import OAI.Probability.FKMaps.Model namespace OAI noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT lemma interval_image_bddBelow {e : unitInterval → ℝ} (he : Continuous e) (s t : unitInterval) : BddBelow (e '' Set.uIcc s t) := (isCompact_uIcc.image he).bddBelow lemma interval_inf_le_left {e : unitInterval → ℝ} (he : Continuous e) (s t : unitInterval) : sInf (e '' Set.uIcc s t) ≤ e s := csInf_le (interval_image_bddBelow he s t) (mem_image_of_mem e left_mem_uIcc) lemma interval_inf_le_right {e : unitInterval → ℝ} (he : Continuous e) (s t : unitInterval) : sInf (e '' Set.uIcc s t) ≤ e t := csInf_le (interval_image_bddBelow he s t) (mem_image_of_mem e right_mem_uIcc) lemma excursionDist_self (e : unitInterval → ℝ) (s : unitInterval) : excursionDist e s s = 0 := by simp [excursionDist, two_mul] lemma excursionDist_comm (e : unitInterval → ℝ) (s t : unitInterval) : excursionDist e s t = excursionDist e t s := by simp only [excursionDist, uIcc_comm t s] ring lemma excursionDist_nonneg {e : unitInterval → ℝ} (he : Continuous e) (s t : unitInterval) : 0 ≤ excursionDist e s t := by have h1 := interval_inf_le_left he s t have h2 := interval_inf_le_right he s t dsimp [excursionDist, two_mul] linarith lemma interval_inf_ge_min {e : unitInterval → ℝ} (he : Continuous e) (s t u : unitInterval) : min (sInf (e '' Set.uIcc s t)) (sInf (e '' Set.uIcc t u)) ≤ sInf (e '' Set.uIcc s u) := by apply le_csInf (nonempty_uIcc.image e) rintro _ ⟨v, hv, rfl⟩ rcases uIcc_subset_uIcc_union_uIcc hv with h | h · exact (min_le_left _ _).trans (csInf_le (interval_image_bddBelow he s t) (mem_image_of_mem e h)) · exact (min_le_right _ _).trans (csInf_le (interval_image_bddBelow he t u) (mem_image_of_mem e h)) lemma excursionDist_triangle {e : unitInterval → ℝ} (he : Continuous e) (s t u : unitInterval) : excursionDist e s u ≤ excursionDist e s t + excursionDist e t u := by have h1 := interval_inf_le_right he s t have h2 := interval_inf_le_left he t u have h3 := interval_inf_ge_min he s t u dsimp [excursionDist, two_mul] rcases le_total (sInf (e '' Set.uIcc s t)) (sInf (e '' Set.uIcc t u)) with h | h · rw [min_eq_left h] at h3 linarith · rw [min_eq_right h] at h3 linarith lemma excursionDist_eq_of_zero_left {e : unitInterval → ℝ} (he : Continuous e) {s t : unitInterval} (hst : excursionDist e s t = 0) (u : unitInterval) : excursionDist e s u = excursionDist e t u := by have h1 := excursionDist_triangle he s t u have h2 := excursionDist_triangle he t s u rw [excursionDist_comm e t s, hst] at h2 rw [hst] at h1 linarith lemma excursionDist_zero_of_eqvGen {e : unitInterval → ℝ} (he : Continuous e) {s t : unitInterval} (hst : Relation.EqvGen (fun s t => excursionDist e s t = 0) s t) : excursionDist e s t = 0 := by induction hst with | rel s t h => exact h | refl s => exact excursionDist_self e s | symm s t _ h => simpa only [excursionDist_comm e t s] using h | trans s t u _ _ h1 h2 => have h3 := excursionDist_triangle he s t u have h4 := excursionDist_nonneg he s u rw [h1, h2] at h3 linarith lemma treeProjection_surjective (e : unitInterval → ℝ) : Function.Surjective (treeProjection