import OAI.Dynamics.SmoothObstruction.PartitionEntropy namespace OAI section open Finset open MeasureTheory Set MeasurableSpace open scoped ENNReal symmDiff namespace SmoothObstruction.CylinderApproximation variable {X ι : Type*} {A : ι → Type*} [MeasurableSpace X] [∀ i, MeasurableSpace (A i)] (π : X → ∀ i, A i) /-- Cylinders pulled back along the actual coordinate map. -/ def cylinders : Set (Set X) := Set.preimage π '' measurableCylinders A omit [MeasurableSpace X] in lemma algebra : IsSetAlgebra (cylinders π) where empty_mem := ⟨∅,empty_mem_measurableCylinders A,preimage_empty⟩ compl_mem := by rintro s ⟨t,ht,rfl⟩ exact ⟨tᶜ,compl_mem_measurableCylinders ht,rfl⟩ union_mem := by rintro s t ⟨u,hu,rfl⟩ ⟨v,hv,rfl⟩ exact ⟨u ∪ v,union_mem_measurableCylinders hu hv,rfl⟩ lemma generates (hπ : ‹MeasurableSpace X› = MeasurableSpace.comap π MeasurableSpace.pi) : ‹MeasurableSpace X› = generateFrom (cylinders π) := by rw [hπ, ← generateFrom_measurableCylinders, comap_generateFrom] rfl /-- Genuine approximation of arbitrary measurable sets by finite-coordinate sets, in an arbitrary finite measure on a coordinate subspace. -/ lemma approximate_set (μ : Measure X) [IsFiniteMeasure μ] (hπ : ‹MeasurableSpace X› = MeasurableSpace.comap π MeasurableSpace.pi) {s : Set X} (hs : MeasurableSet s) {ε : ℝ} (hε : 0 < ε) : ∃ (I : Finset ι) (S : Set (∀ i : I, A i)), MeasurableSet S ∧ μ.real ((π ⁻¹' cylinder I S) ∆ s) < ε := by have hcover : ∃ D : Set (Set X), D.Countable ∧ D ⊆ cylinders π ∧ μ (⋃₀ D)ᶜ = 0 := by refine ⟨{univ}, Set.countable_singleton _, ?_, ?_⟩ · simpa using (algebra π).univ_mem · simp obtain ⟨t,ht,herr⟩ := exists_measure_symmDiff_lt_of_generateFrom_isSetRing (μ := μ) (algebra π).isSetRing hcover (generates π hπ) hs (ENNReal.ofReal_pos.mpr hε) obtain ⟨u,hu,rfl⟩ := ht obtain ⟨I,S,hS,rfl⟩ := (mem_measurableCylinders u).mp hu refine ⟨I,S,hS,?_⟩ simpa only [Measure.real, ENNReal.toReal_ofReal hε.le] using (ENNReal.toReal_lt_toReal (measure_ne_top _ _) ENNReal.ofReal_ne_top).mpr herr /-- Every finite measurable observation admits a finite-coordinate approximation in measure. The output labels and their measurable meaning are preserved; overlaps of the approximating atoms cause only the stated symmetric-difference error. -/ theorem approximate_partition [∀ i, Fintype (A i)] [∀ i, MeasurableSingletonClass (A i)] (μ : Measure X) [IsProbabilityMeasure μ] (hπ : ‹MeasurableSpace X› = MeasurableSpace.comap π MeasurableSpace.pi) {q : ℕ} {P : X → Fin (q+1)} (hP : Measurable P) {δ : ℝ} (hδ : 0 < δ) : ∃ (J : Finset ι) (f : (∀ i : J, A i) → Fin (q+1)), Measurable (fun x => f (J.restrict (π x))) ∧ μ.real {x | P x ≠ f (J.restrict (π x))} ≤ δ := by classical have hε : 0 < δ / (q+1) := div_pos hδ (by positivity) have ha (a : Fin (q+1)) := approximate_set π μ hπ ((measurableSet_singleton a).preimage hP) hε choose I S hS herr using ha let J := Finset.univ.biUnion I have hIJ (a : Fin (q+1)) : I a ⊆ J := fun i hi => Finset.mem_biUnion.mpr ⟨a,Finset.mem_univ a,hi⟩ let R (a : Fin (q+1)) (z : ∀ i : J, A i) : Prop := Finset.restrict₂ (hIJ a) z ∈ S a let f (z : ∀ i : J, A i) : Fin (q+1) := if h : ∃ a, R a z then h.choose else 0 have hmeasπ : Measurable π := by rw [Measurable, hπ] intro t ht exact ⟨t,ht,rfl⟩ refine ⟨J,f,(measurable_of_finite f).comp (Finset.measurable_restrict J |>.comp hmeasπ),?