import OAI.Probability.FKMaps.HeightTightness namespace OAI noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.SimpleWalk /-- Exact probabilities for the symmetric nearest-neighbour walk on the integers. -/ def kernel : ℕ → ℤ → ℝ | 0,z => if z=0 then 1 else 0 | n+1,z => (kernel n (z-1)+kernel n (z+1))/2 @[simp] lemma kernel_zero (z : ℤ) : kernel 0 z = if z=0 then 1 else 0 := rfl lemma kernel_succ (n : ℕ) (z : ℤ) : kernel (n+1) z = (kernel n (z-1)+kernel n (z+1))/2 := rfl lemma kernel_symm (n : ℕ) (z : ℤ) : kernel n (-z)=kernel n z := by induction n generalizing z with | zero => simp | succ n ih => rw [kernel_succ,kernel_succ,show -z-1=-(z+1) by ring,show -z+1=-(z-1) by ring,ih,ih] ring lemma kernel_nonneg (n : ℕ) (z : ℤ) : 0≤kernel n z := by induction n generalizing z with | zero => rw [kernel_zero]; split_ifs <;> norm_num | succ n ih => exact div_nonneg (add_nonneg (ih _) (ih _)) (by norm_num) lemma kernel_support (n : ℕ) (z : ℤ) (h : (n:ℤ) < |z|) : kernel n z=0 := by induction n generalizing z with | zero => have hz : z≠0 := by intro hz; subst z; norm_num at h simp [hz] | succ n ih => have ha := abs_sub_abs_le_abs_sub z (1:ℤ) norm_num at ha have h1 : (n:ℤ) < |z-1| := by omega have hb := abs_sub_abs_le_abs_sub z (-1:ℤ) norm_num at hb have h2 : (n:ℤ) < |z+1| := by omega rw [kernel_succ,ih _ h1,ih _ h2]; norm_num /-- The walk killed on first visiting -1, with both endpoints nonnegative. -/ def killed : ℕ → ℕ → ℕ → ℝ | 0,a,b => if a=b then 1 else 0 | n+1,0,b => killed n 1 b/2 | n+1,a+1,b => (killed n a b+killed n (a+2) b)/2 lemma killed_nonneg (n a b : ℕ) : 0≤killed n a b := by induction n generalizing a with | zero => simp only [killed]; split_ifs <;> norm_num | succ n ih => cases a with | zero => exact div_nonneg (ih _) (by norm_num) | succ a => exact div_nonneg (add_nonneg (ih _) (ih _)) (by norm_num) /-- Discrete reflection principle; this is an identity of the actual killed transition recursion, not an assumed excursion law. -/ theorem killed_reflection (n a b : ℕ) : killed n a b = kernel n ((b:ℤ)-a)-kernel n ((b:ℤ)+a+2) := by induction n generalizing a with | zero => simp only [killed,kernel_zero] have hp : (b:ℤ)+a+2≠0 := by omega have he : (b:ℤ)-a=0 ↔ a=b := by omega simp only [hp,he,ite_false,sub_zero] | succ n ih => cases a with | zero => simp only [killed,ih,Nat.cast_zero,sub_zero,add_zero,Nat.cast_one] rw [kernel_succ,kernel_succ] simp only [show (b:ℤ)+2-1=b+1 by ring,show (b:ℤ)+2+1=b+1+2 by ring] ring | succ a => simp only [killed,ih,Nat.cast_add,Nat.cast_one,Nat.cast_ofNat] rw [kernel_succ,kernel_succ] have h1 : (b:ℤ)-(a+1)-1=b-(a+2) := by ring have h2 : (b:ℤ)-(a+1)+1=b-a := by ring have h3 : (b:ℤ)+(a+1)+2-1=b+a+2 := by ring have h4 : (b:ℤ)+(a+1)+2+1=b+(a+2)+2 := by ring rw [h1,h2,h3,h4] ring lemma killed_symm (n a b : ℕ) : killed n a b=killed n b a := by rw [killed_reflection,killed_reflection,show (a:ℤ)-b=-((b:ℤ)-a) by ring,kernel_symm] congr 2; ring /-- Binomial coefficients extended by zero to negative lower arguments. -/ def chooseInt (n : ℕ) (k : ℤ) : ℝ := if 0≤k then (n.choose k.toNat:ℝ) else 0 lemma chooseInt_zero (k : ℤ) : chooseInt 0 k = if k=0 then 1 else 0 := by by_cases hk : 0≤k · have he : k.toNat=0 ↔ k=0 := by omega rw [chooseInt,ite_eq_left hk] by_cases hz : k=0 · simp [hz] · rw [ite_eq_right hz,Nat.choose_eq_zero_of_lt (by omega : 0 rw [kernel_zero,chooseInt_zero] by_cases h : z=0 · simp [h] · have hz : (z+0)%2=0 → (z+0)/2≠0 := by omega split_ifs <;> simp_all | succ n ih => rw [kernel_succ,ih,ih] have hcast : (↑(n+1):ℤ)=(n:ℤ)+1 := by norm_cast rw [hcast] by_cases he : (z+(n:ℤ)+1)%2=0 · have he1 : (z-1+(n:ℤ))%2=0 := by omega have he2 : (z+1+(n:ℤ))%2=0 := by omega have hd1 : (z-1+(n:ℤ))/2=(z+((n:ℤ)+1))/2-1 := by omega have hd2 : (z+1+(n:ℤ))/2=(z+((n:ℤ)+1))/2 := by omega have he' : (z+((n:ℤ)+1))%2=0 := by omega simp only [he1,he2,he',ite_true,hd1,hd2,chooseInt_pascal,pow_succ] ring · have he1 : (z-1+(n:ℤ))%2≠0 := by omega have he2 : (z+1+(n:ℤ))%2≠0 := by omega have he' : (z+((n:ℤ)+1))%2≠0 := by omega simp [he1,he2,he'] lemma chooseInt_adjacent (n : ℕ) (k : ℤ) (hk : 0≤k) : ((k:ℝ)+1)*chooseInt n (k+1)=((n:ℝ)-k)*chooseInt n k := by have hc : (k+1).toNat=k.toNat+1 := by omega simp only [chooseInt,hk,show 0≤k+1 by omega,ite_true,hc] have hcast : (k.toNat:ℝ)=(k:ℝ) := by exact_mod_cast Int.toNat_of_nonneg hk by_cases hn : k.toNat≤n · have he := congrArg (fun x : ℕ => (x:ℝ)) (Nat.choose_succ_right_eq n k.toNat) push_cast [Nat.cast_sub hn] at he rw [hcast] at he nlinarith · rw [Nat.choose_eq_zero_of_lt (by omega : n rfl) i right_inv d := by ext <;> simp lemma sum_path_succ (n : ℕ) (F : Path (n+1) → ℝ) : (∑ d,F d)=(∑ d : Path n,F (Fin.cons true d))+(∑ d : Path n,F (Fin.cons false d)) := by rw [Fintype.sum_equiv (splitPath n) F (fun d => F (Fin.cons d.1 d.2)) (by intro d; simp [splitPath])] rw [Fintype.sum_prod_type,Fintype.sum_bool] /-- Uniform nearest-neighbour path counting probability. -/ def pathMass (n : ℕ) (P : Path n → Prop) : ℝ := (∑ d : Path n, if P d then (1:ℝ) else 0)/(2:ℝ)^n lemma pathMass_congr {n : ℕ} {P Q : Path n → Prop} (h : ∀ d,P d↔Q d) : pathMass n P=pathMass n Q := by congr 2; funext d; rw [h d] lemma pathMass_succ (n : ℕ) (P : Path (n+1) → Prop) : pathMass (n+1) P=(pathMass n (fun d => P (Fin.cons true d))+ pathMass n (fun d => P (Fin.cons false d)))/2 := by unfold pathMass rw [sum_path_succ,pow_succ] ring lemma pathMass_endpoint (n : ℕ) (z : ℤ) : pathMass n (fun d => pathSum d n=z)=kernel n z := by induction n generalizing z with | zero => simp [pathMass,pathSum,kernel,eq_comm] | succ n ih => rw [pathMass_succ] have h1 : pathMass n (fun d => pathSum (Fin.cons true d) (n+1)=z)= pathMass n (fun d => pathSum d n=z-1) := by apply pathMass_congr; intro d; rw [pathSum_cons]; simp only [sign,ite_true]; omega have h2 : pathMass n (fun d => pathSum (Fin.cons false d) (n+1)=z)= pathMass n (fun d => pathSum d n=z+1) := by apply pathMass_congr; intro d; rw [pathSum_cons]; simp [sign]; omega rw [h1,h2,ih,ih,kernel_succ] def nonnegativePath {n : ℕ} (a : ℤ) (d : Path n) : Prop := ∀ k≤n, 0≤a+pathSum d k lemma nonnegativePath_cons {n : ℕ} (a : ℤ) (s : Bool) (d : Path n) : nonnegativePath a (Fin.cons s d) ↔ 0≤a ∧ nonnegativePath (a+sign s) d := by constructor · intro h constructor · simpa using h 0 (by omega) · intro k hk have hh := h (k+1) (by omega) rw [pathSum_cons] at hh linarith · rintro ⟨ha,h⟩ k hk cases k with | zero => simpa using ha | succ k => rw [pathSum_cons]; have hh := h k (by omega); linarith lemma pathMass_killed (n a b : ℕ) : pathMass n (fun d => nonnegativePath a d ∧ (a:ℤ)+pathSum d n=b)=killed n a b := by induction n generalizing a with | zero => have h : ∀ d : Path 0,(nonnegativePath (a:ℤ) d ∧ (a:ℤ)+pathSum d 0=b) ↔ a=b := by intro d; simp [nonnegativePath,pathSum] rw [pathMass_congr h] simp [pathMass,killed] | succ n ih => rw [pathMass_succ] have h1 : pathMass n (fun d => nonnegativePath a (Fin.cons true d) ∧ (a:ℤ)+pathSum (Fin.cons true d) (n+1)=b)= pathMass n (fun d => nonnegativePath (a+1:ℕ) d ∧ ((a+1:ℕ):ℤ)+pathSum d n=b) := by apply pathMass_congr; intro d rw [nonnegativePath_cons,pathSum_cons] simp [sign,add_assoc] rw [h1,ih] cases a with | zero => have h2 : pathMass n (fun d => nonnegativePath (0:ℤ) (Fin.cons false d) ∧ (0:ℤ)+pathSum (Fin.cons false d) (n+1)=b)=0 := by have hh : ∀ d : Path n,¬nonnegativePath (0:ℤ) (Fin.cons false d) := by intro d h have hh := h 1 (by omega) norm_num [pathSum_cons,sign] at hh simp only [pathMass,hh,false_and,ite_false,Finset.sum_const_zero,zero_div] simp only [Nat.cast_zero] at * rw [h2] simp [killed] | succ a => have h2 : pathMass n (fun d => nonnegativePath (a+1:ℕ) (Fin.cons false d) ∧ ((a+1:ℕ):ℤ)+pathSum (Fin.cons false d) (n+1)=b)= pathMass n (fun d => nonnegativePath a d ∧ (a:ℤ)+pathSum d n=b) := by apply pathMass_congr; intro d rw [nonnegativePath_cons,pathSum_cons] simp [sign,add_assoc] omega rw [h2,ih] simp only [killed] ring /-- Reflection counts actual nonnegative paths, including all parity cases. -/ theorem pathMass_reflection (n a b : ℕ) : pathMass n (fun d => nonnegativePath a d ∧ (a:ℤ)+pathSum d n=b)= kernel n ((b:ℤ)-a)-kernel n ((b:ℤ)+a+2) := by rw [pathMass_killed,killed_reflection] end FKCRT.SimpleWalk end noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.TreeCoding def binaryMass (k : ℕ) : ℝ := (if k=0 then 1/2 else 0)+(if k=2 then 1/2 else 0) lemma binaryMass_nonneg (k : ℕ) : 0≤binaryMass k := by unfold binaryMass; positivity lemma binaryMass_total : HasSum binaryMass 1 := by change HasSum (fun k : ℕ => (if k=0 then (1/2:ℝ) else 0)+(if k=2 then 1/2 else 0)) 1 convert (hasSum_ite_eq (0:ℕ) (1/2:ℝ)).add (hasSum_ite_eq (2:ℕ) (1/2:ℝ)) using 1 norm_num lemma binaryMass_moment (r : ℕ) (hr : 0 (k:ℝ)^r*binaryMass k) ((2:ℝ)^r/2) := by have he : (fun k : ℕ => (k:ℝ)^r*binaryMass k)= (fun k : ℕ => if k=2 then (2:ℝ)^r/2 else 0) := by funext k by_cases h0 : k=0 · subst k; simp [binaryMass,zero_pow (by omega : r≠0)] · by_cases h2 : k=2 · subst k; simp [binaryMass,div_eq_mul_inv] · simp [binaryMass,h0,h2] rw [he] exact hasSum_ite_eq (2:ℕ) _ def binaryOffspring : CriticalEvenOffspring where mass := binaryMass nonneg := binaryMass_nonneg total := binaryMass_total even_support k hk := by have h0 : k≠0 := by rintro rfl; norm_num at hk have h2 : k≠2 := by rintro rfl; norm_num at hk simp [binaryMass,h0,h2] zero_pos := by norm_num [binaryMass] two_pos := by norm_num [binaryMass] mean := by simpa using binaryMass_moment 1 (by omega) second := (binaryMass_moment 2 (by omega)).summable @[simp] lemma binaryOffspring_variance : binaryOffspring.variance=1 := by unfold CriticalEvenOffspring.variance have he : (fun k : ℕ => ((k:ℝ)-1)^2*binaryOffspring.mass k)=binaryMass := by funext k by_cases h0 : k=0 · subst k; norm_num [binaryOffspring,binaryMass] · by_cases h2 : k=2 · subst k; norm_num [binaryOffspring,binaryMass] · simp [binaryOffspring,binaryMass,h0,h2] rw [he,binaryMass_total.tsum_eq] @[simp] lemma binaryOffspring_sigma : binaryOffspring.sigma=1 := by simp [CriticalEvenOffspring.sigma] /-- Binary paths really sample critical, variance-one even offspring. -/ def binaryDegree (s : Bool) : ℕ := if s then 2 else 0 instance : MeasurableSpace Bool := ⊤ instance : MeasurableSingletonClass Bool := ⟨fun _ => trivial⟩ def coinLaw : Measure Bool := (2:ℝ≥0∞)⁻¹ • Measure.count lemma coinLaw_singleton (s : Bool) : coinLaw {s}=(2:ℝ≥0∞)⁻¹ := by simp [coinLaw] instance : IsProbabilityMeasure coinLaw := by constructor norm_num [coinLaw,Measure.count_apply_finite] exact ENNReal.inv_mul_cancel (by norm_num) (by norm_num) lemma binaryDegree_preserving : MeasurePreserving binaryDegree coinLaw binaryOffspring.law.toMeasure := by refine ⟨measurable_of_countable _,?