import OAI.Probability.FreeIsing.Brownian.EntropyEnergy import OAI.Probability.FreeIsing.Energy.NormalizedResponseEnergy import OAI.Probability.FreeIsing.Energy.NormalizedResponseTime namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped NNReal ENNReal Topology namespace Problem367.NormalizedInfiniteTimeEnergy open GaussianTreeResponse variable {d : ℕ} {Ω : Type*} [MeasurableSpace Ω] def observation (B : TreeVertex d → ℝ≥0 → Ω → ℝ) (t : ℝ) (p : (TreeVertex d → IsingSpin) × (TreeVertex d → Ω)) : TreeVertex d → ℝ := fun i => t * spinSign (p.1 i) + B i t.toNNReal (p.2 i) def finiteRow (beta : ℝ) (D : Finset (TreeVertex d)) (v : TreeVertex d) (B : TreeVertex d → ℝ≥0 → Ω → ℝ) (w : TreeVertex d) (q : ℝ × ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω))) : ℝ := observedRow beta D v q.1 w (q.2.1, fun i => B i q.1.toNNReal (q.2.2 i)) def infiniteRow (beta : ℝ) (v : TreeVertex d) (B : TreeVertex d → ℝ≥0 → Ω → ℝ) (w : TreeVertex d) (q : ℝ × ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω))) : ℝ := infiniteGibbsResponse beta v w (fun i => q.1 * spinSign (q.2.1 i) + B i q.1.toNNReal (q.2.2 i)) lemma measurable_observation {B : TreeVertex d → ℝ≥0 → Ω → ℝ} (hjoint : ∀ i, Measurable (fun z : ℝ≥0 × Ω => B i z.1 z.2)) : Measurable (fun q : ℝ × ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω)) => observation B q.1 q.2) := by apply Measurable.of_eval intro i exact (measurable_fst.mul ((measurable_of_finite spinSign).comp ((measurable_pi_apply i).comp (measurable_fst.comp measurable_snd)))).add ((hjoint i).comp ((measurable_real_toNNReal.comp measurable_fst).prodMk ((measurable_pi_apply i).comp (measurable_snd.comp measurable_snd)))) lemma measurable_finiteRow (beta : ℝ) (D : Finset (TreeVertex d)) (v : TreeVertex d) {B : TreeVertex d → ℝ≥0 → Ω → ℝ} (hjoint : ∀ i, Measurable (fun z : ℝ≥0 × Ω => B i z.1 z.2)) (w : TreeVertex d) : Measurable (finiteRow beta D v B w) := by classical by_cases hw : w ∈ D · unfold finiteRow simp only [observedRow, ite_eq_left hw] exact (measurable_response beta D v w).comp (measurable_observation hjoint) · unfold finiteRow simp only [observedRow, ite_eq_right hw] exact measurable_const lemma measurable_infiniteRow (beta : ℝ) (v : TreeVertex d) {B : TreeVertex d → ℝ≥0 → Ω → ℝ} (hjoint : ∀ i, Measurable (fun z : ℝ≥0 × Ω => B i z.1 z.2)) (w : TreeVertex d) : Measurable (infiniteRow beta v B w) := (measurable_infiniteGibbsResponse beta v w).comp (measurable_observation hjoint) omit [MeasurableSpace Ω] in lemma finiteRow_eq_normalizedCovariance (beta : ℝ) (D : Finset (TreeVertex d)) (v w : D) (B : TreeVertex d → ℝ≥0 → Ω → ℝ) (t : ℝ) (p : (TreeVertex d → IsingSpin) × (TreeVertex d → Ω)) : finiteRow beta D v B w (t, p) = finiteIsingBrownianNormalizedCovariance beta D v w B t p := by classical simp only [finiteRow, observedRow, ite_eq_left w.property] unfold response TreePathResponse.response TreePathResponse.covariance LeafGibbs.covariance TreePathResponse.mean