import OAI.Probability.DirectionalWalk.Slabs namespace OAI open MeasureTheory ProbabilityTheory Filter Preorder open scoped ENNReal BigOperators Topology namespace DirectionalZeroOne open scoped Classical lemma height_sub {d : ℕ} (v : Fin d → ℝ) (x y : Site d) : height v (x-y) = height v x - height v y := by rw [sub_eq_add_neg,height_add,height_neg,sub_eq_add_neg] noncomputable def recordCount {d : ℕ} (v : Fin d → ℝ) (X : Path d) (n : ℕ) : ℕ := (Finset.range (n+1)).filter (strictRecord v X) |>.card lemma recordCount_zero {d : ℕ} (v : Fin d → ℝ) (X : Path d) : recordCount v X 0 = 0 := by classical simp [recordCount,strictRecord] lemma recordCount_succ {d : ℕ} (v : Fin d → ℝ) (X : Path d) (n : ℕ) : recordCount v X (n+1) = recordCount v X n + if strictRecord v X (n+1) then 1 else 0 := by classical rw [recordCount,Finset.range_add_one,Finset.filter_insert] split_ifs with h · rw [Finset.card_insert_of_notMem] · rfl · simp · rfl lemma recordCount_mono {d : ℕ} (v : Fin d → ℝ) (X : Path d) : Monotone (recordCount v X) := by apply monotone_nat_of_le_succ intro n rw [recordCount_succ] exact Nat.le_add_right _ _ lemma recordCount_prefix {d : ℕ} (v : Fin d → ℝ) {X Y : Path d} {n : ℕ} (h : Y ∈ pathCylinder n X) : recordCount v Y n = recordCount v X n := by classical apply congrArg Finset.card apply Finset.filter_congr intro i hi have hin : i ≤ n := by simpa only [Finset.mem_range,Nat.lt_succ_iff] using hi constructor <;> intro hr · exact strictRecord_prefix v hr (fun j hj => (h j (hj.trans hin)).symm) · exact strictRecord_prefix v hr (fun j hj => h j (hj.trans hin)) lemma measurable_recordCount {d : ℕ} (v : Fin d → ℝ) (n : ℕ) : Measurable (fun X : Path d => recordCount v X n) := by classical induction n with | zero => simpa only [recordCount_zero] using (measurable_const : Measurable (fun _ : Path d => (0 : ℕ))) | succ n ih => simp_rw [recordCount_succ] exact ih.add (Measurable.ite (measurableSet_strictRecord v (n+1)) measurable_const measurable_const) lemma recordCount_strict {d : ℕ} (v : Fin d → ℝ) (X : Path d) {m n : ℕ} (hmn : m < n) (hn : strictRecord v X n) : recordCount v X m < recordCount v X n := by obtain ⟨k,rfl⟩ := Nat.exists_eq_succ_of_ne_zero (Nat.ne_of_gt hn.1) rw [recordCount_succ,ite_eq_left hn] exact Nat.lt_succ_of_le (recordCount_mono v X (by omega)) lemma recordCount_boundary_unique {d : ℕ} (v : Fin d → ℝ) (X : Path d) {m n : ℕ} (hm : m = 0 ∨ strictRecord v X m) (hn : n = 0 ∨ strictRecord v X n) (he : recordCount v X m = recordCount v X n) : m = n := by rcases lt_trichotomy m n with h|h|h · have hnr : strictRecord v X n := hn.resolve_left (by omega) exact False.elim ((ne_of_lt (recordCount_strict v X h hnr)) he) · exact h · have hmr : strictRecord v X m := hm.resolve_left (by omega) exact False.elim ((ne_of_lt (recordCount_strict v X h hmr)) he.symm) lemma unbounded_recordCount {d : ℕ} (v : Fin