import OAI.Dynamics.MultipleMixing.WeakLimits namespace OAI noncomputable section namespace Rokhlin section open MeasureTheory Filter open scoped Topology BigOperators variable {Ω A : Type*} [MeasurableSpace Ω] [MeasurableSpace A] [TopologicalSpace A] [BorelSpace A] def fullShift : (ℤ → A) ≃ₜ (ℤ → A) where toFun x q := x (q+1) invFun x q := x (q-1) left_inv x := by funext q; simp right_inv x := by funext q; simp continuous_toFun := continuous_pi fun _ => continuous_apply _ continuous_invFun := continuous_pi fun _ => continuous_apply _ omit [MeasurableSpace A] [BorelSpace A] in lemma fullShift_iterate (n : ℕ) (x : ℤ → A) (q : ℤ) : (fullShift^[n]) x q = x (q+n) := by induction n generalizing q with | zero => simp | succ n ih => rw [Function.iterate_succ_apply'] change (fullShift^[n]) x (q+1) = _ rw [ih] congr 1 push_cast ring def symbolicCode (T : Ω ≃ᵐ Ω) (a : Ω → A) : Ω → (ℤ → A) := fun x q => a (timeMap T q x) omit [TopologicalSpace A] [BorelSpace A] in lemma symbolicCode_measurable (T : Ω ≃ᵐ Ω) (a : Ω → A) (ha : Measurable a) : Measurable (symbolicCode T a) := Measurable.of_eval fun q => ha.comp (timeMap_measurable T q) omit [MeasurableSpace A] [BorelSpace A] in lemma symbolicCode_time (T : Ω ≃ᵐ Ω) (a : Ω → A) (n : ℕ) (x : Ω) : symbolicCode T a (timeMap T n x) = (fullShift^[n]) (symbolicCode T a x) := by funext q rw [fullShift_iterate] exact congrArg a (congrFun (timeMap_add T q n).symm x) variable [SecondCountableTopology A] lemma symbolicShift_preserving (μ : Measure Ω) (T : Ω ≃ᵐ Ω) (hT : MeasurePreserving T μ μ) (a : Ω → A) (ha : Measurable a) : MeasurePreserving fullShift (μ.map (symbolicCode T a)) (μ.map (symbolicCode T a)) := by refine ⟨fullShift.continuous.measurable,?_⟩ rw [Measure.map_map fullShift.continuous.measurable (symbolicCode_measurable T a ha)] have he : fullShift ∘ symbolicCode T a = symbolicCode T a ∘ T := by funext x simpa only [Function.comp_apply,timeMap_nat,Function.iterate_one] using (symbolicCode_time T a 1 x).symm rw [he,←Measure.map_map (symbolicCode_measurable T a ha) T.measurable,hT.map_eq] omit [SecondCountableTopology A] [TopologicalSpace A] [BorelSpace A] in lemma symbolicCode_preserving (μ : Measure Ω) (T : Ω ≃ᵐ Ω) (a : Ω → A) (ha : Measurable a) : MeasurePreserving (symbolicCode T a) μ (μ.map (symbolicCode T a)) := ⟨symbolicCode_measurable T a ha,rfl⟩ lemma symbolicShift_mixing (μ : Measure Ω) (T : Ω ≃ᵐ Ω) (hmix : ∀ s t : Set Ω, MeasurableSet s → MeasurableSet t → Tendsto (fun n : ℕ => μ (s ∩ (T^[n]) ⁻¹' t)) atTop (𝓝 (μ s*μ t))) (a : Ω → A) (ha : Measurable a) : ∀ s t : Set (ℤ → A), MeasurableSet s → MeasurableSet t → Tendsto (fun n : ℕ => μ.map (symbolicCode T a) (s ∩ (fullShift^[n]) ⁻¹' t)) atTop (𝓝 (μ.map (symbolicCode T a) s * μ.map (symbolicCode T a) t)) := by intro s t hs ht have hc := symbolicCode_measurable T a ha have h := hmix (symbolicCode T a ⁻¹' s) (symbolicCode T a ⁻¹' t) (hc hs) (hc ht) rw [Measure.map_apply hc hs,Measure.map_apply hc ht] convert h using 1 funext n rw [Measure.map_apply hc (hs.inter ((fullShift.continuous.iterate n).measurable ht))] congr 1 ext x simp only [Set.mem_preimage,Set.mem_inter_iff] rw [←symbolicCode_time,timeMap_nat] lemma symbolicCode_rectangles {I : Type*} [Fintype I] (μ : Measure Ω) (T : Ω ≃ᵐ Ω) (a : Ω → A) (ha : Measurable a) (d : I → ℕ) (s : I → Set (ℤ → A)) (hs : ∀ i, MeasurableSet (s i)) : μ.map (symbolicCode T a) (⋂ i, (fullShift^[d i]) ⁻¹' s i) = μ (⋂ i, (T^[d i]) ⁻¹' (symbolicCode T a ⁻¹' s i)) := by rw [Measure.map_apply (symbolicCode_measurable T a ha) (MeasurableSet.iInter fun i => (fullShift.continuous.iterate (d i)).measurable (hs i))] congr 1 ext x simp only [Set.mem_preimage,Set.mem_iInter] simp_rw [←symbolicCode_time,timeMap_nat] omit [SecondCountableTopology A] [TopologicalSpace A] [BorelSpace A] in lemma symbolicCode_integral {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] (μ : Measure Ω) (T : Ω ≃ᵐ Ω) (a : Ω → A) (ha : Measurable a) (f : (ℤ → A) → E) (hf : AEStronglyMeasurable f (μ.map (symbolicCode T a))) : (∫ x, f x ∂μ.map (symbolicCode T a)) = ∫ x, f (symbolicCode T a x) ∂μ := integral_map (symbolicCode_measurable T a ha).aemeasurable hf variable [Fintype A] [MeasurableSingletonClass A] lemma symbolicCode_entropy {B : Type*} [Fintype B] [MeasurableSpace B] [MeasurableSingletonClass B] (μ : Measure Ω) [IsProbabilityMeasure μ] (T : Ω ≃ᵐ Ω) (a : Ω → A) (ha : Measurable a) (b : A → B) (n : ℕ) : randomEntropy (μ.map (symbolicCode T a)) (fun x : ℤ → A => fun i : Fin n => b ((fullShift^[i.val]) x 0)) = randomEntropy μ (fun x => fun i : Fin n => b (a (timeMap T i.val x))) := by let : IsProbabilityMeasure (μ.map (symbolicCode T a)) := (fun mapMeasurable => (Measure.isProbabilityMeasure_map_iff mapMeasurable).mpr inferInstance) (symbolicCode_measurable T a ha).aemeasurable have hb : Measurable (fun x : ℤ → A => fun i : Fin n => b ((fullShift^[i.val]) x 0)) := Measurable.of_eval fun i => (measurable_of_finite b).comp ((measurable_pi_apply 0).comp (fullShift.continuous.iterate i.val).measurable) have h := randomEntropy_measurePreserving μ (μ.map (symbolicCode T a)) (symbolicCode_preserving μ T a ha) _ hb simpa [Function.comp_def,fullShift_iterate,symbolicCode] using h.symm end section open MeasureTheory Filter TopologicalSpace open scoped Topology BigOperators variable {Ω : Type*} {I : Type} [MeasurableSpace Ω] [Fintype I] [DecidableEq I] theorem finite_alphabet_no_witness (μ : Measure Ω) [IsProbabilityMeasure μ] (T : Ω ≃ᵐ Ω) (hT : MeasurePreserving T μ μ) (hmix : ∀ s t : Set Ω, MeasurableSet s → MeasurableSet t → Tendsto (fun n : ℕ => μ (s ∩ (T^[n]) ⁻¹' t)) atTop (𝓝 (μ s*μ t))) (hk : 3 ≤ Fintype.card I) (d : ℕ → I → ℕ) (hrect : ∀ J : Finset I, J ≠ Finset.univ → ∀ s : J → Set Ω, (∀ j, MeasurableSet (s j)) → Tendsto (fun r => μ (⋂ j : J, (T^[d r j]) ⁻¹' s j)) atTop (𝓝 (∏ j : J, μ (s j)))) {A B : Type} [Fintype A] [Nonempty A] [MeasurableSpace A] [MeasurableSingletonClass A] [TopologicalSpace A] [DiscreteTopology A] [BorelSpace A] [Fintype B] [MeasurableSpace B] [MeasurableSingletonClass B] (a : Ω → A) (ha : Measurable a) (b : A → B) (v : B → ℝ) (hcenter : ∫ x, v (b (a x)) ∂μ = 0) (hH : Tendsto (fun n : ℕ => randomEntropy μ (fun x => fun i : Fin n => b (a ((T^[i.val]) x))) / n) atTop (𝓝 0)) (i : I) (f : I → A → ℝ) (hb : ∀ j z, |f j z| ≤ 1) (hi : ∀ z, f i z = v (b z)) (δ : ℝ) (hδ : 0 < δ) (hc : ∀ r, δ ≤ ∫ x, ∏ j, f j (a ((T^[d r j]) x)) ∂μ) : False := by let X : ArrayObjects.StandardSpace := ⟨ℤ → A,inferInstance,inferInstance,inferInstance⟩ let C : Ω → X := symbolicCode T a have hC : Measurable C := symbolicCode_measurable T a ha let : IsProbabilityMeasure (μ.map C) := (fun mapMeasurable => (Measure.isProbabilityMeasure_map_iff mapMeasurable).mpr inferInstance) hC.aemeasurable let ν : ProbabilityMeasure X := ⟨μ.map C,inferInstance⟩ let S : X ≃ₜ X := fullShift let F : I → C(X,ℝ) := fun j => ⟨fun x => f j (x 0), (continuous_of_discreteTopology (f := f j)).comp (continuous_apply 0)⟩ have hp : MeasurePreserving S ν ν := symbolicShift_preserving μ T hT a ha have hr : ∀ J : Finset I, J ≠ Finset.univ → ∀ s : J → Set X, (∀ j, MeasurableSet (s j)) → Tendsto (fun r => (ν : Measure X) (⋂ j : J, (S^[d r j]) ⁻¹' s j)) atTop (𝓝 (∏ j : J, (ν : Measure X) (s j))) := by intro J hJ s hs have hh := hrect J hJ (fun j => C ⁻¹' s j) (fun j => hC (hs j)) convert hh using 1 · funext r exact symbolicCode_rectangles μ T a ha _ s hs · congr 1 apply Finset.prod_congr rfl intro j _ exact Measure.map_apply hC (hs j) have hctr : ∫ x : X, v (b (x 0)) ∂(ν : Measure X) = 0 := by change (∫ x : ℤ → A, v (b (x 0)) ∂μ.map C) = 0 have hm : AEStronglyMeasurable (fun x : ℤ → A => v (b (x 0))) (μ.map C) := (((measurable_of_finite v).comp ((measurable_of_finite b).comp (measurable_pi_apply 0))).aestronglyMeasurable) rw [integral_map hC.aemeasurable hm] change (∫ x, v (b (a (timeMap T 0 x))) ∂μ) = 0 simpa only [timeMap_zero,id_eq] using hcenter have hent : Tendsto (fun n : ℕ => wordEntropy (η := (ν : Measure X)) (fun m x => b ((S^[m]) x 0)) n / n) atTop (𝓝 0) := by convert hH using 1 funext n congr 1 change randomEntropy (μ.map C) (fun x => fun j : Fin n => b ((S^[j.val]) x 0)) = _ simpa only [timeMap_nat] using symbolicCode_entropy μ T a ha b n apply ArrayObjects.compact_zero_entropy_no_witness S d ν hp hr hk (symbolicShift_mixing μ T hmix a ha) (fun x => b (x 0)) ((measurable_of_finite b).comp (measurable_pi_apply 0)) v hctr hent i F (fun j x => hb j (x 0)) (fun x => hi (x 0)) δ hδ intro r change δ ≤ ∫ x : X, ∏ j, f j ((S^[d r j]) x 0) ∂μ.map C have hm : AEStronglyMeasurable (fun x : X => ∏ j, f j ((S^[d r j]) x 0)) (μ.map C) := by apply Continuous.aestronglyMeasurable exact continuous_finsetProd Finset.univ fun j _ => (continuous_of_discreteTopology (f := f j)).comp ((continuous_apply 0).comp (S.continuous.iterate (d r j))) rw [integral_map hC.aemeasurable hm] convert hc r using 1 apply integral_congr_ae filter_upwards with x apply Finset.prod_congr rfl intro j _ change f j ((fullShift^[d r j]) (symbolicCode T a x) 0) = _ rw [fullShift_iterate,zero_add] change f j (a (timeMap T (d r j) x)) = _ rw [timeMap_nat] end section open Filter open scoped Topology lemma exists_signed_subsequence {x : ℕ → ℝ} (hx : ¬Tendsto x atTop (𝓝 0)) : ∃ ε : ℝ, 0 < ε ∧ ∃ σ : ℝ, |σ| = 1 ∧ ∃ u : ℕ → ℕ, StrictMono u ∧ ∀ n, ε ≤ σ*x (u n) := by have hh : ¬∀ ε > (0:ℝ), ∀ᶠ n in atTop, |x n| < ε := by intro h apply hx exact Metric.tendsto_nhds.mpr (by simpa only [Real.dist_eq,sub_zero] using h) push Not at hh obtain ⟨ε,hε,he⟩ := hh have hf : ∃ᶠ n in atTop, ε ≤ x n ∨ x n ≤ -ε := by simpa only [not_lt,le_abs,le_neg] using he rcases frequently_or_distrib.mp hf with hp | hn · obtain ⟨u,hu,hp⟩ := extraction_of_frequently_atTop hp exact ⟨ε,hε,1,by norm_num,u,hu,fun n => by simpa using hp n⟩ · obtain ⟨u,hu,hn⟩ := extraction_of_frequently_atTop hn exact ⟨ε,hε,-1,by norm_num,u,hu,fun n => by have := hn n; linarith⟩ end section open MeasureTheory Filter open scoped Topology BigOperators variable {Ω : Type*} {I : Type} [MeasurableSpace Ω] [Fintype I] [DecidableEq I] lemma prod_sign_one (i : I) (σ : ℝ) (z : I → ℝ) : (∏ j, (if j=i then σ else 1)*z j) = σ*∏ j, z j := by rw [Finset.prod_mul_distrib] simp theorem finite_alphabet_correlation_zero (μ : Measure Ω) [IsProbabilityMeasure μ] (T : Ω ≃ᵐ Ω) (hT : MeasurePreserving T μ μ) (hmix : ∀ s t : Set Ω, MeasurableSet s → MeasurableSet t → Tendsto (fun n : ℕ => μ (s ∩ (T^[n]) ⁻¹' t)) atTop (𝓝 (μ s*μ t))) (hk : 3 ≤ Fintype.card I) (d : ℕ → I → ℕ) (hrect : ∀ J : Finset I, J ≠ Finset.univ → ∀ s : J → Set Ω, (∀ j, MeasurableSet (s j)) → Tendsto (fun r => μ (⋂ j : J, (T^[d r j]) ⁻¹' s j)) atTop (𝓝 (∏ j : J, μ (s j)))) {A B : Type} [Fintype A] [Nonempty A] [MeasurableSpace A] [MeasurableSingletonClass A] [TopologicalSpace A] [DiscreteTopology A] [BorelSpace A] [Fintype B] [MeasurableSpace B] [MeasurableSingletonClass B] (a : Ω → A) (ha : Measurable a) (b : A → B) (v : B → ℝ) (hcenter : ∫ x, v (b (a x)) ∂μ = 0) (hH : Tendsto (fun n : ℕ => randomEntropy μ (fun x => fun i : Fin n => b (a ((T^[i.val]) x))) / n) atTop (𝓝 0)) (i : I) (f : I → A → ℝ) (hb : ∀ j z, |f j z| ≤ 1) (hi : ∀ z, f i z = v (b z)) : Tendsto (fun r => ∫ x, ∏ j, f j (a ((T^[d r j]) x)) ∂μ) atTop (𝓝 0) := by by_contra hn obtain ⟨δ,hδ,σ,hσ,u,hu,hpos⟩ := exists_signed_subsequence hn let F : I → A → ℝ := fun j z => (if j=i then σ else 1)*f j z apply finite_alphabet_no_witness μ T hT hmix hk (fun r => d (u r)) (fun J hJ s hs => (hrect J hJ s hs).comp hu.tendsto_atTop) a ha b (fun z => σ*v z) ?