import Mathlib.Logic.Equiv.Fin.Basic import Mathlib.Analysis.SpecialFunctions.Integrals.Basic import Mathlib.MeasureTheory.Measure.Haar.InnerProductSpace import Mathlib.MeasureTheory.Constructions.Pi import Mathlib.Tactic.Linarith import Mathlib.Tactic.Ring import Mathlib.Tactic.Positivity import Mathlib.Tactic.FunProp import Mathlib.Tactic.Measurability import Mathlib.Tactic.SplitIfs namespace OAI /-! # Volumes of standard simplices and their products The simplex-volume calculation below uses Tonelli's theorem and induction on the dimension. At first coordinate `t`, the remaining section is a simplex of radius `r - t`; its volume is integrated over `0 ≤ t ≤ r`. The Euclidean versions use the measure-preserving equivalence between coordinate space and `EuclideanSpace`. The product formula is proved using the product Lebesgue measure under the canonical splitting of `Fin (p + q)`. -/ open MeasureTheory Set open scoped BigOperators ENNReal namespace ProjectionCounterexample /-- The coordinate standard simplex with nonnegative coordinates and sum at most `r`. -/ def coordinateSimplex (n : ℕ) (r : ℝ) : Set (Fin n → ℝ) := {x | (∀ i, 0 ≤ x i) ∧ ∑ i, x i ≤ r} theorem coordinateSimplex_measurableSet (n : ℕ) (r : ℝ) : MeasurableSet (coordinateSimplex n r) := by unfold coordinateSimplex measurability theorem coordinateSimplex_eq_empty_of_neg (n : ℕ) {r : ℝ} (hr : r < 0) : coordinateSimplex n r = ∅ := by apply Set.eq_empty_iff_forall_notMem.mpr intro x hx have hsum : 0 ≤ ∑ i, x i := Finset.sum_nonneg fun i _ => hx.1 i exact (not_lt_of_ge (hsum.trans hx.2)) hr theorem integral_simplex_slice (n : ℕ) {r : ℝ} (hr : 0 ≤ r) : (∫⁻ t in Icc 0 r, ENNReal.ofReal ((r - t) ^ n / (n.factorial : ℝ))) = ENNReal.ofReal (r ^ (n + 1) / ((n + 1).factorial : ℝ)) := by have hi : IntegrableOn (fun t : ℝ => (r - t) ^ n / (n.factorial : ℝ)) (Icc 0 r) := ContinuousOn.integrableOn_Icc (by fun_prop) have hn : 0 ≤ᵐ[volume.restrict (Icc 0 r)] (fun t : ℝ => (r - t) ^ n / (n.factorial : ℝ)) := by filter_upwards [ae_restrict_mem measurableSet_Icc] with t ht exact div_nonneg (pow_nonneg (sub_nonneg.mpr ht.2) n) (by positivity) rw [← ofReal_integral_eq_lintegral_ofReal hi hn, integral_Icc_eq_integral_Ioc, ← intervalIntegral.integral_of_le hr, intervalIntegral.integral_div, intervalIntegral.integral_comp_sub_left (fun t : ℝ => t ^ n) r] simp only [sub_self, sub_zero, integral_pow, zero_pow (Nat.succ_ne_zero n), sub_zero] congr 1 rw [Nat.factorial_succ, Nat.cast_mul, Nat.cast_add, Nat.cast_one, div_div] theorem volume_coordinateSimplex (n : ℕ) (r : ℝ) (hr : 0 ≤ r) : volume (coordinateSimplex n r) = ENNReal.ofReal (r ^ n / (n.factorial : ℝ)) := by induction n generalizing r with | zero => have h : coordinateSimplex 0 r = univ := by ext x simp [coordinateSimplex, hr] simp [h, Measure.volume_pi_eq_dirac (0 : Fin 0 → ℝ)] | succ n ih => let e := MeasurableEquiv.piFinSuccAbove (fun _ : Fin (n + 1) => ℝ) 0 have he (p : ℝ × (Fin n → ℝ)) : e.symm p = Fin.cons p.1 p.2 := by ext i refine Fin.cases ?_ (fun j => ?_) i <;> simp [e, MeasurableEquiv.piFinSuccAbove] have hslice (t : ℝ) : Prod.mk t ⁻¹' (e.symm ⁻¹' coordinateSimplex (n + 1) r) = if t ∈ Icc 0 r then coordinateSimplex n (r - t) else ∅ := by ext x simp only [mem_preimage, he, coordinateSimplex, mem_ofPred_eq, Fin.forall_fin_succ, Fin.cons_zero, Fin.cons_succ, Fin.sum_univ_succ] split_ifs with ht · simp only [mem_ofPred_eq] constructor · rintro ⟨⟨_, hx⟩, hs⟩ exact ⟨hx, by linarith⟩ · rintro ⟨hx, hs⟩ exact ⟨⟨ht.1, hx⟩, by linarith⟩ · simp only [mem_empty_iff_false, iff_false] rintro ⟨⟨ht0, hx⟩, hs⟩ apply ht have hsum : 0 ≤ ∑ i, x i := Finset.sum_nonneg fun i _ => hx i exact ⟨ht0, by linarith⟩ rw [← (volume_preserving_piFinSuccAbove (fun _ : Fin (n + 1) => ℝ) 0).symm.measure_preimage_equiv] change volume (e.symm ⁻¹' coordinateSimplex (n + 1) r) = _ rw [Measure.volume_eq_prod, Measure.prod_apply ((coordinateSimplex_measurableSet (n + 1) r).preimage e.symm.measurable)] simp_rw [hslice] have hfun : (fun t : ℝ => volume (if t ∈ Icc 0 r then coordinateSimplex n (r - t) else ∅)) = (Icc 0 r).indicator (fun t : ℝ => ENNReal.ofReal ((r - t) ^ n / (n.factorial : ℝ))) := by funext t by_cases ht : t ∈ Icc 0 r · simp [ht, ih (r - t) (sub_nonneg.mpr ht.2)] · simp [ht] rw [hfun, lintegral_indicator measurableSet_Icc] exact integral_simplex_slice n hr /-- The standard simplex has ordinary Lebesgue volume `1 / n!