import OAI.Probability.FKMaps.Offspring namespace OAI noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.TreeCoding local instance : MeasurableSpace C(unitInterval, ℝ) := borel _ local instance : BorelSpace C(unitInterval, ℝ) := ⟨rfl⟩ def bridgePath {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) (ω : Ω) : C(unitInterval, ℝ) := brownianPath B ω - B 1 ω • ⟨fun t => (t:ℝ), continuous_subtype_val⟩ lemma bridgePath_aemeasurable {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B μ) : AEMeasurable (bridgePath B) μ := (brownianPath_aemeasurable hB).sub ((hB.aemeasurable 1).smul aemeasurable_const) lemma bridgePath_ae_eq {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B μ) : ∀ᵐ ω ∂μ, ∀ t : unitInterval, bridgePath B ω t = B ⟨(t:ℝ),t.property.1⟩ ω - (t:ℝ)*B 1 ω := by filter_upwards [brownianPath_ae_eq hB] with ω hω intro t simp only [bridgePath, ContinuousMap.sub_apply, ContinuousMap.smul_apply, ContinuousMap.coe_mk, smul_eq_mul, hω, mul_comm] lemma bridge_joint_gaussian {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsPreBrownianReal B μ) : IsGaussianProcess (Sum.elim (fun (t : unitInterval) ω => B ⟨(t:ℝ),t.property.1⟩ ω-(t:ℝ)*B 1 ω) (fun (_ : Unit) ω => B 1 ω)) μ := by classical apply hB.isGaussianProcess.of_isGaussianProcess intro s cases s with | inl t => let u : ℝ≥0 := ⟨(t:ℝ),t.property.1⟩ refine ⟨{u,1}, { toFun x := x ⟨u, by simp⟩ - (t:ℝ) * x ⟨1, by simp⟩ map_add' x y := by simp only [Pi.add_apply]; ring map_smul' c x := by simp only [Pi.smul_apply, smul_eq_mul, RingHom.id_apply]; ring }, ?_⟩ intro ω rfl | inr t => refine ⟨{1}, { toFun x := x ⟨1, by simp⟩ map_add' := by simp map_smul' := by simp }, ?_⟩ intro ω rfl lemma bridge_covariance_endpoint {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsPreBrownianReal B μ) (t : unitInterval) : cov[fun ω => B ⟨(t:ℝ),t.property.1⟩ ω-(t:ℝ)*B 1 ω, B 1; μ] = 0 := by have := hB.isGaussianProcess.isProbabilityMeasure let u : ℝ≥0 := ⟨(t:ℝ), unitInterval.nonneg t⟩ change cov[fun ω => B u ω - (t:ℝ) * B 1 ω, B 1; μ] = 0 rw [covariance_fun_sub_left (hB.isGaussianProcess.hasGaussianLaw_eval _).memLp_two ((hB.isGaussianProcess.hasGaussianLaw_eval _).memLp_two.const_mul _) (hB.isGaussianProcess.hasGaussianLaw_eval _).memLp_two, covariance_const_mul_left, hB.covariance_eval, hB.covariance_eval] simp only [min_self, NNReal.coe_one, mul_one] change min (t:ℝ) (1:ℝ) - (t:ℝ) = 0 rw [min_eq_left t.property.2, sub_self] lemma bridge_process_indep_endpoint {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsPreBrownianReal B μ) : IndepFun (fun ω (t : unitInterval) => B ⟨(t:ℝ),t.property.1⟩ ω-(t:ℝ)*B 1 ω) (B 1) μ := by have h := (bridge_joint_gaussian hB).indepFun_of_covariance_eq_zero (fun t => (hB.aemeasurable _).sub ((hB.aemeasurable 1).const_mul _)) (fun _ => hB.aemeasurable 1) (fun t _ => bridge_covariance_endpoint hB t) exact h.comp measurable_id (measurable_pi_apply ()) lemma indepFun_of_measurableEmbedding_left {Ω E F G : Type*} [MeasurableSpace Ω] [MeasurableSpace E] [MeasurableSpace F] [MeasurableSpace G] {μ : Measure Ω} {X : Ω → E} {Y : Ω → F} {f : E → G} (hf : MeasurableEmbedding f) (h : IndepFun (f ∘ X) Y μ) : IndepFun X Y μ := by simp only [IndepFun, Kernel.IndepFun] at h ⊢ rw [← MeasurableSpace.comap_comp, hf.comap_eq] at h exact h lemma bridgePath_indep_endpoint {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B μ) : IndepFun (bridgePath B) (B 1) μ := by let D := TopologicalSpace.denseSeq unitInterval let f : C(unitInterval,ℝ) → (ℕ → ℝ) := fun g n => g (D n) have hf : MeasurableEmbedding f := by apply Continuous.measurableEmbedding · apply continuous_pi intro n fun_prop · intro a b hab apply ContinuousMap.ext exact congrFun ((TopologicalSpace.denseRange_denseSeq unitInterval).equalizer a.continuous b.continuous hab) apply indepFun_of_measurableEmbedding_left hf have h := (bridge_process_indep_endpoint hB.toIsPreBrownianReal).comp (φ := fun a : unitInterval → ℝ => fun n : ℕ => a (D n)) (by fun_prop) measurable_id apply h.congr ?_ (Filter.EventuallyEq.rfl) filter_upwards [bridgePath_ae_eq hB] with ω hω funext n exact (hω (D n)).symm lemma gaussian_softCutoff_pos {ε : ℝ} (hε : 0 < ε) : 0 < ∫ x, softCutoff ε x ∂gaussianReal 0 1 := by rw [integral_pos_iff_support_of_nonneg (softCutoff_nonneg ε) (softCutoff_integrable aemeasurable_id hε), softCutoff_support hε, pos_iff_ne_zero] intro h have hv := gaussianReal_absolutelyContinuous' 0 (v := 1) (by norm_num) h rw [Real.volume_Ioo, ENNReal.ofReal_eq_zero] at hv linarith lemma brownian_softCutoff_pos {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsPreBrownianReal B μ) {ε : ℝ} (hε : 0 < ε) : 0 < ∫ ω, softCutoff ε (B 1 ω) ∂μ := by change 0 < ∫ ω, (softCutoff ε ∘ B 1) ω ∂μ rw [(hB.hasLaw_eval 1).integral_comp (softCutoff_continuous ε).aestronglyMeasurable] exact gaussian_softCutoff_pos hε lemma brownian_dist_bridge_le {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) (ω : Ω) : dist (brownianPath B ω) (bridgePath B ω) ≤ |B 1 ω| := by rw [dist_eq_norm] change ‖brownianPath B ω - (brownianPath B ω - B 1 ω • (⟨fun t : unitInterval => (t:ℝ),continuous_subtype_val⟩ : C(unitInterval,ℝ)))‖ ≤ _ rw [sub_sub_cancel, norm_smul,Real.norm_eq_abs] apply mul_le_of_le_one_right (abs_nonneg _) apply (ContinuousMap.norm_le _ (by norm_num : (0:ℝ) ≤ 1)).mpr intro t simp only [ContinuousMap.coe_mk, Real.norm_eq_abs, abs_of_nonneg t.property.1] exact t.property.2 theorem brownian_soft_bridge_bound {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B μ) {F : C(unitInterval,ℝ) → ℝ} {M : ℝ} {L : ℝ≥0} (hFM : ∀ f, |F f| ≤ M) (hF : LipschitzWith L F) {ε : ℝ} (hε : 0 < ε) : |(∫ ω, F (brownianPath B ω)*softCutoff ε (B 1 ω) ∂μ) / (∫ ω, softCutoff ε (B 1 ω) ∂μ) - ∫ ω, F (bridgePath B ω) ∂μ| ≤ (L:ℝ)*ε := by have hM : 0 ≤ M := (abs_nonneg (F 0)).trans (hFM 0) have hX := brownianPath_aemeasurable hB have hY := bridgePath_aemeasurable hB have hg := softCutoff_integrable (hB.aemeasurable 1) hε have hFg (Z : Ω → C(unitInterval,ℝ)) (hZ : AEMeasurable Z μ) : Integrable (fun ω => F (Z ω)*softCutoff ε (B 1 ω)) μ := by apply (hg.norm.const_mul M).mono' ((hF.continuous.aestronglyMeasurable.comp_aemeasurable hZ).mul hg.aestronglyMeasurable) filter_upwards [] with ω change ‖F (Z ω)*softCutoff ε (B 1 ω)‖ ≤ M*‖softCutoff ε (B 1 ω)‖ simp only [Real.norm_eq_abs,abs_mul] exact mul_le_mul_of_nonneg_right (hFM _) (abs_nonneg _) have hdiff : Integrable (fun ω => (F (brownianPath B ω)-F (bridgePath B ω))*softCutoff ε (B 1 ω)) μ := by have h := (hFg _ hX).sub (hFg _ hY) apply h.congr filter_upwards [] with ω change F (brownianPath B ω)*softCutoff ε (B 1 ω) - F (bridgePath B ω)*softCutoff ε (B 1 ω) = _ ring have heq := (bridgePath_indep_endpoint hB).integral_fun_comp_mul_comp hY (hB.aemeasurable 1) hF.continuous.aestronglyMeasurable (softCutoff_continuous ε).aestronglyMeasurable have hb : |∫ ω, (F (brownianPath B ω)-F (bridgePath B ω))*softCutoff ε (B 1 ω) ∂μ| ≤ (L:ℝ)*ε * ∫ ω, softCutoff ε (B 1 ω) ∂μ := by calc _ ≤ ∫ ω, |(F (brownianPath B ω)-F (bridgePath B ω))*softCutoff ε (B 1 ω)| ∂μ := by simpa only [Real.norm_eq_abs] using norm_integral_le_integral_norm (fun ω => (F (brownianPath B ω)-F (bridgePath B ω))*softCutoff ε (B 1 ω)) _ ≤ ∫ ω, ((L:ℝ)*ε)*softCutoff ε (B 1 ω) ∂μ := by apply integral_mono_ae hdiff.norm (hg.const_mul _) filter_upwards [] with ω change |(F (brownianPath B ω)-F (bridgePath B ω))*softCutoff ε (B 1 ω)| ≤ _ rw [abs_mul,abs_of_nonneg (softCutoff_nonneg _ _)] by_cases hgω : softCutoff ε (B 1 ω) = 0 · simp only [hgω,mul_zero,le_refl] apply mul_le_mul_of_nonneg_right _ (softCutoff_nonneg _ _) have heω : |B 1 ω| < ε := (softCutoff_pos_iff hε).mp (lt_of_le_of_ne (softCutoff_nonneg _ _) (Ne.symm hgω)) calc _ ≤ (L:ℝ)*dist (brownianPath B ω) (bridgePath B ω) := by simpa only [Real.dist_eq] using hF.dist_le_mul (brownianPath B ω) (bridgePath B ω) _ ≤ (L:ℝ)*ε := mul_le_mul_of_nonneg_left ((brownian_dist_bridge_le B ω).trans heω.le) L.coe_nonneg _ = _ := integral_const_mul _ _ rw [show (∫ ω, (F (brownianPath B ω)-F (bridgePath B ω))*softCutoff ε (B 1 ω) ∂μ) = (∫ ω, F (brownianPath B ω)*softCutoff ε (B 1 ω) ∂μ) - (∫ ω, F (bridgePath B ω) ∂μ)*(∫ ω, softCutoff ε (B 1 ω) ∂μ) by rw [show (fun ω => (F (brownianPath B ω)-F (bridgePath B ω))*softCutoff ε (B 1 ω)) = (fun ω => F (brownianPath B ω)*softCutoff ε (B 1 ω) - F (bridgePath B ω)*softCutoff ε (B 1 ω)) by funext ω; ring, integral_sub (hFg _ hX) (hFg _ hY),heq]] at hb have hpos := brownian_softCutoff_pos hB.toIsPreBrownianReal hε have hform : (∫ ω, F (brownianPath B ω)*softCutoff ε (B 1 ω) ∂μ) / (∫ ω, softCutoff ε (B 1 ω) ∂μ) - (∫ ω, F (bridgePath B ω) ∂μ) = ((∫ ω, F (brownianPath B ω)*softCutoff ε (B 1 ω) ∂μ) - (∫ ω, F (bridgePath B ω) ∂μ)*(∫ ω, softCutoff ε (B 1 ω) ∂μ)) / (∫ ω, softCutoff ε (B 1 ω) ∂μ) := by rw [sub_div,mul_div_cancel_right₀ _ hpos.ne'] rw [hform,abs_div,abs_of_pos hpos] exact (div_le_iff₀ hpos).mpr hb lemma integral_tendsto_of_tendstoInDistribution {ι E Ω' : Type*} {Ω : ι → Type*} [∀ i, MeasurableSpace (Ω i)] [MeasurableSpace Ω'] [TopologicalSpace E] [MeasurableSpace E] [BorelSpace E] {μ : ∀ i, Measure (Ω i)} {ν : Measure Ω'} [∀ i, IsProbabilityMeasure (μ i)] [IsProbabilityMeasure ν] {l : Filter ι} {X : ∀ i, Ω i → E} {Y : Ω' → E} (h : TendstoInDistribution X l Y μ ν) {F : E → ℝ} (hF : Continuous F) {M : ℝ} (hM : ∀ x, |F x| ≤ M) : Tendsto (fun i => ∫ ω, F (X i ω) ∂μ i) l (𝓝 (∫ ω, F (Y ω) ∂ν)) := by let f : BoundedContinuousFunction E ℝ := BoundedContinuousFunction.ofNormedAddCommGroup F hF M hM have hh := ProbabilityMeasure.tendsto_iff_forall_integral_tendsto.mp h.tendsto f change Tendsto (fun i => ∫ x, f x ∂(μ i).map (X i)) l (𝓝 (∫ x, f x ∂ν.map Y)) at hh simp_rw [integral_map (h.forall_aemeasurable _) f.continuous.aestronglyMeasurable, integral_map h.aemeasurable_limit f.continuous.aestronglyMeasurable] at hh exact hh theorem soft_weighted_tendsto {ι E Ω' : Type*} {Ω : ι → Type*} [∀ i, MeasurableSpace (Ω i)] [MeasurableSpace Ω'] [TopologicalSpace E] [MeasurableSpace E] [BorelSpace E] {μ : ∀ i, Measure (Ω i)} {ν : Measure Ω'} [∀ i, IsProbabilityMeasure (μ i)] [IsProbabilityMeasure ν] {l : Filter ι} {X : ∀ i, Ω i → E} {Y : Ω' → E} (h : TendstoInDistribution X l Y μ ν) {F g : E → ℝ} (hF : Continuous F) (hg : Continuous g) {M ε : ℝ} (hM : ∀ x, |F x| ≤ M) (hε : 0 < ε) (hD : 0 < ∫ ω, softCutoff ε (g (Y ω)) ∂ν) : Tendsto (fun i => (∫ ω, F (X i ω)*softCutoff ε (g (X i ω)) ∂μ i) / (∫ ω, softCutoff ε (g (X i ω)) ∂μ i)) l (𝓝 ((∫ ω, F (Y ω)*softCutoff ε (g (Y ω)) ∂ν) / (∫ ω, softCutoff ε (g (Y ω)) ∂ν))) := by apply Tendsto.div _ _ hD.ne' · apply integral_tendsto_of_tendstoInDistribution h (hF.mul ((softCutoff_continuous ε).comp hg)) (M := M) intro x change |F x * softCutoff ε (g x)| ≤ M rw [abs_mul,abs_of_nonneg (softCutoff_nonneg ε _)] exact (mul_le_of_le_one_right (abs_nonneg _) (softCutoff_le_one hε _)).trans (hM x) · exact integral_tendsto_of_tendstoInDistribution h ((softCutoff_continuous ε).comp hg) (M := 1) (fun x => by change |softCutoff ε (g x)| ≤ 1; rw [abs_of_nonneg (softCutoff_nonneg ε _)]; exact softCutoff_le_one hε _) lemma tendsto_of_soft_windows {A : ℕ → ℝ} {S : ℝ → ℕ → ℝ} {b : ℝ} {T : ℝ → ℝ} {C D : ℝ} (hC : 0 ≤ C) (hD : 0 ≤ D) (hd : ∀ ε > 0, ∀ δ > 0, ∀ᶠ n in atTop, |A n-S ε n| ≤ C*ε+δ) (hs : ∀ ε > 0, Tendsto (S ε) atTop (𝓝 (T ε))) (ht : ∀ ε > 0, |T ε-b| ≤ D*ε) : Tendsto A atTop (𝓝 b) := by rw [Metric.tendsto_nhds] intro η hη let ε := η/(4*(C+D+1)) have hε : 0 < ε := by dsimp [ε]; positivity have hbound : (C+D)*ε ≤ η/4 := by dsimp [ε] rw [← mul_div_assoc, div_le_iff₀ (by positivity : 0 < 4*(C+D+1))] nlinarith have hmid := (Metric.tendsto_nhds.mp (hs ε hε)) (η/4) (by positivity) filter_upwards [hd ε hε (η/4) (by positivity),hmid] with n hn hm rw [Real.dist_eq] at hm ⊢ have h₁ := abs_sub_le (A n) (S ε n) b have h₂ := abs_sub_le (S ε n) (T ε) b have h₃ := ht ε hε nlinarith lemma CriticalEvenOffspring.iid_endpoint_positive (p : CriticalEvenOffspring) (n : ℕ) : 0 < (p.iidLaw (2*n+1)).real {d | totalStep d = -1} := by have hlen : 2*n+1 = n+(n+1) := by omega rw [hlen] let d : Fin (n+(n+1)) → ℕ := (iidSplit n (n+1)).symm (fun _ => 2,fun _ => 0) have hd : iidSplit n (n+1) d = (fun _ => 2,fun _ => 0) := (iidSplit n (n+1)).apply_symm_apply _ have htotal : totalStep d = -1 := by rw [totalStep_split,hd] simp [totalStep] have hval (i : Fin (n+(n+1))) : d i=2 ∨ d i=0 := by refine Fin.addCases (fun j => ?_) (fun j => ?_) i · exact Or.inl (congrFun (congrArg Prod.fst hd) j) · exact Or.inr (congrFun (congrArg Prod.snd hd) j) have hsing : 0 < (p.iidLaw (n+(n+1))) {d} := by rw [iidLaw,Measure.pi_singleton] apply pos_iff_ne_zero.mpr apply Finset.prod_ne_zero_iff.mpr intro i _ apply ne_of_gt rw [p.law_singleton,ENNReal.ofReal_pos] rcases hval i with h|h · simpa only [h] using p.two_pos · simpa only [h] using p.zero_pos have hpos : 0 < (p.iidLaw (n+(n+1))) {d | totalStep d = -1} := by apply hsing.trans_le exact measure_mono (Set.singleton_subset_iff.mpr htotal) exact ENNReal.toReal_pos hpos.ne' (measure_ne_top _ _) def CriticalEvenOffspring.iidBridgeLaw (p : CriticalEvenOffspring) (n : ℕ) : Measure (Fin (2*n+1) → ℕ) := cond (p.iidLaw (2*n+1)) {d | totalStep d = -1} instance (p : CriticalEvenOffspring) (n : ℕ) : IsProbabilityMeasure (p.iidBridgeLaw n) := by apply cond_isProbabilityMeasure exact fun h => (p.iid_endpoint_positive n).ne' (by simp [measureReal_def,h]) def CriticalEvenOffspring.bridgeConstant (p : CriticalEvenOffspring) : ℝ := Real.sqrt (2*Real.pi)/(p.sigma*Real.pi) lemma CriticalEvenOffspring.bridgeConstant_pos (p : CriticalEvenOffspring) : 0 < p.bridgeConstant := div_pos (Real.sqrt_pos.mpr (mul_pos (by norm_num) Real.pi_pos)) (mul_pos p.sigma_pos Real.pi_pos) lemma CriticalEvenOffspring.iid_endpoint_limit (p : CriticalEvenOffspring) : Tendsto (fun n : ℕ => Real.sqrt ((2*n+1:ℕ):ℝ) * (p.iidLaw (2*n+1)).real {d | totalStep d = -1}) atTop (𝓝 p.bridgeConstant) := by obtain ⟨E,hE,hEt,hb⟩ := p.uniform_local_limit have hN : Tendsto (fun n : ℕ => 2*n+1) atTop atTop := tendsto_atTop_mono (fun n => by dsimp; omega) tendsto_id have h2 : Tendsto (fun n : ℕ => 2*n) atTop atTop := tendsto_atTop_mono (fun n => by dsimp; omega) tendsto_id have hden : Tendsto (fun n : ℕ => p.sigma*Real.sqrt ((2*n+1:ℕ):ℝ)) atTop atTop := (Real.tendsto_sqrt_atTop.comp (tendsto_natCast_atTop_atTop.comp hN)).const_mul_atTop p.sigma_pos have hx : Tendsto (fun n : ℕ => (-1:ℝ)/(p.sigma*Real.sqrt ((2*n+1:ℕ):ℝ))) atTop (𝓝 0) := tendsto_const_nhds.div_atTop hden have harg : Tendsto (fun n : ℕ => -((-1:ℝ)/(p.sigma*Real.sqrt ((2*n+1:ℕ):ℝ)))^2/2) atTop (𝓝 0) := by simpa only [zero_pow (by norm_num : (2:ℕ)≠0),neg_zero,zero_div] using (hx.pow 2).neg.div_const 2 have hp := ((Real.continuous_exp.tendsto 0).comp harg).const_mul p.bridgeConstant rw [Real.exp_zero,mul_one] at hp let A : ℕ → ℝ := fun n => Real.sqrt ((2*n+1:ℕ):ℝ) * (p.iidLaw (2*n+1)).real {d | totalStep d = -1} let G : ℕ → ℝ := fun n => p.bridgeConstant * Real.exp (-((-1:ℝ)/(p.sigma*Real.sqrt ((2*n+1:ℕ):ℝ)))^2/2) have herr : ∀ n, |A n-G n| ≤ E (2*n) := by intro n have hpar : Even (((2*n+1:ℕ):ℤ)+(-1)) := by refine ⟨(n:ℤ),?