_ hH i F ?_ ?_ δ hδ ?_ · rw [integral_const_mul,hcenter,mul_zero] · intro j z dsimp [F] rw [abs_mul] split_ifs <;> simpa only [hσ,abs_one,one_mul] using hb j z · intro z simp [F,hi] · intro r change δ ≤ ∫ x, ∏ j, (if j=i then σ else 1)*f j (a ((T^[d (u r) j]) x)) ∂μ simp_rw [prod_sign_one] rw [integral_const_mul] exact hpos r end section open MeasureTheory Filter open scoped Topology variable {Ω A B : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] [Fintype A] [Nonempty A] [MeasurableSpace A] [MeasurableSingletonClass A] [Fintype B] [Nonempty B] [MeasurableSpace B] [MeasurableSingletonClass B] abbrev observableProcess (T : Ω ≃ᵐ Ω) (a : Ω → A) : ℤ → Ω → A := fun q x => a (timeMap T q x) abbrev observableTail (T : Ω ≃ᵐ Ω) (a : Ω → A) : MeasurableSpace Ω := processTail μ (observableProcess T a) omit [Fintype A] [Nonempty A] [MeasurableSingletonClass A] [MeasurableSpace A] [IsProbabilityMeasure μ] in lemma observableProcess_translate (T : Ω ≃ᵐ Ω) (a : Ω → A) (s t : ℤ) (x : Ω) : observableProcess T a (s+t) x = observableProcess T a s (timeMap T t x) := by exact congrArg a (congrFun (timeMap_add T s t) x) omit [Fintype A] [Nonempty A] [MeasurableSingletonClass A] [IsProbabilityMeasure μ] in lemma observableProcess_measurable (T : Ω ≃ᵐ Ω) (a : Ω → A) (ha : Measurable a) (q : ℤ) : Measurable (observableProcess T a q) := ha.comp (timeMap_measurable T q) theorem finite_tail_entropy_zero (T : Ω ≃ᵐ Ω) (hT : MeasurePreserving T μ μ) (a : Ω → A) (ha : Measurable a) (b : Ω → B) (hb : Measurable[observableTail μ T a] b) : Tendsto (fun n : ℕ => randomEntropy μ (fun x => fun i : Fin n => b ((T^[i.val]) x)) / n) atTop (𝓝 0) := by have hbm : Measurable b := hb.mono (processTail_le μ _) le_rfl have hh := tail_process_entropy_zero μ (timeMap T) (timeMap_preserving μ T hT) (observableProcess T a) (observableProcess_measurable T a ha) (observableProcess_translate T a) (observableProcess T b) (observableProcess_measurable T b hbm) (observableProcess_translate T b) (fun t s => measurable_tail_translate μ (timeMap T) (timeMap_preserving μ T hT) (observableProcess T a) (observableProcess_translate T a) b hb s t) change Tendsto (fun n : ℕ => randomEntropy μ (fun x => fun i : Fin n => b (timeMap T (0+(i.val:ℤ)) x)) / n) atTop (𝓝 0) at hh simpa only [zero_add,timeMap_nat] using hh end section open MeasureTheory Filter open scoped Topology BigOperators variable {Ω : Type*} {I A B : Type} [MeasurableSpace Ω] [Fintype I] [DecidableEq I] [Fintype A] [Nonempty A] [MeasurableSpace A] [MeasurableSingletonClass A] [TopologicalSpace A] [DiscreteTopology A] [BorelSpace A] [Fintype B] [Nonempty B] [MeasurableSpace B] [MeasurableSingletonClass B] [TopologicalSpace B] [DiscreteTopology B] [BorelSpace B] theorem tail_finite_correlation_zero (μ : Measure Ω) [IsProbabilityMeasure μ] (T : Ω ≃ᵐ Ω) (hT : MeasurePreserving T μ μ) (hmix : ∀ s t : Set Ω, MeasurableSet s → MeasurableSet t → Tendsto (fun n : ℕ => μ (s ∩ (T^[n]) ⁻¹' t)) atTop (𝓝 (μ s*μ t))) (hk : 3 ≤ Fintype.card I) (d : ℕ → I → ℕ) (hrect : ∀ J : Finset I, J ≠ Finset.univ → ∀ s : J → Set Ω, (∀ j, MeasurableSet (s j)) → Tendsto (fun r => μ (⋂ j : J, (T^[d r j]) ⁻¹' s j)) atTop (𝓝 (∏ j : J, μ (s j)))) (a : Ω → A) (ha : Measurable a) (b : Ω → B) (hb : Measurable[observableTail μ T a] b) (v : B → ℝ) (hc : ∫ x, v (b x) ∂μ = 0) (hv : ∀ z, |v z| ≤ 1) (i : I) (f : I → A → ℝ) (hf : ∀ j z, |f j z| ≤ 1) : Tendsto (fun r => ∫ x, ∏ j, if j=i then v (b ((T^[d r j]) x)) else f j (a ((T^[d r j]) x)) ∂μ) atTop (𝓝 0) := by have hbm : Measurable b := hb.mono (processTail_le μ _) le_rfl exact finite_alphabet_correlation_zero μ T hT hmix hk d hrect (fun x => (a x,b x)) (ha.prodMk hbm) Prod.snd v hc (finite_tail_entropy_zero μ T hT a ha b hb) i (fun j z => if j=i