finiteIsingBrownianNormalizedCovariance FinitePosterior.normalizedFieldCovariance FinitePosterior.fieldCovariance simp only [extendFiniteSpin_apply D _ v, extendFiniteSpin_apply D _ w, GibbsLeaf.expectation_eq_fieldMean] rfl omit [MeasurableSpace Ω] in lemma finiteRow_eq_zero (beta : ℝ) (D : Finset (TreeVertex d)) (v w : TreeVertex d) (B : TreeVertex d → ℝ≥0 → Ω → ℝ) (hw : w ∉ D) (q : ℝ × ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω))) : finiteRow beta D v B w q = 0 := by simp [finiteRow, observedRow, hw] omit [MeasurableSpace Ω] in lemma tsum_finiteRow_sq (beta : ℝ) (D : Finset (TreeVertex d)) (v : D) (B : TreeVertex d → ℝ≥0 → Ω → ℝ) (q : ℝ × ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω))) : (∑' w, ENNReal.ofReal (finiteRow beta D v B w q ^ 2)) = ENNReal.ofReal (∑ w : D, finiteIsingBrownianNormalizedCovariance beta D v w B q.1 q.2 ^ 2) := by classical rcases q with ⟨t, p⟩ rw [tsum_eq_sum (s := D)] · rw [← Finset.sum_coe_sort D] simp_rw [finiteRow_eq_normalizedCovariance] exact (ENNReal.ofReal_sum_of_nonneg (fun _ _ => sq_nonneg _)).symm · intro w hw simp [finiteRow_eq_zero beta D v w B hw] theorem finiteRow_tendsto_ae {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta) (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)) (hjoint : ∀ i, Measurable (fun z : ℝ≥0 × Ω => B i z.1 z.2)) (D : ℕ → Finset (TreeVertex d)) (hD : Monotone D) (hconn : ∀ n, ConnectedFinset (D n)) (hex : ∀ u, ∃ n, u ∈ D n) (v : TreeVertex d) (hv : ∀ n, v ∈ D n) (w : TreeVertex d) (T : ℝ) : ∀ᵐ q ∂(volume.restrict (Ioc 0 T)).prod (μ.prod (Measure.infinitePi ν)), Tendsto (fun n => finiteRow beta (D n) v B w q) atTop (𝓝 (infiniteRow beta v B w q)) := by let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure have (vertex : TreeVertex d) : IsProbabilityMeasure (ν vertex) := (hB vertex).isGaussianProcess.isProbabilityMeasure apply (Measure.ae_prod_iff_ae_ae (measurableSet_tendsto_fun (fun n => measurable_finiteRow beta (D n) v hjoint w) (measurable_infiniteRow beta v hjoint w))).mpr filter_upwards [ae_restrict_mem measurableSet_Ioc] with t ht have h := NormalizedResponseTime.observedRow_tendsto_ae_brownian hμ hbeta ν hB hmB D hD hconn hex v hv w t.toNNReal simpa only [finiteRow, infiniteRow, Real.coe_toNNReal t ht.1.le] using h theorem lintegral_infiniteRow_le_of_finite {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta) (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)) (hjoint : ∀ i, Measurable (fun z : ℝ≥0 × Ω => B i z.1 z.2)) (D : ℕ → Finset (TreeVertex d)) (hD : Monotone D) (hconn : ∀ n, ConnectedFinset (D n)) (hex : ∀ u, ∃ n, u ∈ D n) (v : TreeVertex d) (hv : ∀ n, v ∈ D n) (T : ℝ) {K : ℝ≥0∞} (henergy : ∀ n, (∫⁻ q : ℝ × ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω)), ∑ u : D n, ENNReal.ofReal (finiteIsingBrownianNormalizedCovariance beta (D n) ⟨v, hv n⟩ u B q.1 q.2 ^ 2) ∂(volume.restrict (Ioc 0 T)).prod (μ.prod (Measure.infinitePi ν))) ≤ K) : (∫⁻ q, ∑' w, ENNReal.ofReal (infiniteRow