import OAI.Dynamics.StandardMap.EntropyEndpoint import OAI.Dynamics.StandardMap.Entropy.FineCharts namespace OAI section section namespace StandardMapEntropy open MeasureTheory Set Filter open scoped Topology ENNReal lemma fineCoordinate_continuous (k χ ε δ : ℝ) (w : ℂ) (n : ℕ) : Continuous (fineCoordinate k χ ε δ w · n) := by exact (fineInverse k χ ε δ _).continuous.comp ((((contDiff_standardLift k).continuous).iterate n).sub continuous_const) lemma fineTrapped_closed (k χ ε δ : ℝ) (w : ℂ) (n : ℕ) : IsClosed (fineTrapped k χ ε δ w n) := by have he : fineTrapped k χ ε δ w n=⋂ j : ℕ, ⋂ _ : j≤n, {v | ‖fineCoordinate k χ ε δ w (w+fineFrame k χ ε δ (complexProjection w) v) j‖≤1} := by ext v; simp only [fineTrapped,mem_ofPred_eq,mem_iInter] rw [he] apply isClosed_iInter intro j apply isClosed_iInter intro _ exact isClosed_le (((fineCoordinate_continuous k χ ε δ w j).comp (continuous_const.add (fineFrame k χ ε δ _).continuous)).norm) continuous_const def fineLiftTrapped (k χ ε δ : ℝ) (w : ℂ) (n : ℕ) : Set ℂ := {p | ∀ j : ℕ, j≤n → ‖fineCoordinate k χ ε δ w p j‖≤1} lemma fineLiftTrapped_image (k χ ε : ℝ) {δ : ℝ} (hδ : 0<δ) (w : ℂ) (hw : FineRegular k χ ε (complexProjection w)) (n : ℕ) : fineLiftTrapped k χ ε δ w n= (fun v => w+fineFrame k χ ε δ (complexProjection w) v) '' fineTrapped k χ ε δ w n := by ext p constructor · intro hp let v := fineInverse k χ ε δ (complexProjection w) (p-w) have he : w+fineFrame k χ ε δ (complexProjection w) v=p := by dsimp [v] rw [fineFrame_inverse k χ ε hδ _ hw.1] abel exact ⟨v,by change ∀ j, j≤n → _; rw [he]; exact hp,he⟩ · rintro ⟨v,hv,rfl⟩ exact hv lemma volume_pairToComplex_image {S : Set RealPlane} (hS : MeasurableSet S) : volume (pairToComplex '' S)=volume S := by have he : pairToComplex '' S=Complex.measurableEquivRealProd ⁻¹' S := by ext z constructor · rintro ⟨v,hv,rfl⟩; exact hv · intro hz exact ⟨complexToPair z,hz,pairToComplex_complexToPair z⟩ rw [he] exact Complex.volume_preserving_equiv_real_prod.measure_preimage hS.nullMeasurableSet noncomputable def fineVolumeFactor (k χ ε δ : ℝ) (z : Torus) : ℝ := |(fineSize k χ ε δ z • lyapunovFrame k χ z).det| lemma fineLiftTrapped_volume_eq (k χ ε : ℝ) {δ : ℝ} (hδ : 0<δ) (w : ℂ) (hw : FineRegular k χ ε (complexProjection w)) (n : ℕ) : volume (fineLiftTrapped k χ ε δ w n)= ENNReal.ofReal (fineVolumeFactor k χ ε δ (complexProjection w))*volume (fineTrapped k χ ε δ w n) := by rw [fineLiftTrapped_image k χ ε hδ w hw n] have he : (fun v => w+fineFrame k χ ε δ (complexProjection w) v) '' fineTrapped k χ ε δ w n= (fun z : ℂ => w+z) '' ((fineSize k χ ε δ (complexProjection w) • lyapunovFrame k χ (complexProjection w)) '' (pairToComplex '' fineTrapped k χ ε δ w n)) := by rw [Set.image_image,Set.image_image] rfl rw [he,Set.image_add_left,measure_preimage_add,Measure.addHaar_image_continuousLinearMap, volume_pairToComplex_image (fineTrapped_closed k χ ε δ w n).measurableSet] rfl theorem fineLiftTrapped_volume (k χ ε δ : ℝ) (hδ : 0<δ) (hq : Real.exp (-χ+ε)+δ<1) (w : ℂ) (hw : ∀ n : ℕ, FineRegular k χ ε (complexProjection ((standardLift k)^[n] w))) (n : ℕ) : volume (fineLiftTrapped k χ ε δ w n)≤ ENNReal.ofReal (4*fineVolumeFactor k χ ε δ (complexProjection w)*(Real.exp (-χ+ε)+δ)^n) := by rw [fineLiftTrapped_volume_eq k χ ε hδ w (hw 0) n] calc _ ≤ ENNReal.ofReal (fineVolumeFactor k χ ε δ (complexProjection w))* ENNReal.ofReal (4*(Real.exp (-χ+ε)+δ)^n) := mul_le_mul le_rfl (fineTrapped_volume k χ ε δ hδ hq w hw n) zero_le zero_le _ = _ := by rw [←ENNReal.ofReal_mul (show 0≤fineVolumeFactor k χ ε δ (complexProjection w) from abs_nonneg _)]; congr 1; ring end StandardMapEntropy end section namespace StandardMapEntropy open MeasureTheory Set Filter open scoped Topology ENNReal def complexCell : Set ℂ := {z | z.re∈Ico (0 : ℝ) 1 ∧ z.im∈Ico (0 : ℝ) 1} lemma complexRep_projection_of_cell {z : ℂ} (hz : z∈complexCell) : complexRep (complexProjection z)=z := by apply Complex.ext · exact circleRep_coe_of_mem hz.1 · exact circleRep_coe_of_mem hz.2 lemma measurePreserving_complexProjection_cell : MeasurePreserving complexProjection (volume.restrict complexCell) area := by have hp := (AddCircle.measurePreserving_mk (1 : ℝ) 0).prod (AddCircle.measurePreserving_mk (1 : ℝ) 0) simp only [zero_add] at hp rw [←restrict_Ico_eq_restrict_Ioc,Measure.prod_restrict] at hp have hc := Complex.volume_preserving_equiv_real_prod.restrict_preimage (measurableSet_Ico.prod measurableSet_Ico : MeasurableSet (Ico (0 : ℝ) 1 ×ˢ Ico (0 : ℝ) 1)) exact hp.comp hc lemma area_le_volume_of_complexRep_subset {S : Set Torus} (hS : MeasurableSet S) {V : Set ℂ} (hsub : ∀ z∈S,complexRep z∈V) : area S≤volume V := by rw [←measurePreserving_complexProjection_cell.measure_preimage hS.nullMeasurableSet, Measure.restrict_apply (measurePreserving_complexProjection_cell.measurable hS)] apply measure_mono intro z hz have hh := hsub (complexProjection z) hz.1 rwa [complexRep_projection_of_cell hz.2] at hh lemma measurableSet_fineLiftTrapped (k χ ε δ : ℝ) (w : ℂ) (n : ℕ) : MeasurableSet (fineLiftTrapped k χ ε δ w n) := by have he : fineLiftTrapped k χ ε δ w n=⋂ j : ℕ,⋂ _ : j≤n,{p | ‖fineCoordinate k χ ε δ w p j‖≤1} := by ext p; simp only [fineLiftTrapped,mem_ofPred_eq,mem_iInter] rw [he] exact MeasurableSet.iInter (fun j => MeasurableSet.iInter (fun _ => (isClosed_le (fineCoordinate_continuous k χ ε δ w j).norm continuous_const).measurableSet)) lemma exists_fineVolumeFactor_bound (k χ ε : ℝ) {δ : ℝ} (hδ : 0<δ) : ∃ C : ℝ,0 X i.val x omit [Fintype α] [MeasurableSingletonClass α] in lemma history_measurable (X : ℕ → Ω → α) (hX : ∀ i,Measurable (X i)) (n : ℕ) : Measurable (history X n) := Measurable.of_eval (fun i => hX i.val) noncomputable def historySnocEquiv (n : ℕ) : (Fin (n+1) → α) ≃ (Fin n → α)×α where toFun v := (fun i => v i.castSucc,v (Fin.last n)) invFun v := Fin.lastCases v.2 v.1 left_inv v := by funext i; refine Fin.lastCases ?