import OAI.Probability.FKMaps.PieceWalks namespace OAI noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.Inventory lemma firstDown_add {h k n m : ℕ} (hh : 0 wordPieces (firstDown 1) j x lemma rightPieces_measurable : Measurable rightPieces := by apply Measurable.of_eval intro j exact reverseRightWord_measurable.comp ((measurable_stoppedTail (firstDown_measurable 1)).iterate j) lemma rightPieces_preserving (P : Parameters) : MeasurePreserving rightPieces (streamLaw P ℕ) (naturalPiecesLaw (reverseRightLaw P)) := by refine ⟨rightPieces_measurable,?_⟩ change (streamLaw P ℕ).map (fun x j => (reverseRightWord ∘ (stoppedTail (firstDown 1))^[j]) x)=_ rw [(stoppedWordPieces_iid P (firstDown_measurable 1) (firstDown_stopping 1) (firstDown_finite P 1 (by omega))).map_fun_eq_infinitePi_map (fun j => reverseRightWord_measurable.comp ((measurable_stoppedTail (firstDown_measurable 1)).iterate j))] unfold naturalPiecesLaw congr 1 funext j have hm := (stoppedTail_preserving P (firstDown_measurable 1) (firstDown_stopping 1) (firstDown_finite P 1 (by omega))).iterate j change (streamLaw P ℕ).map (reverseRightWord ∘ (stoppedTail (firstDown 1))^[j])=reverseRightLaw P rw [← Measure.map_map reverseRightWord_measurable hm.measurable,hm.map_eq] rfl def reversePiecesPrefix (x : ℕ → List Letter) (n : ℕ) : List Letter := ((List.ofFn (fun i : Fin n => x i)).reverse).flatten lemma reversePiecesPrefix_succ (x : ℕ → List Letter) (n : ℕ) : reversePiecesPrefix x (n+1)=reversePiecesPrefix (piecesTail 1 x) n++x 0 := by unfold reversePiecesPrefix rw [List.ofFn_succ,List.reverse_cons,List.flatten_append] simp only [List.flatten_cons,List.flatten_nil,List.append_nil] simp [piecesTail,Nat.add_comm] lemma rightPieces_tail (x : ℕ → Letter) : piecesTail 1 (rightPieces x)=rightPieces (stoppedTail (firstDown 1) x) := by funext j simp only [piecesTail,rightPieces,wordPieces] rw [Nat.add_comm 1 j,Function.iterate_succ_apply] lemma stoppedWord_down_pieces (P : Parameters) (h : ℕ) : ∀ᵐ x ∂streamLaw P ℕ, stoppedWord (firstDown (h+1)) x=reversePiecesPrefix (rightPieces x) (h+1) := by induction h with | zero => filter_upwards [] with x simp [reversePiecesPrefix,rightPieces,wordPieces] | succ h ih => have hm := stoppedTail_preserving P (firstDown_measurable 1) (firstDown_stopping 1) (firstDown_finite P 1 (by omega)) filter_upwards [firstDown_finite P 1 (by omega),hm.quasiMeasurePreserving.tendsto_ae ih, hm.quasiMeasurePreserving.tendsto_ae (firstDown_finite P (h+1) (by omega))] with x hx hi hy obtain ⟨n,hn⟩ := WithTop.ne_top_iff_exists.mp hx obtain ⟨m,hmm⟩ := WithTop.ne_top_iff_exists.mp hy have hn' := hn.symm have hm' : firstDown (h+1) (tail (n+1) x)=WithTop.some m := by simpa only [stoppedTail_of_hit hn'] using hmm.symm conv_rhs => rw [reversePiecesPrefix_succ,rightPieces_tail] rw [show h+1+1=1+(h+1) by omega,stoppedWord_down_add (by omega) (by omega) hn' hm',hi] rfl def reverseFirstPieces (n : ℕ) (x : ℕ → List Letter) : ℕ → List Letter := fun j => x (TreeCoding.reverseIndex n j) lemma reverseFirstPieces_preserving (ν : Measure (List Letter)) [IsProbabilityMeasure ν] (n : ℕ) : MeasurePreserving (reverseFirstPieces n) (naturalPiecesLaw ν) (naturalPiecesLaw ν) := ⟨Measurable.of_eval (fun _ => measurable_pi_apply _), Measure.map_infinitePi_infinitePi_of_inj (TreeCoding.reverseIndex_involutive n).injective⟩ lemma reversePiecesPrefix_eq (x : ℕ → List Letter) (n : ℕ) : reversePiecesPrefix x n=piecesPrefix (reverseFirstPieces n x) n := by rw [piecesPrefix_ofFn] unfold reversePiecesPrefix congr 1 apply List.ext_getElem · simp · intro j hj hk simp only [List.length_reverse,List.length_ofFn] at hj hk simp [List.getElem_reverse,reverseFirstPieces,TreeCoding.reverseIndex] lemma