_⟩ push_cast ring have hh := hb (2*n) (-1) hpar simpa only [A,G,bridgeConstant,Nat.cast_add,Nat.cast_mul,Nat.cast_ofNat,Nat.cast_one, Int.cast_neg,Int.cast_one] using hh have he : Tendsto (fun n => A n-G n) atTop (𝓝 0) := by apply (tendsto_zero_iff_abs_tendsto_zero _).mpr exact squeeze_zero (fun _ => abs_nonneg _) herr (hEt.comp h2) have hadd := he.add (show Tendsto G atTop (𝓝 p.bridgeConstant) from hp) simpa only [sub_add_cancel,zero_add] using hadd lemma bridge_soft_numeric {M E B σ S T P K ε : ℝ} (hM : 0 ≤ M) (hE : 0 ≤ E) (hB : 0 < B) (hσ : 0 < σ) (hS : 0 < S) (hT : 0 < T) (hK : 0 < K) (hε : 0 ≤ ε) (hden : B/2 ≤ S*P) (hratio : S ≤ K*T) : 2*M*((2*E+B*(1+ε*(σ*S))/(σ*T))/T)/P ≤ (4*M*K/B)*(2*E+(B/σ)/T)+4*M*K^2*ε := by have hP : 0 < P := (mul_pos_iff_of_pos_left hS).mp ((half_pos hB).trans_le hden) have hTP : 0 < T*P := mul_pos hT hP have hi : 1/(T*P) ≤ 2*K/B := by rw [div_le_div_iff₀ hTP hB] have hh := mul_le_mul_of_nonneg_right hratio hP.le nlinarith have hn : 2*E+B*(1+ε*(σ*S))/(σ*T) ≤ 2*E+(B/σ)/T+B*ε*K := by have hh : S/T ≤ K := (div_le_iff₀ hT).mpr hratio have hm := mul_le_mul_of_nonneg_left hh (mul_nonneg hB.le hε) have he : B*(1+ε*(σ*S))/(σ*T) = (B/σ)/T+B*ε*(S/T) := by field_simp rw [he] linarith have hn0 : 0 ≤ 2*E+B*(1+ε*(σ*S))/(σ*T) := by positivity calc _ = (2*M)*(2*E+B*(1+ε*(σ*S))/(σ*T))*(1/(T*P)) := by ring _ ≤ (2*M)*(2*E+B*(1+ε*(σ*S))/(σ*T))*(2*K/B) := mul_le_mul_of_nonneg_left hi (mul_nonneg (by positivity) hn0) _ ≤ (2*M)*(2*E+(B/σ)/T+B*ε*K)*(2*K/B) := by exact mul_le_mul_of_nonneg_right (mul_le_mul_of_nonneg_left hn (by positivity)) (by positivity) _ = _ := by field_simp [hB.ne']; ring lemma exists_bridge_cutoff (t : unitInterval) (ht : (t:ℝ) < 1) : ∃ k : ℕ, 2 ≤ k ∧ (k:ℝ)*(t:ℝ) ≤ (k:ℝ)-1 := by obtain ⟨n,hn⟩ := exists_nat_one_div_lt (sub_pos.mpr ht) let k := n+2 have hk : 2 ≤ k := by omega have hnk : 1/(k:ℝ) ≤ 1/((n:ℝ)+1) := by apply one_div_le_one_div_of_le (by positivity) dsimp [k] push_cast linarith have hh : 1/(k:ℝ) < 1-(t:ℝ) := hnk.trans_lt hn have hkr : 0 < (k:ℝ) := by exact_mod_cast (show 0 < k by omega) have hx := (div_lt_iff₀ hkr).mp hh refine ⟨k,hk,?_⟩ nlinarith lemma bridge_split_parameters {t : unitInterval} {k N : ℕ} (hk : 2 ≤ k) (ht : (k:ℝ)*(t:ℝ) ≤ (k:ℝ)-1) (hN : k ≤ N) : (N-N/k)+(N/k-1+1)=N ∧ (N:ℝ)*(t:ℝ) ≤ (N-N/k:ℕ) ∧ Real.sqrt (N:ℝ) ≤ (k:ℝ)*Real.sqrt ((N/k-1+1:ℕ):ℝ) := by have hk0 : 0 < k := by omega have hkr : 0 < (k:ℝ) := by positivity have hq : 1 ≤ N/k := (Nat.le_div_iff_mul_le hk0).mpr (by simpa using hN) have hqN : N/k ≤ N := Nat.div_le_self N k have hqr : N/k-1+1=N/k := by omega refine ⟨by omega,?_,?_⟩ · have hmul : (k:ℝ)*((N/k:ℕ):ℝ) ≤ N := by exact_mod_cast Nat.mul_div_le N k have htN := mul_le_mul_of_nonneg_left ht (Nat.cast_nonneg N (α := ℝ)) have hm : ((N-N/k:ℕ):ℝ) = (N:ℝ)-((N/k:ℕ):ℝ) := Nat.cast_sub hqN rw [hm] nlinarith · rw [hqr] have hlt : N < k*(N/k+1) := by have hh := Nat.mod_lt N hk0 have he := Nat.mod_add_div N k nlinarith have hh : N ≤ 2*k*(N/k) := by nlinarith have hNR : (N:ℝ) ≤ 2*(k:ℝ)*((N/k:ℕ):ℝ) := by exact_mod_cast hh have hkr2 : (2:ℝ) ≤ k := by exact_mod_cast hk have hq0 : (0:ℝ) ≤ ((N/k:ℕ):ℝ) := by positivity have hsq := Real.sq_sqrt (Nat.cast_nonneg N (α := ℝ)) have hsq' := Real.sq_sqrt hq0 have hKsq : (2*(k:ℝ)) ≤ (k:ℝ)^2 := by nlinarith have hNN := hNR.trans (mul_le_mul_of_nonneg_right hKsq hq0) have hpos : 0 ≤ (k:ℝ)*Real.sqrt ((N/k:ℕ):ℝ) := by positivity nlinarith [Real.sqrt_nonneg (N:ℝ)] lemma bridge_suffix_tendsto {k : ℕ} (hk : 0 < k) : Tendsto (fun n : ℕ => (2*n+1)/k-1) atTop atTop := by apply tendsto_atTop.2 intro b filter_upwards [eventually_ge_atTop (k*(b+2))] with n hn have hq : b+2 ≤ (2*n+1)/k := (Nat.le_div_iff_mul_le hk).mpr (by nlinarith) omega theorem CriticalEvenOffspring.stopped_soft_error (p : CriticalEvenOffspring) (t : unitInterval) (ht : (t:ℝ)<1) {F : C(unitInterval,ℝ) → ℝ} {M : ℝ} (hM : 0 ≤ M) (hF : ∀ f, |F f| ≤ M) : ∃ C : ℝ, 0 ≤ C ∧ ∀ ε > 0, ∀ δ > 0, ∀ᶠ n in atTop, |(∫ d, F (stopPath t (p.iidWalk (2*n+1) d)) ∂p.iidBridgeLaw n) - (∫ d, F (stopPath t (p.iidWalk (2*n+1) d))* softCutoff ε (p.iidWalk (2*n+1) d 1) ∂p.iidLaw (2*n+1)) / (∫ d, softCutoff ε (p.iidWalk (2*n+1) d 1) ∂p.iidLaw (2*n+1))| ≤ C*ε+δ := by obtain ⟨k,hk,hkt⟩ := exists_bridge_cutoff t ht obtain ⟨E,hE,hEt,hb⟩ := p.prefix_soft_bound let r : ℕ → ℕ := fun n => (2*n+1)/k-1 have hr : Tendsto r atTop atTop := bridge_suffix_tendsto (by omega) have hT : Tendsto (fun n => Real.sqrt ((r n+1:ℕ):ℝ)) atTop atTop := Real.tendsto_sqrt_atTop.comp (tendsto_natCast_atTop_atTop.comp (tendsto_add_atTop_nat 1 |>.comp hr)) have hres : Tendsto (fun n => (4*M*(k:ℝ)/p.bridgeConstant)* (2*E (r n)+(p.bridgeConstant/p.sigma)/Real.sqrt ((r n+1:ℕ):ℝ))) atTop (𝓝 0) := by have hh := ((hEt.comp hr).const_mul 2).add (hT.const_div_atTop (p.bridgeConstant/p.sigma)) simpa only [mul_zero,add_zero,Function.comp_apply] using hh.const_mul (4*M*(k:ℝ)/p.bridgeConstant) refine ⟨4*M*(k:ℝ)^2,by positivity,?_⟩ intro ε hε δ hδ have hN : Tendsto (fun n : ℕ => 2*n+1) atTop atTop := tendsto_atTop_mono (fun n => by dsimp;omega) tendsto_id have hscale : Tendsto (fun n : ℕ => ε*(p.sigma*Real.sqrt ((2*n+1:ℕ):ℝ))) atTop atTop := ((Real.tendsto_sqrt_atTop.comp (tendsto_natCast_atTop_atTop.comp hN)).const_mul_atTop p.sigma_pos).const_mul_atTop hε have hden := p.iid_endpoint_limit.eventually (eventually_ge_nhds (show p.bridgeConstant/2 < p.bridgeConstant by linarith [p.bridgeConstant_pos])) have hsmall := hres.eventually (eventually_lt_nhds hδ) filter_upwards [hN.eventually (eventually_ge_atTop k),hscale.eventually (eventually_gt_atTop 1), hden,hsmall] with n hn hw hp he let m := (2*n+1)-(2*n+1)/k obtain ⟨hlen,htm,hratio⟩ := bridge_split_parameters hk hkt hn change m+(r n+1)=2*n+1 at hlen change ((2*n+1:ℕ):ℝ)*(t:ℝ) ≤ m at htm change Real.sqrt ((2*n+1:ℕ):ℝ) ≤ (k:ℝ)*Real.sqrt ((r n+1:ℕ):ℝ) at hratio have htm' : ((m+(r n+1):ℕ):ℝ)*(t:ℝ) ≤ m := by simpa only [hlen] using htm have hpar : Even (((m+(r n+1):ℕ):ℤ)-1) := by rw [hlen] refine ⟨(n:ℤ),?_⟩ push_cast ring have hw' : 1 < ε*(p.sigma*Real.sqrt (m+(r n+1))) := by simpa only [Nat.cast_add,Nat.cast_one] using (show 1 < ε*(p.sigma*Real.sqrt ((m+(r n+1):ℕ):ℝ)) from hlen ▸ hw) have hp' : 0 < (p.iidLaw (m+(r n+1))).real {d | totalStep d = -1} := by rw [hlen] exact p.iid_endpoint_positive n have hh := hb m (r n) ε hε hpar hw' hp' (fun a => F (p.prefixWalk m (r n+1) t a)) M hM (fun a => hF _) simp_rw [p.prefixWalk_eq m (r n+1) htm'] at hh have hcast : (m:ℝ)+((r n:ℝ)+1)=((2*n+1:ℕ):ℝ) := by exact_mod_cast hlen rw [hcast] at hh rw [hlen] at hh simp_rw [← p.iidWalk_endpoint (by omega : 0 < 2*n+1)] at hh have hcast' : (r n:ℝ)+1=((r n+1:ℕ):ℝ) := by norm_cast rw [hcast'] at hh change |_ - _| ≤ 2*M*((2*E (r n)+p.bridgeConstant* (1+ε*(p.sigma*Real.sqrt ((2*n+1:ℕ):ℝ)))/ (p.sigma*Real.sqrt ((r n+1:ℕ):ℝ)))/Real.sqrt ((r n+1:ℕ):ℝ)) / (p.iidLaw (2*n+1)).real {d | totalStep d = -1} at hh apply hh.trans have hnumb := bridge_soft_numeric hM (hE (r n)) p.bridgeConstant_pos p.sigma_pos (Real.sqrt_pos.mpr (by positivity : 0 < ((2*n+1:ℕ):ℝ))) (Real.sqrt_pos.mpr (by positivity : 0 < ((r n+1:ℕ):ℝ))) (by exact_mod_cast (show 0 < k by omega)) hε.le hp hratio exact hnumb.trans (by linarith) theorem CriticalEvenOffspring.stopped_bridge_integral_limit (p : CriticalEvenOffspring) {Ω : Type*} [MeasurableSpace Ω] {ν : Measure Ω} [IsProbabilityMeasure ν] {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B ν) (t : unitInterval) (ht : (t:ℝ)<1) {F : C(unitInterval,ℝ) → ℝ} {M : ℝ} {L : ℝ≥0} (hFM : ∀ f, |F f| ≤ M) (hF : LipschitzWith L F) : Tendsto (fun n => ∫ d, F (stopPath t (p.iidWalk (2*n+1) d)) ∂p.iidBridgeLaw n) atTop (𝓝 (∫ ω, F (stopPath t (bridgePath B ω)) ∂ν)) := by have hM : 0 ≤ M := (abs_nonneg (F 0)).trans (hFM 0) obtain ⟨C,hC,he⟩ := p.stopped_soft_error t ht hM hFM let G : C(unitInterval,ℝ) → ℝ := F ∘ stopPath t have hG : LipschitzWith L G := by simpa only [mul_one] using hF.comp (stopPath_lipschitz t) have hGM : ∀ f, |G f| ≤ M := fun f => hFM _ have hN : Tendsto (fun n : ℕ => 2*n+1) atTop atTop := tendsto_atTop_mono (fun n => by dsimp;omega) tendsto_id have hclt := p.iidWalk_CLT hB have hodd : TendstoInDistribution (fun n => p.iidWalk (2*n+1)) atTop (brownianPath B) (fun n => p.iidLaw (2*n+1)) ν := ⟨fun n => hclt.forall_aemeasurable (2*n+1),hclt.aemeasurable_limit,hclt.tendsto.comp hN⟩ have hep : (fun ω => brownianPath B ω 1) =ᵐ[ν] (fun ω => B 1 ω) := by filter_upwards [brownianPath_ae_eq hB] with ω hω exact hω 1 have hden (ε : ℝ) : (∫ ω, softCutoff ε (brownianPath B ω 1) ∂ν) = ∫ ω, softCutoff ε (B 1 ω) ∂ν := integral_congr_ae (hep.fun_comp (softCutoff ε)) have hnum (ε : ℝ) : (∫ ω, G (brownianPath B ω)*softCutoff ε (brownianPath B ω 1) ∂ν) = ∫ ω, G (brownianPath B ω)*softCutoff ε (B 1 ω) ∂ν := by apply integral_congr_ae filter_upwards [hep] with ω hω rw [hω] apply tendsto_of_soft_windows hC L.coe_nonneg he (T := fun ε => (∫ ω, G (brownianPath B ω)*softCutoff ε (B 1 ω) ∂ν) / (∫ ω, softCutoff ε (B 1 ω) ∂ν)) · intro ε hε have hh := soft_weighted_tendsto hodd hG.continuous (show Continuous (fun f : C(unitInterval,ℝ) => f 1) from by fun_prop) hGM hε (show 0 < ∫ ω, softCutoff ε (brownianPath B ω 1) ∂ν from by rw [hden]; exact brownian_softCutoff_pos hB.toIsPreBrownianReal hε) rw [hnum,hden] at hh exact hh · intro ε hε exact brownian_soft_bridge_bound hB hGM hG hε theorem CriticalEvenOffspring.stopped_bridge_CLT (p : CriticalEvenOffspring) {Ω : Type*} [MeasurableSpace Ω] {ν : Measure Ω} [IsProbabilityMeasure ν] {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B ν) (t : unitInterval) (ht : (t:ℝ)<1) : TendstoInDistribution (fun n d => stopPath t (p.iidWalk (2*n+1) d)) atTop (fun ω => stopPath t (bridgePath B ω)) p.iidBridgeLaw ν := by have hX (n : ℕ) : AEMeasurable (fun d => stopPath t (p.iidWalk (2*n+1) d)) (p.iidBridgeLaw n) := ((continuous_stopPath t).measurable.comp (p.iidWalk_measurable _)).aemeasurable have hY : AEMeasurable (fun ω => stopPath t (bridgePath B ω)) ν := (continuous_stopPath t).measurable.comp_aemeasurable (bridgePath_aemeasurable hB) refine ⟨hX,hY,?