import OAI.Probability.FreeIsing.Estimates.NormalizedThresholdRowConvergence import OAI.Probability.FreeIsing.Ising.ObservationComparison namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped NNReal ENNReal Topology namespace Problem367.NormalizedObservationRows open IsingObservationInnovation IsingObservationFactor GaussianTreeResponse variable {d : ℕ} def rowError (beta : ℝ) (D : Finset (TreeVertex d)) (v w : TreeVertex d) (p : ℝ × Paths d) : ℝ := (if w ∈ D then response beta D v w (fun i => p.2 i p.1.toNNReal) else 0) - infiniteGibbsResponse beta v w (fun i => p.2 i p.1.toNNReal) theorem measurable_rowError (beta : ℝ) (D : Finset (TreeVertex d)) (v w : TreeVertex d) : Measurable (rowError beta D v w) := by classical have hm : Measurable (fun p : ℝ × Paths d => fun i => p.2 i p.1.toNNReal) := Measurable.of_eval fun i => continuous_eval.measurable.comp (((measurable_pi_apply i).comp measurable_snd).prodMk (measurable_real_toNNReal.comp measurable_fst)) unfold rowError by_cases hw : w ∈ D · simp only [ite_eq_left hw] exact ((measurable_response beta D v w).comp hm).sub ((measurable_infiniteGibbsResponse beta v w).comp hm) · simp only [ite_eq_right hw] exact measurable_const.sub ((measurable_infiniteGibbsResponse beta v w).comp hm) theorem rowError_uniformObservation (beta : ℝ) (D : Finset (TreeVertex d)) (v w : TreeVertex d) (p : ℝ × IsingInnovation.State d ℝ) (ht : 0 ≤ p.1) : rowError beta D v w (p.1, uniformObservation p.2) = NormalizedInfiniteTimeEnergy.finiteRow beta D v (fun _ t u => WienerSampler.sample u t) w p - NormalizedInfiniteTimeEnergy.infiniteRow beta v (fun _ t u => WienerSampler.sample u t) w p := by have heq : (fun i => uniformObservation p.2 i p.1.toNNReal) = (fun i => p.1 * spinSign (p.2.1 i) + WienerSampler.sample (p.2.2 i) p.1.toNNReal) := by funext i change WienerSampler.sample (p.2.2 i) p.1.toNNReal + (p.1.toNNReal : ℝ) * spinSign (p.2.1 i) = _ rw [Real.coe_toNNReal p.1 ht, add_comm] unfold rowError NormalizedInfiniteTimeEnergy.finiteRow NormalizedInfiniteTimeEnergy.infiniteRow GaussianTreeResponse.observedRow rw [heq] rfl theorem rowError_lintegral_eq (beta : ℝ) (μ : Measure (TreeVertex d → IsingSpin)) [IsProbabilityMeasure μ] (D : Finset (TreeVertex d)) (v : TreeVertex d) (T : ℝ) : (∫⁻ p, ∑' w, ENNReal.ofReal (rowError beta D v w p ^ 2) ∂(volume.restrict (Ioc 0 T)).prod (observationLaw μ)) = (∫⁻ p, ∑' w, ENNReal.ofReal ((NormalizedInfiniteTimeEnergy.finiteRow beta D v (fun _ t u => WienerSampler.sample u t) w p - NormalizedInfiniteTimeEnergy.infiniteRow beta v (fun _ t u => WienerSampler.sample u t) w p) ^ 2) ∂(volume.restrict (Ioc 0 T)).prod (μ.prod (labelMeasure d))) := by let : IsProbabilityMeasure (labelMeasure d) := by unfold labelMeasure; infer_instance let Q := (volume.restrict (Ioc (0 : ℝ) T)).prod (μ.prod (labelMeasure d)) let R := (volume.restrict (Ioc (0 : ℝ) T)).prod (observationLaw μ) let f : ℝ × Paths d → ℝ≥0∞ := fun p => ∑' w, ENNReal.ofReal (rowError beta D v w p ^ 2) have hf : Measurable f := Measurable.tsum fun w => ((measurable_rowError beta D v w).pow_const 2).ennreal_ofReal have hobs : MeasurePreserving uniformObservation (μ.prod (labelMeasure d)) (observationLaw μ) := ⟨measurable_uniformObservation, rfl⟩ have hp : MeasurePreserving (Prod.map id uniformObservation) Q R := (MeasurePreserving.id _).prod hobs change (∫⁻ p, f p ∂ R) = _ rw [← hp.lintegral_comp hf] apply lintegral_congr_ae have ht : ∀ᵐ p ∂Q, p.1 ∈ Ioc (0 : ℝ) T := Measure.quasiMeasurePreserving_fst.ae (ae_restrict_mem measurableSet_Ioc) filter_upwards [ht] with p hp apply tsum_congr intro w