import OAI.Probability.FreeIsing.Ising.ContinuousRootResponse import OAI.Probability.FreeIsing.Ising.CopyBrownian import OAI.Probability.FreeIsing.Ising.CopyEnergyIntegrability namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped NNReal Topology namespace Problem367.IsingContinuousCopyCoefficients open IsingObservationInnovation IsingObservationFactor IsingCopyEnergy variable {d : ℕ} {beta : ℝ} def response (hb : 0 ≤ beta) (j : Bool) (v : TreeVertex d) (t : ℝ≥0) (q : Joint d) : ℝ := continuousRootResponse hb v t (projection j q) def covariance (hb : 0 ≤ beta) (j : Bool) (v : TreeVertex d) (t : ℝ≥0) (q : Joint d) : ℝ := continuousRootCovariance hb v t (projection j q) lemma projection_measurable (j : Bool) : Measurable (projection (d := d) j) := by cases j · exact measurable_snd.comp measurable_snd · exact measurable_fst.comp measurable_snd lemma projection_preserving {μ : Measure (TreeVertex d → IsingSpin)} [IsProbabilityMeasure μ] (j : Bool) : MeasurePreserving (projection (d := d) j) (copies beta μ) (observationLaw μ) := by obtain ⟨hl, hr⟩ := IsingCopyStationarity.measurePreserving_observations (beta := beta) (μ := μ) cases j · exact hr · exact hl lemma field_progressive (j : Bool) (v : TreeVertex d) : IsStronglyProgressive ContinuousCopyBrownian.joinedFiltration (fun t (q : Joint d) => continuousField beta v t (projection j q)) := by have hobs (i : TreeVertex d) : IsStronglyProgressive ContinuousCopyBrownian.joinedFiltration (fun t (q : Joint d) => projection j q i t) := by cases j · exact IsingConditionalCopyBounds.progressive_rightObservation i · exact IsingConditionalCopyBounds.progressive_leftObservation i have hraw := isStronglyProgressive_artanh _ (isStronglyProgressive_infiniteGibbsSpinMean _ beta v _ hobs) exact ProgressiveVersionPushforward.progressive_version hraw lemma response_progressive (hb : 0 ≤ beta) (j : Bool) (v : TreeVertex d) : IsStronglyProgressive ContinuousCopyBrownian.joinedFiltration (response hb j v) := by intro T let : MeasurableSpace (Joint d) := ContinuousCopyBrownian.joinedFiltration T exact ((continuous_siteRootResponse hb v).measurable.comp (Measurable.of_eval (fun vertex => (field_progressive j vertex T).measurable))).stronglyMeasurable private lemma continuous_tanh : Continuous Real.tanh := continuous_iff_continuousAt.mpr (fun x => (hasDerivAt_tanh_response x).continuousAt) lemma covariance_progressive (hb : 0 ≤ beta) (j : Bool) (v : TreeVertex d) : IsStronglyProgressive ContinuousCopyBrownian.joinedFiltration (covariance hb j v) := by intro T exact (stronglyMeasurable_const.sub ((continuous_tanh.comp_stronglyMeasurable (field_progressive j (ConnectedHull.root d) T)).pow 2)).mul (response_progressive hb j v T) lemma response_abs_le_one (hb : 0 ≤ beta) (j : Bool) (v : TreeVertex d) (t : ℝ≥0) (q : Joint d) : |response hb j v t q| ≤ 1 := continuousRootResponse_abs_le_one hb v t (projection j q) lemma covariance_abs_le_one (hb : 0 ≤ beta) (j : Bool) (v : TreeVertex d) (t : ℝ≥0) (q : Joint d) : |covariance hb j v t q| ≤ 1 := continuousRootCovariance_abs_le_one hb v t (projection j q) lemma covariance_sq_le_response_sq (hb : 0 ≤ beta) (j : Bool) (v : TreeVertex d) (t : ℝ≥0) (q : Joint d) : covariance hb j v t