import OAI.Probability.ContinuumTransition.PairEnergy namespace OAI universe u_1 u_2 section open scoped Topology BigOperators ENNReal open Filter MeasureTheory Set namespace ContinuumTemperature section Assignments variable {X : Type u_1} [MeasurableSpace X] {ι : Type u_2} [Fintype ι] [DecidableEq ι] def assignmentRegion (B : ι → Set X) (e : Equiv.Perm ι) : Set (ι → X) := {x | ∀ i, x i ∈ B (e i)} omit [DecidableEq ι] in theorem measurableSet_assignmentRegion {B : ι → Set X} (hB : ∀ i, MeasurableSet (B i)) (e : Equiv.Perm ι) : MeasurableSet (assignmentRegion B e) := by convert MeasurableSet.iInter (fun i => (hB (e i)).preimage (measurable_pi_apply i)) using 1 ext x simp [assignmentRegion] omit [MeasurableSpace X] in theorem assignmentRegion_pairwiseDisjoint {B : ι → Set X} (hB : Pairwise (fun i j => Disjoint (B i) (B j))) : Pairwise (fun e f : Equiv.Perm ι => Disjoint (assignmentRegion B e) (assignmentRegion B f)) := by intro e f hef apply Set.disjoint_left.mpr intro x hx hy have hne : ∃ i, e i ≠ f i := by by_contra! h exact hef (Equiv.ext h) obtain ⟨i, hi⟩ := hne exact Set.disjoint_left.mp (hB hi) (hx i) (hy i) theorem measure_assignment_union (μ : Measure X) [SigmaFinite μ] {B : ι → Set X} (hB : ∀ i, MeasurableSet (B i)) (hd : Pairwise (fun i j => Disjoint (B i) (B j))) : (Measure.pi (fun _ : ι => μ)) (⋃ e : Equiv.Perm ι, assignmentRegion B e) = (Fintype.card ι).factorial * ∏ i, μ (B i) := by rw [measure_iUnion (assignmentRegion_pairwiseDisjoint hd) (measurableSet_assignmentRegion hB), tsum_fintype] have hh (e : Equiv.Perm ι) : (Measure.pi (fun _ : ι => μ)) (assignmentRegion B e) = ∏ i, μ (B i) := by have heq : assignmentRegion B e = Set.univ.pi (fun i => B (e i)) := by ext x simp [assignmentRegion] rw [heq, Measure.pi_pi, Equiv.prod_comp e (fun i => μ (B i))] simp_rw [hh] simp [Fintype.card_perm] theorem integral_lower_of_disjoint_assignments (μ : Measure X) [SigmaFinite μ] {B : ι → Set X} (hB : ∀ i, MeasurableSet (B i)) (hd : Pairwise (fun i j => Disjoint (B i) (B j))) (hfinite : ∀ i, μ (B i) ≠ ⊤) {Ω : Set (ι → X)} {F : (ι → X) → ℝ} (hF : IntegrableOn F Ω (Measure.pi (fun _ : ι => μ))) (hF0 : ∀ x, 0 ≤ F x) {c : ℝ} (hinc : ∀ e, assignmentRegion B e ⊆ Ω) (hbound : ∀ e, ∀ x ∈ assignmentRegion B e, c ≤ F x) : (Fintype.card ι).factorial * (∏ i, (μ (B i)).toReal) * c ≤ ∫ x in Ω, F x ∂(Measure.pi (fun _ : ι => μ)) := by let S := ⋃ e : Equiv.Perm ι, assignmentRegion B e have hS : MeasurableSet S := MeasurableSet.iUnion (measurableSet_assignmentRegion hB) have hsub : S ⊆ Ω := iUnion_subset hinc have hmass := measure_assignment_union μ hB hd have hSfin : (Measure.pi (fun _ : ι => μ)) S ≠ ⊤ := by rw [hmass] exact ENNReal.mul_ne_top (by simp) (ENNReal.prod_ne_top (fun i _ => hfinite i)) have hconst : IntegrableOn (fun _ : ι → X => c) S (Measure.pi (fun _ : ι => μ)) := integrableOn_const hSfin have hle : (∫ x in S, c ∂(Measure.pi (fun _ : ι => μ))) ≤ ∫ x in S, F x ∂(Measure.pi (fun _ : ι => μ)) := by apply setIntegral_mono_on hconst (hF.mono_set hsub) hS intro x hx obtain ⟨e, he⟩ := mem_iUnion.mp hx exact hbound e x he have hle' := setIntegral_mono_set hF (Filter.Eventually.of_forall hF0) (Filter.Eventually.of_forall hsub) have hval : (∫ x in S, c ∂(Measure.pi (fun _ : ι => μ))) = (Fintype.card ι).factorial * (∏ i, (μ (B i)).toReal) * c := by rw [setIntegral_const, Measure.real, hmass, ENNReal.toReal_mul, ENNReal.toReal_natCast, ENNReal.toReal_prod, smul_eq_mul] rw [hval] at hle exact hle.trans hle' omit [DecidableEq ι] in theorem setIntegral_coordinatePerm (μ : Measure X) [SigmaFinite μ] (e : Equiv.Perm ι) (S : Set (ι → X)) (F : (ι → X) → ℝ) (hsym : ∀ x, F (x ∘ e) = F x) : (∫ x in {x | (x ∘ e) ∈ S}, F x ∂(Measure.pi (fun _ : ι => μ))) = ∫ x in S, F x ∂(Measure.pi (fun _ : ι => μ)) := by let p : (ι → X) ≃ᵐ (ι → X) := MeasurableEquiv.piCongrLeft (fun _ : ι => X) e.symm have hpx (x : ι → X) : p x = x ∘ e := by ext i simpa only [p, Equiv.symm_apply_apply, Function.comp_apply] using (MeasurableEquiv.piCongrLeft_apply_apply e.symm (β := fun _ : ι => X) x (e i)) have hp : MeasurePreserving p (Measure.pi (fun _ : ι => μ)) (Measure.pi (fun _ : ι => μ)) := measurePreserving_piCongrLeft (fun _ : ι => μ) e.symm have heq := hp.setIntegral_preimage_emb p.measurableEmbedding F S simpa only [hpx, hsym, Set.preimage] using heq def binaryRegion (A B : Set X) (s : Finset ι) : Set (ι → X) := {x | ∀ i, if i ∈ s then x i ∈ A else x i ∈ B} theorem measurableSet_binaryRegion {A B : Set X} (hA : MeasurableSet A) (hB : MeasurableSet B) (s : Finset ι) : MeasurableSet (binaryRegion A B s) := by have hh (i : ι) : MeasurableSet ((fun x : ι → X => x i) ⁻¹' (if i ∈ s then A else B)) := by by_cases hi : i ∈ s · simpa only [ite_eq_left hi] using hA.preimage (measurable_pi_apply i) · simpa only [ite_eq_right hi] using hB.preimage (measurable_pi_apply i) convert MeasurableSet.iInter hh using 1 ext x simp only [binaryRegion, mem_ofPred_eq, mem_iInter, mem_preimage] apply forall_congr' intro i split_ifs <;> rfl omit [MeasurableSpace X] [Fintype ι] in theorem binaryRegion_pairwiseDisjoint {A B : Set X} (hd : Disjoint A B) : Pairwise (fun s t : Finset ι => Disjoint (binaryRegion A B s) (binaryRegion A B t)) := by intro s t hst apply Set.disjoint_left.mpr