import Mathlib import OAI.Geometry.HyperbolicGroups.Moment import OAI.Geometry.HyperbolicGroups.Random namespace OAI section section noncomputable section open scoped BigOperators namespace HyperbolicObstruction namespace FiniteLaw variable {α : Type*} [Fintype α] lemma prob_mono (μ : FiniteLaw α) {E F : α → Prop} [DecidablePred E] [DecidablePred F] (h : ∀ a, E a → F a) : μ.prob E ≤ μ.prob F := by apply μ.expect_mono intro a by_cases he : E a · simp [he,h a he] · simp [he] split_ifs <;> norm_num lemma prob_or_le (μ : FiniteLaw α) (E F : α → Prop) [DecidablePred E] [DecidablePred F] : μ.prob (fun a => E a ∨ F a) ≤ μ.prob E + μ.prob F := by rw [prob, prob, prob, ← μ.expect_add] apply μ.expect_mono intro a by_cases he : E a <;> by_cases hf : F a <;> simp [he,hf] lemma bernoulli_centered_exp_le {p t : ℝ} (hp : p ∈ Set.Icc (0 : ℝ) 1) (ht : |t| ≤ 1) : (1-p)*Real.exp (t*(0-p)) + p*Real.exp (t*(1-p)) ≤ Real.exp (p*t^2) := by have he : Real.exp t - 1 - t ≤ t^2 := (le_abs_self _).trans (Real.abs_exp_sub_one_sub_id_le ht) calc _ = Real.exp (-t*p) * (1+p*(Real.exp t-1)) := by rw [show t*(1-p) = -t*p+t by ring, show t*(0-p) = -t*p by ring, Real.exp_add] ring _ ≤ Real.exp (-t*p) * Real.exp (p*(Real.exp t-1)) := by apply mul_le_mul_of_nonneg_left _ (Real.exp_pos _).le have hh := Real.add_one_le_exp (p*(Real.exp t-1)) linarith _ = Real.exp (p*(Real.exp t-1-t)) := by rw [← Real.exp_add]; congr 1; ring _ ≤ _ := Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_left he hp.1) /-- The centered Bernoulli count in a specified trial set. Trials belonging to other table entries are integrated out, not made dependent. -/ def centeredCount {I : Type*} [Fintype I] (p : I → ℝ) (S : Finset I) (w : I → Bool) : ℝ := ∑ i ∈ S, ((if w i then (1:ℝ) else 0) - p i) lemma centeredCount_mgf {I : Type*} [Fintype I] [DecidableEq I] (p : I → ℝ) (hp : ∀ i, p i ∈ Set.Icc (0 : ℝ) 1) (S : Finset I) {t : ℝ} (ht : |t| ≤ 1) : (bernoulliProduct p hp).expect (fun w => Real.exp (t*centeredCount p S w)) ≤ Real.exp ((∑ i ∈ S, p i)*t^2) := by classical have hx (w : I → Bool) : Real.exp (t*centeredCount p S w) = ∏ i, Real.exp (t*(if i ∈ S then (if w i then (1:ℝ) else 0)-p i else 0)) := by rw [← Real.exp_sum] congr 1 simp only [centeredCount,Finset.mul_sum,mul_ite,mul_zero] simp only [← Finset.sum_filter,Finset.filter_mem_eq_inter,Finset.univ_inter] simp_rw [hx] rw [bernoulliProduct_expect_product p hp (fun i (b : Bool) => Real.exp (t*(if i ∈ S then (if b then (1:ℝ) else 0)-p i else 0)))] calc _ ≤ ∏ i, Real.exp (if i ∈ S then p i*t^2 else 0) := by apply Finset.prod_le_prod₀ · intro i _ exact add_nonneg (mul_nonneg (sub_nonneg.mpr (hp i).2) (Real.exp_pos _).le) (mul_nonneg (hp i).1 (Real.exp_pos _).le) · intro i _ by_cases hi : i ∈ S · simpa [hi] using bernoulli_centered_exp_le (hp i) ht · simp [hi] _ = _ := by rw [← Real.exp_sum] congr 1 simp [Finset.sum_mul] /-- Two-sided multiplicative Chernoff estimate, with an explicit constant 4. It suffices for the simultaneous six-letter pair counts. -/ theorem centeredCount_chernoff {I : Type*} [Fintype I] [DecidableEq I] (p : I → ℝ) (hp : ∀ i, p i ∈ Set.Icc (0 : ℝ) 1) (S : Finset I) {ε : ℝ} (hε : 0 < ε) (hε2 : ε ≤ 2) : (bernoulliProduct p hp).prob (fun w => ε*(∑ i ∈ S, p i) ≤ |centeredCount p S w|) ≤ 2*Real.exp (-ε^2*(∑ i ∈ S, p i)/4) := by classical let μ := bernoulliProduct p hp let m := ∑ i ∈ S, p i let t := ε/2 have ht : 0 < t := half_pos hε have ht1 : t ≤ 1 := by dsimp [t]; linarith have htail (s : ℝ) (hs : |s| = t) : μ.prob (fun w => t*ε*m ≤ s*centeredCount p S w) ≤ Real.exp (-ε^2*m/4) := by have hh := μ.markov (fun w => Real.exp (s*centeredCount p S w)) (fun _ => (Real.exp_pos _).le) (Real.exp_pos (t*ε*m)) have hm := centeredCount_mgf p hp S (show |s| ≤ 1 by rw [hs]; exact ht1) have hsq : s^2 = t^2 := by rw [← sq_abs,hs] have he : μ.prob (fun w => t*ε*m ≤ s*centeredCount p S w) = μ.prob (fun w => Real.exp (t*ε*m) ≤ Real.exp (s*centeredCount p S w)) := by congr 1; funext w; exact propext Real.exp_le_exp.symm rw [he] apply hh.trans apply (div_le_div_of_nonneg_right hm (Real.exp_pos _).le).trans rw [← Real.exp_sub,hsq] apply le_of_eq congr 1 dsimp [t,m] ring have hu := htail t (abs_of_pos ht) have hl := htail (-t) (by rw [abs_neg,abs_of_pos ht]) have hh : μ.prob (fun w => ε*m ≤ |centeredCount p S w|) ≤ μ.prob (fun w => t*ε*m ≤ t*centeredCount p S w ∨ t*ε*m ≤ -t*centeredCount p S w) := by apply μ.prob_mono intro w hw rcases le_abs.mp hw with h | h · left; nlinarith · right; nlinarith exact hh.trans ((μ.prob_or_le _ _).trans (by linarith)) end FiniteLaw end HyperbolicObstruction end end section end end end OAI