_⟩ let E (a : Fin (q+1)) := (π ⁻¹' cylinder (I a) (S a)) ∆ (P ⁻¹' {a}) have hsub : {x | P x ≠ f (J.restrict (π x))} ⊆ ⋃ a, E a := by intro x hx by_contra hn have hnone (a : Fin (q+1)) : x ∉ E a := fun hm => hn (mem_iUnion.mpr ⟨a,hm⟩) have hiff (a : Fin (q+1)) : R a (J.restrict (π x)) ↔ P x = a := by have hh := hnone a simp only [E, mem_symmDiff, Set.mem_preimage, mem_singleton_iff, mem_cylinder, Finset.restrict_def] at hh change (fun i : I a => π x i) ∈ S a ↔ P x = a tauto have hex : ∃ a, R a (J.restrict (π x)) := ⟨P x,(hiff (P x)).mpr rfl⟩ have hf : f (J.restrict (π x)) = P x := by dsimp only [f] rw [dite_eq_left hex] exact ((hiff hex.choose).mp hex.choose_spec).symm exact hx hf.symm calc _ ≤ μ.real (⋃ a, E a) := measureReal_mono hsub _ ≤ ∑ a, μ.real (E a) := measureReal_iUnion_fintype_le E _ ≤ ∑ _a : Fin (q+1), δ / (q+1) := Finset.sum_le_sum (fun a _ => (herr a).le) _ = δ := by simp; field_simp end SmoothObstruction.CylinderApproximation namespace SmoothObstruction.PhaseEntropy open MeasureTheory Set Filter Finset open SmoothObstruction.PartitionEntropy open scoped Topology variable (A : Type) (m : ℕ → ℕ) def Coordinate : ℤ ⊕ ℕ → Type | Sum.inl _ => A | Sum.inr i => ZMod (m i) instance [Fintype A] [∀ i, NeZero (m i)] (i : ℤ ⊕ ℕ) : Fintype (Coordinate A m i) := by cases i <;> dsimp [Coordinate] <;> infer_instance instance [Nonempty A] (i : ℤ ⊕ ℕ) : Nonempty (Coordinate A m i) := by cases i <;> dsimp [Coordinate] <;> infer_instance instance [MeasurableSpace A] (i : ℤ ⊕ ℕ) : MeasurableSpace (Coordinate A m i) := by cases i <;> dsimp [Coordinate] <;> infer_instance instance [MeasurableSpace A] [MeasurableSingletonClass A] (i : ℤ ⊕ ℕ) : MeasurableSingletonClass (Coordinate A m i) := by cases i <;> dsimp [Coordinate] <;> infer_instance variable {A m} {X : Type*} [MeasurableSpace X] [Fintype A] [Nonempty A] [MeasurableSpace A] [MeasurableSingletonClass A] [∀ i, NeZero (m i)] (s : X → ℤ → A) (p : X → ∀ i, ZMod (m i)) def coordinates (x : X) : ∀ i, Coordinate A m i | Sum.inl t => s x t | Sum.inr i => p x i omit [Fintype A] [Nonempty A] [MeasurableSpace A] [MeasurableSingletonClass A] [∀ i, NeZero (m i)] [MeasurableSpace X] in lemma symbol_iterate {T : X → X} (hs : ∀ x t, s (T x) t = s x (t+1)) (n : ℕ) (x : X) (t : ℤ) : s ((T^[n]) x) t = s x (t+n) := by induction n generalizing x t with | zero => simp | succ n ih => rw [Function.iterate_succ_apply', hs, ih] congr 1 push_cast ring omit [Fintype A] [Nonempty A] [MeasurableSpace A] [MeasurableSingletonClass A] [∀ i, NeZero (m i)] [MeasurableSpace X] in lemma phase_iterate {T : X → X} (hp : ∀ x i, p (T x) i = p x i + 1) (n : ℕ) (x : X) (i : ℕ) : p ((T^[n]) x) i = p x i + n := by induction n with | zero => simp | succ n ih => rw [Function.iterate_succ_apply', hp, ih]; push_cast; ring /-- Every genuine cylinder observation on symbols and phases has rate at most log(card A). Initial phase data have finite cost and add zero entropy rate. -/ theorem cylinder_rate_bound (μ : Measure X) [IsProbabilityMeasure μ] {T : X → X} (hT : MeasurePreserving T μ μ) (hcoord : Measurable (coordinates s p)) (hs : ∀ x t, s (T x) t = s x (t+1)) (hp : ∀ x i, p (T x) i = p x i + 1) {q : ℕ} (J : Finset (ℤ ⊕ ℕ)) (f : (∀ i : J, Coordinate A m i) → Fin (q+1)) : ∃ h : ℝ, h ≤ Real.log (Fintype.card A) ∧ Tendsto (fun n : ℕ => entropy μ (name T (fun x => f (J.restrict (coordinates s p x))) n) / n) atTop (𝓝 h) := by classical let Q := fun x => f (J.restrict (coordinates s p x)) have hQ : Measurable Q := (measurable_of_finite f).comp ((Finset.measurable_restrict J).comp hcoord) obtain ⟨h,_,_,hh⟩ := exists_block_rate μ hT hQ let k := J.sup (Sum.elim Int.natAbs (fun _ => 0)) have hbound (t : ℤ) (ht : Sum.inl t ∈ J) : -(k : ℤ) ≤ t ∧ t ≤ k := by have hk : t.natAbs ≤ k := Finset.le_sup (f := Sum.elim Int.natAbs (fun _ => 0)) ht have h₁ := Int.le_natAbs (a := t) have h₂ := Int.le_natAbs (a := -t) simp only [Int.natAbs_neg] at h₂ omega let D := ∀ i : J, Coordinate A m i let O (n : ℕ) (x : X) : (Fin (n+2*k+1) → A) × D := (fun a => s x ((a.val : ℤ)-k), J.restrict (coordinates s p x)) have hO (n : ℕ) : Measurable (O n) := by apply Measurable.prodMk · apply Measurable.of_eval intro a exact (measurable_pi_apply (Sum.inl ((a.val : ℤ)-k))).comp hcoord · exact (Finset.measurable_restrict J).comp hcoord have hindex (n : ℕ) (j : Fin n) (t : ℤ) (ht : Sum.inl t ∈ J) : (t+j.val+k).toNat < n+2*k+1 := by have hb := hbound t ht omega let decoder (n : ℕ) (d : (Fin (n+2*k+1) → A) × D) (j : Fin n) : D := fun i => match i with | ⟨Sum.inl t, ht⟩ => d.1 ⟨(t+j.val+k).toNat, hindex n j t ht⟩ | ⟨Sum.inr r, hr⟩ => (fun z : ZMod (m r) => z + (j.val : ZMod (m r))) (d.2 ⟨Sum.inr r,hr⟩) have hdecode (n : ℕ) (x : X) (j : Fin n) : decoder n (O n x) j = J.restrict (coordinates s p ((T^[j.val]) x)) := by funext ⟨i,hi⟩ cases i with | inl t => change s x (((t+j.val+k).toNat : ℤ)-k) = s ((T^[j.val]) x) t rw [symbol_iterate s hs] congr 1 have hb := hbound t hi omega | inr r => exact (phase_iterate p hp j.val x r).symm have hfactor (n : ℕ) : name T Q n = (fun d => fun j => f (decoder n d j)) ∘ O n := by funext x j rw [Function.comp_apply, hdecode] rfl have hcard (n : ℕ) : entropy μ (name T Q n) ≤ ((n+2*k+1 : ℕ) : ℝ) * Real.log (Fintype.card A) + Real.log (Fintype.card D) := by rw [hfactor] have he := (entropy_comp_le μ (hO n) (fun d => fun j => f (decoder n d j))).trans (entropy_card_bound μ (hO n)) simpa only [Fintype.card_prod, Fintype.card_fun, Fintype.card_fin, Nat.cast_mul, Nat.cast_pow, Real.log_mul (by positivity : (Fintype.card A : ℝ) ^ (n+2*k+1) ≠ 0) (by positivity : (Fintype.card D : ℝ) ≠ 0), Real.log_pow] using he have hlim : Tendsto (fun n : ℕ => Real.log (Fintype.card A) + (((2*k+1 : ℕ) : ℝ) * Real.log (Fintype.card A) + Real.log (Fintype.card D)) / n) atTop (𝓝 (Real.log (Fintype.card A))) := by have ht : Tendsto (fun n : ℕ => (((2*k+1 : ℕ) : ℝ) * Real.log (Fintype.card A) + Real.log (Fintype.card D)) / n) atTop (𝓝 (0 : ℝ)) := tendsto_const_nhds.div_atTop tendsto_natCast_atTop_atTop simpa only [add_zero] using (show Tendsto (fun _ : ℕ => Real.log (Fintype.card A)) atTop (𝓝 (Real.log (Fintype.card A))) from tendsto_const_nhds).add ht refine ⟨h,le_of_tendsto_of_tendsto hh hlim ?