_ (fun j => ?_) i <;> simp right_inv v := by ext i <;> simp omit [MeasurableSpace Ω] [Fintype α] [MeasurableSpace α] [MeasurableSingletonClass α] in lemma historySnocEquiv_apply (X : ℕ → Ω → α) (n : ℕ) (x : Ω) : historySnocEquiv n (history X (n+1) x)=(history X n x,X n x) := rfl omit [IsProbabilityMeasure μ] [MeasurableSpace β] [MeasurableSingletonClass β] in lemma cond_history_succ (X : ℕ → Ω → α) (n : ℕ) (Y : Ω → β) : cond μ (history X (n+1)) Y=cond μ (history X n) Y+cond μ (X n) (fun x => (history X n x,Y x)) := by have he := cond_equiv_left μ (history X (n+1)) Y (historySnocEquiv n) simp only [Function.comp_def,historySnocEquiv_apply] at he rw [←he,cond_chain] omit [IsProbabilityMeasure μ] [MeasurableSpace β] [MeasurableSingletonClass β] in lemma cond_history_one (X : ℕ → Ω → α) (Y : Ω → β) : cond μ (history X 1) Y=cond μ (X 0) Y := by have he := cond_equiv_left μ (history X 1) Y (Equiv.funUnique (Fin 1) α) simpa only [Function.comp_def,Equiv.funUnique_apply,history,Fin.default_eq_zero,Fin.val_zero] using he.symm lemma cond_history_markov (X : ℕ → Ω → α) (hX : ∀ i,Measurable (X i)) (Y : Ω → β) (hY : Measurable Y) (R : ℕ → β → γ) (n : ℕ) : cond μ (history X (n+1)) Y≤obs μ (X 0)+ ∑ i∈Finset.range n,cond μ (X (i+1)) (fun x => (R (i+1) (Y x),X i x)) := by induction n with | zero => simp only [Finset.range_zero,Finset.sum_empty,add_zero] change cond μ (history X 1) Y≤obs μ (X 0) rw [cond_history_one] exact cond_le_obs μ (X 0) Y (hX 0) hY | succ n ih => rw [cond_history_succ,Finset.sum_range_succ,←add_assoc] apply add_le_add ih have he : (fun x => (R (n+1) (Y x),X n x))= (fun v : (Fin (n+1)→α)×β => (R (n+1) v.2,v.1 ⟨n,by omega⟩)) ∘ (fun x => (history X (n+1) x,Y x)) := rfl rw [he] exact cond_factor_right μ _ _ _ (hX (n+1)) ((history_measurable X hX _).prodMk hY) lemma obs_history_markov (X : ℕ → Ω → α) (hX : ∀ i,Measurable (X i)) (Y : Ω → β) (hY : Measurable Y) (R : ℕ → β → γ) (n : ℕ) : obs μ (history X (n+1))≤obs μ Y+obs μ (X 0)+ ∑ i∈Finset.range n,cond μ (X (i+1)) (fun x => (R (i+1) (Y x),X i x)) := by have hc := cond_history_markov μ X hX Y hY R n have hh := obs_pair_ge_left μ (history X (n+1)) Y (history_measurable X hX _) hY change obs μ (fun x => (history X (n+1) x,Y x))-obs μ Y≤_ at hc linarith lemma cond_support_integral (p : Ω → α) (q : Ω → β) (hp : Measurable p) (hq : Measurable q) (S : β → Finset α) (hS : ∀ x,p x∈S (q x)) (g : β → ℝ) (hg : ∀ b,Real.log ((S b).card : ℝ)≤g b) : cond μ p q≤∫ x,g (q x) ∂μ := by have hh := cond_support_bound μ p q hp hq S hS have hs : (∑ b,mass μ q b*Real.log ((S b).card : ℝ))≤∑ b,mass μ q b*g b := Finset.sum_le_sum (fun b _ => mul_le_mul_of_nonneg_left (hg b) (mass_nonneg μ q b)) exact (hh.trans hs).trans_eq (sum_mass_mul_integral μ q hq g) lemma log_card_le_of_card_le {A : Type*} (s : Finset A) {D : ℕ} (hD : 0 (p x,q x)) (a,b)=0 := by have hs : (fun x => (p x,q x)) ⁻¹' {(a,b)}⊆{x | ¬p x∈S (q x)} := by intro x hx hh obtain ⟨hx1,hx2⟩ := Prod.mk.inj hx exact ha (hx1 ▸ hx2 ▸ hh) have hm := measure_mono_null hs (ae_iff.mp hS) simp only [mass,hm,ENNReal.toReal_zero] have hh := Finset.sum_le_sum (s:=Finset.univ) (fun b _ => shannon_support_bound (fun a => mass μ (fun x => (p x,q x)) (a,b)) (fun a => mass_nonneg μ _ _) (S b) (rz b)) simp only [←mass_joint_col μ p q hp hq,shannon,Finset.sum_add_distrib] at hh unfold cond obs shannon rw [Fintype.sum_prod_type,Finset.sum_comm] linarith lemma cond_support_integral_ae (p : Ω → α) (q : Ω → β) (hp : Measurable p) (hq : Measurable q) (S : β → Finset α) (hS : ∀ᵐ x ∂μ,p x∈S (q x)) (g : β → ℝ) (hg : ∀ b,Real.log ((S b).card : ℝ)≤g b) : cond μ p q≤∫ x,g (q x) ∂μ := by have hh := cond_support_bound_ae μ p q hp hq S hS have hs : (∑ b,mass μ q b*Real.log ((S b).card : ℝ))≤∑ b,mass μ q b*g b := Finset.sum_le_sum (fun b _ => mul_le_mul_of_nonneg_left (hg b) (mass_nonneg μ q b)) exact (hh.trans hs).trans_eq (sum_mass_mul_integral μ q hq g) lemma mass_le_one (p : Ω → α) (hp : Measurable p) (a : α) : mass μ p a≤1 := by have hs := Finset.single_le_sum (fun b _ => mass_nonneg μ p b) (Finset.mem_univ a) simpa only [mass_sum μ p hp,measure_univ,ENNReal.toReal_one] using hs lemma obs_lower_small_atoms (p : Ω → α) (hp : Measurable p) (a₀ : α) (I : ℝ) (hsmall : ∀ a : α,a≠a₀ → mass μ p a≤Real.exp (-I)) : (1-mass μ p a₀)*I≤obs μ p := by classical have hterm (a : α) : (if a=a₀ then 0 else mass μ p a*I)≤Real.negMulLog (mass μ p a) := by by_cases ha : a=a₀ · rw [ite_eq_left ha] exact Real.negMulLog_nonneg (mass_nonneg μ p a) (mass_le_one μ p hp a) · rw [ite_eq_right ha] by_cases hz : mass μ p a=0 · rw [hz,zero_mul,Real.negMulLog_zero] · have hpos : 0 < mass μ p a := lt_of_le_of_ne (mass_nonneg μ p a) (Ne.symm hz) have hh := Real.log_le_log hpos (hsmall a ha) rw [Real.log_exp] at hh unfold Real.negMulLog nlinarith [mass_nonneg μ p a] have hs := Finset.sum_le_sum (s:=Finset.univ) (fun a _ => hterm a) have he : (∑ a : α,if a=a₀ then 0 else mass μ p a*I)=(1-mass μ p a₀)*I := by have ht : (∑ a : α,if a=a₀ then 0 else mass μ p a*I)+mass μ p a₀*I=∑ a : α,mass μ p a*I := by have hsingle : (∑ a : α,if a=a₀ then mass μ p a*I else 0)=mass μ p a₀*I := by simp rw [←hsingle] rw [←Finset.sum_add_distrib] exact Finset.sum_congr rfl (fun a _ => by split_ifs <;> simp) rw [←Finset.sum_mul,mass_sum μ p hp,measure_univ,ENNReal.toReal_one,one_mul] at ht linarith simpa only [he,obs,shannon] using hs end StandardMapEntropy.Entropy end section namespace StandardMapEntropy.LocalCoding open MeasureTheory Set Filter open scoped Topology ENNReal BigOperators variable {ι : Type*} [DecidableEq ι] noncomputable def truncate (A : Finset ι) (a : ι) : Option A := if h : a∈A then some ⟨a,h⟩ else none @[simp] lemma truncate_none_iff (A : Finset ι) (a : ι) : truncate A a=none ↔ a∉A := by simp only [truncate] split_ifs <;> simp_all lemma truncate_some (A : Finset ι) (a : ι) (ha : a∈A) : truncate A a=some ⟨a,ha⟩ := by