beta v B w q ^ 2) ∂(volume.restrict (Ioc 0 T)).prod (μ.prod (Measure.infinitePi ν))) ≤ K := by let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure have (vertex : TreeVertex d) : IsProbabilityMeasure (ν vertex) := (hB vertex).isGaussianProcess.isProbabilityMeasure let P := (volume.restrict (Ioc 0 T)).prod (μ.prod (Measure.infinitePi ν)) rw [lintegral_tsum (fun w => ((measurable_infiniteRow beta v hjoint w).pow_const 2).ennreal_ofReal.aemeasurable)] apply tsum_lintegral_sq_le_of_ae_tendsto P (fun n w => (measurable_finiteRow beta (D n) v hjoint w).aestronglyMeasurable) (fun w => finiteRow_tendsto_ae hμ hbeta ν hB hmB hjoint D hD hconn hex v hv w T) intro n rw [← lintegral_tsum (fun w => ((measurable_finiteRow beta (D n) v hjoint w).pow_const 2).ennreal_ofReal.aemeasurable)] calc _ = ∫⁻ q : ℝ × ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω)), ∑ u : D n, ENNReal.ofReal (finiteIsingBrownianNormalizedCovariance beta (D n) ⟨v, hv n⟩ u B q.1 q.2 ^ 2) ∂P := by apply lintegral_congr intro q rw [tsum_finiteRow_sq beta (D n) ⟨v, hv n⟩ B q] exact ENNReal.ofReal_sum_of_nonneg (fun _ _ => sq_nonneg _) _ ≤ K := henergy n theorem lintegral_infiniteRow_le {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta) (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)) (hjoint : ∀ i, Measurable (fun z : ℝ≥0 × Ω => B i z.1 z.2)) (v : TreeVertex d) {T : ℝ} (hT : 0 ≤ T) : (∫⁻ q, ∑' w, ENNReal.ofReal (infiniteRow beta v B w q ^ 2) ∂(volume.restrict (Ioc 0 T)).prod (μ.prod (Measure.infinitePi ν))) ≤ ENNReal.ofReal (2 * ((d : ℝ) * beta + T + Real.sqrt T)) := by let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure have (vertex : TreeVertex d) : IsProbabilityMeasure (ν vertex) := (hB vertex).isGaussianProcess.isProbabilityMeasure apply lintegral_infiniteRow_le_of_finite hμ hbeta ν hB hmB hjoint (connectedExhaustion v) (connectedExhaustion_monotone v) (connectedExhaustion_connected v) (fun u => (eventually_mem_connectedExhaustion v u).exists) v (mem_connectedExhaustion v) T intro n let D := connectedExhaustion v n let r : D := ⟨v, mem_connectedExhaustion v n⟩ let R : ℝ × ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω)) → ℝ≥0∞ := fun q => ENNReal.ofReal (∑ u : D, finiteIsingBrownianNormalizedCovariance beta D r u B q.1 q.2 ^ 2) have hR : Measurable R := by have heq : R = fun q => ∑' w, ENNReal.ofReal (finiteRow beta D v B w q ^ 2) := by funext q exact (tsum_finiteRow_sq beta D r B q).symm rw [heq] exact Measurable.tsum (fun w => ((measurable_finiteRow beta D v hjoint w).pow_const 2).ennreal_ofReal) calc _ = ∫⁻ q, R q ∂(volume.restrict (Ioc 0 T)).prod (μ.prod (Measure.infinitePi ν)) := by apply lintegral_congr intro q exact (ENNReal.ofReal_sum_of_nonneg (fun _ _ => sq_nonneg _)).symm _ = ∫⁻ t in Ioc 0 T, ∫⁻ p, R (t, p) ∂μ.prod (Measure.infinitePi ν) := lintegral_prod R hR.aemeasurable _ ≤ _ := hμ.lintegral_finiteIsingBrownianNormalizedEnergy_le hbeta ν hB hmB D (connectedExhaustion_connected