import Mathlib namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Set namespace Problem367 theorem exists_eq_dirac_of_selfProd_ae_eq {X : Type*} [MeasurableSpace X] (nu : Measure X) [IsProbabilityMeasure nu] (h : ∀ᵐ p ∂nu.prod nu, p.1 = p.2) : ∃ x : X, nu = Measure.dirac x := by obtain ⟨x, hx⟩ := (Measure.ae_ae_of_ae_prod h).exists refine ⟨x, ?_⟩ have hconst : (fun y : X => y) =ᵐ[nu] (fun _ => x) := by filter_upwards [hx] with y hy using hy.symm simpa using Measure.map_congr hconst theorem exists_measurable_dirac_of_forall {W X : Type*} [MeasurableSpace W] [MeasurableSpace X] (kappa : Kernel W X) (h : ∀ w, ∃ x : X, kappa w = Measure.dirac x) : ∃ F : W → X, Measurable F ∧ ∀ w, kappa w = Measure.dirac (F w) := by choose F hF using h refine ⟨F, ?_, hF⟩ intro s hs have heq : F ⁻¹' s = (fun w => kappa w s) ⁻¹' {1} := by ext w simp only [mem_preimage, mem_singleton_iff, hF w, Measure.dirac_apply' _ hs] exact (indicator_eq_one_iff_mem ENNReal).symm rw [heq] exact kappa.measurable_coe hs (measurableSet_singleton 1) theorem exists_measurable_dirac_of_selfProd_ae_eq {W X : Type*} [MeasurableSpace W] [MeasurableSpace X] [MeasurableEq X] [Nonempty X] (mu : Measure W) (kappa : Kernel W X) [IsMarkovKernel kappa] (h : ∀ᵐ w ∂mu, ∀ᵐ p ∂(kappa w).prod (kappa w), p.1 = p.2) : ∃ F : W → X, Measurable F ∧ ∀ᵐ w ∂mu, kappa w = Measure.dirac (F w) := by classical let good : Set W := {w | (kappa ×ₖ kappa) w (diagonal X)ᶜ = 0} have hgood : MeasurableSet good := ((kappa ×ₖ kappa).measurable_coe measurableSet_diagonal.compl) (measurableSet_singleton 0) have hgood_ae : ∀ᵐ w ∂mu, w ∈ good := by filter_upwards [h] with w hw change (kappa ×ₖ kappa) w (diagonal X)ᶜ = 0 rw [Kernel.prod_apply] exact hw let base : X := Classical.choice inferInstance let modified := Kernel.piecewise hgood kappa (Kernel.deterministic (fun _ : W => base) measurable_const) have hmodified : ∀ w, ∃ x : X, modified w = Measure.dirac x := by intro w by_cases hw : w ∈ good · have hdiag : ∀ᵐ p ∂(kappa w).prod (kappa w), p.1 = p.2 := by change (kappa w).prod (kappa w) {p | ¬p.1 = p.2} = 0 simpa only [good, mem_ofPred_eq, Kernel.prod_apply, diagonal, compl_ofPred] using hw obtain ⟨x, hx⟩ := exists_eq_dirac_of_selfProd_ae_eq (kappa w) hdiag exact ⟨x, by simpa [modified, Kernel.piecewise_apply, Kernel.deterministic_apply, hw] using hx⟩ · exact ⟨base, by simp [modified, Kernel.piecewise_apply, Kernel.deterministic_apply, hw]⟩ obtain ⟨F, hF, hdirac⟩ := exists_measurable_dirac_of_forall modified hmodified refine ⟨F, hF, ?_⟩ filter_upwards [hgood_ae] with w hw simpa [modified, Kernel.piecewise_apply, Kernel.deterministic_apply, hw] using hdirac w theorem ae_eq_recovery_of_ae_dirac {W X : Type*} [MeasurableSpace W] [MeasurableSpace X] [MeasurableEq X] (mu : Measure W) (kappa : Kernel W X) {F : W → X} (hF : Measurable F) (h : ∀ᵐ w ∂mu, kappa w = Measure.dirac (F w)) : ∀ᵐ p ∂mu ⊗ₘ kappa, p.2 = F p.1 := by apply Measure.ae_compProd_of_ae_ae (measurableSet_eq_fun measurable_snd (hF.comp measurable_fst)) filter_upwards [h] with w hw rw [hw] simp theorem exists_measurable_recovery_of_conditionalCopies {W X : Type*} [MeasurableSpace W] [MeasurableSpace X] [MeasurableEq X] [Nonempty X] (mu : Measure W) [SFinite mu] (kappa : Kernel W X) [IsMarkovKernel kappa] (h : ∀ᵐ p ∂mu ⊗ₘ (kappa ×ₖ kappa), p.2.1 = p.2.2) : ∃ F : W → X, Measurable F ∧ (∀ᵐ w ∂mu, kappa w = Measure.dirac (F w)) ∧ ∀ᵐ p ∂mu ⊗ₘ kappa, p.2 = F p.1 := by have hcopies : ∀ᵐ w ∂mu, ∀ᵐ p ∂(kappa w).prod (kappa w), p.1 = p.2 := by simpa only [Kernel.prod_apply] using Measure.ae_ae_of_ae_compProd h obtain ⟨F, hF, hdirac⟩ := exists_measurable_dirac_of_selfProd_ae_eq mu kappa hcopies exact ⟨F, hF, hdirac, ae_eq_recovery_of_ae_dirac mu kappa hF hdirac⟩ end Problem367 end end OAI