import OAI.Probability.GammaPassage.CheapPathCounting import Mathlib.Analysis.SpecialFunctions.Log.Basic import Mathlib.Tactic.FieldSimp import Mathlib.Tactic.NormNum namespace OAI namespace GammaFPP open MeasureTheory ProbabilityTheory PlanarFPP open scoped ENNReal noncomputable def cheapChernoff (shape rate : ℝ) : ℝ := rate * (Real.exp (Real.log 16 / shape) - 1) noncomputable def cheapSlope (shape rate : ℝ) : ℝ := Real.log 2 / cheapChernoff shape rate lemma cheapChernoff_pos {shape rate : ℝ} (hs : 0 < shape) (hr : 0 < rate) : 0 < cheapChernoff shape rate := by have hl : 0 < Real.log (16 : ℝ) := Real.log_pos (by norm_num) exact mul_pos hr (sub_pos.mpr (Real.one_lt_exp_iff.mpr (div_pos hl hs))) lemma cheapSlope_pos {shape rate : ℝ} (hs : 0 < shape) (hr : 0 < rate) : 0 < cheapSlope shape rate := div_pos (Real.log_pos (by norm_num)) (cheapChernoff_pos hs hr) /-- The exact native Gamma Laplace factor is 1/16 at the chosen parameter. -/ lemma cheapChernoff_factor {shape rate : ℝ} (hs : 0 < shape) (hr : 0 < rate) : (rate / (rate + cheapChernoff shape rate)) ^ shape = (1 / 16 : ℝ) := by have hd : rate + cheapChernoff shape rate = rate * Real.exp (Real.log 16 / shape) := by unfold cheapChernoff ring have hratio : rate / (rate + cheapChernoff shape rate) = Real.exp (-(Real.log 16 / shape)) := by rw [hd, Real.exp_neg] field_simp [hr.ne', Real.exp_ne_zero] rw [hratio, ← Real.exp_mul] have he : -(Real.log 16 / shape) * shape = -Real.log 16 := by field_simp [hs.ne'] rw [he, Real.exp_neg, Real.exp_log (by norm_num : (0 : ℝ) < 16)] norm_num lemma cheapChernoff_mul_slope {shape rate : ℝ} (hs : 0 < shape) (hr : 0 < rate) : cheapChernoff shape rate * cheapSlope shape rate = Real.log 2 := by unfold cheapSlope field_simp [(cheapChernoff_pos hs hr).ne'] /-- Exact cancellation of counting, Laplace factor and linear threshold. -/ lemma cheap_count_bound_eq {shape rate : ℝ} (hs : 0 < shape) (hr : 0 < rate) (n : ℕ) : (4 : ℝ)^n * (((rate / (rate + cheapChernoff shape rate)) ^ shape)^n / Real.exp (-cheapChernoff shape rate * (cheapSlope shape rate * (n : ℝ)))) = (1 / 2 : ℝ)^n := by rw [cheapChernoff_factor hs hr] have he : -cheapChernoff shape rate * (cheapSlope shape rate * (n : ℝ)) = (n : ℝ) * (-Real.log 2) := by have hc := cheapChernoff_mul_slope hs hr calc _ = -(cheapChernoff shape rate * cheapSlope shape rate) * (n : ℝ) := by ring _ = _ := by rw [hc]; ring rw [he, Real.exp_nat_mul, Real.exp_neg, Real.exp_log (by norm_num : (0 : ℝ) < 2)] rw [← div_pow, ← mul_pow] norm_num variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} variable {τ : Edge → Ω → ℝ} {shape rate : ℝ} /-- All actual trails of n steps from p are exponentially unlikely to cost at most c*n. This includes n=0, where the empty path has probability one. -/ theorem GammaEnvironment.cheap_fixed_length_decay_real (h : GammaEnvironment shape rate P τ) (hs : 0 < shape) (hr : 0 < rate) (p : Vertex) (n : ℕ) : P.real {ω | ∃ ds : List Step, ds.length = n ∧ ((trace p ds).map traversalEdge).Nodup ∧ pathCost (fun e => τ e ω) p ds ≤ cheapSlope shape rate * (n : ℝ)} ≤ (1 / 2 : ℝ)^n := by have hsp := cheapChernoff_pos hs hr have hbase : 0 ≤ (rate / (rate + cheapChernoff shape rate)) ^ shape := (Real.rpow_pos_of_pos (div_pos hr (add_pos hr hsp)) shape).le have hden : ENNReal.ofReal (Real.exp (-cheapChernoff shape rate * (cheapSlope shape rate * (n : ℝ)))) ≠ 0 := ENNReal.ofReal_ne_zero_iff.mpr (Real.exp_pos _) have hfin : ((4 ^ n : ℕ) : ℝ≥0∞) * ((ENNReal.ofReal ((rate / (rate + cheapChernoff shape rate)) ^ shape)) ^ n / ENNReal.ofReal (Real.exp (-cheapChernoff shape rate * (cheapSlope shape rate * (n : ℝ))))) ≠ ⊤ := ENNReal.mul_ne_top (by simp) (ENNReal.div_ne_top (ENNReal.pow_ne_top ENNReal.ofReal_ne_top) hden) have hb := ENNReal.toReal_mono hfin (h.cheap_fixed_length_probability hs hr (cheapChernoff shape rate) hsp p n (cheapSlope shape rate * (n : ℝ))) simp only [ENNReal.toReal_mul, ENNReal.toReal_ofNat, ENNReal.toReal_div, ENNReal.toReal_pow, ENNReal.toReal_ofReal hbase, ENNReal.toReal_ofReal (Real.exp_pos _).le, Nat.cast_pow, Nat.cast_ofNat] at hb change P.real _ ≤ _ at hb rw [cheap_count_bound_eq hs hr n] at hb exact hb end GammaFPP end OAI