import OAI.Probability.InvariantIsing.Pressure.RandomThermalSqueeze namespace OAI /-! Continuous square-root transport with uniform integrability. -/ noncomputable section open MeasureTheory Filter open scoped Topology ENNReal namespace InvariantIsing lemma uniformIntegrable_add_real {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (X Y : ℕ → Ω → ℝ) (hX : UniformIntegrable X 1 P) (hY : UniformIntegrable Y 1 P) : UniformIntegrable (fun n ω => X n ω+Y n ω) 1 P := by refine ⟨hX.1.add hY.1 le_rfl,?_⟩ obtain ⟨C,hC⟩ := hX.2 obtain ⟨D,hD⟩ := hY.2 refine ⟨C+D,fun n => ?_⟩ exact (eLpNorm_add_le (f := X n) (g := Y n) le_rfl).trans (add_le_add (hC n) (hD n)) lemma uniformIntegrable_abs_real {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (X : ℕ → Ω → ℝ) (hX : UniformIntegrable X 1 P) : UniformIntegrable (fun n ω => |X n ω|) 1 P := by apply uniformIntegrable_of_abs_le P _ X (fun n => (hX.aestronglyMeasurable n).norm) hX intro n filter_upwards [] with ω simp only [Real.norm_eq_abs,abs_abs,le_refl] lemma random_sqrt_scaled_limit {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] (X : ℕ → Ω → ℝ) (L a : ℝ) (ha : |a| ≤ 2) (hX : ∀ n, Measurable (X n)) (hUI : UniformIntegrable X 1 P) (hprob : TendstoInMeasure P X atTop (fun _ => L)) : TendstoInMeasure P (fun n ω => Real.sqrt (a*X n ω)) atTop (fun _ => Real.sqrt (a*L)) ∧ Tendsto (fun n => eLpNorm (fun ω => Real.sqrt (a*X n ω)-Real.sqrt (a*L)) 1 P) atTop (𝓝 0) := by have hs : UniformIntegrable (fun n ω => 1+|X n ω|) 1 P := uniformIntegrable_add_real P _ _ (uniformIntegrable_const le_rfl (by simp) (memLp_const 1)) (uniformIntegrable_abs_real P X hUI) have hsq : UniformIntegrable (fun n ω => Real.sqrt (a*X n ω)) 1 P := by apply uniformIntegrable_of_abs_le P _ _ (fun n => (((hX n).const_mul a).sqrt).aestronglyMeasurable) hs intro n filter_upwards [] with ω rw [abs_of_nonneg (Real.sqrt_nonneg _),abs_of_nonneg (by positivity : 0 ≤ 1+|X n ω|)] apply (Real.sqrt_le_iff).mpr constructor · positivity · have hax : a*X n ω ≤ 2*|X n ω| := (le_abs_self (a*X n ω)).trans (by rw [abs_mul] exact mul_le_mul_of_nonneg_right ha (abs_nonneg _)) nlinarith [sq_nonneg (|X n ω|),sq_abs (X n ω)] have hp := tendstoInMeasure_continuous_comp P X L hX hprob (fun x => Real.sqrt (a*x)) (Real.continuous_sqrt.comp (continuous_const.mul continuous_id)) exact ⟨hp,(pressure_L1_of_probability_and_uniformIntegrability P _ _ hsq hp).1⟩ end InvariantIsing end end OAI