_⟩ apply Measure.ext_of_singleton intro k rw [Measure.map_apply (measurable_of_countable _) (measurableSet_singleton k), binaryOffspring.law_singleton] by_cases h0 : k=0 · subst k have he : binaryDegree ⁻¹' {0}={false} := by ext s; cases s <;> simp [binaryDegree] rw [he,coinLaw_singleton] norm_num [binaryOffspring,binaryMass,ENNReal.ofReal_div_of_pos] · by_cases h2 : k=2 · subst k have he : binaryDegree ⁻¹' {2}={true} := by ext s; cases s <;> simp [binaryDegree] rw [he,coinLaw_singleton] norm_num [binaryOffspring,binaryMass,ENNReal.ofReal_div_of_pos] · have he : binaryDegree ⁻¹' {k}=∅ := by ext s; cases s <;> simp [binaryDegree,Ne.symm h0,Ne.symm h2] rw [he,measure_empty] simp [binaryOffspring,binaryMass,h0,h2] lemma binaryStep (s : Bool) : ((binaryDegree s:ℕ):ℤ)-1=SimpleWalk.sign s := by cases s <;> norm_num [binaryDegree,SimpleWalk.sign] def binaryArray {N : ℕ} (d : SimpleWalk.Path N) : Fin N → ℕ := fun i => binaryDegree (d i) lemma binaryArray_preserving (N : ℕ) : MeasurePreserving (@binaryArray N) (Measure.pi (fun _ : Fin N => coinLaw)) (binaryOffspring.iidLaw N) := by refine ⟨measurable_of_countable _,?_⟩ change (Measure.pi _).map (fun d i => binaryDegree (d i))=Measure.pi _ rw [Measure.pi_map_pi (fun _ => (measurable_of_countable binaryDegree).aemeasurable)] simp only [binaryDegree_preserving.map_eq] lemma binaryArray_totalStep {N : ℕ} (d : SimpleWalk.Path N) : totalStep (binaryArray d)=SimpleWalk.pathSum d N := by simp [totalStep,binaryArray,binaryStep,SimpleWalk.pathSum] lemma coinPath_singleton (N : ℕ) (d : SimpleWalk.Path N) : (Measure.pi (fun _ : Fin N => coinLaw)).real {d}=1/(2:ℝ)^N := by rw [measureReal_def,Measure.pi_singleton] simp only [coinLaw_singleton,Finset.prod_const,Finset.card_univ,Fintype.card_fin, ENNReal.toReal_pow,ENNReal.toReal_inv,ENNReal.toReal_ofNat] simp only [one_div,inv_pow] lemma coinPath_event (N : ℕ) (P : SimpleWalk.Path N → Prop) : (Measure.pi (fun _ : Fin N => coinLaw)).real {d | P d}=SimpleWalk.pathMass N P := by classical have he : ({d | P d} : Set (SimpleWalk.Path N))=(Finset.univ.filter P : Finset _):= by ext; simp rw [he,← sum_measureReal_singleton] simp only [coinPath_singleton,Finset.sum_filter,SimpleWalk.pathMass] rw [Finset.sum_div] apply Finset.sum_congr rfl intro d hd split_ifs <;> simp /-- The recursive symmetric kernel is the exact endpoint law used by the already-proved finite-variance conditioned bridge invariance principle. -/ lemma binary_kernel (N : ℕ) (z : ℤ) : (binaryOffspring.iidLaw N).real {d | totalStep d=z}=SimpleWalk.kernel N z := by have hmap := (binaryArray_preserving N).map_eq rw [← hmap,measureReal_def,Measure.map_apply (measurable_of_countable _) (by measurability)] change (Measure.pi (fun _ : Fin N => coinLaw)).real {d | totalStep (binaryArray d)=z}=_ simp_rw [binaryArray_totalStep] rw [coinPath_event,SimpleWalk.pathMass_endpoint] end FKCRT.TreeCoding end noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.TreeCoding attribute [local instance] Classical.propDecidable def arrayWalk {N : ℕ} (d : Fin N → ℕ) (k : ℕ) : ℤ := ∑ i : Fin N, if i.val ({codeEmbedding N c} : Set (Fin N → ℕ)).indicator (fun _ => F (codeEmbedding N c)) have hi (c : Code N) : Integrable (G c) (p.iidLaw N) := (integrable_const _).indicator (measurableSet_singleton _) have he : (fun d => if ArrayGood d then F d else 0)=fun d => ∑ c : Code N,G c d := by funext d by_cases hd : ArrayGood d · obtain ⟨c,rfl⟩ := Set.mem_range.mp (show d∈Set.range (codeEmbedding N) from by rw [← arrayGood_range]; exact hd) rw [ite_eq_left hd,Finset.sum_eq_single c] · simp [G] · intro b _ hbc have hnot : codeEmbedding N c≠codeEmbedding N b := fun h => hbc ((codeEmbedding N).injective h.symm) simp [G,hnot] · simp · rw [ite_eq_right hd] symm apply Finset.sum_eq_zero intro c _ have hn : d≠codeEmbedding N c := by intro he apply hd rw [← Set.mem_ofPred_eq (p := ArrayGood),arrayGood_range] exact ⟨c,he.symm⟩ simp [G,hn] rw [he,integral_finsetSum _ (fun c _ => hi c)] apply Finset.sum_congr rfl intro c _ dsimp only [G] rw [integral_indicator (measurableSet_singleton _),setIntegral_const,smul_eq_mul] rw [show (p.iidLaw N).real {codeEmbedding N c}=codeWeight