e) := Quotient.mk_surjective lemma excursionDist_out {e : unitInterval → ℝ} (he : Continuous e) (s t : unitInterval) : excursionDist e (treeProjection e s).out (treeProjection e t).out = excursionDist e s t := by unfold treeProjection rw [excursionDist_eq_of_zero_left he (excursionDist_zero_of_eqvGen he (Quotient.mk_out (s := Relation.EqvGen.setoid (fun s t => excursionDist e s t = 0)) s))] rw [excursionDist_comm e s, excursionDist_eq_of_zero_left he (excursionDist_zero_of_eqvGen he (Quotient.mk_out (s := Relation.EqvGen.setoid (fun s t => excursionDist e s t = 0)) t)), excursionDist_comm] /-- The excursion quotient, with the genuine induced metric. -/ @[instance_reducible] def excursionTreeMetric {e : unitInterval → ℝ} (he : Continuous e) : MetricSpace (ExcursionTree e) where dist x y := excursionDist e x.out y.out dist_self x := excursionDist_self e x.out dist_comm x y := excursionDist_comm e x.out y.out dist_triangle x y z := excursionDist_triangle he x.out y.out z.out eq_of_dist_eq_zero {x y} h := by rw [← x.out_eq, ← y.out_eq] exact Quotient.sound (Relation.EqvGen.rel _ _ h) lemma unitInterval_dist_le_of_mem_uIcc {r s t : unitInterval} (hr : r ∈ uIcc s t) : dist r s ≤ dist t s := by change |(r : ℝ) - (s : ℝ)| ≤ |(t : ℝ) - (s : ℝ)| rcases le_total s t with h | h · rw [uIcc_of_le h] at hr have h1 : (s : ℝ) ≤ (r : ℝ) := hr.1 have h2 : (r : ℝ) ≤ (t : ℝ) := hr.2 rw [abs_of_nonneg (sub_nonneg.mpr h1), abs_of_nonneg (sub_nonneg.mpr (h1.trans h2))] linarith · rw [uIcc_of_ge h] at hr have h1 : (t : ℝ) ≤ (r : ℝ) := hr.1 have h2 : (r : ℝ) ≤ (s : ℝ) := hr.2 rw [abs_of_nonpos (sub_nonpos.mpr h2), abs_of_nonpos (sub_nonpos.mpr (h1.trans h2))] linarith lemma treeProjection_continuous {e : unitInterval → ℝ} (he : Continuous e) : @Continuous _ _ inferInstance (excursionTreeMetric he).toUniformSpace.toTopologicalSpace (treeProjection e) := by let : MetricSpace (ExcursionTree e) := excursionTreeMetric he apply Metric.continuous_iff.mpr intro s ε hε obtain ⟨δ, hδ, h⟩ := Metric.continuous_iff.mp he s (ε / 4) (by positivity) refine ⟨δ, hδ, ?_⟩ intro t ht change excursionDist e (treeProjection e t).out (treeProjection e s).out < ε rw [excursionDist_out he] have h1 : e t < e s + ε / 4 := by have := (abs_lt.mp (h t ht)).2 linarith have h2 : e s - ε / 4 ≤ sInf (e '' uIcc t s) := by apply le_csInf (nonempty_uIcc.image e) rintro _ ⟨r, hr, rfl⟩ rw [uIcc_comm] at hr have hd : dist r s < δ := (unitInterval_dist_le_of_mem_uIcc hr).trans_lt ht have := (abs_lt.mp (h r hd)).1 linarith dsimp [excursionDist] linarith lemma excursionTree_topology {e : unitInterval → ℝ} (he : Continuous e) : (excursionTreeMetric he).toUniformSpace.toTopologicalSpace = TopologicalSpace.coinduced (treeProjection e) inferInstance := by let m : MetricSpace (ExcursionTree e) := excursionTreeMetric he let t : TopologicalSpace (ExcursionTree e) := m.toUniformSpace.toTopologicalSpace have hc : Continuous (treeProjection e) := treeProjection_continuous he exact (hc.isClosedMap.isQuotientMap hc (treeProjection_surjective e)).isCoinducing.eq_coinduced lemma excursionTree_compact {e : unitInterval → ℝ} (he : Continuous