q ^ 2 ≤ response hb j v t q ^ 2 := by have hz := Real.tanh_sq_lt_one (continuousField beta (ConnectedHull.root d) t (projection j q)) have hn := sq_nonneg (Real.tanh (continuousField beta (ConnectedHull.root d) t (projection j q))) change ((1 - Real.tanh (continuousField beta (ConnectedHull.root d) t (projection j q)) ^ 2) * response hb j v t q) ^ 2 ≤ _ rw [mul_pow] exact mul_le_of_le_one_left (sq_nonneg _) (by nlinarith) variable {μ : Measure (TreeVertex d → IsingSpin)} [IsProbabilityMeasure μ] lemma response_continuous_ae (hd : 3 ≤ d) (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hcrit : ((d - 1 : ℕ) : ℝ) * Real.tanh beta ^ 2 ≤ 1) (j : Bool) (v : TreeVertex d) : ∀ᵐ q ∂copies beta μ, Continuous (fun t => response hb j v t q) := (projection_preserving (beta := beta) (μ := μ) j).quasiMeasurePreserving.ae (continuousRootResponse_continuous_ae hd hμ hb hcrit v) lemma covariance_continuous_ae (hd : 3 ≤ d) (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hcrit : ((d - 1 : ℕ) : ℝ) * Real.tanh beta ^ 2 ≤ 1) (j : Bool) (v : TreeVertex d) : ∀ᵐ q ∂copies beta μ, Continuous (fun t => covariance hb j v t q) := (projection_preserving (beta := beta) (μ := μ) j).quasiMeasurePreserving.ae (continuousRootCovariance_continuous_ae hd hμ hb hcrit v) lemma response_eq_raw_ae (hd : 3 ≤ d) (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hcrit : ((d - 1 : ℕ) : ℝ) * Real.tanh beta ^ 2 ≤ 1) (j : Bool) (v : TreeVertex d) (t : ℝ≥0) : response hb j v t =ᵐ[copies beta μ] fun q => infiniteGibbsResponse beta (ConnectedHull.root d) v (fun i => projection j q i t) := (projection_preserving (beta := beta) (μ := μ) j).quasiMeasurePreserving.ae (continuousRootResponse_eq_response_ae hd hμ hb hcrit v t) lemma covariance_eq_raw_ae (hd : 3 ≤ d) (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hcrit : ((d - 1 : ℕ) : ℝ) * Real.tanh beta ^ 2 ≤ 1) (j : Bool) (v : TreeVertex d) (t : ℝ≥0) : covariance hb j v t =ᵐ[copies beta μ] fun q => infiniteGibbsCovariance beta (ConnectedHull.root d) v (fun i => projection j q i t) := (projection_preserving (beta := beta) (μ := μ) j).quasiMeasurePreserving.ae (continuousRootCovariance_eq_covariance_ae hd hμ hb hcrit v t) private lemma real_measurable {X : ℝ≥0 → Joint d → ℝ} (hX : IsStronglyProgressive ContinuousCopyBrownian.joinedFiltration X) : Measurable (fun p : ℝ × Joint d => X p.1.toNNReal p.2) := (stronglyMeasurable_joint_of_isStronglyProgressive hX).measurable.comp ((measurable_real_toNNReal.comp measurable_fst).prodMk measurable_snd) private lemma sq_time_integrable {X : ℝ≥0 → Joint d → ℝ} (hX : IsStronglyProgressive ContinuousCopyBrownian.joinedFiltration X) (hb : ∀ t q, |X t q| ≤ 1) (T : ℝ≥0) : Integrable (fun p : ℝ × Joint d => X p.1.toNNReal p.2 ^ 2) ((volume.restrict (Ioc (0 : ℝ) (T : ℝ))).prod (copies beta μ)) := by have hp : IsStronglyProgressive ContinuousCopyBrownian.joinedFiltration (fun t q => X t q ^ 2) := fun t => (hX t).pow 2 have h := integrable_nnreal_process_interval_of_progressive_bounded (P := copies beta μ) hp 1 (fun t => Eventually.of_forall fun q => by rw [abs_of_nonneg (sq_nonneg _)] nlinarith [hb t q, neg_abs_le (X t q), le_abs_self (X t q)]) 0 T simpa only [NNReal.coe_zero] using h theorem