`. -/ theorem volume_unit_coordinateSimplex (n : ℕ) : volume (coordinateSimplex n 1) = ENNReal.ofReal (1 / (n.factorial : ℝ)) := by simpa using volume_coordinateSimplex n 1 zero_le_one /-- Exact volume of a possibly degenerate linear image of the coordinate simplex. -/ theorem volume_linearImage_unit_coordinateSimplex (n : ℕ) (f : (Fin n → ℝ) →ₗ[ℝ] (Fin n → ℝ)) : volume (f '' coordinateSimplex n 1) = ENNReal.ofReal (|LinearMap.det f| / (n.factorial : ℝ)) := by rw [Measure.addHaar_image_linearMap, volume_unit_coordinateSimplex, ← ENNReal.ofReal_mul (abs_nonneg _)] congr 1 ring /-- The same volume statement in Euclidean space with its canonical Euclidean measure. -/ theorem volume_unit_euclideanSimplex (n : ℕ) : volume {x : EuclideanSpace ℝ (Fin n) | (∀ i, 0 ≤ x i) ∧ ∑ i, x i ≤ 1} = ENNReal.ofReal (1 / (n.factorial : ℝ)) := by have hs : MeasurableSet {x : EuclideanSpace ℝ (Fin n) | (∀ i, 0 ≤ x i) ∧ ∑ i, x i ≤ 1} := by measurability rw [← (PiLp.volume_preserving_toLp (Fin n)).measure_preimage hs.nullMeasurableSet] exact volume_unit_coordinateSimplex n /-- Real-valued version of the Euclidean simplex volume. -/ theorem realVolume_unit_euclideanSimplex (n : ℕ) : (volume {x : EuclideanSpace ℝ (Fin n) | (∀ i, 0 ≤ x i) ∧ ∑ i, x i ≤ 1}).toReal = 1 / (n.factorial : ℝ) := by rw [volume_unit_euclideanSimplex, ENNReal.toReal_ofReal] positivity /-- The coordinate product, with the first `p` and last `q` coordinates separated. -/ def coordinateSimplexProduct (p q : ℕ) : Set (Fin (p + q) → ℝ) := {x | (fun i : Fin p => x (Fin.castAdd q i)) ∈ coordinateSimplex p 1 ∧ (fun i : Fin q => x (Fin.natAdd p i)) ∈ coordinateSimplex q 1} /-- The product-volume identity uses the actual product Lebesgue measure. -/ theorem volume_coordinateSimplexProduct (p q : ℕ) : volume (coordinateSimplexProduct p q) = ENNReal.ofReal (1 / ((p.factorial : ℝ) * (q.factorial : ℝ))) := by let e : (Fin (p + q) → ℝ) ≃ᵐ ((Fin p → ℝ) × (Fin q → ℝ)) := (MeasurableEquiv.piCongrLeft (fun _ : Fin (p + q) => ℝ) finSumFinEquiv).symm.trans (MeasurableEquiv.sumPiEquivProdPi (fun _ => ℝ)) have he (x : Fin (p + q) → ℝ) : e x = ((fun i : Fin p => x (Fin.castAdd q i)), (fun i : Fin q => x (Fin.natAdd p i))) := by rfl have hm : MeasurePreserving e := (volume_measurePreserving_piCongrLeft (fun _ : Fin (p + q) => ℝ) finSumFinEquiv).symm.trans (volume_measurePreserving_sumPiEquivProdPi (fun _ => ℝ)) have hs : coordinateSimplexProduct p q = e ⁻¹' (coordinateSimplex p 1 ×ˢ coordinateSimplex q 1) := by ext x simp [coordinateSimplexProduct, he] rw [hs, hm.measure_preimage_equiv, Measure.volume_eq_prod, Measure.prod_prod, volume_unit_coordinateSimplex, volume_unit_coordinateSimplex, ← ENNReal.ofReal_mul (by positivity : 0 ≤ 1 / (p.factorial : ℝ))] congr 1 ring /-- Product-simplex volume in the canonical Euclidean coordinates. -/ theorem volume_euclideanSimplexProduct (p q : ℕ) : volume {x : EuclideanSpace ℝ (Fin (p + q)) | ((∀ i : Fin p, 0 ≤ x (Fin.castAdd q i)) ∧ ∑ i : Fin p, x (Fin.castAdd q i) ≤ 1) ∧ ((∀ i : Fin q, 0 ≤ x (Fin.natAdd p i)) ∧ ∑ i : Fin q, x (Fin.natAdd p i) ≤ 1)} = ENNReal.ofReal (1 / ((p.factorial : ℝ) * (q.factorial : ℝ))) := by rw [← (EuclideanSpace.volume_preserving_symm_measurableEquiv_toLp (Fin (p + q))).symm.measure_preimage_equiv] exact volume_coordinateSimplexProduct p q end ProjectionCounterexample end OAI