p c from p.iid_bridge_singleton ⟨c.val,c.property.1⟩] /-- No informal conditioning is used: finite code expectations are exactly normalized restriction of the iid offspring law to the good event. -/ theorem CriticalEvenOffspring.code_iid_integral (p : CriticalEvenOffspring) (n : ℕ) (F : (Fin (2*n+1) → ℕ) → ℝ) : (∫ c,F (codeEmbedding (2*n+1) c) ∂p.codeLaw n)= (∫ d,if ArrayGood d then F d else 0 ∂p.iidLaw (2*n+1))/codePartition p (2*n+1) := by rw [p.code_integral,p.iid_good_integral,Finset.sum_div] apply Finset.sum_congr rfl intro c _ ring lemma arrayWalk_binaryArray {N : ℕ} (d : SimpleWalk.Path N) (k : ℕ) : arrayWalk (binaryArray d) k=SimpleWalk.pathSum d k := by simp [arrayWalk,binaryArray,binaryStep,SimpleWalk.pathSum] def SimpleExcursion {N : ℕ} (d : SimpleWalk.Path N) : Prop := SimpleWalk.pathSum d N= -1 ∧ ∀ k coinLaw) := by rw [binaryOffspring.code_iid_integral,binary_partition] rw [← (binaryArray_preserving (2*n+1)).map_eq, integral_map (measurable_of_countable _).aemeasurable (measurable_of_countable _).aestronglyMeasurable] simp_rw [binaryArray_good] simp only [div_eq_mul_inv,mul_inv_rev,inv_inv] ring end FKCRT.TreeCoding end noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.SimpleWalk attribute [local instance] Classical.propDecidable def splitPathAt (n m : ℕ) : Path (n+m) ≃ Path n × Path m where toFun d := (fun i => d (Fin.castAdd m i),fun i => d (Fin.natAdd n i)) invFun d := Fin.append d.1 d.2 left_inv _ := Fin.append_castAdd_natAdd right_inv _ := by ext <;> simp lemma pathSum_append_left {n m k : ℕ} (d : Path n) (e : Path m) (hk : k≤n) : pathSum (Fin.append d e) k=pathSum d k := by unfold pathSum rw [Fin.sum_univ_add] simp only [Fin.append_left,Fin.append_right,Fin.val_castAdd,Fin.val_natAdd] have hzero : ∑ i : Fin m, (if n+i.val by rw [ite_eq_left (by omega),ite_eq_left i.isLt] simp_rw [he] lemma nonnegativePath_append {n m : ℕ} (a : ℤ) (d : Path n) (e : Path m) : nonnegativePath a (Fin.append d e) ↔ nonnegativePath a d ∧ nonnegativePath (a+pathSum d n) e := by constructor · intro h constructor · intro k hk simpa only [pathSum_append_left d e hk] using h k (by omega) · intro k hk have hh := h (n+k) (by omega) rw [pathSum_append_right] at hh linarith · rintro ⟨hd,he⟩ k hk by_cases hkn : k≤n · rw [pathSum_append_left d e hkn]; exact hd k hkn · have hke : k=n+(k-n) := by omega rw [hke,pathSum_append_right] have hh := he (k-n) (by omega) linarith lemma pathMass_append (n m : ℕ) (P : Path n → Prop) (Q : Path m → Prop) : pathMass (n+m) (fun d => P ((splitPathAt n m d).1) ∧ Q ((splitPathAt n m d).2))= pathMass n P*pathMass m Q := by unfold pathMass rw [Fintype.sum_equiv (splitPathAt n m) _ (fun d => if P d.1 ∧ Q d.2 then (1:ℝ) else 0) (by intro d; split_ifs <;> rfl)] rw [Fintype.sum_prod_type] have he : ∀ d : Path n,∀ e : Path m,(if P d ∧ Q e then (1:ℝ) else 0)= (if P d then 1 else 0)*(if Q e then 1 else 0) := by intro d e; split_ifs <;> simp_all simp_rw [he,← Finset.mul_sum] rw [← Finset.sum_mul,pow_add] ring /-- Exact fixed-middle-point Markov factorization of killed path counts. -/ theorem pathMass_killed_middle (n m a b c : ℕ) : pathMass (n+m) (fun d => nonnegativePath a d ∧ (a:ℤ)+pathSum d n=b ∧ (a:ℤ)+pathSum d (n+m)=c)= killed n a b*killed m b c := by have he : ∀ d : Path (n+m), (nonnegativePath a d ∧ (a:ℤ)+pathSum d n=b ∧ (a:ℤ)+pathSum d (n+m)=c)↔ ((nonnegativePath a (splitPathAt n m d).1 ∧ (a:ℤ)+pathSum (splitPathAt n m d).1 n=b) ∧ (nonnegativePath b (splitPathAt n m d).2 ∧ (b:ℤ)+pathSum (splitPathAt n m d).2 m=c)) := by intro d obtain ⟨⟨d,e⟩,rfl⟩ := (splitPathAt n m).symm.surjective d simp only [Equiv.apply_symm_apply] change (nonnegativePath a (Fin.append d e) ∧ (a:ℤ)+pathSum (Fin.append d e) n=b ∧ (a:ℤ)+pathSum (Fin.append d e) (n+m)=c)↔_ simp only [nonnegativePath_append,pathSum_append_left d e le_rfl,pathSum_append_right] constructor · rintro ⟨⟨hd,he⟩,hb,hc⟩ refine ⟨⟨hd,hb⟩,?