import OAI.Analysis.FiniteFactor.Coupling.Density import OAI.Analysis.FiniteFactor.Coupling.Parameters import Mathlib.MeasureTheory.Function.L2Space namespace OAI namespace FiniteFactor open MeasureTheory noncomputable section variable {X : Type*} [MeasurableSpace X] {μ : Measure X} [IsProbabilityMeasure μ] variable {ι : Type*} [Fintype ι] def mixtureDensity (q : ℝ) (π : ι → ℝ) (d : ι → X → ℝ) (x : X) : ℝ := q + ∑ i, π i * d i x theorem mixtureDensity_memLp (q : ℝ) (π : ι → ℝ) (d : ι → X → ℝ) (hd : ∀ i, MemLp (d i) 2 μ) : MemLp (mixtureDensity q π d) 2 μ := (memLp_const q).add (memLp_finsetSum Finset.univ (fun i _ => (hd i).const_mul (π i))) theorem mixtureDensity_integral (q : ℝ) (π : ι → ℝ) (d : ι → X → ℝ) (hd : ∀ i, Integrable (d i) μ) (hm : ∀ i, ∫ x, d i x ∂μ = 1) (hπ : q + ∑ i, π i = 1) : ∫ x, mixtureDensity q π d x ∂μ = 1 := by have hi := integral_add (integrable_const q) (integrable_finsetSum Finset.univ (fun i _ => (hd i).const_mul (π i))) unfold mixtureDensity rw [hi, integral_finsetSum Finset.univ (fun i _ => (hd i).const_mul (π i))] simp_rw [integral_const_mul, hm, mul_one] simpa using hπ theorem mixtureDensity_energy_le (q : ℝ) (π : ι → ℝ) (d : ι → X → ℝ) (hd : ∀ i, MemLp (d i) 2 μ) (hm : ∀ i, ∫ x, d i x ∂μ = 1) (hπ : q + ∑ i, π i = 1) (E : ι → ℝ) (hE : ∀ i, (∫ x, (d i x - 1)^2 ∂μ) ≤ E i) : (∫ x, mixtureDensity q π d x ^ 2 ∂μ) ≤ 1 + (Fintype.card ι : ℝ) * ∑ i, (π i)^2 * E i := by classical have hd1 (i) : Integrable (d i) μ := (hd i).integrable (by norm_num) have hh := mixtureDensity_memLp q π d hd have hm' := mixtureDensity_integral q π d hd1 hm hπ have heq (x : X) : mixtureDensity q π d x - 1 = ∑ i, π i * (d i x - 1) := by simp only [mixtureDensity, mul_sub, mul_one, Finset.sum_sub_distrib] linarith have hbound (x : X) : (mixtureDensity q π d x - 1)^2 ≤ (Fintype.card ι : ℝ) * ∑ i, (π i)^2 * (d i x - 1)^2 := by rw [heq] simpa [mul_pow] using (sq_sum_le_card_mul_sum_sq (s := Finset.univ) (f := fun i => π i * (d i x - 1))) have hsub (i) : MemLp (fun x => d i x - 1) 2 μ := (hd i).sub (memLp_const 1) have his (i) : Integrable (fun x => (π i)^2 * (d i x - 1)^2) μ := (hsub i).integrable_sq.const_mul _ have hi := integral_mono ((hh.sub (memLp_const 1)).integrable_sq) ((integrable_finsetSum Finset.univ (fun i _ => his i)).const_mul (Fintype.card ι : ℝ)) hbound rw [integral_const_mul, integral_finsetSum Finset.univ (fun i _ => his i)] at hi simp_rw [integral_const_mul] at hi have hsum : (∑ i, (π i)^2 * ∫ x, (d i x - 1)^2 ∂μ) ≤ ∑ i, (π i)^2 * E i := by exact Finset.sum_le_sum fun i _ => mul_le_mul_of_nonneg_left (hE i) (sq_nonneg _) have he := density_energy_identity (hh.integrable (by norm_num)) hh.integrable_sq hm' have hc := mul_le_mul_of_nonneg_left hsum (Nat.cast_nonneg (Fintype.card ι) : (0 : ℝ) ≤ _) dsimp only [Pi.sub_apply] at hi linarith def unitIntervalMeasure : Measure ℝ := volume.restrict (Set.Ico 0 1) instance : IsProbabilityMeasure unitIntervalMeasure := by constructor simp [unitIntervalMeasure, Real.volume_Ico] theorem unitIntervalMeasure_interval {a b : ℝ} (ha : 0 ≤ a) (hab : a ≤ b) (hb : b ≤ 1) : unitIntervalMeasure.real (Set.Ico a b) = b-a := by rw [unitIntervalMeasure, measureReal_restrict_apply measurableSet_Ico, Set.inter_eq_left.mpr (Set.Ico_subset_Ico ha hb), Real.volume_real_Ico_of_le hab] namespace CouplingParameters variable (p : CouplingParameters) def endpointLength (right : Bool) (i : Fin 5) : ℝ := if right then p.rightLength i else p.leftLength i def endpointInterval (right : Bool) (i : Fin 5) : Set ℝ := if right then Set.Ico (1-p.rightLength i) 1 else Set.Ico 0 (p.leftLength i) def endpointComponentDensity (right : Bool) (i : Fin 5) : ℝ → ℝ := intervalDensity (p.endpointInterval right i) (p.endpointLength right i) def endpointDensity (right : Bool) : ℝ → ℝ := mixtureDensity p.diagonalMass p.replacementMass (p.endpointComponentDensity right) theorem endpointLength_pos (right : Bool) (i : Fin 5) : 0 < p.endpointLength right i := by cases right <;> simp [endpointLength, leftLength_pos, rightLength_pos] theorem endpointLength_le (right : Bool) (i : Fin 5) : p.endpointLength right i ≤ 1 := by have := p.lengths_sum_le i have := p.leftLength_pos i have := p.rightLength_pos i cases right <;> simp [endpointLength] <;> linarith theorem endpointInterval_measurable (right : Bool) (i : Fin 5) : MeasurableSet (p.endpointInterval right i) := by cases right <;> exact measurableSet_Ico theorem endpointInterval_mass (right : Bool) (i : Fin 5) : unitIntervalMeasure.real (p.endpointInterval right i) = p.endpointLength right i := by have hpos := p.endpointLength_pos right i have hle := p.endpointLength_le right i cases right · simpa [endpointInterval, endpointLength] using unitIntervalMeasure_interval (a := 0) (by norm_num) hpos.le hle · have h₀ : 0 ≤ 1-p.rightLength i := by simpa [endpointLength] using sub_nonneg.mpr hle have h₁ : 1-p.rightLength i ≤ 1 := by have := p.rightLength_pos i; linarith simpa [endpointInterval, endpointLength] using unitIntervalMeasure_interval h₀ h₁ le_rfl theorem endpointDensity_memLp (right : Bool) : MemLp (p.endpointDensity right) 2 unitIntervalMeasure := by apply mixtureDensity_memLp intro i exact (memLp_const _).indicator (p.endpointInterval_measurable right i) theorem endpointDensity_integral (right : Bool) : ∫ t, p.endpointDensity right t ∂unitIntervalMeasure = 1 := by apply mixtureDensity_integral · intro i exact intervalDensity_integrable (p.endpointInterval_measurable right i) _ · intro i exact intervalDensity_integral (p.endpointInterval_measurable right i) (p.endpointLength_pos right i) (p.endpointInterval_mass right i) · exact p.mass_sum theorem endpointDensity_lower (right : Bool) (t : ℝ) : p.diagonalMass ≤ p.endpointDensity right t := by apply le_add_of_nonneg_right exact Finset.sum_nonneg fun i _ => mul_nonneg (p.replacementMass_nonneg i) (intervalDensity_nonneg (p.endpointLength_pos right i).le t) end CouplingParameters end end FiniteFactor end OAI