e) : @CompactSpace (ExcursionTree e) (excursionTreeMetric he).toUniformSpace.toTopologicalSpace := by let m : MetricSpace (ExcursionTree e) := excursionTreeMetric he let t : TopologicalSpace (ExcursionTree e) := m.toUniformSpace.toTopologicalSpace have hc : Continuous (treeProjection e) := treeProjection_continuous he apply isCompact_univ_iff.mp have h := isCompact_univ.image hc rwa [image_univ, (treeProjection_surjective e).range_eq] at h lemma unitInterval_volume_univ : (volume : Measure unitInterval) univ = 1 := by rw [volume_set_coe_def, comap_subtype_coe_apply measurableSet_Icc, Set.image_univ, Subtype.range_coe] rw [Real.volume_Icc] norm_num lemma treeSpace_mass_univ (e : unitInterval → ℝ) : (treeSpace e).mass univ = 1 := by let t : TopologicalSpace (ExcursionTree e) := TopologicalSpace.coinduced (treeProjection e) inferInstance let ms : MeasurableSpace (ExcursionTree e) := borel _ let bs : BorelSpace (ExcursionTree e) := ⟨rfl⟩ have hc : Continuous (treeProjection e) := continuous_iff_coinduced_le.mpr le_rfl change (Measure.map (treeProjection e) (volume : Measure unitInterval)) univ = 1 rw [Measure.map_apply hc.measurable MeasurableSet.univ, preimage_univ, unitInterval_volume_univ] /-- A continuous excursion codes a compact metric probability space. No positivity or endpoint hypotheses are required for this validity statement. -/ lemma treeSpace_valid {e : unitInterval → ℝ} (he : Continuous e) : (treeSpace e).Valid := by refine ⟨excursionTreeMetric he, ?_⟩ refine ⟨fun _ _ => rfl, excursionTree_compact he, ?_, treeSpace_mass_univ e⟩ change @borel _ (TopologicalSpace.coinduced (treeProjection e) inferInstance) = @borel _ (excursionTreeMetric he).toUniformSpace.toTopologicalSpace rw [excursionTree_topology he] lemma interval_inf_sub_le {e f : unitInterval → ℝ} (he : Continuous e) (s t : unitInterval) {ε : ℝ} (h : ∀ r, e r - f r ≤ ε) : sInf (e '' uIcc s t) - sInf (f '' uIcc s t) ≤ ε := by have hi : sInf (e '' uIcc s t) - ε ≤ sInf (f '' uIcc s t) := by apply le_csInf (nonempty_uIcc.image f) rintro _ ⟨r, hr, rfl⟩ have h1 := csInf_le (interval_image_bddBelow he s t) (mem_image_of_mem e hr) have h2 := h r linarith linarith lemma interval_inf_abs_sub_le {e f : unitInterval → ℝ} (he : Continuous e) (hf : Continuous f) (s t : unitInterval) {ε : ℝ} (h : ∀ r, |e r - f r| ≤ ε) : |sInf (e '' uIcc s t) - sInf (f '' uIcc s t)| ≤ ε := by apply abs_le.mpr constructor · have hi := interval_inf_sub_le (f := e) hf s t (ε := ε) (fun r => by have := (abs_le.mp (h r)).1; linarith) linarith · exact interval_inf_sub_le he s t (fun r => (abs_le.mp (h r)).2) /-- Deterministic four-times-sup-norm distortion bound for excursion coding. -/ lemma excursionDist_abs_sub_le {e f : unitInterval → ℝ} (he : Continuous e) (hf : Continuous f) (s t : unitInterval) {ε : ℝ} (h : ∀ r, |e r - f r| ≤ ε) : |excursionDist e s t - excursionDist f s t| ≤ 4 * ε := by have hs := abs_le.mp (h s) have ht := abs_le.mp (h t) have hi := abs_le.mp (interval_inf_abs_sub_le he hf s t h) apply abs_le.mpr dsimp [excursionDist] constructor <;> linarith lemma levyProkhorovEDist_map_le_of_dist {Z Y : Type*} [MeasurableSpace