import OAI.Probability.InvariantIsing.Pressure.RandomCoefficientIBP import OAI.Probability.InvariantIsing.Arrays.ReplicaCovariance import OAI.Probability.InvariantIsing.Core.GGErrorAlgebra import OAI.Probability.IsingPerceptron.JointGGClosure namespace OAI /-! GG estimates for Haar-dependent Gaussian perturbation tensors. -/ noncomputable section open MeasureTheory ProbabilityTheory IsingPerceptron open scoped BigOperators namespace InvariantIsing variable {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] /-- Expectation over external disorder and independent Gaussian coordinates. -/ def randomCoefficientAverage (P : Measure Ω) (ν : Ω → Measure X) (A : Ω → X → ℕ →₀ ℝ) (t : ℝ) {r : ℕ} (D : Ω → (Fin r → X) → ℝ) : ℝ := ∫ z : Ω × (ℕ → ℝ), referenceReplicaMean (ν z.1) (fun x => t * cylinderField (A z.1 x) z.2) (D z.1) ∂P.prod gaussianCoordinates def randomCoefficientEnergy (P : Measure Ω) (ν : Ω → Measure X) (A : Ω → X → ℕ →₀ ℝ) (t : ℝ) {r : ℕ} (D : Ω → (Fin (r + 1) → X) → ℝ) : ℝ := ∫ z : Ω × (ℕ → ℝ), referenceReplicaMean (ν z.1) (fun x => t * cylinderField (A z.1 x) z.2) (fun σ => cylinderField (A z.1 (σ 0)) z.2 * D z.1 σ) ∂P.prod gaussianCoordinates variable [Countable X] [MeasurableSingletonClass X] {P : Measure Ω} [IsProbabilityMeasure P] {ν : Ω → Measure X} [∀ ω, IsProbabilityMeasure (ν ω)] lemma randomCoefficientAverage_abs_le (hν : Measurable ν) (A : Ω → X → ℕ →₀ ℝ) (hAm : Measurable (fun p : (Ω × (ℕ → ℝ)) × X => cylinderField (A p.1.1 p.2) p.1.2)) (t : ℝ) {r : ℕ} (D : Ω → (Fin r → X) → ℝ) (hDm : Measurable (Function.uncurry D)) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ ω σ, |D ω σ| ≤ c) : |randomCoefficientAverage P ν A t D| ≤ c := by apply abs_integral_le_const_of_bound · simpa only [cylinderField_smul] using measurable_randomCoefficient_mean hν (fun ω x => t • A ω x) (by simpa only [cylinderField_smul] using hAm.const_mul t) D hDm · intro z exact referenceReplicaMean_abs_le _ _ _ (measurable_of_countable _) hc (hD z.1) lemma randomCoefficientAverage_one (hν : Measurable ν) (A : Ω → X → ℕ →₀ ℝ) (hAm : Measurable (fun p : (Ω × (ℕ → ℝ)) × X => cylinderField (A p.1.1 p.2) p.1.2)) {B : ℝ} (hA : ∀ ω x, (A ω x).sum (fun _ c => c ^ 2) ≤ B) (t : ℝ) (r : ℕ) : randomCoefficientAverage P ν A t (fun (_ : Ω) (_ : Fin r → X) => 1) = 1 := by unfold randomCoefficientAverage calc _ = ∫ _z : Ω × (ℕ → ℝ), (1 : ℝ) ∂P.prod gaussianCoordinates := by apply integral_congr_ae filter_upwards [randomCoefficient_all_exp_ae (P := P) hν A hAm hA] with z hz exact referenceReplicaMean_const _ _ (hz t) r 1 _ = 1 := by simp lemma randomCoefficientAverage_add_bounded (hν : Measurable ν) (A : Ω → X → ℕ →₀ ℝ) (hAm : Measurable (fun p : (Ω × (ℕ → ℝ)) × X => cylinderField (A p.1.1 p.2) p.1.2)) {B : ℝ} (hA : ∀ ω x, (A ω x).sum (fun _ c => c ^ 2) ≤ B) (t : ℝ) {r : ℕ} (D E : Ω → (Fin r → X) → ℝ) (hDm : Measurable (Function.uncurry D)) (hEm : Measurable (Function.uncurry E)) {c d : ℝ} (hc : 0 ≤ c) (hd : 0 ≤ d) (hD : ∀ ω σ, |D ω σ| ≤ c) (hE : ∀ ω σ, |E ω σ| ≤ d) : randomCoefficientAverage P ν A t (fun ω σ => D ω σ + E ω σ) = randomCoefficientAverage P ν A t D + randomCoefficientAverage P ν A t E := by have ht : Measurable (fun p : (Ω × (ℕ → ℝ)) × X => cylinderField (t • A p.1.1 p.2) p.1.2) := by simpa only [cylinderField_smul] using hAm.const_mul t have hiD := integrable_randomCoefficient_mean (P := P) hν (fun ω x => t • A ω x) ht D hDm hc hD have hiE := integrable_randomCoefficient_mean (P := P) hν (fun ω x => t • A ω x) ht E hEm hd hE simp only [cylinderField_smul] at hiD hiE unfold randomCoefficientAverage calc _ = ∫ z : Ω × (ℕ → ℝ), referenceReplicaMean (ν z.1) (fun x => t * cylinderField (A z.1 x) z.2) (D z.1) + referenceReplicaMean (ν z.1) (fun x => t * cylinderField (A z.1 x) z.2) (E z.1) ∂P.prod gaussianCoordinates := by apply integral_congr_ae filter_upwards [randomCoefficient_all_exp_ae (P := P) hν A hAm hA] with z hz exact referenceReplicaMean_add_bounded _ _ (hz t) _ _ (hD z.1) (hE z.1) _ = _ := integral_add hiD hiE /-- Conditional Gaussian integration by parts, with the diagonal retained. -/ theorem randomCoefficientEnergy_full_identity (hν : Measurable ν) (A : Ω → X → ℕ →₀ ℝ) (hAm : Measurable (fun p : (Ω × (ℕ → ℝ)) × X => cylinderField (A p.1.1 p.2) p.1.2)) (hcross : Measurable (fun p : Ω × (X × X) => cylinderCross (A p.1 p.2.1) (A p.1 p.2.2))) {B : ℝ} (hA : ∀ ω x, (A ω x).sum (fun _ c => c ^ 2) ≤ B) (t : ℝ) {r : ℕ} (D : Ω → (Fin (r + 1) → X) → ℝ) (hDm : Measurable (Function.uncurry D)) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ ω σ, |D ω σ| ≤ c) : randomCoefficientEnergy P ν A t D = t * (randomCoefficientAverage P ν A t (fun ω σ => D ω σ * (∑ i : Fin (r + 1), cylinderCross (A ω (σ 0)) (A ω (σ i)))) - (r + 1 : ℕ) * randomCoefficientAverage P ν A t (fun ω (τ : Fin (r + 1 + 1) → X) => D ω (Fin.tail τ) * cylinderCross (A ω ((Fin.tail τ) 0)) (A ω (τ 0)))) := by have h := joint_randomCoefficient_cylinder_insertion (P := P) hν (fun ω x => t • A ω x) A (by simpa only [cylinderField_smul] using hAm.const_mul t) hAm (by simpa only [cylinderCross_smul_right] using hcross.const_mul t) (fun ω x => by rw [cylinder_norm_smul]; exact mul_le_mul_of_nonneg_left (hA ω x) (sq_nonneg t)) hA D hDm hc hD simp only [cylinderField_smul, cylinderCross_smul_right] at h have heq (ω : Ω) : (fun σ : Fin (r + 1) → X => D