then v z.2 else f j z.1) (fun j z => by split_ifs; exact hv _; exact hf _ _) (fun _ => ite_eq_left rfl) end section open MeasureTheory Filter open scoped Topology BigOperators variable {Ω : Type*} {I A : Type} [m₀ : MeasurableSpace Ω] [Fintype I] [DecidableEq I] lemma prod_replace_one (i : I) (v : ℝ) (f : I → ℝ) : (∏ j, if j=i then v else f j) = v * ∏ j ∈ Finset.univ.erase i, f j := by rw [←Finset.mul_prod_erase _ _ (Finset.mem_univ i)] rw [ite_eq_left rfl] congr 1 apply Finset.prod_congr rfl intro j hj rw [ite_eq_right (Finset.ne_of_mem_erase hj)] lemma prod_replace_dep (i : I) (v f : I → ℝ) : (∏ j, if j=i then v j else f j) = v i * ∏ j ∈ Finset.univ.erase i, f j := by rw [←Finset.mul_prod_erase _ _ (Finset.mem_univ i),ite_eq_left rfl] congr 1 apply Finset.prod_congr rfl intro j hj rw [ite_eq_right (Finset.ne_of_mem_erase hj)] lemma integral_comp_preserving (μ : Measure Ω) (U : Ω → Ω) (hU : MeasurePreserving U μ μ) (f : Ω → ℝ) (hf : Measurable f) : (∫ x, f (U x) ∂μ) = ∫ x, f x ∂μ := by have h := integral_map (μ := μ) hU.measurable.aemeasurable (hf.aestronglyMeasurable (μ := Measure.map U μ)) simpa only [hU.map_eq] using h.symm lemma integral_mean_interval (μ : Measure Ω) [IsProbabilityMeasure μ] (g : Ω → ℝ) (hg : Measurable g) (hb : ∀ x, g x ∈ Set.Icc (0:ℝ) 1) : (∫ x, g x ∂μ) ∈ Set.Icc (0:ℝ) 1 := by have hi : Integrable g μ := Integrable.of_bound hg.aestronglyMeasurable 1 (Eventually.of_forall fun x => by rw [Real.norm_eq_abs,abs_of_nonneg (hb x).1]; exact (hb x).2) exact ⟨integral_nonneg fun x => (hb x).1, by simpa using integral_mono hi (integrable_const (1:ℝ)) (fun x => (hb x).2)⟩ lemma centered_pairing_distance (μ : Measure Ω) [IsProbabilityMeasure μ] (U : Ω → Ω) (hU : MeasurePreserving U μ μ) (g s w : Ω → ℝ) (hg : Measurable g) (hs : Measurable s) (hw : Measurable w) (hgb : ∀ x, g x ∈ Set.Icc (0:ℝ) 1) (hsb : ∀ x, s x ∈ Set.Icc (0:ℝ) 1) (hwb : ∀ x, |w x| ≤ 1) : |(∫ x, (g (U x)-∫ y, g y ∂μ)*w x ∂μ) - (∫ x, (s (U x)-∫ y, s y ∂μ)*w x ∂μ)| ≤ 2*∫ x, |s x-g x| ∂μ := by have bound {v : Ω → ℝ} (hv : Measurable v) (hb : ∀ x, |v x| ≤ 1) : Integrable v μ := Integrable.of_bound hv.aestronglyMeasurable 1 (Eventually.of_forall fun x => by simpa using hb x) have hg1 x : |g x| ≤ 1 := by rw [abs_of_nonneg (hgb x).1]; exact (hgb x).2 have hs1 x : |s x| ≤ 1 := by rw [abs_of_nonneg (hsb x).1]; exact (hsb x).2 have hgi := bound hg hg1 have hsi := bound hs hs1 have hgm := integral_mean_interval μ g hg hgb have hsm := integral_mean_interval μ s hs hsb have cg x : |g (U x)-∫ y, g y ∂μ| ≤ 1 := abs_le.mpr ⟨by have := (hgb (U x)).1; linarith [hgm.2],by have := (hgb (U x)).2; linarith [hgm.1]⟩ have cs x : |s (U x)-∫ y, s y ∂μ| ≤ 1 := abs_le.mpr ⟨by have := (hsb (U x)).1; linarith [hsm.2],by have := (hsb (U x)).2; linarith [hsm.1]⟩ have hgp : Integrable (fun x => (g (U x)-∫ y, g y ∂μ)*w x) μ := bound (((hg.comp hU.measurable).sub measurable_const).mul hw) (fun x => by rw [abs_mul]; exact (fun leftBound rightNonneg rightBound => (mul_le_of_le_one_left rightNonneg leftBound).trans rightBound) (cg x) (abs_nonneg _) (hwb x)) have hsp : Integrable (fun x => (s (U x)-∫ y, s y ∂μ)*w x) μ := bound (((hs.comp hU.measurable).sub measurable_const).mul hw) (fun x => by rw [abs_mul]; exact (fun leftBound rightNonneg rightBound => (mul_le_of_le_one_left rightNonneg leftBound).trans rightBound) (cs x) (abs_nonneg _) (hwb x)) rw [←integral_sub hgp hsp] have hiabs : Integrable (fun x => |s x-g x|) μ := (hsi.sub hgi).abs have hiU : Integrable (fun x => |s (U x)-g (U x)|) μ := hU.integrable_comp_of_integrable hiabs have hmean : |(∫ y, s y ∂μ)-(∫ y, g y ∂μ)| ≤ ∫ y, |s y-g y| ∂μ := by rw [←integral_sub hsi hgi] exact abs_integral_le_integral_abs calc _ ≤ ∫ x, |(g (U x)-∫ y, g y ∂μ)*w x-(s (U x)-∫ y, s y ∂μ)*w x| ∂μ := abs_integral_le_integral_abs _ ≤ ∫ x, (|s (U x)-g (U x)|+|(∫ y, s y ∂μ)-(∫ y, g y ∂μ)|) ∂μ := by apply integral_mono (hgp.sub hsp).abs (hiU.add (integrable_const _)) intro x calc _ = |(g (U x)-s (U x))+((∫ y, s y ∂μ)-(∫ y, g y ∂μ))| * |w x| := by simp only [Pi.sub_apply]; rw [←abs_mul]; congr 1; ring _ ≤ |(g (U x)-s (U x))+((∫ y, s y ∂μ)-(∫ y, g y ∂μ))| := mul_le_of_le_one_right (abs_nonneg _) (hwb x) _ ≤ _ := by simpa only [Pi.add_apply,Pi.sub_apply,Function.comp_apply,abs_sub_comm] using abs_add_le (g (U x)-s (U x)) ((∫ y, s y ∂μ)-(∫ y, g y ∂μ)) _ = (∫ x, |s x-g x| ∂μ)+|(∫ y, s y ∂μ)-(∫ y, g y ∂μ)| := by rw [integral_add hiU (integrable_const _),integral_comp_preserving μ U hU (fun x => |s x-g x|) (hs.sub hg).abs] simp _ ≤ _ := by linarith variable [Fintype A] [Nonempty A] [MeasurableSpace A] [MeasurableSingletonClass A] [TopologicalSpace A] [DiscreteTopology A] [BorelSpace A] theorem tail_correlation_zero (μ : Measure Ω) [IsProbabilityMeasure μ] (T : Ω ≃ᵐ Ω) (hT : MeasurePreserving T μ μ) (hmix : ∀ s t : Set Ω, MeasurableSet s → MeasurableSet t → Tendsto (fun n : ℕ => μ (s ∩ (T^[n]) ⁻¹' t)) atTop (𝓝 (μ s*μ t))) (hk : 3 ≤ Fintype.card I) (d : ℕ → I → ℕ) (hrect : ∀ J : Finset I, J ≠ Finset.univ → ∀ s : J → Set Ω, (∀ j, MeasurableSet (s j)) → Tendsto (fun r => μ (⋂ j : J, (T^[d r j]) ⁻¹' s j)) atTop (𝓝 (∏ j : J, μ (s j)))) (a : Ω → A) (ha : Measurable a) (g : Ω → ℝ) (hg : Measurable[observableTail μ T a] g) (hgb : ∀ x, g x ∈ Set.Icc (0:ℝ) 1) (i : I) (f : I → A → ℝ) (hf : ∀ j z, |f j z| ≤ 1) : Tendsto (fun r => ∫ x, (g ((T^[d r i]) x)-∫ y, g y ∂μ) * ∏ j ∈ Finset.univ.erase i, f j (a ((T^[d r j]) x)) ∂μ) atTop (𝓝 0) := by let m := observableTail μ T a have hm : m ≤ m₀ := processTail_le (m₀ := m₀) μ _ let : MeasurableSpace Ω := m₀ have hgm : Measurable g := hg.mono hm le_rfl let w r x := ∏ j ∈ Finset.univ.erase i, f j (a ((T^[d r j]) x)) have hwm r : Measurable (w r) := Finset.measurable_prod _ (fun j _ => (measurable_of_finite (f j)).comp (ha.comp (T.measurable.iterate _))) have hwb r x : |w r x| ≤ 1 := by dsimp [w] rw [Finset.abs_prod] exact Finset.prod_le_one₀ (fun _ _ => abs_nonneg _) (fun j _ => hf j _) apply Metric.tendsto_nhds.mpr intro ε hε obtain ⟨s,hs,hsapprox⟩ := exists_simple_interval_approx μ m hm g hg hgb (ε/4) (by positivity) let : MeasurableSpace Ω := m let B := ↥s.range let b : Ω → B := fun x => ⟨s x,s.mem_range_self x⟩ have hbm : Measurable[m] b := s.measurable.subtype_mk have hsm : Measurable[m₀] (fun x => s x) := s.measurable.mono hm le_rfl have hsrange : ∀ z ∈ s.range, z ∈ Set.Icc (0:ℝ) 1 := SimpleFunc.forall_mem_range.mpr hs let : MeasurableSpace Ω := m₀ let : Nonempty Ω := nonempty_of_isProbabilityMeasure μ let : Nonempty B := ⟨b (Classical.arbitrary Ω)⟩ let v : B → ℝ := fun z => z.val-∫ x, s x ∂μ have hmean := integral_mean_interval μ s hsm hs have hv z : |v z| ≤ 1 := by have hz := hsrange z.val z.property dsimp [v] exact abs_le.mpr ⟨by linarith [hmean.2,hz.1],by linarith [hmean.1,hz.2]⟩ have hc : ∫ x, v (b x) ∂μ = 0 := by change (∫ x, s x-(∫ y, s y ∂μ) ∂μ) = 0 have hi : Integrable (fun x => s x) μ := Integrable.of_bound hsm.aestronglyMeasurable 1 (Eventually.of_forall fun x => by rw [Real.norm_eq_abs,abs_of_nonneg (hs x).1]; exact (hs x).2) rw [integral_sub hi (integrable_const _)] simp have ht := tail_finite_correlation_zero μ T hT hmix hk d hrect a ha b hbm v hc hv i f hf have ht' : Tendsto (fun r => ∫ x, (s ((T^[d r i]) x)-∫ y, s y ∂μ)*w r x ∂μ) atTop (𝓝 0) := by simpa only [prod_replace_dep,b,v,w] using ht have he := ht'.eventually (Metric.ball_mem_nhds (0:ℝ) (by positivity : 0 < ε/2)) filter_upwards [he] with r hr change dist (∫ x, (g ((T^[d r i]) x)-∫ y, g y ∂μ)*w r x ∂μ) 0 < ε rw [Real.dist_eq,sub_zero] have hd := centered_pairing_distance μ (T^[d r i]) (hT.iterate _) g s (w r) hgm hsm (hwm r) hgb hs (hwb r) have hr' : |∫ x, (s ((T^[d r i]) x)-∫ y, s y ∂μ)*w r x ∂μ| < ε/2 := by simpa only [Metric.mem_ball,Real.dist_eq,sub_zero] using hr have htri := abs_add_le ((∫ x, (g ((T^[d r i]) x)-∫ y, g y ∂μ)*w r x ∂μ) - (∫ x, (s ((T^[d r i]) x)-∫ y, s y ∂μ)*w r x ∂μ)) (∫ x, (s ((T^[d r i]) x)-∫ y, s y ∂μ)*w r x ∂μ) rw [sub_add_cancel] at htri linarith end section open MeasureTheory Filter open scoped Topology BigOperators variable {Ω : Type*} {I A : Type} [m₀ : MeasurableSpace Ω] [Fintype I] [DecidableEq I] [retained19 : Fintype A] [retained20 : Nonempty A] [MeasurableSpace A] [retained21 : MeasurableSingletonClass A] [retained22 : TopologicalSpace A] [retained23 : DiscreteTopology A] [retained24 : BorelSpace A] include m₀ retained19 retained20 retained21 retained22 retained23 retained24 in lemma processPast_coord (F : ℤ → Ω → A) {q t : ℤ} (h : q < t) : Measurable[processPast F t] (F q) := by let _ := m₀ let _ := retained19 let _ := retained20 let _ := retained21 let _ := retained22 let _ := retained23 let _ := retained24 apply measurable_iff_comap_le.mpr rw [processPast_eq_generators] exact le_iSup_of_le ⟨q,h⟩ le_rfl lemma real_integrable_bound (μ : Measure Ω) [IsFiniteMeasure μ] {f : Ω → ℝ} (hf : Measurable f) (C : ℝ) (hb : ∀ x, |f x| ≤ C) : Integrable f μ := Integrable.of_bound hf.aestronglyMeasurable C (Eventually.of_forall fun x => by simpa only [Real.norm_eq_abs] using hb x) theorem remote_last_replacement (μ : Measure Ω) [IsProbabilityMeasure μ] (T : Ω ≃ᵐ Ω) (hT : MeasurePreserving T μ μ) (d : ℕ → I → ℕ) (i : I) (hremote : ∀ r j, j ≠ i → d r j+r < d r i) (a : Ω → A) (ha : Measurable a) (f : I → A → ℝ) (hf : ∀ j z, f j z ∈ Set.Icc (0:ℝ) 1) : Tendsto (fun r => ∫ x, (f i (a ((T^[d r i]) x)) - clippedConditional μ (observableTail μ T a) (fun y => f i (a y)) ((T^[d r i]) x)) * ∏ j ∈ Finset.univ.erase i, f j (a ((T^[d r j]) x)) ∂μ) atTop (𝓝 0) := by let F := observableProcess T a let m (n : ℕ) := processPast F (-(n:ℤ)) have hm n : m n ≤ m₀ := processPast_le F (observableProcess_measurable T a ha) _ have hanti : Antitone m := fun n l h => processPast_mono F (by omega) let w r x := ∏ j ∈ Finset.univ.erase i, f j (F ((d r j:ℤ)-(d r i:ℤ)) x) have hw r : Measurable[m r] (w r) := by apply Finset.measurable_prod intro j hj apply (measurable_of_finite (f j)).comp apply processPast_coord have hh := hremote r j (Finset.ne_of_mem_erase hj) omega have hwb r x : |w r x| ≤ 1 := by dsimp [w] rw [Finset.abs_prod] exact Finset.prod_le_one₀ (fun _ _ => abs_nonneg _) (fun j _ => by rw [abs_of_nonneg (hf j _).1]; exact (hf j _).2) have hfm : Measurable (fun x => f i (a x)) := (measurable_of_finite _).comp ha have hfb x : |f i (a x)| ≤ 1 := by rw [abs_of_nonneg (hf i _).1]; exact (hf i _).2 have hflp : MemLp (fun x => f i (a x)) 2 μ := MemLp.of_bound hfm.aestronglyMeasurable 1 (Eventually.of_forall fun x => by simpa only [Real.norm_eq_abs] using hfb x) have hrep := integral_tail_replacement μ m hm hanti id tendsto_id _ hflp w hw hwb let g := clippedConditional μ (observableTail μ T a) (fun x => f i (a x)) have hgm : Measurable g := (clippedConditional_measurable μ _ _).mono (processTail_le μ _) le_rfl have hgae : g =ᵐ[μ] μ[(fun x => f i (a x)) | observableTail μ T a] := clippedConditional_ae μ _ _ (Eventually.of_forall fun x => hf i (a x)) have he r : (∫ x, (f i (a x)-g x)*w r x ∂μ) = ∫ x, (f i (a x)-μ[(fun x => f i (a x)) | observableTail μ T a] x)*w r x ∂μ := by apply integral_congr_ae filter_upwards [hgae] with x hx rw [hx] have ht : Tendsto (fun r => ∫ x, (f i (a x)-g x)*w r x ∂μ) atTop (𝓝 0) := by simpa only [he] using hrep convert ht using 1 funext r have hwm : Measurable (w r) := (hw r).mono (hm r) le_rfl have hi := integral_comp_preserving μ (T^[d r i]) (hT.iterate (d r i)) (fun x => (f i (a x)-g x)*w r x) ((hfm.sub hgm).mul hwm) rw [←hi] apply integral_congr_ae