import Mathlib import OAI.Probability.JammingConcavity.SphericalGridDensity namespace OAI /-! Row Zero Refinement Closure. -/ noncomputable section open MeasureTheory ProbabilityTheory Set open scoped NNReal ENNReal open Set Filter open scoped Topology open MeasureTheory ProbabilityTheory Filter Set open scoped ENNReal NNReal Topology BigOperators open MeasureTheory Filter Set open scoped ENNReal NNReal BigOperators open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal Topology open scoped NNReal ENNReal Topology open scoped NNReal Topology open Set open Set Filter MeasureTheory open scoped BigOperators open scoped Topology NNReal open scoped Topology BigOperators open scoped ENNReal NNReal open MeasureTheory Set open MeasureTheory ProbabilityTheory open scoped ENNReal NNReal BigOperators Classical open Classical open scoped ENNReal NNReal Topology BigOperators MatrixOrder open scoped NNReal BigOperators open MeasureTheory Metric Set open Metric open scoped RealInnerProductSpace open Filter open Finset Set open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter Metric open scoped ENNReal NNReal Topology BigOperators BoundedContinuousFunction open scoped BigOperators Classical open scoped ENNReal NNReal Topology BigOperators Matrix MatrixOrder open scoped BigOperators RealInnerProductSpace open scoped NNReal Topology BigOperators open scoped NNReal BigOperators RealInnerProductSpace open scoped ENNReal NNReal BigOperators MatrixOrder open scoped MatrixOrder open scoped NNReal open scoped BigOperators NNReal open scoped NNReal ENNReal BigOperators Topology open scoped Topology ENNReal NNReal open scoped Matrix.Norms.L2Operator MatrixOrder Topology NNReal ENNReal BigOperators open scoped Topology ENNReal NNReal BigOperators MatrixOrder Matrix.Norms.L2Operator open scoped Topology NNReal ENNReal BigOperators open scoped BigOperators NNReal Topology open scoped Topology NNReal ENNReal BigOperators MatrixOrder open scoped Topology NNReal ENNReal BigOperators MatrixOrder Matrix.Norms.L2Operator open MeasureTheory ProbabilityTheory Set Filter open scoped Topology NNReal ENNReal BigOperators MatrixOrder namespace MicroscopicJamming lemma replica_coordinate_map {Ω S : Type*} [MeasurableSpace Ω] [MeasurableSpace S] (ν : Measure Ω) [SFinite ν] (G : Kernel Ω S) [IsMarkovKernel G] {r : ℕ} (i : Fin r) : (ν ⊗ₘ replicaKernel G r).map (fun z => (z.1,z.2 i)) = ν ⊗ₘ G := by have he : (replicaKernel G r).map (Function.eval i) = G := by ext ω : 1 rw [Kernel.map_apply _ (measurable_pi_apply i)] rw [replicaKernel_apply] change (Measure.pi (fun _ : Fin r => G ω)).map (Function.eval i) = G ω simp [Measure.pi_map_eval] calc _ = ν ⊗ₘ ((replicaKernel G r).map (Function.eval i)) := (Measure.compProd_map (measurable_pi_apply i)).symm _ = _ := by rw [he] lemma gaussianAdjunction_constant_snd {A : Type*} [MeasurableSpace A] (μ : Measure A) [IsProbabilityMeasure μ] (r : ℕ) (C : Matrix (Fin r) (Fin r) ℝ) : (gaussianAdjunctionMeasure r (fun _ : A => C) μ).map Prod.snd = multivariateGaussian 0 C := by have hF : Measurable (gaussianAdjunctionMap r (fun _ : A => C)) := by exact measurable_fst.prodMk ((Matrix.toEuclideanCLM (𝕜 := ℝ) (CFC.sqrt C)).continuous.measurable.comp measurable_snd) unfold gaussianAdjunctionMeasure rw [Measure.map_map measurable_snd hF] change (μ.prod (stdGaussian (EuclideanSpace ℝ (Fin r)))).map ((Matrix.toEuclideanCLM (𝕜 := ℝ) (CFC.sqrt C)) ∘ Prod.snd) = _ rw [←Measure.map_map (Matrix.toEuclideanCLM (𝕜 := ℝ) (CFC.sqrt C)).continuous.measurable measurable_snd, Measure.map_snd_prod] simp only [measure_univ,one_smul] unfold multivariateGaussian simp lemma rowSingleField_law (ms : List ℝ) (hms : ms.Pairwise (· < ·)) (hm : ∀ m ∈ ms, 0 < m ∧ m < 1) (d : ℕ → ℝ≥0) (p₀ Δ : ℝ≥0) : ((rowReplicaEnvironmentLaw ms d p₀) ⊗ₘ rowReplicaKernel ms Δ).map (rowReplicaSiteField ms.length) = gaussianReal 0 (rowReplicaDiagonal ms.length d p₀ Δ) := by have : IsProbabilityMeasure (rowReplicaEnvironmentLaw ms d p₀) := by unfold rowReplicaEnvironmentLaw infer_instance let Q := rowReplicaDiagonal ms.length d p₀ Δ have he := rowReplicaFields_law ms hms hm 1 d p₀ Δ have hc : rowFullRankCovariance 1 Q (rowCascadeProfile ms d p₀) = fun _ : RankArray => Matrix.diagonal (fun _ : Fin 1 => (Q:ℝ)) := by funext U i j have hij : i=j := Subsingleton.elim _ _ subst j simp [rowFullRankCovariance] rw [hc,gaussianAdjunction_constant_snd] at he have hproj := congrArg (fun μ : Measure (EuclideanSpace ℝ (Fin 1)) => μ.map (fun x => x 0)) he have hps : (Matrix.diagonal (fun _ : Fin 1 => (Q:ℝ))).PosSemidef := Matrix.PosSemidef.diagonal (fun _ => Q.coe_nonneg) rw [(measurePreserving_eval_multivariateGaussian (μ := (0:EuclideanSpace ℝ (Fin 1))) hps).map_eq] at hproj rw [Measure.map_map (by fun_prop) (by apply (WithLp.measurable_toLp 2 _).comp apply Measurable.of_eval intro i exact (measurable_rowReplicaSiteField _).comp (measurable_fst.prodMk ((measurable_pi_apply i).comp measurable_snd)))] at hproj have hh := congrArg (fun μ : Measure (RowReplicaEnvironment ms.length × RowReplicaSite ms.length) => μ.map (rowReplicaSiteField ms.length)) (replica_coordinate_map (rowReplicaEnvironmentLaw ms d p₀) (rowReplicaKernel ms Δ) (0:Fin 1)) rw [Measure.map_map (measurable_rowReplicaSiteField _) (by fun_prop)] at hh exact hh.symm.trans (by simpa [Q,Function.comp_def,Matrix.diagonal_apply,rowReplicaKernelView] using hproj) end MicroscopicJamming open MeasureTheory ProbabilityTheory Set Filter open scoped Topology NNReal ENNReal BigOperators namespace MicroscopicJamming lemma rowExpAbs_gaussian_integrable {u : ℝ → ℝ} {L H : ℝ} (hu : RowBoundedTerminal u L H) {a : ℝ} (ha : 0 < a) (Q : ℝ≥0) : Integrable (fun x => Real.exp (a*|u x|)) (gaussianReal 0 Q) := by have hg : RowExpGrowth (fun x => Real.exp (a*|u x|)) := by refine ⟨Real.exp (a*|u 0|),a*L,(Real.exp_pos _).le,mul_nonneg ha.le hu.L_nonneg,fun x => ?_⟩ rw [abs_of_pos (Real.exp_pos _),←Real.exp_add] apply Real.exp_le_exp.mpr have h := mul_le_mul_of_nonneg_left (bounded_deriv_linear hu.diff hu.slope x) ha.le nlinarith only [h] have hm : Measurable (fun x => Real.exp (a*|u x|)) := by exact (hu.diff.continuous.measurable.abs.const_mul a).exp apply (rowGaussian_integrable Q hm).mpr simpa only [zero_add] using hg.integrable_affine hm 0 (Real.sqrt Q) lemma rowUniformMoments {u : ℝ → ℝ} {L H : ℝ} (hu : RowBoundedTerminal u L H) (Q : ℝ) (P : ℕ → RowFiniteProfile Q) : ∀ a : ℝ, 0 < a → ∃ C : ℝ, ∀ n, Integrable (fun z => Real.exp (a*|rowFullPotential (P n).ranks u z|)) (rowReplicaEnvironmentLaw (P n).ranks (P n).increment (P n).root ⊗ₘ rowReplicaKernel (P n).ranks (P n).residual) ∧ (∫ z, Real.exp (a*|rowFullPotential (P n).ranks u z|) ∂(rowReplicaEnvironmentLaw (P n).ranks (P n).increment (P n).root ⊗ₘ rowReplicaKernel (P n).ranks (P n).residual)) ≤ C := by intro a ha refine ⟨∫ x, Real.exp (a*|u x|) ∂gaussianReal 0 Q.toNNReal,fun n => ?_⟩ have hd : rowReplicaDiagonal (P n).ranks.length (P n).increment (P n).root (P n).residual = Q.toNNReal := by apply NNReal.eq rw [Real.coe_toNNReal _ (by rw [←(P n).diagonal]; positivity)] exact (P n).diagonal have hmap := rowSingleField_law (P n).ranks (P n).ordered (P n).valid (P n).increment (P n).root (P n).residual rw [hd] at hmap have hm : Measurable (fun x => Real.exp (a*|u x|)) := (hu.diff.continuous.measurable.abs.const_mul a).exp constructor · have hi := rowExpAbs_gaussian_integrable hu ha Q.toNNReal rw [←hmap] at hi exact (integrable_map_measure hm.aestronglyMeasurable (measurable_rowReplicaSiteField _).aemeasurable).mp hi · have he := integral_map (μ := rowReplicaEnvironmentLaw (P n).ranks (P n).increment (P n).root ⊗ₘ rowReplicaKernel (P n).ranks (P n).residual) (measurable_rowReplicaSiteField (P n).ranks.length).aemeasurable hm.aestronglyMeasurable rw [hmap] at he exact le_of_eq he.symm end MicroscopicJamming open MeasureTheory ProbabilityTheory Filter Set open scoped ENNReal NNReal Topology BigOperators namespace MicroscopicJamming lemma replica_cauchy_of_uniform_approx (f : ℕ → ℝ) (h : ∀ ε > 0, ∃ g : ℕ → ℝ, CauchySeq g ∧ ∀ n, |f n - g n| ≤ ε) : CauchySeq f := by rw [Metric.cauchySeq_iff] intro ε hε obtain ⟨g,hg,he⟩ := h (ε/4) (by positivity) obtain ⟨N,hN⟩ := Metric.cauchySeq_iff.mp hg (ε/4) (by positivity) refine ⟨N,fun m hm n hn => ?