d → ℝ) (X : Path d) (hu : ¬∃ b : ℝ, ∀ n, height v (X n) ≤ b) : ∀ j, ∃ n, j ≤ recordCount v X n := by intro j induction j with | zero => exact ⟨0,Nat.zero_le _⟩ | succ j ih => obtain ⟨m,hm⟩ := ih obtain ⟨n,hmn,hn⟩ := unbounded_has_later_strictRecord v X hu m exact ⟨n,Nat.succ_le_of_lt (hm.trans_lt (recordCount_strict v X hmn hn))⟩ lemma exists_record_index {d : ℕ} (v : Fin d → ℝ) (X : Path d) (hu : ¬∃ b : ℝ, ∀ n, height v (X n) ≤ b) (j : ℕ) : ∃ n, (n = 0 ∨ strictRecord v X n) ∧ recordCount v X n = j := by classical by_cases hj : j = 0 · exact ⟨0,Or.inl rfl,by rw [recordCount_zero,hj]⟩ have hex := unbounded_recordCount v X hu j let n := Nat.find hex have hn : j ≤ recordCount v X n := Nat.find_spec hex have hn0 : 0 < n := by by_contra h have he : n = 0 := by omega rw [he,recordCount_zero] at hn omega obtain ⟨k,hk⟩ := Nat.exists_eq_succ_of_ne_zero (Nat.ne_of_gt hn0) have hprev : recordCount v X k < j := Nat.lt_of_not_ge (Nat.find_min hex (by omega : k < n)) rw [hk,recordCount_succ] at hn split_ifs at hn with hr · exact ⟨n,Or.inr (by simpa only [hk] using hr),by rw [hk,recordCount_succ,ite_eq_left hr]; omega⟩ · omega def relativeTail {d : ℕ} (n : ℕ) (X : Path d) : Path d := shiftPath (-(X n)) (tailPath n X) lemma relativeTail_apply {d : ℕ} (n : ℕ) (X : Path d) (k : ℕ) : relativeTail n X k = X (n+k) - X n := rfl lemma relativeTail_zero {d : ℕ} (n : ℕ) (X : Path d) : relativeTail n X 0 = 0 := by simp [relativeTail_apply] lemma measurable_relativeTail {d : ℕ} (n : ℕ) : Measurable (relativeTail (d := d) n) := by apply Measurable.of_eval intro k change Measurable (fun X : Path d => X (n+k) - X n) exact (measurable_pi_apply (n+k)).sub (measurable_pi_apply n) lemma strictRecord_relativeTail {d : ℕ} (v : Fin d → ℝ) (X : Path d) {n : ℕ} (hn : n = 0 ∨ strictRecord v X n) {k : ℕ} (hk : 0 < k) : strictRecord v (relativeTail n X) k ↔ strictRecord v X (n+k) := by change (0 < k ∧ ∀ i < k, height v (X (n+i) - X n) < height v (X (n+k) - X n)) ↔ _ simp_rw [height_sub] constructor · rintro ⟨_,hr⟩ refine ⟨by omega,fun i hi => ?_⟩ by_cases hin : n ≤ i · have hh := hr (i-n) (by omega) rw [Nat.add_sub_of_le hin] at hh linarith · have hh := hr 0 hk rw [Nat.add_zero] at hh have hi' : i < n := by omega have hnr := hn.resolve_left (by omega) exact (hnr.2 i hi').trans (by linarith) · intro hr refine ⟨hk,fun i hi => ?_⟩ have hh := hr.2 (n+i) (by omega) linarith lemma trueCut_relativeTail {d : ℕ} (v : Fin d → ℝ) (X : Path d) {n : ℕ} (hn : n = 0 ∨ strictRecord v X n) {k : ℕ} (hk : 0 < k) : trueCut v (relativeTail n X) k ↔ trueCut v X (n+k) := by rw [trueCut,trueCut,strictRecord_relativeTail v X hn hk] simp only [relativeTail_apply,height_sub,Nat.add_assoc,sub_le_sub_iff_right] lemma recordCount_relativeTail {d : ℕ} (v : Fin d → ℝ) (X : Path d) {n : ℕ} (hn : n = 0 ∨ strictRecord v X n) (k : ℕ) : recordCount v X (n+k) = recordCount v X n + recordCount v (relativeTail n X) k := by classical induction k with | zero => simp [recordCount_zero] | succ k ih => rw [Nat.add_succ,recordCount_succ,recordCount_succ,ih, strictRecord_relativeTail v X hn (Nat.succ_pos k),Nat.add_assoc] simp only [Nat.succ_eq_add_one,Nat.add_assoc] def noCutBeforeRecord {d : ℕ} (v : Fin d → ℝ) (r : ℕ) : Set (Path d) := {X | ∀ n, trueCut v X n → r < recordCount v X n} lemma measurableSet_noCutBeforeRecord {d : ℕ} (v : Fin d → ℝ) (r : ℕ) : MeasurableSet (noCutBeforeRecord v r) := by simp only [noCutBeforeRecord,Set.ofPred_forall,imp_iff_not_or,Set.ofPred_or] exact MeasurableSet.iInter (fun n => (measurableSet_trueCut v n).compl.union (measurableSet_lt measurable_const (measurable_recordCount v n))) lemma noCutBeforeRecord_iff {d : ℕ} (v : Fin d → ℝ) (X : Path d) (hc : ∃ n, trueCut v X n) (r : ℕ) : X ∈ noCutBeforeRecord v r ↔ r < recordCount v X (firstCutTime v X) := by obtain ⟨hcut,hmin⟩ := firstCutTime_spec v X hc constructor · intro h; exact h _ hcut · intro h n hn have ht : firstCutTime v X ≤ n := by by_contra hx exact hmin n (by omega) hn exact h.trans_le (recordCount_mono v X ht) def recordPrefix {d : ℕ} (v : Fin d → ℝ) (j : ℕ) (X : Path d) (n : ℕ) : Prop := (n = 0 ∨ strictRecord v X n) ∧ recordCount v X n = j ∧ ∀ i ≤ n, 0 ≤ height v (X i) lemma recordPrefix_prefix {d : ℕ} (v : Fin d → ℝ) (j : ℕ) {X Y : Path d} {n : ℕ} (hX : recordPrefix v j X n) (hY : Y ∈ pathCylinder n X) : recordPrefix v j Y n := by refine ⟨hX.1.imp id (fun hr => strictRecord_prefix v hr hY),?_,fun i hi => ?_⟩ · rw [recordCount_prefix v hY];exact hX.2.1 · rw [hY i hi];exact hX.2.2 i hi lemma recordPrefix_unique {d : ℕ} (v : Fin d → ℝ) (j : ℕ) (X : Path d) {m n : ℕ} (hm : recordPrefix v j X m) (hn : recordPrefix v j X n) : m = n := recordCount_boundary_unique v X hm.1 hn.1 (hm.2.1.trans hn.2.1.symm) lemma measurableSet_recordPrefix {d : ℕ} (v : Fin d → ℝ) (j n : ℕ) : MeasurableSet {X : Path d | recordPrefix v j X n} := by simp only [recordPrefix,Set.ofPred_and,Set.ofPred_or,Set.ofPred_forall] refine ((MeasurableSet.const _).union (measurableSet_strictRecord v n)).inter (((measurableSet_singleton j).preimage (measurable_recordCount v n)).inter ?_) exact MeasurableSet.iInter (fun i => MeasurableSet.iInter (fun _ => measurableSet_le measurable_const ((measurable_of_countable (height v)).comp (measurable_pi_apply i)))) lemma relativeTail_nonBacktracking_iff {d : ℕ} (v : Fin d → ℝ) (X : Path d) (n : ℕ) : relativeTail n X ∈ nonBacktracking v ↔ ∀ k, height v (X n) ≤ height v (X (n+k)) := by simp only [nonBacktracking,neverBelow,Set.mem_ofPred_eq,relativeTail_apply,height_sub,sub_nonneg] lemma recordPrefix_tail_subset_nonBacktracking {d : ℕ} (v : Fin d → ℝ) (j n : ℕ) (X : Path d) (hpre : recordPrefix v j X n) (hD : relativeTail n X ∈ nonBacktracking v) : X ∈ nonBacktracking v := by intro k by_cases hk : k ≤ n · exact hpre.2.2 k hk · have hh := (relativeTail_nonBacktracking_iff v X n).mp hD (k-n) rw [Nat.add_sub_of_le (by omega : n ≤ k)] at hh exact (hpre.2.2 n le_rfl).trans hh lemma relativeTail_cylinder {d : ℕ} (n : ℕ) (X γ : Path d) (h : X ∈ pathCylinder n γ) : relativeTail n X = shiftPath (-(γ n)) (tailPath n X) := by rw [relativeTail,h n le_rfl] lemma conditioned_recordCylinder {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] (v : Fin d → ℝ) (j n : ℕ) (γ : Path d) (hγ : recordPrefix v j γ n) {E : Set (Path d)} (hE : MeasurableSet E) : conditioned μ v (pathCylinder n γ ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v)) = annealed μ 0 (pathCylinder n γ) * conditioned μ v E := by have hsub : pathCylinder n γ ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v) ⊆ nonBacktracking v := by rintro X ⟨hX,hY⟩ exact recordPrefix_tail_subset_nonBacktracking v j n X (recordPrefix_prefix v j hγ hX) hY.2 have heq : pathCylinder n γ ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v) = pathCylinder n γ ∩ tailPath n ⁻¹' (shiftPath (-(γ n)) ⁻¹' (E ∩ nonBacktracking v)) := by ext X constructor <;> rintro ⟨hX,hY⟩ <;> refine ⟨hX,?_⟩ · simpa only [Set.mem_preimage,relativeTail_cylinder n X γ hX] using hY · simpa only [Set.mem_preimage,relativeTail_cylinder n X γ hX] using hY change (annealed μ 0)[_|nonBacktracking v] = _ rw [cond_apply (measurableSet_nonBacktracking v),Set.inter_eq_right.mpr hsub,heq, annealed_record_relative_tail μ v 0 n γ (fun i hi => ?_) hE] · unfold conditioned rw [cond_apply (measurableSet_nonBacktracking v),Set.inter_comm (nonBacktracking v) E] ac_rfl · exact (hγ.1.resolve_left (by omega)).2 i hi lemma conditioned_recordPrefix {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] (v : Fin d → ℝ) (j n : ℕ) {E : Set (Path d)} (hE : MeasurableSet E) : conditioned μ v ({X | recordPrefix v j X n} ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v)) = annealed μ 0 {X | recordPrefix v j X n} * conditioned μ v E := by let B : Set (Path d) := {X | recordPrefix v j X n} have hB := measurableSet_recordPrefix v j n have hF := (measurable_relativeTail n) (hE.inter (measurableSet_nonBacktracking v)) rw [measure_eq_tsum_fibres (conditioned μ v) (frestrictLe n) (measurable_frestrictLe n) (hB.inter hF), measure_eq_tsum_fibres (annealed μ 0) (frestrictLe n) (measurable_frestrictLe n) hB, ← ENNReal.tsum_mul_right] apply tsum_congr intro a let γ := extendPrefix n a have hcyl : {X : Path d | frestrictLe n X = a} = pathCylinder n γ := by rw [pathCylinder_eq_fiber,restrict_extendPrefix] rfl rw [hcyl] by_cases hγ : recordPrefix v j γ n · have hsub : pathCylinder n γ ⊆ B := fun _ h => recordPrefix_prefix v j hγ h have heq : pathCylinder n γ ∩ ({X | recordPrefix v j X n} ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v)) = pathCylinder n γ ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v) := by