import OAI.Analysis.FiniteFactor.Sampling.IntervalError import OAI.Analysis.FiniteFactor.CrossedProduct.PhaseMarginal namespace OAI namespace FiniteFactor open MeasureTheory open scoped ENNReal noncomputable section def samplingBoundary (a b δ : ℝ) : Set ℝ := (Set.Icc δ (1-δ))ᶜ ∪ Set.Icc (a-δ) (a+δ) ∪ Set.Icc (b-δ) (b+δ) theorem samplingBoundary_measurable (a b δ : ℝ) : MeasurableSet (samplingBoundary a b δ) := (measurableSet_Icc.compl.union measurableSet_Icc).union measurableSet_Icc theorem samplingBoundary_measure (a b δ : ℝ) (hδ : 0 ≤ δ) : unitIntervalMeasure (samplingBoundary a b δ) ≤ ENNReal.ofReal (6*δ) := by have hband (a : ℝ) : unitIntervalMeasure (Set.Icc (a-δ) (a+δ)) ≤ ENNReal.ofReal (2*δ) := by calc _ ≤ volume (Set.Icc (a-δ) (a+δ)) := Measure.restrict_le_self _ _ = _ := by rw [Real.volume_Icc]; congr 1; ring calc _ ≤ unitIntervalMeasure ((Set.Icc δ (1-δ))ᶜ ∪ Set.Icc (a-δ) (a+δ)) + unitIntervalMeasure (Set.Icc (b-δ) (b+δ)) := measure_union_le _ _ _ ≤ unitIntervalMeasure (Set.Icc δ (1-δ))ᶜ + unitIntervalMeasure (Set.Icc (a-δ) (a+δ)) + unitIntervalMeasure (Set.Icc (b-δ) (b+δ)) := by gcongr; exact measure_union_le _ _ _ ≤ ENNReal.ofReal (2*δ) + ENNReal.ofReal (2*δ) + ENNReal.ofReal (2*δ) := by gcongr · exact unitInterval_middle_compl δ hδ · exact hband a · exact hband b _ = _ := by rw [← ENNReal.ofReal_add (by positivity) (by positivity), ← ENNReal.ofReal_add (by positivity) (by positivity)]; congr 1; ring theorem samplingSmooth_indicator_error_le_one (H : ℕ) (hH : 0 < H) (E : Set ℝ) (t : ℝ) : |samplingSmooth H E t - E.indicator (fun _ => (1 : ℝ)) t| ≤ 1 := by have h := samplingSmooth_bounds H hH E t by_cases ht : t ∈ E · rw [Set.indicator_of_mem ht] exact abs_le.mpr ⟨by linarith [h.1], by linarith [h.2]⟩ · rw [Set.indicator_of_notMem ht, sub_zero, abs_of_nonneg h.1] exact h.2 /-- The interval smoothing error integrated under any actual phase law with density bounded by two. Only one-dimensional domination is used. -/ theorem samplingSmooth_expected_error (ν : Measure ℝ) [IsProbabilityMeasure ν] (hν : ν ≤ (2 : ℝ≥0∞) • unitIntervalMeasure) (H : ℕ) (hH : 0 < H) (a b δ : ℝ) (hδ : 0 < δ) : (∫ t, |samplingSmooth H (Set.Icc a b) t - (Set.Icc a b).indicator (fun _ => (1 : ℝ)) t| ∂ν) ≤ 12*δ + 1/(4*(H : ℝ)*δ^2) := by let E := Set.Icc a b let B := samplingBoundary a b δ let C := 1/(4*(H : ℝ)*δ^2) let f := fun t => |samplingSmooth H E t - E.indicator (fun _ => (1 : ℝ)) t| have hC : 0 ≤ C := by dsimp [C]; positivity have hBm : MeasurableSet B := samplingBoundary_measurable a b δ have hfm : Measurable f := by have hi : Measurable (E.indicator (fun _ => (1 : ℝ))) := measurable_const.indicator measurableSet_Icc simpa only [Real.norm_eq_abs, Pi.sub_apply, f] using ((samplingSmooth_continuous H E).measurable.sub hi).norm have hfi : Integrable f ν := (integrable_const (1 : ℝ)).mono' hfm.aestronglyMeasurable (Filter.Eventually.of_forall (fun t => by rw [Real.norm_eq_abs, abs_of_nonneg (abs_nonneg _)] exact samplingSmooth_indicator_error_le_one H hH E t)) have hle (t : ℝ) : f t ≤ B.indicator (fun _ => (1 : ℝ)) t + C := by by_cases ht : t ∈ B · rw [Set.indicator_of_mem ht] exact (samplingSmooth_indicator_error_le_one H hH E t).trans (by linarith) · rw [Set.indicator_of_notMem ht, zero_add] have hn := not_or.mp ht have hn' := not_or.mp hn.1 have hmid : t ∈ Set.Icc δ (1-δ) := by simpa only [Set.mem_compl_iff, not_not] using hn'.1 have ha : δ < |t-a| := by by_contra hh have hab := abs_le.mp (le_of_not_gt hh) exact hn'.2 ⟨by linarith [hab.1], by linarith [hab.2]⟩ have hb : δ < |t-b| := by by_contra hh have hab := abs_le.mp (le_of_not_gt hh) exact hn.2 ⟨by linarith [hab.1], by linarith [hab.2]⟩ exact samplingSmooth_interval_error H hH a b δ t hδ hmid.1 hmid.2 ha hb have hBμ : ν B ≤ ENNReal.ofReal (12*δ) := by calc _ ≤ ((2 : ℝ≥0∞) • unitIntervalMeasure) B := hν B _ = 2 * unitIntervalMeasure B := rfl _ ≤ 2 * ENNReal.ofReal (6*δ) := by gcongr; exact samplingBoundary_measure a b δ hδ.le _ = _ := by rw [show (2 : ℝ≥0∞) = ENNReal.ofReal 2 by norm_num, ← ENNReal.ofReal_mul (by norm_num : (0 : ℝ) ≤ 2)]; congr 1; ring have hBreal : (ν B).toReal ≤ 12*δ := by have hh := ENNReal.toReal_mono ENNReal.ofReal_ne_top hBμ rwa [ENNReal.toReal_ofReal (by positivity)] at hh have hh := integral_mono_ae hfi (((integrable_const (1 : ℝ)).indicator hBm).add (integrable_const C)) (Filter.Eventually.of_forall hle) simp only [Pi.add_apply] at hh rw [integral_add ((integrable_const (1 : ℝ)).indicator hBm) (integrable_const C), integral_indicator hBm] at hh simp [measureReal_def] at hh change (∫ t, f t ∂ν) ≤ 12*δ+C linarith end end FiniteFactor end OAI