_,?_⟩ · rwa [hb] at he · linarith · rintro ⟨⟨hd,hb⟩,he,hc⟩ refine ⟨⟨hd,?_⟩,hb,?_⟩ · rwa [hb] · linarith rw [pathMass_congr he,pathMass_append n m (fun d => nonnegativePath a d ∧ (a:ℤ)+pathSum d n=b) (fun e => nonnegativePath b e ∧ (b:ℤ)+pathSum e m=c),pathMass_killed,pathMass_killed] /-- Probability of a first visit to -1, starting at a nonnegative integer. -/ def firstHit {n : ℕ} (a : ℕ) (d : Path n) : Prop := (a:ℤ)+pathSum d n= -1 ∧ ∀ k simp_all [sign] omega refine ⟨hd,?_,hb⟩ rw [hb] at hend norm_num [sign] at hend linarith · rintro ⟨hd,he,hb⟩ constructor · rw [hb]; norm_num [sign]; linarith · intro k hk rw [pathSum_append_left d s (by omega)] exact hd k (by omega) lemma pathMass_firstHit (n a : ℕ) : pathMass (n+1) (firstHit a)=killed n a 0/2 := by have he : ∀ d : Path (n+1), firstHit a d↔ (nonnegativePath a (splitPathAt n 1 d).1 ∧ (a:ℤ)+pathSum (splitPathAt n 1 d).1 n=0) ∧ (splitPathAt n 1 d).2 0=false := by intro d obtain ⟨⟨d,e⟩,rfl⟩ := (splitPathAt n 1).symm.surjective d simp only [Equiv.apply_symm_apply] change firstHit a (Fin.append d e)↔_ simpa only [and_assoc] using firstHit_last a d e rw [pathMass_congr he,pathMass_append n 1 (fun d => nonnegativePath a d ∧ (a:ℤ)+pathSum d n=0) (fun s => s 0=false)] have hlast : pathMass 1 (fun s => s 0=false)=1/2 := by rw [pathMass_succ] norm_num [pathMass] rw [hlast] have hk := pathMass_killed n a 0 norm_num only [Nat.cast_zero] at hk rw [hk] ring /-- Ballot/first-hitting formula, without parity or reachability restrictions. -/ theorem firstHit_formula (n a : ℕ) : pathMass (n+1) (firstHit a)=((a:ℝ)+1)/((n:ℝ)+1)*kernel (n+1) ((a:ℤ)+1) := by rw [pathMass_firstHit,killed_symm,killed_entrance,kernel_succ] rw [show (a:ℤ)+1-1=a by ring,show (a:ℤ)+1+1=a+2 by ring] have h := kernel_adjacent n a have hn : (n:ℝ)+1≠0 := by positivity have ha : (n:ℝ)+a+2≠0 := by positivity field_simp nlinarith end FKCRT.SimpleWalk end noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.SimpleWalk attribute [local instance] Classical.propDecidable lemma pathMass_true (n : ℕ) : pathMass n (fun _ => True)=1 := by simp [pathMass] lemma pathMass_endpoint_from (n : ℕ) (a b : ℤ) : pathMass n (fun d => a+pathSum d n=b)=kernel n (b-a) := by have he : ∀ d : Path n, (a+pathSum d n=b)↔pathSum d n=b-a := by intro d; omega rw [pathMass_congr he,pathMass_endpoint] /-- Cutting a first-hitting path at a specified nonnegative intermediate level. -/ lemma firstHit_append_middle {n m : ℕ} (a b : ℕ) (d : Path n) (e : Path m) : (firstHit a (Fin.append d e) ∧ (a:ℤ)+pathSum d n=b)↔ (nonnegativePath a d ∧ (a:ℤ)+pathSum d n=b) ∧ firstHit b e := by constructor · rintro ⟨⟨hend,hpos⟩,hb⟩ have hd : nonnegativePath a d := by intro k hk by_cases he : k=n · subst k; omega · have hh := hpos k (by omega) rwa [pathSum_append_left d e hk] at hh refine ⟨⟨hd,hb⟩,?_,?_⟩ · rw [pathSum_append_right] at hend linarith · intro k hk have hh := hpos (n+k) (by omega) rw [pathSum_append_right] at hh linarith · rintro ⟨⟨hd,hb⟩,hend,hpos⟩ refine ⟨⟨?_,?