rightPrefix_identDistrib (P : Parameters) (h : ℕ) : IdentDistrib (stoppedWord (firstDown (h+1))) (fun x => piecesPrefix x (h+1)) (streamLaw P ℕ) (naturalPiecesLaw (reverseRightLaw P)) := by have hp := (reverseFirstPieces_preserving (reverseRightLaw P) (h+1)).comp (rightPieces_preserving P) have hm : Measurable (fun x : ℕ → List Letter => piecesPrefix x (h+1)) := by rw [show (fun x : ℕ → List Letter => piecesPrefix x (h+1))= (fun f : Fin (h+1) → List Letter => (List.ofFn f).flatten) ∘ (fun x i => x i) by funext x; exact piecesPrefix_ofFn x (h+1)] exact (measurable_of_countable _).comp (Measurable.of_eval (fun index => measurable_pi_apply (index:ℕ))) have hi := (hp.hasLaw.identDistrib ((MeasurePreserving.id _).hasLaw)).comp hm apply (IdentDistrib.of_ae_eq (measurable_stoppedWord (firstDown_measurable (h+1))).aemeasurable ?_).trans hi filter_upwards [stoppedWord_down_pieces P h] with x hx simpa only [Function.comp_apply,reversePiecesPrefix_eq] using hx end FKCRT.Inventory end noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.Inventory lemma piecesPrefix_measurable (n : ℕ) : Measurable (fun x : ℕ → List Letter => piecesPrefix x n) := by have he : (fun x : ℕ → List Letter => piecesPrefix x n)= (fun f : Fin n → List Letter => (List.ofFn f).flatten) ∘ (fun x i => x i) := by funext x; exact piecesPrefix_ofFn x n rw [he] exact (measurable_of_countable _).comp (Measurable.of_eval (fun index => measurable_pi_apply (index:ℕ))) def NonemptyPieces (x : ℕ → List Letter) : Prop := ∀ j,(x j)≠[] lemma reverseRightLaw_nonempty (P : Parameters) : ∀ᵐ w ∂reverseRightLaw P,w≠[] := by apply (ae_map_iff reverseRightWord_measurable.aemeasurable (measurableSet_singleton ([]:List Letter)).compl).mpr filter_upwards [reverseRightWord_net P] with x hx hnil change reverseRightWord x=[] at hnil simp [hnil] at hx lemma rightPieces_nonempty (P : Parameters) : ∀ᵐ x ∂naturalPiecesLaw (reverseRightLaw P),NonemptyPieces x := by rw [show (fun x => NonemptyPieces x)=(fun x => ∀ j,x j≠[]) by rfl,ae_all_iff] intro j exact (measurePreserving_eval_infinitePi (fun _ : ℕ => reverseRightLaw P) j).quasiMeasurePreserving.tendsto_ae (reverseRightLaw_nonempty P) lemma piecesPrefix_length {x : ℕ → List Letter} (hx : NonemptyPieces x) (n : ℕ) : n ≤ (piecesPrefix x n).length := by induction n with | zero => omega | succ n ih => have hp : 0<(x n).length := List.length_pos_iff.mpr (hx n) simp only [piecesPrefix,List.length_append] omega lemma piecesPrefix_extension (x : ℕ → List Letter) {m n : ℕ} (hmn : m ≤ n) : ∃ w,piecesPrefix x n=piecesPrefix x m++w := by obtain ⟨k,rfl⟩ := Nat.exists_eq_add_of_le hmn exact ⟨_,piecesPrefix_add x m k⟩ def pieceScan (x : ℕ → List Letter) : ℕ → Letter := fun j => ((piecesPrefix x (j+1))[j]?).getD (.order none) lemma pieceScan_measurable : Measurable pieceScan := by apply Measurable.of_eval intro j exact (measurable_of_countable (fun w : List Letter => (w[j]?).getD (.order none))).comp (piecesPrefix_measurable (j+1)) lemma pieceScan_get {x : ℕ → List Letter} (hx : NonemptyPieces x) {m j : ℕ} (hj : j < m) : pieceScan x j=(piecesPrefix x m)[j]'(lt_of_lt_of_le hj (piecesPrefix_length hx m)) := by have hp : j<(piecesPrefix x (j+1)).length := lt_of_lt_of_le (by omega) (piecesPrefix_length hx (j+1)) obtain ⟨w,hw⟩ := piecesPrefix_extension x (show j+1 ≤ m by omega) simp only [pieceScan,List.getElem?