import OAI.Probability.FreeIsing.Brownian.EntropyEnergy import OAI.Probability.FreeIsing.Brownian.PosteriorField import OAI.Probability.FreeIsing.Gaussian.SiteInformation import OAI.Probability.FreeIsing.Stochastic.FiniteIsingBrownianPosterior namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped NNReal ENNReal namespace Problem367 local instance finiteEntropySmallTimeNonemptyIsingSpin : Nonempty IsingSpin := ⟨.neg⟩ theorem gaussian_channel_fourth_moment {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {S G : Ω → ℝ} (hS : AEMeasurable S P) (hSb : ∀ᵐ p ∂P, |S p| ≤ 1) {t : ℝ≥0} (hG : HasLaw G (gaussianReal 0 t) P) (ht : (t : ℝ) ≤ 1) : Integrable (fun p => |(t : ℝ) * S p + G p| ^ 4) P ∧ (∫ p, |(t : ℝ) * S p + G p| ^ 4 ∂P) ≤ (8 * (1 + Real.exp 32)) * (t : ℝ) := by have ht0 := t.coe_nonneg have hG4 := integrable_abs_pow_of_gaussianLaw hG 4 have hdom : Integrable (fun p => (8 : ℝ) * ((t : ℝ) ^ 4 + |G p| ^ 4)) P := ((integrable_const _).add hG4).const_mul 8 have hbound : ∀ᵐ p ∂P, |(t : ℝ) * S p + G p| ^ 4 ≤ 8 * ((t : ℝ) ^ 4 + |G p| ^ 4) := by filter_upwards [hSb] with p hp have hb : |(t : ℝ) * S p + G p| ≤ (t : ℝ) + |G p| := by calc _ ≤ |(t : ℝ) * S p| + |G p| := abs_add_le _ _ _ ≤ (t : ℝ) + |G p| := by rw [abs_mul, abs_of_nonneg ht0] gcongr simpa using mul_le_mul_of_nonneg_left hp ht0 exact (pow_le_pow_left₀ (abs_nonneg _) hb 4).trans (by convert add_pow_le ht0 (abs_nonneg (G p)) 4 using 1; norm_num) have hi : Integrable (fun p => |(t : ℝ) * S p + G p| ^ 4) P := by apply hdom.mono' (((hS.const_mul (t : ℝ)).add hG.aemeasurable).abs.pow_const 4).aestronglyMeasurable filter_upwards [hbound] with p hp change ‖|(t : ℝ) * S p + G p| ^ 4‖ ≤ _ rw [Real.norm_eq_abs, abs_of_nonneg (by positivity)] exact hp have hstd : (∫ x : ℝ, |x| ^ 4 ∂gaussianReal 0 1) ≤ Real.exp 32 := by calc _ ≤ ∫ x : ℝ, (1 + |x|) ^ 4 ∂gaussianReal 0 1 := integral_mono (integrable_standardGaussian_abs_pow 4) (integrable_one_add_abs_pow_gaussian 4) (fun x => pow_le_pow_left₀ (abs_nonneg x) (by linarith) 4) _ ≤ _ := by convert integral_one_add_abs_pow_gaussian_le (p := 4) (by decide) using 1; norm_num have hnoise : (∫ p, |G p| ^ 4 ∂P) ≤ (t : ℝ) ^ 2 * Real.exp 32 := by have heq := hG.integral_comp (f := fun x : ℝ => |x| ^ 4) (by fun_prop) change (∫ p, |G p| ^ 4 ∂P) = _ at heq rw [heq, integral_gaussianReal_abs_pow] have hs : Real.sqrt (t : ℝ) ^ 4 = (t : ℝ) ^ 2 := by rw [show (4 : ℕ) = 2 * 2 by decide, pow_mul, Real.sq_sqrt ht0] rw [hs] exact mul_le_mul_of_nonneg_left hstd (sq_nonneg _) have ht2 : (t : ℝ) ^ 2 ≤ (t : ℝ) := by nlinarith have ht4 : (t : ℝ) ^ 4 ≤ (t : ℝ) := by have h := pow_le_pow_left₀ (sq_nonneg (t : ℝ)) ht2 2 nlinarith refine ⟨hi, ?