_⟩ have hgmn := hN m hm n hn rw [Real.dist_eq] at hgmn ⊢ calc |f m-f n| = |(f m-g m)+(g m-g n)+(g n-f n)| := by congr 1; ring _ ≤ |f m-g m|+|g m-g n|+|g n-f n| := abs_add_three _ _ _ _ < ε := by rw [abs_sub_comm (g n)]; linarith [he m,he n] lemma replica_integrable_of_bound {Ω : Type*} [MeasurableSpace Ω] {ν : Measure Ω} [IsFiniteMeasure ν] {f : Ω → ℝ} (hf : Measurable f) {C : ℝ} (hC : ∀ x, |f x| ≤ C) : Integrable f ν := (integrable_const C).mono' hf.aestronglyMeasurable (Eventually.of_forall (fun x => by simpa only [Real.norm_eq_abs] using hC x)) lemma replica_cauchy_polynomial_moments (Ω : ℕ → Type*) [∀ n, MeasurableSpace (Ω n)] (ν : ∀ n, Measure (Ω n)) [∀ n, IsProbabilityMeasure (ν n)] (Z W : ∀ n, Ω n → ℝ) (hZ : ∀ n, Measurable (Z n)) (hW : ∀ n, Measurable (W n)) {M C : ℝ} (_hM : 0 ≤ M) (hC : 0 ≤ C) (hz : ∀ n x, |Z n x| ≤ M) (hw : ∀ n x, |W n x| ≤ C) (hm : ∀ k : ℕ, CauchySeq (fun n => ∫ x, W n x * (Z n x)^k ∂ν n)) (p : Polynomial ℝ) : CauchySeq (fun n => ∫ x, W n x * p.eval (Z n x) ∂ν n) := by have hi (n k : ℕ) : Integrable (fun x => W n x * (Z n x)^k) (ν n) := by apply replica_integrable_of_bound (C := C*M^k) ((hW n).mul ((hZ n).pow_const k)) intro x dsimp only [Pi.mul_apply] rw [abs_mul,abs_pow] exact mul_le_mul (hw n x) (pow_le_pow_left₀ (abs_nonneg _) (hz n x) k) (pow_nonneg (abs_nonneg _) _) hC choose a ha using fun k => cauchySeq_tendsto_of_complete (hm k) have hp (n : ℕ) : (∫ x, W n x * p.eval (Z n x) ∂ν n) = ∑ k ∈ Finset.range (p.natDegree+1), p.coeff k * ∫ x, W n x * (Z n x)^k ∂ν n := by simp_rw [Polynomial.eval_eq_sum_range,Finset.mul_sum] rw [integral_finsetSum _ (fun k _ => (hi n k).const_mul (p.coeff k) |>.congr (Eventually.of_forall fun x => by dsimp; ring))] apply Finset.sum_congr rfl intro k hk rw [←integral_const_mul] congr 1 ext x ring simp_rw [hp] exact (tendsto_finsetSum _ (fun k _ => (ha k).const_mul (p.coeff k))).cauchySeq lemma replica_cauchy_continuous_moments (Ω : ℕ → Type*) [∀ n, MeasurableSpace (Ω n)] (ν : ∀ n, Measure (Ω n)) [∀ n, IsProbabilityMeasure (ν n)] (Z W : ∀ n, Ω n → ℝ) (hZ : ∀ n, Measurable (Z n)) (hW : ∀ n, Measurable (W n)) {M C a b : ℝ} (hM : 0 ≤ M) (hC : 0 ≤ C) (hz : ∀ n x, |Z n x| ≤ M) (hw : ∀ n x, |W n x| ≤ C) (hzI : ∀ n x, Z n x ∈ Set.Icc a b) (hm : ∀ k : ℕ, CauchySeq (fun n => ∫ x, W n x * (Z n x)^k ∂ν n)) (f : ℝ → ℝ) (hf : Measurable f) (hfc : ContinuousOn f (Set.Icc a b)) : CauchySeq (fun n => ∫ x, W n x * f (Z n x) ∂ν n) := by apply replica_cauchy_of_uniform_approx intro ε hε obtain ⟨p,hp⟩ := exists_polynomial_near_of_continuousOn a b f hfc (ε/(C+1)) (by positivity) refine ⟨fun n => ∫ x, W n x * p.eval (Z n x) ∂ν n, replica_cauchy_polynomial_moments Ω ν Z W hZ hW hM hC hz hw hm p,?_⟩ intro n have hb : ∀ x, |W n x * (f (Z n x)-p.eval (Z n x))| ≤ ε := by intro x rw [abs_mul] have hx : |f (Z n x)-p.eval (Z n x)| ≤ ε/(C+1) := by rw [abs_sub_comm]; exact (hp _ (hzI n x)).le calc _ ≤ C*(ε/(C+1)) := mul_le_mul (hw n x) hx (abs_nonneg _) hC _ ≤ ε := by field_simp; nlinarith have hsmall : Integrable (fun x => W n x * (f (Z n x)-p.eval (Z n x))) (ν n) := replica_integrable_of_bound ((hW n).mul ((hf.comp (hZ n)).sub (p.continuous.measurable.comp (hZ n)))) hb have hpoly : Integrable (fun x => W n x * p.eval (Z n x)) (ν n) := by obtain ⟨K,hK⟩ := (isCompact_Icc : IsCompact (Set.Icc a b)).exists_bound_of_continuousOn p.continuous.continuousOn apply replica_integrable_of_bound (C := C*K) ((hW n).mul (p.continuous.measurable.comp (hZ n))) intro x dsimp only [Pi.mul_apply,Function.comp_apply] rw [abs_mul] exact mul_le_mul (hw n x) (by simpa only [Real.norm_eq_abs] using hK _ (hzI n x)) (abs_nonneg _) hC have hfi : Integrable (fun x => W n x * f (Z n x)) (ν n) := (hsmall.add hpoly).congr (Eventually.of_forall fun x => by dsimp; ring) rw [←integral_sub hfi hpoly] calc _ = |∫ x, W n x * (f (Z n x)-p.eval (Z n x)) ∂ν n| := by congr 2; ext x; ring _ ≤ ∫ x, |W n x * (f (Z n x)-p.eval (Z n x))| ∂ν n := abs_integral_le_integral_abs _ ≤ ∫ _ : Ω n, ε ∂ν n := integral_mono hsmall.norm (integrable_const ε) hb _ = ε := by simp end MicroscopicJamming open MeasureTheory ProbabilityTheory Filter Set open scoped ENNReal NNReal Topology BigOperators namespace