import OAI.Analysis.FiniteFactor.Sampling.Weights namespace OAI namespace FiniteFactor open MeasureTheory open scoped ENNReal noncomputable section theorem unitInterval_split (c : ℝ) (hc : 0 ≤ c) (hc1 : c ≤ 1) : unitIntervalMeasure = volume.restrict (Set.Ioc (0 : ℝ) c) + volume.restrict (Set.Ioc c 1) := by unfold unitIntervalMeasure rw [restrict_Ico_eq_restrict_Ioc,← Set.Ioc_union_Ioc_eq_Ioc hc hc1, Measure.restrict_union (Set.Ioc_disjoint_Ioc_of_le le_rfl) measurableSet_Ioc] theorem map_interval_affine (a b c d : ℝ) (hc : 0 < c) : (volume.restrict (Set.Ioc a b)).map (fun x => c*x+d) = ENNReal.ofReal c⁻¹ • volume.restrict (Set.Ioc (c*a+d) (c*b+d)) := by have hp : (fun x : ℝ => c*x+d) ⁻¹' Set.Ioc (c*a+d) (c*b+d) = Set.Ioc a b := by ext x simp only [Set.mem_preimage,Set.mem_Ioc,add_lt_add_iff_right,add_le_add_iff_right, mul_lt_mul_iff_right₀ hc,mul_le_mul_iff_right₀ hc] have hmap : volume.map (fun x : ℝ => c*x+d) = ENNReal.ofReal c⁻¹ • volume := by have he : (fun x : ℝ => c*x+d) = (fun x : ℝ => x+d) ∘ (fun x : ℝ => c*x) := rfl rw [he,← Measure.map_map (by fun_prop) (by fun_prop),Real.map_volume_mul_left hc.ne', Measure.map_smul _ (by fun_prop), (measurePreserving_add_right (volume : Measure ℝ) d).map_eq,abs_of_pos (inv_pos.mpr hc)] rw [← hp,← Measure.restrict_map (f := fun x : ℝ => c*x+d) (by fun_prop) measurableSet_Ioc, hmap,Measure.restrict_smul] /-- The uncut diagonal model moves z by v times its endpoint distance. -/ def samplingTransport (v z : ℝ) : ℝ := z+v*samplingDistance z /-- Exact density of the two affine branches of the uncut transport. -/ def samplingTransportDensity (v s : ℝ) : ℝ := if s ≤ (1+v)/2 then 1/(1+v) else 1/(1-v) theorem samplingTransportDensity_measurable : Measurable (fun p : ℝ × ℝ => samplingTransportDensity p.1 p.2) := by unfold samplingTransportDensity exact Measurable.ite (measurableSet_le measurable_snd ((measurable_const.add measurable_fst).div_const 2)) (by fun_prop) (by fun_prop) /-- This is the actual push-forward density, not an assumed ideal moment. -/ theorem samplingTransport_density (v : ℝ) (hv : 0 ≤ v) (hv1 : v < 1) : unitIntervalMeasure.map (samplingTransport v) = unitIntervalMeasure.withDensity (fun s => ENNReal.ofReal (samplingTransportDensity v s)) := by let c := (1+v)/2 have hc : 0 ≤ c := by dsimp [c]; linarith have hc1 : c ≤ 1 := by dsimp [c]; linarith have hleft : (volume.restrict (Set.Ioc (0 : ℝ) (1/2))).map (samplingTransport v) = ENNReal.ofReal (1/(1+v)) • volume.restrict (Set.Ioc (0 : ℝ) c) := by have he : samplingTransport v =ᵐ[volume.restrict (Set.Ioc (0 : ℝ) (1/2))] (fun z => (1+v)*z+0) := by filter_upwards [ae_restrict_mem measurableSet_Ioc] with z hz unfold samplingTransport samplingDistance rw [min_eq_left (by linarith [hz.2])] ring rw [Measure.map_congr he,map_interval_affine _ _ _ _ (by linarith)] simp only [mul_zero,add_zero,one_div] congr 3 have hright : (volume.restrict (Set.Ioc (1/2 : ℝ) 1)).map (samplingTransport v) = ENNReal.ofReal (1/(1-v)) • volume.restrict (Set.Ioc c (1 : ℝ)) := by have he : samplingTransport v =ᵐ[volume.restrict (Set.Ioc (1/2 : ℝ) 1)] (fun z => (1-v)*z+v) := by filter_upwards [ae_restrict_mem measurableSet_Ioc] with z hz unfold samplingTransport samplingDistance rw [min_eq_right (by linarith [hz.1])] ring rw [Measure.map_congr he,map_interval_affine _ _ _ _ (by linarith)] have hc' : (1-v)*(1/2)+v = c := by dsimp [c]; ring rw [hc',show (1-v)*1+v = 1 by ring] simp [one_div] have hdleft : (volume.restrict (Set.Ioc (0 : ℝ) c)).withDensity (fun s => ENNReal.ofReal (samplingTransportDensity v s)) = ENNReal.ofReal (1/(1+v)) • volume.restrict (Set.Ioc (0 : ℝ) c) := by rw [← withDensity_const] apply withDensity_congr_ae filter_upwards [ae_restrict_mem measurableSet_Ioc] with z hz simp [samplingTransportDensity,show z ≤ (1+v)/2 from hz.2] have hdright : (volume.restrict (Set.Ioc c (1 : ℝ))).withDensity (fun s => ENNReal.ofReal (samplingTransportDensity v s)) = ENNReal.ofReal (1/(1-v)) • volume.restrict (Set.Ioc c (1 : ℝ)) := by rw [← withDensity_const] apply withDensity_congr_ae filter_upwards [ae_restrict_mem measurableSet_Ioc] with z hz simp [samplingTransportDensity,show ¬z ≤ (1+v)/2 from not_le.mpr hz.1] conv_lhs => rw [unitInterval_split (1/2) (by norm_num) (by norm_num)] have htm : Measurable (samplingTransport v) := by unfold samplingTransport samplingDistance; fun_prop rw [Measure.map_add _ _ htm,hleft,hright] conv_rhs => rw [unitInterval_split c hc hc1] rw [withDensity_add_measure,hdleft,hdright] end end FiniteFactor end OAI