import Mathlib import OAI.Probability.CriticalPercolation.ProductMeasure.ExpectMulReal namespace OAI section section open Set MeasureTheory ProbabilityTheory open Set open scoped BigOperators namespace CriticalPercolation.FiniteProduct open scoped Classical variable {E : Type*} [Fintype E] noncomputable def prob (w : E → Prop → ℝ) (P : Set E → Prop) : ℝ := expect w (fun ω => if P ω then 1 else 0) lemma prob_nonneg (w : E → Prop → ℝ) (hp : ∀ e b, 0 ≤ w e b) (P : Set E → Prop) : 0 ≤ prob w P := expect_nonneg hp (fun _ => by split_ifs <;> norm_num) lemma prob_mono (w : E → Prop → ℝ) (hp : ∀ e b, 0 ≤ w e b) {P Q : Set E → Prop} (h : ∀ ω, P ω → Q ω) : prob w P ≤ prob w Q := by apply expect_mono hp intro ω by_cases hP : P ω <;> by_cases hQ : Q ω <;> simp [hP, hQ] exact (hQ (h ω hP)).elim lemma prob_split (w : E → Prop → ℝ) (P Q : Set E → Prop) : prob w P = prob w (fun ω => P ω ∧ Q ω) + prob w (fun ω => P ω ∧ ¬Q ω) := by unfold prob rw [← expect_add] congr 1 funext ω by_cases hp : P ω <;> by_cases hq : Q ω <;> simp [hp, hq] lemma prob_congr (w : E → Prop → ℝ) {P Q : Set E → Prop} (h : ∀ ω, P ω ↔ Q ω) : prob w P = prob w Q := by congr 1 funext ω exact propext (h ω) lemma indicator_mask (P Q : Prop) : (if P then (if Q then (1 : ℝ) else 0) else 0) = if P ∧ Q then 1 else 0 := by by_cases hP : P <;> by_cases hQ : Q <;> simp [hP, hQ] lemma indicator_mask_mul (P Q R : Prop) : (if P then (if Q then (1 : ℝ) else 0)*(if R then 1 else 0) else 0) = if P ∧ Q ∧ R then 1 else 0 := by by_cases hP : P <;> by_cases hQ : Q <;> by_cases hR : R <;> simp [hP, hQ, hR] lemma indicator_antitone {X : Type*} [Preorder X] {P : X → Prop} (h : ∀ ⦃x y⦄, x ≤ y → P y → P x) : Antitone (fun x => if P x then (1 : ℝ) else 0) := by intro x y hxy by_cases hx : P x <;> by_cases hy : P y <;> simp [hx, hy] exact (hx (h hxy hy)).elim lemma indicator_monotone {X : Type*} [Preorder X] {P : X → Prop} (h : ∀ ⦃x y⦄, x ≤ y → P x → P y) : Monotone (fun x => if P x then (1 : ℝ) else 0) := by intro x y hxy by_cases hx : P x <;> by_cases hy : P y <;> simp [hx, hy] exact (hy (h hxy hx)).elim lemma expect_mul_ge_antitone (w : E → Prop → ℝ) (hw : ∀ e, ∑ b, w e b = 1) (hp : ∀ e b, 0 ≤ w e b) (f g : (E → Prop) → ℝ) (hf : Antitone f) (hg : Antitone g) : expect w f * expect w g ≤ expect w (fun ω => f ω*g ω) := by have hh := expect_mul_ge_real w hw hp (fun ω => -f ω) (fun ω => -g ω) hf.neg hg.neg have hn (f : (E → Prop) → ℝ) : expect w (fun ω => -f ω) = -expect w f := by simp [expect, Finset.sum_neg_distrib] simpa only [hn, neg_mul_neg] using hh lemma prob_harris_decreasing (w : E → Prop → ℝ) (hw : ∀ e, ∑ b, w e b = 1) (hp : ∀ e b, 0 ≤ w e b) (P Q : Set E → Prop) (hP : ∀ ⦃ω ω'⦄, ω ≤ ω' → P ω' → P ω) (hQ : ∀ ⦃ω ω'⦄, ω ≤ ω' → Q ω' → Q ω) : prob w P * prob w Q ≤ prob w (fun ω => P ω ∧ Q ω) := by have hh := expect_mul_ge_antitone w hw hp _ _ (indicator_antitone hP) (indicator_antitone hQ) change expect w _ * expect w _ ≤ _ refine hh.trans_eq ?_ apply congrArg (expect w) funext ω by_cases hP : P ω <;> by_cases hQ : Q ω <;> simp [hP, hQ] end CriticalPercolation.FiniteProduct end end end OAI