_eq_getElem hp,Option.getD_some] simp only [hw,List.getElem_append_left hp] lemma rawWord_pieceScan {x : ℕ → List Letter} (hx : NonemptyPieces x) {m h : ℕ} (hmh : m ≤ h) : rawWord (pieceScan x) m=(piecesPrefix x h).take m := by have hl := (hmh.trans (piecesPrefix_length hx h)) apply List.ext_getElem · simp [rawWord,List.length_ofFn, min_eq_left hl] · intro j hj hk have hj' : j < m := by simpa [rawWord] using hj simp only [rawWord,List.getElem_ofFn,rawPrefix,List.getElem_take] exact pieceScan_get hx (hj'.trans_le hmh) end FKCRT.Inventory end noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.Inventory lemma rawWord_measurable (n : ℕ) : Measurable (fun x : ℕ → Letter => rawWord x n) := (measurable_of_countable _).comp (rawPrefix_measurable n) lemma wordWeight_reverse (P : Parameters) (w : List Letter) : wordWeight P w.reverse=wordWeight P w := by simp [wordWeight,List.map_reverse] lemma rawWord_reverse (x : ℕ → Letter) (n : ℕ) : (rawWord x n).reverse=revealed x n := rfl lemma increment_sum_bounds (w : List Letter) : -(w.length:ℤ) ≤ (w.map Letter.increment).sum ∧ (w.map Letter.increment).sum ≤ (w.length:ℤ) := by induction w with | nil => simp | cons a w ih => have ha := increment_bounds a simp only [List.length_cons,List.map_cons,List.sum_cons,Nat.cast_add,Nat.cast_one] omega lemma rightDensity_signSum_bounds (x : ℕ → Letter) (n : ℕ) : -(n:ℤ) ≤ signSum x n ∧ signSum x n ≤ n := by have hh := increment_sum_bounds (revealed x n) rw [revealed_sum] at hh simpa only [revealed,List.length_reverse,List.length_ofFn] using hh lemma firstDown_length {h n : ℕ} {x : ℕ → Letter} (hx : firstDown h x=WithTop.some n) : h ≤ n+1 := by have hh := ((firstDown_of_hit_iff _ _ _).mp hx).1 have hb := (rightDensity_signSum_bounds x (n+1)).1 omega lemma rawKilled_preimage (a b n : ℕ) : rawKilled a b n=rawPrefix n ⁻¹' {d | SimpleWalk.nonnegativePath a (finiteSigns d) ∧ (a:ℤ)+SimpleWalk.pathSum (finiteSigns d) n=b} := by ext x simp only [rawKilled,Set.mem_ofPred_eq,Set.mem_preimage,SimpleWalk.nonnegativePath] rw [raw_sign_pathSum x n n le_rfl] apply and_congr_left intro _ apply forall_congr' intro j apply forall_congr' intro hj rw [raw_sign_pathSum x n j hj] lemma rightDensity_rawKilled_measurable (a b n : ℕ) : MeasurableSet (rawKilled a b n) := by rw [rawKilled_preimage] exact rawPrefix_measurable n (Set.to_countable _).measurableSet lemma rawPrefix_tail_rectangle (P : Parameters) (n : ℕ) (A : Set (Fin n → Letter)) (B : Set (ℕ → Letter)) (hB : MeasurableSet B) : streamLaw P ℕ (rawPrefix n ⁻¹' A ∩ tail n ⁻¹' B)=streamLaw P ℕ (rawPrefix n ⁻¹' A)*streamLaw P ℕ B := by cases n with | zero => by_cases ha : (fun i : Fin 0 => Fin.elim0 i)∈A · have he : rawPrefix 0 ⁻¹' A=Set.univ := by ext x simp only [Set.mem_preimage,Set.mem_univ,iff_true] convert ha using 1 rw [he,Set.univ_inter,measure_univ,one_mul] congr 1 ext x simp only [Set.mem_preimage,tail_zero] · have he : rawPrefix 0 ⁻¹' A=∅ := by ext x simp only [Set.mem_preimage,Set.mem_empty_iff_false,iff_false] have hf : rawPrefix 0 x=(fun i : Fin 0 => Fin.elim0 i) := Subsingleton.elim _ _ rwa [hf] rw [he,Set.empty_inter,measure_empty,zero_mul] | succ n => have hi := raw_fun_indep_tail P n (f := rawPrefix (n+1)) (prefix_measurable n id) have he := hi.measure_inter_preimage_eq_mul A B (Set.to_countable A).measurableSet hB rw [(tail_preserving P (n+1)).measure_preimage hB.nullMeasurableSet] at he exact he lemma rawKilled_block_rectangle (P : Parameters) (a b n : ℕ) (w : List Letter) : streamLaw P ℕ (rawKilled a b n ∩ {x | rawWord (tail n x) w.length=w})= ENNReal.ofReal (SimpleWalk.killed n a b)*wordWeight P w := by rw [rawKilled_preimage] change streamLaw P ℕ (rawPrefix n ⁻¹' _ ∩ tail n ⁻¹' {x | rawWord x w.length=w})=_ rw [rawPrefix_tail_rectangle P n _ {x | rawWord x w.length=w} (by exact (rawWord_measurable _) (measurableSet_singleton w)),rawWord_cylinder] rw [← rawKilled_preimage] congr 1 rw [← rawKilled_measure P,measureReal_def,ENNReal.ofReal_toReal (measure_ne_top _ _)] /-- A specified reversed terminal string of a first-downcrossing