_⟩ apply tendsto_iff_forall_lipschitz_integral_tendsto.mpr rintro F ⟨M,hM⟩ ⟨L,hL⟩ change Tendsto (fun n => ∫ f, F f ∂(p.iidBridgeLaw n).map (fun d => stopPath t (p.iidWalk (2*n+1) d))) atTop (𝓝 (∫ f, F f ∂ν.map (fun ω => stopPath t (bridgePath B ω)))) simp_rw [integral_map (hX _) hL.continuous.aestronglyMeasurable, integral_map hY hL.continuous.aestronglyMeasurable] apply p.stopped_bridge_integral_limit hB t ht (M := |F 0|+M) (L := L) _ hL intro f have hh := hM f 0 rw [Real.dist_eq] at hh linarith [abs_sub_abs_le_abs_sub (F f) (F 0)] lemma hat_reverse (N : ℕ) (i : Fin (N+1)) (t : unitInterval) : hat N i.rev.val (unitInterval.symm t) = hat N i.val t := by change max 0 (1-|(N:ℝ)*(1-(t:ℝ))-(i.rev.val:ℝ)|) = _ have hi : i.rev.val=N-i.val := by simp [Fin.val_rev] have hile : i.val ≤ N := Nat.le_of_lt_succ i.isLt rw [hi,Nat.cast_sub hile] have he : (N:ℝ)*(1-(t:ℝ))-((N:ℝ)-i.val) = -((N:ℝ)*(t:ℝ)-i.val) := by ring rw [he,abs_neg] rfl lemma interpolation_reverse (N : ℕ) (a : Fin (N+1) → ℝ) (c : ℝ) (t : unitInterval) : interpolation N (fun i => c-a i.rev) t = c-interpolation N a (unitInterval.symm t) := by rw [interpolation_apply,interpolation_apply] have hs : (∑ i : Fin (N+1), a i*hat N i.val (unitInterval.symm t)) = ∑ i : Fin (N+1), a i.rev*hat N i.val t := by rw [← Equiv.sum_comp Fin.revPerm (fun i : Fin (N+1) => a i*hat N i.val (unitInterval.symm t))] apply Finset.sum_congr rfl intro i _ simp only [Fin.revPerm_apply,hat_reverse] rw [hs] simp_rw [sub_mul] rw [Finset.sum_sub_distrib,← Finset.mul_sum,hat_sum,mul_one] lemma reverse_partial_sum (N : ℕ) (x : Fin N → ℝ) (i : Fin (N+1)) : (∑ j : Fin N, if j.val < i.val then x j.rev else 0) = (∑ j : Fin N, x j)-(∑ j : Fin N, if j.val < i.rev.val then x j else 0) := by rw [← Equiv.sum_comp Fin.revPerm (fun j : Fin N => if j.val < i.val then x j.rev else 0), ← Finset.sum_sub_distrib] apply Finset.sum_congr rfl intro j _ simp only [Fin.revPerm_apply,Fin.rev_rev] have hi : i.rev.val=N-i.val := by simp [Fin.val_rev] have hj : j.rev.val=N-1-j.val := by simp [Fin.val_rev];omega have hb : j.rev.val < i.val ↔ ¬ j.val < i.rev.val := by rw [hi,hj];omega by_cases h : j.val < i.rev.val <;> simp only [hb,h,not_true_eq_false,not_false_eq_true,ite_true,ite_false,sub_self,sub_zero] lemma interpolation_increments_reverse (N : ℕ) (x : Fin N → ℝ) (a : ℝ) (t : unitInterval) : interpolation N (fun i => (∑ j : Fin N, if j.val < i.val then x j.rev else 0)/a) t = (∑ j : Fin N, x j)/a - interpolation N (fun i => (∑ j : Fin N, if j.val < i.val then x j else 0)/a) (unitInterval.symm t) := by simp_rw [reverse_partial_sum,sub_div] exact interpolation_reverse N (fun i : Fin (N+1) => (∑ j : Fin N, if j.val < i.val then x j else 0)/a) ((∑ j : Fin N, x j)/a) t lemma measurePreserving_cond {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {e : Ω → Ω} (he : MeasurePreserving e μ μ) {s : Set Ω} (hs : MeasurableSet s) (hes : e ⁻¹' s=s) : MeasurePreserving e (cond μ s) (cond μ s) := by refine ⟨he.measurable,?_⟩ apply Measure.ext intro A hA rw [Measure.map_apply he.measurable hA,cond_apply hs,cond_apply hs] congr 1 calc μ (s ∩ e ⁻¹' A) = μ (e ⁻¹' (s ∩ A)) := by rw [Set.preimage_inter,hes] _ = μ (s ∩ A) := he.measure_preimage (hs.inter hA).nullMeasurableSet def reverseArray (N : ℕ) : (Fin N → ℕ) ≃ᵐ (Fin N → ℕ) := MeasurableEquiv.piCongrLeft (fun _ : Fin N => ℕ) Fin.revPerm lemma reverseArray_apply (N : ℕ) (d : Fin N → ℕ) (i : Fin N) : reverseArray N d i = d i.rev := by simpa only [Fin.revPerm_apply,Fin.rev_rev,reverseArray] using MeasurableEquiv.piCongrLeft_apply_apply Fin.revPerm (β := fun _ : Fin N => ℕ) d i.rev lemma reverseArray_preserving (μ : Measure ℕ) [SigmaFinite μ] (N : ℕ) : MeasurePreserving (reverseArray N) (Measure.pi (fun _ : Fin N => μ)) (Measure.pi (fun _ : Fin N => μ)) := measurePreserving_piCongrLeft (fun _ : Fin N => μ) Fin.revPerm lemma reverseArray_sum (N : ℕ) (d : Fin N → ℕ) (f : ℕ → ℤ) : (∑ i : Fin N, f (reverseArray N d i)) = ∑ i : Fin N, f (d i) := by simpa only [reverseArray_apply,Fin.revPerm_apply] using Equiv.sum_comp Fin.revPerm (fun i : Fin N => f (d i)) lemma reverseArray_cond_preserving (μ : Measure ℕ) [SigmaFinite μ] (N : ℕ) (f : ℕ → ℤ) (j : ℤ) : MeasurePreserving (reverseArray N) (cond (Measure.pi (fun _ : Fin N => μ)) {d | (∑ i : Fin N, f (d i))=j}) (cond (Measure.pi (fun _ : Fin N => μ)) {d | (∑ i : Fin N, f (d i))=j}) := by apply measurePreserving_cond (reverseArray_preserving μ N) (by measurability) ext d simp only [Set.mem_preimage,Set.mem_ofPred_eq,reverseArray_sum] lemma stopPath_one (f : C(unitInterval,ℝ)) : stopPath 1 f=f := by ext s rw [stopPath_apply,min_eq_left (show s ≤ (1:unitInterval) from s.property.2)] lemma stopPath_zero (f : C(unitInterval,ℝ)) : stopPath 0 f=ContinuousMap.const _ (f 0) := by ext s simp [stopPath_apply] lemma continuous_stopPath_time (f : C(unitInterval,ℝ)) : Continuous (fun t => stopPath t f) := by apply ContinuousMap.continuous_of_continuous_uncurry exact f.continuous.comp (continuous_snd.min continuous_fst) lemma dist_stop_reverse_le (f g : C(unitInterval,ℝ)) (c : ℝ) (hfg : ∀ u, g u=c-f (unitInterval.symm u)) (t : unitInterval) : dist f (stopPath t f) ≤ 2*‖stopPath (unitInterval.symm t) g‖ := by apply (ContinuousMap.dist_le (by positivity)).mpr intro u have hval (v : unitInterval) (hv : v ≤ unitInterval.symm t) : |g v| ≤ ‖stopPath (unitInterval.symm t) g‖ := by have hh := ContinuousMap.norm_coe_le_norm (stopPath (unitInterval.symm t) g) v simpa only [stopPath_apply,min_eq_left hv,Real.norm_eq_abs] using hh rw [stopPath_apply,Real.dist_eq] by_cases hu : u ≤ t · simp only [min_eq_left hu,sub_self,abs_zero] positivity · have htu : t ≤ u := le_of_not_ge hu rw [min_eq_right htu] have hv := hval (unitInterval.symm u) ((unitInterval.symm_le_symm).mpr htu) have ht' := hval (unitInterval.symm t) le_rfl have hdiff : f u-f t = g (unitInterval.symm t)-g (unitInterval.symm u) := by rw [hfg,hfg,unitInterval.symm_symm,unitInterval.symm_symm] ring rw [hdiff] exact (abs_sub _ _).trans (by linarith) def earlyTime (j : ℕ) : unitInterval := ⟨1/((j:ℝ)+2),by constructor <;> (try positivity); apply (div_le_one (by positivity)).mpr; linarith [Nat.cast_nonneg j (α := ℝ)]⟩ lemma earlyTime_pos (j : ℕ) : (0:ℝ) 1/((j:ℝ)+2)) atTop (𝓝 0) exact (tendsto_natCast_atTop_atTop.atTop_add tendsto_const_nhds).const_div_atTop 1 lemma lateTime_tendsto : Tendsto (fun j => unitInterval.symm (earlyTime j)) atTop (𝓝 1) := by simpa only [unitInterval.symm_zero,Function.comp_def] using unitInterval.continuous_symm.tendsto 0 |>.comp earlyTime_tendsto lemma norm_stop_early_tendsto (f : C(unitInterval,ℝ)) (hf : f 0=0) : Tendsto (fun j => ‖stopPath (earlyTime j) f‖) atTop (𝓝 0) := by have h := ((continuous_stopPath_time f).tendsto 0 |>.comp earlyTime_tendsto).norm simpa only [stopPath_zero,hf,ContinuousMap.const_zero,norm_zero,Function.comp_def] using h lemma stop_late_tendsto (f : C(unitInterval,ℝ)) : Tendsto (fun j => stopPath (unitInterval.symm (earlyTime j)) f) atTop (𝓝 f) := by simpa only [stopPath_one,Function.comp_def] using (continuous_stopPath_time f).tendsto 1 |>.comp lateTime_tendsto def freezeGauge (M : ℝ) (L : ℝ≥0) (f : C(unitInterval,ℝ)) : ℝ := min (2*M) (2*(L:ℝ)*‖f‖) lemma freezeGauge_continuous (M : ℝ) (L : ℝ≥0) : Continuous (freezeGauge M L) := by unfold freezeGauge fun_prop lemma freezeGauge_nonneg {M : ℝ} (hM : 0 ≤ M) (L : ℝ≥0) (f : C(unitInterval,ℝ)) : 0 ≤ freezeGauge M L f := by unfold freezeGauge;positivity lemma freezeGauge_abs_le {M : ℝ} (hM : 0 ≤ M) (L : ℝ≥0) (f : C(unitInterval,ℝ)) : |freezeGauge M L f| ≤ 2*M := by rw [abs_of_nonneg (freezeGauge_nonneg hM L f)] exact min_le_left _ _ lemma integral_reverse_freeze_bound {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] {e : Ω ≃ᵐ Ω} (he : MeasurePreserving e μ μ) {X : Ω → C(unitInterval,ℝ)} (hX : AEMeasurable X μ) (c : Ω → ℝ) (hrev : ∀ ω u, X (e ω) u=c ω-X ω (unitInterval.symm u)) {F : C(unitInterval,ℝ) → ℝ} {M : ℝ} {L : ℝ≥0} (hFM : ∀ f, |F f| ≤ M) (hF : LipschitzWith L F) (t : unitInterval) : |(∫ ω, F (X ω) ∂μ)-(∫ ω, F (stopPath t (X ω)) ∂μ)| ≤ ∫ ω, freezeGauge M L (stopPath (unitInterval.symm t) (X ω)) ∂μ := by have hM : 0 ≤ M := (abs_nonneg (F 0)).trans (hFM 0) have hi (Z : Ω → C(unitInterval,ℝ)) (hZ : AEMeasurable Z μ) : Integrable (fun ω => F (Z ω)) μ := Integrable.of_bound (hF.continuous.measurable.comp_aemeasurable hZ).aestronglyMeasurable M (ae_of_all μ (fun ω => hFM _)) have hstop : AEMeasurable (fun ω => stopPath t (X ω)) μ := (continuous_stopPath t).measurable.comp_aemeasurable hX have hg : Integrable (fun ω => freezeGauge M L (stopPath (unitInterval.symm t) (X (e ω)))) μ := by apply Integrable.of_bound _ (2*M) (ae_of_all μ (fun ω => freezeGauge_abs_le hM L _)) exact ((freezeGauge_continuous M L).measurable.comp_aemeasurable ((continuous_stopPath _).measurable.comp_aemeasurable (hX.comp_quasiMeasurePreserving he.quasiMeasurePreserving))).aestronglyMeasurable rw [← integral_sub (hi _ hX) (hi _ hstop)] apply (show |∫ ω, F (X ω)-F (stopPath t (X ω)) ∂μ| ≤ ∫ ω, |F (X ω)-F (stopPath t (X ω))| ∂μ by simpa only [Real.norm_eq_abs] using norm_integral_le_integral_norm (fun ω => F (X ω)-F (stopPath t (X ω)))).trans calc _ ≤ ∫ ω, freezeGauge M L (stopPath (unitInterval.symm t) (X (e ω))) ∂μ := by apply integral_mono ((hi _ hX).sub (hi _ hstop)).norm hg intro ω change |F (X ω)-F (stopPath t (X ω))| ≤ min (2*M) (2*(L:ℝ)*‖stopPath (unitInterval.symm t) (X (e ω))‖) apply le_min · linarith [abs_sub (F (X ω)) (F (stopPath t (X ω))),hFM (X ω),hFM (stopPath t (X ω))] · have hb := dist_stop_reverse_le (X ω) (X (e ω)) (c ω) (hrev ω) t have hl := hF.dist_le_mul (X ω) (stopPath t (X ω)) rw [Real.dist_eq] at hl calc _ ≤ (L:ℝ)*dist (X ω) (stopPath t (X ω)) := hl _ ≤ (L:ℝ)*(2*‖stopPath (unitInterval.symm t) (X (e ω))‖) := mul_le_mul_of_nonneg_left hb L.coe_nonneg _ = _ := by ring _ = _ := he.integral_comp' (fun ω => freezeGauge M L (stopPath (unitInterval.symm t) (X ω))) lemma early_gauge_integral_tendsto {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] {X : Ω → C(unitInterval,ℝ)} (hX : AEMeasurable X μ) (hz : ∀ᵐ ω ∂μ, X ω 0=0) {M : ℝ} (hM : 0 ≤ M) (L : ℝ≥0) : Tendsto (fun j => ∫ ω, freezeGauge M L (stopPath (earlyTime j) (X ω)) ∂μ) atTop (𝓝 0) := by have hh := tendsto_integral_of_dominated_convergence (fun _ : Ω => 2*M) (F := fun j ω => freezeGauge M L (stopPath (earlyTime j) (X ω))) (f := fun _ => 0) (fun j => ((freezeGauge_continuous M L).measurable.comp_aemeasurable ((continuous_stopPath _).measurable.comp_aemeasurable hX)).aestronglyMeasurable) (integrable_const _) (fun j => ae_of_all μ (fun ω => freezeGauge_abs_le hM L _)) (by filter_upwards [hz] with ω hω have h := tendsto_const_nhds.min ((norm_stop_early_tendsto (X ω) hω).const_mul (2*(L:ℝ))) (f := fun _ : ℕ => 2*M) simpa only [freezeGauge,mul_zero,min_eq_right (by positivity : 0 ≤ 2*M)] using h) simpa only [integral_zero] using hh lemma late_integral_tendsto {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] {X : Ω → C(unitInterval,ℝ)} (hX : AEMeasurable X μ) {F : C(unitInterval,ℝ) → ℝ} (hF : Continuous F) {M : ℝ} (hFM : ∀ f, |F f| ≤ M) : Tendsto (fun j => ∫ ω, F (stopPath (unitInterval.symm (earlyTime j)) (X ω)) ∂μ) atTop (𝓝 (∫ ω, F (X ω) ∂μ)) := by exact tendsto_integral_of_dominated_convergence (fun _ : Ω => M) (fun j => (hF.measurable.comp_aemeasurable ((continuous_stopPath _).measurable.comp_aemeasurable hX)).aestronglyMeasurable) (integrable_const _) (fun j => ae_of_all μ (fun ω => hFM _)) (ae_of_all μ (fun ω => (hF.tendsto (X ω)).comp (stop_late_tendsto (X ω)))) lemma CriticalEvenOffspring.iidWalk_reverse (p : CriticalEvenOffspring) (N : ℕ) (d : Fin N → ℕ) (t : unitInterval) : p.iidWalk N (reverseArray N d) t = (∑ j : Fin N, p.standardStep (d j))/Real.sqrt N- p.iidWalk N d (unitInterval.symm t) := by unfold iidWalk simp_rw [reverseArray_apply] exact interpolation_increments_reverse N (fun j => p.standardStep (d j)) (Real.sqrt N) t lemma CriticalEvenOffspring.bridge_reverse_preserving (p : CriticalEvenOffspring) (n : ℕ) : MeasurePreserving (reverseArray (2*n+1)) (p.iidBridgeLaw n) (p.iidBridgeLaw n) := reverseArray_cond_preserving p.law.toMeasure (2*n+1) (fun k => (k:ℤ)-1) (-1) lemma bridgePath_zero_ae {Ω : Type*} [MeasurableSpace Ω] {ν : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B ν) : ∀ᵐ ω ∂ν, bridgePath B ω 0=0 := by filter_upwards [bridgePath_ae_eq hB,hB.eval_zero_ae_eq_zero] with ω hω hz rw [hω] change B 0 ω-(0:ℝ)*B 1 ω=0 simp [hz] theorem CriticalEvenOffspring.bridge_integral_limit (p : CriticalEvenOffspring) {Ω : Type*} [MeasurableSpace Ω] {ν : Measure Ω} [IsProbabilityMeasure ν] {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B ν) {F : C(unitInterval,ℝ) → ℝ} {M : ℝ} {L : ℝ≥0} (hFM : ∀ f, |F f| ≤ M) (hF : LipschitzWith L F) : Tendsto (fun n => ∫ d, F (p.iidWalk (2*n+1) d) ∂p.iidBridgeLaw n) atTop (𝓝 (∫ ω, F (bridgePath B ω) ∂ν)) := by have hM : 0 ≤ M := (abs_nonneg (F 0)).trans (hFM 0) let A : ℕ → ℝ := fun n => ∫ d, F (p.iidWalk (2*n+1) d) ∂p.iidBridgeLaw n let S : ℕ → ℕ → ℝ := fun j n => ∫ d, F (stopPath (unitInterval.symm (earlyTime j)) (p.iidWalk (2*n+1) d)) ∂p.iidBridgeLaw n let b : ℝ := ∫ ω, F (bridgePath B ω) ∂ν let a : ℕ → ℝ := fun j => ∫ ω, F (stopPath (unitInterval.symm (earlyTime j)) (bridgePath B ω)) ∂ν let R : ℕ → ℕ → ℝ := fun j n => ∫ d, freezeGauge M L (stopPath (earlyTime j) (p.iidWalk (2*n+1) d)) ∂p.iidBridgeLaw n let r : ℕ → ℝ := fun j => ∫ ω, freezeGauge M L (stopPath (earlyTime j) (bridgePath B ω)) ∂ν have hlate (j : ℕ) : ((unitInterval.symm (earlyTime j):unitInterval):ℝ)<1 := by rw [unitInterval.coe_symm_eq] linarith [earlyTime_pos j] have hS (j : ℕ) : Tendsto (S j) atTop (𝓝 (a j)) := p.stopped_bridge_integral_limit hB _ (hlate j) hFM hF have hR (j : ℕ) : Tendsto (R j) atTop (𝓝 (r j)) := by exact integral_tendsto_of_tendstoInDistribution (p.stopped_bridge_CLT hB _ (earlyTime_lt_one j)) (freezeGauge_continuous M L) (freezeGauge_abs_le hM L) have hr : Tendsto r atTop (𝓝 0) := early_gauge_integral_tendsto (bridgePath_aemeasurable hB) (bridgePath_zero_ae hB) hM L have ha : Tendsto a atTop (𝓝 b) := late_integral_tendsto (bridgePath_aemeasurable hB) hF.continuous hFM have he (j n : ℕ) : |A n-S j n| ≤ R j n := by have hh := integral_reverse_freeze_bound (p.bridge_reverse_preserving n) (p.iidWalk_measurable (2*n+1)).aemeasurable (fun d => (∑ i : Fin (2*n+1), p.standardStep (d i))/Real.sqrt ((2*n+1:ℕ):ℝ)) (p.iidWalk_reverse (2*n+1)) hFM hF (unitInterval.symm (earlyTime j)) simpa only [unitInterval.symm_symm] using hh change Tendsto A atTop (𝓝 b) rw [Metric.tendsto_nhds] intro ε hε obtain ⟨j,hj,hja⟩ := ((Metric.tendsto_nhds.mp hr (ε/4) (by positivity)).and (Metric.tendsto_nhds.mp ha (ε/4) (by positivity))).exists rw [Real.dist_eq,sub_zero] at hj rw [Real.dist_eq] at hja have hSn := Metric.tendsto_nhds.mp (hS j) (ε/4) (by positivity) have hRn := (hR j).eventually (eventually_lt_nhds (show r j < r j+ε/4 by linarith)) filter_upwards [hSn,hRn] with n hn hnr rw [Real.dist_eq] at hn ⊢ have h₁ := abs_sub_le (A n) (S j n) b have h₂ := abs_sub_le (S j n) (a j) b have h₃ := he j n linarith [le_abs_self (r j)] theorem CriticalEvenOffspring.iidBridge_CLT (p : CriticalEvenOffspring) {Ω : Type*} [MeasurableSpace Ω] {ν : Measure Ω} [IsProbabilityMeasure ν] {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B ν) : TendstoInDistribution (fun n => p.iidWalk (2*n+1)) atTop (bridgePath B) p.iidBridgeLaw ν := by have hX (n : ℕ) : AEMeasurable (p.iidWalk (2*n+1)) (p.iidBridgeLaw n) := (p.iidWalk_measurable _).aemeasurable have hY := bridgePath_aemeasurable hB refine ⟨hX,hY,?_⟩ apply tendsto_iff_forall_lipschitz_integral_tendsto.mpr rintro F ⟨M,hM⟩ ⟨L,hL⟩ change Tendsto (fun n => ∫ f, F f ∂(p.iidBridgeLaw n).map (p.iidWalk (2*n+1))) atTop (𝓝 (∫ f, F f ∂ν.map (bridgePath B))) simp_rw [integral_map (hX _) hL.continuous.aestronglyMeasurable, integral_map hY hL.continuous.aestronglyMeasurable] apply p.bridge_integral_limit hB (M := |F 0|+M) (L := L) _ hL intro f have hh := hM f 0 rw [Real.dist_eq] at hh linarith [abs_sub_abs_le_abs_sub (F f) (F 0)] end FKCRT.TreeCoding end end OAI