import OAI.Probability.InvariantIsing.Fields.FieldBounds import OAI.Probability.IsingPerceptron.CascadePair namespace OAI /-! The finite-depth Gaussian marking input used in the one-site functional. The logarithmic terminal is unbounded; the linear-growth cascade theorem supplies its integrability. This is the Gaussian specialization of Bolthausen--Sznitman (1998), Appendix Proposition A.2. -/ noncomputable section open MeasureTheory ProbabilityTheory open scoped BigOperators NNReal namespace InvariantIsing lemma integral_gaussianReal_zero_eq_standard (v : ℝ≥0) {F : ℝ → ℝ} (hF : Measurable F) : (∫ g, F g ∂gaussianReal 0 v) = ∫ g, F (Real.sqrt (v : ℝ) * g) ∂gaussianReal 0 1 := by have hm : (gaussianReal 0 1).map (fun g => Real.sqrt (v : ℝ) * g) = gaussianReal 0 v := by convert! gaussianReal_map_const_mul (μ := 0) (v := 1) (Real.sqrt (v : ℝ)) using 1 simp only [mul_zero, mul_one] congr 1 ext simp only [NNReal.coe_mk, Real.sq_sqrt v.coe_nonneg] rw [← hm] exact integral_map (show AEMeasurable (fun g : ℝ => Real.sqrt (v : ℝ) * g) (gaussianReal 0 1) from (measurable_id.const_mul _).aemeasurable) hF.aestronglyMeasurable lemma gaussianOperator_eq_gaussian_logMean {a : ℝ} (ha : a ≠ 0) (v : ℝ≥0) {F : ℝ → ℝ} (hF : Measurable F) (x : ℝ) : gaussianOperator a v F x = IsingPerceptron.logMean a (gaussianReal 0 v) (fun g => F (x + g)) := by simp only [gaussianOperator, ha, ite_false, IsingPerceptron.logMean] have hm : Measurable (fun g : ℝ => Real.exp (a * F (x + g))) := (((hF.comp (measurable_const.add measurable_id)).const_mul a).exp) rw [integral_gaussianReal_zero_eq_standard v hm] ring lemma gaussianCascadeRecursion_eq_fold (n : ℕ) (b : ℕ → ℝ) (v : ℕ → ℝ≥0) (hb : ∀ i < n, b i ≠ 0) {F : ℝ → ℝ} (hF : Measurable F) : IsingPerceptron.cascadeRecursion n b (fun i => ⟨gaussianReal 0 (v i), inferInstance⟩) (fun _ p => p.1 + p.2) F = (List.ofFn (fun i : Fin n => (b i, (v i : ℝ)))).foldr (fun av U => gaussianOperator av.1 av.2 U) F := by induction n generalizing b v with | zero => rfl | succ n ih => have ht := IsingPerceptron.measurable_cascadeRecursion n (fun i => b (i + 1)) (fun i => (⟨gaussianReal 0 (v (i + 1)), inferInstance⟩ : ProbabilityMeasure ℝ)) (fun _ => measurable_fst.add measurable_snd) hF have he := ih (fun i => b (i + 1)) (fun i => v (i + 1)) (fun i hi => hb (i + 1) (by omega)) change Measurable (IsingPerceptron.cascadeRecursion n (fun i => b (i + 1)) (fun i => (⟨gaussianReal 0 (v (i + 1)), inferInstance⟩ : ProbabilityMeasure ℝ)) (fun _ p => p.1 + p.2) F) at ht rw [he] at ht rw [List.ofFn_succ, List.foldr_cons] funext x change IsingPerceptron.logMean (b 0) (gaussianReal 0 (v 0)) (fun g => IsingPerceptron.cascadeRecursion n (fun i => b (i + 1)) (fun i => ⟨gaussianReal 0 (v (i + 1)), inferInstance⟩) (fun _ p => p.1 + p.2) F (x + g)) = _ rw [he] exact (gaussianOperator_eq_gaussian_logMean (hb 0 (by omega)) (v 0) ht x).symm def gaussianCascadeLaw (n : ℕ) (b : ℕ → ℝ) (v : ℕ → ℝ≥0) : Measure (IsingPerceptron.NoiseTree ℝ n) := IsingPerceptron.noiseCascadeLaw ℝ n b (fun i => ⟨gaussianReal 0 (v i), inferInstance⟩) def gaussianCascadeLog (n : ℕ) (x : ℝ) (T : IsingPerceptron.NoiseTree ℝ n) : ℝ := Real.log (∫ leaf, Real.exp (IsingPerceptron.noiseLeafTerminal n (fun _ z => Real.log (Real.cosh z)) (fun _ p => p.1 + p.2) x leaf) ∂IsingPerceptron.noiseLeafKernel ℝ n T) /-- Exact finite Gaussian marking recursion, with the integrability needed to take the outer expectation. No boundedness of `log cosh` is assumed. -/ theorem gaussianCascadeLog_recursion (n : ℕ) (b : ℕ → ℝ) (v : ℕ → ℝ≥0) (hb : IsingPerceptron.CascadeExponents n b) (x : ℝ) : Integrable (gaussianCascadeLog n x) (gaussianCascadeLaw n b v) ∧ (∫ T, gaussianCascadeLog n x T ∂gaussianCascadeLaw n b v) = ((List.ofFn (fun i : Fin n => (b i, (v i : ℝ)))).foldr (fun av U => gaussianOperator av.1 av.2 U) (fun z => Real.log (Real.cosh z))) x := by have h := IsingPerceptron.gaussian_logCosh_cascade n b hb (fun _ => 0) v x have he := IsingPerceptron.noise_leaf_log_eq_ratio n b hb (fun i => (⟨gaussianReal 0 (v i), inferInstance⟩ : ProbabilityMeasure ℝ)) (fun _ => measurable_fst.add measurable_snd) IsingPerceptron.measurable_logCosh x refine ⟨h.1.congr (Filter.EventuallyEq.symm he), ?_⟩ calc _ = _ := integral_congr_ae he _ = _ := h.2.1 _ = _ := congrFun (gaussianCascadeRecursion_eq_fold n b v (fun i hi => (hb.1 i hi).1.ne') IsingPerceptron.measurable_logCosh) x end InvariantIsing end end OAI