import OAI.Analysis.IntegralMeans.ExpectedDensity namespace OAI noncomputable section open Set MeasureTheory Filter Function InnerProductSpace open scoped Topology ComplexConjugate Manifold NNReal ENNReal InnerProductSpace Classical open MeasureTheory Function open Set Filter open Set MeasureTheory Filter Function open Set MeasureTheory Filter Function InnerProductSpace open TopologicalSpace open scoped CompactlySupported open scoped ENNReal open scoped Manifold open scoped Topology CompactlySupported ComplexConjugate open scoped Topology ComplexConjugate Manifold NNReal ENNReal InnerProductSpace Classical open scoped Topology ENNReal NNReal namespace Brennan attribute [local irreducible] classWeight attribute [local irreducible] classFun attribute [local irreducible] rerootClass def affineInverse (z : ℂ) : ℂ := (-(z.re : ℂ)+Complex.I)/(z.im : ℂ) lemma affineInverse_re (z : ℂ) : (affineInverse z).re = -z.re/z.im := by simp [affineInverse,Complex.div_ofReal_re] lemma affineInverse_im (z : ℂ) : (affineInverse z).im = z.im⁻¹ := by simp [affineInverse,Complex.div_ofReal_im] lemma affineInverse_mem {z : ℂ} (hz : z ∈ halfPlane) : affineInverse z ∈ halfPlane := by simpa only [halfPlane,mem_ofPred_eq,affineInverse_im] using inv_pos.mpr hz lemma affineInverse_invol {z : ℂ} (hz : z ∈ halfPlane) : affineInverse (affineInverse z) = z := by have hn : z.im ≠ 0 := ne_of_gt hz apply Complex.ext · simp only [affineInverse_re,affineInverse_im,neg_div,neg_neg,div_inv_eq_mul] exact div_mul_cancel₀ _ hn · simp only [affineInverse_im,inv_inv] lemma affineInverse_injOn : InjOn affineInverse halfPlane := by intro z hz w hw he simpa only [affineInverse_invol hz,affineInverse_invol hw] using congrArg affineInverse he lemma affineInverse_affine {z : ℂ} (hz : z ∈ halfPlane) : affine z (affineInverse z) = Complex.I := by have hn : (z.im : ℂ) ≠ 0 := Complex.ofReal_ne_zero.mpr (ne_of_gt hz) rw [affine,affineInverse,mul_div_cancel₀ _ hn] ring lemma hasFDerivAt_affineInverse {z : ℂ} (hz : z ∈ halfPlane) : HasFDerivAt affineInverse (((z.im : ℂ)⁻¹) • (-(Complex.ofRealCLM.comp Complex.reCLM)) + (-(z.re : ℂ)+Complex.I) • ((-((z.im : ℂ)^2)⁻¹) • (Complex.ofRealCLM.comp Complex.imCLM))) z := by have hn : (z.im : ℂ) ≠ 0 := Complex.ofReal_ne_zero.mpr (ne_of_gt hz) have hi := (hasFDerivAt_inv' (𝕜 := ℝ) hn).comp z (Complex.ofRealCLM.comp Complex.imCLM).hasFDerivAt have h := ((Complex.ofRealCLM.comp Complex.reCLM).hasFDerivAt.neg.add_const Complex.I).mul hi convert! h using 1 ext v simp only [add_apply,smul_apply,neg_apply,Pi.neg_apply,ContinuousLinearMap.comp_apply, Complex.ofRealCLM_apply,Complex.reCLM_apply,Complex.imCLM_apply, ContinuousLinearMap.mulLeftRight_apply,Function.comp_apply,smul_eq_mul] ring lemma differentiableAt_affineInverse {z : ℂ} (hz : z ∈ halfPlane) : DifferentiableAt ℝ affineInverse z := (hasFDerivAt_affineInverse hz).differentiableAt lemma fderiv_affineInverse_apply {z : ℂ} (hz : z ∈ halfPlane) (v : ℂ) : fderiv ℝ affineInverse z v = (-(v.re : ℂ)*(z.im : ℂ)-(-(z.re : ℂ)+Complex.I)*(v.im : ℂ))/(z.im : ℂ)^2 := by have hn : (z.im : ℂ) ≠ 0 := Complex.ofReal_ne_zero.mpr (ne_of_gt hz) rw [(hasFDerivAt_affineInverse hz).fderiv] simp only [add_apply,smul_apply,neg_apply, ContinuousLinearMap.comp_apply,Complex.ofRealCLM_apply,Complex.reCLM_apply,Complex.imCLM_apply, smul_eq_mul] field_simp ring lemma det_affineInverse {z : ℂ} (hz : z ∈ halfPlane) : (fderiv ℝ affineInverse z).det = z.im⁻¹^3 := by change LinearMap.det (fderiv ℝ affineInverse z).toLinearMap = _ rw [determinant_complex_real] change (fderiv ℝ affineInverse z 1).re*(fderiv ℝ affineInverse z Complex.I).im- (fderiv ℝ affineInverse z Complex.I).re*(fderiv ℝ affineInverse z 1).im = _ rw [fderiv_affineInverse_apply hz,fderiv_affineInverse_apply hz] simp only [Complex.one_re,Complex.one_im,Complex.I_re,Complex.I_im,Complex.ofReal_one, Complex.ofReal_zero,neg_zero,zero_mul,mul_zero,mul_one,sub_zero,zero_sub,neg_mul, ← Complex.ofReal_pow,Complex.div_ofReal_re,Complex.div_ofReal_im, Complex.neg_re,Complex.neg_im,Complex.ofReal_re,Complex.ofReal_im, Complex.mul_re,Complex.mul_im,Complex.add_re,Complex.add_im] field_simp [ne_of_gt (show 0 < z.im from hz)] ring lemma affineInverse_change_variables {s : Set ℂ} (hs : MeasurableSet s) (hsub : s ⊆ halfPlane) (hInv : affineInverse '' s = s) (f : ℂ → ℝ≥0∞) : (∫⁻ z in s, f z ∂volume) = ∫⁻ z in s, ENNReal.ofReal (z.im⁻¹^3)*f (affineInverse z) ∂volume := by have h := lintegral_image_eq_lintegral_abs_det_fderiv_mul volume hs (fun z hz => (differentiableAt_affineInverse (hsub hz)).hasFDerivAt.hasFDerivWithinAt) (affineInverse_injOn.mono hsub) f rw [hInv] at h refine h.trans (setLIntegral_congr_fun hs (fun z hz => ?_)) rw [det_affineInverse (hsub hz),abs_of_nonneg (pow_nonneg (inv_nonneg.mpr (hsub hz).le) _)] lemma diskCayley_affineInverse {z : ℂ} (hz : z ∈ halfPlane) : diskCayley (affineInverse z) = (z-Complex.I)/(star (z+Complex.I)) := by have hy : (z.im : ℂ) ≠ 0 := Complex.ofReal_ne_zero.mpr (ne_of_gt hz) have h₁ : affineInverse z-Complex.I = -(z-Complex.I)/(z.im : ℂ) := by rw [affineInverse,div_sub' hy] congr 1 apply Complex.ext <;> simp have h₂ : affineInverse z+Complex.I = -star (z+Complex.I)/(z.im : ℂ) := by rw [affineInverse,div_add' _ _ _ hy] congr 1 apply Complex.ext <;> simp rw [diskCayley,h₁,h₂,div_div_div_cancel_right₀ hy,neg_div_neg_eq] lemma diskCayley_affineInverse_norm {z : ℂ} (hz : z ∈ halfPlane) : ‖diskCayley (affineInverse z)‖ = ‖diskCayley z‖ := by rw [diskCayley_affineInverse hz,diskCayley,norm_div,norm_div,norm_star] lemma affineInverse_mem_outsideCore {z : ℂ} (hz : z ∈ outsideCore) : affineInverse z ∈ outsideCore := ⟨affineInverse_mem hz.1,by simpa only [diskCayley_affineInverse_norm hz.1] using hz.2⟩ lemma affineInverse_image_outsideCore : affineInverse '' outsideCore = outsideCore := by ext z constructor · rintro ⟨w,hw,rfl⟩ exact affineInverse_mem_outsideCore hw · intro hz exact ⟨affineInverse z,affineInverse_mem_outsideCore hz,affineInverse_invol hz.1⟩ lemma reroot_at_affineInverse (g : DiskClass) {z : ℂ} (hz : z ∈ halfPlane) : classFun (rerootClass g ⟨z,hz⟩) (affineInverse z) = -classFun g z/((z.im : ℂ)*deriv (classFun g) z) := by rw [classFun_rerootClass g ⟨z,hz⟩ (affineInverse_mem hz)] simp only [reroot,affineInverse_affine hz,(classFun_schlicht g).2.1,zero_sub] lemma classWeight_inverse_value (g : DiskClass) {z : ℂ} (hz : z ∈ outsideCore) : classWeight