import OAI.NumberTheory.PrimePackets.ObservationRefinement namespace OAI /-! # Entropy-rate comparison from one-step conditional entropy The finite-block estimate here is the approximation step needed when replacing finite observations by successively finer geometric partitions. -/ noncomputable section open MeasureTheory Filter Set open scoped BigOperators Topology namespace PrimeDegreePackets variable {Y α β : Type*} [MeasurableSpace Y] lemma observationEntropy_unique [Fintype α] [Unique α] (μ : Measure Y) [IsProbabilityMeasure μ] (P : Y → α) : observationEntropy μ P = 0 := by have hP : P = fun _ => default := funext (fun y => Subsingleton.elim _ _) rw [hP] simp [observationEntropy, finiteShannon] omit [MeasurableSpace Y] in lemma orbitName_one (T : Y → Y) (P : Y → α) : orbitName T P 1 = fun y (_ : Fin 1) => P y := by funext y j have hj : j = 0 := Subsingleton.elim _ _ subst j rfl lemma conditionalOrbitEntropy_one [Fintype α] [Fintype β] (μ : Measure Y) (T : Y → Y) (P : Y → α) (Q : Y → β) : conditionalObservationEntropy μ (orbitName T P 1) (orbitName T Q 1) = conditionalObservationEntropy μ P Q := by rw [orbitName_one, orbitName_one] exact conditionalObservationEntropy_injective μ P Q (fun a (_ : Fin 1) => a) (fun b (_ : Fin 1) => b) (fun _ _ h => congrFun h 0) (fun _ _ h => congrFun h 0) theorem conditionalOrbitEntropy_le [Fintype α] [Fintype β] (μ : Measure Y) [IsProbabilityMeasure μ] {T : Y → Y} (hT : MeasurePreserving T μ μ) (P : Y → α) (Q : Y → β) (hP : ∀ a, MeasurableSet {y | P y = a}) (hQ : ∀ b, MeasurableSet {y | Q y = b}) (N : ℕ) : conditionalObservationEntropy μ (orbitName T P N) (orbitName T Q N) ≤ (N : ℝ) * conditionalObservationEntropy μ P Q := by induction N with | zero => let : Unique ((Fin 0 → β) × (Fin 0 → α)) := uniqueOfSubsingleton (default, default) unfold conditionalObservationEntropy rw [observationEntropy_unique, observationEntropy_unique] simp | succ N ih => have hPN := orbitName_measurable_fiber hT.measurable hP N have hQN := orbitName_measurable_fiber hT.measurable hQ N have hP1 := orbitName_measurable_fiber hT.measurable hP 1 have hQ1 := orbitName_measurable_fiber hT.measurable hQ 1 have heq : conditionalObservationEntropy μ (orbitName T P (N+1)) (orbitName T Q (N+1)) = conditionalObservationEntropy μ (fun y => (orbitName T P N y, orbitName T P 1 (T^[N] y))) (fun y => (orbitName T Q N y, orbitName T Q 1 (T^[N] y))) := by rw [orbitName_add T P N 1, orbitName_add T Q N 1] exact conditionalObservationEntropy_injective μ _ _ (Fin.appendEquiv N 1) (Fin.appendEquiv N 1) (Fin.appendEquiv N 1).injective (Fin.appendEquiv N 1).injective rw [heq] have H := conditionalObservationEntropy_pair_pair_le μ (orbitName T P N) (fun y => orbitName T P 1 (T^[N] y)) (orbitName T Q N) (fun y => orbitName T Q 1 (T^[N] y)) hPN (fun a => (hP1 a).preimage (hT.measurable.iterate N)) hQN (fun b => (hQ1 b).preimage (hT.measurable.iterate N)) rw [conditionalObservationEntropy_comp_preserving μ _ _ hP1 hQ1 (hT.iterate N), conditionalOrbitEntropy_one] at H refine H.trans ?_ have H' := add_le_add ih (le_refl (conditionalObservationEntropy μ P Q)) simpa only [Nat.cast_add, Nat.cast_one, add_mul, one_mul] using H' /-- A finite observation approximates entropy rates up to its one-step conditional entropy. This is the standard finite-partition approximation bound. -/ theorem observationEntropyRate_le_add_conditional [Fintype α] [Fintype β] (μ : Measure Y) [IsProbabilityMeasure μ] {T : Y → Y} (hT : MeasurePreserving T μ μ) (P : Y → α) (Q : Y → β) (hP : ∀ a, MeasurableSet {y | P y = a}) (hQ : ∀ b, MeasurableSet {y | Q y = b}) : observationEntropyRate μ T P ≤ observationEntropyRate μ T Q + conditionalObservationEntropy μ P Q := by have H : ∀ᶠ N : ℕ in atTop, observationEntropy μ (orbitName T P N) / (N : ℝ) ≤ observationEntropy μ (orbitName T Q N) / (N : ℝ) + conditionalObservationEntropy μ P Q := by filter_upwards [eventually_ge_atTop 1] with N hN have hn : (N : ℝ) ≠ 0 := by exact_mod_cast (show N ≠ 0 by omega) have H₁ := observationEntropy_le_add_conditional μ (orbitName T P N) (orbitName T Q N) (orbitName_measurable_fiber hT.measurable hP N) (orbitName_measurable_fiber hT.measurable hQ N) have H₂ := conditionalOrbitEntropy_le μ hT P Q hP hQ N calc _ ≤ (observationEntropy μ (orbitName T Q N) + (N : ℝ) * conditionalObservationEntropy μ P Q) / (N : ℝ) := div_le_div_of_nonneg_right (H₁.trans (add_le_add le_rfl H₂)) (Nat.cast_nonneg N) _ = _ := by rw [add_div]; congr 1; field_simp exact le_of_tendsto_of_tendsto (tendsto_observationEntropyRate μ hT P hP) ((tendsto_observationEntropyRate μ hT Q hQ).add tendsto_const_nhds) H end PrimeDegreePackets end end OAI