word leaves a genuine killed-walk prefix and an independent raw suffix. -/ lemma stoppedWord_suffix_witness {h t : ℕ} {x : ℕ → Letter} {w : List Letter} (hwpos : 0 rawKilled (h-1) (r-1) n ∩ {x | rawWord (tail n x) w.length=w.reverse} have he : E ≤ᵐ[streamLaw P ℕ] ⋃ n,C n := by filter_upwards [hfin] with x hx hw obtain ⟨t,ht⟩ := WithTop.ne_top_iff_exists.mp hx obtain ⟨s,n,hs,hseq,hk,hw'⟩ := stoppedWord_suffix_witness hwpos hh ht.symm hw have hsr : s=r := by dsimp [r,terminalDeficit]; omega subst s exact Set.mem_iUnion.mpr ⟨n,hk,hw'⟩ have hc (n : ℕ) : streamLaw P ℕ (C n)=ENNReal.ofReal (SimpleWalk.killed n (h-1) (r-1))*wordWeight P w := by simpa only [C,List.length_reverse,wordWeight_reverse] using rawKilled_block_rectangle P (h-1) (r-1) n w.reverse calc streamLaw P ℕ E ≤ streamLaw P ℕ (⋃ n,C n) := measure_mono_ae he _ ≤ ∑' n,streamLaw P ℕ (C n) := measure_iUnion_le _ _ = (∑' n,ENNReal.ofReal (SimpleWalk.killed n (h-1) (r-1)))*wordWeight P w := by simp_rw [hc] rw [ENNReal.tsum_mul_right] _ ≤ (2*(r:ℝ≥0∞))*wordWeight P w := by apply mul_le_mul' ?_ le_rfl rw [← ENNReal.ofReal_tsum_of_nonneg (fun n => SimpleWalk.killed_nonneg n (h-1) (r-1)) (SimpleWalk.killed_summable (h-1) (r-1))] have hb := SimpleWalk.killed_green_bound (h-1) (r-1) have he' : r-1+1=r := by omega rw [he'] at hb simpa only [ENNReal.ofReal_mul (by norm_num : 0 ≤ (2:ℝ)),ENNReal.ofReal_ofNat,ENNReal.ofReal_natCast] using ENNReal.ofReal_le_ofReal hb end FKCRT.Inventory end noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.Inventory def rightScanLaw (P : Parameters) : Measure (ℕ → Letter) := (naturalPiecesLaw (reverseRightLaw P)).map pieceScan instance (P : Parameters) : IsProbabilityMeasure (rightScanLaw P) := inferInstanceAs (IsProbabilityMeasure ((naturalPiecesLaw (reverseRightLaw P)).map pieceScan)) lemma rightScan_cylinder_bound (P : Parameters) (w : List Letter) (hw : 0 v.take w.length)) have hh := hi.measure_mem_eq (measurableSet_singleton w) change streamLaw P ℕ {x | (stoppedWord (firstDown (w.length+1)) x).take w.length=w}= naturalPiecesLaw (reverseRightLaw P) {x | (piecesPrefix x (w.length+1)).take w.length=w} at hh rw [← hh] exact stoppedWord_prefix_density_bound P (w.length+1) w hw (Nat.lt_succ_self _) lemma rightScan_first_order (P : Parameters) : ∀ᵐ x ∂rightScanLaw P,∃ o,x 0=Letter.order o := by have hz (b : Bool) : rightScanLaw P {x | x 0=Letter.burger b}=0 := by have hh := rightScan_cylinder_bound P [Letter.burger b] (by simp) have he : {x : ℕ → Letter | rawWord x [Letter.burger b].length=[Letter.burger b]}={x | x 0=Letter.burger b} := by ext x; simp [rawWord,rawPrefix,List.ofFn_succ] rw [he] at hh simpa [terminalDeficit,Letter.increment] using hh have htrue : ∀ᵐ x ∂rightScanLaw P,x 0≠Letter.burger true := by exact ae_iff.mpr (by simpa only [not_not] using hz true) have hfalse : ∀ᵐ x ∂rightScanLaw P,x 0≠Letter.burger false := by exact ae_iff.mpr (by simpa only [not_not] using hz false) filter_upwards [htrue,hfalse] with x ht hf cases h : x 0 with | burger b => cases b <;> contradiction | order o => exact ⟨o,rfl⟩ def rightRemainderLaw (P : Parameters) : Measure (ℕ → Letter) := (rightScanLaw P).map (tail 1) instance (P : Parameters) : IsProbabilityMeasure (rightRemainderLaw P) := inferInstanceAs (IsProbabilityMeasure ((rightScanLaw P).map (tail 1))) lemma rawWord_succ_head (x : ℕ → Letter) (n : ℕ) : rawWord x (n+1)=x 0::rawWord (tail 1 x) n := by simp only [rawWord,rawPrefix,List.ofFn_succ] congr 2 funext i dsimp [rawPrefix,tail] congr 1 omega lemma wordWeight_cons (P : Parameters) (a : Letter) (w : List Letter) : wordWeight P (a::w)=(law P).toMeasure {a}*wordWeight P w := by simp [wordWeight] lemma terminalDeficit_order (o : Option