g ⟨z,hz.1⟩ * ‖classFun (rerootClass g ⟨z,hz.1⟩) (affineInverse z)‖⁻¹^4 = z.im^4*(‖deriv (classFun g) z‖^2*‖classFun g z‖⁻¹^4) := by have hn := classFun_ne_zero_outsideCore g hz have hd := univalent_deriv_ne_zero isOpen_halfPlane (classFun_schlicht g).1 hz.1 have hy : 0 < z.im := hz.1 rw [classWeight,reciprocalDeriv,reroot_at_affineInverse g hz.1] simp only [norm_inv,norm_div,norm_neg,norm_mul,Complex.norm_real,Real.norm_eq_abs,abs_of_pos hy] field_simp lemma inverse_area_bound {f : ℂ → ℂ} {s : Set ℂ} (hs : MeasurableSet s) (hf : ∀ z ∈ s, DifferentiableAt ℂ f z) (hi : InjOn f s) (hmin : ∀ z ∈ s, (1/16 : ℝ) ≤ ‖f z‖) : (∫⁻ z in s, ENNReal.ofReal (‖deriv f z‖^2*‖f z‖⁻¹^4)) ≤ ENNReal.ofReal (256*Real.pi) := by have hn (z : ℂ) (hz : z ∈ s) : f z ≠ 0 := by have := hmin z hz exact norm_ne_zero_iff.mp (ne_of_gt (by linarith)) have hd (z : ℂ) (hz : z ∈ s) := (hf z hz).hasDerivAt.inv (hn z hz) have hhi : InjOn (fun z => (f z)⁻¹) s := by intro z hz w hw he exact hi hz hw (inv_inj.mp he) have he := lintegral_image_eq_lintegral_abs_det_fderiv_mul volume hs (fun z hz => ((hd z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) hhi (fun _ => (1 : ℝ≥0∞)) have hJac (z : ℂ) (hz : z ∈ s) : |(fderiv ℝ (fun z => (f z)⁻¹) z).det| = ‖deriv f z‖^2*‖f z‖⁻¹^4 := by have hdet : (fderiv ℝ (fun z => (f z)⁻¹) z).det = ‖deriv (fun z => (f z)⁻¹) z‖^2 := by exact det_fderiv_complex (hd z hz).differentiableAt rw [hdet,abs_of_nonneg (sq_nonneg _)] have hdr : deriv (fun z => (f z)⁻¹) z = -deriv f z/f z^2 := (hd z hz).deriv rw [hdr] change ‖(-deriv f z/f z^2 : ℂ)‖^2 = ‖deriv f z‖^2*‖f z‖⁻¹^4 rw [Complex.norm_div,norm_neg,Complex.norm_pow] simp only [div_eq_mul_inv,inv_pow] ring have he' : (∫⁻ z in s, ENNReal.ofReal (‖deriv f z‖^2*‖f z‖⁻¹^4)) = volume ((fun z => (f z)⁻¹) '' s) := by simp only [lintegral_const,one_mul,Measure.restrict_apply_univ] at he change _ = volume (f⁻¹ '' s) rw [he] apply setLIntegral_congr_fun hs intro z hz dsimp only rw [mul_one] have hfm := (hd z hz).hasFDerivAt.restrictScalars ℝ have hh : (ContinuousLinearMap.restrictScalars ℝ (ContinuousLinearMap.toSpanSingleton ℂ (-deriv f z/f z^2))) = fderiv ℝ (fun z => (f z)⁻¹) z := by exact hfm.fderiv.symm rw [hh,hJac z hz] rw [he'] have hsub : (fun z => (f z)⁻¹) '' s ⊆ Metric.closedBall 0 16 := by rintro _ ⟨z,hz,rfl⟩ simp only [Metric.mem_closedBall,dist_zero_right,norm_inv] exact (inv_le_comm₀ (norm_pos_iff.mpr (hn z hz)) (by norm_num)).mpr (by simpa using hmin z hz) calc _ ≤ volume (Metric.closedBall (0 : ℂ) 16) := measure_mono hsub _ = _ := by rw [Complex.volume_closedBall] have hp : (NNReal.pi : ℝ≥0∞) = ENNReal.ofReal Real.pi := by rw [ENNReal.ofReal,ENNReal.coe_inj] apply Subtype.ext exact (Real.coe_toNNReal Real.pi Real.pi_pos.le).symm rw [hp,ENNReal.ofReal_mul (by norm_num : (0 : ℝ) ≤ 256)] norm_num [mul_comm] def planeClassDeriv (g : DiskClass) (z : ℂ) : ℂ := by classical exact if z ∈ halfPlane then deriv (classFun g) z else 0 lemma measurable_planeClassDeriv : Measurable (fun p : DiskClass × ℂ => planeClassDeriv p.1 p.2) := by classical let s : Set (DiskClass × ℂ) := Prod.snd ⁻¹' halfPlane have hc : Continuous (fun p : s => deriv (classFun p.val.1) p.val.2) := by have h : Continuous (fun p : DiskClass × halfPlane => deriv (classFun p.1) p.2) := by simpa only [iteratedDeriv_one] using continuous_classJet_eval 1 exact h.comp ((continuous_fst.comp continuous_subtype_val).prodMk ((continuous_snd.comp continuous_subtype_val).subtype_mk (fun p => p.2))) simpa only [planeClassDeriv,s,Set.mem_preimage,dite_eq_ite] using hc.measurable.dite (measurable_const (a := (0 : ℂ))) (isOpen_halfPlane.measurableSet.preimage measurable_snd) lemma planeClassDeriv_eq (g : DiskClass) {z : ℂ} (hz : z ∈ halfPlane) : planeClassDeriv g z = deriv (classFun g) z := by simp [planeClassDeriv,hz] def inverseDensity (g : DiskClass) (z : ℂ) : ℝ≥0∞ := ENNReal.ofReal (‖planeClassValue g z‖⁻¹^4) def inverseJacDensity (g : DiskClass) (z : ℂ) : ℝ≥0∞ := ENNReal.ofReal (‖planeClassDeriv g z‖^2*‖planeClassValue g z‖⁻¹^4) def weightedInverseArea (β : ℝ) (g : DiskClass) : ℝ≥0∞ := ∫⁻ z in outsideCore, ENNReal.ofReal (z.im^(β+1))*inverseDensity g z lemma measurable_inverseDensity : Measurable (Function.uncurry inverseDensity) := (measurable_planeClassValue.norm.inv.pow_const 4).ennreal_ofReal lemma measurable_inverseJacDensity : Measurable (Function.uncurry inverseJacDensity) := ((measurable_planeClassDeriv.norm.pow_const 2).mul (measurable_planeClassValue.norm.inv.pow_const 4)).ennreal_ofReal lemma measurable_weightedInverseArea (β : ℝ) : Measurable (weightedInverseArea β) := by apply Measurable.lintegral_prod_right exact (((Complex.continuous_im.comp continuous_snd).measurable.pow measurable_const).ennreal_ofReal).mul measurable_inverseDensity lemma inverseJacDensity_integral_le (g : DiskClass) : (∫⁻ z in outsideCore, inverseJacDensity g z) ≤ ENNReal.ofReal (256*Real.pi) := by have he : (∫⁻ z in outsideCore, inverseJacDensity g z) = ∫⁻ z in outsideCore, ENNReal.ofReal (‖deriv (classFun g) z‖^2*‖classFun g z‖⁻¹^4) := by apply setLIntegral_congr_fun measurableSet_outsideCore intro z hz simp only [inverseJacDensity,planeClassValue_eq g hz.1,planeClassDeriv_eq g hz.1] rw [he] exact inverse_area_bound measurableSet_outsideCore (fun _ hz => (classFun_schlicht g).1.1.differentiableAt (isOpen_halfPlane.mem_nhds hz.1)) ((classFun_schlicht g).1.2.mono (fun _ h => h.1)) (fun _ hz => classFun_lower_outsideCore g hz) def HasWeightedLaw (P : ProbabilityMeasure DiskClass) (β : ℝ) : Prop := ∀ z : halfPlane, ∀ f : DiskClass → ℝ≥0∞, Measurable f → (∫⁻ g, ENNReal.ofReal (classWeight g z)*f (rerootClass g z) ∂(P : Measure DiskClass)) = ENNReal.ofReal (z.val.im^(-β))*(∫⁻ g, f g ∂(P : Measure DiskClass)) attribute [local irreducible] inverseDensity inverseJacDensity lemma weighted_inverse_identity (P : ProbabilityMeasure DiskClass) (β : ℝ) (hP : HasWeightedLaw P β) {z : ℂ} (hz : z ∈ outsideCore) : (∫⁻ g, inverseJacDensity g z ∂(P : Measure DiskClass)) = ENNReal.ofReal (z.im^(-β-4)) * (∫⁻ g, inverseDensity g (affineInverse z) ∂(P : Measure DiskClass)) := by have hy : 0 < z.im := hz.1 have hden : Measurable (fun g => inverseDensity g (affineInverse z)) := measurable_inverseDensity.comp (measurable_id.prodMk measurable_const) have he := hP ⟨z,hz.1⟩ _ hden have hid (g : DiskClass) : ENNReal.ofReal (classWeight g ⟨z,hz.1⟩)*inverseDensity (rerootClass g ⟨z,hz.1⟩) (affineInverse z) = ENNReal.ofReal (z.im^4)*inverseJacDensity g z := by simp only [inverseDensity,inverseJacDensity,planeClassValue_eq _ (affineInverse_mem hz.1), planeClassValue_eq _ hz.1,planeClassDeriv_eq _ hz.1] rw [← ENNReal.ofReal_mul (classWeight_pos g ⟨z,hz.1⟩).le, classWeight_inverse_value g hz,ENNReal.ofReal_mul (pow_nonneg hy.le 4)] simp_rw [hid] at he have hJac : Measurable (fun g => inverseJacDensity g z) := measurable_inverseJacDensity.comp (measurable_id.prodMk measurable_const) rw [lintegral_const_mul _ hJac] at he have hpow : ENNReal.ofReal (z.im^4) * ENNReal.ofReal (z.im^(-β-4)) = ENNReal.ofReal (z.im^(-β)) := by rw [← ENNReal.ofReal_mul (pow_nonneg hy.le 4),← Real.rpow_natCast,← Real.rpow_add hy] congr 1 congr 1 ring apply (ENNReal.mul_right_inj (by positivity : ENNReal.ofReal (z.im^4) ≠ 0) ENNReal.ofReal_ne_top).mp rw [← mul_assoc,hpow] exact he lemma weightedInverseArea_expectation_le (P : ProbabilityMeasure DiskClass) (β : ℝ) (hP : HasWeightedLaw P β) : (∫⁻ g, weightedInverseArea β g ∂(P : Measure DiskClass)) ≤ ENNReal.ofReal (256*Real.pi) := by let A (z : ℂ) := ∫⁻ g, inverseJacDensity g z ∂(P : Measure DiskClass) let B (z : ℂ) := ∫⁻ g, inverseDensity g z ∂(P : Measure DiskClass) have hswap : (∫⁻ g, weightedInverseArea β g ∂(P : Measure DiskClass)) = ∫⁻ z in outsideCore, ENNReal.ofReal (z.im^(β+1))*B z := by unfold weightedInverseArea rw [lintegral_lintegral_swap] · apply lintegral_congr intro z have hm : Measurable (fun g => inverseDensity g z) := measurable_inverseDensity.comp (measurable_id.prodMk measurable_const) exact lintegral_const_mul _ hm · exact ((((Complex.continuous_im.comp continuous_snd).measurable.pow measurable_const).ennreal_ofReal).mul measurable_inverseDensity).aemeasurable have hpoint (z : ℂ) (hz : z ∈ outsideCore) : ENNReal.ofReal (z.im^(β+1))*B z = ENNReal.ofReal (z.im⁻¹^3)*A (affineInverse z) := by have hy : 0 < z.im := hz.1 dsimp only [A] rw [weighted_inverse_identity P β hP (affineInverse_mem_outsideCore hz), affineInverse_invol hz.1,affineInverse_im,← mul_assoc] congr 1 rw [← ENNReal.ofReal_mul (pow_nonneg (inv_nonneg.mpr hy.le) 3)] congr 1 rw [Real.inv_rpow hy.le] have he : (z.im⁻¹^3 : ℝ) = z.im^(-3 : ℝ) := by rw [Real.rpow_neg hy.le] norm_cast simp rw [he,← Real.rpow_neg hy.le,← Real.rpow_add hy] congr 1 ring rw [hswap,setLIntegral_congr_fun measurableSet_outsideCore hpoint, ← affineInverse_change_variables measurableSet_outsideCore (fun _ h => h.1) affineInverse_image_outsideCore A] have hswap₂ : (∫⁻ z in outsideCore, A z) = ∫⁻ g, (∫⁻ z in outsideCore, inverseJacDensity g z) ∂(P : Measure DiskClass) := by exact (lintegral_lintegral_swap measurable_inverseJacDensity.aemeasurable).symm rw [hswap₂] calc _ ≤ ∫⁻ _ : DiskClass, ENNReal.ofReal (256*Real.pi) ∂(P : Measure DiskClass) := lintegral_mono inverseJacDensity_integral_le _ = _ := by simp lemma weightedInverseArea_ae_finite (P : ProbabilityMeasure DiskClass) (β : ℝ) (hP : HasWeightedLaw P β) : ∀ᵐ g ∂(P : Measure DiskClass), weightedInverseArea β g < ∞ := ae_lt_top (measurable_weightedInverseArea β) (ne_top_of_le_ne_top ENNReal.ofReal_ne_top (weightedInverseArea_expectation_le P β hP)) end Brennan end end OAI