import OAI.Probability.DirectionalWalk.Avoidance namespace OAI open MeasureTheory ProbabilityTheory Filter Preorder open scoped ENNReal BigOperators Topology namespace DirectionalZeroOne def height {d : ℕ} (v : Fin d → ℝ) (x : Site d) : ℝ := ∑ i, (x i : ℝ) * v i lemma height_zero {d : ℕ} (v : Fin d → ℝ) : height v 0 = 0 := by simp [height] lemma height_add {d : ℕ} (v : Fin d → ℝ) (x y : Site d) : height v (x+y) = height v x + height v y := by simp only [height, Pi.add_apply, Int.cast_add, add_mul, Finset.sum_add_distrib] lemma height_neg {d : ℕ} (v : Fin d → ℝ) (x : Site d) : height v (-x) = -height v x := by simp [height, Finset.sum_neg_distrib] def neverBelow {d : ℕ} (v : Fin d → ℝ) (a : ℝ) : Set (Path d) := {X | ∀ n, a ≤ height v (X n)} def nonBacktracking {d : ℕ} (v : Fin d → ℝ) : Set (Path d) := neverBelow v 0 lemma measurableSet_neverBelow {d : ℕ} (v : Fin d → ℝ) (a : ℝ) : MeasurableSet (neverBelow v a) := by simp only [neverBelow, Set.ofPred_forall] exact MeasurableSet.iInter (fun n => measurableSet_le measurable_const ((measurable_of_countable (height v)).comp (measurable_pi_apply n))) lemma measurableSet_nonBacktracking {d : ℕ} (v : Fin d → ℝ) : MeasurableSet (nonBacktracking v) := measurableSet_neverBelow v 0 lemma shiftPath_preimage_neverBelow {d : ℕ} (v : Fin d → ℝ) (z : Site d) : shiftPath z ⁻¹' neverBelow v (height v z) = nonBacktracking v := by ext X simp only [Set.mem_preimage, neverBelow, nonBacktracking, Set.mem_ofPred_eq, shiftPath, height_add, le_add_iff_nonneg_left] lemma annealed_neverBelow_start {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] (v : Fin d → ℝ) (x : Site d) : annealed μ x (neverBelow v (height v x)) = annealed μ 0 (nonBacktracking v) := by have h := congrArg (fun ξ : Measure (Path d) => ξ (neverBelow v (height v x))) (annealed_shift μ 0 x) rw [Measure.map_apply (measurable_shiftPath x) (measurableSet_neverBelow v _), shiftPath_preimage_neverBelow, zero_add] at h exact h.symm lemma annealed_prefix_tail_null {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] (x : Site d) (n : ℕ) (γ : Path d) {E : Set (Path d)} (hE : MeasurableSet E) (hzero : annealed μ (γ n) E = 0) : annealed μ x (pathCylinder n γ ∩ tailPath n ⁻¹' E) = 0 := by have hae : ∀ᵐ ω ∂environmentLaw μ, quenchedKernel d (ω,γ n) E = 0 := by apply (lintegral_eq_zero_iff ((Kernel.measurable_coe _ hE).comp (measurable_id.prodMk measurable_const))).mp change (∫⁻ ω, quenchedKernel d (ω,γ n) E ∂environmentLaw μ) = 0 rw [← annealed_apply μ (γ n) hE] exact hzero rw [annealed_apply μ x ((measurableSet_pathCylinder n γ).inter ((measurable_tailPath n) hE))] calc _ = ∫⁻ _ : Environment d, (0 : ℝ≥0∞) ∂environmentLaw μ := by apply lintegral_congr_ae filter_upwards [hae] with ω hω rw [quenched_prefix_tail_apply _ _ _ _ hE, hω, mul_zero] _ = 0 := lintegral_zero def extendPrefix {d : ℕ} (n : ℕ) (a : Finset.Iic n → Site d) : Path d := fun i => if hi : i ∈ Finset.Iic n then a ⟨i,hi⟩ else 0 lemma extendPrefix_apply {d : ℕ} (n : ℕ) (a : Finset.Iic n → Site d) {i : ℕ} (hi : i ≤ n) : extendPrefix n a i = a ⟨i, Finset.mem_Iic.mpr hi⟩ := by simp only [extendPrefix, dite_eq_left (Finset.mem_Iic.mpr hi)] lemma restrict_extendPrefix {d : ℕ} (n : ℕ) (a : Finset.Iic n → Site d) : frestrictLe n (extendPrefix n a) = a := by funext i exact extendPrefix_apply n a (Finset.mem_Iic.mp i.property) lemma set_eq_iUnion_prefix_inter {d : ℕ} (E : Set (Path d)) (n : ℕ) : E = ⋃ a : Finset.Iic n → Site d, E ∩ pathCylinder n (extendPrefix n a) := by ext X simp only [Set.mem_iUnion, Set.mem_inter_iff] constructor · intro hX refine ⟨frestrictLe n X, hX, fun i hi => ?