Bool) (w : List Letter) : terminalDeficit (Letter.order o::w)=(1-(w.map Letter.increment).sum).toNat := by simp only [terminalDeficit,List.map_cons,List.sum_cons,Letter.increment] congr 1; omega lemma order_mass_sum (P : Parameters) : ∑ o : Option Bool,(law P).toMeasure {Letter.order o}=(2:ℝ≥0∞)⁻¹ := by simp only [law_singleton,Fintype.sum_option,Fintype.sum_bool,mass] rw [← ENNReal.ofReal_add (by linarith [P.upper]) (by linarith [P.upper]), ← ENNReal.ofReal_add (by linarith [P.pos]) (by linarith [P.upper])] norm_num [show P.p/2+((1-P.p)/4+(1-P.p)/4)=(1:ℝ)/2 by ring,ENNReal.ofReal_div_of_pos] theorem rightRemainder_cylinder_bound (P : Parameters) (w : List Letter) : rightRemainderLaw P {x | rawWord x w.length=w} ≤ ((1-(w.map Letter.increment).sum).toNat:ℝ≥0∞)*wordWeight P w := by rw [rightRemainderLaw,Measure.map_apply (measurable_tail 1) (measurableSet_eq_fun (rawWord_measurable _) measurable_const)] have he : tail 1 ⁻¹' {x | rawWord x w.length=w}=ᵐ[rightScanLaw P] ⋃ o : Option Bool,{x | rawWord x (w.length+1)=Letter.order o::w} := by filter_upwards [rightScan_first_order P] with x hx obtain ⟨o,ho⟩ := hx change (rawWord (tail 1 x) w.length=w)=(x∈⋃ o : Option Bool,{x | rawWord x (w.length+1)=Letter.order o::w}) apply propext rw [Set.mem_iUnion] change _ ↔ ∃ o : Option Bool,rawWord x (w.length+1)=Letter.order o::w simp only [rawWord_succ_head,ho,List.cons.injEq] exact ⟨fun h => ⟨o,rfl,h⟩,fun ⟨_,_,h⟩ => h⟩ rw [measure_congr he] calc rightScanLaw P (⋃ o : Option Bool,{x | rawWord x (w.length+1)=Letter.order o::w}) ≤ ∑ o : Option Bool,rightScanLaw P {x | rawWord x (w.length+1)=Letter.order o::w} := by simpa only [tsum_fintype] using measure_iUnion_le (fun o : Option Bool => {x | rawWord x (w.length+1)=Letter.order o::w}) _ ≤ ∑ o : Option Bool,2*((1-(w.map Letter.increment).sum).toNat:ℝ≥0∞)*((law P).toMeasure {Letter.order o}*wordWeight P w) := by apply Finset.sum_le_sum intro o _ simpa only [List.length_cons,terminalDeficit_order,wordWeight_cons] using rightScan_cylinder_bound P (Letter.order o::w) (by simp) _ = ((1-(w.map Letter.increment).sum).toNat:ℝ≥0∞)*wordWeight P w := by rw [← Finset.mul_sum,← Finset.sum_mul,order_mass_sum] calc _ = ((2:ℝ≥0∞)*2⁻¹)*(((1-(w.map Letter.increment).sum).toNat:ℝ≥0∞)*wordWeight P w) := by ring _ = _ := by rw [ENNReal.mul_inv_cancel (by norm_num) (by norm_num),one_mul] end FKCRT.Inventory end noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.Inventory lemma rawFiltration_eq_comap (n : ℕ) : rawFiltration n=(inferInstance : MeasurableSpace (Fin (n+1) → Letter)).comap (rawPrefix (n+1)) := by apply le_antisymm · change (⨆ k ≤ n,MeasurableSpace.comap (fun x : ℕ → Letter => x k) inferInstance) ≤ _ apply iSup_le intro k apply iSup_le intro hk have hm : Measurable[(inferInstance : MeasurableSpace (Fin (n+1) → Letter)).comap (rawPrefix (n+1))] (fun x : ℕ → Letter => x k) := by exact (measurable_pi_apply (⟨k,by omega⟩ : Fin (n+1))).comp (comap_measurable (rawPrefix (n+1))) exact hm.comap_le · exact (prefix_measurable n id).comap_le lemma rawPrefix_atom (n : ℕ) (d : Fin n → Letter) : {x : ℕ → Letter | rawWord x n=List.ofFn d}=rawPrefix n ⁻¹' {d} := by ext x simp only [rawWord,Set.mem_ofPred_eq,Set.mem_preimage,Set.mem_singleton_iff,List.ofFn_inj] lemma rightRemainder_prefix_bound (P : Parameters) (n : ℕ) (d : Fin n → Letter) : rightRemainderLaw P (rawPrefix n ⁻¹' {d}) ≤ ((1-(∑ i,(d i).increment:ℤ)).toNat:ℝ≥0∞)*streamLaw P ℕ (rawPrefix n ⁻¹' {d}) := by have hh := rightRemainder_cylinder_bound P (List.ofFn d) rw [List.length_ofFn,rawPrefix_atom] at hh rw [← rawWord_cylinder P (List.ofFn d),List.length_ofFn,rawPrefix_atom] at hh simpa only [List.map_ofFn,List.sum_ofFn,Function.comp_apply] using hh