_⟩ calc _ ≤ ∫ p, (8 : ℝ) * ((t : ℝ) ^ 4 + |G p| ^ 4) ∂P := integral_mono_ae hi hdom hbound _ = 8 * ((t : ℝ) ^ 4 + ∫ p, |G p| ^ 4 ∂P) := by rw [integral_const_mul, integral_add (integrable_const _) hG4] simp _ ≤ 8 * ((t : ℝ) + (t : ℝ) * Real.exp 32) := by gcongr exact hnoise.trans (mul_le_mul_of_nonneg_right ht2 (Real.exp_nonneg _)) _ = _ := by ring theorem finiteIsingBrownianEntropy_le_information {d : ℕ} {beta : ℝ} {Ω : Type*} [MeasurableSpace Ω] (hbeta : 0 ≤ beta) (μ : Measure (TreeVertex d → IsingSpin)) [IsProbabilityMeasure μ] (ν : TreeVertex d → Measure Ω) {B : TreeVertex d → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsPreBrownianReal (B i) (ν i)) (hmB : ∀ i t, Measurable (B i t)) (D : Finset (TreeVertex d)) (v : D) (t : ℝ≥0) (ht : (t : ℝ) ≤ 1) : (∫ p, finiteIsingBrownianEntropy beta D v B t p ∂μ.prod (Measure.infinitePi ν)) ≤ 2 * Real.sqrt (Real.cosh ((d : ℝ) * beta + 1) ^ 2 * (∫ p, finiteIsingBrownianMean beta D v B t p ^ 2 ∂μ.prod (Measure.infinitePi ν)) + (16 * (1 + ((d : ℝ) * beta) ^ 2) * (1 + Real.exp 32)) * (t : ℝ)) := by have (i : TreeVertex d) : IsProbabilityMeasure (ν i) := (hB i).isGaussianProcess.isProbabilityMeasure let P := μ.prod (Measure.infinitePi ν) let M := finiteIsingBrownianMean beta D v B (t : ℝ) let H := fun p => Real.artanh (M p) let G := fun p : (TreeVertex d → IsingSpin) × (TreeVertex d → Ω) => B v t (p.2 v) let S := fun p : (TreeVertex d → IsingSpin) × (TreeVertex d → Ω) => spinSign (p.1 v) let X := fun p => (t : ℝ) * S p + G p have hcoord := (measurePreserving_eval_infinitePi ν (v : TreeVertex d)).comp (measurePreserving_snd (μ := μ) (ν := Measure.infinitePi ν)) have hG : HasLaw G (gaussianReal 0 t) P := (hB v).hasLaw_eval t |>.comp ⟨hcoord.measurable.aemeasurable, hcoord.map_eq⟩ have hS : Measurable S := (measurable_of_finite spinSign).comp ((measurable_pi_apply (v : TreeVertex d)).comp measurable_fst) have hSb : ∀ᵐ p ∂P, |S p| ≤ 1 := Eventually.of_forall fun p => by cases hp : p.1 v <;> simp [S, hp, spinSign] have hX4 := gaussian_channel_fourth_moment hS.aemeasurable hSb hG ht have hspin (eta : D → IsingSpin) : spinSign (eta v) = -1 ∨ spinSign (eta v) = 1 := by cases eta v <;> simp [spinSign] have hneg : ∃ eta : D → IsingSpin, spinSign (eta v) = -1 := ⟨fun _ => .neg, rfl⟩ have hpos : ∃ eta : D → IsingSpin, spinSign (eta v) = 1 := ⟨fun _ => .pos, rfl⟩ have hm : Measurable M := (FinitePosterior.continuous_fieldMean _ _ _).measurable.comp (measurable_finiteIsingBrownianObservation hmB D t) have hart : Measurable Real.artanh := by unfold Real.artanh; fun_prop have hH : AEMeasurable H P := (hart.comp hm).aemeasurable have hinterior (p) : M p ∈ Ioo (-1 : ℝ) 1 := FinitePosterior.fieldMean_spin_mem_Ioo _ _ _ _ hspin hneg hpos have htan (p) : Real.tanh (H p) = M p := Real.tanh_artanh (hinterior p) have hfield : ∀ᵐ p ∂P, |H p - X p| ≤ (d : ℝ) * beta := by apply Eventually.of_forall intro p have hb := finite_tree_gibbs_field_uniform_bound D hbeta (finiteIsingBrownianObservation B D t p) v change |H p - finiteIsingBrownianObservation B D t p v| ≤ (d : ℝ) * beta at hb simpa only [X, S, G, finiteIsingBrownianObservation, Real.toNNReal_coe] using hb have hsecond := integral_sq_le_tanh_sq_add_fourth (by