import Mathlib import OAI.Probability.Ballisticity.Estimates.ReferenceContinuity import OAI.Probability.Ballisticity.Entropy.WindowProjectionEntropy namespace OAI section open MeasureTheory ProbabilityTheory InformationTheory open scoped ENNReal Classical namespace DirectionalTransience.ReferenceClasses variable {H : Type*} [AddCommGroup H] noncomputable def anchorOffsets (U : ℕ → H) : Data H := ⟨fun p => ((U p.2-U p.1 : H) : OnePoint H), by constructor · intro a; simp · intro a b z h simp only [OnePoint.coe_eq_coe] at h ⊢ rw [← h]; abel · intro a b c z w h h' simp only [OnePoint.coe_eq_coe] at h h' ⊢ rw [← h,← h']; abel⟩ lemma anchorOffsets_fibers (U : ℕ → H) (p q : Site H) : inputSite (anchorOffsets U) p = inputSite (anchorOffsets U) q ↔ (p.2.1,U p.1+p.2.2) = (q.2.1,U q.1+q.2.2) := by rcases p with ⟨a,l,z⟩ rcases q with ⟨b,l',z'⟩ rw [inputSite_eq_iff] change (l=l' ∧ ((U b-U a:H):OnePoint H)=((z-z':H):OnePoint H)) ↔ _ simp only [OnePoint.coe_eq_coe,Prod.mk.injEq] constructor · rintro ⟨hl,h⟩ refine ⟨hl,?_⟩ calc U a+z = U a+(z-z')+z' := by abel _ = U a+(U b-U a)+z' := by rw [h] _ = U b+z' := by abel · rintro ⟨hl,h⟩ refine ⟨hl,?_⟩ calc U b-U a = (U b+z')-(U a+z)+z-z' := by abel _ = z-z' := by rw [h]; abel noncomputable def anchorFields {R : Type*} (U : ℕ → H) (ξ : UpperField H R) : AllFields H R := fun p => ξ (p.2.1,U p.1+p.2.2) section Measurable variable [Countable H] [TopologicalSpace H] [DiscreteTopology H] [MeasurableSpace H] [BorelSpace H] [MeasurableSpace (OnePoint H)] [BorelSpace (OnePoint H)] {R : Type*} [MeasurableSpace R] lemma anchorOffsets_measurable : Measurable (anchorOffsets : (ℕ → H) → Data H) := by apply Measurable.subtype_mk apply Measurable.of_eval intro p exact (OnePoint.continuous_coe.measurable).comp ((measurable_pi_apply p.2).sub (measurable_pi_apply p.1)) omit [MeasurableSpace (OnePoint H)] [BorelSpace (OnePoint H)] in lemma anchorFields_measurable : Measurable (fun p : (ℕ → H) × UpperField H R => anchorFields p.1 p.2) := by apply Measurable.of_eval intro p have hev : Measurable (fun q : UpperField H R × (ℕ × H) => q.1 q.2) := measurable_from_prod_countable_left fun q => measurable_pi_apply q exact hev.comp (measurable_snd.prodMk (measurable_const.prodMk (((measurable_pi_apply p.1).comp measurable_fst).add measurable_const))) theorem anchorFields_reference (ν : Measure R) [IsProbabilityMeasure ν] (U : ℕ → H) : (Measure.infinitePi (fun _ : ℕ × H => ν)).map (anchorFields U) = reference ν (anchorOffsets U) := by rw [reference_apply] exact map_iid_eq_of_same_fibers ν (fun p : Site H => (p.2.1,U p.1+p.2.2)) (inputSite (anchorOffsets U)) (fun p q => (anchorOffsets_fibers U p q).symm) theorem anchorFrame_kl_le {Z P : Type*} [MeasurableSpace Z] [MeasurableSpace P] (μ : Measure (Z × UpperField H R)) [IsFiniteMeasure μ] (ν : Measure R) [IsProbabilityMeasure ν] (U : Z → ℕ → H) (hU : Measurable U) (profile : Z → P) (hp : Measurable profile) : let out := μ.map (fun p => ((anchorOffsets (U p.1),profile p.1),anchorFields (U p.1) p.2)) klDiv out (out.fst.compProd ((reference (H:=H) ν).comap Prod.fst measurable_fst)) ≤ klDiv μ (μ.fst.prod (Measure.infinitePi (fun _ : ℕ × H => ν))) := by apply StoppedWindow.own_marginal_projection μ _ (fun z => (anchorOffsets (U z),profile z)) ((anchorOffsets_measurable.comp hU).prodMk hp) (fun z ξ => anchorFields (U z) ξ) (anchorFields_measurable.comp ((hU.comp measurable_fst).prodMk measurable_snd)) ((reference (H:=H) ν).comap Prod.fst measurable_fst) intro z exact anchorFields_reference ν (U z) end Measurable end DirectionalTransience.ReferenceClasses end end OAI