lemma rightRemainder_prefix_event (P : Parameters) (n : ℕ) (A : Set (Fin n → Letter)) : rightRemainderLaw P (rawPrefix n ⁻¹' A) ≤ ∫⁻ x in rawPrefix n ⁻¹' A,((1-signSum x n).toNat:ℝ≥0∞) ∂streamLaw P ℕ := by classical let D : (Fin n → Letter) → ℝ≥0∞ := fun d => ((1-(∑ i,(d i).increment:ℤ)).toNat:ℝ≥0∞) have hn : MeasurableSet A := (Set.to_countable _).measurableSet have he : rawPrefix n ⁻¹' A=⋃ d : Fin n → Letter,if d∈A then rawPrefix n ⁻¹' {d} else ∅ := by ext x simp only [Set.mem_preimage,Set.mem_iUnion] constructor · intro hx; exact ⟨rawPrefix n x,by simp [hx]⟩ · rintro ⟨d,hd⟩ split_ifs at hd with h · have hd' : rawPrefix n x=d := hd; rwa [hd'] · exact hd.elim calc rightRemainderLaw P (rawPrefix n ⁻¹' A) ≤ ∑ d : Fin n → Letter,if d∈A then rightRemainderLaw P (rawPrefix n ⁻¹' {d}) else 0 := by rw [he] simpa only [tsum_fintype,apply_ite,measure_empty] using measure_iUnion_le (fun d : Fin n → Letter => if d∈A then rawPrefix n ⁻¹' {d} else ∅) (μ := rightRemainderLaw P) _ ≤ ∑ d : Fin n → Letter,(A.indicator D d)*streamLaw P ℕ (rawPrefix n ⁻¹' {d}) := by apply Finset.sum_le_sum intro d _ by_cases hd : d∈A · simpa only [hd,ite_eq_left,Set.indicator_of_mem] using rightRemainder_prefix_bound P n d · simp only [ite_eq_right hd]; exact bot_le _ = ∫⁻ d,A.indicator D d ∂(streamLaw P ℕ).map (rawPrefix n) := by rw [lintegral_fintype] apply Finset.sum_congr rfl intro d _ rw [Measure.map_apply (rawPrefix_measurable n) (measurableSet_singleton d)] _ = ∫⁻ x in rawPrefix n ⁻¹' A,((1-signSum x n).toNat:ℝ≥0∞) ∂streamLaw P ℕ := by rw [lintegral_map (measurable_of_countable _) (rawPrefix_measurable n),← lintegral_indicator ((rawPrefix_measurable n) hn)] apply lintegral_congr intro x by_cases hx : rawPrefix n x∈A · simp only [Set.indicator_of_mem hx,Set.indicator_of_mem (show x∈rawPrefix n ⁻¹' A from hx),D,rawPrefix] rw [Fin.sum_univ_eq_sum_range (fun i => (x i).increment) n] rfl · simp only [Set.indicator_of_notMem hx,Set.indicator_of_notMem (show x∉rawPrefix n ⁻¹' A from hx)] lemma K_signSum_of_hit {x : ℕ → Letter} {n : ℕ} (hx : firstSurvivor x=WithTop.some n) : (1-signSum x (n+1)).toNat=K x := by obtain ⟨b,hb,_⟩ := firstSurvivor_shape hx have hh := reduce_imbalance (revealed x (n+1)) rw [hb,imbalance,revealed_sum] at hh simp only [List.length_singleton,Nat.cast_one] at hh rw [K_of_hit hx,hb] change (1-signSum x (n+1)).toNat=(reduce (revealed x n)).orders.length change 1-((reduce (revealed x n)).orders.length:ℤ)=signSum x (n+1) at hh omega theorem rightRemainder_hit_bound (P : Parameters) (n : ℕ) : rightRemainderLaw P {x | firstSurvivor x=WithTop.some n} ≤ ∫⁻ x in {x | firstSurvivor x=WithTop.some n},(K x:ℝ≥0∞) ∂streamLaw P ℕ := by have he := firstSurvivor_stopping.measurableSet_eq n rw [rawFiltration_eq_comap,MeasurableSpace.measurableSet_comap] at he obtain ⟨A,_,hA⟩ := he have hb := rightRemainder_prefix_event P (n+1) A rw [hA] at hb refine hb.trans_eq ?_ apply setLIntegral_congr_fun (rawFiltration.le n _ (firstSurvivor_stopping.measurableSet_eq n)) intro x hx exact congrArg (fun k : ℕ => (k:ℝ≥0∞)) (K_signSum_of_hit hx) theorem rightRemainder_survivor_bound (P : Parameters) : rightRemainderLaw P {x | firstSurvivor x≠⊤} ≤ ∫⁻ x,(K x:ℝ≥0∞) ∂streamLaw P ℕ := by have he : {x : ℕ → Letter | firstSurvivor x≠⊤}=⋃ n : ℕ,{x | firstSurvivor x=WithTop.some n} := by ext x; simp only [Set.mem_ofPred_eq,Set.mem_iUnion] exact WithTop.ne_top_iff_exists.trans (by simp only [eq_comm]) have hm (n : ℕ) : MeasurableSet {x : ℕ → Letter | firstSurvivor x=WithTop.some n} := rawFiltration.le n _ (firstSurvivor_stopping.measurableSet_eq n) calc rightRemainderLaw P {x | firstSurvivor x≠⊤} ≤ ∑' n : ℕ,rightRemainderLaw P {x | firstSurvivor x=WithTop.some n} := by rw [he]; exact measure_iUnion_le _ _ ≤ ∑' n : ℕ,∫⁻ x in {x | firstSurvivor x=WithTop.some n},(K x:ℝ≥0∞) ∂streamLaw P ℕ := ENNReal.tsum_le_tsum (rightRemainder_hit_bound P) _ = ∫⁻ x in {x | firstSurvivor x≠⊤},(K x:ℝ≥0∞) ∂streamLaw P ℕ := by rw [he,lintegral_iUnion hm] intro i j hij exact Set.disjoint_left.mpr (fun x hi hj => hij (WithTop.coe_injective (hi.symm.trans hj))) _ ≤ ∫⁻ x,(K x:ℝ≥0∞) ∂streamLaw P ℕ := setLIntegral_le_lintegral _ _ end FKCRT.Inventory end noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.Inventory def RightCut (x : ℕ → List Letter) : Prop := ∀ n,(reduce (piecesPrefix x n).reverse).burgers=[] lemma measurableSet_rightCut : MeasurableSet {x | RightCut x} := by simp only [RightCut,Set.ofPred_forall] apply MeasurableSet.iInter intro n exact (piecesPrefix_measurable n) (Set.to_countable {w : List Letter | (reduce w.reverse).burgers=[]}).measurableSet lemma rawWord_pieceScan_prefix {x : ℕ → List Letter} (hx : NonemptyPieces x) (n : ℕ) : rawWord (pieceScan x) (piecesPrefix x n).length=piecesPrefix x n := by let m := (piecesPrefix x n).length rw [rawWord_pieceScan hx (show m ≤ n+m by omega)] obtain ⟨w,hw⟩ := piecesPrefix_extension x (show n ≤ n+m by omega) rw [hw] exact List.take_left' rfl lemma noSurvivor_burgers {x : ℕ → Letter} (hx : firstSurvivor x=⊤) (n : ℕ) : (reduce (revealed x n)).burgers=[] := by cases n with | zero => simp [revealed_zero,reduce,run] | succ n => by_contra h have hh := (firstSurvivor_le_iff x n).mpr h rw [hx] at hh exact WithTop.not_top_le_coe n hh lemma append_order_no_burgers {w : List Letter} (hw : (reduce w).burgers=[]) (o : Option Bool) : (reduce (w++[Letter.order o])).burgers=[] := by change (run (w++[Letter.order o]) ⟨[],[]⟩).burgers=[] rw [run_append] change (step (reduce w) (Letter.order o)).burgers=[] simp only [step,hw,pop] lemma remainder_noSurvivor_implies_cut {x : ℕ → List Letter} (hx : NonemptyPieces x) (ho : ∃ o,pieceScan x 0=Letter.order o) (hs : firstSurvivor (tail 1 (pieceScan x))=⊤) : RightCut x := by intro n rw [← rawWord_pieceScan_prefix hx n,rawWord_reverse] let m := (piecesPrefix x n).length change (reduce (revealed (pieceScan x) m)).burgers=[] cases m with | zero => simp [revealed_zero,reduce,run] | succ m => obtain ⟨o,ho⟩ := ho rw [show m+1=1+m by omega,revealed_add] have he : revealed (pieceScan x) 1=[Letter.order o] := by simp [revealed,List.ofFn_succ,ho] rw [he] exact append_order_no_burgers (noSurvivor_burgers hs m) o lemma K_lintegral_lt_one (P : Parameters) : (∫⁻ x,(K x:ℝ≥0∞) ∂streamLaw P ℕ)<1 := by have he := ofReal_integral_eq_lintegral_ofReal (integrable_K P) (Filter.Eventually.of_forall (fun x => Nat.cast_nonneg (K x))) simp only [ENNReal.ofReal_natCast] at he rw [← he] exact_mod_cast (ENNReal.ofReal_lt_ofReal_iff (by norm_num : (0:ℝ)<1)).mpr (integral_K_lt_one P) lemma rightRemainder_noSurvivor_pos (P : Parameters) : 0 measurableSet_eq_fun (measurable_pi_apply 0) measurable_const))).mp (rightScan_first_order P) filter_upwards [rightPieces_nonempty P,ho] with x hx ho hs exact remainder_noSurvivor_implies_cut hx ho hs end FKCRT.Inventory end noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.Inventory lemma orders_step_sublist (a : Letter) (e : Evaluation) : e.orders.Sublist (step e a).orders := by cases a with | burger b => exact List.Sublist.refl _ | order o => cases h : pop o e.burgers <;> simp [step,h] lemma orders_run_sublist (w : List Letter) (e : Evaluation) : e.orders.Sublist (run w e).orders := by induction w generalizing e with | nil => exact List.Sublist.refl _ | cons a w ih => exact (orders_step_sublist a e).trans (ih _) def LeftCut (x : ℕ → List Letter) : Prop := ∀ n,(reduce (piecesPrefix x n)).orders=[] lemma