import OAI.Analysis.FreeEntropy.TerminalGaussian namespace OAI noncomputable section open scoped ENNReal NNReal Topology open MeasureTheory Filter Set namespace FiniteEntropySeparation def reciprocalDifference (a s : ℝ) : ℝ := 1 / (1+s) - 1 / (a+s) def logarithmicPrimitive (a s : ℝ) : ℝ := Real.log (1+s) - Real.log (a+s) theorem logarithmicPrimitive_deriv {a : ℝ} (ha : 0 < a) {s : ℝ} (hs : 0 ≤ s) : HasDerivAt (logarithmicPrimitive a) (reciprocalDifference a s) s := by unfold logarithmicPrimitive reciprocalDifference have h1 : 1+s ≠ 0 := by linarith have h2 : a+s ≠ 0 := by linarith convert (((hasDerivAt_id s).const_add 1).log h1).sub (((hasDerivAt_id s).const_add a).log h2) using 1 all_goals rfl theorem logarithmicPrimitive_atTop (a : ℝ) : Tendsto (logarithmicPrimitive a) atTop (𝓝 0) := by have h := (Real.tendsto_log_comp_add_sub_log 1).sub (Real.tendsto_log_comp_add_sub_log a) unfold logarithmicPrimitive convert h using 1 <;> simp [add_comm, sub_sub_sub_cancel_right] theorem reciprocalDifference_integrable {a : ℝ} (ha : 0 < a) : IntegrableOn (reciprocalDifference a) (Ioi 0) := by by_cases ha1 : 1 ≤ a · apply integrableOn_Ioi_deriv_of_nonneg' (fun s hs => logarithmicPrimitive_deriv ha hs) (fun s hs => ?_) (logarithmicPrimitive_atTop a) have hs : 0 < s := hs apply sub_nonneg.mpr apply one_div_le_one_div_of_le (by linarith : 0 < 1+s) linarith · apply integrableOn_Ioi_deriv_of_nonpos' (fun s hs => logarithmicPrimitive_deriv ha hs) (fun s hs => ?_) (logarithmicPrimitive_atTop a) have hs : 0 < s := hs apply sub_nonpos.mpr apply one_div_le_one_div_of_le (by linarith : 0 < a+s) linarith theorem reciprocalDifference_integral {a : ℝ} (ha : 0 < a) : ∫ s in Ioi (0 : ℝ), reciprocalDifference a s = Real.log a := by simpa [logarithmicPrimitive] using integral_Ioi_of_hasDerivAt_of_tendsto' (fun s hs => logarithmicPrimitive_deriv ha hs) (reciprocalDifference_integrable ha) (logarithmicPrimitive_atTop a) end FiniteEntropySeparation end end OAI