ω σ * (∑ i, t * cylinderCross (A ω (σ 0)) (A ω (σ i)))) = (fun σ => t * (D ω σ * ∑ i, cylinderCross (A ω (σ 0)) (A ω (σ i)))) := by funext σ rw [← Finset.mul_sum] ring have hfresh (ω : Ω) : (fun τ : Fin (r + 1 + 1) → X => D ω (Fin.tail τ) * (t * cylinderCross (A ω ((Fin.tail τ) 0)) (A ω (τ 0)))) = (fun τ => t * (D ω (Fin.tail τ) * cylinderCross (A ω ((Fin.tail τ) 0)) (A ω (τ 0)))) := by funext τ ring simp_rw [heq, hfresh, referenceReplicaMean_const_mul] at h rw [integral_const_mul, integral_const_mul] at h change randomCoefficientEnergy P ν A t D = _ at h rw [h] unfold randomCoefficientAverage ring /-- Energy fluctuation bounds remain valid for Haar-dependent tensors and Haar-dependent replica tests. -/ theorem randomCoefficient_energy_covariance_bound (hν : Measurable ν) (A : Ω → X → ℕ →₀ ℝ) (hAm : Measurable (fun p : (Ω × (ℕ → ℝ)) × X => cylinderField (A p.1.1 p.2) p.1.2)) {B : ℝ} (hA : ∀ ω x, (A ω x).sum (fun _ c => c ^ 2) ≤ B) (t b : ℝ) {r : ℕ} (D : Ω → (Fin (r + 1) → X) → ℝ) (hDm : Measurable (Function.uncurry D)) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ ω σ, |D ω σ| ≤ c) (hE : Integrable (fun z : Ω × (ℕ → ℝ) => ∫ x, |cylinderField (A z.1 x) z.2 - b| ∂(ν z.1).tilted (fun x => t * cylinderField (A z.1 x) z.2)) (P.prod gaussianCoordinates)) : |randomCoefficientEnergy P ν A t D - b * randomCoefficientAverage P ν A t D| ≤ c * (∫ z : Ω × (ℕ → ℝ), ∫ x, |cylinderField (A z.1 x) z.2 - b| ∂(ν z.1).tilted (fun x => t * cylinderField (A z.1 x) z.2) ∂P.prod gaussianCoordinates) := by have ht : Measurable (fun p : (Ω × (ℕ → ℝ)) × X => cylinderField (t • A p.1.1 p.2) p.1.2) := by simpa only [cylinderField_smul] using hAm.const_mul t have hiU := integrable_randomCoefficient_insertion (P := P) hν (fun ω x => t • A ω x) A ht hAm (fun ω x => by rw [cylinder_norm_smul]; exact mul_le_mul_of_nonneg_left (hA ω x) (sq_nonneg t)) hA D hDm hc hD have hiV := integrable_randomCoefficient_mean (P := P) hν (fun ω x => t • A ω x) ht D hDm hc hD simp only [cylinderField_smul] at hiU hiV have he := randomCoefficient_all_exp_ae (P := P) hν A hAm hA have hY : ∀ᵐ z : Ω × (ℕ → ℝ) ∂P.prod gaussianCoordinates, Integrable (fun x => cylinderField (A z.1 x) z.2) ((ν z.1).tilted (fun x => t * cylinderField (A z.1 x) z.2)) := by filter_upwards [he] with z hz exact (memLp_tilted_mul (mem_interior_integrableExpSet_of_all hz t) (1 : NNReal)).integrable (by norm_num) exact random_replica_energy_covariance_bound (ν := fun z : Ω × (ℕ → ℝ) => ν z.1) (H := fun p => t * cylinderField (A p.1.1 p.2) p.1.2) (Y := fun p => cylinderField (A p.1.1 p.2) p.1.2) (fun p => D p.1.1 p.2) (hDm.comp (measurable_fst.fst.prodMk measurable_snd)) hc (fun z => hD z.1) b (he.mono fun _ hz => hz t) hY hiU hiV hE /-- The finite GG comparison for the actual type of perturbations used here: both coefficients and tests may depend on the external Haar disorder, and the spectral self-overlap covariance remains an explicit error. -/ theorem randomCoefficient_gaussian_gg_bound (hν : Measurable ν) (A : Ω → X → ℕ →₀ ℝ) (hAm : Measurable (fun p : (Ω × (ℕ → ℝ)) × X => cylinderField (A p.1.1 p.2) p.1.2)) (hcross : Measurable (fun p : Ω × (X × X) => cylinderCross (A p.1 p.2.1) (A p.1 p.2.2))) {B : ℝ} (hA : ∀ ω x, (A ω x).sum (fun _ c => c ^ 2) ≤ B) (t b : ℝ) {r : ℕ} (D : Ω → (Fin (r + 1) → X) → ℝ) (hDm : Measurable (Function.uncurry D)) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ ω σ, |D ω σ| ≤ c) (hE : Integrable (fun z : Ω × (ℕ → ℝ) => ∫ x, |cylinderField (A z.1 x) z.2 - b| ∂(ν z.1).tilted (fun x => t * cylinderField (A z.1 x) z.2)) (P.prod gaussianCoordinates)) : |t| * |(r + 1 : ℕ) * randomCoefficientAverage P ν A t (fun ω (τ : Fin (r + 1 + 1) → X) => D ω (Fin.tail τ) * cylinderCross (A ω ((Fin.tail τ) 0)) (A ω (τ 0))) - randomCoefficientAverage P ν A t D * randomCoefficientAverage P ν A t (fun ω (τ : Fin 2 → X) => cylinderCross (A ω (τ 1)) (A ω (τ 0))) - randomCoefficientAverage P ν A t (fun ω σ => D ω σ * ∑ l : Fin r, cylinderCross (A ω (σ 0)) (A ω (σ l.succ)))| ≤ 2 * c * (∫ z : Ω × (ℕ → ℝ), ∫ x, |cylinderField (A z.1 x) z.2 - b| ∂(ν z.1).tilted (fun x => t * cylinderField (A z.1 x) z.2) ∂P.prod gaussianCoordinates) + |t| * |randomCoefficientAverage P ν A t (fun ω σ => D ω σ * cylinderCross (A ω (σ 0)) (A ω (σ 0))) - randomCoefficientAverage P ν A t D * randomCoefficientAverage P ν A t (fun ω (σ : Fin 1 → X) => cylinderCross (A ω (σ 0)) (A ω (σ 0)))| := by let V := randomCoefficientAverage P ν A t D let U := randomCoefficientEnergy P ν A t D let M := randomCoefficientEnergy P ν A t (fun (_ : Ω) (_ : Fin 1 → X) => 1) let E := ∫ z : Ω × (ℕ → ℝ), ∫ x, |cylinderField (A z.1 x) z.2 - b| ∂(ν z.1).tilted (fun x => t * cylinderField (A z.1 x) z.2) ∂P.prod gaussianCoordinates let L := randomCoefficientAverage P ν A t (fun ω σ => D ω σ * cylinderCross (A ω (σ 0)) (A ω (σ 0))) let L₀ := randomCoefficientAverage P ν A t (fun ω (σ : Fin 1 → X) => cylinderCross (A ω (σ 0)) (A ω (σ 0))) have hEn : 0 ≤ E := integral_nonneg (fun _ => integral_nonneg (fun _ => abs_nonneg _)) have hU : |U - b * V| ≤ c * E := randomCoefficient_energy_covariance_bound hν A hAm hA t b D hDm hc hD hE have hM : |M - b| ≤ E := by have h := randomCoefficient_energy_covariance_bound (P := P) hν A hAm hA t b (fun (_ : Ω) (_ : Fin (0 + 1) → X) => 1) measurable_const (c := 1) (by norm_num) (fun _ _ => by norm_num) hE change |M - b * randomCoefficientAverage P ν A t (fun (_ : Ω) (_ : Fin 1 → X) => 1)| ≤ 1 * E at h simpa only [randomCoefficientAverage_one hν A hAm hA, mul_one, one_mul] using h have hV : |V| ≤ c := randomCoefficientAverage_abs_le hν A hAm t D hDm hc hD have hm : M = t * (L₀ - randomCoefficientAverage P ν A t (fun ω (τ : Fin 2 → X) => cylinderCross (A ω (τ 1)) (A ω (τ 0)))) := by have h := randomCoefficientEnergy_full_identity (P := P) (r := 0) hν A hAm hcross hA t (fun (_ : Ω) (_ : Fin (0 + 1) → X) => 1) measurable_const (c := 1) (by norm_num) (fun _ _ => by norm_num) simpa only [Fin.sum_univ_succ, Fin.sum_univ_zero, add_zero, one_mul, Fin.tail, Fin.succ_zero_eq_one, Nat.cast_one, Nat.zero_add] using h have hdiagM : Measurable (Function.uncurry (fun ω (σ : Fin (r + 1) → X) => D ω σ * cylinderCross (A ω (σ 0)) (A ω (σ 0)))) := by have hp : Measurable (fun p : Ω × (Fin (r + 1) → X) => (p.1, (p.2 0, p.2 0))) := measurable_fst.prodMk (((measurable_pi_apply 0).comp measurable_snd).prodMk ((measurable_pi_apply 0).comp measurable_snd)) exact hDm.mul (hcross.comp hp) have hoffM : Measurable (Function.uncurry (fun ω (σ : Fin (r + 1) → X) => D ω σ * ∑ l : Fin r, cylinderCross (A ω (σ 0)) (A ω (σ l.succ)))) := by apply hDm.mul apply Finset.measurable_sum intro l _ have hp : Measurable (fun p : Ω × (Fin (r + 1) → X) => (p.1, (p.2 0, p.2 l.succ))) := measurable_fst.prodMk (((measurable_pi_apply 0).comp measurable_snd).prodMk ((measurable_pi_apply l.succ).comp measurable_snd)) exact hcross.comp hp have hdiag (ω : Ω) (σ : Fin (r + 1) → X) : |D ω σ * cylinderCross (A ω (σ 0)) (A ω (σ 0))| ≤ c * |B| := by rw [abs_mul] exact mul_le_mul (hD ω σ) (cylinderCross_bound (A ω) (hA ω) _ _) (abs_nonneg _) hc have hoff (ω : Ω) (σ : Fin (r + 1) → X) : |D ω σ * ∑ l : Fin r, cylinderCross (A ω (σ 0)) (A ω (σ l.succ))| ≤ c * (r * |B|) := by rw [abs_mul] apply mul_le_mul (hD ω σ) _ (abs_nonneg _) hc calc _ ≤ ∑ l : Fin r, |cylinderCross (A ω (σ 0)) (A ω (σ l.succ))| := Finset.abs_sum_le_sum_abs _ _ _ ≤ ∑ _l : Fin r, |B| := Finset.sum_le_sum (fun _ _ => cylinderCross_bound (A ω) (hA ω) _ _) _ = _ := by simp have hu : U = t * (L + randomCoefficientAverage P ν A t (fun ω σ => D ω σ * ∑ l : Fin r, cylinderCross (A ω (σ 0)) (A ω (σ l.succ))) - (r + 1 : ℕ) * randomCoefficientAverage P ν A t (fun ω (τ : Fin (r + 1 + 1) → X) => D ω (Fin.tail τ) * cylinderCross (A ω ((Fin.tail τ) 0)) (A ω (τ 0)))) := by have h := randomCoefficientEnergy_full_identity (P := P) hν A hAm hcross hA t D hDm hc hD simp only [Fin.sum_univ_succ, mul_add] at h rw [randomCoefficientAverage_add_bounded hν A hAm hA t _ _ hdiagM hoffM (mul_nonneg