import OAI.Dynamics.SmoothObstruction.FiniteEntropy namespace OAI section open Finset namespace SmoothObstruction.PartitionEntropy open MeasureTheory Set Filter Finset open SmoothObstruction.FiniteEntropy open scoped Topology variable {X α β : Type*} [MeasurableSpace X] [Fintype α] [MeasurableSpace α] [MeasurableSingletonClass α] [Fintype β] [MeasurableSpace β] [MeasurableSingletonClass β] (μ : Measure X) [IsProbabilityMeasure μ] noncomputable def mass (f : X → α) (a : α) : ℝ := μ.real (f ⁻¹' {a}) noncomputable def entropy (f : X → α) : ℝ := natEntropy (mass μ f) omit [Fintype α] [MeasurableSpace α] [MeasurableSingletonClass α] [IsProbabilityMeasure μ] in lemma mass_nonneg (f : X → α) (a : α) : 0 ≤ mass μ f a := ENNReal.toReal_nonneg lemma sum_mass {f : X → α} (hf : Measurable f) : ∑ a, mass μ f a = 1 := by have h := sum_measureReal_preimage_singleton (μ := μ) univ (fun a _ => (measurableSet_singleton a).preimage hf) simpa [mass] using h omit [Fintype β] [MeasurableSpace β] [MeasurableSingletonClass β] in lemma push_mass {f : X → α} (hf : Measurable f) (g : α → β) : pushMass (mass μ f) g = mass μ (g ∘ f) := by classical funext b unfold pushMass rw [← sum_filter] have h := sum_measureReal_preimage_singleton (μ := μ) (univ.filter (fun a => g a = b)) (fun a _ => (measurableSet_singleton a).preimage hf) rw [show f ⁻¹' ↑(univ.filter (fun a => g a = b)) = (g ∘ f) ⁻¹' {b} by ext x; simp] at h exact h omit [MeasurableSpace β] [MeasurableSingletonClass β] in lemma entropy_comp_le {f : X → α} (hf : Measurable f) (g : α → β) : entropy μ (g ∘ f) ≤ entropy μ f := by unfold entropy rw [← push_mass μ hf g] exact entropy_push_le (mass_nonneg μ f) g lemma entropy_nonnegative {f : X → α} (hf : Measurable f) : 0 ≤ entropy μ f := entropy_nonneg (mass_nonneg μ f) (sum_mass μ hf) lemma entropy_card_bound {f : X → α} (hf : Measurable f) : entropy μ f ≤ Real.log (Fintype.card α) := entropy_le_log_card (mass_nonneg μ f) (sum_mass μ hf) lemma leftMass_pair {f : X → α} {g : X → β} (hf : Measurable f) (hg : Measurable g) : leftMass (mass μ (fun x => (f x,g x))) = mass μ f := by have h := push_mass μ (hf.prodMk hg) Prod.fst rw [show (Prod.fst ∘ fun x => (f x,g x)) = f by rfl] at h rw [← h] funext a classical simp only [leftMass, pushMass, Fintype.sum_prod_type] rw [sum_comm] simp lemma rightMass_pair {f : X → α} {g : X → β} (hf : Measurable f) (hg : Measurable g) : rightMass (mass μ (fun x => (f x,g x))) = mass μ g := by have h := push_mass μ (hf.prodMk hg) Prod.snd rw [show (Prod.snd ∘ fun x => (f x,g x)) = g by rfl] at h rw [← h] funext b classical simp [rightMass, pushMass, Fintype.sum_prod_type] lemma entropy_pair_le {f : X → α} {g : X → β} (hf : Measurable f) (hg : Measurable g) : entropy μ (fun x => (f x,g x)) ≤ entropy μ f + entropy μ g := by have h := entropy_subadd (mass_nonneg μ (fun x => (f x,g x))) (sum_mass μ (hf.prodMk hg)) rw [leftMass_pair μ hf hg, rightMass_pair μ hf hg] at h exact h omit [IsProbabilityMeasure μ] in lemma entropy_preserving {T : X → X} (hT : MeasurePreserving T μ μ) {f : X → α} (hf : Measurable f) : entropy μ (f ∘ T) = entropy μ f := by unfold entropy mass congr 1 funext a exact hT.measureReal_preimage ((measurableSet_singleton a).preimage hf).nullMeasurableSet /-- The actual forward partition name, not an independent copy. -/ def name (T : X → X) (P : X → α) (n : ℕ) (x : X) : Fin n → α := fun j => P ((T^[j.val]) x) omit [Fintype α] [MeasurableSingletonClass α] in lemma measurable_name {T : X → X} (hT : Measurable T) {P : X → α} (hP : Measurable P) (n : ℕ) : Measurable (name T P n) := Measurable.of_eval (fun j => hP.comp (hT.iterate j.val)) omit [MeasurableSpace X] [Fintype α] [MeasurableSpace α] [MeasurableSingletonClass α] in lemma name_add (T : X → X) (P : X → α) (m n : ℕ) : name T P (m+n) = (fun w => Fin.append w.1 w.2) ∘ (fun x => (name T P m x, name T P n ((T^[m]) x))) := by funext x j change P ((T^[j.val]) x) = Fin.append _ _ j refine Fin.addCases (fun i => ?_) (fun i => ?_) j · simp [name, Fin.append] · simp [name, Fin.append, Function.iterate_add_apply, Nat.add_comm m] /-- Exact subadditivity for finite partition names of a stationary system. -/ theorem block_subadditive {T : X → X} (hT : MeasurePreserving T μ μ) {P : X → α} (hP : Measurable P) : Subadditive (fun n => entropy μ (name T P n)) := by intro m n change entropy μ (name T P (m+n)) ≤ entropy μ (name T P m) + entropy μ (name T P n) rw [name_add] have hm := measurable_name hT.measurable hP m have hn := measurable_name hT.measurable hP n calc _ ≤ entropy μ (fun x => (name T P m x, name T P n ((T^[m]) x))) := entropy_comp_le μ (hm.prodMk (hn.comp (hT.measurable.iterate m))) _ _ ≤ entropy μ (name T P m) + entropy μ ((name T P n) ∘ T^[m]) := entropy_pair_le μ hm (hn.comp (hT.measurable.iterate m)) _ = _ := by rw [entropy_preserving μ (hT.iterate m) hn] /-- Every individual finite partition has an entropy rate, by Fekete's lemma. The main theorem still needs a *uniform* bound over arbitrary partitions. -/ theorem exists_block_rate {T : X → X} (hT : MeasurePreserving T μ μ) {P : X → α} (hP : Measurable P) : ∃ h : ℝ, 0 ≤ h ∧ h ≤ Real.log (Fintype.card α) ∧ Tendsto (fun n : ℕ => entropy μ (name T P n) / n) atTop (𝓝 h) := by have hs := block_subadditive μ hT hP have hb : BddBelow (Set.range (fun n : ℕ => entropy μ (name T P n) / n)) := ⟨0, by rintro _ ⟨n,rfl⟩; exact div_nonneg (entropy_nonnegative μ (measurable_name hT.measurable hP n)) (Nat.cast_nonneg n)⟩ refine ⟨hs.lim, ?_, ?_, hs.tendsto_lim hb⟩ · exact ge_of_tendsto (hs.tendsto_lim hb) (Filter.Eventually.of_forall (fun n => div_nonneg (entropy_nonnegative μ (measurable_name hT.measurable hP n)) (Nat.cast_nonneg n))) · have h1 := hs.lim_le_div hb (n := 1) (by decide) have hc := entropy_card_bound μ (measurable_name hT.measurable hP 1) simp only [Nat.cast_one, div_one] at h1 simpa using h1.trans hc end SmoothObstruction.PartitionEntropy namespace SmoothObstruction.PartitionEntropy open MeasureTheory Set Filter Finset open SmoothObstruction.FiniteEntropy open scoped Topology variable {X α : Type*} [MeasurableSpace X] [Fintype α] [MeasurableSpace α] [MeasurableSingletonClass α] (μ : Measure X) [IsProbabilityMeasure μ] local instance : MeasurableSpace (Option α) := ⊤ local instance : MeasurableSingletonClass (Option α) := ⟨fun _ => trivial⟩ noncomputable def errorCode (P Q : X → α) (x : X) : Option α := by classical exact if P x = Q x then none else some (P x) def recover (q : α) : Option α → α | none => q | some a => a omit [MeasurableSpace X] [Fintype α] [MeasurableSpace α] [MeasurableSingletonClass α] in lemma recover_error (P Q : X → α) (x : X) : recover (Q x) (errorCode P Q x) = P x := by classical unfold errorCode split_ifs with h · exact h.symm · rfl lemma measurable_error {P Q : X → α} (hP : Measurable P) (hQ : Measurable Q) : Measurable (errorCode P Q) := by classical unfold errorCode exact Measurable.ite (measurableSet_eq_fun hP hQ) measurable_const ((measurable_of_finite Option.some).comp hP) lemma error_mass {P Q : X → α} (hP : Measurable P) (hQ : Measurable Q) : (∑ a, mass μ (errorCode P Q) (some a)) = μ.real {x | P x ≠ Q x} := by classical have ht := sum_mass μ (measurable_error hP hQ) rw [Fintype.sum_option] at ht have hm : (errorCode P Q) ⁻¹' {none} = {x | P x = Q x} := by ext x simp [errorCode] have hc := measureReal_compl (μ := μ) (measurableSet_eq_fun hP hQ) simp only [mass, hm] at ht have hcompl : {x | P x ≠ Q x} = {x | P x = Q x}ᶜ := rfl rw [hcompl, hc] simp only [probReal_univ, mass] linarith lemma error_entropy_bound {P Q : X → α} (hP : Measurable P) (hQ : Measurable Q) : entropy μ (errorCode P Q) ≤ Real.log 2 + μ.real {x | P x ≠ Q x} * Real.log (Fintype.card α) := by have h := entropy_option (mass_nonneg μ (errorCode P Q)) (sum_mass μ (measurable_error hP hQ)) rw [error_mass μ hP hQ] at h exact h lemma entropy_recover_le {P Q : X → α} (hP : Measurable P) (hQ : Measurable Q) : entropy μ P ≤ entropy μ Q + entropy μ (errorCode P Q) := by have hfor := entropy_comp_le μ (hQ.prodMk (measurable_error hP hQ)) (fun z : α × Option α => recover z.1 z.2) have he : ((fun z : α × Option α => recover z.1 z.2) ∘ (fun x => (Q x,errorCode P Q x))) = P := by funext x; exact recover_error P Q x rw [he] at hfor exact hfor.trans (entropy_pair_le μ hQ (measurable_error hP hQ)) /-- Compare genuine orbit names through pointwise error coding. -/ lemma names_error_le {T : X → X} (hT : Measurable T) {P Q : X → α} (hP : Measurable P) (hQ : Measurable Q) (n : ℕ) : entropy μ (name T P n) ≤ entropy μ (name T Q n) + entropy μ (name T (errorCode P Q) n) := by have hfor := entropy_comp_le μ ((measurable_name hT hQ n).prodMk (measurable_name hT (measurable_error hP hQ) n)) (fun z : (Fin n → α) × (Fin n → Option α) => fun j => recover (z.1 j) (z.2 j)) have he : ((fun z : (Fin n → α) × (Fin n → Option α) => fun j => recover (z.1 j) (z.2 j)) ∘ (fun x => (name T Q n x,name T (errorCode P Q) n x))) = name T P n := by funext x j exact recover_error P Q ((T^[j.val]) x) rw [he] at hfor exact hfor.trans (entropy_pair_le μ (measurable_name hT hQ n) (measurable_name hT (measurable_error hP hQ) n)) end SmoothObstruction.PartitionEntropy namespace SmoothObstruction.PartitionEntropy open MeasureTheory Set Filter Finset open SmoothObstruction.FiniteEntropy open scoped Topology variable {X α : Type*} [MeasurableSpace X] [Fintype α] [MeasurableSpace α] [MeasurableSingletonClass α] (μ : Measure X) [IsProbabilityMeasure μ] lemma entropy_name_one {T : X → X} {P : X → α} (hP : Measurable P) : entropy μ (name T P 1) = entropy μ P := by have he : name T P 1 = (fun a => fun _ : Fin 1 => a) ∘ P := by funext x j simp [name, Fin.eq_zero j] rw [he] apply le_antisymm (entropy_comp_le μ hP _) have h := entropy_comp_le μ ((measurable_of_finite (fun a : α => fun _ : Fin 1 => a)).comp hP) (fun w : Fin 1 → α => w 0) exact h /-- If the genuine name entropy has a limit, its rate is at most the entropy of the one-time partition. No independence is assumed. -/ lemma block_rate_le_entropy {T : X → X} (hT : MeasurePreserving T μ μ) {P : X → α} (hP : Measurable P) {h : ℝ} (hh : Tendsto (fun n : ℕ => entropy μ (name T P n) / n) atTop (𝓝 h)) : h ≤ entropy μ P := by have hs := block_subadditive μ hT hP have hb : BddBelow (Set.range (fun n : ℕ => entropy μ (name T P n) / n)) := ⟨0, by rintro _ ⟨n,rfl⟩; exact div_nonneg (entropy_nonnegative μ (measurable_name hT.measurable hP n)) (Nat.cast_nonneg n)⟩ have hid : hs.lim = h := tendsto_nhds_unique (hs.tendsto_lim hb) hh have hone := hs.lim_le_div hb (n := 1) (by decide) simpa only [hid, Nat.cast_one, div_one, entropy_name_one μ hP] using hone local instance : MeasurableSpace (Option α) := ⊤ local instance : MeasurableSingletonClass (Option α) := ⟨fun _ => trivial⟩ /-- Quantitative approximation of rates by a finite observation. This is a real stationary-process entropy argument, not an assertion of a generator. -/ lemma rate_approximation {T : X → X} (hT : MeasurePreserving T μ μ) {P Q : X → α} (hP : Measurable P) (hQ : Measurable Q) {h k : ℝ} (hh : Tendsto (fun n : ℕ => entropy μ (name T P n) / n) atTop (𝓝 h)) (hk : Tendsto (fun n : ℕ => entropy μ (name T Q n) / n) atTop (𝓝 k)) : h ≤ k + Real.log 2 + μ.real {x | P x ≠ Q x} * Real.log (Fintype.card α) := by obtain ⟨e, he0, heCard, he⟩ := exists_block_rate μ hT (measurable_error hP hQ) have hlim : h ≤ k + e := le_of_tendsto_of_tendsto hh (hk.add he) (Filter.Eventually.of_forall (fun n => by dsimp only rw [← add_div] exact div_le_div_of_nonneg_right (names_error_le μ hT.measurable hP hQ n) (Nat.cast_nonneg n))) have hbound := (block_rate_le_entropy μ hT (measurable_error hP hQ) he).trans (error_entropy_bound μ hP hQ) linarith /-- Sufficient approximation criterion for a uniform finite KS bound. The criterion requires actual measurable approximants with small error and uniform rate bound; it does not postulate the KS conclusion. -/ theorem finite_rate_of_approximants {T : X → X} (hT : MeasurePreserving T μ μ) {C : ℝ} {P : X → α} (hP : Measurable P) (happrox : ∀ δ : ℝ, 0 < δ → ∃ Q : X → α, Measurable Q ∧ μ.real {x | P x ≠ Q x} ≤ δ ∧ ∃ k : ℝ, k ≤ C ∧ Tendsto (fun n : ℕ => entropy μ (name T Q n) / n) atTop (𝓝 k)) : ∃ h : ℝ, 0 ≤ h ∧ h ≤ C + Real.log 2 + 1 ∧ Tendsto (fun n : ℕ => entropy μ (name T P n) / n) atTop (𝓝 h) := by obtain ⟨h, hh0, _, hh⟩ := exists_block_rate μ hT hP let L := max (Real.log (Fintype.card α)) 0 have hL : 0 ≤ L := le_max_right _ _ let δ := (1 + L)⁻¹ have hδ : 0 < δ := inv_pos.mpr (by linarith) obtain ⟨Q,hQ,herr,k,hk,hklim⟩ := happrox δ hδ refine ⟨h,hh0,?_,hh⟩ have hrare : μ.real {x | P x ≠ Q x} * Real.log (Fintype.card α) ≤ 1 := calc _ ≤ μ.real {x | P x ≠ Q x} * L := mul_le_mul_of_nonneg_left (le_max_left _ _) measureReal_nonneg _ ≤ δ * L := mul_le_mul_of_nonneg_right herr hL _ ≤ δ * (1 + L) := mul_le_mul_of_nonneg_left (by linarith) hδ.le _ = 1 := inv_mul_cancel₀ (by linarith : 1 + L ≠ 0) linarith [rate_approximation μ hT hP hQ hh hklim] end SmoothObstruction.PartitionEntropy end end OAI