response_row_energy (hd : 3 ≤ d) (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hcrit : ((d - 1 : ℕ) : ℝ) * Real.tanh beta ^ 2 ≤ 1) (j : Bool) (T : ℝ≥0) : (∀ᵐ p ∂((volume.restrict (Ioc (0 : ℝ) (T : ℝ))).prod (copies beta μ)), Summable (fun v => response hb j v p.1.toNNReal p.2 ^ 2)) ∧ Integrable (fun p : ℝ × Joint d => ∑' v, response hb j v p.1.toNNReal p.2 ^ 2) ((volume.restrict (Ioc (0 : ℝ) (T : ℝ))).prod (copies beta μ)) := by have he (v : TreeVertex d) : (fun p : ℝ × Joint d => response hb j v p.1.toNNReal p.2) =ᵐ[ (volume.restrict (Ioc (0 : ℝ) (T : ℝ))).prod (copies beta μ)] fun p => responseRow beta (ConnectedHull.root d) v (timeProjection j p) := by apply (Measure.ae_prod_iff_ae_ae (measurableSet_eq_fun (real_measurable (response_progressive hb j v)) ((measurable_responseRow beta (ConnectedHull.root d) v).comp (measurable_fst.prodMk ((projection_measurable j).comp measurable_snd))))).2 exact Eventually.of_forall fun t => response_eq_raw_ae hd hμ hb hcrit j v t.toNNReal have hall := ae_all_iff.mpr he have hraw := copy_row_energy_integrable hμ hb (ConnectedHull.root d) j T.coe_nonneg constructor · filter_upwards [hall, hraw.1] with p hp hs simpa only [hp] using hs · apply hraw.2.1.congr filter_upwards [hall] with p hp exact tsum_congr (fun v => congrArg (fun x : ℝ => x ^ 2) (hp v).symm) theorem response_energy_summable (hd : 3 ≤ d) (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hcrit : ((d - 1 : ℕ) : ℝ) * Real.tanh beta ^ 2 ≤ 1) (j : Bool) (T : ℝ≥0) : Summable (fun v => ∫ s in (0 : ℝ)..(T : ℝ), ∫ q, response hb j v s.toNNReal q ^ 2 ∂copies beta μ) := by obtain ⟨hs, hi⟩ := response_row_energy hd hμ hb hcrit j T have h := (DiscrepancyEnergy.hasSum_integral_sq_row (fun v => (real_measurable (response_progressive hb j v)).aestronglyMeasurable) hs hi).summable have he (v : TreeVertex d) : (∫ p : ℝ × Joint d, response hb j v p.1.toNNReal p.2 ^ 2 ∂(volume.restrict (Ioc (0 : ℝ) (T : ℝ))).prod (copies beta μ)) = ∫ s in (0 : ℝ)..(T : ℝ), ∫ q, response hb j v s.toNNReal q ^ 2 ∂copies beta μ := by rw [integral_prod _ (sq_time_integrable (response_progressive hb j v) (response_abs_le_one hb j v) T), intervalIntegral.integral_of_le T.coe_nonneg] simpa only [he] using h theorem covariance_energy_summable (hd : 3 ≤ d) (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hcrit : ((d - 1 : ℕ) : ℝ) * Real.tanh beta ^ 2 ≤ 1) (j : Bool) (T : ℝ≥0) : Summable (fun v => ∫ s in (0 : ℝ)..(T : ℝ), ∫ q, covariance hb j v s.toNNReal q ^ 2 ∂copies beta μ) := by apply Summable.of_nonneg_of_le (fun v => intervalIntegral.integral_nonneg T.coe_nonneg (fun s _ => integral_nonneg (fun q => sq_nonneg _))) _ (response_energy_summable hd hμ hb hcrit j T) intro v have hC := sq_time_integrable (covariance_progressive hb j v) (covariance_abs_le_one hb j v) T (beta := beta) (μ := μ) have hR := sq_time_integrable (response_progressive hb j v) (response_abs_le_one hb j v) T (beta := beta) (μ := μ) rw [intervalIntegral.integral_of_le T.coe_nonneg, intervalIntegral.integral_of_le T.coe_nonneg, ← integral_prod _ hC, ← integral_prod _ hR] exact integral_mono hC hR (fun p => covariance_sq_le_response_sq hb j v p.1.toNNReal p.2) end Problem367.IsingContinuousCopyCoefficients end end OAI