import OAI.Probability.InvariantIsing.Gaussian.BilinearGaussianMinmaxMean import OAI.Probability.InvariantIsing.Core.UnitInnerMaximum namespace OAI /-! Passing the row tests to the full unit sphere in Gordon's matrix comparison. -/ noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators RealInnerProductSpace Topology namespace InvariantIsing lemma continuous_gaussianPattern_apply {N m : ℕ} (v : EuclideanSpace ℝ (Fin m)) : Continuous (fun z : EuclideanSpace ℝ (Fin N × Fin m) => gaussianPatternEuclideanOperator z v) := by change Continuous (fun z : EuclideanSpace ℝ (Fin N × Fin m) => WithLp.toLp 2 (fun i => ∑ j, z (i,j)*v j)) exact (PiLp.continuous_toLp 2 (fun _ : Fin N => ℝ)).comp (continuous_pi (fun i => by fun_prop)) theorem gaussian_finite_column_minimum {V : Type*} [Fintype V] [Nonempty V] {N m : ℕ} (hN : 0 < N) (v : V → EuclideanSpace ℝ (Fin m)) (hv : ∀ b, ‖v b‖ = 1) : (∫ z : EuclideanSpace ℝ (Fin N), ‖z‖ ∂stdGaussian _)-Real.sqrt m ≤ ∫ z : EuclideanSpace ℝ (Fin N × Fin m), Finset.univ.inf' Finset.univ_nonempty (fun b => ‖gaussianPatternEuclideanOperator z (v b)‖) ∂stdGaussian _ := by let : NeZero N := ⟨Nat.ne_of_gt hN⟩ let : Nonempty (UnitVector (EuclideanSpace ℝ (Fin N))) := unitVector_nonempty _ let S := UnitVector (EuclideanSpace ℝ (Fin N)) let s : ℕ → S := TopologicalSpace.denseSeq S have hs : DenseRange s := TopologicalSpace.denseRange_denseSeq S let μ := Measure.pi (fun _ : Fin N => gaussianReal 0 1) let ν := Measure.pi (fun _ : Fin N × Fin m => gaussianReal 0 1) let Z (g : (Fin N × Fin m) → ℝ) : EuclideanSpace ℝ (Fin N × Fin m) := WithLp.toLp 2 g let W (g : Fin N → ℝ) : EuclideanSpace ℝ (Fin N) := WithLp.toLp 2 g let A (n : ℕ) (g : Fin N → ℝ) : ℝ := indexedGaussianMaximum (fun i : Fin (n+1) => fun j => (s i).1 j) g let C (n : ℕ) (g : (Fin N × Fin m) → ℝ) : ℝ := finiteMinmax (fun x : Fin (n+1) × V => ∑ ij, ((s x.1).1 ij.1*v x.2 ij.2)*g ij) let M (z : EuclideanSpace ℝ (Fin N × Fin m)) := Finset.univ.inf' Finset.univ_nonempty (fun b => ‖gaussianPatternEuclideanOperator z (v b)‖) have hAlim (g : Fin N → ℝ) : Tendsto (fun n => A n g) atTop (𝓝 ‖W g‖) := by have he (n : ℕ) : A n g = prefixMaximum (fun i => ⟪(s i).1,W g⟫) n := by unfold A indexedGaussianMaximum prefixMaximum congr 1 funext i simp only [EuclideanSpace.inner_eq_star_dotProduct,dotProduct,star_trivial,W, mul_comm] simp_rw [he] exact unitInner_prefix_tendsto s hs (W g) have hClim (g : (Fin N × Fin m) → ℝ) : Tendsto (fun n => C n g) atTop (𝓝 (M (Z g))) := by have he (n : ℕ) : C n g = Finset.univ.inf' Finset.univ_nonempty (fun b => prefixMaximum (fun i => ⟪(s i).1,gaussianPatternEuclideanOperator (Z g) (v b)⟫) n) := by unfold C finiteMinmax finiteRowMax prefixMaximum congr 1 funext b congr 1 funext i exact (gaussianPattern_unitBilinear (Z g) (s i).1 (v b)).symm simp_rw [he] exact Tendsto.finset_inf'_nhds_apply