exact congrArg (fun r : ℝ => ENNReal.ofReal (r ^ 2)) (rowError_uniformObservation beta D v w p hp.1.le) theorem row_lintegral_tendsto (hd : 3 ≤ d) {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hthreshold : ((d - 1 : ℕ) : ℝ) * Real.tanh beta ^ 2 ≤ 1) (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) : Tendsto (fun n => ∫⁻ p, ∑' w, ENNReal.ofReal (rowError beta (D n) v w p ^ 2) ∂(volume.restrict (Ioc 0 T)).prod (observationLaw μ)) atTop (𝓝 0) := by let := hμ.isProbabilityMeasure simp_rw [rowError_lintegral_eq] exact NormalizedInfiniteTimeEnergy.finiteRow_threshold_row_lintegral_tendsto hd hμ hb hthreshold (fun _ : TreeVertex d => uniform01) (fun _ => WienerSampler.sample_isBrownianReal.toIsPreBrownianReal) (fun _ t => (continuous_eval_const t).measurable.comp WienerSampler.measurable_sample) (fun _ => WienerSampler.measurable_sample_eval) D hD hconn hex v hv T theorem rowError_integrable {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (D : Finset (TreeVertex d)) (hD : ConnectedFinset D) (v : TreeVertex d) (hv : v ∈ D) {T : ℝ} (hT : 0 ≤ T) : let P := (volume.restrict (Ioc 0 T)).prod (observationLaw μ) (∀ᵐ p ∂P, Summable (fun w => rowError beta D v w p ^ 2)) ∧ Integrable (fun p => ∑' w, rowError beta D v w p ^ 2) P ∧ HasSum (fun w => ∫ p, rowError beta D v w p ^ 2 ∂P) (∫ p, ∑' w, rowError beta D v w p ^ 2 ∂P) := by let := hμ.isProbabilityMeasure let P := (volume.restrict (Ioc 0 T)).prod (observationLaw μ) have hf : (∫⁻ p, ∑' w, ENNReal.ofReal (rowError beta D v w p ^ 2) ∂P) ≠ ⊤ := by rw [rowError_lintegral_eq] exact NormalizedInfiniteTimeEnergy.lintegral_rowError_ne_top hμ hb (fun _ : TreeVertex d => uniform01) (fun _ => WienerSampler.sample_isBrownianReal.toIsPreBrownianReal) (fun _ t => (continuous_eval_const t).measurable.comp WienerSampler.measurable_sample) (fun _ => WienerSampler.measurable_sample_eval) D hD v hv hT rw [lintegral_tsum (fun w => ((measurable_rowError beta D v w).pow_const 2).ennreal_ofReal.aemeasurable)] at hf have hm := fun w => (measurable_rowError beta D v w).aestronglyMeasurable (μ := P) have hs := ae_summable_sq_of_tsum_lintegral_sq_ne_top P hm hf have hi := integrable_tsum_sq_of_tsum_lintegral_sq_ne_top P hm hf exact ⟨hs, hi, DiscrepancyEnergy.hasSum_integral_sq_row hm hs hi⟩ theorem row_integral_tendsto (hd : 3 ≤ d) {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hthreshold : ((d - 1 : ℕ) : ℝ) * Real.tanh beta ^ 2 ≤ 1) (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} (hT : 0 ≤ T) : let P := (volume.restrict (Ioc 0 T)).prod (observationLaw μ) (∀ n, (∀ᵐ p ∂P, Summable (fun w => rowError beta (D n) v w p ^ 2)) ∧ Integrable (fun p => ∑' w, rowError beta (D n) v w p ^ 2) P ∧ HasSum (fun w => ∫ p, rowError beta (D n) v w p ^ 2 ∂P) (∫ p, ∑' w, rowError beta (D n) v w p ^ 2 ∂P)) ∧ Tendsto (fun n => ∫ p, ∑' w, rowError beta (D n) v w p ^ 2 ∂P) atTop (𝓝 0) := by let P := (volume.restrict (Ioc 0 T)).prod (observationLaw μ) have hvalid (n : ℕ) := rowError_integrable hμ hb (D n) (hconn n) v (hv n) hT refine ⟨hvalid, ?_⟩ have heq (n : ℕ) : (∫ p, ∑' w, rowError beta (D n) v w p ^ 2 ∂P) = (∫⁻ p, ∑' w, ENNReal.ofReal (rowError beta (D n) v w p ^ 2) ∂P).toReal := by rw [integral_eq_lintegral_of_nonneg_ae (Eventually.of_forall fun p => tsum_nonneg fun w => sq_nonneg _) (hvalid n).2.1.aestronglyMeasurable] congr 1 apply lintegral_congr_ae filter_upwards [(hvalid n).1] with p hp exact ENNReal.ofReal_tsum_of_nonneg (fun w => sq_nonneg _) hp have hlim := (ENNReal.tendsto_toReal (by simp : (0 : ℝ≥0∞) ≠ ⊤)).comp (row_lintegral_tendsto hd hμ hb hthreshold D hD hconn hex v hv