import OAI.Probability.DirectionalWalk.SumLaws namespace OAI open MeasureTheory ProbabilityTheory Filter Preorder open scoped ENNReal BigOperators Topology namespace DirectionalZeroOne open scoped Classical section MarkedSums variable {G : Type*} [Countable G] [MeasurableSpace G] [MeasurableSingletonClass G] [AddCommGroup G] noncomputable def sumKernel (ν : Measure G) : Kernel ℕ G where toFun := sumLaw ν measurable' := measurable_of_countable _ instance sumKernel_markov (ν : Measure G) [IsProbabilityMeasure ν] : IsMarkovKernel (sumKernel ν) := ⟨fun n => sumLaw_probability ν n⟩ noncomputable def markedSumLaw (ν : Measure G) (θ : Measure ℕ) : Measure (ℕ × G) := θ ⊗ₘ sumKernel ν instance markedSumLaw_probability (ν : Measure G) [IsProbabilityMeasure ν] (θ : Measure ℕ) [IsProbabilityMeasure θ] : IsProbabilityMeasure (markedSumLaw ν θ) := inferInstanceAs (IsProbabilityMeasure (θ ⊗ₘ sumKernel ν)) lemma markedSumLaw_atom (ν : Measure G) [IsProbabilityMeasure ν] (θ : Measure ℕ) [IsProbabilityMeasure θ] (n : ℕ) (x : G) : markedSumLaw ν θ {(n,x)} = θ {n} * sumLaw ν n {x} := compProd_atom θ (sumKernel ν) (n,x) lemma markedSumLaw_fst (ν : Measure G) [IsProbabilityMeasure ν] (θ : Measure ℕ) [IsProbabilityMeasure θ] : (markedSumLaw ν θ).fst = θ := Measure.fst_compProd θ (sumKernel ν) lemma markedSumLaw_conv (ν : Measure G) [IsProbabilityMeasure ν] (θ η : Measure ℕ) [IsProbabilityMeasure θ] [IsProbabilityMeasure η] : (markedSumLaw ν θ).conv (markedSumLaw ν η) = markedSumLaw ν (θ.conv η) := by apply Measure.ext_of_lintegral intro f hf rw [Measure.lintegral_conv hf] change (∫⁻ x, ∫⁻ y, f (x+y) ∂η ⊗ₘ sumKernel ν ∂θ ⊗ₘ sumKernel ν) = ∫⁻ x, f x ∂(θ.conv η) ⊗ₘ sumKernel ν rw [Measure.lintegral_compProd (measurable_of_countable _), Measure.lintegral_compProd hf] change (∫⁻ n, ∫⁻ x, ∫⁻ y, f ((n,x)+y) ∂η ⊗ₘ sumKernel ν ∂sumLaw ν n ∂θ) = ∫⁻ n, ∫⁻ x, f (n,x) ∂sumLaw ν n ∂θ.conv η rw [Measure.lintegral_conv (measurable_of_countable _)] apply lintegral_congr intro n simp_rw [Measure.lintegral_compProd (measurable_of_countable _)] rw [lintegral_lintegral_swap (measurable_of_countable _).aemeasurable] apply lintegral_congr intro m change (∫⁻ x, ∫⁻ y, f (n+m,x+y) ∂sumLaw ν m ∂sumLaw ν n) = ∫⁻ x, f (n+m,x) ∂sumLaw ν (n+m) rw [sumLaw_add,Measure.lintegral_conv (measurable_of_countable _)] lemma conditionalInfo_markedSum (ν : Measure G) [IsProbabilityMeasure ν] (θ : Measure ℕ) [IsProbabilityMeasure θ] : conditionalInfo (markedSumLaw ν θ) =ᵐ[markedSumLaw ν θ] fun p => atomInfo (sumLaw ν p.1) p.2 := by filter_upwards [ae_atom_real_pos (markedSumLaw ν θ)] with p hp have hf : 0 < θ.real {p.1} := by have hh := atom_le_fst (markedSumLaw ν θ) p rw [markedSumLaw_fst] at hh exact hp.trans_le (ENNReal.toReal_mono (by finiteness) hh) dsimp [conditionalInfo] rw [markedSumLaw_fst] have hx : (markedSumLaw ν θ).real {p} = θ.real {p.1} * (sumLaw ν p.1).real {p.2} := by rw [measureReal_def,show p = (p.1,p.2) from rfl,markedSumLaw_atom,ENNReal.toReal_mul] rfl rw [hx,mul_div_cancel_left₀ _ hf.ne'] rfl lemma markedSumLaw_conditional_entropy (ν : Measure G) [IsProbabilityMeasure ν] (θ : Measure ℕ) [IsProbabilityMeasure θ] (hi : ∀ n, Integrable (informationOf (sumLaw ν n) id) (sumLaw ν n)) (hh : Integrable (fun n => entropyOf (sumLaw ν n) id) θ) : Integrable (conditionalInfo (markedSumLaw ν θ)) (markedSumLaw ν θ) ∧ conditionalEntropy (markedSumLaw ν θ) = ∫ n, entropyOf (sumLaw ν