rw [← Set.inter_assoc,Set.inter_eq_left.mpr hsub] rw [heq,Set.inter_eq_left.mpr hsub] exact conditioned_recordCylinder μ v j n γ hγ hE · have hdis : pathCylinder n γ ∩ B = ∅ := by apply Set.eq_empty_iff_forall_notMem.mpr rintro X ⟨hX,hB'⟩ exact hγ (recordPrefix_prefix v j hB' (fun i hi => (hX i hi).symm)) rw [← Set.inter_assoc,hdis,Set.empty_inter,measure_empty,measure_empty,zero_mul] def reachRecord {d : ℕ} (v : Fin d → ℝ) (j : ℕ) : Set (Path d) := ⋃ n, {X | recordPrefix v j X n} def recordTailEvent {d : ℕ} (v : Fin d → ℝ) (j : ℕ) (E : Set (Path d)) : Set (Path d) := ⋃ n, {X | recordPrefix v j X n} ∩ relativeTail n ⁻¹' (E ∩ nonBacktracking v) lemma measurableSet_reachRecord {d : ℕ} (v : Fin d → ℝ) (j : ℕ) : MeasurableSet (reachRecord v j) := MeasurableSet.iUnion (fun n => measurableSet_recordPrefix v j n) lemma measurableSet_recordTailEvent {d : ℕ} (v : Fin d → ℝ) (j : ℕ) {E : Set (Path d)} (hE : MeasurableSet E) : MeasurableSet (recordTailEvent v j E) := MeasurableSet.iUnion (fun n => (measurableSet_recordPrefix v j n).inter ((measurable_relativeTail n) (hE.inter (measurableSet_nonBacktracking v)))) lemma recordPrefix_disjoint {d : ℕ} (v : Fin d → ℝ) (j : ℕ) : Pairwise (fun m n => Disjoint {X : Path d | recordPrefix v j X m} {X : Path d | recordPrefix v j X n}) := by intro m n hmn apply Set.disjoint_left.mpr intro X hm hn exact hmn (recordPrefix_unique v j X hm hn) lemma recordTail_factorization {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] (v : Fin d → ℝ) (j : ℕ) {E : Set (Path d)} (hE : MeasurableSet E) : conditioned μ v (recordTailEvent v j E) = annealed μ 0 (reachRecord v j) * conditioned μ v E := by rw [recordTailEvent,measure_iUnion (fun m n hmn => (recordPrefix_disjoint v j hmn).mono Set.inter_subset_left Set.inter_subset_left) (fun n => (measurableSet_recordPrefix v j n).inter ((measurable_relativeTail n) (hE.inter (measurableSet_nonBacktracking v))))] simp_rw [conditioned_recordPrefix μ v j _ hE,ENNReal.tsum_mul_right] rw [reachRecord,measure_iUnion (recordPrefix_disjoint v j) (measurableSet_recordPrefix v j)] lemma reachRecord_mass_ge {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] (hell : StrictEllipticity μ) (v : Fin d → ℝ) (hv : v ≠ 0) (j : ℕ) : annealed μ 0 (nonBacktracking v) ≤ annealed μ 0 (reachRecord v j) := by apply measure_mono_ae filter_upwards [finite_supremum μ hell 0 v hv] with X hfin hD have hu : ¬∃ b : ℝ, ∀ n, height v (X n) ≤ b := by intro hb obtain ⟨n,hn⟩ := eventually_atTop.mp ((hfin hb).eventually (eventually_lt_atBot (-1))) have hh := hD n have := hn n le_rfl linarith obtain ⟨n,hn,hj⟩ := exists_record_index v X hu j exact Set.mem_iUnion.mpr ⟨n,hn,hj,fun i _ => hD i⟩ lemma recordTailEvent_disjoint {d : ℕ} (v : Fin d → ℝ) (N : ℕ) : (Finset.range (N+1) : Set ℕ).Pairwise (fun j k => Disjoint (recordTailEvent v j (noCutBeforeRecord v (N-j))) (recordTailEvent v k (noCutBeforeRecord v (N-k)))) := by intro j hj k hk hjk simp only [Finset.mem_coe,Finset.mem_range] at hj hk wlog hlt : j < k generalizing j k · exact (this hjk.symm hk hj (by omega)).symm apply Set.disjoint_left.mpr intro X hX hY obtain ⟨m,hm,hM⟩ := Set.mem_iUnion.mp hX obtain ⟨n,hn,hN⟩ := Set.mem_iUnion.mp hY have hmn : m < n := by by_contra h have hcount := recordCount_mono v X (show n ≤ m by omega) rw [hm.2.1,hn.2.1] at hcount omega have hnpos : 0 < n := by omega have hncut : trueCut v X n := ⟨hn.1.resolve_left (Nat.ne_of_gt hnpos), (relativeTail_nonBacktracking_iff v X n).mp hN.2⟩ have hsuf : trueCut v (relativeTail m X) (n-m) := by apply (trueCut_relativeTail v X hm.1 (by omega)).mpr simpa only [Nat.add_sub_of_le hmn.le] using hncut have hcontra := hM.1 (n-m) hsuf have hcount := recordCount_relativeTail v X hm.1 (n-m) rw [Nat.add_sub_of_le hmn.le,hm.2.1,hn.2.1] at hcount omega lemma record_tail_sum_bound {d : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] (hell : StrictEllipticity μ) (v : Fin d → ℝ) (hv : v ≠ 0) (hp : 0 < annealed μ 0 (nonBacktracking v)) (N : ℕ) : annealed μ 0 (nonBacktracking v) * ∑ j ∈ Finset.range (N+1), conditioned μ v (noCutBeforeRecord v (N-j)) ≤ 1 := by let := conditioned_probability μ v hp calc _ = ∑ j ∈ Finset.range (N+1), annealed μ 0 (nonBacktracking v) * conditioned μ v (noCutBeforeRecord v (N-j)) := Finset.mul_sum .. _ ≤ ∑ j ∈ Finset.range (N+1), conditioned μ v (recordTailEvent v j (noCutBeforeRecord v (N-j))) := by apply Finset.sum_le_sum intro j _ rw [recordTail_factorization μ v j (measurableSet_noCutBeforeRecord v (N-j))] exact mul_le_mul' (reachRecord_mass_ge μ hell v hv j) le_rfl _ = conditioned μ v (⋃ j ∈ Finset.range (N+1), recordTailEvent v j (noCutBeforeRecord v (N-j))) := by symm exact measure_biUnion_finset (recordTailEvent_disjoint v N) (fun j _ => measurableSet_recordTailEvent v j (measurableSet_noCutBeforeRecord v (N-j))) _ ≤ 1 := prob_le_one lemma lintegral_nat_tail {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (f : Ω → ℕ) (hf : Measurable f) : (∫⁻ x, (f x : ℝ≥0∞) ∂P) = ∑' j : ℕ, P {x | j < f x} := by classical have hA (j : ℕ) : MeasurableSet {x | j < f x} := measurableSet_lt measurable_const hf have hexp (x : Ω) : (f x : ℝ≥0∞) = ∑' j : ℕ, ({x | j < f x}.indicator (fun _ => (1 : ℝ≥0∞))) x := by rw [tsum_eq_sum (s := Finset.range (f x))] · symm calc _ = ∑ _j ∈ Finset.range (f x), (1 : ℝ≥0∞) := by apply Finset.sum_congr rfl intro j hj simp only [Set.indicator_apply, Set.mem_ofPred_eq, ite_eq_left (Finset.mem_range.mp hj)] _ = _ := by simp · intro j hj simp only [Finset.mem_range, not_lt] at hj simp [Set.indicator_of_notMem, not_lt.mpr hj] simp_rw [hexp,lintegral_tsum (fun j => (measurable_const.indicator (hA j)).aemeasurable)] apply tsum_congr intro j simp [lintegral_indicator (hA j)] end DirectionalZeroOne end OAI