positivity : 0 ≤ (d : ℝ) * beta) hH hX4.1 hfield simp_rw [htan] at hsecond have hH2 : MemLp H 2 P := (memLp_two_iff_integrable_sq hH.aestronglyMeasurable).mpr hsecond.1 have hinfo : (∫ p, H p ^ 2 ∂P) ≤ Real.cosh ((d : ℝ) * beta + 1) ^ 2 * (∫ p, M p ^ 2 ∂P) + (16 * (1 + ((d : ℝ) * beta) ^ 2) * (1 + Real.exp 32)) * (t : ℝ) := by apply hsecond.2.trans have hb := mul_le_mul_of_nonneg_left hX4.2 (by positivity : 0 ≤ 2 * (1 + ((d : ℝ) * beta) ^ 2)) nlinarith have hE := (finiteIsingBrownianEntropy_moment hbeta μ ν hB hmB D v t).1 calc _ ≤ ∫ p, 2 * |H p| ∂P := by apply integral_mono hE ((hH2.integrable (by norm_num)).abs.const_mul 2) intro p exact FinitePosterior.fieldEntropy_le_abs_field _ _ _ _ hspin hneg hpos _ = 2 * ∫ p, |H p| ∂P := integral_const_mul _ _ _ ≤ 2 * Real.sqrt (∫ p, H p ^ 2 ∂P) := mul_le_mul_of_nonneg_left (integral_abs_le_sqrt_integral_sq hH hsecond.1) (by norm_num) _ ≤ _ := mul_le_mul_of_nonneg_left (Real.sqrt_le_sqrt hinfo) (by norm_num) theorem brownianTerminal_information_eq_gaussian {d : ℕ} {Ω : Type*} [MeasurableSpace Ω] (μ : Measure (TreeVertex d → IsingSpin)) [IsProbabilityMeasure μ] (ν : TreeVertex d → Measure Ω) {B : TreeVertex d → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsPreBrownianReal (B i) (ν i)) (hmB : ∀ i t, Measurable (B i t)) (t : ℝ≥0) (v : TreeVertex d) : (∫ p, ((μ.prod (Measure.infinitePi ν))[fun z => spinSign (z.1 v) | brownianTerminalSigma B t] p) ^ 2 ∂μ.prod (Measure.infinitePi ν)) = ∫ z, (PlantedSymmetry.posteriorMagnetization (μ.prod (PlantedSymmetry.gaussianNoiseLaw (TreeVertex d) t)) t v z) ^ 2 ∂μ.prod (PlantedSymmetry.gaussianNoiseLaw (TreeVertex d) t) := by have (i : TreeVertex d) : IsProbabilityMeasure (ν i) := (hB i).isGaussianProcess.isProbabilityMeasure let T : ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω)) → (TreeVertex d → IsingSpin) × (TreeVertex d → ℝ) := fun p => (p.1, fun i => B i t (p.2 i)) have hT : MeasurePreserving T (μ.prod (Measure.infinitePi ν)) (μ.prod (PlantedSymmetry.gaussianNoiseLaw (TreeVertex d) t)) := (MeasurePreserving.id μ).prod (brownian_array_eval_measurePreserving ν hB hmB t) have hspin : Measurable (fun z : (TreeVertex d → IsingSpin) × (TreeVertex d → ℝ) => spinSign (z.1 v)) := (measurable_of_finite spinSign).comp ((measurable_pi_apply v).comp measurable_fst) have hpull := condExp_comp_measurePreserving_comap hT hspin.stronglyMeasurable (PlantedSymmetry.integrable_plantedSpin _ v) (PlantedSymmetry.observationSigma_le (TreeVertex d) t) have hsame : (PlantedSymmetry.observationSigma (TreeVertex d) (t : ℝ)).comap T = brownianTerminalSigma B t := by rw [PlantedSymmetry.observationSigma, MeasurableSpace.comap_comp] change MeasurableSpace.comap (fun p : (TreeVertex d → IsingSpin) × (TreeVertex d → Ω) => fun i => (t : ℝ) * spinSign (p.1 i) + B i t (p.2 i)) inferInstance = _ simp only [brownianTerminalSigma, Real.toNNReal_coe] rw [hsame] at hpull calc _ = ∫ p, (PlantedSymmetry.posteriorMagnetization (μ.prod (PlantedSymmetry.gaussianNoiseLaw (TreeVertex d) t)) t v (T p)) ^ 2 ∂μ.prod (Measure.infinitePi ν) := by apply integral_congr_ae filter_upwards [hpull] with p hp exact congrArg (fun x : ℝ => x ^ 2) hp _ = _ := hT.hasLaw.integral_comp (((stronglyMeasurable_condExp).mono (PlantedSymmetry.observationSigma_le (TreeVertex d) t)).pow 2).aestronglyMeasurable theorem HasFreeIsingLaw.finiteIsingBrownian_critical_information_upper {d : ℕ} (hd : 3 ≤ d) {beta : ℝ} {Ω : Type*} [MeasurableSpace Ω] {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hcritical : ((d - 1 : ℕ) : ℝ) * (Real.tanh beta) ^ 2 = 1) (ν : TreeVertex d → Measure Ω) {B : TreeVertex d → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsPreBrownianReal (B i) (ν i)) (hmB : ∀ i t, Measurable (B i t)) (D : Finset (TreeVertex d)) (hD : ConnectedFinset D) (v : D) (t : ℝ≥0) (ht : (t : ℝ) ≤ 1) : (∫ p, finiteIsingBrownianMean beta D v B t p ^ 2 ∂μ.prod (Measure.infinitePi ν)) ≤ ((1 + (Real.tanh beta) ^ 2) * Real.sqrt (1 / ((1 - (Real.tanh beta) ^ 2) * (Real.tanh beta) ^ 4))) * Real.sqrt (t : ℝ) := by let := hμ.isProbabilityMeasure have h := hμ.finiteIsingBrownian_information_le ν hB hmB D hD v t dsimp only at h rw [brownianTerminal_information_eq_gaussian μ ν hB hmB t v] at h exact h.trans (hμ.gaussian_site_critical_information_upper hd hb hcritical t ht v) def criticalEntropyEnvelope (d : ℕ) (beta t : ℝ) : ℝ := 2 * Real.sqrt (Real.cosh ((d : ℝ) * beta + 1) ^ 2 * (((1 + (Real.tanh beta) ^ 2) * Real.sqrt (1 / ((1 - (Real.tanh beta) ^ 2) * (Real.tanh beta) ^ 4))) * Real.sqrt t) + (16 * (1 + ((d : ℝ) * beta) ^ 2) * (1 + Real.exp 32)) * t) theorem HasFreeIsingLaw.finiteIsingBrownianEntropy_le_criticalEnvelope {d : ℕ} (hd : 3 ≤ d) {beta : ℝ} {Ω : Type*} [MeasurableSpace Ω] {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hcritical : ((d - 1 : ℕ) : ℝ) * (Real.tanh beta) ^ 2 = 1) (ν : TreeVertex d → Measure Ω) {B : TreeVertex d → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsPreBrownianReal (B i) (ν i)) (hmB : ∀ i t, Measurable (B i t)) (D : Finset (TreeVertex d)) (hD : ConnectedFinset D) (v : D) (t : ℝ≥0) (ht : (t : ℝ) ≤ 1) : (∫ p, finiteIsingBrownianEntropy beta D v B t p ∂μ.prod (Measure.infinitePi ν)) ≤ criticalEntropyEnvelope d beta t := by let := hμ.isProbabilityMeasure apply (finiteIsingBrownianEntropy_le_information hb μ ν hB hmB D v t ht).trans apply mul_le_mul_of_nonneg_left _ (by norm_num : (0 : ℝ) ≤ 2) apply Real.sqrt_le_sqrt apply add_le_add_left exact mul_le_mul_of_nonneg_left (hμ.finiteIsingBrownian_critical_information_upper hd hb hcritical ν hB hmB D hD v t ht) (sq_nonneg _) @[simp] theorem criticalEntropyEnvelope_zero (d : ℕ) (beta : ℝ) : criticalEntropyEnvelope d beta 0 = 0 := by simp [criticalEntropyEnvelope] theorem continuous_criticalEntropyEnvelope (d : ℕ) (beta : ℝ) : Continuous (criticalEntropyEnvelope d beta) := by unfold criticalEntropyEnvelope fun_prop end Problem367 end end OAI