import Mathlib import OAI.Probability.LogConcave.Dynamics.Squared namespace OAI section noncomputable section namespace LogConcaveSampling.Coupling open MeasureTheory ProbabilityTheory Filter Set open scoped Topology Classical variable {E : Type*} [MetricSpace E] [CompleteSpace E] [SecondCountableTopology E] [MeasurableSpace E] [BorelSpace E] def DistanceCoupled (μ ν : Measure E) (R : ℝ) : Prop := ∃κ : Measure (E×E),IsProbabilityMeasure κ ∧ κ.fst=μ ∧ κ.snd=ν ∧ ∀ᵐ z ∂κ,dist z.1 z.2≤R lemma tight_range_of_tendsto {μ : ProbabilityMeasure E} {μs : ℕ → ProbabilityMeasure E} (h : Tendsto μs atTop (𝓝 μ)) : IsTightMeasureSet (range (fun n => (μs n : Measure E))) := by have hc : IsCompact (closure (range μs)) := h.isCompact_insert_range.of_isClosed_subset isClosed_closure (closure_minimal (subset_insert _ _) h.isCompact_insert_range.isClosed) have hh := isTightMeasureSet_of_isCompact_closure hc convert hh using 1 ext ν simp only [mem_range,mem_ofPred_eq] aesop theorem distanceCoupled_of_tendsto {μ ν : ProbabilityMeasure E} {μs νs : ℕ → ProbabilityMeasure E} (hμ : Tendsto μs atTop (𝓝 μ)) (hν : Tendsto νs atTop (𝓝 ν)) (R : ℝ) (hc : ∀n,DistanceCoupled (μs n : Measure E) (νs n : Measure E) R) : DistanceCoupled (μ : Measure E) (ν : Measure E) R := by choose κ hκ hfst hsnd hdist using hc let Ks : ℕ → ProbabilityMeasure (E×E) := fun n => ⟨κ n,hκ n⟩ have hj : IsTightMeasureSet (range κ) := by apply IsTightMeasureSet.prodMk · have he : Measure.fst '' range κ=range (fun n => (μs n : Measure E)) := by ext ρ simp only [mem_image,mem_range,exists_exists_eq_and] simp only [hfst] rw [he] exact tight_range_of_tendsto hμ · have he : Measure.snd '' range κ=range (fun n => (νs n : Measure E)) := by ext ρ simp only [mem_image,mem_range,exists_exists_eq_and] simp only [hsnd] rw [he] exact tight_range_of_tendsto hν have hj' : IsTightMeasureSet {((ρ : ProbabilityMeasure (E×E)) : Measure (E×E)) | ρ∈range Ks} := by convert hj using 1 ext ρ simp only [mem_ofPred_eq,mem_range,exists_exists_eq_and] rfl obtain ⟨K,_,φ,hφ,hK⟩ := (isCompact_closure_of_isTightMeasureSet hj').tendsto_subseq (fun n => subset_closure (mem_range_self n)) have hf := ProbabilityMeasure.tendsto_map_of_tendsto_of_continuous (Ks ∘ φ) K hK continuous_fst have hg := ProbabilityMeasure.tendsto_map_of_tendsto_of_continuous (Ks ∘ φ) K hK continuous_snd have hfm : (fun n => (Ks (φ n)).map Prod.fst)=μs ∘ φ := by funext n; apply Subtype.ext; exact hfst (φ n) have hgm : (fun n => (Ks (φ n)).map Prod.snd)=νs ∘ φ := by funext n; apply Subtype.ext; exact hsnd (φ n) simp only [Function.comp_apply] at hf hg rw [hfm] at hf rw [hgm] at hg have hef := tendsto_nhds_unique hf (hμ.comp hφ.tendsto_atTop) have heg := tendsto_nhds_unique hg (hν.comp hφ.tendsto_atTop) refine ⟨K,inferInstance,congrArg (fun p : ProbabilityMeasure E => (p : Measure E)) hef, congrArg (fun p : ProbabilityMeasure E => (p : Measure E)) heg,?_⟩ let S : Set (E×E) := {z | dist z.1 z.2≤R} have hS : IsClosed S := isClosed_le (continuous_fst.dist continuous_snd) continuous_const have hprob (n : ℕ) : (Ks n : Measure (E×E)) S=1 := by calc (Ks n : Measure (E×E)) S = (Ks n : Measure (E×E)) univ := by apply measure_congr filter_upwards [hdist n] with z hz apply propext change (dist z.1 z.2≤R) ↔ True exact iff_true_intro hz _ = 1 := measure_univ have hl := ProbabilityMeasure.limsup_measure_closed_le_of_tendsto hK hS simp only [Function.comp_apply,hprob,limsup_const] at hl have he : (K : Measure (E×E)) S=1 := le_antisymm (by simpa only [measure_univ] using (measure_mono (subset_univ S) : (K : Measure (E×E)) S≤(K : Measure (E×E)) univ)) hl rw [←show (∀ᵐ z : E×E ∂(K : Measure (E×E)),z∈S) ↔ (∀ᵐ z ∂(K : Measure (E×E)),dist z.1 z.2≤R) from Iff.rfl] exact (ae_iff).mpr (by change (K : Measure (E×E)) Sᶜ=0 rw [measure_compl hS.measurableSet (measure_ne_top _ _),measure_univ,he,tsub_self]) lemma DistanceCoupled.squared {d : ℕ} {μ ν : Measure (Point d)} {R : ℝ} (hr : 0≤R) (h : DistanceCoupled μ ν R) : SquaredAt μ ν id id (R^2) := by obtain ⟨κ,hκ,hf,hg,hd⟩ := h let := hκ have hb : ∀ᵐ z ∂κ, ‖z.1-z.2‖^2≤R^2 := hd.mono (fun z hz => (sq_le_sq₀ (norm_nonneg _) hr).2 (by simpa only [dist_eq_norm] using hz)) have hi : Integrable (fun z : Point d × Point d => ‖z.1-z.2‖^2) κ := (integrable_const (R^2)).mono' (by fun_prop) (hb.mono (fun z hz => by simpa only [Real.norm_eq_abs,abs_sq] using hz)) refine ⟨κ,hκ,hf,hg,hi,?_⟩ simpa only [id_eq,integral_const,probReal_univ,one_smul] using integral_mono_ae hi (integrable_const (R^2)) hb end LogConcaveSampling.Coupling end end end OAI