_,hh⟩ filter_upwards [eventually_ge_atTop 1] with n hn have hn0 : (n : ℝ) ≠ 0 := by exact_mod_cast (by omega : n ≠ 0) have hb := div_le_div_of_nonneg_right (hcard n) (Nat.cast_nonneg n) convert hb using 1 push_cast field_simp ring /-- All finite measurable partitions on the actual coordinate subspace have one finite entropy bound; the cylinder approximation is constructed in measure. -/ theorem all_partition_rates (μ : Measure X) [IsProbabilityMeasure μ] {T : X → X} (hT : MeasurePreserving T μ μ) (hspace : ‹MeasurableSpace X› = MeasurableSpace.comap (coordinates s p) MeasurableSpace.pi) (hs : ∀ x t, s (T x) t = s x (t+1)) (hp : ∀ x i, p (T x) i = p x i + 1) {q : ℕ} {P : X → Fin (q+1)} (hP : Measurable P) : ∃ h : ℝ, 0 ≤ h ∧ h ≤ Real.log (Fintype.card A) + Real.log 2 + 1 ∧ Tendsto (fun n : ℕ => entropy μ (name T P n) / n) atTop (𝓝 h) := by have hcoord : Measurable (coordinates s p) := by rw [Measurable, hspace] intro t ht exact ⟨t,ht,rfl⟩ apply finite_rate_of_approximants μ hT hP intro δ hδ obtain ⟨J,f,hQ,herr⟩ := CylinderApproximation.approximate_partition (coordinates s p) μ hspace hP hδ exact ⟨_,hQ,herr,cylinder_rate_bound s p μ hT hcoord hs hp J f⟩ end SmoothObstruction.PhaseEntropy namespace SmoothObstruction open MeasureTheory Set Filter open scoped Topology /-- The entropy of the length-`n` join of the partition with labels in `Fin q`. -/ noncomputable def blockEntropy {X : Type*} [MeasurableSpace X] (μ : Measure X) (T : X → X) {q : ℕ} (P : X → Fin q) (n : ℕ) : ℝ := ∑ w : Fin n → Fin q, entropyTerm ((μ {x | ∀ j : Fin n, P ((T^[j.val]) x) = w j}).toReal) /-- All finite-partition entropy rates exist and have one finite real upper bound. This spells out `sup_P lim_n H(join_{j blockEntropy μ T P n / (n : ℝ)) atTop (𝓝 h) lemma blockEntropy_eq_nats {X : Type*} [MeasurableSpace X] (μ : Measure X) (T : X → X) {q : ℕ} (P : X → Fin q) (n : ℕ) : blockEntropy μ T P n = PartitionEntropy.entropy μ (PartitionEntropy.name T P n) / Real.log 2 := by unfold blockEntropy PartitionEntropy.entropy FiniteEntropy.natEntropy rw [Finset.sum_div] apply Finset.sum_congr rfl intro w _ have he : {x | ∀ j : Fin n, P ((T^[j.val]) x) = w j} = PartitionEntropy.name T P n ⁻¹' {w} := by ext x simp only [Set.mem_ofPred_eq, Set.mem_preimage, Set.mem_singleton_iff, funext_iff, PartitionEntropy.name] rw [he] simp only [entropyTerm, PartitionEntropy.mass, Measure.real, Real.negMulLog_def, neg_mul] /-- The exact frozen finite-KS predicate for any finite-symbol cyclic phase subspace with its genuine coordinate sigma field. -/ theorem PhaseEntropy.finiteKS {A : Type} [Fintype A] [Nonempty A] [MeasurableSpace A] [MeasurableSingletonClass A] {m : ℕ → ℕ} [∀ i, NeZero (m i)] {X : Type*} [MeasurableSpace X] (s : X → ℤ → A) (p : X → ∀ i, ZMod (m i)) (μ : Measure X) [IsProbabilityMeasure μ] {T : X → X} (hT : MeasurePreserving T μ μ) (hspace : ‹MeasurableSpace X› = MeasurableSpace.comap (coordinates s p) MeasurableSpace.pi) (hs : ∀ x t, s (T x) t = s x (t+1)) (hp : ∀ x i, p (T x) i = p x i + 1) : FiniteKSEntropy μ T := by refine ⟨(Real.log (Fintype.card A) + Real.log 2 + 1) / Real.log 2, ?_⟩ intro q P hP obtain ⟨h,_,hb,hl⟩ := all_partition_rates s p μ hT hspace hs hp hP refine ⟨h / Real.log 2,div_le_div_of_nonneg_right hb (Real.log_nonneg (by norm_num)),?_⟩ have ht := hl.div_const (Real.log 2) convert ht using 1 funext n rw [blockEntropy_eq_nats] ring end SmoothObstruction end end OAI