import Mathlib import OAI.Probability.CriticalPercolation.ProductMeasure.Prob import OAI.Probability.CriticalPercolation.ProductMeasure.FiniteProductPin namespace OAI section section open Set MeasureTheory ProbabilityTheory open Set open scoped BigOperators open scoped Classical namespace CriticalPercolation.FiniteVariance lemma sq_div_le_self {a r : ℝ} (ha : 0 ≤ a) (hr : 0 ≤ r) (hra : r ≤ a) : r^2/a ≤ r := by rcases eq_or_lt_of_le ha with hz | hp · have : r = 0 := by linarith simp [this] · apply (div_le_iff₀ hp).mpr nlinarith lemma binary_split {a b x y : ℝ} (ha : 0 ≤ a) (hb : 0 ≤ b) (hx : 0 ≤ x) (hy : 0 ≤ y) (hxa : x ≤ a) (hyb : y ≤ b) : x^2/a + y^2/b - (x+y)^2/(a+b) = a*b/(a+b)*(y/b-x/a)^2 := by rcases eq_or_lt_of_le ha with hz | hp · have hx0 : x = 0 := by linarith simp [← hz, hx0] · rcases eq_or_lt_of_le hb with hz | hq · have hy0 : y = 0 := by linarith simp [← hz, hy0] · have hab : a+b ≠ 0 := (add_pos hp hq).ne' field_simp ring end CriticalPercolation.FiniteVariance namespace CriticalPercolation.FiniteProduct open scoped Classical variable {E : Type*} [Fintype E] lemma expect_prop_mask_pin (w : E → Prop → ℝ) (e : E) (b : Prop) (f : (E → Prop) → ℝ) : expect w (fun ω => if ω e = b then f ω else 0) = w e b*expect (pin w e b) f := by convert expect_mask_pin w e b f using 1 congr 1 funext ω by_cases h : ω e = b <;> simp [h] lemma expect_split_pin (w : E → Prop → ℝ) (e : E) (f : (E → Prop) → ℝ) : expect w f = w e False*expect (pin w e False) f + w e True*expect (pin w e True) f := by calc expect w f = expect w (fun ω => (if ω e = False then f ω else 0) + (if ω e = True then f ω else 0)) := by congr 1 funext ω by_cases h : ω e <;> simp [h] _ = _ := by rw [expect_add] apply congrArg₂ (· + ·) · convert expect_prop_mask_pin w e False f using 1 congr 1 funext ω by_cases h : ω e <;> simp [h] · convert expect_prop_mask_pin w e True f using 1 congr 1 funext ω by_cases h : ω e <;> simp [h] lemma expect_congr_support (w : E → Prop → ℝ) (f g : Set E → ℝ) (h : ∀ ω, density w ω ≠ 0 → f ω = g ω) : expect w f = expect w g := by unfold expect apply Finset.sum_congr rfl intro ω _ by_cases hd : density w ω = 0 · simp [hd] · rw [h ω hd] lemma density_pin_support (w : E → Prop → ℝ) (e : E) (b : Prop) (ω : E → Prop) (h : density (pin w e b) ω ≠ 0) : ω e = b := by rw [density_pin] at h by_contra he simp [he] at h lemma density_pin_old_support (w : E → Prop → ℝ) (e : E) (b : Prop) (ω : E → Prop) (hw : w e b ≠ 0) (h : density (pin w e b) ω ≠ 0) : density w ω ≠ 0 := by have hbit := density_pin_support w e b ω h rw [density,← Finset.prod_erase_mul _ _ (Finset.mem_univ e),hbit] rw [density_pin,ite_eq_left hbit,one_mul] at h exact mul_ne_zero h hw lemma expect_pin_mask (w : E → Prop → ℝ) (e : E) (b : Prop) (f : Set E → ℝ) : expect (pin w e b) (fun ω => if ω e = b then f ω else 0) = expect (pin w e b) f := by apply expect_congr_support intro ω h rw [ite_eq_left (density_pin_support w e b ω h)] noncomputable def potential (w : E → Prop → ℝ) (U R : Set E → Prop) : ℝ := prob w R - (prob w R)^2/prob w U lemma potential_le (w : E → Prop → ℝ) (hp : ∀ e b, 0 ≤ w e b) (U R : Set E → Prop) : potential w U R ≤ prob w R := by have hU := prob_nonneg w hp U dsimp [potential] exact sub_le_self _ (div_nonneg (sq_nonneg _) hU) lemma potential_nonneg (w : E → Prop → ℝ) (hp : ∀ e b, 0 ≤ w e b) (U R : Set E → Prop) (hRU : ∀ ω, R ω → U ω) : 0 ≤ potential w U R := by dsimp [potential] exact sub_nonneg.mpr (FiniteVariance.sq_div_le_self (prob_nonneg w hp U) (prob_nonneg w hp R) (prob_mono w hp hRU)) lemma potential_split (w : E → Prop → ℝ) (hp : ∀ e b, 0 ≤ w e b) (e : E) (U R : Set E → Prop) (hRU : ∀ ω, R ω → U ω) {p : ℝ} (hp0 : 0 < p) (hp1 : p < 1) (hw0 : w e False = 1-p) (hw1 : w e True = p) : let U0 := prob (pin w e False) U let U1 := prob (pin w e True) U let R0 := prob (pin w e False) R let R1 := prob (pin w e True) R potential w U R - ((1-p)*potential (pin w e False) U R + p*potential (pin w e True) U R) = p*(1-p)*U0*U1/((1-p)*U0+p*U1)*(R1/U1-R0/U0)^2 := by dsimp only have hUn := fun b => prob_nonneg (pin w e b) (pin_nonneg w hp e b) U have hRn := fun b => prob_nonneg (pin w e b) (pin_nonneg w hp e b) R have hRU' := fun b => prob_mono (pin w e b) (pin_nonneg w hp e b) hRU have hU : prob w U = (1-p)*prob (pin w e False) U+p*prob (pin w e True) U := by have hh := expect_split_pin w e (fun ω => if U ω then 1 else 0) simpa only [prob,hw0,hw1] using hh have hR : prob w R = (1-p)*prob (pin w e False) R+p*prob (pin w e True) R := by have hh := expect_split_pin w e (fun ω => if R ω then 1 else 0) simpa only [prob,hw0,hw1] using hh have hq : 0 < 1-p := sub_pos.mpr hp1 have hb := FiniteVariance.binary_split (mul_nonneg hq.le (hUn False)) (mul_nonneg hp0.le (hUn True)) (mul_nonneg hq.le (hRn False)) (mul_nonneg hp0.le (hRn True)) (mul_le_mul_of_nonneg_left (hRU' False) hq.le) (mul_le_mul_of_nonneg_left (hRU' True) hp0.le) have hscale : ∀ (c d : ℝ), (c*d)^2/c = c*d^2 := by intro c d by_cases hc : c = 0 · simp [hc] · field_simp simp only [mul_div_mul_left _ _ hq.ne',mul_div_mul_left _ _ hp0.ne'] at hb have hx : ∀ (c d u : ℝ), (c*d)^2/(c*u) = c*d^2/u := by intro c d u rw [div_mul_eq_div_div,hscale] simp only [hx] at hb dsimp [potential] rw [hU,hR] convert hb using 1 <;> ring end CriticalPercolation.FiniteProduct end end end OAI