MicroscopicJamming lemma replica_product_between {r : ℕ} (f g : Fin r → ℝ) (hf : ∀ i, 0 ≤ f i) (hg : ∀ i, 0 ≤ g i) : |(∏ i, f i)-(∏ i,g i)| ≤ (∏ i,max (f i) (g i))-(∏ i,min (f i) (g i)) := by have hmn : ∀ i, 0 ≤ min (f i) (g i) := fun i => le_min (hf i) (hg i) have lf : (∏ i, min (f i) (g i)) ≤ ∏ i, f i := Finset.prod_le_prod₀ (fun i _ => hmn i) (fun i _ => min_le_left _ _) have lg : (∏ i, min (f i) (g i)) ≤ ∏ i, g i := Finset.prod_le_prod₀ (fun i _ => hmn i) (fun i _ => min_le_right _ _) have uf : (∏ i, f i) ≤ ∏ i, max (f i) (g i) := Finset.prod_le_prod₀ (fun i _ => hf i) (fun i _ => le_max_left _ _) have ug : (∏ i, g i) ≤ ∏ i, max (f i) (g i) := Finset.prod_le_prod₀ (fun i _ => hg i) (fun i _ => le_max_right _ _) exact abs_le.mpr ⟨by linarith,by linarith⟩ lemma replica_product_integral_difference {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] {f g : S → ℝ} (hf : Integrable f μ) (hg : Integrable g μ) (hfp : ∀ x, 0 ≤ f x) (hgp : ∀ x, 0 ≤ g x) (hf1 : ∫ x, f x ∂μ = 1) (hg1 : ∫ x, g x ∂μ = 1) (r : ℕ) {B : (Fin r → S) → ℝ} (hB : Measurable B) {K : ℝ} (hK : 0 ≤ K) (hb : ∀ x, |B x| ≤ K) : |(∫ xs, B xs * ∏ i, f (xs i) ∂Measure.pi (fun _ : Fin r => μ))- (∫ xs, B xs * ∏ i, g (xs i) ∂Measure.pi (fun _ : Fin r => μ))| ≤ K * (r:ℝ) * (2:ℝ)^(r-1) * ∫ x, |f x-g x| ∂μ := by let H := ∫ x, max (f x) (g x) ∂μ let L := ∫ x, min (f x) (g x) ∂μ have hmax : Integrable (fun x => max (f x) (g x)) μ := hf.sup hg have hmin : Integrable (fun x => min (f x) (g x)) μ := hf.inf hg have hL : 0 ≤ L := integral_nonneg (fun x => le_min (hfp x) (hgp x)) have hLH : L ≤ H := integral_mono hmin hmax (fun x => (min_le_left _ _).trans (le_max_left _ _)) have hH : H ≤ 2 := by calc H ≤ ∫ x, f x+g x ∂μ := integral_mono hmax (hf.add hg) (fun x => max_le (by linarith [hgp x]) (by linarith [hfp x])) _ = 2 := by rw [integral_add hf hg,hf1,hg1]; norm_num have hdiff : H-L = ∫ x, |f x-g x| ∂μ := by rw [←integral_sub hmax hmin] congr 1 ext x simpa only [abs_sub_comm] using max_sub_min_eq_abs (f x) (g x) have hfi : Integrable (fun xs : Fin r → S => ∏ i, f (xs i)) (Measure.pi (fun _ => μ)) := Integrable.fintype_prod (fun _ => hf) have hgi : Integrable (fun xs : Fin r → S => ∏ i, g (xs i)) (Measure.pi (fun _ => μ)) := Integrable.fintype_prod (fun _ => hg) have hbi := hfi.bdd_mul hB.aestronglyMeasurable (Eventually.of_forall fun x => by simpa only [Real.norm_eq_abs] using hb x) have hbgi := hgi.bdd_mul hB.aestronglyMeasurable (Eventually.of_forall fun x => by simpa only [Real.norm_eq_abs] using hb x) have hiH : Integrable (fun xs : Fin r → S => ∏ i, max (f (xs i)) (g (xs i))) (Measure.pi (fun _ => μ)) := Integrable.fintype_prod (fun _ => hmax) have hiL : Integrable (fun xs : Fin r → S => ∏ i, min (f (xs i)) (g (xs i))) (Measure.pi (fun _ => μ)) := Integrable.fintype_prod (fun _ => hmin) have hpoint (xs : Fin r → S) : |B xs * ∏ i,f (xs i)-B xs * ∏ i,g (xs i)| ≤ K*((∏ i,max (f (xs i)) (g (xs i)))-(∏ i,min (f (xs i)) (g (xs i)))) := by rw [←mul_sub,abs_mul] exact mul_le_mul (hb xs) (replica_product_between _ _ (fun i => hfp _) (fun i => hgp _)) (abs_nonneg _) hK have hpp : 0 ≤ H^r-L^r := sub_nonneg.mpr (pow_le_pow_left₀ hL hLH r) calc _ = |∫ xs, B xs * ∏ i,f (xs i)-B xs * ∏ i,g (xs i) ∂Measure.pi (fun _ : Fin r => μ)| := congrArg abs (integral_sub hbi hbgi).symm _ ≤ ∫ xs, K*((∏ i,max (f (xs i)) (g (xs i)))-(∏ i,min (f (xs i)) (g (xs i)))) ∂Measure.pi (fun _ : Fin r => μ) := by simpa only [Real.norm_eq_abs,Pi.sub_apply] using norm_integral_le_of_norm_le (f := fun xs : Fin r → S => B xs * ∏ i,f (xs i)-B xs * ∏ i,g (xs i)) ((hiH.sub hiL).const_mul K) (Eventually.of_forall fun xs => by simpa only [Real.norm_eq_abs,Pi.sub_apply] using hpoint xs) _ = K*(H^r-L^r) := by rw [integral_const_mul,integral_sub hiH hiL, integral_fintype_prod_eq_pow (fun x => max (f x) (g x)), integral_fintype_prod_eq_pow (fun x => min (f x) (g x))] simp only [Fintype.card_fin,H,L] _ ≤ K*((H-L)*(r:ℝ)*(2:ℝ)^(r-1)) := by apply mul_le_mul_of_nonneg_left _ hK calc H^r-L^r = |H^r-L^r| := (abs_of_nonneg hpp).symm _ ≤ |H-L| *(r:ℝ)*max |H| |L|^(r-1) := abs_pow_sub_pow_le H L r _ ≤ (H-L)*(r:ℝ)*(2:ℝ)^(r-1) := by rw [abs_of_nonneg (sub_nonneg.mpr