import OAI.Combinatorics.BooleanFunctions.Blocks namespace OAI open scoped BigOperators noncomputable section namespace SquareRootDegree attribute [local instance] Classical.propDecidable namespace FiniteMoments variable {ι α : Type*} [Fintype ι] [Fintype α] theorem average_normalized_weight (w : α → ℝ) (hw : average w ≠ 0) : average (fun x => w x / average w) = 1 := by simp only [div_eq_mul_inv,average_mul_const,mul_inv_cancel₀ hw] theorem normalized_product_eval (r : ι → α → ℝ) (hr : ∀ i, average (r i) = 1) (j : ι) (g : α → ℝ) : average (fun x : ι → α => (∏ i, r i (x i))*g (x j)) = average (fun a => r j a*g a) := by have he : (fun x : ι → α => (∏ i, r i (x i))*g (x j)) = fun x => ∏ i, (if i = j then r i (x i)*g (x i) else r i (x i)) := by funext x have hi (i : ι) : (if i = j then r i (x i)*g (x i) else r i (x i)) = r i (x i)*(if i = j then g (x i) else 1) := by split_ifs <;> simp simp_rw [hi] rw [Finset.prod_mul_distrib] simp rw [he,average_pi_prod (fun i a => if i = j then r i a*g a else r i a)] have hf (i : ι) : average (fun a => if i = j then r i a*g a else r i a) = if i = j then average (fun a => r i a*g a) else 1 := by split_ifs <;> simp_all simp_rw [hf] simp theorem normalized_product_two_eval (r : ι → α → ℝ) (hr : ∀ i, average (r i) = 1) (j k : ι) (hjk : j ≠ k) (g h : α → ℝ) : average (fun x : ι → α => (∏ i, r i (x i))*g (x j)*h (x k)) = average (fun a => r j a*g a) * average (fun a => r k a*h a) := by have he : (fun x : ι → α => (∏ i, r i (x i))*g (x j)*h (x k)) = fun x => ∏ i, r i (x i)*(if i = j then g (x i) else 1)*(if i = k then h (x i) else 1) := by funext x rw [Finset.prod_mul_distrib,Finset.prod_mul_distrib] simp rw [he,average_pi_prod (fun i a => r i a*(if i = j then g a else 1)*(if i = k then h a else 1))] have hf (i : ι) : average (fun a => r i a*(if i = j then g a else 1)*(if i = k then h a else 1)) = (if i = j then average (fun a => r j a*g a) else 1)* (if i = k then average (fun a => r k a*h a) else 1) := by by_cases hj : i = j · subst i; simp [hjk] by_cases hk : i = k · subst i; simp [hj] simp [hj,hk,hr] simp_rw [hf] rw [Finset.prod_mul_distrib] simp theorem normalized_product_sum (r : ι → α → ℝ) (hr : ∀ i, average (r i) = 1) (T : ι → α → ℝ) : average (fun x : ι → α => (∏ i, r i (x i))*(∑ i, T i (x i))) = ∑ i, average (fun a => r i a*T i a) := by simp_rw [Finset.mul_sum] rw [average_sum] exact Finset.sum_congr rfl (fun _ _ => normalized_product_eval r hr _ _) theorem normalized_product_centered_sq (r : ι → α → ℝ) (hr : ∀ i, average (r i) = 1) (T : ι → α → ℝ) (hT : ∀ i, average (fun a => r i a*T i a) = 0) : average (fun x : ι → α => (∏ i, r i (x i))*(∑ i, T i (x i))^2) = ∑ i, average (fun a => r i a*(T i a)^2) := by have he : (fun x : ι → α => (∏ i, r i (x i))*(∑ i, T i (x i))^2) = fun x => ∑ i, ∑ j, (∏ k, r k (x k))*T i (x i)*T j (x j) := by funext x simp only [sq,Finset.sum_mul,Finset.mul_sum] rw [Finset.sum_comm] simp only [mul_assoc] rw [he,average_sum] simp_rw [average_sum] apply Finset.sum_congr rfl intro i _ rw [Finset.sum_eq_single i] · have he' : (fun x : ι → α => (∏ k, r k (x k))*T i (x i)*T i (x i)) = fun x => (∏ k, r k (x k))*(T i (x i))^2 := by funext x; ring rw [he',normalized_product_eval r hr i (fun a => (T i a)^2)] · intro j _ hij rw [normalized_product_two_eval r hr i j (Ne.symm hij),hT,hT,mul_zero] · simp theorem normalized_product_shifted_sq (r : ι → α → ℝ) (hr : ∀ i, average (r i) = 1) (T : ι → α → ℝ) (μ : ι → ℝ) (hμ : ∀ i, average (fun a => r i a*T i a) = μ i) (c : ℝ) : average (fun x : ι → α => (∏ i, r i (x i))*(c+∑ i, T i (x i))^2) = (c+∑ i, μ i)^2 + ∑ i, (average (fun a => r i a*(T i a)^2)-(μ i)^2) := by have hc (i : ι) : average (fun a => r i a*(T i a-μ i)) = 0 := by simp only [mul_sub,average_sub,average_mul_const,hμ,hr,one_mul,sub_self] have hfirst := normalized_product_sum r hr (fun i a => T i a-μ i) simp only [hc,Finset.sum_const_zero] at hfirst have hsecond := normalized_product_centered_sq r hr (fun i a => T i a-μ i) hc have hp : average (fun x : ι → α => ∏ i, r i (x i)) = 1 := by rw [average_pi_prod]; simp [hr] have he : (fun x : ι → α => (∏ i, r i (x i))*(c+∑ i, T i (x i))^2) = fun x => (∏ i, r i (x i))*(∑ i, (T i (x i)-μ i))^2 + 2*(c+∑ i, μ i)*((∏ i, r i (x i))*(∑ i, (T i (x i)-μ i))) + (c+∑ i, μ i)^2*(∏ i, r i (x i)) := by funext x; rw [Finset.sum_sub_distrib]; ring rw [he,average_add,average_add,average_const_mul,average_const_mul,hfirst,hsecond,hp] have hd (i : ι) : average (fun a => r i a*(T i a-μ i)^2) = average (fun a => r i a*(T i a)^2)-(μ i)^2 := by have he' : (fun a => r i a*(T i a-μ i)^2) = fun a => r i a*(T i a)^2-2*μ i*(r i a*T i a)+(μ i)^2*r i a := by funext a; ring rw [he',average_add,average_sub,average_const_mul,average_const_mul,hμ,hr] ring simp_rw [hd] ring end FiniteMoments end SquareRootDegree end end OAI