T) change Tendsto (fun n => ∫ p, ∑' w, rowError beta (D n) v w p ^ 2 ∂P) atTop (𝓝 0) simp_rw [heq] exact hlim theorem copies_row_lintegral_tendsto (hd : 3 ≤ d) {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} [IsProbabilityMeasure μ] (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hthreshold : ((d - 1 : ℕ) : ℝ) * Real.tanh beta ^ 2 ≤ 1) (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) (j : Bool) (T : ℝ) : Tendsto (fun n => ∫⁻ p, ∑' w, ENNReal.ofReal (rowError beta (D n) v w (p.1, if j then p.2.2.1 else p.2.2.2) ^ 2) ∂(volume.restrict (Ioc 0 T)).prod (copies beta μ)) atTop (𝓝 0) := by have : IsProbabilityMeasure ((observationLaw μ).map (innovationMap beta)) := inferInstance let pr : Paths d × (Paths d × Paths d) → Paths d := fun q => if j then q.2.1 else q.2.2 have hpr : MeasurePreserving pr (copies beta μ) (observationLaw μ) := by obtain ⟨hl, hr⟩ := IsingConditionalCopyBounds.measurePreserving_observation_copies (beta := beta) (μ := μ) (rho := (observationLaw μ).map (innovationMap beta)) (eta := kernel beta μ) kernel_graphLaw cases j · exact hr · exact hl have hp := (MeasurePreserving.id (volume.restrict (Ioc (0 : ℝ) T))).prod hpr have heq (n : ℕ) : (∫⁻ p, ∑' w, ENNReal.ofReal (rowError beta (D n) v w (p.1, if j then p.2.2.1 else p.2.2.2) ^ 2) ∂(volume.restrict (Ioc 0 T)).prod (copies beta μ)) = (∫⁻ p, ∑' w, ENNReal.ofReal (rowError beta (D n) v w p ^ 2) ∂(volume.restrict (Ioc 0 T)).prod (observationLaw μ)) := hp.lintegral_comp (Measurable.tsum fun w => ((measurable_rowError beta (D n) v w).pow_const 2).ennreal_ofReal) simp_rw [heq] exact row_lintegral_tendsto hd hμ hb hthreshold D hD hconn hex v hv T theorem copies_row_integral_tendsto (hd : 3 ≤ d) {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} [IsProbabilityMeasure μ] (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (hthreshold : ((d - 1 : ℕ) : ℝ) * Real.tanh beta ^ 2 ≤ 1) (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) (j : Bool) {T : ℝ} (hT : 0 ≤ T) : let P := (volume.restrict (Ioc 0 T)).prod (copies beta μ) let E := fun n w p => rowError beta (D n) v w (p.1, if j then p.2.2.1 else p.2.2.2) (∀ n, (∀ᵐ p ∂P, Summable (fun w => E n w p ^ 2)) ∧ Integrable (fun p => ∑' w, E n w p ^ 2) P) ∧ Tendsto (fun n => ∫ p, ∑' w, E n w p ^ 2 ∂P) atTop (𝓝 0) := by have : IsProbabilityMeasure ((observationLaw μ).map (innovationMap beta)) := inferInstance let pr : Paths d × (Paths d × Paths d) → Paths d := fun q => if j then q.2.1 else q.2.2 have hpr : MeasurePreserving pr (copies beta μ) (observationLaw μ) := by obtain ⟨hl, hr⟩ := IsingConditionalCopyBounds.measurePreserving_observation_copies (beta := beta) (μ := μ) (rho := (observationLaw μ).map (innovationMap beta)) (eta := kernel beta μ) kernel_graphLaw cases j · exact hr · exact hl have hp := (MeasurePreserving.id (volume.restrict (Ioc (0 : ℝ) T))).prod hpr have ho := row_integral_tendsto hd hμ hb hthreshold D hD hconn hex v hv hT refine ⟨fun n => ⟨hp.quasiMeasurePreserving.ae (ho.1 n).1, hp.integrable_comp_of_integrable (ho.1 n).2.1⟩, ?_⟩ have heq (n : ℕ) : (∫ p, ∑' w, rowError beta (D n) v w (p.1, if j then p.2.2.1 else p.2.2.2) ^ 2 ∂(volume.restrict (Ioc 0 T)).prod (copies beta μ)) = (∫ p, ∑' w, rowError beta (D n) v w p ^ 2 ∂(volume.restrict (Ioc 0 T)).prod (observationLaw μ)) := hp.hasLaw.integral_comp (ho.1 n).2.1.aestronglyMeasurable change Tendsto (fun n => ∫ p, ∑' w, rowError beta (D n) v w (p.1, if j then p.2.2.1 else p.2.2.2) ^ 2 ∂(volume.restrict (Ioc 0 T)).prod (copies beta μ)) atTop (𝓝 0) simp_rw [heq] exact ho.2 end Problem367.NormalizedObservationRows end end OAI