filter_upwards with x change (_-g ((T^[d r i]) x))*_ = (_-g ((T^[d r i]) x))*_ congr 1 apply Finset.prod_congr rfl intro j hj dsimp [w,F,observableProcess] rw [←timeMap_nat T (d r i)] symm change f j (a ((timeMap T ((d r j:ℤ)-(d r i:ℤ)) ∘ timeMap T (d r i)) x)) = _ rw [←timeMap_add,sub_add_cancel,timeMap_nat] end open MeasureTheory Filter open scoped Topology BigOperators variable {Ω : Type*} {I A : Type} [MeasurableSpace Ω] [Fintype I] [DecidableEq I] [Fintype A] [Nonempty A] [MeasurableSpace A] [MeasurableSingletonClass A] [TopologicalSpace A] [DiscreteTopology A] [BorelSpace A] theorem last_centered_correlation_zero (μ : Measure Ω) [IsProbabilityMeasure μ] (T : Ω ≃ᵐ Ω) (hT : MeasurePreserving T μ μ) (hmix : ∀ s t : Set Ω, MeasurableSet s → MeasurableSet t → Tendsto (fun n : ℕ => μ (s ∩ (T^[n]) ⁻¹' t)) atTop (𝓝 (μ s*μ t))) (hk : 3 ≤ Fintype.card I) (d : ℕ → I → ℕ) (hrect : ∀ J : Finset I, J ≠ Finset.univ → ∀ s : J → Set Ω, (∀ j, MeasurableSet (s j)) → Tendsto (fun r => μ (⋂ j : J, (T^[d r j]) ⁻¹' s j)) atTop (𝓝 (∏ j : J, μ (s j)))) (i : I) (hremote : ∀ r j, j ≠ i → d r j+r < d r i) (a : Ω → A) (ha : Measurable a) (f : I → A → ℝ) (hf : ∀ j z, f j z ∈ Set.Icc (0:ℝ) 1) : Tendsto (fun r => ∫ x, (f i (a ((T^[d r i]) x))-∫ y, f i (a y) ∂μ) * ∏ j ∈ Finset.univ.erase i, f j (a ((T^[d r j]) x)) ∂μ) atTop (𝓝 0) := by let g := clippedConditional μ (observableTail μ T a) (fun y => f i (a y)) have hg : Measurable[observableTail μ T a] g := clippedConditional_measurable μ _ _ have hgb x : g x ∈ Set.Icc (0:ℝ) 1 := clippedConditional_bounds μ _ _ x have hgm : Measurable g := hg.mono (processTail_le μ _) le_rfl have hf1 j z : |f j z| ≤ 1 := by rw [abs_of_nonneg (hf j z).1]; exact (hf j z).2 have hc : (∫ x, g x ∂μ) = ∫ x, f i (a x) ∂μ := clippedConditional_mean μ _ (processTail_le μ _) _ (Eventually.of_forall fun x => hf i (a x)) have htail := tail_correlation_zero μ T hT hmix hk d hrect a ha g hg hgb i f hf1 have hrep := remote_last_replacement μ T hT d i hremote a ha f hf have ht := hrep.add htail rw [add_zero] at ht convert ht using 1 funext r let w x := ∏ j ∈ Finset.univ.erase i, f j (a ((T^[d r j]) x)) have hwm : Measurable w := Finset.measurable_prod _ fun j _ => (measurable_of_finite _).comp (ha.comp (T.measurable.iterate _)) have hw x : |w x| ≤ 1 := by dsimp [w] rw [Finset.abs_prod] exact Finset.prod_le_one₀ (fun _ _ => abs_nonneg _) (fun j _ => hf1 j _) have hfm : Measurable (fun x => f i (a ((T^[d r i]) x))) := (measurable_of_finite _).comp (ha.comp (T.measurable.iterate _)) have hi1 : Integrable (fun x => (f i (a ((T^[d r i]) x))-g ((T^[d r i]) x))*w x) μ := by apply real_integrable_bound μ ((hfm.sub (hgm.comp (T.measurable.iterate _))).mul hwm) 1 intro x simp only [Pi.mul_apply,Pi.sub_apply,Function.comp_apply] rw [abs_mul] apply (fun leftBound rightNonneg rightBound => (mul_le_of_le_one_left rightNonneg leftBound).trans rightBound) _ (abs_nonneg _) (hw x) exact abs_le.mpr ⟨by linarith [(hf i (a ((T^[d r i]) x))).1,(hgb ((T^[d r i]) x)).2], by linarith [(hf i (a ((T^[d r i]) x))).2,(hgb ((T^[d r i]) x)).1]⟩ have hmean := integral_mean_interval μ g hgm hgb have hi2 : Integrable (fun x => (g ((T^[d r i]) x)-∫ y, g y ∂μ)*w x) μ := by apply real_integrable_bound μ (((hgm.comp (T.measurable.iterate _)).sub measurable_const).mul hwm) 1 intro x simp only [Pi.mul_apply,Pi.sub_apply,Function.comp_apply] rw [abs_mul] apply (fun leftBound rightNonneg rightBound => (mul_le_of_le_one_left rightNonneg leftBound).trans rightBound) _ (abs_nonneg _) (hw x) exact abs_le.mpr ⟨by linarith [(hgb ((T^[d r i]) x)).1,hmean.2], by linarith [(hgb ((T^[d r i]) x)).2,hmean.1]⟩ change (∫ x, (_-_)*w x ∂μ) = (∫ x, _*w x ∂μ)+(∫ x, _*w x ∂μ) rw [←integral_add hi1 hi2] apply integral_congr_ae filter_upwards with x simp only [hc] ring end Rokhlin end end OAI