Z] [MeasurableSpace Y] [PseudoMetricSpace Y] [OpensMeasurableSpace Y] (μ : Measure Z) {f g : Z → Y} (hf : Measurable f) (hg : Measurable g) {ε : ℝ} (hε : 0 ≤ ε) (hfg : ∀ z, dist (f z) (g z) ≤ ε) : levyProkhorovEDist (μ.map f) (μ.map g) ≤ ENNReal.ofReal ε := by apply levyProkhorovEDist_le_of_forall intro r B hr hrt hB have hεr : ε < r.toReal := (ENNReal.ofReal_lt_iff_lt_toReal hε hrt.ne).mp hr have hBg : MeasurableSet (Metric.thickening r.toReal B) := Metric.isOpen_thickening.measurableSet constructor · apply le_trans _ le_self_add rw [Measure.map_apply hf hB, Measure.map_apply hg hBg] apply measure_mono intro z hz exact Metric.mem_thickening_iff.mpr ⟨f z, hz, (by rw [dist_comm]; exact (hfg z).trans_lt hεr)⟩ · apply le_trans _ le_self_add rw [Measure.map_apply hg hB, Measure.map_apply hf hBg] apply measure_mono intro z hz exact Metric.mem_thickening_iff.mpr ⟨g z, hz, (hfg z).trans_lt hεr⟩ /-- A common coding with distortion at most `2ε` and a common mass gives GHP distance at most `ε`. The metric-quotient gluing is supplied by Mathlib. -/ lemma ghpEDist_le_of_coding {X Y : MetricMeasureData} (hX : X.Valid) (hY : Y.Valid) {Z : Type} [Nonempty Z] [MeasurableSpace Z] (μ : Measure Z) (f : Z → X.Carrier) (g : Z → Y.Carrier) (hf : @Measurable _ _ inferInstance X.measurableSpace f) (hg : @Measurable _ _ inferInstance Y.measurableSpace g) (hsf : Function.Surjective f) (hsg : Function.Surjective g) (hmf : @Measure.map _ _ inferInstance X.measurableSpace f μ = X.mass) (hmg : @Measure.map _ _ inferInstance Y.measurableSpace g μ = Y.mass) {ε : ℝ} (hε : 0 < ε) (hfg : ∀ s t, |X.distance (f s) (f t) - Y.distance (g s) (g t)| ≤ 2 * ε) : ghpEDist X Y ≤ ENNReal.ofReal ε := by obtain ⟨mX, hdX, _, hbX, _⟩ := hX obtain ⟨mY, hdY, _, hbY, _⟩ := hY let : MetricSpace X.Carrier := mX let : MetricSpace Y.Carrier := mY let : MeasurableSpace X.Carrier := X.measurableSpace let : MeasurableSpace Y.Carrier := Y.measurableSpace let : BorelSpace X.Carrier := ⟨hbX⟩ let : BorelSpace Y.Carrier := ⟨hbY⟩ have hfg' : ∀ s t, |dist (f s) (f t) - dist (g s) (g t)| ≤ 2 * ε := by simpa only [hdX, hdY] using hfg let m := Metric.glueMetricApprox f g ε hε hfg' have hm : Amalgamates X Y m.toPseudoMetricSpace := ⟨hdX, hdY⟩ apply (iInf_le (fun m : {m : PseudoMetricSpace (X.Carrier ⊕ Y.Carrier) // Amalgamates X Y m} => ambientCost X Y m.val) ⟨m.toPseudoMetricSpace, hm⟩).trans let : MetricSpace (X.Carrier ⊕ Y.Carrier) := m let : MeasurableSpace (X.Carrier ⊕ Y.Carrier) := borel _ let : BorelSpace (X.Carrier ⊕ Y.Carrier) := ⟨rfl⟩ have hclose : ∀ z, dist (Sum.inl (f z) : X.Carrier ⊕ Y.Carrier) (Sum.inr (g z)) = ε := Metric.glueDist_glued_points f g ε have hml : Measurable (Sum.inl : X.Carrier → X.Carrier ⊕ Y.Carrier) := continuous_inl.measurable have hmr : Measurable (Sum.inr : Y.Carrier → X.Carrier ⊕ Y.Carrier) := continuous_inr.measurable apply max_le · apply Metric.hausdorffEDist_le_of_mem_edist · rintro _ ⟨x, rfl⟩ obtain ⟨z, rfl⟩ := hsf x refine ⟨Sum.inr (g z), mem_range_self _, ?_⟩ rw [edist_dist, hclose] · rintro _ ⟨y, rfl⟩ obtain ⟨z, rfl⟩ := hsg y refine ⟨Sum.inl (f z), mem_range_self _, ?