI.Probability.SLE.Gauge.PrescribedCanonicalTests +import OAI.Probability.SLE.Gauge.CanonicalBatchFailure +import OAI.Probability.SLE.Loewner.ActualRadiusStopsRegular +import OAI.Probability.SLE.Mass.DenseCoverMassTests + +namespace OAI + +/-! The exact chronological batch is adapted to its preceding endpoints. + The intervening gap remains available for finite-centered angle mixing; + the half-probability bound is conditioned before that gap. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (M : CanonicalMass P κ B hBm γ G) + +theorem prescribed_adapted_batch_failure + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + {n J : ℕ} (hn : 3≤n) (e : Fin J → ℤ×ℕ) (hi : Function.Injective e) + (he : ∀ kj, kj∈range e ↔ kj.2 < Target.multiplicity κ W n kj.1) + (horder : StrictMono (fun i => Target.entryPosition κ W (n,some (e i)))) + (C c A : ℝ) (z : ℂ) (hz : z∈upperHalfPlane) + (hl : ∀ o, 0 ≤ Target.entryPhysicalLevel κ W (n,o) A z) + (V : ℝ) (hV : 0 ≤ V) + (hstep : ∀ (i : Fin J) (E : Set Ω), + MeasurableSet[(actual_radiusLevelTime_stopping hB + (fun t => (hBm.of_uncurry_left : Measurable (B t))) hBm hc h0 + κ hκ hκ8 γ G F hw z hz (Target.prescribedTestPastLevel κ W n e A z i.val) + (Target.prescribedTestPastLevel_nonneg hκ W n e A z hl i.val)).measurableSpace] E → + ENNReal.ofReal + ((centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)).real + {p | MomentBatches.dyadic (e i).1 ≤ + M.diskAtRadius p.1 (4*(Target.batchLevel κ W n:ℝ)/κ) p.2}/2)* + finiteCenteredLaw P κ B γ G z V E ≤ + finiteCenteredLaw P κ B γ G z V (E∩M.prescribedBallTest + (fun ω => radiusLevelTime (γ ω) (G ω) z + (Target.entryPhysicalLevel κ W (n,some (e i)) A z+2*Target.a κ*(Target.batchLevel κ W n:ℝ))) + z (C*Target.entryRadius κ W (n,some (e i))) + (ENNReal.ofReal (c*Target.entryValue (n,some (e i))* + (Target.entryRadius κ W (n,some (e i)))^Target.d κ)))) : + finiteCenteredLaw P κ B γ G z V + (M.prescribedTestFailures W n e C c z + (fun i ω => radiusLevelTime (γ ω) (G ω) z + (Target.entryPhysicalLevel κ W (n,some (e i)) A z+2*Target.a κ*(Target.batchLevel κ W n:ℝ)))) ≤ + ENNReal.ofReal (Real.exp (-((2:ℝ)^n/16))) := by + classical + let hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let ℱ := Filtration.natural B (fun t => (hm t).stronglyMeasurable) + let u := Target.prescribedTestPastLevel κ W n e A z + have hu (j : ℕ) : 0 ≤ u j := + Target.prescribedTestPastLevel_nonneg hκ W n e A z hl j + let S (j : ℕ) (ω : Ω) : WithTop ℝ≥0 := radiusLevelTime (γ ω) (G ω) z (u j) + have hS (j : ℕ) : IsStoppingTime ℱ (S j) := + actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz (u j) (hu j) + have hm1 := M.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW 1 + have hJn := M.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n + have hei (i) : (e i).2 < Target.multiplicity κ W n (e i).1 := (he _).mp ⟨i,rfl⟩ + have hum : Monotone u := Target.prescribedTestPastLevel_monotone hκ W (by omega) hm1 hJn e hei horder A z hl + have hSm (ω) : Monotone (fun j => S j ω) := by + intro i j hij + exact radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z (hu i) (hum hij) + let ℱc := clockStopFiltration ℱ S hS hSm + let T (i : Fin J) (ω : Ω) : WithTop ℝ≥0 := radiusLevelTime (γ ω) (G ω) z + (Target.entryPhysicalLevel κ W (n,some (e i)) A z+2*Target.a κ*(Target.batchLevel κ W n:ℝ)) + have hTlevel (i : Fin J) : 0 ≤ Target.entryPhysicalLevel κ W (n,some (e i)) A z+ + 2*Target.a κ*(Target.batchLevel κ W n:ℝ) := by + have ha := Target.internal_a_pos hκ + exact add_nonneg (hl _) (by positivity) + have hT (i : Fin J) : IsStoppingTime ℱ (T i) := + actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz _ (hTlevel i) + let := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F (Eventually.of_forall hw) z hz V hV + apply M.ordered_batch_failure_bound hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW + (finiteCenteredLaw P κ B γ G z V) ℱc hn e hi he + (fun i => M.prescribedBallTest (T i) z (C*Target.entryRadius κ W (n,some (e i))) + (ENNReal.ofReal (c*Target.entryValue (n,some (e i))* + (Target.entryRadius κ W (n,some (e i)))^Target.d κ))) + · intro i + apply (hT i).measurableSpace_mono (hS (i.val+1)) _ _ + (M.prescribedBallTest_measurable (T i) (hT i) _ _ _) + intro ω + change radiusLevelTime (γ ω) (G ω) z _ ≤ radiusLevelTime (γ ω) (G ω) z _ + dsimp only [u] + rw [Target.prescribedTestPastLevel_succ W n e A z i] + · intro i E hE + exact hstep i E hE + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedAngleMain.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedAngleMain.lean index f0d7cd689ea8d330aa9166b67cc61ba6a5337bab..e1b21909813d5047e91045898502f403d90b1a9f 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedAngleMain.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedAngleMain.lean @@ -1,77 +1,77 @@ -import OAI.Probability.SLE.Gauge.PrescribedLowerAngle -import OAI.Probability.SLE.Gauge.PrescribedUpperAngle -import OAI.Probability.SLE.Mass.RawScaledMassPaths -import OAI.Probability.SLE.MainReduction - -namespace OAI - -/-! A uniform canonical angle estimate implies the exact prescribed-gauge -Hausdorff conclusion. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint -local instance prescribedMainMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance prescribedMainBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -theorem CanonicalMass.prescribed_main_of_canonical_angle_bounds - {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) - (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hγ : ∀ t, Measurable (fun ω => γ ω t)) - (hgrowth : PublishedDiskUnivalentGrowth) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (W : Target.WienerLaw) (hW : Target.IsWiener W) - (δ : ℝ) (hδ : 0<δ) - (hangle : ∀ v : ℝ, δ≤v → ∀ f : ℝ → ℝ≥0∞, Measurable f → - ∀ θ∈Ioo (0:ℝ) Real.pi, - (∫⁻ φ, f φ ∂Target.angleLaw κ)/2 ≤ - canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f θ ∧ - canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f θ ≤ - 2*(∫⁻ φ, f φ ∂Target.angleLaw κ)) : - MainConclusion P (Target.gauge κ W) γ := by - obtain ⟨R,he,D,hD,hDf,hDp⟩ := C.exists_raw_positive_paths hc - have hg := C.prescribed_gauge_admissible hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW - have hg' : IsGauge (Target.gauge κ W) := ⟨hg.1,hg.2.1,hg.2.2.1,hg.2.2.2⟩ - have hSLE : IsOrdinaryChordalSLE κ γ P := - ⟨hγ,B,hB,Eventually.of_forall (fun ω => ⟨G ω,F ω,hw ω⟩)⟩ - have hp := C.positive_prescribed_all_segments_of_canonical_angle_bound hB hc h0 hκ hκ8 - F hw R he D hD hDf hDp hgrowth hpublished W hW δ hδ - (fun v hv f hf θ hθ => (hangle v hv f hf θ hθ).2) - have hfinite : FiniteExpectedWholeTrace P (Target.gauge κ W) γ := by - intro L hL - let K : Set ℂ := closedBall 0 L ∩ {z : ℂ | 0≤z.im} - have hK : IsClosed K := isClosed_closedBall.inter - (isClosed_le continuous_const Complex.continuous_im) - have hb := C.prescribed_expectation_of_canonical_angle_bound hB hc h0 hκ hκ8 - F hw R he D hD hDf hDp hgrowth hpublished W hW hγ δ hδ - (fun v hv f hf θ hθ => (hangle v hv f hf θ hθ).1) - L hL.le K hK inter_subset_left (fun _ h => h.2) - have heq (ω : Ω) : range (γ ω)∩K=wholeTrace (γ ω)∩closedBall 0 L := by - change range (γ ω)∩K=range (γ ω)∩closedBall 0 L - ext z - constructor - · exact fun h => ⟨h.1,h.2.1⟩ - · rintro ⟨⟨t,rfl⟩,hz⟩ - exact ⟨mem_range_self t,hz,(hw ω).2.2.1 t⟩ - simpa only [Target.hausdorff_eq_hausdorffGauge,heq,Measure.toOuterMeasure_apply] using hb - apply mainConclusion_of_lower_and_finiteExpectation P (Target.gauge κ W) γ - (Eventually.of_forall (fun ω => (hw ω).1)) _ - (fun _ _ => source_sle_whole_trace_aemeasurable P κ γ hSLE _ hg' _ isClosed_closedBall) - hfinite - filter_upwards [hp] with ω hω - intro s t _hs hst - simpa only [Target.hausdorff_eq_hausdorffGauge,Measure.toOuterMeasure_apply,segment] - using hω s t hst - -end SLEExactGauge.Multipoint - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedLowerAngle +import OAI.Probability.SLE.Gauge.PrescribedUpperAngle +import OAI.Probability.SLE.Mass.RawScaledMassPaths +import OAI.Probability.SLE.MainReduction + +namespace OAI + +/-! A uniform canonical angle estimate implies the exact prescribed-gauge +Hausdorff conclusion. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance prescribedMainMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance prescribedMainBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem CanonicalMass.prescribed_main_of_canonical_angle_bounds + {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hγ : ∀ t, Measurable (fun ω => γ ω t)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + (δ : ℝ) (hδ : 0<δ) + (hangle : ∀ v : ℝ, δ≤v → ∀ f : ℝ → ℝ≥0∞, Measurable f → + ∀ θ∈Ioo (0:ℝ) Real.pi, + (∫⁻ φ, f φ ∂Target.angleLaw κ)/2 ≤ + canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f θ ∧ + canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f θ ≤ + 2*(∫⁻ φ, f φ ∂Target.angleLaw κ)) : + MainConclusion P (Target.gauge κ W) γ := by + obtain ⟨R,he,D,hD,hDf,hDp⟩ := C.exists_raw_positive_paths hc + have hg := C.prescribed_gauge_admissible hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW + have hg' : IsGauge (Target.gauge κ W) := ⟨hg.1,hg.2.1,hg.2.2.1,hg.2.2.2⟩ + have hSLE : IsOrdinaryChordalSLE κ γ P := + ⟨hγ,B,hB,Eventually.of_forall (fun ω => ⟨G ω,F ω,hw ω⟩)⟩ + have hp := C.positive_prescribed_all_segments_of_canonical_angle_bound hB hc h0 hκ hκ8 + F hw R he D hD hDf hDp hgrowth hpublished W hW δ hδ + (fun v hv f hf θ hθ => (hangle v hv f hf θ hθ).2) + have hfinite : FiniteExpectedWholeTrace P (Target.gauge κ W) γ := by + intro L hL + let K : Set ℂ := closedBall 0 L ∩ {z : ℂ | 0≤z.im} + have hK : IsClosed K := isClosed_closedBall.inter + (isClosed_le continuous_const Complex.continuous_im) + have hb := C.prescribed_expectation_of_canonical_angle_bound hB hc h0 hκ hκ8 + F hw R he D hD hDf hDp hgrowth hpublished W hW hγ δ hδ + (fun v hv f hf θ hθ => (hangle v hv f hf θ hθ).1) + L hL.le K hK inter_subset_left (fun _ h => h.2) + have heq (ω : Ω) : range (γ ω)∩K=wholeTrace (γ ω)∩closedBall 0 L := by + change range (γ ω)∩K=range (γ ω)∩closedBall 0 L + ext z + constructor + · exact fun h => ⟨h.1,h.2.1⟩ + · rintro ⟨⟨t,rfl⟩,hz⟩ + exact ⟨mem_range_self t,hz,(hw ω).2.2.1 t⟩ + simpa only [Target.hausdorff_eq_hausdorffGauge,heq,Measure.toOuterMeasure_apply] using hb + apply mainConclusion_of_lower_and_finiteExpectation P (Target.gauge κ W) γ + (Eventually.of_forall (fun ω => (hw ω).1)) _ + (fun _ _ => source_sle_whole_trace_aemeasurable P κ γ hSLE _ hg' _ isClosed_closedBall) + hfinite + filter_upwards [hp] with ω hω + intro s t _hs hst + simpa only [Target.hausdorff_eq_hausdorffGauge,Measure.toOuterMeasure_apply,segment] + using hω s t hst + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedApproachTransfer.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedApproachTransfer.lean index 6f4a279e4d341a9aff003302f2fb211413bc49fe..3a4341949cb3844216f9a1ea2549f64a14d44c48 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedApproachTransfer.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedApproachTransfer.lean @@ -1,97 +1,97 @@ -import OAI.Probability.SLE.Gauge.PrescribedRadiusLevels -import OAI.Probability.SLE.Gauge.PrescribedVisitBound -import OAI.Probability.SLE.Loewner.ActualApproachAtRadius -import OAI.Probability.SLE.Gauge.ActualMissedCell - -namespace OAI - -/-! Passing an adapted failure event through the final radius stop. The - terminal candidate event is used only for set inclusion, outside the - finite change of law. -/ -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -theorem prescribed_missed_cell_bound_of_adapted_failure - {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (κ : ℝ) (hκ : 0<κ) (hκ8 : κ<8) - (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) - (hBm : Measurable (Function.uncurry B)) - (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) - (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (ν : Ω → Measure ℂ) (W : Target.WienerLaw) (n : ℕ) - {J : ℕ} (e : Fin J → ℤ×ℕ) (C c R : ℝ) (K : Set ℂ) - (ij : ℤ×ℤ) (hij : ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K) - (u : ℝ) (hu : 0 ≤ u) - (hgap : u+1 ≤ Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)) - (hsmall : 4*Target.entryRadius κ W (n,none) ≤ - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im) - (A : Set Ω) - (hA : MeasurableSet[(actual_radiusLevelTime_stopping hB - (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc h0 - κ hκ hκ8 γ G F hw _ (prescribedGrid_center_height (Real.exp_pos _) hij).2 u hu).measurableSpace] A) - (hfailure : ∀ᵐ ω ∂P, - ij∈prescribedMissedIndices κ W n e C c R K (range (γ ω)∩K) (ν ω) → ω∈A) : - P {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (γ ω)∩K) (ν ω)} ≤ - ENNReal.ofReal (uniformInverseAngleConstant κ 1*(2048*Real.pi)^codimension κ* - initialGreen κ (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)* - (Target.entryRadius κ W (n,none))^codimension κ)* - finiteCenteredLaw P κ B γ G (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) - (Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)) A := by - classical - let r := Target.entryRadius κ W (n,none) - let z := prescribedGridCenter r ij - let V := Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z - have hr : 0 B t ω)) (h0 : ∀ ω, B 0 ω=0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (ν : Ω → Measure ℂ) (W : Target.WienerLaw) (n : ℕ) + {J : ℕ} (e : Fin J → ℤ×ℕ) (C c R : ℝ) (K : Set ℂ) + (ij : ℤ×ℤ) (hij : ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K) + (u : ℝ) (hu : 0 ≤ u) + (hgap : u+1 ≤ Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)) + (hsmall : 4*Target.entryRadius κ W (n,none) ≤ + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im) + (A : Set Ω) + (hA : MeasurableSet[(actual_radiusLevelTime_stopping hB + (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc h0 + κ hκ hκ8 γ G F hw _ (prescribedGrid_center_height (Real.exp_pos _) hij).2 u hu).measurableSpace] A) + (hfailure : ∀ᵐ ω ∂P, + ij∈prescribedMissedIndices κ W n e C c R K (range (γ ω)∩K) (ν ω) → ω∈A) : + P {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (γ ω)∩K) (ν ω)} ≤ + ENNReal.ofReal (uniformInverseAngleConstant κ 1*(2048*Real.pi)^codimension κ* + initialGreen κ (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)* + (Target.entryRadius κ W (n,none))^codimension κ)* + finiteCenteredLaw P κ B γ G (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) + (Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)) A := by + classical + let r := Target.entryRadius κ W (n,none) + let z := prescribedGridCenter r ij + let V := Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z + have hr : 0 entryPosition κ W (n,some (e i)))) - (A : ℝ) (z : ℂ) : Monotone (prescribedBatchLevel κ W n e A z) := by - intro i j hij - unfold prescribedBatchLevel - by_cases hj : j entryPosition κ W (n,some (e i)))) - (A : ℝ) (z : ℂ) (i : Fin J) : - entryPhysicalLevel κ W (n,some (e i)) A z+2*a κ*(batchLevel κ W n:ℝ) ≤ - prescribedBatchLevel κ W n e A z (i.val+1) := by - have ha := internal_a_pos hκ - have hnon : 0 ≤ 2*a κ*(n:ℝ) := by positivity - unfold prescribedBatchLevel - split_ifs with hi - · have hp := horder (show i < (⟨i.val+1,hi⟩:Fin J) from Nat.lt_succ_self _) - have hh := entryPhysicalLevel_gap hκ W hn hp A z - linarith - · have hh := entryPhysicalLevel_cleanup_gap hκ W hn hm1 hJ (he i) A z - linarith - -lemma prescribedBatchLevel_test_end_le_cleanup {κ : ℝ} (hκ : 0<κ) (W : WienerLaw) - {n J : ℕ} (hn : 1≤n) (hm1 : 0 < moment κ W 1) - (hJ : moment κ W 1^n ≤ moment κ W n) (e : Fin J → ℤ×ℕ) - (he : ∀ i, (e i).2 < multiplicity κ W n (e i).1) - (A : ℝ) (z : ℂ) (i : Fin J) : - entryPhysicalLevel κ W (n,some (e i)) A z+2*a κ*(batchLevel κ W n:ℝ)+2*a κ*(n:ℝ) ≤ - entryPhysicalLevel κ W (n,none) A z := - entryPhysicalLevel_cleanup_gap hκ W hn hm1 hJ (he i) A z - -end SLEExactGauge.Target - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedRadiusLevels + +namespace OAI + +/-! The chronological repeated entries, followed by their cleanup level, + give a nondecreasing discrete clock for the adapted test calculation. -/ +noncomputable section +open Set + +namespace SLEExactGauge.Target + +def prescribedBatchLevel {J : ℕ} (κ : ℝ) (W : WienerLaw) (n : ℕ) + (e : Fin J → ℤ×ℕ) (A : ℝ) (z : ℂ) (i : ℕ) : ℝ := + if h : i entryPosition κ W (n,some (e i)))) + (A : ℝ) (z : ℂ) : Monotone (prescribedBatchLevel κ W n e A z) := by + intro i j hij + unfold prescribedBatchLevel + by_cases hj : j entryPosition κ W (n,some (e i)))) + (A : ℝ) (z : ℂ) (i : Fin J) : + entryPhysicalLevel κ W (n,some (e i)) A z+2*a κ*(batchLevel κ W n:ℝ) ≤ + prescribedBatchLevel κ W n e A z (i.val+1) := by + have ha := internal_a_pos hκ + have hnon : 0 ≤ 2*a κ*(n:ℝ) := by positivity + unfold prescribedBatchLevel + split_ifs with hi + · have hp := horder (show i < (⟨i.val+1,hi⟩:Fin J) from Nat.lt_succ_self _) + have hh := entryPhysicalLevel_gap hκ W hn hp A z + linarith + · have hh := entryPhysicalLevel_cleanup_gap hκ W hn hm1 hJ (he i) A z + linarith + +lemma prescribedBatchLevel_test_end_le_cleanup {κ : ℝ} (hκ : 0<κ) (W : WienerLaw) + {n J : ℕ} (hn : 1≤n) (hm1 : 0 < moment κ W 1) + (hJ : moment κ W 1^n ≤ moment κ W n) (e : Fin J → ℤ×ℕ) + (he : ∀ i, (e i).2 < multiplicity κ W n (e i).1) + (A : ℝ) (z : ℂ) (i : Fin J) : + entryPhysicalLevel κ W (n,some (e i)) A z+2*a κ*(batchLevel κ W n:ℝ)+2*a κ*(n:ℝ) ≤ + entryPhysicalLevel κ W (n,none) A z := + entryPhysicalLevel_cleanup_gap hκ W hn hm1 hJ (he i) A z + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedBatchMixing.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedBatchMixing.lean index 73172a66673286493456eb85748ebc09b2a8bb0b..b6d1878447e193a4bb10494779363d66b7fb6151 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedBatchMixing.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedBatchMixing.lean @@ -1,110 +1,110 @@ -import OAI.Probability.SLE.Gauge.PrescribedEntryKernel -import OAI.Probability.SLE.Gauge.PrescribedAdaptedBatch -import OAI.Probability.SLE.Geometry.CanonicalInteriorBound - -namespace OAI - -/-! Angular mixing on the gaps preceding the tests combines with the exact -normalized disk kernel to give the prescribed batch estimate. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint -local instance mixingBatchMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance mixingBatchBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -theorem CanonicalMass.prescribed_batch_failure_of_angle_mixing - {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) - (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (R : RawCanonicalMass) - (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ - R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) - (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) - (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) - (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) - (hgrowth : PublishedDiskUnivalentGrowth) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (W : Target.WienerLaw) (hW : Target.IsWiener W) - {n J : ℕ} (hn : 3≤n) (e : Fin J → ℤ×ℕ) (hi : Function.Injective e) - (he' : ∀ kj, kj∈range e ↔ kj.2 < Target.multiplicity κ W n kj.1) - (horder : StrictMono (fun i => Target.entryPosition κ W (n,some (e i)))) - (z : ℂ) (hz : z∈upperHalfPlane) - (hl : ∀ o, 0 ≤ Target.entryPhysicalLevel κ W (n,o) (2048*Real.pi) z) - (hmix : ∀ (i : Fin J) (E : Set Ω), - MeasurableSet[(actual_radiusLevelTime_stopping hB - (fun t => (hBm.of_uncurry_left : Measurable (B t))) hBm hc h0 - κ hκ hκ8 γ G F hw z hz (Target.prescribedTestPastLevel κ W n e (2048*Real.pi) z i.val) - (Target.prescribedTestPastLevel_nonneg hκ W n e (2048*Real.pi) z hl i.val)).measurableSpace] E → - ((∫⁻ θ, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ (Target.entryValue (n,some (e i))) - (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) θ ∂Target.angleLaw κ)/2)* - finiteCenteredLaw P κ B γ G z (Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z) E ≤ - ∫⁻ ω in E, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ (Target.entryValue (n,some (e i))) - (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) - (extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z - (Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z)) z ω) - ∂finiteCenteredLaw P κ B γ G z (Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z)) : - C.prescribedCenteredFailure W n e (4096*Real.pi) ((128*Real.pi)^dimension κ) z ≤ - ENNReal.ofReal (Real.exp (-((2:ℝ)^n/16))) := by - have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left - let : IsProbabilityMeasure (P.map (sourceDriverPath B hc)) := - (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance - have hm1 := C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW 1 - have hJn := C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n - have hei (i : Fin J) : (e i).2 < Target.multiplicity κ W n (e i).1 := (he' _).mp ⟨i,rfl⟩ - have ha := Target.internal_a_pos hκ - have hd : 2*Target.a κ*(Target.batchLevel κ W n:ℝ)=4*(Target.batchLevel κ W n:ℝ)/κ := by - unfold Target.a - ring - have hv : 0 ≤ 4*(Target.batchLevel κ W n:ℝ)/κ := by positivity - let : IsProbabilityMeasure (centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)) := - centeredDiskLaw_isProbability hB hBm hc hκ hκ8 γ G F hw _ hv - apply C.prescribed_adapted_batch_failure hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW - hn e hi he' horder (4096*Real.pi) ((128*Real.pi)^dimension κ) (2048*Real.pi) z hz hl - _ (hl none) - intro i E hE - have hgap := Target.prescribedTestPastLevel_gap hκ W (by omega) e horder - (2048*Real.pi) z 0 (fun j => hl (some (e j))) (by positivity) i - simp only [add_zero] at hgap - have hS := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz - (Target.prescribedTestPastLevel κ W n e (2048*Real.pi) z i.val) - (Target.prescribedTestPastLevel_nonneg hκ W n e (2048*Real.pi) z hl i.val) - have hT := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz - (Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z) (hl _) - have hET : MeasurableSet[hT.measurableSpace] E := - hS.measurableSpace_mono hT (fun ω => radiusLevelTime_mono ((hc ω).const_mul _) - (hw ω) z (Target.prescribedTestPastLevel_nonneg hκ W n e (2048*Real.pi) z hl i.val) hgap) E hE - have hend := Target.prescribedBatchLevel_test_end_le_cleanup hκ W (by omega) hm1 hJn e hei - (2048*Real.pi) z i - have hV : Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z+ - 2*Target.a κ*(Target.batchLevel κ W n:ℝ) ≤ - Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z := by - have hn0 : 0 ≤ 2*Target.a κ*(n:ℝ) := by positivity - linarith - have htest := C.prescribed_entry_success_kernel hB hc h0 hκ hκ8 F hw R he D hD hDf hDp - hgrowth hpublished W n (e i) z hz (hl _) _ hV E hET - have hav := R.angleDiskTail_average (P.map (sourceDriverPath B hc)) κ hκ - (Target.entryValue (n,some (e i))) (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) - rw [C.raw_centeredDiskTail_eq hc hκ F hw R he _ _ (by positivity),hd] at hav - have hhalf : ENNReal.ofReal - ((centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)).real - {p | MomentBatches.dyadic (e i).1 ≤ C.diskAtRadius p.1 (4*(Target.batchLevel κ W n:ℝ)/κ) p.2}/2) = - (∫⁻ θ, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ (Target.entryValue (n,some (e i))) - (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) θ ∂Target.angleLaw κ)/2 := by - rw [ENNReal.ofReal_div_of_pos (by norm_num),ofReal_measureReal,hd,hav] - rcases e i with ⟨k,j⟩ - norm_num [CanonicalMass.centeredDiskTail,Target.entryValue,MomentBatches.dyadic] - rw [hhalf] - exact (hmix i E hE).trans htest - -end SLEExactGauge.Multipoint - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedEntryKernel +import OAI.Probability.SLE.Gauge.PrescribedAdaptedBatch +import OAI.Probability.SLE.Geometry.CanonicalInteriorBound + +namespace OAI + +/-! Angular mixing on the gaps preceding the tests combines with the exact +normalized disk kernel to give the prescribed batch estimate. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance mixingBatchMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance mixingBatchBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem CanonicalMass.prescribed_batch_failure_of_angle_mixing + {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + {n J : ℕ} (hn : 3≤n) (e : Fin J → ℤ×ℕ) (hi : Function.Injective e) + (he' : ∀ kj, kj∈range e ↔ kj.2 < Target.multiplicity κ W n kj.1) + (horder : StrictMono (fun i => Target.entryPosition κ W (n,some (e i)))) + (z : ℂ) (hz : z∈upperHalfPlane) + (hl : ∀ o, 0 ≤ Target.entryPhysicalLevel κ W (n,o) (2048*Real.pi) z) + (hmix : ∀ (i : Fin J) (E : Set Ω), + MeasurableSet[(actual_radiusLevelTime_stopping hB + (fun t => (hBm.of_uncurry_left : Measurable (B t))) hBm hc h0 + κ hκ hκ8 γ G F hw z hz (Target.prescribedTestPastLevel κ W n e (2048*Real.pi) z i.val) + (Target.prescribedTestPastLevel_nonneg hκ W n e (2048*Real.pi) z hl i.val)).measurableSpace] E → + ((∫⁻ θ, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ (Target.entryValue (n,some (e i))) + (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) θ ∂Target.angleLaw κ)/2)* + finiteCenteredLaw P κ B γ G z (Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z) E ≤ + ∫⁻ ω in E, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ (Target.entryValue (n,some (e i))) + (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) + (extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z + (Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z)) z ω) + ∂finiteCenteredLaw P κ B γ G z (Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z)) : + C.prescribedCenteredFailure W n e (4096*Real.pi) ((128*Real.pi)^dimension κ) z ≤ + ENNReal.ofReal (Real.exp (-((2:ℝ)^n/16))) := by + have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let : IsProbabilityMeasure (P.map (sourceDriverPath B hc)) := + (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance + have hm1 := C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW 1 + have hJn := C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n + have hei (i : Fin J) : (e i).2 < Target.multiplicity κ W n (e i).1 := (he' _).mp ⟨i,rfl⟩ + have ha := Target.internal_a_pos hκ + have hd : 2*Target.a κ*(Target.batchLevel κ W n:ℝ)=4*(Target.batchLevel κ W n:ℝ)/κ := by + unfold Target.a + ring + have hv : 0 ≤ 4*(Target.batchLevel κ W n:ℝ)/κ := by positivity + let : IsProbabilityMeasure (centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)) := + centeredDiskLaw_isProbability hB hBm hc hκ hκ8 γ G F hw _ hv + apply C.prescribed_adapted_batch_failure hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW + hn e hi he' horder (4096*Real.pi) ((128*Real.pi)^dimension κ) (2048*Real.pi) z hz hl + _ (hl none) + intro i E hE + have hgap := Target.prescribedTestPastLevel_gap hκ W (by omega) e horder + (2048*Real.pi) z 0 (fun j => hl (some (e j))) (by positivity) i + simp only [add_zero] at hgap + have hS := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz + (Target.prescribedTestPastLevel κ W n e (2048*Real.pi) z i.val) + (Target.prescribedTestPastLevel_nonneg hκ W n e (2048*Real.pi) z hl i.val) + have hT := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz + (Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z) (hl _) + have hET : MeasurableSet[hT.measurableSpace] E := + hS.measurableSpace_mono hT (fun ω => radiusLevelTime_mono ((hc ω).const_mul _) + (hw ω) z (Target.prescribedTestPastLevel_nonneg hκ W n e (2048*Real.pi) z hl i.val) hgap) E hE + have hend := Target.prescribedBatchLevel_test_end_le_cleanup hκ W (by omega) hm1 hJn e hei + (2048*Real.pi) z i + have hV : Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z+ + 2*Target.a κ*(Target.batchLevel κ W n:ℝ) ≤ + Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z := by + have hn0 : 0 ≤ 2*Target.a κ*(n:ℝ) := by positivity + linarith + have htest := C.prescribed_entry_success_kernel hB hc h0 hκ hκ8 F hw R he D hD hDf hDp + hgrowth hpublished W n (e i) z hz (hl _) _ hV E hET + have hav := R.angleDiskTail_average (P.map (sourceDriverPath B hc)) κ hκ + (Target.entryValue (n,some (e i))) (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) + rw [C.raw_centeredDiskTail_eq hc hκ F hw R he _ _ (by positivity),hd] at hav + have hhalf : ENNReal.ofReal + ((centeredDiskLaw P κ B hc (4*(Target.batchLevel κ W n:ℝ)/κ)).real + {p | MomentBatches.dyadic (e i).1 ≤ C.diskAtRadius p.1 (4*(Target.batchLevel κ W n:ℝ)/κ) p.2}/2) = + (∫⁻ θ, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ (Target.entryValue (n,some (e i))) + (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) θ ∂Target.angleLaw κ)/2 := by + rw [ENNReal.ofReal_div_of_pos (by norm_num),ofReal_measureReal,hd,hav] + rcases e i with ⟨k,j⟩ + norm_num [CanonicalMass.centeredDiskTail,Target.entryValue,MomentBatches.dyadic] + rw [hhalf] + exact (hmix i E hE).trans htest + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedCandidateCover.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedCandidateCover.lean index ed7b6111852ff8c77f7e3ade6ce706a22fb03d21..925da3e8d30adc81c4ba5b6a2d1fcf9e59cf443c 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedCandidateCover.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedCandidateCover.lean @@ -1,153 +1,153 @@ -import OAI.Probability.SLE.Gauge.PrescribedCoverGrid -import OAI.Probability.SLE.Gauge.PrescribedGaugeCost -import OAI.Probability.SLE.Gauge.BatchRadiusGaps -import OAI.Probability.SLE.Gauge.GaugeEntrySmallness -import OAI.Probability.SLE.Gauge.FiniteCoverAssembly - -namespace OAI - -/-! Actual finite candidate and missed-cell covers for a prescribed batch. -Candidate selection uses the terminal spatial measure. No terminal event -is inserted into the adapted finite change of law. -/ -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -def prescribedCandidateIndices {J : ℕ} (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) - (e : Fin J → ℤ × ℕ) (C c R : ℝ) (K : Set ℂ) (ν : Measure ℂ) : - Finset ((ℤ × ℤ) × Fin J) := by - classical - let r := Target.entryRadius κ W (n,none) - exact ((prescribedGridIndex R r K) ×ˢ Finset.univ).filter (fun ij => - ENNReal.ofReal (c*Target.entryValue (n,some (e ij.2))* - (Target.entryRadius κ W (n,some (e ij.2)))^Target.d κ) ≤ - ν (closedBall (prescribedGridCenter r ij.1) - (C*Target.entryRadius κ W (n,some (e ij.2))))) - -def prescribedMissedIndices {J : ℕ} (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) - (e : Fin J → ℤ × ℕ) (C c R : ℝ) (K E : Set ℂ) (ν : Measure ℂ) : Finset (ℤ × ℤ) := by - classical - let r := Target.entryRadius κ W (n,none) - exact (prescribedGridIndex R r K).filter (fun ij => - (E ∩ prescribedFineCell r ij).Nonempty ∧ ∀ j, - ν (closedBall (prescribedGridCenter r ij) (C*Target.entryRadius κ W (n,some (e j)))) < - ENNReal.ofReal (c*Target.entryValue (n,some (e j))* - (Target.entryRadius κ W (n,some (e j)))^Target.d κ)) - -theorem prescribed_candidates_finite_cover - {κ : ℝ} (hκ : 0<κ) (W : Target.WienerLaw) - (hg : Target.IsHausdorffGauge (Target.gauge κ W)) - {n J : ℕ} (hn : 1 ≤ n) (hm1 : 0 hq ⟨j,hj⟩) - have hball : ∀ ij∈I, closedBall (x ij) (rad ij) ⊆ closedBall 0 (R+3+C) := by - intro ij hij z hz - have hx := prescribedGrid_center_bound hK (himem hij).1 - have hs1 : s ij.2 ≤ 1 := (hsmall _).trans (Real.exp_le_one_iff.mpr (neg_nonpos.mpr (sq_nonneg _))) - have hrad : rad ij ≤ C := by dsimp only [rad]; nlinarith - have hz' : dist z (x ij) ≤ rad ij := hz - have ht := dist_triangle z (x ij) 0 - simp only [dist_zero_right] at ht - change dist z 0 ≤ R+3+C - rw [dist_zero_right] - dsimp only [x] at ht - nlinarith - have hdiam : ∀ ij∈I, ediam (closedBall (x ij) (4*rad ij)) ≤ δ := by - intro ij _ - apply ediam_le_of_forall_dist_le - intro z hz w hw - have hz' : dist z (x ij) ≤ 4*rad ij := hz - have hw' : dist (x ij) w ≤ 4*rad ij := by simpa only [mem_closedBall,dist_comm] using hw - apply (dist_triangle z (x ij) w).trans - have hh := mul_le_mul_of_nonneg_left (hsmall ij.2) (show 0 ≤ 8*C by positivity) - dsimp only [rad] at hz' hw' - nlinarith - have hmiss : ∀ ij∈M, ediam (prescribedFineCell r ij) ≤ δ := by - intro ij _ - apply ediam_le_of_forall_dist_le - intro z hz w hw - have hz' : dist z (prescribedGridCenter r ij) ≤ 3*r := hz - have hw' : dist (prescribedGridCenter r ij) w ≤ 3*r := by - simpa only [prescribedFineCell,mem_closedBall,dist_comm] using hw - apply (dist_triangle z (prescribedGridCenter r ij) w).trans - have hh := mul_le_mul_of_nonneg_left hrsmall (show (0:ℝ) ≤ 6 by norm_num) - have hexp := Real.exp_pos (-(n:ℝ)^2) - nlinarith - obtain ⟨N,U,hcov,hU,hcost⟩ := exists_finite_selected_missed_cover I M x rad - (prescribedFineCell r) E (closedBall 0 (R+3+C)) ν (Target.gauge κ W) - (C*Real.exp (-(n:ℝ)^2)) (fun ij _ => mul_le_mul_of_nonneg_left (hsmall _) hC0) - δ (ENNReal.ofReal ((8*C)^2/c)) hball - (fun ij hij => by - simpa only [rad,mul_assoc] using Target.enlarged_candidate_gauge_cost W hg - (n,some (e ij.2)) ⟨hn,he ij.2⟩ (x ij) (by linarith : 1 ≤ C) hc ν (himem hij).2) - hdiam hmiss hcover - refine ⟨N,U,hcov,hU,hcost.trans ?_⟩ - apply add_le_add le_rfl - calc - (∑ ij∈M, extendedGauge (Target.gauge κ W) (ediam (prescribedFineCell r ij))) ≤ - ∑ _ij∈M, ENNReal.ofReal (36*(n:ℝ)*r^Target.d κ) := by - apply Finset.sum_le_sum - intro ij _ - have hh : IsGauge (Target.gauge κ W) := ⟨hg.1,hg.2.1,hg.2.2.1,hg.2.2.2⟩ - refine (extendedGauge_closedBall_le hh (prescribedGridCenter r ij) (by positivity)).trans ?_ - apply ENNReal.ofReal_le_ofReal - have hb := Target.gauge_scaled_entry_le κ W (n,none) ⟨hn,trivial⟩ 6 - norm_num [Target.entryValue] at hb - convert hb using 1 - dsimp only [r] - congr 1 - ring - _ = _ := by rw [Finset.sum_const,nsmul_eq_mul] - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedCoverGrid +import OAI.Probability.SLE.Gauge.PrescribedGaugeCost +import OAI.Probability.SLE.Gauge.BatchRadiusGaps +import OAI.Probability.SLE.Gauge.GaugeEntrySmallness +import OAI.Probability.SLE.Gauge.FiniteCoverAssembly + +namespace OAI + +/-! Actual finite candidate and missed-cell covers for a prescribed batch. +Candidate selection uses the terminal spatial measure. No terminal event +is inserted into the adapted finite change of law. -/ +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def prescribedCandidateIndices {J : ℕ} (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) + (e : Fin J → ℤ × ℕ) (C c R : ℝ) (K : Set ℂ) (ν : Measure ℂ) : + Finset ((ℤ × ℤ) × Fin J) := by + classical + let r := Target.entryRadius κ W (n,none) + exact ((prescribedGridIndex R r K) ×ˢ Finset.univ).filter (fun ij => + ENNReal.ofReal (c*Target.entryValue (n,some (e ij.2))* + (Target.entryRadius κ W (n,some (e ij.2)))^Target.d κ) ≤ + ν (closedBall (prescribedGridCenter r ij.1) + (C*Target.entryRadius κ W (n,some (e ij.2))))) + +def prescribedMissedIndices {J : ℕ} (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) + (e : Fin J → ℤ × ℕ) (C c R : ℝ) (K E : Set ℂ) (ν : Measure ℂ) : Finset (ℤ × ℤ) := by + classical + let r := Target.entryRadius κ W (n,none) + exact (prescribedGridIndex R r K).filter (fun ij => + (E ∩ prescribedFineCell r ij).Nonempty ∧ ∀ j, + ν (closedBall (prescribedGridCenter r ij) (C*Target.entryRadius κ W (n,some (e j)))) < + ENNReal.ofReal (c*Target.entryValue (n,some (e j))* + (Target.entryRadius κ W (n,some (e j)))^Target.d κ)) + +theorem prescribed_candidates_finite_cover + {κ : ℝ} (hκ : 0<κ) (W : Target.WienerLaw) + (hg : Target.IsHausdorffGauge (Target.gauge κ W)) + {n J : ℕ} (hn : 1 ≤ n) (hm1 : 0 hq ⟨j,hj⟩) + have hball : ∀ ij∈I, closedBall (x ij) (rad ij) ⊆ closedBall 0 (R+3+C) := by + intro ij hij z hz + have hx := prescribedGrid_center_bound hK (himem hij).1 + have hs1 : s ij.2 ≤ 1 := (hsmall _).trans (Real.exp_le_one_iff.mpr (neg_nonpos.mpr (sq_nonneg _))) + have hrad : rad ij ≤ C := by dsimp only [rad]; nlinarith + have hz' : dist z (x ij) ≤ rad ij := hz + have ht := dist_triangle z (x ij) 0 + simp only [dist_zero_right] at ht + change dist z 0 ≤ R+3+C + rw [dist_zero_right] + dsimp only [x] at ht + nlinarith + have hdiam : ∀ ij∈I, ediam (closedBall (x ij) (4*rad ij)) ≤ δ := by + intro ij _ + apply ediam_le_of_forall_dist_le + intro z hz w hw + have hz' : dist z (x ij) ≤ 4*rad ij := hz + have hw' : dist (x ij) w ≤ 4*rad ij := by simpa only [mem_closedBall,dist_comm] using hw + apply (dist_triangle z (x ij) w).trans + have hh := mul_le_mul_of_nonneg_left (hsmall ij.2) (show 0 ≤ 8*C by positivity) + dsimp only [rad] at hz' hw' + nlinarith + have hmiss : ∀ ij∈M, ediam (prescribedFineCell r ij) ≤ δ := by + intro ij _ + apply ediam_le_of_forall_dist_le + intro z hz w hw + have hz' : dist z (prescribedGridCenter r ij) ≤ 3*r := hz + have hw' : dist (prescribedGridCenter r ij) w ≤ 3*r := by + simpa only [prescribedFineCell,mem_closedBall,dist_comm] using hw + apply (dist_triangle z (prescribedGridCenter r ij) w).trans + have hh := mul_le_mul_of_nonneg_left hrsmall (show (0:ℝ) ≤ 6 by norm_num) + have hexp := Real.exp_pos (-(n:ℝ)^2) + nlinarith + obtain ⟨N,U,hcov,hU,hcost⟩ := exists_finite_selected_missed_cover I M x rad + (prescribedFineCell r) E (closedBall 0 (R+3+C)) ν (Target.gauge κ W) + (C*Real.exp (-(n:ℝ)^2)) (fun ij _ => mul_le_mul_of_nonneg_left (hsmall _) hC0) + δ (ENNReal.ofReal ((8*C)^2/c)) hball + (fun ij hij => by + simpa only [rad,mul_assoc] using Target.enlarged_candidate_gauge_cost W hg + (n,some (e ij.2)) ⟨hn,he ij.2⟩ (x ij) (by linarith : 1 ≤ C) hc ν (himem hij).2) + hdiam hmiss hcover + refine ⟨N,U,hcov,hU,hcost.trans ?_⟩ + apply add_le_add le_rfl + calc + (∑ ij∈M, extendedGauge (Target.gauge κ W) (ediam (prescribedFineCell r ij))) ≤ + ∑ _ij∈M, ENNReal.ofReal (36*(n:ℝ)*r^Target.d κ) := by + apply Finset.sum_le_sum + intro ij _ + have hh : IsGauge (Target.gauge κ W) := ⟨hg.1,hg.2.1,hg.2.2.1,hg.2.2.2⟩ + refine (extendedGauge_closedBall_le hh (prescribedGridCenter r ij) (by positivity)).trans ?_ + apply ENNReal.ofReal_le_ofReal + have hb := Target.gauge_scaled_entry_le κ W (n,none) ⟨hn,trivial⟩ 6 + norm_num [Target.entryValue] at hb + convert hb using 1 + dsimp only [r] + congr 1 + ring + _ = _ := by rw [Finset.sum_const,nsmul_eq_mul] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalMixing.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalMixing.lean index 7a6c8f07cdccfa062072bf6be81fac5d19a4a34f..a7bb2c0f382408246de0d0497272c5bcf1a61724 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalMixing.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalMixing.lean @@ -1,84 +1,84 @@ -import OAI.Probability.SLE.Gauge.PrescribedBatchMixing -import OAI.Probability.SLE.Angle.RadiusAngleBounds - -namespace OAI - -/-! A canonical angle transition bound across the reserved preceding gaps -implies the exact prescribed batch estimate. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint -local instance canonicalBatchMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance canonicalBatchBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -theorem CanonicalMass.prescribed_batch_failure_of_canonical_angle_bound - {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) - (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (R : RawCanonicalMass) - (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ - R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) - (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) - (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) - (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) - (hgrowth : PublishedDiskUnivalentGrowth) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (W : Target.WienerLaw) (hW : Target.IsWiener W) - {n J : ℕ} (hn : 3≤n) (e : Fin J → ℤ×ℕ) (hi : Function.Injective e) - (he' : ∀ kj, kj∈range e ↔ kj.2 < Target.multiplicity κ W n kj.1) - (horder : StrictMono (fun i => Target.entryPosition κ W (n,some (e i)))) - (z : ℂ) (hz : z∈upperHalfPlane) - (hl : ∀ o, 0 ≤ Target.entryPhysicalLevel κ W (n,o) (2048*Real.pi) z) - (δ : ℝ) (hδ : 0<δ) - (hgap : ∀ i : Fin J, Target.prescribedTestPastLevel κ W n e (2048*Real.pi) z i.val+δ ≤ - Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z) - (hangle : ∀ (v : ℝ), δ≤v → ∀ (f : ℝ → ℝ≥0∞), Measurable f → - ∀ θ∈Ioo (0:ℝ) Real.pi, (∫⁻ φ, f φ ∂Target.angleLaw κ)/2 ≤ - canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f θ) : - C.prescribedCenteredFailure W n e (4096*Real.pi) ((128*Real.pi)^dimension κ) z ≤ - ENNReal.ofReal (Real.exp (-((2:ℝ)^n/16))) := by - have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left - let ν := P.map (sourceDriverPath B hc) - let : IsProbabilityMeasure ν := - (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance - have hm1 := C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW 1 - have hJn := C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n - have hei (i : Fin J) : (e i).2 < Target.multiplicity κ W n (e i).1 := (he' _).mp ⟨i,rfl⟩ - apply C.prescribed_batch_failure_of_angle_mixing hB hc h0 hκ hκ8 F hw R he D hD hDf hDp - hgrowth hpublished W hW hn e hi he' horder z hz hl - intro i E hE - let s := Target.prescribedTestPastLevel κ W n e (2048*Real.pi) z i.val - let u := Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z - let V := Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z - let f := R.angleDiskTail ν κ (Target.entryValue (n,some (e i))) - (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) - have hs : 0 ≤ s := Target.prescribedTestPastLevel_nonneg hκ W n e (2048*Real.pi) z hl i.val - have hsu : δ ≤ u-s := by have hh := hgap i; dsimp only [s,u]; linarith - have huV : u≤V := by - have hend := Target.prescribedBatchLevel_test_end_le_cleanup hκ W (by omega) hm1 hJn e hei - (2048*Real.pi) z i - have ha := Target.internal_a_pos hκ - have hnon1 : 0≤2*Target.a κ*(Target.batchLevel κ W n:ℝ) := by positivity - have hnon2 : 0≤2*Target.a κ*(n:ℝ) := by positivity - dsimp only [u,V] - linarith - have hf : Measurable f := R.angleDiskTail_measurable ν κ _ _ - have hb := (radius_angle_average_bounds hB hBm hc h0 hκ hκ8 γ G F hw hpublished - z hz s (u-s) V hs (hδ.trans_le hsu) (by linarith) f hf - ((∫⁻ φ, f φ ∂Target.angleLaw κ)/2) ∞ - (fun θ hθ => ⟨hangle (u-s) hsu f hf θ hθ,le_top⟩) E hE).1 - have heq : s+(u-s)=u := by ring - simpa only [heq] using hb - -end SLEExactGauge.Multipoint - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedBatchMixing +import OAI.Probability.SLE.Angle.RadiusAngleBounds + +namespace OAI + +/-! A canonical angle transition bound across the reserved preceding gaps +implies the exact prescribed batch estimate. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance canonicalBatchMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance canonicalBatchBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem CanonicalMass.prescribed_batch_failure_of_canonical_angle_bound + {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + {n J : ℕ} (hn : 3≤n) (e : Fin J → ℤ×ℕ) (hi : Function.Injective e) + (he' : ∀ kj, kj∈range e ↔ kj.2 < Target.multiplicity κ W n kj.1) + (horder : StrictMono (fun i => Target.entryPosition κ W (n,some (e i)))) + (z : ℂ) (hz : z∈upperHalfPlane) + (hl : ∀ o, 0 ≤ Target.entryPhysicalLevel κ W (n,o) (2048*Real.pi) z) + (δ : ℝ) (hδ : 0<δ) + (hgap : ∀ i : Fin J, Target.prescribedTestPastLevel κ W n e (2048*Real.pi) z i.val+δ ≤ + Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z) + (hangle : ∀ (v : ℝ), δ≤v → ∀ (f : ℝ → ℝ≥0∞), Measurable f → + ∀ θ∈Ioo (0:ℝ) Real.pi, (∫⁻ φ, f φ ∂Target.angleLaw κ)/2 ≤ + canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f θ) : + C.prescribedCenteredFailure W n e (4096*Real.pi) ((128*Real.pi)^dimension κ) z ≤ + ENNReal.ofReal (Real.exp (-((2:ℝ)^n/16))) := by + have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let ν := P.map (sourceDriverPath B hc) + let : IsProbabilityMeasure ν := + (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance + have hm1 := C.moment_positive hB hc h0 hκ hκ8 F hw hpublished hgrowth W hW 1 + have hJn := C.moment_jensen hB hc h0 hκ hκ8 F hw hgrowth W hW n + have hei (i : Fin J) : (e i).2 < Target.multiplicity κ W n (e i).1 := (he' _).mp ⟨i,rfl⟩ + apply C.prescribed_batch_failure_of_angle_mixing hB hc h0 hκ hκ8 F hw R he D hD hDf hDp + hgrowth hpublished W hW hn e hi he' horder z hz hl + intro i E hE + let s := Target.prescribedTestPastLevel κ W n e (2048*Real.pi) z i.val + let u := Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z + let V := Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z + let f := R.angleDiskTail ν κ (Target.entryValue (n,some (e i))) + (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) + have hs : 0 ≤ s := Target.prescribedTestPastLevel_nonneg hκ W n e (2048*Real.pi) z hl i.val + have hsu : δ ≤ u-s := by have hh := hgap i; dsimp only [s,u]; linarith + have huV : u≤V := by + have hend := Target.prescribedBatchLevel_test_end_le_cleanup hκ W (by omega) hm1 hJn e hei + (2048*Real.pi) z i + have ha := Target.internal_a_pos hκ + have hnon1 : 0≤2*Target.a κ*(Target.batchLevel κ W n:ℝ) := by positivity + have hnon2 : 0≤2*Target.a κ*(n:ℝ) := by positivity + dsimp only [u,V] + linarith + have hf : Measurable f := R.angleDiskTail_measurable ν κ _ _ + have hb := (radius_angle_average_bounds hB hBm hc h0 hκ hκ8 γ G F hw hpublished + z hz s (u-s) V hs (hδ.trans_le hsu) (by linarith) f hf + ((∫⁻ φ, f φ ∂Target.angleLaw κ)/2) ∞ + (fun θ hθ => ⟨hangle (u-s) hsu f hf θ hθ,le_top⟩) E hE).1 + have heq : s+(u-s)=u := by ring + simpa only [heq] using hb + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalTests.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalTests.lean index 4ba7b81bf964d673a24bef4fc4e15842378ae4a5..55cac75ae7bb82d798811a61f5b14bddb43247cb 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalTests.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalTests.lean @@ -1,82 +1,82 @@ -import OAI.Probability.SLE.Gauge.FiniteStoppedThreshold -import OAI.Probability.SLE.Mass.CanonicalMassRemaining -import OAI.Probability.SLE.Mass.CanonicalPhysicalMass -import OAI.Probability.SLE.Gauge.PrescribedCandidateCover - -namespace OAI - -/-! Actual adapted tests use canonical mass at the finite test endpoint. - Terminal candidate failure implies failure of all these earlier tests. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} - {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (M : CanonicalMass P κ B hBm γ G) - -def prescribedBallTest (S : Ω → WithTop ℝ≥0) (z : ℂ) (r : ℝ) (b : ℝ≥0∞) : Set Ω := - finiteStoppedThreshold - (fun t ω => M.process t ω (Subtype.val ⁻¹' closedBall z r)) S b - -lemma prescribedBallTest_measurable - (S : Ω → WithTop ℝ≥0) - (hS : IsStoppingTime (Filtration.natural B (fun r => - (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) S) - (z : ℂ) (r : ℝ) (b : ℝ≥0∞) : - MeasurableSet[hS.measurableSpace] (M.prescribedBallTest S z r b) := by - apply finiteStoppedThreshold_measurable _ _ S hS b - intro t - exact (Measure.measurable_coe - (isClosed_closedBall.measurableSet.preimage measurable_subtype_coe)).comp (M.progressive t) - -def prescribedTestFailures {J : ℕ} (W : Target.WienerLaw) (n : ℕ) - (e : Fin J → ℤ×ℕ) (C c : ℝ) (z : ℂ) (S : Fin J → Ω → WithTop ℝ≥0) : Set Ω := - ⋂ j, (M.prescribedBallTest (S j) z (C*Target.entryRadius κ W (n,some (e j))) - (ENNReal.ofReal (c*Target.entryValue (n,some (e j))* - (Target.entryRadius κ W (n,some (e j)))^Target.d κ)))ᶜ - -lemma prescribedTestFailures_measurable_at_end - {J : ℕ} (W : Target.WienerLaw) (n : ℕ) (e : Fin J → ℤ×ℕ) (C c : ℝ) (z : ℂ) - (S : Fin J → Ω → WithTop ℝ≥0) - (hS : ∀ j, IsStoppingTime (Filtration.natural B (fun r => - (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) (S j)) - (T : Ω → WithTop ℝ≥0) - (hT : IsStoppingTime (Filtration.natural B (fun r => - (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) T) - (hST : ∀ j ω, S j ω≤T ω) : - MeasurableSet[hT.measurableSpace] (M.prescribedTestFailures W n e C c z S) := by - apply MeasurableSet.iInter - intro j - exact ((hS j).measurableSpace_mono hT (hST j)) _ - (M.prescribedBallTest_measurable (S j) (hS j) _ _ _).compl - -lemma prescribed_missed_implies_test_failures - {J : ℕ} (W : Target.WienerLaw) (n : ℕ) (e : Fin J → ℤ×ℕ) (C c R : ℝ) - (K : Set ℂ) (ij : ℤ×ℤ) (S : Fin J → Ω → WithTop ℝ≥0) : - ∀ᵐ ω ∂P, - ij∈prescribedMissedIndices κ W n e C c R K (range (γ ω)∩K) - (M.rational.physicalTerminal ω) → - ω∈M.prescribedTestFailures W n e C c - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) S := by - classical - filter_upwards [M.paths] with ω hω hm - apply mem_iInter.mpr - intro j hj - have htest := hj.2 - have hdom := hω.dominated ((S j ω).untopD 0) - have hball := hdom (Subtype.val ⁻¹' closedBall - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) - (C*Target.entryRadius κ W (n,some (e j)))) - have hterm := (Finset.mem_filter.mp hm).2.2 j - rw [M.rational.physicalTerminal_apply ω isClosed_closedBall.measurableSet] at hterm - exact (not_le_of_gt hterm) (htest.trans hball) - -end SLEExactGauge.Multipoint.CanonicalMass - -end - -end OAI +import OAI.Probability.SLE.Gauge.FiniteStoppedThreshold +import OAI.Probability.SLE.Mass.CanonicalMassRemaining +import OAI.Probability.SLE.Mass.CanonicalPhysicalMass +import OAI.Probability.SLE.Gauge.PrescribedCandidateCover + +namespace OAI + +/-! Actual adapted tests use canonical mass at the finite test endpoint. + Terminal candidate failure implies failure of all these earlier tests. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (M : CanonicalMass P κ B hBm γ G) + +def prescribedBallTest (S : Ω → WithTop ℝ≥0) (z : ℂ) (r : ℝ) (b : ℝ≥0∞) : Set Ω := + finiteStoppedThreshold + (fun t ω => M.process t ω (Subtype.val ⁻¹' closedBall z r)) S b + +lemma prescribedBallTest_measurable + (S : Ω → WithTop ℝ≥0) + (hS : IsStoppingTime (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) S) + (z : ℂ) (r : ℝ) (b : ℝ≥0∞) : + MeasurableSet[hS.measurableSpace] (M.prescribedBallTest S z r b) := by + apply finiteStoppedThreshold_measurable _ _ S hS b + intro t + exact (Measure.measurable_coe + (isClosed_closedBall.measurableSet.preimage measurable_subtype_coe)).comp (M.progressive t) + +def prescribedTestFailures {J : ℕ} (W : Target.WienerLaw) (n : ℕ) + (e : Fin J → ℤ×ℕ) (C c : ℝ) (z : ℂ) (S : Fin J → Ω → WithTop ℝ≥0) : Set Ω := + ⋂ j, (M.prescribedBallTest (S j) z (C*Target.entryRadius κ W (n,some (e j))) + (ENNReal.ofReal (c*Target.entryValue (n,some (e j))* + (Target.entryRadius κ W (n,some (e j)))^Target.d κ)))ᶜ + +lemma prescribedTestFailures_measurable_at_end + {J : ℕ} (W : Target.WienerLaw) (n : ℕ) (e : Fin J → ℤ×ℕ) (C c : ℝ) (z : ℂ) + (S : Fin J → Ω → WithTop ℝ≥0) + (hS : ∀ j, IsStoppingTime (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) (S j)) + (T : Ω → WithTop ℝ≥0) + (hT : IsStoppingTime (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) T) + (hST : ∀ j ω, S j ω≤T ω) : + MeasurableSet[hT.measurableSpace] (M.prescribedTestFailures W n e C c z S) := by + apply MeasurableSet.iInter + intro j + exact ((hS j).measurableSpace_mono hT (hST j)) _ + (M.prescribedBallTest_measurable (S j) (hS j) _ _ _).compl + +lemma prescribed_missed_implies_test_failures + {J : ℕ} (W : Target.WienerLaw) (n : ℕ) (e : Fin J → ℤ×ℕ) (C c R : ℝ) + (K : Set ℂ) (ij : ℤ×ℤ) (S : Fin J → Ω → WithTop ℝ≥0) : + ∀ᵐ ω ∂P, + ij∈prescribedMissedIndices κ W n e C c R K (range (γ ω)∩K) + (M.rational.physicalTerminal ω) → + ω∈M.prescribedTestFailures W n e C c + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) S := by + classical + filter_upwards [M.paths] with ω hω hm + apply mem_iInter.mpr + intro j hj + have htest := hj.2 + have hdom := hω.dominated ((S j ω).untopD 0) + have hball := hdom (Subtype.val ⁻¹' closedBall + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) + (C*Target.entryRadius κ W (n,some (e j)))) + have hterm := (Finset.mem_filter.mp hm).2.2 j + rw [M.rational.physicalTerminal_apply ω isClosed_closedBall.measurableSet] at hterm + exact (not_le_of_gt hterm) (htest.trans hball) + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalTransfer.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalTransfer.lean index a34d807b60fb16be6e35d7ab15b19e454772a29b..13bd0f92d9eb63284312a3d8d1ebe1c315be8fd0 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalTransfer.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedCanonicalTransfer.lean @@ -1,98 +1,98 @@ -import OAI.Probability.SLE.Gauge.PrescribedApproachTransfer -import OAI.Probability.SLE.Gauge.PrescribedCanonicalTests - -namespace OAI - -/-! The original-law missed-cell estimate in terms of the finite centered -failure probability for the canonical tests. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint.CanonicalMass - -variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (M : CanonicalMass P κ B hBm γ G) - -theorem prescribed_missed_from_finite_failure - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (W : Target.WienerLaw) (n : ℕ) {J : ℕ} (e : Fin J → ℤ×ℕ) - (C c R : ℝ) (K : Set ℂ) (ij : ℤ×ℤ) - (hij : ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K) - (hl : ∀ o, 0 ≤ Target.entryPhysicalLevel κ W (n,o) (2048*Real.pi) - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)) - (u : ℝ) (hu : 0 ≤ u) - (hgap : u+1 ≤ Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)) - (hend : ∀ i, Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)+ - 2*Target.a κ*(Target.batchLevel κ W n:ℝ) ≤ u) - (hsmall : 4*Target.entryRadius κ W (n,none) ≤ - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im) - (ε : ℝ) (hε : 0 ≤ ε) (hfailure : - finiteCenteredLaw P κ B γ G (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) - (Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)) - (M.prescribedTestFailures W n e C c - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) - (fun i ω => radiusLevelTime (γ ω) (G ω) - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) - (Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)+ - 2*Target.a κ*(Target.batchLevel κ W n:ℝ)))) ≤ ENNReal.ofReal ε) : - P {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (γ ω)∩K) - (M.rational.physicalTerminal ω)} ≤ - ENNReal.ofReal ((uniformInverseAngleConstant κ 1*(2048*Real.pi)^codimension κ* - (2:ℝ)^(-codimension κ))* - (Target.entryRadius κ W (n,none))^codimension κ* - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im^(-codimension κ)*ε) := by - let z := prescribedGridCenter (Target.entryRadius κ W (n,none)) ij - have hz : 0 - (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t)).stronglyMeasurable) - let T (i : Fin J) (ω : Ω) : WithTop ℝ≥0 := radiusLevelTime (γ ω) (G ω) z - (Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z+ - 2*Target.a κ*(Target.batchLevel κ W n:ℝ)) - have ht0 (i : Fin J) : 0 ≤ Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z+ - 2*Target.a κ*(Target.batchLevel κ W n:ℝ) := by - have ha := Target.internal_a_pos hκ - exact add_nonneg (hl _) (by positivity) - have hT (i : Fin J) : IsStoppingTime ℱ (T i) := - actual_radiusLevelTime_stopping hB - (fun t => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t))) hBm hc h0 κ hκ hκ8 γ G F hw z hz _ (ht0 i) - let S (ω : Ω) : WithTop ℝ≥0 := radiusLevelTime (γ ω) (G ω) z u - have hS : IsStoppingTime ℱ S := - actual_radiusLevelTime_stopping hB - (fun t => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t))) hBm hc h0 κ hκ hκ8 γ G F hw z hz u hu - have hTS (i : Fin J) (ω : Ω) : T i ω≤S ω := - radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z (ht0 i) (hend i) - have hA := M.prescribedTestFailures_measurable_at_end W n e C c z T hT S hS hTS - have hm := prescribed_missed_cell_bound_of_adapted_failure P κ hκ hκ8 B hB hBm hc h0 - γ G F hw hpublished M.rational.physicalTerminal W n e C c R K ij hij u hu hgap hsmall - (M.prescribedTestFailures W n e C c z T) hA - (M.prescribed_missed_implies_test_failures W n e C c R K ij T) - have hr : 0 B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (W : Target.WienerLaw) (n : ℕ) {J : ℕ} (e : Fin J → ℤ×ℕ) + (C c R : ℝ) (K : Set ℂ) (ij : ℤ×ℤ) + (hij : ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K) + (hl : ∀ o, 0 ≤ Target.entryPhysicalLevel κ W (n,o) (2048*Real.pi) + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)) + (u : ℝ) (hu : 0 ≤ u) + (hgap : u+1 ≤ Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)) + (hend : ∀ i, Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)+ + 2*Target.a κ*(Target.batchLevel κ W n:ℝ) ≤ u) + (hsmall : 4*Target.entryRadius κ W (n,none) ≤ + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im) + (ε : ℝ) (hε : 0 ≤ ε) (hfailure : + finiteCenteredLaw P κ B γ G (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) + (Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)) + (M.prescribedTestFailures W n e C c + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) + (fun i ω => radiusLevelTime (γ ω) (G ω) + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) + (Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij)+ + 2*Target.a κ*(Target.batchLevel κ W n:ℝ)))) ≤ ENNReal.ofReal ε) : + P {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (γ ω)∩K) + (M.rational.physicalTerminal ω)} ≤ + ENNReal.ofReal ((uniformInverseAngleConstant κ 1*(2048*Real.pi)^codimension κ* + (2:ℝ)^(-codimension κ))* + (Target.entryRadius κ W (n,none))^codimension κ* + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im^(-codimension κ)*ε) := by + let z := prescribedGridCenter (Target.entryRadius κ W (n,none)) ij + have hz : 0 + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t)).stronglyMeasurable) + let T (i : Fin J) (ω : Ω) : WithTop ℝ≥0 := radiusLevelTime (γ ω) (G ω) z + (Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z+ + 2*Target.a κ*(Target.batchLevel κ W n:ℝ)) + have ht0 (i : Fin J) : 0 ≤ Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z+ + 2*Target.a κ*(Target.batchLevel κ W n:ℝ) := by + have ha := Target.internal_a_pos hκ + exact add_nonneg (hl _) (by positivity) + have hT (i : Fin J) : IsStoppingTime ℱ (T i) := + actual_radiusLevelTime_stopping hB + (fun t => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t))) hBm hc h0 κ hκ hκ8 γ G F hw z hz _ (ht0 i) + let S (ω : Ω) : WithTop ℝ≥0 := radiusLevelTime (γ ω) (G ω) z u + have hS : IsStoppingTime ℱ S := + actual_radiusLevelTime_stopping hB + (fun t => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t))) hBm hc h0 κ hκ hκ8 γ G F hw z hz u hu + have hTS (i : Fin J) (ω : Ω) : T i ω≤S ω := + radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z (ht0 i) (hend i) + have hA := M.prescribedTestFailures_measurable_at_end W n e C c z T hT S hS hTS + have hm := prescribed_missed_cell_bound_of_adapted_failure P κ hκ hκ8 B hB hBm hc h0 + γ G F hw hpublished M.rational.physicalTerminal W n e C c R K ij hij u hu hgap hsmall + (M.prescribedTestFailures W n e C c z T) hA + (M.prescribed_missed_implies_test_failures W n e C c R K ij T) + have hr : 0 A*r^codimension κ*(prescribedGridCenter r ij).im^(-codimension κ)* - (ε + if (prescribedGridCenter r ij).im<η then 1 else 0) - have hr : 0 positivity - calc - _ ≤ ENNReal.ofReal (36*(n:ℝ)*r^Target.d κ)* - ∑ ij∈prescribedGridIndex R r K, ENNReal.ofReal (b ij) := - expected_prescribed_missed_cost_bound P f hf ν hν κ W n e C c R K hK _ hb - _ = ENNReal.ofReal ((36*(n:ℝ)*r^Target.d κ)*∑ ij∈prescribedGridIndex R r K,b ij) := by - rw [← ENNReal.ofReal_sum_of_nonneg hb0,← ENNReal.ofReal_mul (by positivity : 0 ≤ 36*(n:ℝ)*r^Target.d κ)] - _ ≤ _ := ENNReal.ofReal_le_ofReal - (prescribed_cleanup_error_bound κ hκ hκ8 hR hr hr1 hη hε hA K n) - -theorem prescribed_missed_cost_tendsto_zero - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) - (f : Ω → C(ℝ≥0,ℂ)) (hf : Measurable f) - (ν : Ω → Measure ℂ) (hν : Measurable ν) - {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) (W : Target.WienerLaw) - (J : ℕ → ℕ) (e : ∀ n, Fin (J n) → ℤ×ℕ) - (C c R : ℝ) (hR : 0 ≤ R) (K : Set ℂ) (hK : IsClosed K) - (A : ℝ) (hA : 0 ≤ A) - (hb : ∀ᶠ n in atTop, ∀ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, - P {ω | ij∈prescribedMissedIndices κ W n (e n) C c R K (range (f ω)∩K) (ν ω)} ≤ - ENNReal.ofReal (A*(Target.entryRadius κ W (n,none))^codimension κ* - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im^(-codimension κ)* - (Real.exp (-((2:ℝ)^n/16)) + - if (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im ∫⁻ ω,prescribedMissedCost f ν κ W n (e n) C c R K ω ∂P) - atTop (𝓝 0) := by - let D := 36*A*((2*R+5)*((2:ℝ)^codimension κ/(1-codimension κ))) - let F := fun n : ℕ => D*((R+3)^(1-codimension κ)*((n:ℝ)*Real.exp (-((2:ℝ)^n/16)))+ - (n:ℝ)*(Real.exp (-(n:ℝ))+Target.entryRadius κ W (n,none))^(1-codimension κ)) - have ht : Tendsto F atTop (𝓝 0) := by - have h := (prescribed_batch_failure_cost_tendsto_zero.const_mul ((R+3)^(1-codimension κ))).add - (prescribed_boundary_cost_tendsto_zero hκ W) - simpa only [mul_zero,add_zero,F] using h.const_mul D - have he : Tendsto (fun n => ENNReal.ofReal (F n)) atTop (𝓝 0) := by - simpa only [ENNReal.ofReal_zero,Function.comp_def] using (ENNReal.continuous_ofReal.tendsto 0).comp ht - apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds he - · exact Eventually.of_forall (fun _ => bot_le) - · filter_upwards [hb,eventually_ge_atTop 1] with n hn hn1 - have hr1 : Target.entryRadius κ W (n,none) ≤ 1 := - (Target.entryRadius_le_batch_exp hκ W _).trans - (Real.exp_le_one_iff.mpr (neg_nonpos.mpr (sq_nonneg _))) - exact expected_prescribed_missed_cost_le P f hf ν hν hκ hκ8 W n (e n) C c R hR K hK - _ _ A (Real.exp_pos _).le (Real.exp_pos _).le hA hr1 hn - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedGridError + +namespace OAI + +/-! The source's pointwise missed-cell bounds imply vanishing expected + cleanup cost for the exact prescribed gauge. -/ +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance prescribedCostPathMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance prescribedCostPathBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ + +theorem expected_prescribed_missed_cost_le + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (f : Ω → C(ℝ≥0,ℂ)) (hf : Measurable f) + (ν : Ω → Measure ℂ) (hν : Measurable ν) + {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) (W : Target.WienerLaw) + (n : ℕ) {J : ℕ} (e : Fin J → ℤ×ℕ) + (C c R : ℝ) (hR : 0 ≤ R) (K : Set ℂ) (hK : IsClosed K) + (η ε A : ℝ) (hη : 0 ≤ η) (hε : 0 ≤ ε) (hA : 0 ≤ A) + (hr1 : Target.entryRadius κ W (n,none) ≤ 1) + (hb : ∀ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, + P {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)} ≤ + ENNReal.ofReal (A*(Target.entryRadius κ W (n,none))^codimension κ* + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im^(-codimension κ)* + (ε + if (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im<η then 1 else 0))) : + (∫⁻ ω,prescribedMissedCost f ν κ W n e C c R K ω ∂P) ≤ + ENNReal.ofReal ((36*A*((2*R+5)*((2:ℝ)^codimension κ/(1-codimension κ))))* + ((R+3)^(1-codimension κ)*((n:ℝ)*ε)+(n:ℝ)*(η+Target.entryRadius κ W (n,none))^(1-codimension κ))) := by + let r := Target.entryRadius κ W (n,none) + let b := fun ij => A*r^codimension κ*(prescribedGridCenter r ij).im^(-codimension κ)* + (ε + if (prescribedGridCenter r ij).im<η then 1 else 0) + have hr : 0 positivity + calc + _ ≤ ENNReal.ofReal (36*(n:ℝ)*r^Target.d κ)* + ∑ ij∈prescribedGridIndex R r K, ENNReal.ofReal (b ij) := + expected_prescribed_missed_cost_bound P f hf ν hν κ W n e C c R K hK _ hb + _ = ENNReal.ofReal ((36*(n:ℝ)*r^Target.d κ)*∑ ij∈prescribedGridIndex R r K,b ij) := by + rw [← ENNReal.ofReal_sum_of_nonneg hb0,← ENNReal.ofReal_mul (by positivity : 0 ≤ 36*(n:ℝ)*r^Target.d κ)] + _ ≤ _ := ENNReal.ofReal_le_ofReal + (prescribed_cleanup_error_bound κ hκ hκ8 hR hr hr1 hη hε hA K n) + +theorem prescribed_missed_cost_tendsto_zero + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (f : Ω → C(ℝ≥0,ℂ)) (hf : Measurable f) + (ν : Ω → Measure ℂ) (hν : Measurable ν) + {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) (W : Target.WienerLaw) + (J : ℕ → ℕ) (e : ∀ n, Fin (J n) → ℤ×ℕ) + (C c R : ℝ) (hR : 0 ≤ R) (K : Set ℂ) (hK : IsClosed K) + (A : ℝ) (hA : 0 ≤ A) + (hb : ∀ᶠ n in atTop, ∀ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, + P {ω | ij∈prescribedMissedIndices κ W n (e n) C c R K (range (f ω)∩K) (ν ω)} ≤ + ENNReal.ofReal (A*(Target.entryRadius κ W (n,none))^codimension κ* + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im^(-codimension κ)* + (Real.exp (-((2:ℝ)^n/16)) + + if (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im ∫⁻ ω,prescribedMissedCost f ν κ W n (e n) C c R K ω ∂P) + atTop (𝓝 0) := by + let D := 36*A*((2*R+5)*((2:ℝ)^codimension κ/(1-codimension κ))) + let F := fun n : ℕ => D*((R+3)^(1-codimension κ)*((n:ℝ)*Real.exp (-((2:ℝ)^n/16)))+ + (n:ℝ)*(Real.exp (-(n:ℝ))+Target.entryRadius κ W (n,none))^(1-codimension κ)) + have ht : Tendsto F atTop (𝓝 0) := by + have h := (prescribed_batch_failure_cost_tendsto_zero.const_mul ((R+3)^(1-codimension κ))).add + (prescribed_boundary_cost_tendsto_zero hκ W) + simpa only [mul_zero,add_zero,F] using h.const_mul D + have he : Tendsto (fun n => ENNReal.ofReal (F n)) atTop (𝓝 0) := by + simpa only [ENNReal.ofReal_zero,Function.comp_def] using (ENNReal.continuous_ofReal.tendsto 0).comp ht + apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds he + · exact Eventually.of_forall (fun _ => bot_le) + · filter_upwards [hb,eventually_ge_atTop 1] with n hn hn1 + have hr1 : Target.entryRadius κ W (n,none) ≤ 1 := + (Target.entryRadius_le_batch_exp hκ W _).trans + (Real.exp_le_one_iff.mpr (neg_nonpos.mpr (sq_nonneg _))) + exact expected_prescribed_missed_cost_le P f hf ν hν hκ hκ8 W n (e n) C c R hR K hK + _ _ A (Real.exp_pos _).le (Real.exp_pos _).le hA hr1 hn + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedCoverEvents.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedCoverEvents.lean index 69d0bc7c062ea1923382c5ad97b43a596d72e9dd..41f789a3d08c9186412c89b90bc42a2a338d88c7 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedCoverEvents.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedCoverEvents.lean @@ -1,88 +1,88 @@ -import OAI.Probability.SLE.Gauge.PrescribedCandidateCover - -namespace OAI - -/-! The finite terminal candidate family has measurable missed-cell cost. -Only this cost envelope is integrated; the spatial selection itself need -not be chosen measurably. -/ -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -local instance prescribedCoverPathMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ -local instance prescribedCoverPathBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ - -private lemma trace_inter_nonempty (f : C(ℝ≥0,ℂ)) (K A : Set ℂ) : - ((Set.range f ∩ K) ∩ A).Nonempty ↔ ∃ t, f t∈K∩A := by - constructor - · rintro ⟨z,⟨⟨t,rfl⟩,hzK⟩,hzA⟩ - exact ⟨t,hzK,hzA⟩ - · rintro ⟨t,htK,htA⟩ - exact ⟨f t,⟨⟨t,rfl⟩,htK⟩,htA⟩ - -theorem prescribedMissedIndices_measurable - {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0,ℂ)) (hf : Measurable f) - (ν : Ω → Measure ℂ) (hν : Measurable ν) - {J : ℕ} (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) (e : Fin J → ℤ×ℕ) - (C c R : ℝ) (K : Set ℂ) (hK : IsClosed K) (ij : ℤ×ℤ) : - MeasurableSet {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)} := by - classical - let r := Target.entryRadius κ W (n,none) - have hv : MeasurableSet {ω | ((range (f ω)∩K)∩prescribedFineCell r ij).Nonempty} := by - simp_rw [trace_inter_nonempty] - exact measurableSet_trace_hits_closed f hf (hK.inter isClosed_closedBall) - have hm (j : Fin J) : MeasurableSet {ω | - ν ω (closedBall (prescribedGridCenter r ij) (C*Target.entryRadius κ W (n,some (e j)))) < - ENNReal.ofReal (c*Target.entryValue (n,some (e j))* - (Target.entryRadius κ W (n,some (e j)))^Target.d κ)} := - measurableSet_lt ((Measure.measurable_coe isClosed_closedBall.measurableSet).comp hν) - measurable_const - have hall := MeasurableSet.iInter hm - have hpair := hv.inter hall - by_cases hij : ij∈prescribedGridIndex R r K - · convert hpair using 1 - ext ω - simp only [prescribedMissedIndices,Finset.mem_filter,hij,true_and,mem_inter_iff, - mem_iInter,mem_ofPred_eq,r] - · have heq : {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)}=∅ := by - ext ω - have hij' : ij∉prescribedGridIndex R (Target.entryRadius κ W (n,none)) K := hij - simp only [prescribedMissedIndices,Finset.mem_filter,hij',false_and,mem_ofPred_eq,mem_empty_iff_false] - rw [heq] - exact MeasurableSet.empty - -theorem prescribed_missed_cost_measurable - {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0,ℂ)) (hf : Measurable f) - (ν : Ω → Measure ℂ) (hν : Measurable ν) - {J : ℕ} (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) (e : Fin J → ℤ×ℕ) - (C c R : ℝ) (K : Set ℂ) (hK : IsClosed K) (a : ℝ≥0∞) : - Measurable (fun ω => - (prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)).card*a) := by - classical - let I := prescribedGridIndex R (Target.entryRadius κ W (n,none)) K - let E (ij : ℤ×ℤ) := {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)} - have hE (ij) : MeasurableSet (E ij) := prescribedMissedIndices_measurable f hf ν hν κ W n e C c R K hK ij - have heq (ω) : - (prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)).card*a = - ∑ ij∈I, (E ij).indicator (fun _ => a) ω := by - rw [← nsmul_eq_mul,← Finset.sum_const] - rw [prescribedMissedIndices,Finset.sum_filter] - apply Finset.sum_congr rfl - intro ij hij - by_cases h : ω∈E ij - · rw [indicator_of_mem h] - rw [ite_eq_left] - exact (Finset.mem_filter.mp h).2 - · rw [indicator_of_notMem h] - rw [ite_eq_right] - intro hp - exact h (Finset.mem_filter.mpr ⟨hij,hp⟩) - simp_rw [heq] - exact Finset.measurable_sum I (fun ij _ => measurable_const.indicator (hE ij)) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedCandidateCover + +namespace OAI + +/-! The finite terminal candidate family has measurable missed-cell cost. +Only this cost envelope is integrated; the spatial selection itself need +not be chosen measurably. -/ +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance prescribedCoverPathMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance prescribedCoverPathBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ + +private lemma trace_inter_nonempty (f : C(ℝ≥0,ℂ)) (K A : Set ℂ) : + ((Set.range f ∩ K) ∩ A).Nonempty ↔ ∃ t, f t∈K∩A := by + constructor + · rintro ⟨z,⟨⟨t,rfl⟩,hzK⟩,hzA⟩ + exact ⟨t,hzK,hzA⟩ + · rintro ⟨t,htK,htA⟩ + exact ⟨f t,⟨⟨t,rfl⟩,htK⟩,htA⟩ + +theorem prescribedMissedIndices_measurable + {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0,ℂ)) (hf : Measurable f) + (ν : Ω → Measure ℂ) (hν : Measurable ν) + {J : ℕ} (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) (e : Fin J → ℤ×ℕ) + (C c R : ℝ) (K : Set ℂ) (hK : IsClosed K) (ij : ℤ×ℤ) : + MeasurableSet {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)} := by + classical + let r := Target.entryRadius κ W (n,none) + have hv : MeasurableSet {ω | ((range (f ω)∩K)∩prescribedFineCell r ij).Nonempty} := by + simp_rw [trace_inter_nonempty] + exact measurableSet_trace_hits_closed f hf (hK.inter isClosed_closedBall) + have hm (j : Fin J) : MeasurableSet {ω | + ν ω (closedBall (prescribedGridCenter r ij) (C*Target.entryRadius κ W (n,some (e j)))) < + ENNReal.ofReal (c*Target.entryValue (n,some (e j))* + (Target.entryRadius κ W (n,some (e j)))^Target.d κ)} := + measurableSet_lt ((Measure.measurable_coe isClosed_closedBall.measurableSet).comp hν) + measurable_const + have hall := MeasurableSet.iInter hm + have hpair := hv.inter hall + by_cases hij : ij∈prescribedGridIndex R r K + · convert hpair using 1 + ext ω + simp only [prescribedMissedIndices,Finset.mem_filter,hij,true_and,mem_inter_iff, + mem_iInter,mem_ofPred_eq,r] + · have heq : {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)}=∅ := by + ext ω + have hij' : ij∉prescribedGridIndex R (Target.entryRadius κ W (n,none)) K := hij + simp only [prescribedMissedIndices,Finset.mem_filter,hij',false_and,mem_ofPred_eq,mem_empty_iff_false] + rw [heq] + exact MeasurableSet.empty + +theorem prescribed_missed_cost_measurable + {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0,ℂ)) (hf : Measurable f) + (ν : Ω → Measure ℂ) (hν : Measurable ν) + {J : ℕ} (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) (e : Fin J → ℤ×ℕ) + (C c R : ℝ) (K : Set ℂ) (hK : IsClosed K) (a : ℝ≥0∞) : + Measurable (fun ω => + (prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)).card*a) := by + classical + let I := prescribedGridIndex R (Target.entryRadius κ W (n,none)) K + let E (ij : ℤ×ℤ) := {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)} + have hE (ij) : MeasurableSet (E ij) := prescribedMissedIndices_measurable f hf ν hν κ W n e C c R K hK ij + have heq (ω) : + (prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)).card*a = + ∑ ij∈I, (E ij).indicator (fun _ => a) ω := by + rw [← nsmul_eq_mul,← Finset.sum_const] + rw [prescribedMissedIndices,Finset.sum_filter] + apply Finset.sum_congr rfl + intro ij hij + by_cases h : ω∈E ij + · rw [indicator_of_mem h] + rw [ite_eq_left] + exact (Finset.mem_filter.mp h).2 + · rw [indicator_of_notMem h] + rw [ite_eq_right] + intro hp + exact h (Finset.mem_filter.mpr ⟨hij,hp⟩) + simp_rw [heq] + exact Finset.measurable_sum I (fun ij _ => measurable_const.indicator (hE ij)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedCoverExpectation.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedCoverExpectation.lean index 2aeec0d340445d8d8e26e1b2c40570d0115e1aac..30ed36bcb92976bd579b40bad137857cf5384079 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedCoverExpectation.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedCoverExpectation.lean @@ -1,76 +1,76 @@ -import OAI.Probability.SLE.Gauge.PrescribedCoverEvents -import OAI.Probability.SLE.Gauge.PrescribedCoverLimits -import OAI.Probability.SLE.Geometry.BoundedTerminalMean - -namespace OAI - -/-! The actual prescribed finite covers reduce the Hausdorff expectation -to the fixed terminal-mass charge and vanishing expected missed-cell cost. -The stochastic missed-cell estimate is kept explicit in this reduction. -/ -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -local instance prescribedExpectationPathMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ -local instance prescribedExpectationPathBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ - -def prescribedMissedCost {Ω : Type*} (f : Ω → C(ℝ≥0,ℂ)) (ν : Ω → Measure ℂ) - (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) {J : ℕ} (e : Fin J → ℤ×ℕ) - (C c R : ℝ) (K : Set ℂ) (ω : Ω) : ℝ≥0∞ := - (prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)).card * - ENNReal.ofReal (36*(n:ℝ)*(Target.entryRadius κ W (n,none))^Target.d κ) - -theorem expected_prescribed_hausdorff_le_of_missed_cost - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) - {κ : ℝ} (hκ : 0<κ) (W : Target.WienerLaw) - (hg : Target.IsHausdorffGauge (Target.gauge κ W)) - (hm1 : 0 ∫⁻ ω, prescribedMissedCost f ν κ W (n+1) (e n) C c R K ω ∂P) - atTop (𝓝 0)) : - (∫⁻ ω, Target.hausdorff (Target.gauge κ W) (range (f ω)∩K) ∂P) ≤ - ENNReal.ofReal ((8*C)^2/c)*(∫⁻ ω, ν ω (closedBall 0 (R+3+C)) ∂P) := by - let A := ENNReal.ofReal ((8*C)^2/c) - let Q := closedBall (0:ℂ) (R+3+C) - let error (n : ℕ) := prescribedMissedCost f ν κ W (n+1) (e n) C c R K - let Z (n : ℕ) (ω : Ω) := A*ν ω Q + error n ω - have hm (n : ℕ) : Measurable (error n) := - prescribed_missed_cost_measurable f hf ν hν κ W (n+1) (e n) C c R K hK _ - have hZ (n : ℕ) : AEMeasurable (Z n) P := - ((measurable_const.mul ((Measure.measurable_coe isClosed_closedBall.measurableSet).comp hν)).add (hm n)).aemeasurable - let δ (n : ℕ) := ENNReal.ofReal (8*C*Real.exp (-((n+1:ℕ):ℝ)^2)) - have hδ : Tendsto δ atTop (𝓝 0) := by - have h := (ENNReal.continuous_ofReal.tendsto 0).comp - ((prescribed_cover_diameter_tendsto_zero C).comp (tendsto_add_atTop_nat 1)) - simpa only [ENNReal.ofReal_zero,Function.comp_def] using h - have hcover : ∀ᵐ ω ∂P, ∀ n, ∃ (N : ℕ) (U : Fin N → Set ℂ), - range (f ω)∩K ⊆ ⋃ i,U i ∧ (∀ i,ediam (U i) ≤ δ n) ∧ - ∑ i, extendedGauge (Target.gauge κ W) (ediam (U i)) ≤ Z n ω := by - apply Eventually.of_forall - intro ω n - exact prescribed_candidates_finite_cover hκ W hg (by omega) hm1 (hJ (n+1) (by omega)) - (e n) (he n) C c R hC hc hR K (range (f ω)∩K) hKR hH inter_subset_right (ν ω) - have hcost : Tendsto (fun n => ∫⁻ ω, Z n ω ∂P) atTop - (𝓝 (A*(∫⁻ ω,ν ω Q ∂P))) := by - have heq (n) : (∫⁻ ω,Z n ω ∂P) = A*(∫⁻ ω,ν ω Q ∂P) + ∫⁻ ω,error n ω ∂P := by - dsimp only [Z] - rw [lintegral_add_right' _ (hm n).aemeasurable,lintegral_const_mul' _ _ ENNReal.ofReal_ne_top] - simp_rw [heq] - simpa only [add_zero] using tendsto_const_nhds.add herr - simp_rw [Target.hausdorff_eq_hausdorffGauge] - exact expected_hausdorff_le_of_finite_cover_envelopes P (Target.gauge κ W) - (fun ω => range (f ω)∩K) δ hδ Z hZ hcover _ (le_of_eq hcost.liminf_eq) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedCoverEvents +import OAI.Probability.SLE.Gauge.PrescribedCoverLimits +import OAI.Probability.SLE.Geometry.BoundedTerminalMean + +namespace OAI + +/-! The actual prescribed finite covers reduce the Hausdorff expectation +to the fixed terminal-mass charge and vanishing expected missed-cell cost. +The stochastic missed-cell estimate is kept explicit in this reduction. -/ +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance prescribedExpectationPathMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance prescribedExpectationPathBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ + +def prescribedMissedCost {Ω : Type*} (f : Ω → C(ℝ≥0,ℂ)) (ν : Ω → Measure ℂ) + (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) {J : ℕ} (e : Fin J → ℤ×ℕ) + (C c R : ℝ) (K : Set ℂ) (ω : Ω) : ℝ≥0∞ := + (prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)).card * + ENNReal.ofReal (36*(n:ℝ)*(Target.entryRadius κ W (n,none))^Target.d κ) + +theorem expected_prescribed_hausdorff_le_of_missed_cost + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + {κ : ℝ} (hκ : 0<κ) (W : Target.WienerLaw) + (hg : Target.IsHausdorffGauge (Target.gauge κ W)) + (hm1 : 0 ∫⁻ ω, prescribedMissedCost f ν κ W (n+1) (e n) C c R K ω ∂P) + atTop (𝓝 0)) : + (∫⁻ ω, Target.hausdorff (Target.gauge κ W) (range (f ω)∩K) ∂P) ≤ + ENNReal.ofReal ((8*C)^2/c)*(∫⁻ ω, ν ω (closedBall 0 (R+3+C)) ∂P) := by + let A := ENNReal.ofReal ((8*C)^2/c) + let Q := closedBall (0:ℂ) (R+3+C) + let error (n : ℕ) := prescribedMissedCost f ν κ W (n+1) (e n) C c R K + let Z (n : ℕ) (ω : Ω) := A*ν ω Q + error n ω + have hm (n : ℕ) : Measurable (error n) := + prescribed_missed_cost_measurable f hf ν hν κ W (n+1) (e n) C c R K hK _ + have hZ (n : ℕ) : AEMeasurable (Z n) P := + ((measurable_const.mul ((Measure.measurable_coe isClosed_closedBall.measurableSet).comp hν)).add (hm n)).aemeasurable + let δ (n : ℕ) := ENNReal.ofReal (8*C*Real.exp (-((n+1:ℕ):ℝ)^2)) + have hδ : Tendsto δ atTop (𝓝 0) := by + have h := (ENNReal.continuous_ofReal.tendsto 0).comp + ((prescribed_cover_diameter_tendsto_zero C).comp (tendsto_add_atTop_nat 1)) + simpa only [ENNReal.ofReal_zero,Function.comp_def] using h + have hcover : ∀ᵐ ω ∂P, ∀ n, ∃ (N : ℕ) (U : Fin N → Set ℂ), + range (f ω)∩K ⊆ ⋃ i,U i ∧ (∀ i,ediam (U i) ≤ δ n) ∧ + ∑ i, extendedGauge (Target.gauge κ W) (ediam (U i)) ≤ Z n ω := by + apply Eventually.of_forall + intro ω n + exact prescribed_candidates_finite_cover hκ W hg (by omega) hm1 (hJ (n+1) (by omega)) + (e n) (he n) C c R hC hc hR K (range (f ω)∩K) hKR hH inter_subset_right (ν ω) + have hcost : Tendsto (fun n => ∫⁻ ω, Z n ω ∂P) atTop + (𝓝 (A*(∫⁻ ω,ν ω Q ∂P))) := by + have heq (n) : (∫⁻ ω,Z n ω ∂P) = A*(∫⁻ ω,ν ω Q ∂P) + ∫⁻ ω,error n ω ∂P := by + dsimp only [Z] + rw [lintegral_add_right' _ (hm n).aemeasurable,lintegral_const_mul' _ _ ENNReal.ofReal_ne_top] + simp_rw [heq] + simpa only [add_zero] using tendsto_const_nhds.add herr + simp_rw [Target.hausdorff_eq_hausdorffGauge] + exact expected_hausdorff_le_of_finite_cover_envelopes P (Target.gauge κ W) + (fun ω => range (f ω)∩K) δ hδ Z hZ hcover _ (le_of_eq hcost.liminf_eq) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedCoverGrid.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedCoverGrid.lean index cdfea04e61be219597ba4362ad1bc3e53efa9abf..393220ae7762684ebf80eb6dc53bb3f20b01d33d 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedCoverGrid.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedCoverGrid.lean @@ -1,84 +1,84 @@ -import OAI.Probability.SLE.Gauge.CoverGrid - -namespace OAI - -/-! The final mesh is shifted by half a row. Every retained center is in -the open half-plane, while its closed cell can cover the real boundary. -/ -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -def prescribedGridCenter (r : ℝ) (ij : ℤ × ℤ) : ℂ := - coverGridCenter r ij + (r/2:ℝ)*Complex.I - -def prescribedFineCell (r : ℝ) (ij : ℤ × ℤ) : Set ℂ := - closedBall (prescribedGridCenter r ij) (3*r) - -def prescribedGridIndex (R r : ℝ) (K : Set ℂ) : Finset (ℤ × ℤ) := by - classical - exact (coverGridIndex R r).filter (fun ij => - 0 ≤ ij.2 ∧ (K ∩ prescribedFineCell r ij).Nonempty) - -lemma prescribedGrid_floor_distance {r : ℝ} (hr : 0 + 0 ≤ ij.2 ∧ (K ∩ prescribedFineCell r ij).Nonempty) + +lemma prescribedGrid_floor_distance {r : ℝ} (hr : 0 8*C*Real.exp (-(n:ℝ)^2)) atTop (𝓝 0) := by - have he : Tendsto (fun n : ℕ => Real.exp (-(n:ℝ))) atTop (𝓝 0) := by - simpa only [Real.rpow_zero,one_mul,neg_mul,Function.comp_def] using - (tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 0 1 (by norm_num)).comp - tendsto_natCast_atTop_atTop - have hsq : Tendsto (fun n : ℕ => Real.exp (-(n:ℝ)^2)) atTop (𝓝 0) := by - apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds he - · exact Eventually.of_forall (fun _ => (Real.exp_pos _).le) - · filter_upwards [eventually_ge_atTop 1] with n hn - have hnR : (1:ℝ) ≤ n := by exact_mod_cast hn - exact Real.exp_le_exp.mpr (by nlinarith) - simpa only [mul_zero] using hsq.const_mul (8*C) - -lemma prescribed_batch_failure_cost_tendsto_zero : - Tendsto (fun n : ℕ => (n:ℝ)*Real.exp (-((2:ℝ)^n/16))) atTop (𝓝 0) := by - have ht : Tendsto (fun n : ℕ => (n:ℝ)*Real.exp (-(1/16:ℝ)*(n:ℝ))) atTop (𝓝 0) := by - simpa only [Real.rpow_one,Function.comp_def] using - (tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 1 (1/16) (by norm_num)).comp - tendsto_natCast_atTop_atTop - apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds ht - · exact Eventually.of_forall (fun n => mul_nonneg (Nat.cast_nonneg n) (Real.exp_pos _).le) - · apply Eventually.of_forall - intro n - apply mul_le_mul_of_nonneg_left _ (Nat.cast_nonneg n) - apply Real.exp_le_exp.mpr - have hn : (n:ℝ) ≤ (2:ℝ)^n := by exact_mod_cast (Nat.lt_two_pow_self (n := n)).le - linarith - -lemma prescribed_boundary_cost_tendsto_zero {κ : ℝ} (hκ : 0<κ) (W : Target.WienerLaw) : - Tendsto (fun n : ℕ => (n:ℝ)*(Real.exp (-(n:ℝ))+ - Target.entryRadius κ W (n,none))^(1-codimension κ)) atTop (𝓝 0) := by - let q := 1-codimension κ - have hq : 0 (2:ℝ)^q*((n:ℝ)*Real.exp (-q*(n:ℝ)))) atTop (𝓝 0) := by - have h := (tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 1 q hq).comp - tendsto_natCast_atTop_atTop - simpa only [Real.rpow_one,Function.comp_def,mul_zero] using h.const_mul ((2:ℝ)^q) - apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds ht - · apply Eventually.of_forall - intro n - exact mul_nonneg (Nat.cast_nonneg n) (Real.rpow_nonneg - (add_nonneg (Real.exp_pos _).le (show 0 ≤ Target.entryRadius κ W (n,none) from (Real.exp_pos _).le)) _) - · filter_upwards [eventually_ge_atTop 1] with n hn - have hr := prescribed_cleanup_radius_le_exp hκ W hn - have hrad : 0 < Target.entryRadius κ W (n,none) := Real.exp_pos _ - have hp : (Real.exp (-(n:ℝ))+Target.entryRadius κ W (n,none))^q ≤ - (2*Real.exp (-(n:ℝ)))^q := by - apply Real.rpow_le_rpow (by positivity) (by linarith) hq.le - have he : (2*Real.exp (-(n:ℝ)))^q = (2:ℝ)^q*Real.exp (-q*(n:ℝ)) := by - rw [Real.mul_rpow (by norm_num) (Real.exp_pos _).le,← Real.exp_mul] - congr 2 - ring - rw [he] at hp - calc - _ ≤ (n:ℝ)*((2:ℝ)^q*Real.exp (-q*(n:ℝ))) := mul_le_mul_of_nonneg_left hp (Nat.cast_nonneg n) - _ = _ := by ring - -lemma prescribed_cleanup_error_tendsto_zero {κ : ℝ} (hκ : 0<κ) (W : Target.WienerLaw) : - Tendsto (fun n : ℕ => (n:ℝ)*Real.exp (-((2:ℝ)^n/16)) + - (n:ℝ)*(Real.exp (-(n:ℝ))+Target.entryRadius κ W (n,none))^(1-codimension κ)) - atTop (𝓝 0) := by - simpa only [add_zero] using prescribed_batch_failure_cost_tendsto_zero.add - (prescribed_boundary_cost_tendsto_zero hκ W) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.GaugeEntrySmallness +import OAI.Probability.SLE.Gauge.CoverNumerics + +namespace OAI + +/-! The missed-cell error in the prescribed cover vanishes, including +the bottom rows whose centers approach the real boundary. -/ +noncomputable section +open Set Filter MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +lemma prescribed_cleanup_radius_le_exp {κ : ℝ} (hκ : 0<κ) (W : Target.WienerLaw) + {n : ℕ} (hn : 1 ≤ n) : + Target.entryRadius κ W (n,none) ≤ Real.exp (-(n:ℝ)) := by + refine (Target.entryRadius_le_batch_exp hκ W _).trans ?_ + apply Real.exp_le_exp.mpr + have hnR : (1:ℝ) ≤ n := by exact_mod_cast hn + nlinarith + +lemma prescribed_cover_diameter_tendsto_zero (C : ℝ) : + Tendsto (fun n : ℕ => 8*C*Real.exp (-(n:ℝ)^2)) atTop (𝓝 0) := by + have he : Tendsto (fun n : ℕ => Real.exp (-(n:ℝ))) atTop (𝓝 0) := by + simpa only [Real.rpow_zero,one_mul,neg_mul,Function.comp_def] using + (tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 0 1 (by norm_num)).comp + tendsto_natCast_atTop_atTop + have hsq : Tendsto (fun n : ℕ => Real.exp (-(n:ℝ)^2)) atTop (𝓝 0) := by + apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds he + · exact Eventually.of_forall (fun _ => (Real.exp_pos _).le) + · filter_upwards [eventually_ge_atTop 1] with n hn + have hnR : (1:ℝ) ≤ n := by exact_mod_cast hn + exact Real.exp_le_exp.mpr (by nlinarith) + simpa only [mul_zero] using hsq.const_mul (8*C) + +lemma prescribed_batch_failure_cost_tendsto_zero : + Tendsto (fun n : ℕ => (n:ℝ)*Real.exp (-((2:ℝ)^n/16))) atTop (𝓝 0) := by + have ht : Tendsto (fun n : ℕ => (n:ℝ)*Real.exp (-(1/16:ℝ)*(n:ℝ))) atTop (𝓝 0) := by + simpa only [Real.rpow_one,Function.comp_def] using + (tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 1 (1/16) (by norm_num)).comp + tendsto_natCast_atTop_atTop + apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds ht + · exact Eventually.of_forall (fun n => mul_nonneg (Nat.cast_nonneg n) (Real.exp_pos _).le) + · apply Eventually.of_forall + intro n + apply mul_le_mul_of_nonneg_left _ (Nat.cast_nonneg n) + apply Real.exp_le_exp.mpr + have hn : (n:ℝ) ≤ (2:ℝ)^n := by exact_mod_cast (Nat.lt_two_pow_self (n := n)).le + linarith + +lemma prescribed_boundary_cost_tendsto_zero {κ : ℝ} (hκ : 0<κ) (W : Target.WienerLaw) : + Tendsto (fun n : ℕ => (n:ℝ)*(Real.exp (-(n:ℝ))+ + Target.entryRadius κ W (n,none))^(1-codimension κ)) atTop (𝓝 0) := by + let q := 1-codimension κ + have hq : 0 (2:ℝ)^q*((n:ℝ)*Real.exp (-q*(n:ℝ)))) atTop (𝓝 0) := by + have h := (tendsto_rpow_mul_exp_neg_mul_atTop_nhds_zero 1 q hq).comp + tendsto_natCast_atTop_atTop + simpa only [Real.rpow_one,Function.comp_def,mul_zero] using h.const_mul ((2:ℝ)^q) + apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds ht + · apply Eventually.of_forall + intro n + exact mul_nonneg (Nat.cast_nonneg n) (Real.rpow_nonneg + (add_nonneg (Real.exp_pos _).le (show 0 ≤ Target.entryRadius κ W (n,none) from (Real.exp_pos _).le)) _) + · filter_upwards [eventually_ge_atTop 1] with n hn + have hr := prescribed_cleanup_radius_le_exp hκ W hn + have hrad : 0 < Target.entryRadius κ W (n,none) := Real.exp_pos _ + have hp : (Real.exp (-(n:ℝ))+Target.entryRadius κ W (n,none))^q ≤ + (2*Real.exp (-(n:ℝ)))^q := by + apply Real.rpow_le_rpow (by positivity) (by linarith) hq.le + have he : (2*Real.exp (-(n:ℝ)))^q = (2:ℝ)^q*Real.exp (-q*(n:ℝ)) := by + rw [Real.mul_rpow (by norm_num) (Real.exp_pos _).le,← Real.exp_mul] + congr 2 + ring + rw [he] at hp + calc + _ ≤ (n:ℝ)*((2:ℝ)^q*Real.exp (-q*(n:ℝ))) := mul_le_mul_of_nonneg_left hp (Nat.cast_nonneg n) + _ = _ := by ring + +lemma prescribed_cleanup_error_tendsto_zero {κ : ℝ} (hκ : 0<κ) (W : Target.WienerLaw) : + Tendsto (fun n : ℕ => (n:ℝ)*Real.exp (-((2:ℝ)^n/16)) + + (n:ℝ)*(Real.exp (-(n:ℝ))+Target.entryRadius κ W (n,none))^(1-codimension κ)) + atTop (𝓝 0) := by + simpa only [add_zero] using prescribed_batch_failure_cost_tendsto_zero.add + (prescribed_boundary_cost_tendsto_zero hκ W) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedDiskConditional.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedDiskConditional.lean index 77555adab93ff73919bd40b0cd58a7f766f858e1..7c6b00ed1618ecbcefd3de3387e70a9e06cb0a5a 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedDiskConditional.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedDiskConditional.lean @@ -1,70 +1,70 @@ -import OAI.Probability.SLE.Gauge.PrescribedDiskTestKernel -import OAI.Probability.SLE.Geometry.PastDensityIntegral - -namespace OAI - -/-! The normalized disk success probability is a genuine conditional lower -bound under the actual finite centered law, tested against its full past. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint -local instance diskConditionalMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance diskConditionalBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -theorem CanonicalMass.prescribed_disk_conditional_bound - {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) - (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (R : RawCanonicalMass) - (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ - R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) - (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) - (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) - (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) - (hgrowth : PublishedDiskUnivalentGrowth) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => - (hBm.of_uncurry_left : Measurable (B t)).stronglyMeasurable)) - (fun ω => (τ ω:WithTop ℝ≥0))) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u v r b : ℝ) - (hu : 0 ≤ u) (hv : 0 < v) (hr : 0 < r) - (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) - (hlive : ∀ ω∈E, z ∈ survivingDomain (γ ω) (τ ω)) - (hbase : ∀ ω∈E, fullRadius (G ω) (τ ω) z=(2*z.im)*Real.exp (-u)) - (hR : ∀ ω∈E, fullRadius (G ω) (τ ω) z=(2048*Real.pi)*r) : - ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → - (∫⁻ ω in A∩E, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ b v - (stoppedMarkedCenter κ B γ G τ z ω).arg - ∂finiteCenteredLaw P κ B γ G z (u+v)) ≤ - finiteCenteredLaw P κ B γ G z (u+v) - (A∩E∩C.prescribedBallTest (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) - z ((4096*Real.pi)*r) - (ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*ENNReal.ofReal b)) := by - obtain ⟨M,hM,_hMf,hMp,hbound⟩ := C.prescribed_disk_test_kernel hB hc h0 hκ hκ8 - F hw R he D hD hDf hDp hgrowth hpublished τ hτ z hz u v r b hu hv hr E hE hlive hbase hR - have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left - have hq : Measurable[hτ.measurableSpace] (fun ω => - R.angleDiskTail (P.map (sourceDriverPath B hc)) κ b v - (stoppedMarkedCenter κ B γ G τ z ω).arg) := by - let : IsProbabilityMeasure (P.map (sourceDriverPath B hc)) := - (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance - exact (R.angleDiskTail_measurable _ κ b v).comp - (source_stoppedMarkedCenter_measurable B hm hc κ γ G F hw τ hτ z).carg - intro A hA - rw [← past_density_test_integral P (finiteCenteredLaw P κ B γ G z (u+v)) - hτ.measurableSpace hτ.measurableSpace_le M hM E hE hMp _ hq A hA] - exact hbound A hA - -end SLEExactGauge.Multipoint - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedDiskTestKernel +import OAI.Probability.SLE.Geometry.PastDensityIntegral + +namespace OAI + +/-! The normalized disk success probability is a genuine conditional lower +bound under the actual finite centered law, tested against its full past. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance diskConditionalMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance diskConditionalBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem CanonicalMass.prescribed_disk_conditional_bound + {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => + (hBm.of_uncurry_left : Measurable (B t)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u v r b : ℝ) + (hu : 0 ≤ u) (hv : 0 < v) (hr : 0 < r) + (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) + (hlive : ∀ ω∈E, z ∈ survivingDomain (γ ω) (τ ω)) + (hbase : ∀ ω∈E, fullRadius (G ω) (τ ω) z=(2*z.im)*Real.exp (-u)) + (hR : ∀ ω∈E, fullRadius (G ω) (τ ω) z=(2048*Real.pi)*r) : + ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → + (∫⁻ ω in A∩E, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ b v + (stoppedMarkedCenter κ B γ G τ z ω).arg + ∂finiteCenteredLaw P κ B γ G z (u+v)) ≤ + finiteCenteredLaw P κ B γ G z (u+v) + (A∩E∩C.prescribedBallTest (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) + z ((4096*Real.pi)*r) + (ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*ENNReal.ofReal b)) := by + obtain ⟨M,hM,_hMf,hMp,hbound⟩ := C.prescribed_disk_test_kernel hB hc h0 hκ hκ8 + F hw R he D hD hDf hDp hgrowth hpublished τ hτ z hz u v r b hu hv hr E hE hlive hbase hR + have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + have hq : Measurable[hτ.measurableSpace] (fun ω => + R.angleDiskTail (P.map (sourceDriverPath B hc)) κ b v + (stoppedMarkedCenter κ B γ G τ z ω).arg) := by + let : IsProbabilityMeasure (P.map (sourceDriverPath B hc)) := + (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance + exact (R.angleDiskTail_measurable _ κ b v).comp + (source_stoppedMarkedCenter_measurable B hm hc κ γ G F hw τ hτ z).carg + intro A hA + rw [← past_density_test_integral P (finiteCenteredLaw P κ B γ G z (u+v)) + hτ.measurableSpace hτ.measurableSpace_le M hM E hE hMp _ hq A hA] + exact hbound A hA + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedDiskTestKernel.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedDiskTestKernel.lean index ac8f650de9d079c1605a36613847dfb71049ebe7..1f5ce2e80070001c829bdaac8b292ed8dfc35bc8 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedDiskTestKernel.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedDiskTestKernel.lean @@ -1,180 +1,180 @@ -import OAI.Probability.SLE.Geometry.NormalizedRadiusCell -import OAI.Probability.SLE.Geometry.NormalizedDiskDensity -import OAI.Probability.SLE.Loewner.RawDiskAngleTail -import OAI.Probability.SLE.Geometry.StoppedMarkedStateMeasurability -import OAI.Probability.SLE.Geometry.FiniteDensityAtRadiusState -import OAI.Probability.SLE.Gauge.PrescribedCanonicalTests -import OAI.Probability.SLE.Geometry.RestartWeightedKernel - -namespace OAI - -/-! The actual disk test has its finite centered success kernel at the -starting angle. Only finite stopped events enter the change of law. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint -local instance diskTestMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance diskTestBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -theorem CanonicalMass.prescribed_disk_test_kernel - {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) - (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (R : RawCanonicalMass) - (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ - R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) - (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) - (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) - (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) - (hgrowth : PublishedDiskUnivalentGrowth) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (τ : Ω → ℝ≥0) - (hτ : IsStoppingTime (Filtration.natural B (fun t => - (hBm.of_uncurry_left : Measurable (B t)).stronglyMeasurable)) - (fun ω => (τ ω:WithTop ℝ≥0))) - (z : ℂ) (hz : z ∈ upperHalfPlane) (u v r b : ℝ) - (hu : 0 ≤ u) (hv : 0 < v) (hr : 0 < r) - (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) - (hlive : ∀ ω∈E, z ∈ survivingDomain (γ ω) (τ ω)) - (hbase : ∀ ω∈E, fullRadius (G ω) (τ ω) z=(2*z.im)*Real.exp (-u)) - (hR : ∀ ω∈E, fullRadius (G ω) (τ ω) z=(2048*Real.pi)*r) : - ∃ M : Ω → ℝ≥0∞, Measurable[hτ.measurableSpace] M ∧ - (∀ ω, M ω ≠ ∞) ∧ - (∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → - (∫⁻ ω in A∩E, M ω ∂P)=finiteCenteredLaw P κ B γ G z (u+v) (A∩E)) ∧ - ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → - (∫⁻ ω in A∩E, M ω*R.angleDiskTail (P.map (sourceDriverPath B hc)) κ b v - (stoppedMarkedCenter κ B γ G τ z ω).arg ∂P) ≤ - finiteCenteredLaw P κ B γ G z (u+v) - (A∩E∩C.prescribedBallTest (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) - z ((4096*Real.pi)*r) - (ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*ENNReal.ofReal b)) := by - classical - have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left - let ν := P.map (sourceDriverPath B hc) - let : IsProbabilityMeasure ν := - (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance - let a := stoppedMarkedScale κ B γ G τ z - let θ := fun ω => (stoppedMarkedCenter κ B γ G τ z ω).arg - let Y := normalizedRestartDriverPath B hc τ a - have ham : Measurable[hτ.measurableSpace] a := - source_stoppedMarkedScale_measurable B hm hc κ γ G F hw τ hτ z - have ha : ∀ ω, 0 < a ω := stoppedMarkedScale_pos κ B γ G τ z - have hθm : Measurable[hτ.measurableSpace] θ := - (source_stoppedMarkedCenter_measurable B hm hc κ γ G F hw τ hτ z).carg - have hY : Measurable Y := measurable_scaleDriverPath.comp - ((ham.mono hτ.measurableSpace_le le_rfl).inv.prodMk - (sourceRestartDriverPath_measurable B hm hc τ hτ)) - have hYlaw (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) : - (P.restrict A).map Y=P A • ν := - source_restart_random_scale_driver_law B hB hm hc τ hτ - (fun ω => (a ω)⁻¹) ham.inv (fun ω => inv_pos.mpr (ha ω)) A hA - have hpolar (ω : Ω) (hω : ω∈E) : - θ ω∈Ioo (0:ℝ) Real.pi ∧ G ω (τ ω) z= - (Real.sqrt κ*B (τ ω) ω:ℝ)+(a ω:ℂ)*Complex.exp (θ ω*Complex.I) := by - have hh := (hw ω).live_marked_polar (τ ω) z (hlive ω hω) - simpa only [θ,a,stoppedMarkedCenter_eq κ B γ G τ z ω (hlive ω hω), - stoppedMarkedScale_eq_on_live B κ γ G F hw τ z ω (hlive ω hω)] using hh.2 - obtain ⟨M,hM,hMf,hMactual,hMpast⟩ := exists_finiteDensity_at_radius_state - hB hBm hc h0 κ hκ hκ8 γ G F hw τ hτ z hz u v hu hv E hE hlive hbase - refine ⟨M,hM,hMf,hMpast,?