simp [truncate,ha] lemma truncate_eq_some_iff (A : Finset ι) (a : ι) (b : A) : truncate A a=some b ↔ a=b.val := by by_cases ha : a∈A · simp only [truncate_some A a ha,Option.some.injEq] exact Subtype.ext_iff · have hab : a ≠ b.val := fun hh => ha (hh ▸ b.property) simp [truncate, ha, hab] lemma truncate_inj (A : Finset ι) {a b : ι} (ha : a∈A) (hb : b∈A) (h : truncate A a=truncate A b) : a=b := by rw [truncate_some A a ha,truncate_some A b hb] at h exact congrArg Subtype.val (Option.some.inj h) def reach (S : ι → Finset ι) (A : Finset ι) : ℕ → Finset ι | 0 => A | n+1 => reach S A n ∪ (reach S A n).biUnion S lemma reach_step (S : ι → Finset ι) (A : Finset ι) (n : ℕ) : reach S A n⊆reach S A (n+1) := Finset.subset_union_left lemma reach_mono (S : ι → Finset ι) (A : Finset ι) : Monotone (reach S A) := monotone_nat_of_le_succ (reach_step S A) lemma base_subset_reach (S : ι → Finset ι) (A : Finset ι) (n : ℕ) : A⊆reach S A n := reach_mono S A (Nat.zero_le n) lemma next_mem_reach (S : ι → Finset ι) (A : Finset ι) {n : ℕ} {a b : ι} (ha : a∈reach S A n) (hb : b∈S a) : b∈reach S A (n+1) := Finset.mem_union_right _ (Finset.mem_biUnion.mpr ⟨a,ha,hb⟩) lemma path_mem_reach (S : ι → Finset ι) (A : Finset ι) (x : ℕ → ι) (h0 : x 0∈A) (hstep : ∀ i,x (i+1)∈S (x i)) (n : ℕ) : x n∈reach S A n := by induction n with | zero => exact h0 | succ n ih => exact next_mem_reach S A ih (hstep n) instance optionFinsetMeasurableSpace (A : Finset ι) : MeasurableSpace (Option A) := ⊤ instance optionFinsetMeasurableSingleton (A : Finset ι) : MeasurableSingletonClass (Option A) := ⟨fun _ => trivial⟩ variable {Ω : Type*} [MeasurableSpace Ω] [MeasurableSpace ι] [MeasurableSingletonClass ι] [Countable ι] lemma measurable_truncate (A : Finset ι) : Measurable (truncate A) := measurable_of_countable _ noncomputable def maskedState (A R : Finset ι) (f : Ω → Ω) (p : Ω → ι) (i : ℕ) (x : Ω) : Option R := if p x∈A then truncate R (p (f^[i] x)) else none lemma measurable_maskedState (A R : Finset ι) (f : Ω → Ω) (p : Ω → ι) (hf : Measurable f) (hp : Measurable p) (i : ℕ) : Measurable (maskedState A R f p i) := by exact Measurable.ite (hp (A.measurableSet)) ((measurable_truncate R).comp (hp.comp (hf.iterate i))) measurable_const omit [MeasurableSpace Ω] [MeasurableSpace ι] [MeasurableSingletonClass ι] [Countable ι] in lemma maskedState_of_mem (A R : Finset ι) (f : Ω → Ω) (p : Ω → ι) (i : ℕ) {x : Ω} (hx : p x∈A) : maskedState A R f p i x=truncate R (p (f^[i] x)) := by simp only [maskedState,hx,↓reduceIte] omit [MeasurableSpace Ω] [MeasurableSpace ι] [MeasurableSingletonClass ι] [Countable ι] in lemma maskedState_of_not_mem (A R : Finset ι) (f : Ω → Ω) (p : Ω → ι) (i : ℕ) {x : Ω} (hx : p x∉A) : maskedState A R f p i x=none := by simp only [maskedState,hx,↓reduceIte] omit [MeasurableSpace Ω] [MeasurableSpace ι] [MeasurableSingletonClass ι] [Countable ι] in lemma maskedState_zero_none (A R : Finset ι) (hAR : A⊆R) (f : Ω → Ω) (p : Ω → ι) (x : Ω) : maskedState A R f p 0 x=none ↔ p x∉A := by by_cases hx : p x∈A · rw [maskedState_of_mem A R f p 0 hx] simp only [Function.iterate_zero,Function.id_def,truncate_none_iff] exact iff_of_false (fun h => h (hAR hx)) (fun h => h hx) · rw [maskedState_of_not_mem A R f p 0 hx] exact iff_of_true rfl hx omit [DecidableEq ι] [MeasurableSpace ι] [MeasurableSingletonClass ι] [Countable ι] in lemma ae_transition_orbit (μ : Measure Ω) (f : Ω → Ω) (hf : MeasurePreserving f μ μ) (p : Ω → ι) (S : ι → Finset ι) (hS : ∀ᵐ x ∂μ,p (f x)∈S (p x)) : ∀ᵐ x ∂μ,∀ i : ℕ,p (f^[i+1] x)∈S (p (f^[i] x)) := by rw [ae_all_iff] intro i have hh := (hf.iterate i).quasiMeasurePreserving.ae hS simpa only [Function.iterate_succ_apply'] using hh end StandardMapEntropy.LocalCoding end section namespace StandardMapEntropy.LocalCoding open MeasureTheory Set Filter open scoped Topology ENNReal BigOperators variable {ι : Type*} [DecidableEq ι] [MeasurableSpace ι] [MeasurableSingletonClass ι] [Countable ι] variable {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] noncomputable def transitionSupport (S : ι → Finset ι) (R K : Finset ι) : Option K×Option R → Finset (Option R) | (_,none) => {none} | (none,some a) => (S a.val).image (truncate R) | (some b,some _) => {truncate R b.val} omit [MeasurableSpace ι] [MeasurableSingletonClass ι] [Countable ι] in lemma transitionSupport_log_bound (S : ι → Finset ι) (R K : Finset ι) {D : ℕ} (hD : 0 simp only [transitionSupport,Finset.card_singleton,Nat.cast_one,Real.log_one] split_ifs · exact Real.log_nonneg (by exact_mod_cast hD) · exact le_rfl | some c => cases b with | none => simp only [transitionSupport,↓reduceIte] exact Entropy.log_card_le_of_card_le _ hD (Finset.card_image_le.trans (hcard c.val)) | some b => simp only [transitionSupport,Finset.card_singleton,Nat.cast_one,Real.log_one,Option.some_ne_none,↓reduceIte,le_refl] omit [MeasurableSpace Ω] [MeasurableSpace ι] [MeasurableSingletonClass ι] [Countable ι] in lemma masked_transition_mem (f : Ω → Ω) (p : Ω → ι) (S : ι → Finset ι) (A K : Finset ι) (N i : ℕ) (hi : i≤N) (x : Ω) (hx : ∀ j : ℕ,p (f^[j+1] x)∈S (p (f^[j] x))) : maskedState A (reach S A N) f p (i+1) x∈transitionSupport S (reach S A N) K (truncate K (p (f^[i+1] x)),maskedState A (reach S A N) f p i x) := by by_cases hA : p x∈A · have hreach := path_mem_reach S A (fun j => p (f^[j] x)) hA hx i have hr : p (f^[i] x)∈reach S A N := reach_mono S A hi hreach rw [maskedState_of_mem A _ f p i hA,truncate_some _ _ hr,maskedState_of_mem A _ f p (i+1) hA] by_cases hK : p (f^[i+1] x)∈K · rw [truncate_some K _ hK] exact Finset.mem_singleton_self _ · rw [(truncate_none_iff K _).mpr hK] exact Finset.mem_image.mpr ⟨p (f^[i+1] x),hx i,rfl⟩ · rw [maskedState_of_not_mem A _ f p i hA,maskedState_of_not_mem A _ f p (i+1) hA] exact Finset.mem_singleton_self _ omit [Countable ι] [IsProbabilityMeasure μ] in lemma tail_integral (f : Ω → Ω) (hf : MeasurePreserving