hLH),abs_of_nonneg (hL.trans hLH),abs_of_nonneg hL,max_eq_left hLH] gcongr exact hL.trans hLH _ = _ := by rw [hdiff]; ring lemma replica_density_difference {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] {f g : S → ℝ} (hf : Integrable f μ) (hg : Integrable g μ) (hgp : ∀ x, 0 ≤ g x) (hZ : 0 < ∫ x, f x ∂μ) (hW : 0 < ∫ x, g x ∂μ) : (∫ x, |f x/(∫ y, f y ∂μ)-g x/(∫ y, g y ∂μ)| ∂μ) ≤ 2*(∫ x, |f x-g x| ∂μ)/(∫ x, f x ∂μ) := by let Z := ∫ x, f x ∂μ let W := ∫ x, g x ∂μ let δ := ∫ x, |f x-g x| ∂μ have hpoint (x : S) : |f x/Z-g x/W| ≤ |f x-g x|/Z+g x*|W-Z|/(Z*W) := by have heq : f x/Z-g x/W = (f x-g x)/Z+g x*(W-Z)/(Z*W) := by field_simp [show Z ≠ 0 from hZ.ne', show W ≠ 0 from hW.ne']; ring rw [heq] calc _ ≤ |(f x-g x)/Z|+|g x*(W-Z)/(Z*W)| := abs_add_le _ _ _ = _ := by rw [abs_div,abs_div,abs_mul,abs_mul,abs_of_pos hZ,abs_of_pos hW,abs_of_nonneg (hgp x)] have hd : Integrable (fun x => |f x-g x|) μ := (hf.sub hg).norm have hbd : |W-Z| ≤ δ := by rw [abs_sub_comm] change |(∫ x, f x ∂μ)-(∫ x,g x ∂μ)| ≤ _ rw [←integral_sub hf hg] exact abs_integral_le_integral_abs calc (∫ x, |f x/Z-g x/W| ∂μ) ≤ ∫ x, |f x-g x|/Z+g x*|W-Z|/(Z*W) ∂μ := integral_mono ((hf.div_const Z).sub (hg.div_const W)).norm ((hd.div_const Z).add ((hg.mul_const |W-Z|).div_const (Z*W))) hpoint _ = δ/Z+W*|W-Z|/(Z*W) := by rw [integral_add (hd.div_const Z) ((hg.mul_const |W-Z|).div_const (Z*W)), integral_div,integral_div,integral_mul_const] _ = (δ+|W-Z|)/Z := by field_simp [show Z ≠ 0 from hZ.ne', show W ≠ 0 from hW.ne'] _ ≤ 2*δ/Z := by apply div_le_div_of_nonneg_right _ hZ.le; linarith lemma replica_normalized_integral_eq {S : Type*} [MeasurableSpace S] (μ : Measure S) (f : S → ℝ) (r : ℕ) (B : (Fin r → S) → ℝ) (Z : ℝ) : (∫ xs, B xs * ∏ i, f (xs i) ∂Measure.pi (fun _ : Fin r => μ))/Z^r = ∫ xs, B xs * ∏ i, (f (xs i)/Z) ∂Measure.pi (fun _ : Fin r => μ) := by rw [←integral_div] congr 1 ext xs simp only [Finset.prod_div_distrib,Finset.prod_const,Finset.card_univ,Fintype.card_fin] ring lemma replica_normalized_integral_difference {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] {f g : S → ℝ} (hf : Integrable f μ) (hg : Integrable g μ) (hfp : ∀ x, 0 ≤ f x) (hgp : ∀ x, 0 ≤ g x) (hZ : 0 < ∫ x, f x ∂μ) (hW : 0 < ∫ x, g x ∂μ) (r : ℕ) {B : (Fin r → S) → ℝ} (hB : Measurable B) {K : ℝ} (hK : 0 ≤ K) (hb : ∀ x, |B x| ≤ K) : |(∫ xs, B xs * ∏ i, f (xs i) ∂Measure.pi (fun _ : Fin r => μ))/(∫ x,f x ∂μ)^r- (∫ xs, B xs * ∏ i, g (xs i) ∂Measure.pi (fun _ : Fin r => μ))/(∫ x,g x ∂μ)^r| ≤ 2*K*(r:ℝ)*(2:ℝ)^(r-1)*(∫ x, |f x-g x| ∂μ)/(∫ x,f x ∂μ) := by rw [replica_normalized_integral_eq,replica_normalized_integral_eq] have hf1 : (∫ x, f x/(∫ y,f y ∂μ) ∂μ)=1 := by rw [integral_div]; exact div_self hZ.ne' have hg1 : (∫ x, g x/(∫ y,g y ∂μ) ∂μ)=1 := by rw [integral_div]; exact div_self hW.ne' calc _ ≤ K*(r:ℝ)*(2:ℝ)^(r-1) * ∫ x, |f x/(∫ y,f y ∂μ)-g x/(∫ y,g y ∂μ)| ∂μ := replica_product_integral_difference μ (hf.div_const _) (hg.div_const _) (fun x => div_nonneg (hfp x) hZ.le) (fun x => div_nonneg (hgp x) hW.le) hf1 hg1 r hB hK hb _ ≤ K*(r:ℝ)*(2:ℝ)^(r-1)*(2*(∫ x, |f x-g x| ∂μ)/(∫ x,f x ∂μ)) := mul_le_mul_of_nonneg_left (replica_density_difference μ hf hg hgp hZ hW) (by positivity) _ = _ := by ring end MicroscopicJamming open MeasureTheory ProbabilityTheory Filter Set open scoped ENNReal NNReal Topology BigOperators namespace MicroscopicJamming lemma replicaClip_mem {L x : ℝ} (hL : 0 ≤ L) : replicaClip L x ∈ Set.Icc (-L) L := by constructor · exact le_max_left _ _ · exact max_le (by linarith) (min_le_left _ _) lemma replicaClip_abs_le {L x : ℝ} (hL : 0 ≤ L) : |replicaClip L x| ≤ |x| := by apply abs_le.mpr constructor · exact (le_min (by linarith [abs_nonneg x]) (neg_abs_le x)).trans (le_max_right _ _) · exact max_le (by linarith [abs_nonneg x]) ((min_le_right _ _).trans (le_abs_self x)) lemma replicaClip_eq_of_abs_le {L x : ℝ} (h : |x| ≤ L) : replicaClip L x = x := by rw [replicaClip,min_eq_right (abs_le.mp h).2,max_eq_right (abs_le.mp h).1] lemma measurable_replicaClip (L : ℝ) : Measurable (replicaClip L) := by unfold replicaClip fun_prop lemma continuous_replicaClip (L : ℝ) : Continuous (replicaClip L) := by