_⟩ - intro A hA - let T := fun ω => radiusLevelTime (γ ω) (G ω) z (u+v) - let q := fun ω => R.angleDiskTail ν κ b v (θ ω) - let test := C.prescribedBallTest T z ((4096*Real.pi)*r) - (ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*ENNReal.ofReal b) - let S := E∩test - let Z := fun ω => ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ*B t ω) - (γ ω) (G ω) z (u+v)/initialGreen κ z) - let Q : Set (Ω × C(ℝ≥0,ℝ)) := {x | x.1∈E ∧ b ≤ R.diskAtRadius κ (θ x.1) v x.2} - let K : Ω × C(ℝ≥0,ℝ) → ℝ≥0∞ := fun x => - M x.1*canonicalFiniteDensity κ (v,Target.diskMapInv (θ x.1) 0,x.2) - have hQ : @MeasurableSet _ (hτ.measurableSpace.prod (borel _)) Q := - (hE.preimage measurable_fst).inter (measurableSet_le measurable_const - (@RawCanonicalMass.diskAtRadius_measurable (Ω × C(ℝ≥0,ℝ)) - (hτ.measurableSpace.prod (borel _)) R κ _ _ (hθm.comp measurable_fst) - measurable_const Prod.snd measurable_snd)) - have hzm : Measurable[hτ.measurableSpace] (fun ω => Target.diskMapInv (θ ω) 0) := by - unfold Target.diskMapInv - fun_prop - have hK : @Measurable _ _ (hτ.measurableSpace.prod (borel _)) _ K := - (hM.comp measurable_fst).mul ((canonicalFiniteDensity_measurable κ).comp - (measurable_const.prodMk ((hzm.comp measurable_fst).prodMk measurable_snd))) - have hT := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz - (u+v) (by linarith) - have htest : MeasurableSet test := hT.measurableSpace_le _ - (C.prescribedBallTest_measurable T hT _ _ _) - have hS : MeasurableSet S := (hτ.measurableSpace_le _ hE).inter htest - have hsec : ∀ᵐ ω ∂P, (1:ℝ≥0∞)*E.indicator (fun ω => M ω*q ω) ω ≤ - ∫⁻ p, Q.indicator K (ω,p) ∂ν := by - apply Eventually.of_forall - intro ω - by_cases hω : ω∈E - · let H := {p | b ≤ R.diskAtRadius κ (θ ω) v p} - have hH : MeasurableSet H := measurableSet_le measurable_const - (R.diskAtRadius_measurable κ (fun _ => θ ω) (fun _ => v) - measurable_const measurable_const id measurable_id) - have hid : (fun p => Q.indicator K (ω,p)) = - (fun p => M ω*H.indicator (fun p => canonicalFiniteDensity κ - (v,Target.diskMapInv (θ ω) 0,p)) p) := by - funext p - by_cases hp : p∈H - · rw [indicator_of_mem (show (ω,p)∈Q from ⟨hω,hp⟩),indicator_of_mem hp] - · rw [indicator_of_notMem (show (ω,p)∉Q from fun h => hp h.2), - indicator_of_notMem hp,mul_zero] - rw [hid,lintegral_const_mul' _ _ (hMf ω),lintegral_indicator hH, - ← withDensity_apply _ hH,indicator_of_mem hω,one_mul] - exact le_rfl - · rw [indicator_of_notMem hω,mul_zero] - exact bot_le - have hden := normalized_restart_disk_density hB hm hc γ G F hw hpublished τ hτ a ham ha - have hcell := C.normalized_cell_bounds_at_radius hB hc hκ F hw R he D hD hDf hDp - hgrowth hpublished τ hτ a ham ha - have hactual : ∀ᵐ ω ∂P, Q.indicator K (ω,Y ω) ≤ S.indicator Z ω := by - filter_upwards [hden,hcell,hMactual] with ω hd hb hMω - by_cases hQω : (ω,Y ω)∈Q - · obtain ⟨hωE,hbval⟩ := hQω - have hpol := hpolar ω hωE - have hKZ : K (ω,Y ω)=Z ω := by - change M ω*canonicalFiniteDensity κ (v,Target.diskMapInv (θ ω) 0,Y ω)=Z ω - rw [hMω hωE] - exact (hd _ hpol.1 z (hlive ω hωE) hz hpol.2 u v hu hv (hbase ω hωE)).symm - rw [indicator_of_mem (show (ω,Y ω)∈Q from ⟨hωE,hbval⟩),hKZ] - by_cases hf : T ω<⊤ - · have hmass := (hb (θ ω) hpol.1 z (hlive ω hωE) r hr (hR ω hωE) - hpol.2 u hu (hbase ω hωE) v hv hf).1 - have hvb := (mul_le_mul' le_rfl (ENNReal.ofReal_le_ofReal hbval)).trans hmass - have heval : extendedCanonicalMass C.process C.rational.terminal (T ω) ω = - C.process ((T ω).untopD 0) ω := by - dsimp only [extendedCanonicalMass] - rw [ite_eq_left hf] - rfl - rw [heval] at hvb - have ht : ω∈test := ⟨hf,hvb⟩ - rw [indicator_of_mem (show ω∈S from ⟨hωE,ht⟩)] - · have hz0 : Z ω=0 := by - simp only [Z,stoppedGreen,show ¬radiusLevelTime (γ ω) (G ω) z (u+v)<∞ from hf, - ite_false,zero_div,ENNReal.ofReal_zero] - rw [hz0] - exact bot_le - · rw [indicator_of_notMem hQω] - exact bot_le - have hh := @restart_weighted_event_lower_bound Ω C(ℝ≥0,ℝ) mΩ (borel _) - P inferInstance ν inferInstance hτ.measurableSpace hτ.measurableSpace_le - Y hY hYlaw K hK Q hQ (E.indicator (fun ω => M ω*q ω)) Z 1 (by simp) S hS - hsec hactual A hA - rw [one_mul,setLIntegral_indicator (hτ.measurableSpace_le _ hE),inter_comm E A] at hh - simpa only [ν,q,θ,Z,S,test,finiteCenteredLaw,← inter_assoc] using hh - -end SLEExactGauge.Multipoint - -end - -end OAI +import OAI.Probability.SLE.Geometry.NormalizedRadiusCell +import OAI.Probability.SLE.Geometry.NormalizedDiskDensity +import OAI.Probability.SLE.Loewner.RawDiskAngleTail +import OAI.Probability.SLE.Geometry.StoppedMarkedStateMeasurability +import OAI.Probability.SLE.Geometry.FiniteDensityAtRadiusState +import OAI.Probability.SLE.Gauge.PrescribedCanonicalTests +import OAI.Probability.SLE.Geometry.RestartWeightedKernel + +namespace OAI + +/-! The actual disk test has its finite centered success kernel at the +starting angle. Only finite stopped events enter the change of law. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance diskTestMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance diskTestBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem CanonicalMass.prescribed_disk_test_kernel + {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => + (hBm.of_uncurry_left : Measurable (B t)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u v r b : ℝ) + (hu : 0 ≤ u) (hv : 0 < v) (hr : 0 < r) + (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) + (hlive : ∀ ω∈E, z ∈ survivingDomain (γ ω) (τ ω)) + (hbase : ∀ ω∈E, fullRadius (G ω) (τ ω) z=(2*z.im)*Real.exp (-u)) + (hR : ∀ ω∈E, fullRadius (G ω) (τ ω) z=(2048*Real.pi)*r) : + ∃ M : Ω → ℝ≥0∞, Measurable[hτ.measurableSpace] M ∧ + (∀ ω, M ω ≠ ∞) ∧ + (∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → + (∫⁻ ω in A∩E, M ω ∂P)=finiteCenteredLaw P κ B γ G z (u+v) (A∩E)) ∧ + ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → + (∫⁻ ω in A∩E, M ω*R.angleDiskTail (P.map (sourceDriverPath B hc)) κ b v + (stoppedMarkedCenter κ B γ G τ z ω).arg ∂P) ≤ + finiteCenteredLaw P κ B γ G z (u+v) + (A∩E∩C.prescribedBallTest (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) + z ((4096*Real.pi)*r) + (ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*ENNReal.ofReal b)) := by + classical + have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let ν := P.map (sourceDriverPath B hc) + let : IsProbabilityMeasure ν := + (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance + let a := stoppedMarkedScale κ B γ G τ z + let θ := fun ω => (stoppedMarkedCenter κ B γ G τ z ω).arg + let Y := normalizedRestartDriverPath B hc τ a + have ham : Measurable[hτ.measurableSpace] a := + source_stoppedMarkedScale_measurable B hm hc κ γ G F hw τ hτ z + have ha : ∀ ω, 0 < a ω := stoppedMarkedScale_pos κ B γ G τ z + have hθm : Measurable[hτ.measurableSpace] θ := + (source_stoppedMarkedCenter_measurable B hm hc κ γ G F hw τ hτ z).carg + have hY : Measurable Y := measurable_scaleDriverPath.comp + ((ham.mono hτ.measurableSpace_le le_rfl).inv.prodMk + (sourceRestartDriverPath_measurable B hm hc τ hτ)) + have hYlaw (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) : + (P.restrict A).map Y=P A • ν := + source_restart_random_scale_driver_law B hB hm hc τ hτ + (fun ω => (a ω)⁻¹) ham.inv (fun ω => inv_pos.mpr (ha ω)) A hA + have hpolar (ω : Ω) (hω : ω∈E) : + θ ω∈Ioo (0:ℝ) Real.pi ∧ G ω (τ ω) z= + (Real.sqrt κ*B (τ ω) ω:ℝ)+(a ω:ℂ)*Complex.exp (θ ω*Complex.I) := by + have hh := (hw ω).live_marked_polar (τ ω) z (hlive ω hω) + simpa only [θ,a,stoppedMarkedCenter_eq κ B γ G τ z ω (hlive ω hω), + stoppedMarkedScale_eq_on_live B κ γ G F hw τ z ω (hlive ω hω)] using hh.2 + obtain ⟨M,hM,hMf,hMactual,hMpast⟩ := exists_finiteDensity_at_radius_state + hB hBm hc h0 κ hκ hκ8 γ G F hw τ hτ z hz u v hu hv E hE hlive hbase + refine ⟨M,hM,hMf,hMpast,?_⟩ + intro A hA + let T := fun ω => radiusLevelTime (γ ω) (G ω) z (u+v) + let q := fun ω => R.angleDiskTail ν κ b v (θ ω) + let test := C.prescribedBallTest T z ((4096*Real.pi)*r) + (ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*ENNReal.ofReal b) + let S := E∩test + let Z := fun ω => ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ*B t ω) + (γ ω) (G ω) z (u+v)/initialGreen κ z) + let Q : Set (Ω × C(ℝ≥0,ℝ)) := {x | x.1∈E ∧ b ≤ R.diskAtRadius κ (θ x.1) v x.2} + let K : Ω × C(ℝ≥0,ℝ) → ℝ≥0∞ := fun x => + M x.1*canonicalFiniteDensity κ (v,Target.diskMapInv (θ x.1) 0,x.2) + have hQ : @MeasurableSet _ (hτ.measurableSpace.prod (borel _)) Q := + (hE.preimage measurable_fst).inter (measurableSet_le measurable_const + (@RawCanonicalMass.diskAtRadius_measurable (Ω × C(ℝ≥0,ℝ)) + (hτ.measurableSpace.prod (borel _)) R κ _ _ (hθm.comp measurable_fst) + measurable_const Prod.snd measurable_snd)) + have hzm : Measurable[hτ.measurableSpace] (fun ω => Target.diskMapInv (θ ω) 0) := by + unfold Target.diskMapInv + fun_prop + have hK : @Measurable _ _ (hτ.measurableSpace.prod (borel _)) _ K := + (hM.comp measurable_fst).mul ((canonicalFiniteDensity_measurable κ).comp + (measurable_const.prodMk ((hzm.comp measurable_fst).prodMk measurable_snd))) + have hT := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz + (u+v) (by linarith) + have htest : MeasurableSet test := hT.measurableSpace_le _ + (C.prescribedBallTest_measurable T hT _ _ _) + have hS : MeasurableSet S := (hτ.measurableSpace_le _ hE).inter htest + have hsec : ∀ᵐ ω ∂P, (1:ℝ≥0∞)*E.indicator (fun ω => M ω*q ω) ω ≤ + ∫⁻ p, Q.indicator K (ω,p) ∂ν := by + apply Eventually.of_forall + intro ω + by_cases hω : ω∈E + · let H := {p | b ≤ R.diskAtRadius κ (θ ω) v p} + have hH : MeasurableSet H := measurableSet_le measurable_const + (R.diskAtRadius_measurable κ (fun _ => θ ω) (fun _ => v) + measurable_const measurable_const id measurable_id) + have hid : (fun p => Q.indicator K (ω,p)) = + (fun p => M ω*H.indicator (fun p => canonicalFiniteDensity κ + (v,Target.diskMapInv (θ ω) 0,p)) p) := by + funext p + by_cases hp : p∈H + · rw [indicator_of_mem (show (ω,p)∈Q from ⟨hω,hp⟩),indicator_of_mem hp] + · rw [indicator_of_notMem (show (ω,p)∉Q from fun h => hp h.2), + indicator_of_notMem hp,mul_zero] + rw [hid,lintegral_const_mul' _ _ (hMf ω),lintegral_indicator hH, + ← withDensity_apply _ hH,indicator_of_mem hω,one_mul] + exact le_rfl + · rw [indicator_of_notMem hω,mul_zero] + exact bot_le + have hden := normalized_restart_disk_density hB hm hc γ G F hw hpublished τ hτ a ham ha + have hcell := C.normalized_cell_bounds_at_radius hB hc hκ F hw R he D hD hDf hDp + hgrowth hpublished τ hτ a ham ha + have hactual : ∀ᵐ ω ∂P, Q.indicator K (ω,Y ω) ≤ S.indicator Z ω := by + filter_upwards [hden,hcell,hMactual] with ω hd hb hMω + by_cases hQω : (ω,Y ω)∈Q + · obtain ⟨hωE,hbval⟩ := hQω + have hpol := hpolar ω hωE + have hKZ : K (ω,Y ω)=Z ω := by + change M ω*canonicalFiniteDensity κ (v,Target.diskMapInv (θ ω) 0,Y ω)=Z ω + rw [hMω hωE] + exact (hd _ hpol.1 z (hlive ω hωE) hz hpol.2 u v hu hv (hbase ω hωE)).symm + rw [indicator_of_mem (show (ω,Y ω)∈Q from ⟨hωE,hbval⟩),hKZ] + by_cases hf : T ω<⊤ + · have hmass := (hb (θ ω) hpol.1 z (hlive ω hωE) r hr (hR ω hωE) + hpol.2 u hu (hbase ω hωE) v hv hf).1 + have hvb := (mul_le_mul' le_rfl (ENNReal.ofReal_le_ofReal hbval)).trans hmass + have heval : extendedCanonicalMass C.process C.rational.terminal (T ω) ω = + C.process ((T ω).untopD 0) ω := by + dsimp only [extendedCanonicalMass] + rw [ite_eq_left hf] + rfl + rw [heval] at hvb + have ht : ω∈test := ⟨hf,hvb⟩ + rw [indicator_of_mem (show ω∈S from ⟨hωE,ht⟩)] + · have hz0 : Z ω=0 := by + simp only [Z,stoppedGreen,show ¬radiusLevelTime (γ ω) (G ω) z (u+v)<∞ from hf, + ite_false,zero_div,ENNReal.ofReal_zero] + rw [hz0] + exact bot_le + · rw [indicator_of_notMem hQω] + exact bot_le + have hh := @restart_weighted_event_lower_bound Ω C(ℝ≥0,ℝ) mΩ (borel _) + P inferInstance ν inferInstance hτ.measurableSpace hτ.measurableSpace_le + Y hY hYlaw K hK Q hQ (E.indicator (fun ω => M ω*q ω)) Z 1 (by simp) S hS + hsec hactual A hA + rw [one_mul,setLIntegral_indicator (hτ.measurableSpace_le _ hE),inter_comm E A] at hh + simpa only [ν,q,θ,Z,S,test,finiteCenteredLaw,← inter_assoc] using hh + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedEntryKernel.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedEntryKernel.lean index 902d4bee7a34ebac4698afe468f94ce148349dbf..c83cdf2b65f5a0d44d11717f4306a3f03487574c 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedEntryKernel.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedEntryKernel.lean @@ -1,78 +1,78 @@ -import OAI.Probability.SLE.Gauge.PrescribedRadiusFinalLaw -import OAI.Probability.SLE.Gauge.PrescribedRadiusLevels - -namespace OAI - -/-! The physical radius, exact prescribed inner-clock duration, threshold, -and normalized angle kernel of one entry all agree with the batch test. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint -local instance entryKernelMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance entryKernelBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ - -lemma prescribed_ball_threshold (κ r b : ℝ) (hr : 0 < r) : - ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*ENNReal.ofReal b = - ENNReal.ofReal ((128*Real.pi)^dimension κ*b*r^Target.d κ) := by - have hd : Target.d κ=dimension κ := by rw [Target.dimension_eq]; rfl - rw [← ENNReal.ofReal_mul (Real.rpow_nonneg (by positivity) _), - Real.mul_rpow (by positivity : 0 ≤ 128*Real.pi) hr.le,hd] - congr 1 - ring - -theorem CanonicalMass.prescribed_entry_success_kernel - {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) - (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (R : RawCanonicalMass) - (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ - R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) - (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) - (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) - (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) - (hgrowth : PublishedDiskUnivalentGrowth) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (W : Target.WienerLaw) (n : ℕ) (e : ℤ×ℕ) (z : ℂ) (hz : z ∈ upperHalfPlane) - (hu : 0 ≤ Target.entryPhysicalLevel κ W (n,some e) (2048*Real.pi) z) - (V : ℝ) (hV : Target.entryPhysicalLevel κ W (n,some e) (2048*Real.pi) z+ - 2*Target.a κ*(Target.batchLevel κ W n:ℝ) ≤ V) : - ∀ A : Set Ω, MeasurableSet[(actual_radiusLevelTime_stopping hB - (fun t => (hBm.of_uncurry_left : Measurable (B t))) hBm hc h0 - κ hκ hκ8 γ G F hw z hz _ hu).measurableSpace] A → - (∫⁻ ω in A, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ (Target.entryValue (n,some e)) - (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) - (extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z - (Target.entryPhysicalLevel κ W (n,some e) (2048*Real.pi) z)) z ω) - ∂finiteCenteredLaw P κ B γ G z V) ≤ - finiteCenteredLaw P κ B γ G z V - (A∩C.prescribedBallTest (fun ω => radiusLevelTime (γ ω) (G ω) z - (Target.entryPhysicalLevel κ W (n,some e) (2048*Real.pi) z+ - 2*Target.a κ*(Target.batchLevel κ W n:ℝ))) - z ((4096*Real.pi)*Target.entryRadius κ W (n,some e)) - (ENNReal.ofReal ((128*Real.pi)^dimension κ*Target.entryValue (n,some e)* - (Target.entryRadius κ W (n,some e))^Target.d κ))) := by - have hr : 0 < Target.entryRadius κ W (n,some e) := Real.exp_pos _ - have hℓ : (0:ℝ) B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (W : Target.WienerLaw) (n : ℕ) (e : ℤ×ℕ) (z : ℂ) (hz : z ∈ upperHalfPlane) + (hu : 0 ≤ Target.entryPhysicalLevel κ W (n,some e) (2048*Real.pi) z) + (V : ℝ) (hV : Target.entryPhysicalLevel κ W (n,some e) (2048*Real.pi) z+ + 2*Target.a κ*(Target.batchLevel κ W n:ℝ) ≤ V) : + ∀ A : Set Ω, MeasurableSet[(actual_radiusLevelTime_stopping hB + (fun t => (hBm.of_uncurry_left : Measurable (B t))) hBm hc h0 + κ hκ hκ8 γ G F hw z hz _ hu).measurableSpace] A → + (∫⁻ ω in A, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ (Target.entryValue (n,some e)) + (2*Target.a κ*(Target.batchLevel κ W n:ℝ)) + (extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z + (Target.entryPhysicalLevel κ W (n,some e) (2048*Real.pi) z)) z ω) + ∂finiteCenteredLaw P κ B γ G z V) ≤ + finiteCenteredLaw P κ B γ G z V + (A∩C.prescribedBallTest (fun ω => radiusLevelTime (γ ω) (G ω) z + (Target.entryPhysicalLevel κ W (n,some e) (2048*Real.pi) z+ + 2*Target.a κ*(Target.batchLevel κ W n:ℝ))) + z ((4096*Real.pi)*Target.entryRadius κ W (n,some e)) + (ENNReal.ofReal ((128*Real.pi)^dimension κ*Target.entryValue (n,some e)* + (Target.entryRadius κ W (n,some e))^Target.d κ))) := by + have hr : 0 < Target.entryRadius κ W (n,some e) := Real.exp_pos _ + have hℓ : (0:ℝ) apply OuterMeasure.mkMetric_mono - · filter_upwards [gt_mem_nhds (show (0:ℝ≥0∞)<∞ from ENNReal.zero_lt_top)] with r hr - simp only [ne_of_lt hr,ite_false,extendedGauge,le_refl] - · filter_upwards [] with r - unfold extendedGauge - split_ifs <;> simp - -lemma gauge_le_entry (κ : ℝ) (W : WienerLaw) (e : Entry) - (he : ValidEntry κ W e) (r : ℝ) : gauge κ W r ≤ entryCost κ W e r := by - rw [gauge_eq_full] - exact QuadraticEnvelope.full_le_profile - (fun i => (weights_pos κ W i).le) (radii_pos κ W) ⟨e,he⟩ r - -lemma gauge_scaled_entry_le (κ : ℝ) (W : WienerLaw) (e : Entry) - (he : ValidEntry κ W e) (C : ℝ) : - gauge κ W (C*entryRadius κ W e) ≤ - max 1 (C^2)*entryValue e*(entryRadius κ W e)^d κ := by - have hr : entryRadius κ W e ≠ 0 := (Real.exp_pos _).ne' - convert gauge_le_entry κ W e he (C*entryRadius κ W e) using 1 - unfold entryCost - rw [mul_div_cancel_right₀ _ hr] - ring - -lemma enlarged_candidate_gauge_cost {κ : ℝ} (W : WienerLaw) - (hg : IsHausdorffGauge (gauge κ W)) (e : Entry) (he : ValidEntry κ W e) - (z : ℂ) {C c : ℝ} (hC : 1≤C) (hc : 0 apply OuterMeasure.mkMetric_mono + · filter_upwards [gt_mem_nhds (show (0:ℝ≥0∞)<∞ from ENNReal.zero_lt_top)] with r hr + simp only [ne_of_lt hr,ite_false,extendedGauge,le_refl] + · filter_upwards [] with r + unfold extendedGauge + split_ifs <;> simp + +lemma gauge_le_entry (κ : ℝ) (W : WienerLaw) (e : Entry) + (he : ValidEntry κ W e) (r : ℝ) : gauge κ W r ≤ entryCost κ W e r := by + rw [gauge_eq_full] + exact QuadraticEnvelope.full_le_profile + (fun i => (weights_pos κ W i).le) (radii_pos κ W) ⟨e,he⟩ r + +lemma gauge_scaled_entry_le (κ : ℝ) (W : WienerLaw) (e : Entry) + (he : ValidEntry κ W e) (C : ℝ) : + gauge κ W (C*entryRadius κ W e) ≤ + max 1 (C^2)*entryValue e*(entryRadius κ W e)^d κ := by + have hr : entryRadius κ W e ≠ 0 := (Real.exp_pos _).ne' + convert gauge_le_entry κ W e he (C*entryRadius κ W e) using 1 + unfold entryCost + rw [mul_div_cancel_right₀ _ hr] + ring + +lemma enlarged_candidate_gauge_cost {κ : ℝ} (W : WienerLaw) + (hg : IsHausdorffGauge (gauge κ W)) (e : Entry) (he : ValidEntry κ W e) + (z : ℂ) {C c : ℝ} (hC : 1≤C) (hc : 0 (prescribedGridCenter r ij).im^(-α) - have heq : (∑ ij∈I, A*r^α*w ij*(ε + if (prescribedGridCenter r ij).im<η then 1 else 0)) = - A*r^α*(ε*(∑ ij∈I,w ij)+ - ∑ ij∈I.filter (fun ij => (prescribedGridCenter r ij).im<η),w ij) := by - rw [Finset.sum_filter,Finset.mul_sum,← Finset.sum_add_distrib,Finset.mul_sum] - apply Finset.sum_congr rfl - intro ij _ - split_ifs <;> ring - rw [heq] - have hfull := prescribed_grid_height_sum_bound α hα0 hα1 hR hr hr1 K - have hstrip := prescribed_grid_lower_strip_sum α hα0 hα1 hR hr hr1 hη K - have hh := add_le_add (mul_le_mul_of_nonneg_left hfull hε) hstrip - apply (mul_le_mul_of_nonneg_left hh (mul_nonneg hA (Real.rpow_nonneg hr.le _))).trans - apply le_of_eq - ring - -lemma prescribed_cleanup_power_cancellation (κ : ℝ) {r : ℝ} (hr : 0 (prescribedGridCenter r ij).im^(-α) + have heq : (∑ ij∈I, A*r^α*w ij*(ε + if (prescribedGridCenter r ij).im<η then 1 else 0)) = + A*r^α*(ε*(∑ ij∈I,w ij)+ + ∑ ij∈I.filter (fun ij => (prescribedGridCenter r ij).im<η),w ij) := by + rw [Finset.sum_filter,Finset.mul_sum,← Finset.sum_add_distrib,Finset.mul_sum] + apply Finset.sum_congr rfl + intro ij _ + split_ifs <;> ring + rw [heq] + have hfull := prescribed_grid_height_sum_bound α hα0 hα1 hR hr hr1 K + have hstrip := prescribed_grid_lower_strip_sum α hα0 hα1 hR hr hr1 hη K + have hh := add_le_add (mul_le_mul_of_nonneg_left hfull hε) hstrip + apply (mul_le_mul_of_nonneg_left hh (mul_nonneg hA (Real.rpow_nonneg hr.le _))).trans + apply le_of_eq + ring + +lemma prescribed_cleanup_power_cancellation (κ : ℝ) {r : ℝ} (hr : 0 - Real.rpow_nonneg (mul_nonneg (by - have hj := (Finset.mem_Icc.mp (Finset.mem_product.mp hij).2).1 - have hjR : (0:ℝ) ≤ ij.2 := by exact_mod_cast hj - linarith) hr.le) _) - _ = (2*(N:ℝ)+1)*∑ j∈Finset.Icc 0 N, (((j:ℝ)+1/2)*r)^(-α) := by - have hcard : ((Finset.Icc (-N) N).card:ℝ)=2*(N:ℝ)+1 := by - have hh := Int.card_Icc_of_le (a := -N) (b := N) (by omega) - have hh' : ((Finset.Icc (-N) N).card:ℝ)=(N:ℝ)+1-(-(N:ℝ)) := by exact_mod_cast hh - linarith - rw [Finset.sum_product] - dsimp only [Prod.snd] - rw [Finset.sum_const,nsmul_eq_mul,hcard] - _ ≤ ((2*R+5)/r)*(((2:ℝ)^α/(1-α))*r⁻¹*(R+3)^(1-α)) := - mul_le_mul hcol hrows (Finset.sum_nonneg (fun j hj => Real.rpow_nonneg (by - have hjR : (0:ℝ) ≤ j := by exact_mod_cast (Finset.mem_Icc.mp hj).1 - positivity) _)) (by positivity) - _ = _ := by - rw [Real.rpow_neg hr.le,Real.rpow_two] - field_simp - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedCoverGrid +import OAI.Probability.SLE.Gauge.PrescribedHeightSum + +namespace OAI + +/-! Summing the one-point height factor over the actual finite shifted +grid. The constant depends on the bounded region, not on the mesh. -/ +noncomputable section +open Set Filter MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +private lemma int_row_sum (α r : ℝ) (N : ℤ) : + (∑ j∈Finset.Icc 0 N, (((j:ℝ)+1/2)*r)^(-α)) = + ∑ j∈Finset.range (N+1).toNat, (((j:ℝ)+1/2)*r)^(-α) := by + rw [Int.Icc_eq_finset_map,Finset.sum_map] + simp only [sub_zero,Function.Embedding.trans_apply,addLeftEmbedding_apply,zero_add, + Nat.castEmbedding_apply,Int.cast_natCast] + +theorem prescribed_grid_height_sum_bound (α : ℝ) (hα0 : 0 ≤ α) (hα1 : α<1) + {R r : ℝ} (hR : 0 ≤ R) (hr : 0 + Real.rpow_nonneg (mul_nonneg (by + have hj := (Finset.mem_Icc.mp (Finset.mem_product.mp hij).2).1 + have hjR : (0:ℝ) ≤ ij.2 := by exact_mod_cast hj + linarith) hr.le) _) + _ = (2*(N:ℝ)+1)*∑ j∈Finset.Icc 0 N, (((j:ℝ)+1/2)*r)^(-α) := by + have hcard : ((Finset.Icc (-N) N).card:ℝ)=2*(N:ℝ)+1 := by + have hh := Int.card_Icc_of_le (a := -N) (b := N) (by omega) + have hh' : ((Finset.Icc (-N) N).card:ℝ)=(N:ℝ)+1-(-(N:ℝ)) := by exact_mod_cast hh + linarith + rw [Finset.sum_product] + dsimp only [Prod.snd] + rw [Finset.sum_const,nsmul_eq_mul,hcard] + _ ≤ ((2*R+5)/r)*(((2:ℝ)^α/(1-α))*r⁻¹*(R+3)^(1-α)) := + mul_le_mul hcol hrows (Finset.sum_nonneg (fun j hj => Real.rpow_nonneg (by + have hjR : (0:ℝ) ≤ j := by exact_mod_cast (Finset.mem_Icc.mp hj).1 + positivity) _)) (by positivity) + _ = _ := by + rw [Real.rpow_neg hr.le,Real.rpow_two] + field_simp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedGridLower.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedGridLower.lean index 629096e53f12eb14201899cc27b404b1dfdc5508..d6522e349e7add6402a9c1a620d4e8ca16521e85 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedGridLower.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedGridLower.lean @@ -1,110 +1,110 @@ -import OAI.Probability.SLE.Mass.LocalGridMass -import OAI.Probability.SLE.MomentGauge -import OAI.Probability.SLE.HausdorffLimits - -namespace OAI - -/-! Eventual bounds on the exact prescribed grid imply an arbitrary-cover -Hausdorff lower bound. Finitely many early batches are restored uniformly. -/ - -noncomputable section -open Set Filter MeasureTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge - -lemma prescribed_grid_ball_bound - (μ : Measure ℂ) [IsFiniteMeasure μ] (κ : ℝ) (W : Target.WienerLaw) - (hm1 : 0 < Target.moment κ W 1) - (hJ : ∀ n : ℕ, 1 ≤ n → Target.moment κ W 1^n ≤ Target.moment κ W n) - (n₀ : ℕ) (D : ℝ) (hD : 0 ≤ D) - (hcell : ∀ e : Target.Entry, Target.ValidEntry κ W e → n₀ ≤ e.1 → - ∀ i : ℤ×ℤ, μ (closedBall (coverGridCenter (Target.entryRadius κ W e) i) - (2*Target.entryRadius κ W e)) ≤ ENNReal.ofReal - (D*Target.entryValue e*(Target.entryRadius κ W e)^Target.d κ)) : - ∃ C : ℝ, 0 < C ∧ ∀ x : ℂ, ∀ s : ℝ, 0 < s → - μ (ball x s) ≤ ENNReal.ofReal (C*Target.gauge κ W s) := by - let F : ℝ → ℝ := fun s => ⨆ x : ℂ, (μ (ball x s)).toReal - have hμ (x : ℂ) (s : ℝ) : (μ (ball x s)).toReal ≤ (μ univ).toReal := - ENNReal.toReal_mono (measure_ne_top μ univ) (measure_mono (subset_univ _)) - have hbd (s : ℝ) : BddAbove (range (fun x : ℂ => (μ (ball x s)).toReal)) := - ⟨(μ univ).toReal,by rintro _ ⟨x,rfl⟩; exact hμ x s⟩ - have hbound (s : ℝ) (_hs : 0 < s) : F s ≤ (μ univ).toReal := ciSup_le (fun x => hμ x s) - have htail (e : Target.Entry) (he : Target.ValidEntry κ W e) (hen : n₀ ≤ e.1) - (s : ℝ) (hs : 0 < s) : F s ≤ (324*D)*Target.entryCost κ W e s := by - apply ciSup_le - intro x - have hr : 0 < Target.entryRadius κ W e := Target.radii_pos κ W ⟨e,he⟩ - have hv : 0 < Target.entryValue e := Target.weights_pos κ W ⟨e,he⟩ - let H := D*Target.entryValue e*(Target.entryRadius κ W e)^Target.d κ - have hH : 0 ≤ H := mul_nonneg (mul_nonneg hD hv.le) (Real.rpow_nonneg hr.le _) - have hg := localGrid_mass_bound μ hr (show 0 ≤ 2*s by positivity) hH - (hcell e he hen) (ball x s) (fun y hy z hz => - (dist_triangle_right y z x).trans (by - have hy' : dist y x < s := hy - have hz' : dist z x < s := hz - linarith)) - have ht := ENNReal.toReal_mono ENNReal.ofReal_ne_top hg - rw [ENNReal.toReal_ofReal (by positivity)] at ht - have hmax : max 1 ((2*s/Target.entryRadius κ W e)^2) ≤ - 4*max 1 ((s/Target.entryRadius κ W e)^2) := by - apply max_le - · nlinarith [le_max_left (1:ℝ) ((s/Target.entryRadius κ W e)^2)] - · have heq : (2*s/Target.entryRadius κ W e)^2=4*(s/Target.entryRadius κ W e)^2 := by ring - rw [heq] - exact mul_le_mul_of_nonneg_left (le_max_right _ _) (by norm_num) - calc - (μ (ball x s)).toReal ≤ 81*H*max 1 ((2*s/Target.entryRadius κ W e)^2) := ht - _ ≤ 81*H*(4*max 1 ((s/Target.entryRadius κ W e)^2)) := - mul_le_mul_of_nonneg_left hmax (mul_nonneg (by norm_num) hH) - _ = (324*D)*Target.entryCost κ W e s := by unfold H Target.entryCost; ring - obtain ⟨C,hC,hCf⟩ := Target.gauge_restore_early_batches κ W hm1 hJ n₀ F - ENNReal.toReal_nonneg hbound htail - refine ⟨C,hC,?_⟩ - intro x s hs - have ht : (μ (ball x s)).toReal ≤ C*Target.gauge κ W s := - (le_ciSup (hbd s) x).trans (hCf s hs) - rw [← ENNReal.ofReal_toReal (measure_ne_top μ (ball x s))] - exact ENNReal.ofReal_le_ofReal ht - -lemma Target.hausdorffGauge_le_hausdorff (h : ℝ → ℝ) : - (hausdorffGauge h).toOuterMeasure ≤ Target.hausdorff h := by - rw [hausdorffGauge,Measure.mkMetric_toOuterMeasure] - apply OuterMeasure.mkMetric_mono - filter_upwards [] with r - dsimp only [extendedGauge] - by_cases hr : r=∞ - · simp only [hr,ite_true,le_top] - · simp only [hr,ite_false,le_refl] - -lemma prescribed_grid_mass_distribution - (μ : Measure ℂ) [IsFiniteMeasure μ] (κ : ℝ) (W : Target.WienerLaw) - (hg : Target.IsHausdorffGauge (Target.gauge κ W)) - (hm1 : 0 < Target.moment κ W 1) - (hJ : ∀ n : ℕ, 1 ≤ n → Target.moment κ W 1^n ≤ Target.moment κ W n) - (n₀ : ℕ) (D : ℝ) (hD : 0 ≤ D) - (hcell : ∀ e : Target.Entry, Target.ValidEntry κ W e → n₀ ≤ e.1 → - ∀ i : ℤ×ℤ, μ (closedBall (coverGridCenter (Target.entryRadius κ W e) i) - (2*Target.entryRadius κ W e)) ≤ ENNReal.ofReal - (D*Target.entryValue e*(Target.entryRadius κ W e)^Target.d κ)) : - ∃ C : ℝ, 0 < C ∧ μ.toOuterMeasure ≤ ENNReal.ofReal C • Target.hausdorff (Target.gauge κ W) := by - obtain ⟨C,hC,hball⟩ := prescribed_grid_ball_bound μ κ W hm1 hJ n₀ D hD hcell - let C' : ℝ≥0 := ⟨C,hC.le⟩ - have hC' : 0 < C' := hC - have hg' : IsGauge (Target.gauge κ W) := ⟨hg.1,hg.2.1,hg.2.2.1,hg.2.2.2⟩ - have hc : (C':ℝ≥0∞)=ENNReal.ofReal C := ENNReal.ofReal_coe_nnreal.symm - have hm := gauge_mass_distribution hg' μ C' hC' 1 (by norm_num) - (fun x r hr _ => by simpa only [ENNReal.ofReal_mul hC.le,← hc] using hball x r hr) - refine ⟨C,hC,?_⟩ - intro A - have hm' := hm A - change μ A ≤ (C':ℝ≥0∞)*hausdorffGauge (Target.gauge κ W) A at hm' - change μ A ≤ ENNReal.ofReal C*Target.hausdorff (Target.gauge κ W) A - rw [hc] at hm' - exact hm'.trans (mul_le_mul' le_rfl (Target.hausdorffGauge_le_hausdorff _ A)) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Mass.LocalGridMass +import OAI.Probability.SLE.MomentGauge +import OAI.Probability.SLE.HausdorffLimits + +namespace OAI + +/-! Eventual bounds on the exact prescribed grid imply an arbitrary-cover +Hausdorff lower bound. Finitely many early batches are restored uniformly. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma prescribed_grid_ball_bound + (μ : Measure ℂ) [IsFiniteMeasure μ] (κ : ℝ) (W : Target.WienerLaw) + (hm1 : 0 < Target.moment κ W 1) + (hJ : ∀ n : ℕ, 1 ≤ n → Target.moment κ W 1^n ≤ Target.moment κ W n) + (n₀ : ℕ) (D : ℝ) (hD : 0 ≤ D) + (hcell : ∀ e : Target.Entry, Target.ValidEntry κ W e → n₀ ≤ e.1 → + ∀ i : ℤ×ℤ, μ (closedBall (coverGridCenter (Target.entryRadius κ W e) i) + (2*Target.entryRadius κ W e)) ≤ ENNReal.ofReal + (D*Target.entryValue e*(Target.entryRadius κ W e)^Target.d κ)) : + ∃ C : ℝ, 0 < C ∧ ∀ x : ℂ, ∀ s : ℝ, 0 < s → + μ (ball x s) ≤ ENNReal.ofReal (C*Target.gauge κ W s) := by + let F : ℝ → ℝ := fun s => ⨆ x : ℂ, (μ (ball x s)).toReal + have hμ (x : ℂ) (s : ℝ) : (μ (ball x s)).toReal ≤ (μ univ).toReal := + ENNReal.toReal_mono (measure_ne_top μ univ) (measure_mono (subset_univ _)) + have hbd (s : ℝ) : BddAbove (range (fun x : ℂ => (μ (ball x s)).toReal)) := + ⟨(μ univ).toReal,by rintro _ ⟨x,rfl⟩; exact hμ x s⟩ + have hbound (s : ℝ) (_hs : 0 < s) : F s ≤ (μ univ).toReal := ciSup_le (fun x => hμ x s) + have htail (e : Target.Entry) (he : Target.ValidEntry κ W e) (hen : n₀ ≤ e.1) + (s : ℝ) (hs : 0 < s) : F s ≤ (324*D)*Target.entryCost κ W e s := by + apply ciSup_le + intro x + have hr : 0 < Target.entryRadius κ W e := Target.radii_pos κ W ⟨e,he⟩ + have hv : 0 < Target.entryValue e := Target.weights_pos κ W ⟨e,he⟩ + let H := D*Target.entryValue e*(Target.entryRadius κ W e)^Target.d κ + have hH : 0 ≤ H := mul_nonneg (mul_nonneg hD hv.le) (Real.rpow_nonneg hr.le _) + have hg := localGrid_mass_bound μ hr (show 0 ≤ 2*s by positivity) hH + (hcell e he hen) (ball x s) (fun y hy z hz => + (dist_triangle_right y z x).trans (by + have hy' : dist y x < s := hy + have hz' : dist z x < s := hz + linarith)) + have ht := ENNReal.toReal_mono ENNReal.ofReal_ne_top hg + rw [ENNReal.toReal_ofReal (by positivity)] at ht + have hmax : max 1 ((2*s/Target.entryRadius κ W e)^2) ≤ + 4*max 1 ((s/Target.entryRadius κ W e)^2) := by + apply max_le + · nlinarith [le_max_left (1:ℝ) ((s/Target.entryRadius κ W e)^2)] + · have heq : (2*s/Target.entryRadius κ W e)^2=4*(s/Target.entryRadius κ W e)^2 := by ring + rw [heq] + exact mul_le_mul_of_nonneg_left (le_max_right _ _) (by norm_num) + calc + (μ (ball x s)).toReal ≤ 81*H*max 1 ((2*s/Target.entryRadius κ W e)^2) := ht + _ ≤ 81*H*(4*max 1 ((s/Target.entryRadius κ W e)^2)) := + mul_le_mul_of_nonneg_left hmax (mul_nonneg (by norm_num) hH) + _ = (324*D)*Target.entryCost κ W e s := by unfold H Target.entryCost; ring + obtain ⟨C,hC,hCf⟩ := Target.gauge_restore_early_batches κ W hm1 hJ n₀ F + ENNReal.toReal_nonneg hbound htail + refine ⟨C,hC,?_⟩ + intro x s hs + have ht : (μ (ball x s)).toReal ≤ C*Target.gauge κ W s := + (le_ciSup (hbd s) x).trans (hCf s hs) + rw [← ENNReal.ofReal_toReal (measure_ne_top μ (ball x s))] + exact ENNReal.ofReal_le_ofReal ht + +lemma Target.hausdorffGauge_le_hausdorff (h : ℝ → ℝ) : + (hausdorffGauge h).toOuterMeasure ≤ Target.hausdorff h := by + rw [hausdorffGauge,Measure.mkMetric_toOuterMeasure] + apply OuterMeasure.mkMetric_mono + filter_upwards [] with r + dsimp only [extendedGauge] + by_cases hr : r=∞ + · simp only [hr,ite_true,le_top] + · simp only [hr,ite_false,le_refl] + +lemma prescribed_grid_mass_distribution + (μ : Measure ℂ) [IsFiniteMeasure μ] (κ : ℝ) (W : Target.WienerLaw) + (hg : Target.IsHausdorffGauge (Target.gauge κ W)) + (hm1 : 0 < Target.moment κ W 1) + (hJ : ∀ n : ℕ, 1 ≤ n → Target.moment κ W 1^n ≤ Target.moment κ W n) + (n₀ : ℕ) (D : ℝ) (hD : 0 ≤ D) + (hcell : ∀ e : Target.Entry, Target.ValidEntry κ W e → n₀ ≤ e.1 → + ∀ i : ℤ×ℤ, μ (closedBall (coverGridCenter (Target.entryRadius κ W e) i) + (2*Target.entryRadius κ W e)) ≤ ENNReal.ofReal + (D*Target.entryValue e*(Target.entryRadius κ W e)^Target.d κ)) : + ∃ C : ℝ, 0 < C ∧ μ.toOuterMeasure ≤ ENNReal.ofReal C • Target.hausdorff (Target.gauge κ W) := by + obtain ⟨C,hC,hball⟩ := prescribed_grid_ball_bound μ κ W hm1 hJ n₀ D hD hcell + let C' : ℝ≥0 := ⟨C,hC.le⟩ + have hC' : 0 < C' := hC + have hg' : IsGauge (Target.gauge κ W) := ⟨hg.1,hg.2.1,hg.2.2.1,hg.2.2.2⟩ + have hc : (C':ℝ≥0∞)=ENNReal.ofReal C := ENNReal.ofReal_coe_nnreal.symm + have hm := gauge_mass_distribution hg' μ C' hC' 1 (by norm_num) + (fun x r hr _ => by simpa only [ENNReal.ofReal_mul hC.le,← hc] using hball x r hr) + refine ⟨C,hC,?_⟩ + intro A + have hm' := hm A + change μ A ≤ (C':ℝ≥0∞)*hausdorffGauge (Target.gauge κ W) A at hm' + change μ A ≤ ENNReal.ofReal C*Target.hausdorff (Target.gauge κ W) A + rw [hc] at hm' + exact hm'.trans (mul_le_mul' le_rfl (Target.hausdorffGauge_le_hausdorff _ A)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedGridStripSum.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedGridStripSum.lean index 6a4f71507ef78b0a7ed50474622f1acc21ad6657..0bac94d88b09bbd2e6c8ce8b16e54451232bcf01 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedGridStripSum.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedGridStripSum.lean @@ -1,97 +1,97 @@ -import OAI.Probability.SLE.Gauge.PrescribedGridHeightSum - -namespace OAI - -/-! The height weight of cells near the real boundary. The bound tends - to zero with the strip height, uniformly in the cleanup mesh. -/ -noncomputable section -open Set Filter MeasureTheory -open scoped Topology - -namespace SLEExactGauge - -private lemma int_filtered_row_sum (α r η : ℝ) (N : ℤ) : - (∑ j∈(Finset.Icc 0 N).filter (fun j : ℤ => ((j:ℝ)+1/2)*r<η), - (((j:ℝ)+1/2)*r)^(-α)) = - ∑ j∈(Finset.range (N+1).toNat).filter (fun j : ℕ => ((j:ℝ)+1/2)*r<η), - (((j:ℝ)+1/2)*r)^(-α) := by - rw [Finset.sum_filter, Int.Icc_eq_finset_map,Finset.sum_map,Finset.sum_filter] - simp only [sub_zero,Function.Embedding.trans_apply,addLeftEmbedding_apply,zero_add, - Nat.castEmbedding_apply,Int.cast_natCast] - -theorem prescribed_grid_lower_strip_sum (α : ℝ) (hα0 : 0 ≤ α) (hα1 : α<1) - {R r η : ℝ} (hR : 0 ≤ R) (hr : 0 (prescribedGridCenter r ij).im<η), (prescribedGridCenter r ij).im^(-α)) ≤ - ((2*R+5)*((2:ℝ)^α/(1-α)))*r^(-2:ℝ)*(η+r)^(1-α) := by - classical - let N : ℤ := ⌈R/r⌉+1 - have hN0 : 0 ≤ N := by - have hceil := Int.le_ceil (R/r) - have hquot : 0 ≤ R/r := div_nonneg hR hr.le - have hNreal : (0:ℝ) ≤ N := by dsimp only [N]; push_cast; linarith - exact_mod_cast hNreal - have hN : (N:ℝ) ≤ R/r+2 := by - have hceil := Int.ceil_lt_add_one (R/r) - dsimp only [N] - push_cast - linarith - have hcol : (2*(N:ℝ)+1) ≤ (2*R+5)/r := by - apply (le_div_iff₀ hr).mpr - have h := mul_le_mul_of_nonneg_right hN hr.le - rw [add_mul,div_mul_cancel₀ _ hr.ne'] at h - nlinarith - have hsub : (prescribedGridIndex R r K).filter - (fun ij => (prescribedGridCenter r ij).im<η) ⊆ - (Finset.Icc (-N) N) ×ˢ ((Finset.Icc 0 N).filter - (fun j : ℤ => ((j:ℝ)+1/2)*r<η)) := by - intro ij hij - obtain ⟨hgrid,hstrip⟩ := Finset.mem_filter.mp hij - have hmem := Finset.mem_filter.mp hgrid - have hi := Finset.mem_product.mp hmem.1 - apply Finset.mem_product.mpr - refine ⟨hi.1,Finset.mem_filter.mpr ⟨Finset.mem_Icc.mpr - ⟨hmem.2.1,(Finset.mem_Icc.mp hi.2).2⟩,?_⟩⟩ - rwa [← (prescribedGrid_center_height hr hgrid).1] - have hrows : (∑ j∈(Finset.Icc 0 N).filter - (fun j : ℤ => ((j:ℝ)+1/2)*r<η), (((j:ℝ)+1/2)*r)^(-α)) ≤ - ((2:ℝ)^α/(1-α))*r⁻¹*(η+r)^(1-α) := by - rw [int_filtered_row_sum] - exact half_integer_lower_strip_sum α hα0 hα1 hr hη _ - calc - _ = ∑ ij∈(prescribedGridIndex R r K).filter - (fun ij => (prescribedGridCenter r ij).im<η), (((ij.2:ℝ)+1/2)*r)^(-α) := by - apply Finset.sum_congr rfl - intro ij hij - rw [(prescribedGrid_center_height hr (Finset.mem_filter.mp hij).1).1] - _ ≤ ∑ ij∈(Finset.Icc (-N) N) ×ˢ ((Finset.Icc 0 N).filter - (fun j : ℤ => ((j:ℝ)+1/2)*r<η)), (((ij.2:ℝ)+1/2)*r)^(-α) := - Finset.sum_le_sum_of_subset_of_nonneg hsub (fun ij hij _ => - Real.rpow_nonneg (mul_nonneg (by - have hj := (Finset.mem_Icc.mp - (Finset.mem_filter.mp (Finset.mem_product.mp hij).2).1).1 - have hjR : (0:ℝ) ≤ ij.2 := by exact_mod_cast hj - linarith) hr.le) _) - _ = (2*(N:ℝ)+1)*∑ j∈(Finset.Icc 0 N).filter - (fun j : ℤ => ((j:ℝ)+1/2)*r<η), (((j:ℝ)+1/2)*r)^(-α) := by - have hcard : ((Finset.Icc (-N) N).card:ℝ)=2*(N:ℝ)+1 := by - have hh := Int.card_Icc_of_le (a := -N) (b := N) (by omega) - have hh' : ((Finset.Icc (-N) N).card:ℝ)=(N:ℝ)+1-(-(N:ℝ)) := by exact_mod_cast hh - linarith - rw [Finset.sum_product] - dsimp only [Prod.snd] - rw [Finset.sum_const,nsmul_eq_mul,hcard] - _ ≤ ((2*R+5)/r)*(((2:ℝ)^α/(1-α))*r⁻¹*(η+r)^(1-α)) := - mul_le_mul hcol hrows (Finset.sum_nonneg (fun j hj => Real.rpow_nonneg (by - have hjR : (0:ℝ) ≤ j := by - exact_mod_cast (Finset.mem_Icc.mp (Finset.mem_filter.mp hj).1).1 - positivity) _)) (by positivity) - _ = _ := by - rw [Real.rpow_neg hr.le,Real.rpow_two] - field_simp - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedGridHeightSum + +namespace OAI + +/-! The height weight of cells near the real boundary. The bound tends + to zero with the strip height, uniformly in the cleanup mesh. -/ +noncomputable section +open Set Filter MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +private lemma int_filtered_row_sum (α r η : ℝ) (N : ℤ) : + (∑ j∈(Finset.Icc 0 N).filter (fun j : ℤ => ((j:ℝ)+1/2)*r<η), + (((j:ℝ)+1/2)*r)^(-α)) = + ∑ j∈(Finset.range (N+1).toNat).filter (fun j : ℕ => ((j:ℝ)+1/2)*r<η), + (((j:ℝ)+1/2)*r)^(-α) := by + rw [Finset.sum_filter, Int.Icc_eq_finset_map,Finset.sum_map,Finset.sum_filter] + simp only [sub_zero,Function.Embedding.trans_apply,addLeftEmbedding_apply,zero_add, + Nat.castEmbedding_apply,Int.cast_natCast] + +theorem prescribed_grid_lower_strip_sum (α : ℝ) (hα0 : 0 ≤ α) (hα1 : α<1) + {R r η : ℝ} (hR : 0 ≤ R) (hr : 0 (prescribedGridCenter r ij).im<η), (prescribedGridCenter r ij).im^(-α)) ≤ + ((2*R+5)*((2:ℝ)^α/(1-α)))*r^(-2:ℝ)*(η+r)^(1-α) := by + classical + let N : ℤ := ⌈R/r⌉+1 + have hN0 : 0 ≤ N := by + have hceil := Int.le_ceil (R/r) + have hquot : 0 ≤ R/r := div_nonneg hR hr.le + have hNreal : (0:ℝ) ≤ N := by dsimp only [N]; push_cast; linarith + exact_mod_cast hNreal + have hN : (N:ℝ) ≤ R/r+2 := by + have hceil := Int.ceil_lt_add_one (R/r) + dsimp only [N] + push_cast + linarith + have hcol : (2*(N:ℝ)+1) ≤ (2*R+5)/r := by + apply (le_div_iff₀ hr).mpr + have h := mul_le_mul_of_nonneg_right hN hr.le + rw [add_mul,div_mul_cancel₀ _ hr.ne'] at h + nlinarith + have hsub : (prescribedGridIndex R r K).filter + (fun ij => (prescribedGridCenter r ij).im<η) ⊆ + (Finset.Icc (-N) N) ×ˢ ((Finset.Icc 0 N).filter + (fun j : ℤ => ((j:ℝ)+1/2)*r<η)) := by + intro ij hij + obtain ⟨hgrid,hstrip⟩ := Finset.mem_filter.mp hij + have hmem := Finset.mem_filter.mp hgrid + have hi := Finset.mem_product.mp hmem.1 + apply Finset.mem_product.mpr + refine ⟨hi.1,Finset.mem_filter.mpr ⟨Finset.mem_Icc.mpr + ⟨hmem.2.1,(Finset.mem_Icc.mp hi.2).2⟩,?