f μ μ) (p : Ω → ι) (hp : Measurable p) (K : Finset ι) (i : ℕ) (c : ℝ) : (∫ x,if truncate K (p (f^[i] x))=none then c else 0 ∂μ)= (μ {x | p x∉K}).toReal*c := by have hset : MeasurableSet {x | p x∉K} := (hp K.measurableSet).compl have he : (fun x => if truncate K (p (f^[i] x))=none then c else 0)= ((f^[i]) ⁻¹' {x | p x∉K}).indicator (fun _ => c) := by funext x by_cases hx : p (f^[i] x) ∈ K <;> simp [Set.indicator, hx] rw [he,integral_indicator ((hf.measurable.iterate i) hset),integral_const,Measure.real,Measure.restrict_apply_univ, (hf.iterate i).measure_preimage hset.nullMeasurableSet] rfl lemma masked_cond_le_tail (f : Ω → Ω) (hf : MeasurePreserving f μ μ) (p : Ω → ι) (hp : Measurable p) (S : ι → Finset ι) (hS : ∀ᵐ x ∂μ,p (f x)∈S (p x)) {D : ℕ} (hD : 0 (truncate K (p (f^[i+1] x)),maskedState A (reach S A N) f p i x))≤ (μ {x | p x∉K}).toReal*Real.log (D : ℝ) := by have hm (j : ℕ) := measurable_maskedState A (reach S A N) f p hf.measurable hp j have ht := Entropy.cond_support_integral_ae μ _ _ (hm (i+1)) (((measurable_truncate K).comp (hp.comp (hf.measurable.iterate (i+1)))).prodMk (hm i)) (transitionSupport S (reach S A N) K) (by filter_upwards [ae_transition_orbit μ f hf p S hS] with x hx; exact masked_transition_mem f p S A K N i hi x hx) (fun b => if b.1=none then Real.log (D : ℝ) else 0) (transitionSupport_log_bound S (reach S A N) K hD hcard) simpa only [Function.comp_apply,tail_integral μ f hf p hp K (i+1)] using ht lemma masked_initial_entropy (f : Ω → Ω) (p : Ω → ι) (hf : Measurable f) (hp : Measurable p) (A R : Finset ι) (hAR : A⊆R) : Entropy.obs μ (maskedState A R f p 0)≤Real.log ((A.card : ℝ)+1) := by let g : Option A → Option R := Option.map (fun a => ⟨a.val,hAR a.property⟩) have he : maskedState A R f p 0=g ∘ (truncate A ∘ p) := by funext x by_cases hx : p x∈A · simp only [maskedState,hx,↓reduceIte,Function.iterate_zero,Function.id_def,Function.comp_apply, truncate_some A _ hx,truncate_some R _ (hAR hx),g,Option.map_some] · simp only [maskedState,hx,↓reduceIte,Function.comp_apply,(truncate_none_iff A _).mpr hx,g,Option.map_none] have hg : Measurable (g ∘ (truncate A ∘ p)) := by rw [←he]; exact measurable_maskedState A R f p hf hp 0 rw [he] have hh := Entropy.obs_factor μ (truncate A ∘ p) g ((measurable_truncate A).comp hp) hg apply hh.trans have hb := Entropy.obs_bound μ (truncate A ∘ p) ((measurable_truncate A).comp hp) simpa only [Fintype.card_option,Fintype.card_coe,Nat.cast_add,Nat.cast_one] using hb lemma masked_history_entropy_upper (f : Ω → Ω) (hf : MeasurePreserving f μ μ) (p : Ω → ι) (hp : Measurable p) (S : ι → Finset ι) (hS : ∀ᵐ x ∂μ,p (f x)∈S (p x)) {D : ℕ} (hD : 0 if h : i (R (i+1) (Entropy.word f (truncate K ∘ p) (N+1) x),maskedState A (reach S A N) f p i x)))≤ (N : ℝ)*((μ {x | p x∉K}).toReal*Real.log (D : ℝ)) := by calc _ ≤ ∑ _i∈Finset.range N,(μ {x | p x∉K}).toReal*Real.log (D : ℝ) := by apply Finset.sum_le_sum intro i hi have hiN : i