_⟩ rw [extendPrefix_apply n _ hi] rfl · rintro ⟨a,hX,_⟩ exact hX lemma measure_zero_of_prefix_inter {d : ℕ} (μ : Measure (Path d)) (n : ℕ) (E : Set (Path d)) (h : ∀ a : Finset.Iic n → Site d, μ (E ∩ pathCylinder n (extendPrefix n a)) = 0) : μ E = 0 := by rw [set_eq_iUnion_prefix_inter E n] exact measure_iUnion_null h lemma annealed_tail_start_null {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] (y x : Site d) (n : ℕ) {E : Set (Path d)} (hE : MeasurableSet E) (hzero : annealed μ x E = 0) : annealed μ y ({X | X n = x} ∩ tailPath n ⁻¹' E) = 0 := by classical apply measure_zero_of_prefix_inter _ n intro a let γ := extendPrefix n a by_cases hx : γ n = x · apply measure_mono_null _ (annealed_prefix_tail_null μ y n γ hE (by simpa [hx] using hzero)) rintro X ⟨⟨_,hX⟩,hC⟩ exact ⟨hC,hX⟩ · have he : ({X : Path d | X n = x} ∩ tailPath n ⁻¹' E) ∩ pathCylinder n γ = ∅ := by apply Set.eq_empty_iff_forall_notMem.mpr rintro X ⟨⟨hX,_⟩,hC⟩ exact hx ((hC n le_rfl).symm.trans hX) rw [he, measure_empty] lemma escape_subset_globalMinimum_suffix {d : ℕ} (v : Fin d → ℝ) : escape v ⊆ ⋃ n : ℕ, ⋃ x : Site d, {X | X n = x} ∩ tailPath n ⁻¹' neverBelow v (height v x) := by intro X hX have ht : Tendsto (fun n => height v (X n)) cofinite atTop := by simpa only [Nat.cofinite_eq_atTop, height] using (show Tendsto (fun n => ∑ i, (X n i : ℝ) * v i) atTop atTop from hX) obtain ⟨n,hn⟩ := ht.exists_forall_le apply Set.mem_iUnion.mpr refine ⟨n, Set.mem_iUnion.mpr ⟨X n, rfl, ?_⟩⟩ intro k exact hn (n+k) lemma positive_nonBacktracking {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] (v : Fin d → ℝ) (hescape : 0 < annealed μ 0 (escape v)) : 0 < annealed μ 0 (nonBacktracking v) := by by_contra h have hz : annealed μ 0 (nonBacktracking v) = 0 := le_antisymm (le_of_not_gt h) (zero_le) have hnull : annealed μ 0 (⋃ n : ℕ, ⋃ x : Site d, {X | X n = x} ∩ tailPath n ⁻¹' neverBelow v (height v x)) = 0 := by apply measure_iUnion_null intro n apply measure_iUnion_null intro x apply annealed_tail_start_null μ 0 x n (measurableSet_neverBelow v _) rw [annealed_neverBelow_start, hz] exact (ne_of_gt hescape) (measure_mono_null (escape_subset_globalMinimum_suffix v) hnull) lemma annealed_record_tail {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] (v : Fin d → ℝ) (x : Site d) (n : ℕ) (γ : Path d) (hrec : ∀ i < n, height v (γ i) < height v (γ n)) {E : Set (Path d)} (hE : MeasurableSet E) (hD : E ⊆ neverBelow v (height v (γ n))) : annealed μ x (pathCylinder n γ ∩ tailPath n ⁻¹' E) = annealed μ x (pathCylinder n γ) * annealed μ (γ n) E := by let K : Set (Site d) := {y | height v y < height v (γ n)} have hav : E ⊆ avoids K := by intro X hX i hi exact (not_lt_of_ge (hD hX i)) hi have hEq : E ∩ avoids K = E := Set.inter_eq_left.mpr hav simpa only [hEq] using annealed_fresh_prefix_tail μ K x n γ hrec hE lemma