_⟩ rw [edist_comm, edist_dist, hclose] · change levyProkhorovEDist (X.mass.map Sum.inl) (Y.mass.map Sum.inr) ≤ _ rw [← hmf, ← hmg, Measure.map_map hml hf, Measure.map_map hmr hg] apply levyProkhorovEDist_map_le_of_dist μ (hml.comp hf) (hmr.comp hg) hε.le exact fun z => (hclose z).le lemma graph_connected {n : ℕ} (M : RootedMap n) : (graph M univ).Connected := M.out.property.2.2.1 @[instance_reducible] def mapMetric {n : ℕ} {scale : ℝ} (hscale : 0 < scale) (M : RootedMap n) : MetricSpace (Vertex M) where dist v w := scale * ((graph M univ).dist v w : ℝ) dist_self v := by simp dist_comm v w := by rw [SimpleGraph.dist_comm] dist_triangle v w z := by have h := (graph_connected M).dist_triangle (u := v) (v := w) (w := z) have h' : ((graph M univ).dist v z : ℝ) ≤ ((graph M univ).dist v w : ℝ) + ((graph M univ).dist w z : ℝ) := by exact_mod_cast h simpa only [mul_add] using mul_le_mul_of_nonneg_left h' hscale.le eq_of_dist_eq_zero {v w} h := by have hdist : (graph M univ).dist v w = 0 := by exact_mod_cast (mul_eq_zero.mp h).resolve_left hscale.ne' exact (graph_connected M).dist_eq_zero_iff.mp hdist lemma degreeMass_univ {n : ℕ} (M : RootedMap n) : degreeMass M univ = 1 := by simp only [degreeMass, Measure.finsetSum_apply, Measure.smul_apply, Measure.dirac_apply_of_mem (mem_univ _), smul_eq_mul, mul_one, Finset.sum_const, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul] rw [← ENNReal.ofReal_natCast, ← ENNReal.ofReal_mul (by positivity)] rw [show (↑(2 * (n + 1)) : ℝ) * (1 / (2 * (n + 1) : ℝ)) = 1 by push_cast field_simp] simp lemma mapSpace_valid {n : ℕ} {scale : ℝ} (hscale : 0 < scale) (M : RootedMap n) : (mapSpace scale M).Valid := by let m := mapMetric hscale M let : MetricSpace (Vertex M) := m let : TopologicalSpace (Vertex M) := m.toUniformSpace.toTopologicalSpace have hc : @CompactSpace (Vertex M) m.toUniformSpace.toTopologicalSpace := @Finite.compactSpace (Vertex M) m.toUniformSpace.toTopologicalSpace inferInstance refine ⟨m, fun _ _ => rfl, hc, ?_, degreeMass_univ M⟩ change ⊤ = @borel (Vertex M) m.toUniformSpace.toTopologicalSpace exact borel_eq_top_of_discrete.symm lemma fkWeight_pos {n : ℕ} {q : ℝ} (hq : 0 < q) (M : RootedMap n) (A : Finset (Edge M)) : 0 < fkWeight q M A := Real.rpow_pos_of_pos hq _ lemma partition_nonneg {q : ℝ} (hq : 0 < q) (n : ℕ) : 0 ≤ partition q n := Finset.sum_nonneg (fun M _ => Finset.sum_nonneg (fun A _ => (fkWeight_pos hq M A).le)) lemma treeProjection_measurable (e : unitInterval → ℝ) : @Measurable _ _ inferInstance (treeSpace e).measurableSpace (treeProjection e) := by let t : TopologicalSpace (ExcursionTree e) := TopologicalSpace.coinduced (treeProjection e) inferInstance let ms : MeasurableSpace (ExcursionTree e) := borel _ let bs : BorelSpace (ExcursionTree e) := ⟨rfl⟩ have hc : Continuous (treeProjection e) := continuous_iff_coinduced_le.mpr le_rfl exact hc.measurable /-- The excursion-to-measured-tree map preserves the exact uniform-time mass. -/ lemma ghpEDist_treeSpace_le {e f : unitInterval → ℝ} (he : Continuous e) (hf : Continuous f) {ε : ℝ} (hε : 0 < ε) (h : ∀ t, |e t - f t| ≤ ε) : ghpEDist (treeSpace e) (treeSpace f) ≤ ENNReal.ofReal (2 * ε) := by apply ghpEDist_le_of_coding (treeSpace_valid he) (treeSpace_valid hf) volume (treeProjection e) (treeProjection f) (treeProjection_measurable e) (treeProjection_measurable f) (treeProjection_surjective e) (treeProjection_surjective f) rfl rfl (by positivity) intro s t change |excursionDist e (treeProjection e s).out (treeProjection e t).out - excursionDist f (treeProjection f s).out (treeProjection f t).out| ≤ _ rw [excursionDist_out he, excursionDist_out hf] convert excursionDist_abs_sub_le he hf s t h using 1; ring lemma IsGHPTest.continuous_treeSpace {F : MetricMeasureData → ℝ} (hF : IsGHPTest F) : Continuous (fun e : C(unitInterval, ℝ) => F (treeSpace e)) := by apply Metric.continuous_iff.mpr intro e ε hε obtain ⟨δ, hδ, hh⟩ := hF.2 (treeSpace e) (treeSpace_valid e.continuous) ε hε refine ⟨δ / 4, by positivity, ?_⟩ intro f hfe rw [Real.dist_eq] apply hh (treeSpace f) (treeSpace_valid f.continuous) apply lt_of_le_of_lt (ghpEDist_treeSpace_le e.continuous f.continuous (show 0 < δ / 4 by positivity) ?_) ?_ · intro t have hpoint := ContinuousMap.dist_apply_le_dist (f := f) (g := e) t rw [Real.dist_eq, abs_sub_comm] at hpoint exact hpoint.trans hfe.le · apply (ENNReal.ofReal_lt_ofReal_iff hδ).mpr linarith lemma continuous_standardExcursion {Ω : Type} {B : Fin 3 → ℝ≥0 → Ω → ℝ} {ω : Ω} (hB : ∀ i, Continuous (B i · ω)) : Continuous (standardExcursion B ω) := by unfold standardExcursion apply Real.continuous_sqrt.comp apply continuous_finsetSum intro i _ apply Continuous.pow apply Continuous.sub · apply (hB i).comp exact continuous_subtype_val.subtype_mk _ · exact continuous_subtype_val.mul continuous_const lemma standardExcursion_nonneg {Ω : Type} (B : Fin 3 → ℝ≥0 → Ω → ℝ) (ω : Ω) (t : unitInterval) : 0 ≤ standardExcursion B ω t := Real.sqrt_nonneg _ lemma standardExcursion_one {Ω : Type} (B : Fin 3 → ℝ≥0 → Ω → ℝ) (ω : Ω) : standardExcursion B ω 1 = 0 := by change Real.sqrt (∑ i : Fin 3, (B i 1 ω - (1 : ℝ) * B i 1 ω) ^ 2) = 0 simp lemma standardExcursion_zero {Ω : Type} {B : Fin 3 → ℝ≥0 → Ω → ℝ} {ω : Ω} (hB : ∀ i, B i 0 ω = 0) : standardExcursion B ω 0 = 0 := by change Real.sqrt (∑ i : Fin 3, (B i 0 ω - (0 : ℝ) * B i 1 ω) ^ 2) = 0 simp [hB] lemma standardExcursion_ae_continuous {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {B : Fin 3 → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsBrownianReal (B i) P) : ∀ᵐ ω ∂P, Continuous (standardExcursion B ω) := by filter_upwards [ae_all_iff.mpr (fun i => (hB i).cont)] with ω hω exact continuous_standardExcursion hω lemma standardExcursion_ae_zero {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {B : Fin 3 → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsBrownianReal (B i) P) : ∀ᵐ ω ∂P, standardExcursion B ω 0 = 0 := by filter_upwards [ae_all_iff.mpr (fun i => (hB i).eval_zero_ae_eq_zero)] with ω hω exact standardExcursion_zero hω lemma standardExcursion_treeSpace_ae_valid {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {B : Fin 3 → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsBrownianReal (B i) P) : ∀ᵐ ω ∂P, (treeSpace (standardExcursion B ω)).Valid := (standardExcursion_ae_continuous hB).mono (fun _ he => treeSpace_valid he) local instance : MeasurableSpace C(unitInterval, ℝ) := borel _ local instance : BorelSpace C(unitInterval, ℝ) := ⟨rfl⟩ /-- A continuous-path version of the standard excursion; the fallback occurs only on a null set under the standing Brownian hypotheses. -/ def standardExcursionPath {Ω : Type} (B : Fin 3 → ℝ≥0 → Ω → ℝ) (ω : Ω) : C(unitInterval, ℝ) := ContinuousMap.mkD (standardExcursion B ω) 0 lemma standardExcursionPath_ae_eq {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {B : Fin 3 → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsBrownianReal (B i) P) : ∀ᵐ ω ∂P, (standardExcursionPath B ω : unitInterval → ℝ) = standardExcursion B ω := by filter_upwards [standardExcursion_ae_continuous hB] with ω hω funext t exact ContinuousMap.mkD_apply_of_continuous hω lemma standardExcursion_eval_aemeasurable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {B : Fin 3 → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsBrownianReal (B i) P) (t : unitInterval) : AEMeasurable (fun ω => standardExcursion B ω t) P := by unfold standardExcursion apply AEMeasurable.sqrt apply Finset.aemeasurable_fun_sum intro i _ exact ((hB i).aemeasurable ⟨(t : ℝ), t.property.1⟩).sub (((hB i).aemeasurable 1).const_mul (t : ℝ)) |>.pow_const 2 /-- Evaluation on a countable dense set recovers the Borel structure of the uniform topology. This avoids any unproved stochastic-process measurability. -/ lemma continuousMap_dense_eval_measurableEmbedding : MeasurableEmbedding (fun f : C(unitInterval, ℝ) => fun n : ℕ => f (TopologicalSpace.denseSeq unitInterval n)) := by apply Continuous.measurableEmbedding · apply continuous_pi intro n fun_prop · intro f g hfg apply ContinuousMap.ext have hh := (TopologicalSpace.denseRange_denseSeq unitInterval).equalizer f.continuous g.continuous hfg exact congrFun hh lemma standardExcursionPath_aemeasurable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {B : Fin 3 → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsBrownianReal (B i) P) : AEMeasurable (standardExcursionPath B) P := by apply continuousMap_dense_eval_measurableEmbedding.aemeasurable_comp_iff.mp apply AEMeasurable.of_eval intro n apply (standardExcursion_eval_aemeasurable hB _).congr filter_upwards [standardExcursionPath_ae_eq hB] with ω hω exact (congrFun hω _).symm lemma IsGHPTest.brownian_integrable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {B : Fin 3 → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsBrownianReal (B i) P) {F : MetricMeasureData → ℝ} (hF : IsGHPTest F) : Integrable (fun ω => F (treeSpace (standardExcursion B ω))) P := by have hm : AEMeasurable (fun ω => F (treeSpace (standardExcursion B ω))) P := by apply (hF.continuous_treeSpace.measurable.comp_aemeasurable (standardExcursionPath_aemeasurable hB)).congr filter_upwards [standardExcursionPath_ae_eq hB] with ω hω exact congrArg (fun e => F (treeSpace e)) hω obtain ⟨C, hC⟩ := hF.1 apply (integrable_const C).mono' hm.aestronglyMeasurable exact ae_of_all _ (fun ω => by simpa only [Real.norm_eq_abs] using hC _) end FKCRT end end OAI