import OAI.Probability.LatticePassage.LocalPassage namespace OAI namespace CompanionFPP open MeasureTheory Real lemma integrable_trail_exp {x y : Vertex} (p : lattice.Walk x y) (hp : p.IsTrail) : Integrable (fun ω : Environment => exp (pathCost ω p / 2)) environmentLaw := by apply (lintegral_ofReal_ne_top_iff_integrable (by fun_prop) (by filter_upwards [] with ω; positivity)).mp rw [trail_positive_moment p hp] finiteness lemma integral_trail_exp {x y : Vertex} (p : lattice.Walk x y) (hp : p.IsTrail) : (∫ ω : Environment, exp (pathCost ω p / 2) ∂environmentLaw) = (2 : ℝ)^p.length := by rw [integral_eq_lintegral_of_nonneg_ae (by filter_upwards [] with ω; positivity) (by fun_prop), trail_positive_moment p hp] simp lemma integrable_trail_cost {x y : Vertex} (p : lattice.Walk x y) (hp : p.IsTrail) : Integrable (fun ω : Environment => pathCost ω p) environmentLaw := by apply ((integrable_trail_exp p hp).const_mul 2).mono' (by fun_prop) filter_upwards [all_edge_weights_positive] with ω hω rw [Real.norm_eq_abs, abs_of_nonneg (pathCost_nonneg ω (fun e => (hω e).le) p)] have he := add_one_le_exp (pathCost ω p / 2) linarith lemma localPassageTime_le_pathCost (ω : Environment) {x y : Vertex} {R : ℕ} (p : lattice.Walk x y) (hp : p.IsPath) (hl : p.length < R) : localPassageTime ω x y R ≤ pathCost ω p := csInf_le (local_costs_finite ω x y R).bddBelow ⟨p,hp,hl,rfl⟩ lemma passageTime_le_localPassageTime (ω : Environment) (hω : ∀ e, 0 ≤ ω e) (x y : Vertex) (R : ℕ) (hR : latticeDistance x y < R) : passageTime ω x y ≤ localPassageTime ω x y R := by obtain ⟨p,_,_,hp⟩ := local_geodesic_exists ω x y R hR rw [← hp] exact passageTime_le_pathCost ω hω p theorem integrable_localPassageTime (x y : Vertex) (R : ℕ) (hR : latticeDistance x y < R) : Integrable (fun ω : Environment => localPassageTime ω x y R) environmentLaw := by obtain ⟨p,hp,hl⟩ := coordinate_path x y apply (integrable_trail_cost p hp.isTrail).mono' (by fun_prop) filter_upwards [all_edge_weights_positive] with ω hω have ht := passageTime_nonneg ω (fun e => (hω e).le) (lattice_walk x y) have hn := passageTime_le_localPassageTime ω (fun e => (hω e).le) x y R hR rw [Real.norm_eq_abs, abs_of_nonneg (ht.trans hn)] exact localPassageTime_le_pathCost ω p hp (hl.trans_lt hR) private lemma rare_cost_pointwise (S u : ℝ) (hu : 0 ≤ u) (P : Prop) [Decidable P] : (if P then S else 0) ≤ (if P then u else 0) + 4*exp (-u/4)*exp (S/2) := by by_cases hP : P · simp only [ite_eq_left hP] by_cases hs : S ≤ u · have : 0 ≤ 4*exp (-u/4)*exp (S/2) := by positivity linarith · have he := add_one_le_exp (S/4) have he' : exp (S/4) ≤ exp (-u/4 + S/2) := by rw [exp_le_exp] linarith rw [mul_assoc, ← exp_add] linarith · simp only [ite_eq_right hP, zero_add] positivity theorem rare_cost_integral {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] (S : Ω → ℝ) (hS : Integrable S μ) (he : Integrable (fun ω => exp (S ω / 2)) μ) (F : Set Ω) (hF : MeasurableSet F) (u : ℝ) (hu : 0 ≤ u) : (∫ ω, F.indicator S ω ∂μ) ≤ u * μ.real F + 4*exp (-u/4) * (∫ ω, exp (S