Finset.univ_nonempty (fun b _ => unitInner_prefix_tendsto s hs (gaussianPatternEuclideanOperator (Z g) (v b))) have hAbound (n : ℕ) (g : Fin N → ℝ) : |A n g| ≤ ‖W g‖ := by obtain ⟨i,_,he⟩ := Finset.exists_mem_eq_sup' Finset.univ_nonempty (fun i : Fin (n+1) => ∑ j, (s i).1 j*g j) change |Finset.univ.sup' Finset.univ_nonempty _| ≤ _ rw [he] have h := abs_real_inner_le_norm (s i).1 (W g) rw [(s i).2,one_mul] at h simpa only [EuclideanSpace.inner_eq_star_dotProduct,dotProduct,star_trivial,W, PiLp.toLp_apply,mul_comm] using h have hCbound (n : ℕ) (g : (Fin N × Fin m) → ℝ) : |C n g| ≤ ‖Z g‖ := by apply finiteMinmax_abs_le intro x rw [← gaussianPattern_unitBilinear (Z g) (s x.1).1 (v x.2)] calc _ ≤ ‖(s x.1).1‖*‖gaussianPatternEuclideanOperator (Z g) (v x.2)‖ := abs_real_inner_le_norm _ _ _ = ‖gaussianPatternEuclideanOperator (Z g) (v x.2)‖ := by rw [(s x.1).2,one_mul] _ ≤ ‖gaussianPatternEuclideanOperator (Z g)‖*‖v x.2‖ := (gaussianPatternEuclideanOperator (Z g)).le_opNorm _ _ ≤ ‖Z g‖ := by rw [hv,mul_one]; exact gaussianPatternEuclideanOperator_norm_le _ have hAint := tendsto_integral_of_dominated_convergence (μ := μ) (fun g => ‖W g‖) (fun n => (measurable_indexedGaussianMaximum _).aestronglyMeasurable) (((gaussianCoordinateVector_memLp (id : Fin N → Fin N)).integrable (by norm_num)).norm) (fun n => ae_of_all _ (fun g => by simpa only [Real.norm_eq_abs] using hAbound n g)) (ae_of_all _ hAlim) have hCint := tendsto_integral_of_dominated_convergence (μ := ν) (fun g => ‖Z g‖) (fun n => (indexedGaussianMinmax_integrable _).aestronglyMeasurable) (((gaussianCoordinateVector_memLp (id : (Fin N × Fin m) → (Fin N × Fin m))).integrable (by norm_num)).norm) (fun n => ae_of_all _ (fun g => by simpa only [Real.norm_eq_abs] using hCbound n g)) (ae_of_all _ hClim) have hbound (n : ℕ) : (∫ g, A n g ∂μ)-Real.sqrt m ≤ ∫ g, C n g ∂ν := bilinear_gaussian_minmax_mean (fun i : Fin (n+1) => (s i).1) v (fun i => (s i).2) hv have hh := le_of_tendsto_of_tendsto (hAint.sub_const (Real.sqrt m)) hCint (Filter.Eventually.of_forall hbound) have hW : HasLaw W (stdGaussian _) μ := ⟨(PiLp.continuous_toLp 2 (fun _ : Fin N => ℝ)).measurable.aemeasurable,map_pi_eq_stdGaussian⟩ have hZ : HasLaw Z (stdGaussian _) ν := ⟨(PiLp.continuous_toLp 2 (fun _ : Fin N × Fin m => ℝ)).measurable.aemeasurable, map_pi_eq_stdGaussian⟩ have heW : (∫ g, ‖W g‖ ∂μ) = ∫ z : EuclideanSpace ℝ (Fin N), ‖z‖ ∂stdGaussian _ := by simpa only [Function.comp_def] using hW.integral_comp (f := norm) (by fun_prop) have heZ : (∫ g, M (Z g) ∂ν) = ∫ z, M z ∂stdGaussian _ := by have hM : Continuous M := Continuous.finset_inf'_apply Finset.univ_nonempty (fun b _ => (continuous_gaussianPattern_apply (v b)).norm) simpa only [Function.comp_def] using hZ.integral_comp hM.aestronglyMeasurable rw [heW,heZ] at hh exact hh end InvariantIsing end end OAI