unfold replicaClip fun_prop lemma replica_exp_clip_difference {L x : ℝ} (hL : 0 ≤ L) : |Real.exp x-Real.exp (replicaClip L x)| ≤ 2*Real.exp (-L)*Real.exp (2*|x|) := by by_cases hclip : |x| ≤ L · rw [replicaClip_eq_of_abs_le hclip,sub_self,abs_zero] positivity · have htail : L ≤ |x| := (not_le.mp hclip).le have h1 : Real.exp x ≤ Real.exp |x| := Real.exp_le_exp.mpr (le_abs_self x) have h2 : Real.exp (replicaClip L x) ≤ Real.exp |x| := Real.exp_le_exp.mpr ((le_abs_self _).trans (replicaClip_abs_le hL)) have h3 : Real.exp |x| ≤ Real.exp (-L)*Real.exp (2*|x|) := by rw [←Real.exp_add] exact Real.exp_le_exp.mpr (by linarith) calc _ ≤ |Real.exp x|+|Real.exp (replicaClip L x)| := abs_sub _ _ _ ≤ 2*Real.exp |x| := by rw [abs_of_pos (Real.exp_pos _),abs_of_pos (Real.exp_pos _)]; linarith _ ≤ _ := by nlinarith lemma replica_integrable_exp_abs_mono {S : Type*} [MeasurableSpace S] {μ : Measure S} {v : S → ℝ} (hv : Measurable v) {a b : ℝ} (hab : a ≤ b) (hb : Integrable (fun x => Real.exp (b*|v x|)) μ) : Integrable (fun x => Real.exp (a*|v x|)) μ := by apply hb.mono' (hv.abs.const_mul a).exp.aestronglyMeasurable filter_upwards [] with x rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)] exact Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_right hab (abs_nonneg _)) lemma replica_inverse_Z_bound {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] {v : S → ℝ} (hv : Measurable v) (h1 : Integrable (fun x => Real.exp |v x|) μ) : 0 < (∫ x, Real.exp (v x) ∂μ) ∧ (∫ x, Real.exp (v x) ∂μ)⁻¹ ≤ ∫ x, Real.exp |v x| ∂μ := by have he : Integrable (fun x => Real.exp (v x)) μ := by apply h1.mono' hv.exp.aestronglyMeasurable exact Eventually.of_forall fun x => by rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)] exact Real.exp_le_exp.mpr (le_abs_self _) have hp := integral_exp_pos he refine ⟨hp,?_⟩ have ha : Integrable (fun x => |v x|) μ := by apply h1.mono' hv.abs.aestronglyMeasurable exact Eventually.of_forall fun x => by rw [Real.norm_eq_abs,abs_abs] linarith [Real.add_one_le_exp |v x|] have hen : Integrable (fun x => Real.exp (-|v x|)) μ := by apply (integrable_const (1:ℝ)).mono' hv.abs.neg.exp.aestronglyMeasurable exact Eventually.of_forall fun x => by rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)] exact Real.exp_le_one_iff.mpr (neg_nonpos.mpr (abs_nonneg _)) have hjp := convexOn_exp.map_integral_le Real.continuous_exp.continuousOn isClosed_univ (Eventually.of_forall fun _ => mem_univ _) ha h1 have hjn := convexOn_exp.map_integral_le Real.continuous_exp.continuousOn isClosed_univ (Eventually.of_forall fun _ => mem_univ _) ha.neg hen simp only [Pi.neg_apply,integral_neg] at hjn have hlo : Real.exp (-(∫ x, |v x| ∂μ)) ≤ ∫ x, Real.exp (v x) ∂μ := hjn.trans (integral_mono hen he (fun x => Real.exp_le_exp.mpr (neg_abs_le _))) apply le_trans _ hjp apply (inv_le_iff_one_le_mul₀' hp).mpr calc 1 = Real.exp (-(∫ x, |v x| ∂μ))*Real.exp (∫ x, |v x| ∂μ) := by rw [←Real.exp_add]; simp _ ≤ (∫ x, Real.exp (v x) ∂μ)*Real.exp (∫ x, |v x| ∂μ) := mul_le_mul_of_nonneg_right hlo (Real.exp_pos _).le lemma replica_moment_square_le {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] {v : S → ℝ} (hv : Measurable v) (h4 : Integrable (fun x => Real.exp (4*|v x|)) μ) : (∫ x, Real.exp (2*|v x|) ∂μ)^2 ≤ ∫ x, Real.exp (4*|v x|) ∂μ := by have h2 := replica_integrable_exp_abs_mono hv (show (2:ℝ) ≤ 4 by norm_num) h4 have hsq : Integrable (fun x => (Real.exp (2*|v x|))^2) μ := by convert h4 using 1 ext x rw [←Real.exp_nat_mul] congr 1 norm_num ring have hj := (convexOn_pow (𝕜 := ℝ) 2).map_integral_le (continuous_pow 2).continuousOn isClosed_Ici (Eventually.of_forall fun x => (Real.exp_pos (2*|v x|)).le) h2 hsq convert hj using 1 congr 1 ext x rw [←Real.exp_nat_mul] congr 1 norm_num ring lemma replica_abs_log_bound {x : ℝ} (hx : 0 < x) : |Real.log x| ≤ x+x⁻¹ := by have h := Real.log_le_sub_one_of_pos hx have hi := Real.log_le_sub_one_of_pos (inv_pos.mpr hx) rw [Real.log_inv] at hi exact abs_le.mpr ⟨by linarith [hx,inv_pos.mpr hx],by linarith [inv_pos.mpr hx]⟩ lemma replica_abs_log_sub_bound {a b : ℝ} (ha : 0 < a) (hb : 0 < b) : |Real.log a-Real.log b| ≤ |a-b| *(a⁻¹+b⁻¹) := by