measurable_piecesPrefix (n : ℕ) : Measurable (fun x : ℕ → List Letter => piecesPrefix x n) := by induction n with | zero => exact measurable_const | succ n ih => exact (measurable_of_countable (fun z : List Letter × List Letter => z.1++z.2)).comp (ih.prodMk (measurable_pi_apply n)) lemma measurableSet_leftCut : MeasurableSet {x | LeftCut x} := by simp only [LeftCut,Set.ofPred_forall] exact MeasurableSet.iInter (fun n => (measurable_piecesPrefix n) ((Set.to_countable {w : List Letter | (reduce w).orders=[]}).measurableSet)) def supplyPieces (K : ℕ) : List (List Letter) := List.replicate K [Letter.burger false]++List.replicate K [Letter.burger true] def startingSupply (K : ℕ) : List Bool := List.replicate K true++List.replicate K false lemma supplyPieces_flatten (K : ℕ) : (supplyPieces K).flatten=(startingSupply K).reverse.map Letter.burger := by have hh (b : Bool) : (List.replicate K [Letter.burger b]).flatten=List.replicate K (Letter.burger b) := by induction K with | zero => rfl | succ K ih => simp [List.replicate_succ,ih] simp [supplyPieces,startingSupply,hh] lemma run_supplyPieces (K : ℕ) : run (supplyPieces K).flatten ⟨[],[]⟩=⟨[],startingSupply K⟩ := by rw [supplyPieces_flatten,run_burgers] simp lemma startingSupply_count (K : ℕ) (b : Bool) : (startingSupply K).count b=K := by cases b <;> simp [startingSupply,List.count_replicate] lemma supplyPieces_mem {K : ℕ} {w : List Letter} (h : w∈supplyPieces K) : w=[Letter.burger false] ∨ w=[Letter.burger true] := by rcases List.mem_append.mp h with h | h · exact Or.inl (List.mem_replicate.mp h).2 · exact Or.inr (List.mem_replicate.mp h).2 lemma leftCut_of_buffer_prefix {x : ℕ → List Letter} {K : ℕ} (hc : x∈pieceCylinder (supplyPieces K)) (hf : ∀ n,FixedWord (piecesTail (supplyPieces K).length x n)) (hb : PieceBuffer K (piecesTail (supplyPieces K).length x)) : LeftCut x := by have he : reduce (piecesPrefix x (supplyPieces K).length)=⟨[],startingSupply K⟩ := by rw [piecesPrefix_of_cylinder hc] exact run_supplyPieces K intro n by_cases hn : (supplyPieces K).length ≤ n · obtain ⟨r,rfl⟩ := Nat.exists_eq_add_of_le hn rw [piecesPrefix_add,reduce,run_append] change (run (piecesPrefix (piecesTail (supplyPieces K).length x) r) (reduce (piecesPrefix x (supplyPieces K).length))).orders=[] rw [he] exact (run_pieces_buffer hf hb (fun b => (startingSupply_count K b).ge) r).1 · have hle : n ≤ (supplyPieces K).length := by omega obtain ⟨r,hr⟩ := Nat.exists_eq_add_of_le hle have hh := orders_run_sublist (piecesPrefix (piecesTail n x) r) (reduce (piecesPrefix x n)) have he' := he rw [hr,piecesPrefix_add,reduce,run_append] at he' change run (piecesPrefix (piecesTail n x) r) (reduce (piecesPrefix x n))=⟨[],startingSupply K⟩ at he' rw [he'] at hh exact List.sublist_nil.mp hh lemma iid_all_fixed (ν : Measure (List Letter)) [IsProbabilityMeasure ν] (hf : ∀ᵐ w ∂ν,FixedWord w) : ∀ᵐ x ∂naturalPiecesLaw ν,∀ n,FixedWord (x n) := by apply ae_all_iff.mpr intro n exact (measurePreserving_eval_infinitePi (fun _ : ℕ => ν) n).quasiMeasurePreserving.ae hf /-- Positive L-cut probability using only shortened-piece integrability, positive type-drift and the two genuine one-burger atoms. -/ theorem positive_leftCut_general (ν : Measure (List Letter)) [IsProbabilityMeasure ν] (hlen : Integrable (fun w : List Letter => (w.length:ℝ)) ν) (hnet : ∀ b,Integrable (fun w => (typeNet b w:ℝ)) ν) (hmean : ∀ b,(∫ w,(typeNet b w:ℝ) ∂ν)=1/2) (hf : ∀ᵐ w ∂ν,FixedWord w) (hburger : ∀ b,0<ν {[Letter.burger b]}) : 0 (show Measurable (fun x : ℕ → List Letter => x n) from measurable_pi_apply n) ((Set.to_countable {w : List Letter | FixedWord w}).measurableSet)) have hBm : MeasurableSet B := (measurableSet_pieceBuffer K).inter hFm have hBp : 0