import Mathlib import OAI.Probability.Ballisticity.Geometry.WindowProjection import OAI.Probability.Ballisticity.Estimates.OwnMarginalOccupation namespace OAI section open MeasureTheory ProbabilityTheory InformationTheory open scoped ENNReal Classical BigOperators namespace DirectionalTransience lemma rawCurrentWindow_probability {d : ℕ} (e : Direction d) (ν : Measure (Row d)) [IsProbabilityMeasure ν] (Q : Measure (Environment d)) [IsProbabilityMeasure Q] (τ σ : Environment d → ℕ) (hτm : Measurable τ) (hτ : ∀ n : ℕ, MeasurableSet[rowSigma (BelowHeight (realPosition (step e)) n)] {ω | τ ω=n}) (hσ : ∀ n : ℕ, MeasurableSet[rowSigma (BelowHeight (realPosition (step e)) n)] {ω | σ ω=n}) (filler : Environment d) : IsProbabilityMeasure (rawCurrentWindow e ν Q τ σ hτm filler) := by unfold rawCurrentWindow exact (Measure.isProbabilityMeasure_map_iff (rawCurrentWindow_measurable e τ σ hτ hσ filler).aemeasurable).2 inferInstance noncomputable def rawCurrentOccupation {d : ℕ} (e : Direction d) (ν : Measure (Row d)) (Q : Measure (Environment d)) (t : ℕ → Environment d → ℕ) (ht : ∀ i, Measurable (t i)) (filler : Environment d) (N m : ℕ) : Measure (RawCurrentData e × LocalUpperField e) := Entropy.activeSum (Finset.range N) (fun i => rawCurrentWindow e ν Q (t i) (t (i+m)) (ht i) filler) (fun _ => {p | p.1.1 < N}) instance rawCurrentOccupation_finite {d : ℕ} (e : Direction d) (ν : Measure (Row d)) [IsProbabilityMeasure ν] (Q : Measure (Environment d)) [IsFiniteMeasure Q] (t : ℕ → Environment d → ℕ) (ht : ∀ i, Measurable (t i)) (filler : Environment d) (N m : ℕ) : IsFiniteMeasure (rawCurrentOccupation e ν Q t ht filler N m) := by unfold rawCurrentOccupation rawCurrentWindow infer_instance theorem rawCurrentOccupation_kl_le {d : ℕ} (e : Direction d) (ν : Measure (Row d)) [IsProbabilityMeasure ν] (Q : Measure (Environment d)) [IsProbabilityMeasure Q] (hfin : klDiv Q (environmentLaw ν) ≠ ∞) (t : ℕ → Environment d → ℕ) (htm : ∀ i, Measurable (t i)) (ht : ∀ i n : ℕ, MeasurableSet[rowSigma (BelowHeight (realPosition (step e)) n)] {ω | t i ω=n}) (hmono : ∀ ω, Monotone (fun i => t i ω)) (filler : Environment d) (N m : ℕ) (hpos : 0 < (rawCurrentOccupation e ν Q t htm filler N m).real Set.univ) : haveI : Nonempty (Row d) := nonempty_of_isProbabilityMeasure ν let μs : FiniteMeasure (RawCurrentData e × LocalUpperField e) := ⟨rawCurrentOccupation e ν Q t htm filler N m,inferInstance⟩ klDiv (μs.normalize : Measure (RawCurrentData e × LocalUpperField e)) ((μs.normalize : Measure (RawCurrentData e × LocalUpperField e)).fst.prod (Measure.infinitePi (fun _ : ℕ × HorizontalSpace e => ν))) ≤ ENNReal.ofReal ((m:ℝ)*(klDiv Q (environmentLaw ν)).toReal / (rawCurrentOccupation e ν Q t htm filler N m).real Set.univ) := by have : Nonempty (Row d) := nonempty_of_isProbabilityMeasure ν let μ : ℕ → Measure (RawCurrentData e × LocalUpperField e) := fun i => rawCurrentWindow e ν Q (t i) (t (i+m)) (htm i) filler let π := Measure.infinitePi (fun _ : ℕ × HorizontalSpace e => ν) let A : ℕ → Set (RawCurrentData e) := fun _ => {z | z.1 < N} have (i : ℕ) : IsProbabilityMeasure (μ i) := rawCurrentWindow_probability e ν Q (t i) (t (i+m)) (htm i) (ht i) (ht (i+m)) filler have hle (i : ℕ) : klDiv (μ i) ((μ i).fst.prod π) ≤ ownedWindowEntropy e ν Q (t i) (t (i+m)) filler := rawCurrentWindow_kl_le e ν Q (t i) (t (i+m)) (fun ω => hmono ω (Nat.le_add_right i m)) (ht i) (ht (i+m)) filler have hf (i : ℕ) := (ownedWindowEntropy_finite_budget e ν Q hfin (t i) (t (i+m)) (fun ω => hmono ω (Nat.le_add_right i m)) (ht i) (ht (i+m)) filler).1 have hkl (i : ℕ) : klDiv (μ i) ((μ i).fst.prod π) ≠ ∞ := ne_top_of_le_ne_top (hf i) (hle i) have h := Entropy.own_normalized_activeSum_kl_le (Finset.range N) μ π A (fun _ _ => measurableSet_lt measurable_fst measurable_const) (fun i _ => hkl i) hpos refine h.trans (ENNReal.ofReal_le_ofReal ?_) apply div_le_div_of_nonneg_right _ hpos.le calc _ ≤ ∑ i ∈ Finset.range N, (ownedWindowEntropy e ν Q (t i) (t (i+m)) filler).toReal := Finset.sum_le_sum fun i _ => ENNReal.toReal_mono (hf i) (hle i) _ ≤ _ := sum_actual_stopped_window_entropy e ν Q hfin t ht hmono filler N m theorem currentOccupation_kl_le {d : ℕ} (e : Direction d) (ν : Measure (Row d)) [IsProbabilityMeasure ν] (Q : Measure (Environment d)) [IsProbabilityMeasure Q] (hfin : klDiv Q (environmentLaw ν) ≠ ∞) (t : ℕ → Environment d → ℕ) (htm : ∀ i, Measurable (t i)) (ht : ∀ i n : ℕ, MeasurableSet[rowSigma (BelowHeight (realPosition (step e)) n)] {ω | t i ω=n}) (hmono : ∀ ω, Monotone (fun i => t i ω)) (filler : Environment d) (N m : ℕ) (hpos : 0 < (rawCurrentOccupation e ν Q t htm filler N m).real Set.univ) : let μs : FiniteMeasure (RawCurrentData e × LocalUpperField e) := ⟨rawCurrentOccupation e ν Q t htm filler N m,inferInstance⟩ haveI : Nonempty (Row d) := nonempty_of_isProbabilityMeasure ν let out := (μs.normalize : Measure (RawCurrentData e × LocalUpperField e)).map (rawCurrentProjection e) klDiv out (out.fst.compProd (currentWindowReference e ν)) ≤ ENNReal.ofReal ((m:ℝ)*(klDiv Q (environmentLaw ν)).toReal / (rawCurrentOccupation e ν Q t htm filler N m).real Set.univ) := by have : Nonempty (Row d) := nonempty_of_isProbabilityMeasure ν let μs : FiniteMeasure (RawCurrentData e × LocalUpperField e) := ⟨rawCurrentOccupation e ν Q t htm filler N m,inferInstance⟩ exact (rawCurrentProjection_kl_le e ν (μs.normalize : Measure _)).trans (rawCurrentOccupation_kl_le e ν Q hfin t htm ht hmono filler N m hpos) end DirectionalTransience end end OAI