have hab := Real.log_le_sub_one_of_pos (div_pos ha hb) have hba := Real.log_le_sub_one_of_pos (div_pos hb ha) rw [Real.log_div ha.ne' hb.ne'] at hab rw [Real.log_div hb.ne' ha.ne'] at hba have h := abs_nonneg (a-b) have hleft : a/b-1 ≤ |a-b|/b := by apply (le_div_iff₀ hb).mpr rw [sub_mul,div_mul_cancel₀ _ hb.ne',one_mul] exact le_abs_self (a-b) have hright : b/a-1 ≤ |a-b|/a := by apply (le_div_iff₀ ha).mpr rw [sub_mul,div_mul_cancel₀ _ ha.ne',one_mul] linarith [neg_abs_le (a-b)] apply abs_le.mpr constructor · have hx := hba.trans hright rw [div_eq_mul_inv] at hx have hn := mul_nonneg h (inv_pos.mpr hb).le nlinarith · have hx := hab.trans hleft rw [div_eq_mul_inv] at hx have hn := mul_nonneg h (inv_pos.mpr ha).le nlinarith end MicroscopicJamming open MeasureTheory ProbabilityTheory Filter Set open scoped ENNReal NNReal Topology BigOperators namespace MicroscopicJamming lemma replica_clip_exp_integrable {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsFiniteMeasure μ] {v : S → ℝ} (hv : Measurable v) {L : ℝ} (hL : 0 ≤ L) : Integrable (fun x => Real.exp (replicaClip L (v x))) μ := by apply replica_integrable_of_bound ((measurable_replicaClip L).comp hv).exp intro x rw [abs_of_pos (Real.exp_pos _)] exact Real.exp_le_exp.mpr (replicaClip_mem hL).2 lemma replica_clip_Z_bounds {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] {v : S → ℝ} (hv : Measurable v) {L : ℝ} (hL : 0 ≤ L) : (∫ x, Real.exp (replicaClip L (v x)) ∂μ) ∈ Set.Icc (Real.exp (-L)) (Real.exp L) := by have hi := replica_clip_exp_integrable μ hv hL constructor · simpa using integral_mono (integrable_const (Real.exp (-L))) hi (fun x => Real.exp_le_exp.mpr (replicaClip_mem hL).1) · simpa using integral_mono hi (integrable_const (Real.exp L)) (fun x => Real.exp_le_exp.mpr (replicaClip_mem hL).2) lemma replica_weighted_product_bound {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] {f : S → ℝ} (hf : Integrable f μ) (hfp : ∀ x, 0 ≤ f x) (r : ℕ) {B : (Fin r → S) → ℝ} (_hB : Measurable B) {K : ℝ} (_hK : 0 ≤ K) (hb : ∀ x, |B x| ≤ K) : |∫ xs, B xs * ∏ i, f (xs i) ∂Measure.pi (fun _ : Fin r => μ)| ≤ K*(∫ x, f x ∂μ)^r := by have hi := Integrable.fintype_prod (fun _ : Fin r => hf) calc _ ≤ ∫ xs, K* ∏ i, f (xs i) ∂Measure.pi (fun _ : Fin r => μ) := by rw [←Real.norm_eq_abs] apply norm_integral_le_of_norm_le (hi.const_mul K) filter_upwards [] with xs simp only [Real.norm_eq_abs,abs_mul,abs_of_nonneg (Finset.prod_nonneg (fun i _ => hfp _))] exact mul_le_mul_of_nonneg_right (hb xs) (Finset.prod_nonneg (fun i _ => hfp _)) _ = _ := by rw [integral_const_mul,integral_fintype_prod_eq_pow]; simp lemma replica_fiber_log_estimates {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] {v : S → ℝ} (hv : Measurable v) (h4 : Integrable (fun x => Real.exp (4*|v x|)) μ) {L : ℝ} (hL : 0 ≤ L) : let Z := ∫ x, Real.exp (v x) ∂μ let W := ∫ x, Real.exp (replicaClip L (v x)) ∂μ let A := ∫ x, Real.exp (4*|v x|) ∂μ 0 < Z ∧ 0 < W ∧ |Real.log Z| ≤ 2*A ∧ |Real.log Z-Real.log W| ≤ 4*Real.exp (-L)*A := by let A1 := ∫ x, Real.exp |v x| ∂μ let A2 := ∫ x, Real.exp (2*|v x|) ∂μ let A4 := ∫ x, Real.exp (4*|v x|) ∂μ have hi1 : Integrable (fun x => Real.exp |v x|) μ := by simpa using replica_integrable_exp_abs_mono hv (show (1:ℝ) ≤ 4 by norm_num) h4 have hi2 := replica_integrable_exp_abs_mono hv (show (2:ℝ) ≤ 4 by norm_num) h4 have hi : Integrable (fun x => Real.exp (v x)) μ := by apply hi1.mono' hv.exp.aestronglyMeasurable exact Eventually.of_forall (fun x => by rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)]; exact Real.exp_le_exp.mpr (le_abs_self _)) have hic := replica_clip_exp_integrable μ hv hL have hci : Integrable (fun x => Real.exp |replicaClip L (v x)|) μ := by apply hi1.mono' (((measurable_replicaClip L).comp hv).abs.exp.aestronglyMeasurable) exact Eventually.of_forall (fun x => by rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)]; exact Real.exp_le_exp.mpr (replicaClip_abs_le hL)) have hZ := replica_inverse_Z_bound μ hv hi1 have hW := replica_inverse_Z_bound μ ((measurable_replicaClip L).comp hv) hci simp only [Function.comp_apply] at hW have hc1 : (∫ x, Real.exp |replicaClip L (v x)| ∂μ) ≤ A1 := integral_mono hci hi1 (fun x => Real.exp_le_exp.mpr (replicaClip_abs_le hL)) have h12 : A1 ≤ A2 := integral_mono hi1 hi2 (fun x => Real.exp_le_exp.mpr (by linarith [abs_nonneg (v x)])) have h14 : A1 ≤ A4 := integral_mono hi1 h4 (fun x => Real.exp_le_exp.mpr (by linarith [abs_nonneg (v x)])) have h1n : 0 ≤ A1 := integral_nonneg (fun x => (Real.exp_pos _).le) have h2n : 0 ≤ A2 := integral_nonneg (fun x => (Real.exp_pos _).le) have hZ1 : (∫ x, Real.exp (v x) ∂μ) ≤ A1 := integral_mono hi hi1 (fun x => Real.exp_le_exp.mpr (le_abs_self _)) have hdiff : |(∫ x, Real.exp (v x) ∂μ)-(∫ x, Real.exp (replicaClip L (v x)) ∂μ)| ≤ 2*Real.exp (-L)*A2 := by rw [←integral_sub hi hic,←integral_const_mul] rw [←Real.norm_eq_abs] exact norm_integral_le_of_norm_le (hi2.const_mul (2*Real.exp (-L))) (Eventually.of_forall fun x => by simpa only [Real.norm_eq_abs] using replica_exp_clip_difference (x := v x) hL) dsimp only refine ⟨hZ.1,hW.1,?_,?_⟩ · exact (replica_abs_log_bound hZ.1).trans (by linarith [hZ.2]) · calc _ ≤ |(∫ x, Real.exp (v x) ∂μ)-(∫ x, Real.exp (replicaClip L (v x)) ∂μ)| * ((∫ x, Real.exp (v x) ∂μ)⁻¹+(∫ x, Real.exp (replicaClip L (v x)) ∂μ)⁻¹) := replica_abs_log_sub_bound hZ.1 hW.1 _ ≤ (2*Real.exp (-L)*A2)*(2*A2) := mul_le_mul hdiff (by linarith [hZ.2,hW.2]) (by positivity) (by positivity) _ = 4*Real.exp (-L)*A2^2 := by ring _ ≤ _ := mul_le_mul_of_nonneg_left (replica_moment_square_le μ hv h4) (by positivity) lemma replica_fiber_tilt_estimates {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] {v : S → ℝ} (hv : Measurable v) (h4 : Integrable (fun x => Real.exp (4*|v x|)) μ) {L : ℝ} (hL : 0 ≤ L) (r : ℕ) {B : (Fin r → S) → ℝ} (hB : Measurable B) {K : ℝ} (hK : 0 ≤ K) (hb : ∀ x, |B x| ≤ K) : let Z := ∫ x, Real.exp (v x) ∂μ let W := ∫ x, Real.exp (replicaClip L (v x)) ∂μ let N := ∫ xs, B xs*∏ i, Real.exp (v (xs i)) ∂Measure.pi (fun _ : Fin r => μ) let M := ∫ xs, B xs*∏ i, Real.exp (replicaClip L (v (xs i))) ∂Measure.pi (fun _ : Fin r => μ) |N/Z^r| ≤ K ∧ |N/Z^r-M/W^r| ≤ (4*K*(r:ℝ)*(2:ℝ)^(r-1))*Real.exp (-L)*(∫ x, Real.exp (4*|v x|) ∂μ) := by let A1 := ∫ x, Real.exp |v x| ∂μ let A2 := ∫ x, Real.exp (2*|v x|) ∂μ have hi1 : Integrable (fun x => Real.exp |v x|) μ := by simpa using replica_integrable_exp_abs_mono hv (show (1:ℝ) ≤ 4 by norm_num) h4 have hi2 := replica_integrable_exp_abs_mono hv (show (2:ℝ) ≤ 4 by norm_num) h4 have hi : Integrable (fun x => Real.exp (v x)) μ := by apply hi1.mono' hv.exp.aestronglyMeasurable exact Eventually.of_forall (fun x => by rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)]; exact Real.exp_le_exp.mpr (le_abs_self _)) have hic := replica_clip_exp_integrable μ hv hL have hZ := replica_inverse_Z_bound μ hv hi1 have hW : 0 < ∫ x, Real.exp (replicaClip L (v x)) ∂μ := (Real.exp_pos (-L)).trans_le (replica_clip_Z_bounds μ hv hL).1 have h12 : A1 ≤ A2 := integral_mono hi1 hi2 (fun x => Real.exp_le_exp.mpr (by linarith [abs_nonneg (v x)])) have h2n : 0 ≤ A2 := integral_nonneg (fun x => (Real.exp_pos _).le) have hdiff : (∫ x, |Real.exp (v x)-Real.exp (replicaClip L (v x))| ∂μ) ≤ 2*Real.exp (-L)*A2 := by rw [←integral_const_mul] exact integral_mono (hi.sub hic).norm (hi2.const_mul _) (fun x => replica_exp_clip_difference hL) dsimp only constructor · rw [abs_div,abs_of_pos (pow_pos hZ.1 r)] exact (div_le_iff₀ (pow_pos hZ.1 r)).mpr (replica_weighted_product_bound μ hi (fun x => (Real.exp_pos _).le) r hB hK hb) · calc _ ≤ 2*K*(r:ℝ)*(2:ℝ)^(r-1)*(∫ x, |Real.exp (v x)-Real.exp (replicaClip L (v x))| ∂μ)/ (∫ x,Real.exp (v x) ∂μ) := replica_normalized_integral_difference μ hi hic (fun x => (Real.exp_pos _).le) (fun x => (Real.exp_pos _).le) hZ.1 hW r hB hK hb _ = (2*K*(r:ℝ)*(2:ℝ)^(r-1)) * ((∫ x, |Real.exp (v x)-Real.exp (replicaClip L (v x))| ∂μ)*(∫ x,Real.exp (v x) ∂μ)⁻¹) := by ring _ ≤ (2*K*(r:ℝ)*(2:ℝ)^(r-1))*((2*Real.exp (-L)*A2)*A2) := by apply mul_le_mul_of_nonneg_left _ (by positivity) exact mul_le_mul hdiff (hZ.2.trans h12) (by positivity) (by positivity) _ = (4*K*(r:ℝ)*(2:ℝ)^(r-1))*Real.exp (-L)*A2^2 := by ring _ ≤ _ := mul_le_mul_of_nonneg_left (replica_moment_square_le μ hv h4) (by positivity) end MicroscopicJamming end end OAI