hc (abs_nonneg _)) (by positivity) hdiag hoff] at h exact h exact gaussianGG_of_energy_identities hEn hU hM hV hu hm /-- Gaussian mean logpartition bounds remain valid when the coefficient vectors depend on the external rotation disorder. -/ lemma randomCoefficient_cgf_mean_bounds (hν : Measurable ν) (A : Ω → X → ℕ →₀ ℝ) (hAm : Measurable (fun p : (Ω × (ℕ → ℝ)) × X => cylinderField (A p.1.1 p.2) p.1.2)) {B : ℝ} (hA : ∀ ω x, (A ω x).sum (fun _ c => c ^ 2) ≤ B) (t : ℝ) : 0 ≤ (∫ z : Ω × (ℕ → ℝ), cgf (fun x => cylinderField (A z.1 x) z.2) (ν z.1) t ∂P.prod gaussianCoordinates) ∧ (∫ z : Ω × (ℕ → ℝ), cgf (fun x => cylinderField (A z.1 x) z.2) (ν z.1) t ∂P.prod gaussianCoordinates) ≤ t ^ 2 * B / 2 := by have hi := integrable_randomCoefficient_cgf (P := P) hν A hAm hA t rw [integral_prod _ hi] refine ⟨integral_nonneg (fun ω => (cylinder_cgf_mean_bounds (ν ω) (A ω) (hA ω) t).1), ?_⟩ calc _ ≤ ∫ _ : Ω, t ^ 2 * B / 2 ∂P := integral_mono hi.integral_prod_left (integrable_const _) (fun ω => (cylinder_cgf_mean_bounds (ν ω) (A ω) (hA ω) t).2) _ = _ := by simp /-- The local-minimum fluctuation estimate applies to the actual Haar-dependent Gaussian fields, rather than requiring fixed coefficients. -/ theorem randomCoefficient_energy_at_minimum (hν : Measurable ν) (A : Ω → X → ℕ →₀ ℝ) (hAm : Measurable (fun p : (Ω × (ℕ → ℝ)) × X => cylinderField (A p.1.1 p.2) p.1.2)) {B : ℝ} (hA : ∀ ω x, (A ω x).sum (fun _ c => c ^ 2) ≤ B) {v c a s δ K : ℝ} (hs : 0 < s) (hK : 0 < K) (hmin : ∀ t ∈ Set.Icc (v - s) (v + s), -(∫ z : Ω × (ℕ → ℝ), cgf (fun x => cylinderField (A z.1 x) z.2) (ν z.1) v ∂P.prod gaussianCoordinates) + c * (v - a) ^ 2 ≤ -(∫ z : Ω × (ℕ → ℝ), cgf (fun x => cylinderField (A z.1 x) z.2) (ν z.1) t ∂P.prod gaussianCoordinates) + c * (t - a) ^ 2) (hconc : ∀ t ∈ ({v - s, v, v + s} : Set ℝ), (∫ z : Ω × (ℕ → ℝ), |cgf (fun x => cylinderField (A z.1 x) z.2) (ν z.1) t - (∫ z' : Ω × (ℕ → ℝ), cgf (fun x => cylinderField (A z'.1 x) z'.2) (ν z'.1) t ∂P.prod gaussianCoordinates)| ∂P.prod gaussianCoordinates) ≤ δ) : let E := fun z : Ω × (ℕ → ℝ) => ∫ x, |cylinderField (A z.1 x) z.2 - 2 * c * (v - a)| ∂(ν z.1).tilted (fun x => v * cylinderField (A z.1 x) z.2) Integrable E (P.prod gaussianCoordinates) ∧ (∫ z, E z ∂P.prod gaussianCoordinates) ≤ (2 * c + K ^ 2) / (2 * K) + c * s + 4 * δ / s := by exact expected_tilted_energy_at_minimum (μ := P.prod gaussianCoordinates) (ν := fun z : Ω × (ℕ → ℝ) => ν z.1) (Y := fun p : (Ω × (ℕ → ℝ)) × X => cylinderField (A p.1.1 p.2) p.1.2) (hν.comp measurable_fst) hAm hs hK (randomCoefficient_all_exp_ae hν A hAm hA) (integrable_randomCoefficient_cgf hν A hAm hA) hmin hconc end InvariantIsing end end OAI