intro x hx hy apply hst ext i constructor · intro hi by_contra ht exact Set.disjoint_left.mp hd (by simpa only [ite_eq_left hi] using hx i) (by simpa only [ite_eq_right ht] using hy i) · intro hi by_contra hs exact Set.disjoint_left.mp hd (by simpa only [ite_eq_left hi] using hy i) (by simpa only [ite_eq_right hs] using hx i) theorem setIntegral_binaryRegion_eq (μ : Measure X) [SigmaFinite μ] {A B : Set X} {s t : Finset ι} (hst : s.card = t.card) (F : (ι → X) → ℝ) (hsym : ∀ (e : Equiv.Perm ι) x, F (x ∘ e) = F x) : (∫ x in binaryRegion A B s, F x ∂(Measure.pi (fun _ : ι => μ))) = ∫ x in binaryRegion A B t, F x ∂(Measure.pi (fun _ : ι => μ)) := by obtain ⟨e, he⟩ := Equiv.Perm.exists_map_finset_eq s t hst have hmem (i : ι) : e i ∈ t ↔ i ∈ s := by rw [← he] simp only [Finset.mem_map, Equiv.toEmbedding_apply] constructor · rintro ⟨j, hj, hji⟩ exact e.injective hji ▸ hj · exact fun hi => ⟨i, hi, rfl⟩ have hpre : {x : ι → X | (x ∘ e) ∈ binaryRegion A B s} = binaryRegion A B t := by ext x change (∀ i, if i ∈ s then x (e i) ∈ A else x (e i) ∈ B) ↔ (∀ i, if i ∈ t then x i ∈ A else x i ∈ B) simp_rw [← hmem] constructor · intro hh j obtain ⟨i, rfl⟩ := e.surjective j exact hh i · intro hh i exact hh (e i) have hh := setIntegral_coordinatePerm μ e (binaryRegion A B s) F (hsym e) rw [hpre] at hh exact hh.symm theorem integral_lower_binary_assignments (μ : Measure X) [SigmaFinite μ] {A B : Set X} (hA : MeasurableSet A) (hB : MeasurableSet B) (hd : Disjoint A B) (s : Finset ι) {Ω : Set (ι → X)} {F : (ι → X) → ℝ} (hF : IntegrableOn F Ω (Measure.pi (fun _ : ι => μ))) (hF0 : ∀ x, 0 ≤ F x) (hsym : ∀ (e : Equiv.Perm ι) x, F (x ∘ e) = F x) (hinc : ∀ t : Finset ι, t.card = s.card → binaryRegion A B t ⊆ Ω) : (Fintype.card ι).choose s.card * (∫ x in binaryRegion A B s, F x ∂(Measure.pi (fun _ : ι => μ))) ≤ ∫ x in Ω, F x ∂(Measure.pi (fun _ : ι => μ)) := by classical let T := (Finset.univ : Finset ι).powersetCard s.card have hcard (t : Finset ι) (ht : t ∈ T) : t.card = s.card := (Finset.mem_powersetCard.mp ht).2 have hsub : (⋃ t ∈ T, binaryRegion A B t) ⊆ Ω := by intro x hx obtain ⟨t, ht, hx⟩ := mem_iUnion₂.mp hx exact hinc t (hcard t ht) hx have hh := integral_biUnion_finset T (fun t _ => measurableSet_binaryRegion hA hB t) (fun _ _ _ _ hne => binaryRegion_pairwiseDisjoint hd hne) (fun t ht => hF.mono_set (hinc t (hcard t ht))) have hEq : (∫ x in ⋃ t ∈ T, binaryRegion A B t, F x ∂(Measure.pi (fun _ : ι => μ))) = (Fintype.card ι).choose s.card * (∫ x in binaryRegion A B s, F x ∂(Measure.pi (fun _ : ι => μ))) := by rw [hh] calc _ = ∑ _t ∈ T, ∫ x in binaryRegion A B s, F x ∂(Measure.pi (fun _ : ι => μ)) := by apply Finset.sum_congr rfl intro t ht exact setIntegral_binaryRegion_eq μ (hcard t ht) F hsym _ = _ := by simp [T] rw [← hEq] exact setIntegral_mono_set hF (Filter.Eventually.of_forall hF0) (Filter.Eventually.of_forall hsub) theorem setIntegral_binary_product (μ : Measure X) [SigmaFinite μ] (A B : Set X) (s : Finset ι) (f : ({i : ι // i ∈ s} → X) → ℝ) (g : ({i : ι // i ∉ s} → X) → ℝ) : (∫ x in binaryRegion A B s, f (fun i : {i : ι // i ∈ s} => x i) * g (fun i : {i : ι // i ∉ s} => x i) ∂(Measure.pi (fun _ : ι => μ))) = (∫ x in {x : {i : ι // i ∈ s} → X | ∀ i, x i ∈ A}, f x ∂(Measure.pi (fun _ : {i : ι // i ∈ s} => μ))) * (∫ x in {x : {i : ι // i ∉ s} → X | ∀ i, x i ∈ B}, g x ∂(Measure.pi (fun _ : {i : ι // i ∉ s} => μ))) := by let p := MeasurableEquiv.piEquivPiSubtypeProd (fun _ : ι => X) (fun i => i ∈ s) let SA := {x : {i : ι // i ∈ s} → X | ∀ i, x i ∈ A} let SB := {x : {i : ι // i ∉ s} → X | ∀ i, x i ∈ B} have hp := measurePreserving_piEquivPiSubtypeProd (fun _ : ι => μ) (fun i => i ∈ s) have hfi : Subtype.fintype (fun i : ι => i ∈ s) = Finset.Subtype.fintype s := Subsingleton.elim _ _ rw [hfi] at hp have hpre : p ⁻¹' (SA ×ˢ SB) = binaryRegion A B s := by ext x change ((∀ i : {i : ι // i ∈ s}, x i ∈ A) ∧ (∀ i : {i : ι // i ∉ s}, x i ∈ B)) ↔ (∀ i, if i ∈ s then x i ∈ A else x i ∈ B) constructor · rintro ⟨ha, hb⟩ i split_ifs with hi · exact ha ⟨i, hi⟩ · exact hb ⟨i, hi⟩ · intro hh constructor · intro i simpa only [ite_eq_left i.property] using hh i · intro i simpa only [ite_eq_right i.property] using hh i have heq := hp.setIntegral_preimage_emb p.measurableEmbedding (fun z => f z.1 * g z.2) (SA ×ˢ SB) rw [hpre, setIntegral_prod_mul] at heq exact heq theorem integrableOn_binary_product (μ : Measure X) [SigmaFinite μ] (A B : Set X) (s : Finset ι) {f : ({i : ι // i ∈ s} → X) → ℝ} {g : ({i : ι // i ∉ s} → X) → ℝ} (hf : IntegrableOn f {x | ∀ i, x i ∈ A} (Measure.pi (fun _ : {i : ι // i ∈ s} => μ))) (hg : IntegrableOn g {x | ∀ i, x i ∈ B} (Measure.pi (fun _ : {i : ι // i ∉ s} => μ))) : IntegrableOn (fun x : ι → X => f (fun i : {i : ι // i ∈ s} => x i) * g (fun i : {i : ι // i ∉ s} => x i)) (binaryRegion A B s) (Measure.pi (fun _ : ι => μ)) := by let p := MeasurableEquiv.piEquivPiSubtypeProd (fun _ : ι => X) (fun i => i ∈ s) let SA := {x : {i : ι // i ∈ s} → X | ∀ i, x i ∈ A} let SB := {x : {i : ι // i ∉ s} → X | ∀ i, x i ∈ B} have hp := measurePreserving_piEquivPiSubtypeProd (fun _ : ι => μ) (fun i => i ∈ s) have hfi : Subtype.fintype (fun i : ι => i ∈ s) = Finset.Subtype.fintype s := Subsingleton.elim _ _ rw [hfi] at hp have hpre : p ⁻¹' (SA ×ˢ SB) = binaryRegion A B s := by ext x change ((∀ i : {i : ι // i ∈ s}, x i ∈ A) ∧ (∀ i : {i : ι // i ∉ s}, x i ∈ B)) ↔ (∀ i, if i ∈ s then x i ∈ A else x i ∈ B) constructor · rintro ⟨ha, hb⟩ i split_ifs with hi · exact ha ⟨i, hi⟩ · exact hb ⟨i, hi⟩ · intro hh constructor · intro i simpa only [ite_eq_left i.property] using hh i · intro i simpa only [ite_eq_right i.property] using hh i have hprod : IntegrableOn (fun z => f z.1 * g z.2) (SA ×ˢ SB) ((Measure.pi (fun _ : {i : ι // i ∈ s} => μ)).prod (Measure.pi (fun _ : {i : ι // i ∉ s} => μ))) := by rw [IntegrableOn, ← Measure.prod_restrict] exact hf.mul_prod hg have hh := (hp.integrableOn_comp_preimage p.measurableEmbedding).2 hprod rw [hpre] at hh exact hh theorem integral_lower_separated_product (μ : Measure X) [SigmaFinite μ] {A B : Set X} (hA : MeasurableSet A) (hB : MeasurableSet B) (hd : Disjoint A B) (s : Finset ι) {Ω : Set (ι → X)} {F : (ι → X) → ℝ} (hF : IntegrableOn F Ω (Measure.pi (fun _ : ι => μ))) (hF0 : ∀ x, 0 ≤ F x) (hsym : ∀ (e : Equiv.Perm ι) x, F (x ∘ e) = F x) (hinc : ∀ t : Finset ι, t.card = s.card → binaryRegion A B t ⊆ Ω) {f : ({i : ι // i ∈ s} → X) → ℝ} {g : ({i : ι // i ∉ s} → X) → ℝ} (hf : IntegrableOn f {x | ∀ i, x i ∈ A} (Measure.pi (fun _ : {i : ι // i ∈ s} => μ))) (hg : IntegrableOn g {x | ∀ i, x i ∈ B} (Measure.pi (fun _ : {i : ι // i ∉ s} => μ))) (hbound : ∀ x ∈ binaryRegion A B s, f (fun i : {i : ι // i ∈ s} => x i) * g (fun i : {i : ι // i ∉ s} => x i) ≤ F x) : (Fintype.card ι).choose s.card * ((∫ x in {x : {i : ι // i ∈ s} → X | ∀ i, x i ∈ A}, f x ∂(Measure.pi (fun _ : {i : ι // i ∈ s} => μ))) * (∫ x in {x : {i : ι // i ∉ s} → X | ∀ i, x i ∈ B}, g x ∂(Measure.pi (fun _ : {i : ι // i ∉ s} => μ)))) ≤ ∫ x in Ω, F x ∂(Measure.pi (fun _ : ι => μ)) := by have hle := setIntegral_mono_on (integrableOn_binary_product μ A B s hf hg) (hF.mono_set (hinc s rfl)) (measurableSet_binaryRegion hA hB s) hbound rw [setIntegral_binary_product] at hle exact (mul_le_mul_of_nonneg_left hle (Nat.cast_nonneg _)).trans (integral_lower_binary_assignments μ hA hB hd s hF hF0 hsym hinc) omit [MeasurableSpace X] [Fintype ι] [DecidableEq ι] in theorem binomial_factorial_cancel {n k : ℕ} (hk : k ≤ n) {a b I : ℝ} (h : (n.choose k : ℝ) * (a * b) ≤ I) : (a / (k.factorial : ℝ)) * (b / ((n-k).factorial : ℝ)) ≤ I / (n.factorial : ℝ) := by have hn : (0 : ℝ) < n.factorial := by exact_mod_cast Nat.factorial_pos n apply (le_div_iff₀ hn).2 rw [Nat.cast_choose ℝ hk] at h simpa only [div_eq_mul_inv, mul_inv_rev, mul_assoc, mul_comm, mul_left_comm] using h end Assignments end ContinuumTemperature end end OAI