annealed_record_relative_tail {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] (v : Fin d → ℝ) (x : Site d) (n : ℕ) (γ : Path d) (hrec : ∀ i < n, height v (γ i) < height v (γ n)) {E : Set (Path d)} (hE : MeasurableSet E) : annealed μ x (pathCylinder n γ ∩ tailPath n ⁻¹' (shiftPath (-(γ n)) ⁻¹' (E ∩ nonBacktracking v))) = annealed μ x (pathCylinder n γ) * annealed μ 0 (E ∩ nonBacktracking v) := by have hF := hE.inter (measurableSet_nonBacktracking v) rw [annealed_record_tail μ v x n γ hrec ((measurable_shiftPath _) hF)] · congr 1 have h := congrArg (fun ξ : Measure (Path d) => ξ (shiftPath (-(γ n)) ⁻¹' (E ∩ nonBacktracking v))) (annealed_shift μ 0 (γ n)) rw [Measure.map_apply (measurable_shiftPath _) ((measurable_shiftPath _) hF), zero_add] at h have heq : shiftPath (γ n) ⁻¹' (shiftPath (-(γ n)) ⁻¹' (E ∩ nonBacktracking v)) = E ∩ nonBacktracking v := by ext X simp only [Set.mem_preimage] have hs : shiftPath (-(γ n)) (shiftPath (γ n) X) = X := by funext i simp [shiftPath] rw [hs] rw [heq] at h exact h.symm · intro X hX i have hi := hX.2 i change 0 ≤ height v (X i + -(γ n)) at hi rw [height_add, height_neg] at hi linarith def pathFiltration (d : ℕ) : Filtration ℕ (inferInstance : MeasurableSpace (Path d)) := Filtration.piLE lemma pathFiltration_eq {d : ℕ} (n : ℕ) : pathFiltration d n = MeasurableSpace.comap (frestrictLe n : Path d → _) inferInstance := Filtration.piLE_eq_comap_frestrictLe n lemma pathCylinder_eq_fiber {d : ℕ} (n : ℕ) (X : Path d) : pathCylinder n X = (frestrictLe n : Path d → (Finset.Iic n → Site d)) ⁻¹' {frestrictLe n X} := by ext Y simp only [Set.mem_preimage, Set.mem_singleton_iff] constructor · intro h funext i exact h i (Finset.mem_Iic.mp i.property) · intro h i hi exact congr_fun h ⟨i,Finset.mem_Iic.mpr hi⟩ lemma measurableSet_pathCylinder_filtration {d : ℕ} (n : ℕ) (X : Path d) : MeasurableSet[pathFiltration d n] (pathCylinder n X) := by rw [pathFiltration_eq, pathCylinder_eq_fiber] exact ⟨_, measurableSet_singleton _, rfl⟩ lemma pathFiltration_iSup (d : ℕ) : (⨆ n, pathFiltration d n) = (inferInstance : MeasurableSpace (Path d)) := by apply le_antisymm (iSup_le (pathFiltration d).le) have hi : @Measurable (Path d) (Path d) (⨆ n, pathFiltration d n) _ id := by apply @Measurable.of_eval (Path d) ℕ (fun _ => Site d) (⨆ n, pathFiltration d n) _ intro n have hn : Measurable[pathFiltration d n] (fun X : Path d => X n) := by rw [pathFiltration_eq] exact (show Measurable (fun a : Finset.Iic n → Site d => a ⟨n, Finset.mem_Iic.mpr le_rfl⟩) from measurable_pi_apply _).comp (Measurable.of_comap_le (f := (frestrictLe n : Path d → (Finset.Iic n → Site d))) le_rfl) exact hn.mono (le_iSup _ n) le_rfl simpa using hi.comap_le lemma ae_pathCylinder_ne_zero {d : ℕ} (μ : Measure (Path d)) : ∀ᵐ X ∂μ, ∀ n, μ (pathCylinder n X) ≠ 0 := by have ha (n : ℕ) (a : Finset.Iic n → Site d) : ∀ᵐ X ∂μ, X ∈ pathCylinder n (extendPrefix n a) → μ (pathCylinder n (extendPrefix n a)) ≠ 0 := by by_cases hz : μ (pathCylinder n (extendPrefix n a)) = 0 · have hh : ∀ᵐ X ∂μ, X ∉ pathCylinder n (extendPrefix n a) := by rw [ae_iff] simpa using hz filter_upwards [hh] with X hX using fun hx => (hX hx).elim · exact ae_of_all _ (fun _ _ => hz) filter_upwards [ae_all_iff.mpr (fun n => ae_all_iff.mpr (ha n))] with X hX intro n have heq : pathCylinder n (extendPrefix n (frestrictLe n X)) = pathCylinder n X := by rw [pathCylinder_eq_fiber, restrict_extendPrefix, ← pathCylinder_eq_fiber] have hmem : X ∈ pathCylinder n X := fun _ _ => rfl simpa only [heq] using hX n (frestrictLe n X) (heq.symm ▸ hmem) lemma condExp_indicator_cylinder {d : ℕ} (μ : Measure (Path d)) [IsFiniteMeasure μ] {E : Set (Path d)} (hE : MeasurableSet E) (n : ℕ) (X : Path d) : μ.real (pathCylinder n X) * (μ[E.indicator (fun _ => (1 : ℝ)) | pathFiltration d n]) X = μ.real (E ∩ pathCylinder n X) := by let f := μ[E.indicator (fun _ => (1 : ℝ)) | pathFiltration d n] have hf : StronglyMeasurable[MeasurableSpace.comap (frestrictLe n) inferInstance] f := by rw [← pathFiltration_eq] exact stronglyMeasurable_condExp have hconst : ∫ Y in pathCylinder n X, f Y ∂μ = μ.real (pathCylinder n X) * f X := by calc _ = ∫ _ in pathCylinder n X, f X ∂μ := by apply setIntegral_congr_fun (measurableSet_pathCylinder n X) intro Y hY apply hf.factorsThrough simpa only [pathCylinder_eq_fiber, Set.mem_preimage, Set.mem_singleton_iff] using hY _ = _ := by rw [setIntegral_const, smul_eq_mul] rw [← hconst, setIntegral_condExp ((pathFiltration d).le n) (integrable_const 1 |>.indicator hE) (measurableSet_pathCylinder_filtration n X)] rw [setIntegral_indicator hE, setIntegral_const, smul_eq_mul, mul_one, Set.inter_comm] lemma null_of_prefix_contraction {d : ℕ} (μ : Measure (Path d)) [IsFiniteMeasure μ] {E : Set (Path d)} (hE : MeasurableSet E) (c : ℝ) (hc : c < 1) (hcontract : ∀ X ∈ E, ∃ᶠ n in atTop, μ.real (E ∩ pathCylinder n X) ≤ c * μ.real (pathCylinder n X)) : μ E = 0 := by have hint : Integrable (E.indicator (fun _ => (1 : ℝ))) μ := (integrable_const 1).indicator hE have hmeas : StronglyMeasurable[⨆ n, pathFiltration d n] (E.indicator (fun _ => (1 : ℝ))) := by rw [pathFiltration_iSup] exact stronglyMeasurable_const.indicator hE have ht := hint.tendsto_ae_condExp (ℱ := pathFiltration d) hmeas rw [measure_eq_zero_iff_ae_notMem] filter_upwards [ht, ae_pathCylinder_ne_zero μ] with X hX hpos intro hXE have htX : Tendsto (fun n => (μ[E.indicator (fun _ => (1 : ℝ)) | pathFiltration d n]) X) atTop (𝓝 (1 : ℝ)) := by simpa [hXE] using hX have hlow : ∃ᶠ n in atTop, (μ[E.indicator (fun _ => (1 : ℝ)) | pathFiltration d n]) X ≤ c := by apply (hcontract X hXE).mono intro n hn rw [← condExp_indicator_cylinder μ hE n X, mul_comm c] at hn exact (mul_le_mul_iff_right₀ (ENNReal.toReal_pos (hpos n) (measure_ne_top _ _))).mp hn have hhigh : ∀ᶠ n in atTop, c < (μ[E.indicator (fun _ => (1 : ℝ)) | pathFiltration d n]) X := htX.eventually (lt_mem_nhds hc) exact (hlow.and_eventually hhigh).exists.elim (fun _ hh => (not_lt_of_ge hh.1) hh.2) lemma real_contraction_of_disjoint_success {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] {E C S : Set Ω} (hC : MeasurableSet C) (hS : MeasurableSet S) (hd : Disjoint (E ∩ C) (C ∩ S)) (q : ℝ) (hq : μ.real (C ∩ S) = q * μ.real C) : μ.real (E ∩ C) ≤ (1-q) * μ.real C := by have hu : (E ∩ C) ∪ (C ∩ S) ⊆ C := by rintro x (hx | hx) · exact hx.2 · exact hx.1 have hh := measureReal_mono (μ := μ) hu rw [measureReal_union hd (hC.inter hS), hq] at hh linarith end DirectionalZeroOne end OAI