n) id ∂θ := by have hin (n : ℕ) : Integrable (atomInfo (sumLaw ν n)) (sumLaw ν n) := by simpa only [Measure.map_id] using (integrable_informationOf_iff _ id).mp (hi n) have ha : Integrable (fun p : ℕ × G => atomInfo (sumLaw ν p.1) p.2) (markedSumLaw ν θ) := by apply (Measure.integrable_compProd_iff (measurable_of_countable _).aestronglyMeasurable).mpr constructor · exact Eventually.of_forall hin · change Integrable (fun n => ∫ y, ‖atomInfo (sumLaw ν n) y‖ ∂sumLaw ν n) θ simpa only [Real.norm_eq_abs,abs_of_nonneg (atomInfo_nonneg _ _), entropyOf_eq_discreteEntropy,Measure.map_id,discreteEntropy] using hh refine ⟨ha.congr (conditionalInfo_markedSum ν θ).symm,?_⟩ change (∫ p, conditionalInfo (markedSumLaw ν θ) p ∂markedSumLaw ν θ) = _ rw [integral_congr_ae (conditionalInfo_markedSum ν θ)] change (∫ p, atomInfo (sumLaw ν p.1) p.2 ∂θ ⊗ₘ sumKernel ν) = _ rw [Measure.integral_compProd ha] change (∫ n, discreteEntropy (sumLaw ν n) ∂θ) = _ simp only [entropyOf_eq_discreteEntropy,Measure.map_id] end MarkedSums section CommonMoments variable {α : Type*} [Countable α] [MeasurableSpace α] [MeasurableSingletonClass α] lemma commonBlock_integrable_total (ν : Bool → Measure α) [∀ b, IsProbabilityMeasure (ν b)] (L : Bool → α → ℕ) (hL : ∀ b, ∀ᵐ a ∂ν b, 0 < L b a) (he : ∀ᵐ Z ∂twoTapeLaw ν, ∃ H, 0 < H ∧ Z ∈ commonCut L H) (hW : Integrable (fun Z => (firstCommonWidth L Z : ℝ)) (twoTapeLaw ν)) (b : Bool) (D : α → ℝ) (hi : Integrable D (ν b)) : Integrable (fun a => listTotal D (a b)) (commonBlockLaw ν L) := by rw [commonBlockLaw,integrable_map_measure (measurable_of_countable _).aestronglyMeasurable (measurable_firstCommonBlock L).aemeasurable] refine ⟨((measurable_of_countable _).comp (measurable_firstCommonBlock L)).aestronglyMeasurable,?_⟩ apply lt_of_le_of_lt _ ((commonBlock_cost_bound ν L hL he b (fun a => ‖D a‖ₑ)).trans_lt ?_) · apply lintegral_mono intro Z exact enorm_sum_le Finset.univ (fun i => D ((firstCommonBlock L Z b).2 i)) · apply ENNReal.mul_lt_top · have hw := (hasFiniteIntegral_iff_ofReal (Eventually.of_forall (fun Z => Nat.cast_nonneg (α := ℝ) (firstCommonWidth L Z)))).mp hW.hasFiniteIntegral simpa only [ENNReal.ofReal_natCast] using hw · exact hi.hasFiniteIntegral lemma commonGapLaw_lattice_integrable {q : ℕ} (ν : Bool → Measure α) [∀ b, IsProbabilityMeasure (ν b)] (L : Bool → α → ℕ) (hL : ∀ b, ∀ᵐ a ∂ν b, 0 < L b a) (he : ∀ᵐ Z ∂twoTapeLaw ν, ∃ H, 0 < H ∧ Z ∈ commonCut L H) (hW : Integrable (fun Z => (firstCommonWidth L Z : ℝ)) (twoTapeLaw ν)) (D : Bool → α → (Fin q → ℤ)) (hi : ∀ b i, Integrable (fun a => (D b a i : ℝ)) (ν b)) (i : Fin q) : Integrable (fun x => |(x i : ℝ)|) (commonGapLaw ν L D) := by rw [commonGapLaw,integrable_map_measure (measurable_of_countable _).aestronglyMeasurable (measurable_of_countable _).aemeasurable] have h0 := commonBlock_integrable_total ν L hL he hW false (fun a => (D false a i : ℝ)) (hi false i) have h1 := commonBlock_integrable_total ν L hL he hW true (fun a => (D true a i : ℝ)) (hi true i) simpa only [Function.comp_def,pairTotal,listTotal,Pi.add_apply,Finset.sum_apply,Int.cast_add,Int.cast_sum] using (h0.add h1).abs end CommonMoments section MarkedEntropy variable {G : Type*} [Countable G] [MeasurableSpace G] [MeasurableSingletonClass G] [AddCommGroup G] lemma markedSumLaw_entropy (ν : Measure G) [IsProbabilityMeasure ν] (θ : Measure ℕ) [IsProbabilityMeasure θ] (hi : ∀ n, Integrable (informationOf (sumLaw ν n) id) (sumLaw ν n)) (hθ : Integrable (atomInfo θ) θ) (hh : Integrable (fun n => entropyOf (sumLaw ν n) id) θ) : Integrable (informationOf (markedSumLaw ν θ) id) (markedSumLaw ν θ) ∧ entropyOf (markedSumLaw ν θ) id = discreteEntropy θ + ∫ n, entropyOf (sumLaw ν n) id ∂θ := by have hc := markedSumLaw_conditional_entropy ν θ hi hh have hfst : Integrable (informationOf (markedSumLaw ν θ) Prod.fst) (markedSumLaw ν θ) := by rw [integrable_informationOf_iff] change Integrable (atomInfo (markedSumLaw ν θ).fst) (markedSumLaw ν θ).fst rwa [markedSumLaw_fst] have he : conditionedInformation (markedSumLaw ν θ) Prod.snd Prod.fst =ᵐ[markedSumLaw ν θ] conditionalInfo (markedSumLaw ν θ) := by have h := conditionedInformation_eq (markedSumLaw ν θ) Prod.snd Prod.fst simpa only [show (fun p : ℕ × G => (p.1,p.2)) = id from rfl,Measure.map_id] using h have hcond : Integrable (conditionedInformation (markedSumLaw ν θ) Prod.snd Prod.fst) (markedSumLaw ν θ) := hc.1.congr he.symm constructor · change Integrable (informationOf (markedSumLaw ν θ) (fun p => (p.1,p.2))) (markedSumLaw ν θ) rw [informationOf_pair_chain] exact hfst.add hcond · change entropyOf (markedSumLaw ν θ) (fun p => (p.1,p.2)) = _ rw [entropyOf_pair_chain _ _ _ hfst hcond,entropyOf_eq_discreteEntropy] change discreteEntropy (markedSumLaw ν θ).fst + _ = _ rw [markedSumLaw_fst] congr 1 change (∫ p, conditionedInformation (markedSumLaw ν θ) Prod.snd Prod.fst p ∂markedSumLaw ν θ) = _ rw [integral_congr_ae he] exact hc.2 lemma entropyOf_nonneg {Ω : Type*} [Countable Ω] [MeasurableSpace Ω] [MeasurableSingletonClass Ω] {A : Type*} [Countable A] [MeasurableSpace A] [MeasurableSingletonClass A] (μ : Measure Ω) [IsProbabilityMeasure μ] (X : Ω → A) : 0 ≤ entropyOf μ X := integral_nonneg (informationOf_nonneg μ X) lemma sum_entropy_integrable_bounded (ν : Measure G) [IsProbabilityMeasure ν] (θ : Measure ℕ) [IsProbabilityMeasure θ] (hi : ∀ n, Integrable (informationOf (sumLaw ν n) id) (sumLaw ν n)) (M : ℕ) (hM : ∀ᵐ n ∂θ, n ≤ M) : Integrable (fun n => entropyOf (sumLaw ν n) id) θ := by apply (integrable_const (entropyOf (sumLaw ν M) id)).mono' (measurable_of_countable _).aestronglyMeasurable filter_upwards [hM] with n hn rw [Real.norm_eq_abs,abs_of_nonneg (entropyOf_nonneg _ _)] exact sumLaw_entropy_monotone ν hi hn lemma markedSumLaw_entropy_bounds (ν : Measure G) [IsProbabilityMeasure ν] (θ : Measure ℕ) [IsProbabilityMeasure θ] (hi : ∀ n, Integrable (informationOf (sumLaw ν n) id) (sumLaw ν n)) (hθ : Integrable (atomInfo θ) θ) (m M : ℕ) (hM : ∀ᵐ n ∂θ, m ≤ n ∧ n ≤ M) : Integrable (informationOf (markedSumLaw ν θ) id) (markedSumLaw ν θ) ∧ discreteEntropy θ + entropyOf (sumLaw ν m) id ≤ entropyOf (markedSumLaw ν θ) id ∧ entropyOf (markedSumLaw ν θ) id ≤ discreteEntropy θ + entropyOf (sumLaw ν M) id := by have hb := sum_entropy_integrable_bounded ν θ hi M (hM.mono (fun _ h => h.2)) have hh := markedSumLaw_entropy ν θ hi hθ hb refine ⟨hh.1,?_,?_⟩ · rw [hh.2] apply add_le_add le_rfl calc _ = ∫ _ : ℕ, entropyOf (sumLaw ν m) id ∂θ := by simp _ ≤ _ := integral_mono_ae (integrable_const _) hb (hM.mono (fun _ h => sumLaw_entropy_monotone ν hi h.1)) · rw [hh.2] apply add_le_add le_rfl calc _ ≤ ∫ _ : ℕ, entropyOf (sumLaw ν M) id ∂θ := integral_mono_ae hb (integrable_const _) (hM.mono (fun _ h => sumLaw_entropy_monotone ν hi h.2)) _ = _ := by simp end MarkedEntropy end DirectionalZeroOne end OAI