_⟩,hb⟩ · rw [pathSum_append_right]; linarith · intro k hk by_cases hkn : k≤n · rw [pathSum_append_left d e hkn]; exact hd k hkn · have hke : k=n+(k-n) := by omega rw [hke,pathSum_append_right] have hh := hpos (k-n) (by omega) linarith def traceSize (R : ℕ) : List (ℕ×ℕ) → ℕ | [] => R | x::xs => x.1+traceSize R xs /-- Successive specified heights, with free terminal suffix. -/ def tracePoints (a R : ℕ) : (xs : List (ℕ×ℕ)) → Path (traceSize R xs) → Prop | [],_ => True | x::xs,d => (a:ℤ)+pathSum (splitPathAt x.1 (traceSize R xs) d).1 x.1=x.2 ∧ tracePoints x.2 R xs (splitPathAt x.1 (traceSize R xs) d).2 /-- The same specified heights, together with nonnegative segments and final first hit. -/ def traceExcursion (a R : ℕ) : (xs : List (ℕ×ℕ)) → Path (traceSize R xs) → Prop | [],d => firstHit a d | x::xs,d => (nonnegativePath a (splitPathAt x.1 (traceSize R xs) d).1 ∧ (a:ℤ)+pathSum (splitPathAt x.1 (traceSize R xs) d).1 x.1=x.2) ∧ traceExcursion x.2 R xs (splitPathAt x.1 (traceSize R xs) d).2 def traceFreeWeight (a : ℕ) : List (ℕ×ℕ) → ℝ | [] => 1 | x::xs => kernel x.1 ((x.2:ℤ)-a)*traceFreeWeight x.2 xs def traceKilledWeight (a R : ℕ) : List (ℕ×ℕ) → ℝ | [] => pathMass R (firstHit a) | x::xs => killed x.1 a x.2*traceKilledWeight x.2 R xs lemma traceExcursion_iff (a R : ℕ) (xs : List (ℕ×ℕ)) (d : Path (traceSize R xs)) : traceExcursion a R xs d↔firstHit a d ∧ tracePoints a R xs d := by induction xs generalizing a with | nil => simp only [traceExcursion,tracePoints,and_true] | cons x xs ih => obtain ⟨⟨d,e⟩,rfl⟩ := (splitPathAt x.1 (traceSize R xs)).symm.surjective d simp only [traceExcursion,tracePoints,Equiv.apply_symm_apply,ih] change ((nonnegativePath a d ∧ (a:ℤ)+pathSum d x.1=x.2) ∧ firstHit x.2 e ∧ tracePoints x.2 R xs e)↔ firstHit a (Fin.append d e) ∧ ((a:ℤ)+pathSum d x.1=x.2) ∧ tracePoints x.2 R xs e have hh := firstHit_append_middle a x.2 d e tauto /-- Actual unrestricted finite-dimensional probabilities factor into free kernels. -/ theorem pathMass_tracePoints (a R : ℕ) (xs : List (ℕ×ℕ)) : pathMass (traceSize R xs) (tracePoints a R xs)=traceFreeWeight a xs := by induction xs generalizing a with | nil => exact pathMass_true R | cons x xs ih => change pathMass (x.1+traceSize R xs) (fun d => ((a:ℤ)+pathSum (splitPathAt x.1 (traceSize R xs) d).1 x.1=x.2) ∧ tracePoints x.2 R xs (splitPathAt x.1 (traceSize R xs) d).2)=_ rw [pathMass_append x.1 (traceSize R xs) (fun d => (a:ℤ)+pathSum d x.1=x.2) (tracePoints x.2 R xs),pathMass_endpoint_from,ih] rfl /-- Actual nonnegative first-hitting finite-dimensional probabilities have the reflected-kernel product, with the exact terminal first-hitting factor. -/ theorem pathMass_traceExcursion (a R : ℕ) (xs : List (ℕ×ℕ)) : pathMass (traceSize R xs) (traceExcursion a R xs)=traceKilledWeight a R xs := by induction xs generalizing a with | nil => rfl | cons x xs ih => change pathMass (x.1+traceSize R xs) (fun d => (nonnegativePath a (splitPathAt x.1 (traceSize R xs) d).1 ∧ (a:ℤ)+pathSum (splitPathAt x.1 (traceSize R xs) d).1 x.1=x.2) ∧ traceExcursion x.2 R xs (splitPathAt x.1 (traceSize R xs) d).2)=_ rw [pathMass_append x.1 (traceSize R xs) (fun d => nonnegativePath a d ∧ (a:ℤ)+pathSum d x.1=x.2) (traceExcursion x.2 R xs),pathMass_killed,ih] rfl lemma killed_le_kernel (n a b : ℕ) : killed n a b≤kernel n ((b:ℤ)-a) := by rw [killed_reflection] exact sub_le_self _ (kernel_nonneg _ _) lemma traceKilledWeight_nonneg (a R : ℕ) (xs : List (ℕ×ℕ)) : 0≤traceKilledWeight a R xs := by rw [← pathMass_traceExcursion] unfold pathMass positivity lemma traceFreeWeight_nonneg (a : ℕ) (xs : List (ℕ×ℕ)) : 0≤traceFreeWeight a xs := by induction xs generalizing a with | nil => norm_num [traceFreeWeight] | cons x xs ih => exact mul_nonneg (kernel_nonneg _ _) (ih _) lemma traceKilledWeight_eq_zero (a R : ℕ) (xs : List (ℕ×ℕ)) (h : traceFreeWeight a xs=0) : traceKilledWeight a R xs=0 := by induction xs generalizing a with | nil => norm_num [traceFreeWeight] at h | cons x xs ih => change kernel x.1 ((x.2:ℤ)-a)*traceFreeWeight x.2 xs=0 at h rcases mul_eq_zero.mp h with h | h · have hk : killed x.1 a x.2=0 := le_antisymm (by simpa only [h] using killed_le_kernel x.1 a x.2) (killed_nonneg _ _ _) simp [traceKilledWeight,hk] · simp [traceKilledWeight,ih _ h] end FKCRT.SimpleWalk end noncomputable section open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators ENNReal NNReal namespace FKCRT.SimpleWalk open TreeCoding attribute [local instance] Classical.propDecidable -- The inherited product-law realization, not a fresh informal conditioning. def uniformLaw (N : ℕ) : Measure (Path N) := Measure.pi (fun _ => coinLaw) instance uniformLaw_probability (N : ℕ) : IsProbabilityMeasure (uniformLaw N) := inferInstanceAs (IsProbabilityMeasure (Measure.pi (fun _ : Fin N => coinLaw))) lemma uniformLaw_singleton (N : ℕ) (d : Path N) : (uniformLaw N).real {d}=1/(2:ℝ)^N := by rw [measureReal_def,uniformLaw,Measure.pi_singleton] simp [coinLaw] lemma uniformLaw_real (N : ℕ) (A : Set (Path N)) : (uniformLaw N).real A=pathMass N (fun d => d∈A) := by classical have he : ((Finset.univ.filter (fun d => d∈A) : Finset (Path N)) : Set (Path N))=A := by ext d; simp rw [← he,← sum_measureReal_singleton] simp only [Finset.sum_filter,uniformLaw_singleton,pathMass,Finset.sum_div] apply Finset.sum_congr rfl intro d _ simp only [Finset.mem_coe,Finset.mem_filter,Finset.mem_univ,true_and] split_ifs <;> simp lemma firstHit_zero_iff {N : ℕ} (d : Path N) : firstHit 0 d↔SimpleExcursion d := by simp [firstHit,SimpleExcursion] lemma firstHit_mass_pos (n : ℕ) : 0 d∈{d | firstHit 0 d}) at hp rw [← uniformLaw_real] at hp simp only [measureReal_def,h,ENNReal.toReal_zero,lt_self_iff_false] at hp lemma excursionLaw_real (n : ℕ) (A : Set (Path (2*n+1))) : (excursionLaw n).real A= pathMass (2*n+1) (fun d => firstHit 0 d ∧ d∈A)/pathMass (2*n+1) (firstHit 0) := by rw [measureReal_def,excursionLaw,cond_apply ((Set.to_countable _).measurableSet), ENNReal.toReal_mul,ENNReal.toReal_inv] change ((uniformLaw (2*n+1)).real {d | firstHit 0 d})⁻¹ * (uniformLaw (2*n+1)).real ({d | firstHit 0 d}∩A)=_ rw [uniformLaw_real,uniformLaw_real] simp only [mem_inter_iff,mem_ofPred_eq,div_eq_mul_inv,mul_comm] lemma excursionLaw_ae (n : ℕ) : ∀ᵐ d ∂excursionLaw n,firstHit 0 d := ae_cond_mem₀ ((Set.to_countable _).measurableSet.nullMeasurableSet) lemma excursionLaw_integral (n : ℕ) (F : Path (2*n+1) → ℝ) : (∫ d,F d ∂excursionLaw n)= (∫ d,if firstHit 0 d then F d else 0 ∂uniformLaw (2*n+1))/ pathMass (2*n+1) (firstHit 0) := by rw [excursionLaw,TreeCoding.integral_cond_eq_div _ _ ((Set.to_countable _).measurableSet),uniformLaw_real] rfl lemma binary_code_integral (n : ℕ) (F : (Fin (2*n+1) → ℕ) → ℝ) : (∫ c,F (codeEmbedding (2*n+1) c) ∂binaryOffspring.codeLaw n)= ∫ d,F (binaryArray d) ∂excursionLaw n := by rw [binaryOffspring.code_iid_integral,excursionLaw_integral] have hn : codePartition binaryOffspring (2*n+1)=pathMass (2*n+1) (firstHit 0) := by rw [binary_partition,firstHit_formula] norm_num only [Nat.cast_zero,Int.natCast_zero,zero_add,one_mul] rw [← kernel_symm (2*n+1) 1] push_cast ring rw [hn,← (binaryArray_preserving (2*n+1)).map_eq, integral_map (measurable_of_countable _).aemeasurable (measurable_of_countable _).aestronglyMeasurable] congr 1 apply integral_congr_ae filter_upwards [] with d simp only [binaryArray_good,← firstHit_zero_iff] lemma pathSum_parity {N : ℕ} (d : Path N) {k : ℕ} (hk : k≤N) : Even (pathSum d k-(k:ℤ)) := by induction N generalizing k with | zero => have : k=0 := by omega subst k simp | succ N ih => cases k with | zero => simp | succ k => have he : d=Fin.cons (d 0) (Fin.tail d) := (Fin.cons_self_tail d).symm rw [he,pathSum_cons] have hh := ih (Fin.tail d) (by omega : k≤N) have hs : Even (sign (d 0)-1) := by cases d 0 <;> norm_num [sign] have heq : sign (d 0)+pathSum (Fin.tail d) k-((k+1:ℕ):ℤ)= (sign (d 0)-1)+(pathSum (Fin.tail d) k-(k:ℤ)) := by push_cast; ring rw [heq] exact hs.add hh end FKCRT.SimpleWalk end end OAI