v n) r hT theorem row_energy_integrable {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta) (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)) (hjoint : ∀ i, Measurable (fun z : ℝ≥0 × Ω => B i z.1 z.2)) (v : TreeVertex d) {T : ℝ} (hT : 0 ≤ T) : (∀ᵐ q ∂(volume.restrict (Ioc 0 T)).prod (μ.prod (Measure.infinitePi ν)), Summable (fun w => infiniteRow beta v B w q ^ 2)) ∧ Integrable (fun q => ∑' w, infiniteRow beta v B w q ^ 2) ((volume.restrict (Ioc 0 T)).prod (μ.prod (Measure.infinitePi ν))) ∧ (∫ q, ∑' w, infiniteRow beta v B w q ^ 2 ∂(volume.restrict (Ioc 0 T)).prod (μ.prod (Measure.infinitePi ν))) ≤ 2 * ((d : ℝ) * beta + T + Real.sqrt T) := by let P := (volume.restrict (Ioc 0 T)).prod (μ.prod (Measure.infinitePi ν)) have henergy := lintegral_infiniteRow_le hμ hbeta ν hB hmB hjoint v hT rw [lintegral_tsum (fun w => ((measurable_infiniteRow beta v hjoint w).pow_const 2).ennreal_ofReal.aemeasurable)] at henergy have hm (w : TreeVertex d) : AEStronglyMeasurable (infiniteRow beta v B w) P := (measurable_infiniteRow beta v hjoint w).aestronglyMeasurable exact ⟨ae_summable_sq_of_tsum_lintegral_sq_ne_top P hm (ne_top_of_le_ne_top ENNReal.ofReal_ne_top henergy), integral_tsum_sq_le_of_tsum_lintegral_sq_le P hm (by positivity) henergy⟩ theorem ae_path_row_energy_integrable {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta) (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)) (hjoint : ∀ i, Measurable (fun z : ℝ≥0 × Ω => B i z.1 z.2)) (v : TreeVertex d) {T : ℝ} (hT : 0 ≤ T) : ∀ᵐ p ∂μ.prod (Measure.infinitePi ν), IntervalIntegrable (fun t => ∑' w, infiniteRow beta v B w (t, p) ^ 2) volume 0 T := by let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure have (vertex : TreeVertex d) : IsProbabilityMeasure (ν vertex) := (hB vertex).isGaussianProcess.isProbabilityMeasure filter_upwards [(row_energy_integrable hμ hbeta ν hB hmB hjoint v hT).2.1.prod_left_ae] with p hp exact (intervalIntegrable_iff_integrableOn_Ioc_of_le hT).mpr hp theorem integral_mean_row_energy_le {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta) (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)) (hjoint : ∀ i, Measurable (fun z : ℝ≥0 × Ω => B i z.1 z.2)) (v : TreeVertex d) {T : ℝ} (hT : 0 ≤ T) : IntervalIntegrable (fun t => ∫ p, ∑' w, infiniteRow beta v B w (t, p) ^ 2 ∂μ.prod (Measure.infinitePi ν)) volume 0 T ∧ (∫ t in 0..T, ∫ p, ∑' w, infiniteRow beta v B w (t, p) ^ 2 ∂μ.prod (Measure.infinitePi ν)) ≤ 2 * ((d : ℝ) * beta + T + Real.sqrt T) := by let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure have (vertex : TreeVertex d) : IsProbabilityMeasure (ν vertex) := (hB vertex).isGaussianProcess.isProbabilityMeasure have h := row_energy_integrable hμ hbeta ν hB hmB hjoint v hT refine ⟨(intervalIntegrable_iff_integrableOn_Ioc_of_le hT).mpr h.2.1.integral_prod_left, ?_⟩ rw [intervalIntegral.integral_of_le hT, ← integral_prod _ h.2.1] exact h.2.2 end Problem367.NormalizedInfiniteTimeEnergy end end OAI