_⟩⟩ + rwa [← (prescribedGrid_center_height hr hgrid).1] + have hrows : (∑ j∈(Finset.Icc 0 N).filter + (fun j : ℤ => ((j:ℝ)+1/2)*r<η), (((j:ℝ)+1/2)*r)^(-α)) ≤ + ((2:ℝ)^α/(1-α))*r⁻¹*(η+r)^(1-α) := by + rw [int_filtered_row_sum] + exact half_integer_lower_strip_sum α hα0 hα1 hr hη _ + calc + _ = ∑ ij∈(prescribedGridIndex R r K).filter + (fun ij => (prescribedGridCenter r ij).im<η), (((ij.2:ℝ)+1/2)*r)^(-α) := by + apply Finset.sum_congr rfl + intro ij hij + rw [(prescribedGrid_center_height hr (Finset.mem_filter.mp hij).1).1] + _ ≤ ∑ ij∈(Finset.Icc (-N) N) ×ˢ ((Finset.Icc 0 N).filter + (fun j : ℤ => ((j:ℝ)+1/2)*r<η)), (((ij.2:ℝ)+1/2)*r)^(-α) := + Finset.sum_le_sum_of_subset_of_nonneg hsub (fun ij hij _ => + Real.rpow_nonneg (mul_nonneg (by + have hj := (Finset.mem_Icc.mp + (Finset.mem_filter.mp (Finset.mem_product.mp hij).2).1).1 + have hjR : (0:ℝ) ≤ ij.2 := by exact_mod_cast hj + linarith) hr.le) _) + _ = (2*(N:ℝ)+1)*∑ j∈(Finset.Icc 0 N).filter + (fun j : ℤ => ((j:ℝ)+1/2)*r<η), (((j:ℝ)+1/2)*r)^(-α) := by + have hcard : ((Finset.Icc (-N) N).card:ℝ)=2*(N:ℝ)+1 := by + have hh := Int.card_Icc_of_le (a := -N) (b := N) (by omega) + have hh' : ((Finset.Icc (-N) N).card:ℝ)=(N:ℝ)+1-(-(N:ℝ)) := by exact_mod_cast hh + linarith + rw [Finset.sum_product] + dsimp only [Prod.snd] + rw [Finset.sum_const,nsmul_eq_mul,hcard] + _ ≤ ((2*R+5)/r)*(((2:ℝ)^α/(1-α))*r⁻¹*(η+r)^(1-α)) := + mul_le_mul hcol hrows (Finset.sum_nonneg (fun j hj => Real.rpow_nonneg (by + have hjR : (0:ℝ) ≤ j := by + exact_mod_cast (Finset.mem_Icc.mp (Finset.mem_filter.mp hj).1).1 + positivity) _)) (by positivity) + _ = _ := by + rw [Real.rpow_neg hr.le,Real.rpow_two] + field_simp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedHeightSum.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedHeightSum.lean index f9d45b054b7a1ade60737bb583e86032fb8f6d29..4909d5808094a22785a99ba058bb050b4b5744cb 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedHeightSum.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedHeightSum.lean @@ -1,68 +1,68 @@ -import OAI.Probability.SLE.Gauge.PrescribedRowSum - -namespace OAI - -/-! Uniform sums of the actual half-row heights, including a lower strip -of arbitrary height. The bound is independent of the final mesh size. -/ -noncomputable section -open Set Filter MeasureTheory -open scoped Topology - -namespace SLEExactGauge - -lemma scaled_half_integer_row_sum (α : ℝ) (hα0 : 0 ≤ α) (hα1 : α<1) - {r : ℝ} (hr : 0 ((j:ℝ)+1/2)*r<η), - (((j:ℝ)+1/2)*r)^(-α)) ≤ - ((2:ℝ)^α/(1-α))*r⁻¹*(η+r)^(1-α) := by - classical - let M := ⌊η/r⌋₊+1 - have hsub : (Finset.range N).filter (fun j : ℕ => ((j:ℝ)+1/2)*r<η) ⊆ Finset.range M := by - intro j hj - have hy := (Finset.mem_filter.mp hj).2 - have hjR : (j:ℝ) ≤ η/r := by - apply (le_div_iff₀ hr).mpr - nlinarith - have hjM : j ≤ ⌊η/r⌋₊ := Nat.le_floor hjR - exact Finset.mem_range.mpr (Nat.lt_succ_of_le hjM) - have hMr : (M:ℝ)*r ≤ η+r := by - have hfloor := Nat.floor_le (div_nonneg hη hr.le) - have h := mul_le_mul_of_nonneg_right hfloor hr.le - rw [div_mul_cancel₀ _ hr.ne'] at h - dsimp only [M] - push_cast - nlinarith - calc - _ ≤ ∑ j∈Finset.range M, (((j:ℝ)+1/2)*r)^(-α) := - Finset.sum_le_sum_of_subset_of_nonneg hsub (fun j _ _ => Real.rpow_nonneg (by positivity) _) - _ ≤ ((2:ℝ)^α/(1-α))*r⁻¹*((M:ℝ)*r)^(1-α) := scaled_half_integer_row_sum α hα0 hα1 hr M - _ ≤ _ := mul_le_mul_of_nonneg_left - (Real.rpow_le_rpow (mul_nonneg (Nat.cast_nonneg M) hr.le) hMr (by linarith)) - (by positivity) - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedRowSum + +namespace OAI + +/-! Uniform sums of the actual half-row heights, including a lower strip +of arbitrary height. The bound is independent of the final mesh size. -/ +noncomputable section +open Set Filter MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +lemma scaled_half_integer_row_sum (α : ℝ) (hα0 : 0 ≤ α) (hα1 : α<1) + {r : ℝ} (hr : 0 ((j:ℝ)+1/2)*r<η), + (((j:ℝ)+1/2)*r)^(-α)) ≤ + ((2:ℝ)^α/(1-α))*r⁻¹*(η+r)^(1-α) := by + classical + let M := ⌊η/r⌋₊+1 + have hsub : (Finset.range N).filter (fun j : ℕ => ((j:ℝ)+1/2)*r<η) ⊆ Finset.range M := by + intro j hj + have hy := (Finset.mem_filter.mp hj).2 + have hjR : (j:ℝ) ≤ η/r := by + apply (le_div_iff₀ hr).mpr + nlinarith + have hjM : j ≤ ⌊η/r⌋₊ := Nat.le_floor hjR + exact Finset.mem_range.mpr (Nat.lt_succ_of_le hjM) + have hMr : (M:ℝ)*r ≤ η+r := by + have hfloor := Nat.floor_le (div_nonneg hη hr.le) + have h := mul_le_mul_of_nonneg_right hfloor hr.le + rw [div_mul_cancel₀ _ hr.ne'] at h + dsimp only [M] + push_cast + nlinarith + calc + _ ≤ ∑ j∈Finset.range M, (((j:ℝ)+1/2)*r)^(-α) := + Finset.sum_le_sum_of_subset_of_nonneg hsub (fun j _ _ => Real.rpow_nonneg (by positivity) _) + _ ≤ ((2:ℝ)^α/(1-α))*r⁻¹*((M:ℝ)*r)^(1-α) := scaled_half_integer_row_sum α hα0 hα1 hr M + _ ≤ _ := mul_le_mul_of_nonneg_left + (Real.rpow_le_rpow (mul_nonneg (Nat.cast_nonneg M) hr.le) hMr (by linarith)) + (by positivity) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedInteriorCost.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedInteriorCost.lean index a8c3f776b5ac17f0bf7998a32be376e6bdaebfc3..6522bb0fefcbcdc0d019371e46a04dfab15c936a 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedInteriorCost.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedInteriorCost.lean @@ -1,70 +1,70 @@ -import OAI.Probability.SLE.Gauge.PrescribedCostConvergence -import OAI.Probability.SLE.Gauge.PrescribedVisitBound - -namespace OAI - -/-! The interior adapted-failure estimate bounds the cleanup cost, while -the one-point theorem pays for the boundary rows. -/ -noncomputable section -open Set Filter MeasureTheory ProbabilityTheory -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge -local instance prescribedInteriorPathMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ -local instance prescribedInteriorPathBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ - -theorem prescribed_missed_cost_tendsto_zero_of_interior - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] - (f : Ω → C(ℝ≥0,ℂ)) (hf : Measurable f) - {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) - {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) (G F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (f ω) (G ω) (F ω)) - (ν : Ω → Measure ℂ) (hν : Measurable ν) (W : Target.WienerLaw) - (J : ℕ → ℕ) (e : ∀ n, Fin (J n) → ℤ×ℕ) - (C c R : ℝ) (hR : 0 ≤ R) (K : Set ℂ) (hK : IsClosed K) - (A : ℝ) - (hinterior : ∀ᶠ n in atTop, ∀ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, - Real.exp (-(n:ℝ)) ≤ (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im → - P {ω | ij∈prescribedMissedIndices κ W n (e n) C c R K (range (f ω)∩K) (ν ω)} ≤ - ENNReal.ofReal (A*(Target.entryRadius κ W (n,none))^codimension κ* - (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im^(-codimension κ)* - Real.exp (-((2:ℝ)^n/16)))) : - Tendsto (fun n => ∫⁻ ω,prescribedMissedCost f ν κ W n (e n) C c R K ω ∂P) - atTop (𝓝 0) := by - let A₀ := sausagePointConstant κ*(4:ℝ)^codimension κ - have hA₀ : 0 f ω) G F hw ν W n (e n) C c R K ij hij - refine hv.trans (ENNReal.ofReal_le_ofReal ?_) - rw [ite_eq_left hlow] - calc - _ ≤ max A₀ A*r^codimension κ*z.im^(-codimension κ) := by - apply mul_le_mul_of_nonneg_right _ (Real.rpow_nonneg hz.le _) - exact mul_le_mul_of_nonneg_right (le_max_left _ _) (Real.rpow_nonneg hr.le _) - _ ≤ _ := le_mul_of_one_le_right hnon (by linarith [Real.exp_pos (-((2:ℝ)^n/16))]) - · refine (hn ij hij (le_of_not_gt hlow)).trans (ENNReal.ofReal_le_ofReal ?_) - rw [ite_eq_right hlow,add_zero] - exact mul_le_mul_of_nonneg_right - (mul_le_mul_of_nonneg_right - (mul_le_mul_of_nonneg_right (le_max_right A₀ A) (Real.rpow_nonneg hr.le _)) - (Real.rpow_nonneg hz.le _)) (Real.exp_pos _).le - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedCostConvergence +import OAI.Probability.SLE.Gauge.PrescribedVisitBound + +namespace OAI + +/-! The interior adapted-failure estimate bounds the cleanup cost, while +the one-point theorem pays for the boundary rows. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance prescribedInteriorPathMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance prescribedInteriorPathBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ + +theorem prescribed_missed_cost_tendsto_zero_of_interior + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (f : Ω → C(ℝ≥0,ℂ)) (hf : Measurable f) + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (f ω) (G ω) (F ω)) + (ν : Ω → Measure ℂ) (hν : Measurable ν) (W : Target.WienerLaw) + (J : ℕ → ℕ) (e : ∀ n, Fin (J n) → ℤ×ℕ) + (C c R : ℝ) (hR : 0 ≤ R) (K : Set ℂ) (hK : IsClosed K) + (A : ℝ) + (hinterior : ∀ᶠ n in atTop, ∀ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, + Real.exp (-(n:ℝ)) ≤ (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im → + P {ω | ij∈prescribedMissedIndices κ W n (e n) C c R K (range (f ω)∩K) (ν ω)} ≤ + ENNReal.ofReal (A*(Target.entryRadius κ W (n,none))^codimension κ* + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im^(-codimension κ)* + Real.exp (-((2:ℝ)^n/16)))) : + Tendsto (fun n => ∫⁻ ω,prescribedMissedCost f ν κ W n (e n) C c R K ω ∂P) + atTop (𝓝 0) := by + let A₀ := sausagePointConstant κ*(4:ℝ)^codimension κ + have hA₀ : 0 f ω) G F hw ν W n (e n) C c R K ij hij + refine hv.trans (ENNReal.ofReal_le_ofReal ?_) + rw [ite_eq_left hlow] + calc + _ ≤ max A₀ A*r^codimension κ*z.im^(-codimension κ) := by + apply mul_le_mul_of_nonneg_right _ (Real.rpow_nonneg hz.le _) + exact mul_le_mul_of_nonneg_right (le_max_left _ _) (Real.rpow_nonneg hr.le _) + _ ≤ _ := le_mul_of_one_le_right hnon (by linarith [Real.exp_pos (-((2:ℝ)^n/16))]) + · refine (hn ij hij (le_of_not_gt hlow)).trans (ENNReal.ofReal_le_ofReal ?_) + rw [ite_eq_right hlow,add_zero] + exact mul_le_mul_of_nonneg_right + (mul_le_mul_of_nonneg_right + (mul_le_mul_of_nonneg_right (le_max_right A₀ A) (Real.rpow_nonneg hr.le _)) + (Real.rpow_nonneg hz.le _)) (Real.exp_pos _).le + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/PrescribedLowerAngle.lean b/lean/OAI/Probability/SLE/Gauge/PrescribedLowerAngle.lean index 65b7ad9fafbce944919cee7eb0e3101c3c902cf7..bd21807417f311d5e4a87653b58523e90d00742b 100644 --- a/lean/OAI/Probability/SLE/Gauge/PrescribedLowerAngle.lean +++ b/lean/OAI/Probability/SLE/Gauge/PrescribedLowerAngle.lean @@ -1,102 +1,102 @@ -import OAI.Probability.SLE.Geometry.CompactCellTail -import OAI.Probability.SLE.Geometry.CanonicalLowerSegments - -namespace OAI - -/-! A canonical angle mixing inequality implies the prescribed-gauge -Hausdorff lower bound. -/ -noncomputable section -open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric -open scoped Topology NNReal ENNReal - -namespace SLEExactGauge.Multipoint -local instance lowerAngleMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ -local instance lowerAngleBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ -local instance lowerAngleLocallyCompact : LocallyCompactSpace upperHalfPlane := - isOpen_upperHalfPlane.locallyCompactSpace - -theorem CanonicalMass.compact_positive_prescribed_of_canonical_angle_bound - {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) - (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (R : RawCanonicalMass) - (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ - R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) - (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) - (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) - (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) - (hgrowth : PublishedDiskUnivalentGrowth) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (W : Target.WienerLaw) (hW : Target.IsWiener W) - (δ : ℝ) (hδ : 0<δ) - (hangle : ∀ v : ℝ, δ≤v → ∀ f : ℝ → ℝ≥0∞, Measurable f → - ∀ θ∈Ioo (0:ℝ) Real.pi, canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f θ ≤ - 2*(∫⁻ φ, f φ ∂Target.angleLaw κ)) - (K : Set upperHalfPlane) (hK : IsCompact K) : - ∀ᵐ ω ∂P, ∀ E : Set ℂ, MeasurableSet E → - 0 (n:ℝ)) (fun n => Nat.cast_nonneg n) - (fun _ _ h => Nat.cast_le.mpr h) tendsto_natCast_atTop_atTop - (TopologicalSpace.denseSeq ℝ≥0) (TopologicalSpace.denseRange_denseSeq ℝ≥0) - K hK (16*(65536*Real.pi)^dimension κ) (by positivity) N - intro e heN i j - obtain ⟨M,hM⟩ := Target.entryPhysicalLevel_bounded_on_compact κ W e.val - (by positivity : 0<4096*Real.pi) K hK - filter_upwards [tendsto_natCast_atTop_atTop.eventually (eventually_gt_atTop M)] with n hn - apply C.compact_cell_tail_of_angle_bound hB hc h0 hκ hκ8 F hw R he - D hD hDf hDp hgrowth hpublished W e δ hδ hangle - (prescribedCompactGridCell κ W K e i) - (compactSpatialMass_compact_cell K hK _ _) - (coverGridCenter (Target.radii κ W e) i) - · rintro _ ⟨z,hz,rfl⟩ - exact hz.2 - · intro z hz - exact (hN e heN z hz.1).le - · intro z hz - exact (hM z hz.1).trans_lt hn - -theorem CanonicalMass.positive_prescribed_all_segments_of_canonical_angle_bound - {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] - {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} - {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} - (C : CanonicalMass P κ B hBm γ G) - (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) - (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) - (F : Ω → ℝ≥0 → ℂ → ℂ) - (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) - (R : RawCanonicalMass) - (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ - R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) - (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) - (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) - (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) - (hgrowth : PublishedDiskUnivalentGrowth) - (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) - (W : Target.WienerLaw) (hW : Target.IsWiener W) - (δ : ℝ) (hδ : 0<δ) - (hangle : ∀ v : ℝ, δ≤v → ∀ f : ℝ → ℝ≥0∞, Measurable f → - ∀ θ∈Ioo (0:ℝ) Real.pi, canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f θ ≤ - 2*(∫⁻ φ, f φ ∂Target.angleLaw κ)) - : ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, s B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + (δ : ℝ) (hδ : 0<δ) + (hangle : ∀ v : ℝ, δ≤v → ∀ f : ℝ → ℝ≥0∞, Measurable f → + ∀ θ∈Ioo (0:ℝ) Real.pi, canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f θ ≤ + 2*(∫⁻ φ, f φ ∂Target.angleLaw κ)) + (K : Set upperHalfPlane) (hK : IsCompact K) : + ∀ᵐ ω ∂P, ∀ E : Set ℂ, MeasurableSet E → + 0 (n:ℝ)) (fun n => Nat.cast_nonneg n) + (fun _ _ h => Nat.cast_le.mpr h) tendsto_natCast_atTop_atTop + (TopologicalSpace.denseSeq ℝ≥0) (TopologicalSpace.denseRange_denseSeq ℝ≥0) + K hK (16*(65536*Real.pi)^dimension κ) (by positivity) N + intro e heN i j + obtain ⟨M,hM⟩ := Target.entryPhysicalLevel_bounded_on_compact κ W e.val + (by positivity : 0<4096*Real.pi) K hK + filter_upwards [tendsto_natCast_atTop_atTop.eventually (eventually_gt_atTop M)] with n hn + apply C.compact_cell_tail_of_angle_bound hB hc h0 hκ hκ8 F hw R he + D hD hDf hDp hgrowth hpublished W e δ hδ hangle + (prescribedCompactGridCell κ W K e i) + (compactSpatialMass_compact_cell K hK _ _) + (coverGridCenter (Target.radii κ W e) i) + · rintro _ ⟨z,hz,rfl⟩ + exact hz.2 + · intro z hz + exact (hN e heN z hz.1).le + · intro z hz + exact (hM z hz.1).trans_lt hn + +theorem CanonicalMass.positive_prescribed_all_segments_of_canonical_angle_bound + {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + (δ : ℝ) (hδ : 0<δ) + (hangle : ∀ v : ℝ, δ≤v → ∀ f : ℝ → ℝ≥0∞, Measurable f → + ∀ θ∈Ioo (0:ℝ) Real.pi, canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f θ ≤ + 2*(∫⁻ φ, f φ ∂Target.angleLaw κ)) + : ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, s ENNReal.ofReal (36*(n:ℝ)*(Target.entryRadius κ W (n,none))^Target.d κ)) ω := by - classical - unfold prescribedMissedCost - rw [← nsmul_eq_mul,← Finset.sum_const] - rw [prescribedMissedIndices,Finset.sum_filter] - apply Finset.sum_congr rfl - intro ij hij - by_cases h : ω∈{ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)} - · rw [indicator_of_mem h] - rw [ite_eq_left] - exact (Finset.mem_filter.mp h).2 - · rw [indicator_of_notMem h] - rw [ite_eq_right] - intro hp - exact h (Finset.mem_filter.mpr ⟨hij,hp⟩) - -theorem expected_prescribed_missed_cost_bound - {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) - (f : Ω → C(ℝ≥0,ℂ)) (hf : Measurable f) - (ν : Ω → Measure ℂ) (hν : Measurable ν) - {J : ℕ} (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) (e : Fin J → ℤ×ℕ) - (C c R : ℝ) (K : Set ℂ) (hK : IsClosed K) (bound : ℤ×ℤ → ℝ≥0∞) - (hb : ∀ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, - P {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)} ≤ bound ij) : - (∫⁻ ω,prescribedMissedCost f ν κ W n e C c R K ω ∂P) ≤ - ENNReal.ofReal (36*(n:ℝ)*(Target.entryRadius κ W (n,none))^Target.d κ) * - ∑ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, bound ij := by - simp_rw [prescribed_missed_cost_eq_sum f ν κ W n e C c R K] - rw [Finset.mul_sum] - exact expected_missed_cell_cost P _ _ - (fun ij _ => prescribedMissedIndices_measurable f hf ν hν κ W n e C c R K hK ij) - (fun _ => _) bound hb - -end SLEExactGauge - -end - -end OAI +import OAI.Probability.SLE.Gauge.PrescribedCoverExpectation +import OAI.Probability.SLE.Gauge.CoverNumerics + +namespace OAI + +/-! Expected cleanup cost is the finite sum of the actual missed-cell +probabilities. Terminal candidate events remain outside the stopped-law +calculation that will bound these probabilities. -/ +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance prescribedMissedPathMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance prescribedMissedPathBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ + +lemma prescribed_missed_cost_eq_sum + {Ω : Type*} (f : Ω → C(ℝ≥0,ℂ)) (ν : Ω → Measure ℂ) + {J : ℕ} (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) (e : Fin J → ℤ×ℕ) + (C c R : ℝ) (K : Set ℂ) (ω : Ω) : + prescribedMissedCost f ν κ W n e C c R K ω = + ∑ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, + {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)}.indicator + (fun _ => ENNReal.ofReal (36*(n:ℝ)*(Target.entryRadius κ W (n,none))^Target.d κ)) ω := by + classical + unfold prescribedMissedCost + rw [← nsmul_eq_mul,← Finset.sum_const] + rw [prescribedMissedIndices,Finset.sum_filter] + apply Finset.sum_congr rfl + intro ij hij + by_cases h : ω∈{ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)} + · rw [indicator_of_mem h] + rw [ite_eq_left] + exact (Finset.mem_filter.mp h).2 + · rw [indicator_of_notMem h] + rw [ite_eq_right] + intro hp + exact h (Finset.mem_filter.mpr ⟨hij,hp⟩) + +theorem expected_prescribed_missed_cost_bound + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (f : Ω → C(ℝ≥0,ℂ)) (hf : Measurable f) + (ν : Ω → Measure ℂ) (hν : Measurable ν) + {J : ℕ} (κ : ℝ) (W : Target.WienerLaw) (n : ℕ) (e : Fin J → ℤ×ℕ) + (C c R : ℝ) (K : Set ℂ) (hK : IsClosed K) (bound : ℤ×ℤ → ℝ≥0∞) + (hb : ∀ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, + P {ω | ij∈prescribedMissedIndices κ W n e C c R K (range (f ω)∩K) (ν ω)} ≤ bound ij) : + (∫⁻ ω,prescribedMissedCost f ν κ W n e C c R K ω ∂P) ≤ + ENNReal.ofReal (36*(n:ℝ)*(Target.entryRadius κ W (n,none))^Target.d κ) * + ∑ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, bound ij := by + simp_rw [prescribed_missed_cost_eq_sum f ν κ W n e C c R K] + rw [Finset.mul_sum] + exact expected_missed_cell_cost P _ _ + (fun ij _ => prescribedMissedIndices_measurable f hf ν hν κ W n e C c R K hK ij) + (fun _ => _) bound hb + +end SLEExactGauge + +end + +end OAI