ω/2) ∂μ) := by classical have hbound := integral_mono_ae (hS.indicator hF) (((integrable_const u).indicator hF).add (he.const_mul (4*exp (-u/4)))) (Filter.Eventually.of_forall (fun ω => rare_cost_pointwise (S ω) u hu (ω ∈ F))) simp only [Pi.add_apply] at hbound rw [integral_add ((integrable_const u).indicator hF) (he.const_mul (4*exp (-u/4))), integral_const_mul, integral_indicator_const u hF] at hbound simpa [smul_eq_mul, mul_comm] using hbound theorem localPassageTime_mean_error (x y : Vertex) (R : ℕ) (hR : 1 ≤ R) (hscale : 40*latticeDistance x y ≤ R) : (∫ ω : Environment, localPassageTime ω x y R - passageTime ω x y ∂environmentLaw) ≤ (R : ℝ) * ((11/3 : ℝ)*exp (-(log 2/40)*R)) + 4*exp (-(R : ℝ)/4)*(2 : ℝ)^latticeDistance x y := by classical have hd : latticeDistance x y < R := by omega obtain ⟨p,hp,hl⟩ := coordinate_path x y let F := {ω : Environment | localPassageTime ω x y R ≠ passageTime ω x y} have hF : MeasurableSet F := (measurableSet_eq_fun (measurable_localPassageTime x y R) (measurable_passageTime x y)).compl have hcost := integrable_trail_cost p hp.isTrail have hb : (∫ ω : Environment, localPassageTime ω x y R - passageTime ω x y ∂environmentLaw) ≤ ∫ ω, F.indicator (fun ω => pathCost ω p) ω ∂environmentLaw := by apply integral_mono_ae ((integrable_localPassageTime x y R hd).sub (integrable_passageTime x y)) (hcost.indicator hF) filter_upwards [all_edge_weights_positive] with ω hω simp only [Pi.sub_apply] by_cases hf : ω ∈ F · rw [Set.indicator_of_mem hf] have h₁ := localPassageTime_le_pathCost ω p hp (hl.trans_lt hd) have h₂ := passageTime_nonneg ω (fun e => (hω e).le) (lattice_walk x y) linarith · rw [Set.indicator_of_notMem hf] have heq : localPassageTime ω x y R = passageTime ω x y := not_not.mp hf rw [heq, sub_self] apply hb.trans have hm := rare_cost_integral environmentLaw (fun ω => pathCost ω p) hcost (integrable_trail_exp p hp.isTrail) F hF (R : ℝ) (by positivity) rw [integral_trail_exp p hp.isTrail] at hm apply hm.trans apply add_le_add · exact mul_le_mul_of_nonneg_left (localPassageTime_failure_probability x y R hR hscale) (Nat.cast_nonneg _) · gcongr norm_num theorem localPassageTime_mean_error_exponential (x y : Vertex) (R : ℕ) (hR : 1 ≤ R) (hscale : 40*latticeDistance x y ≤ R) : (∫ ω : Environment, localPassageTime ω x y R - passageTime ω x y ∂environmentLaw) ≤ ((11/3 : ℝ)*R + 4) * exp (-(log 2/40)*R) := by apply (localPassageTime_mean_error x y R hR hscale).trans have hn : 0 ≤ (R : ℝ) := Nat.cast_nonneg _ have hl : 40*(latticeDistance x y : ℝ) ≤ R := by exact_mod_cast hscale have hlog : log (2 : ℝ) ≤ 1 := by have := log_le_sub_one_of_pos (by norm_num : (0 : ℝ) < 2) linarith have hpow : (2 : ℝ)^latticeDistance x y = exp ((latticeDistance x y : ℝ)*log 2) := by rw [exp_nat_mul, exp_log (by norm_num : (0 : ℝ) < 2)] have hb : exp (-(R : ℝ)/4) * (2 : ℝ)^latticeDistance x y ≤ exp (-(log 2/40)*R) := by rw [hpow, ← exp_add, exp_le_exp] have hd : 0 ≤ (latticeDistance x y : ℝ) := Nat.cast_nonneg _ nlinarith nlinarith end CompanionFPP end OAI