import OAI.Probability.MatroidProphet.Main namespace OAI /-! # Exact conditional fibers of a finite Bernoulli product law A fixed outside mask is a genuine conditioning event. Restricting the full product-law expectation to that event factors into its atom probability times the expectation over the unrevealed coordinates. The unnormalized identity also covers zero-probability fibers and endpoint Bernoulli rates. -/ namespace MatroidProphet open Finset variable {α : Type*} [DecidableEq α] /-- The weighted expectation of a single supported mask atom. -/ lemma bitsExpectation_mask_atom (q : α → ℝ) (V A : Finset α) (hA : A ⊆ V) (c : ℝ) : bitsExpectation q V (fun S => if S = A then c else 0) = bitsWeight q V A * c := by simp [bitsExpectation, mul_ite, hA] /-- Restrict a full product-law expectation to one outside-coordinate fiber. There are no positivity assumptions: null fibers are handled exactly. -/ theorem bitsExpectation_fixed_outside_event (q : α → ℝ) (V G A : Finset α) (hG : G ⊆ V) (hA : A ⊆ V \ G) (f : Finset α → ℝ) : bitsExpectation q V (fun T => if T \ G = A then f T else 0) = bitsWeight q (V \ G) A * bitsExpectation q G (fun B => f (A ∪ B)) := by rw [bitsExpectation_split q V G hG] have hf : bitsExpectation q (V \ G) (fun S => bitsExpectation q G (fun B => if (S ∪ B) \ G = A then f (S ∪ B) else 0)) = bitsExpectation q (V \ G) (fun S => if S = A then bitsExpectation q G (fun B => f (A ∪ B)) else 0) := by apply bitsExpectation_congr intro S hS have hout (B : Finset α) (hB : B ⊆ G) : (S ∪ B) \ G = S := by ext e simp only [mem_sdiff, mem_union] constructor · rintro ⟨heS | heB, heG⟩ · exact heS · exact False.elim (heG (hB heB)) · intro heS exact ⟨Or.inl heS, (mem_sdiff.mp (hS heS)).2⟩ by_cases hSA : S = A · subst S rw [ite_eq_left rfl] apply bitsExpectation_congr intro B hB rw [hout B hB, ite_eq_left rfl] · rw [ite_eq_right hSA] calc _ = bitsExpectation q G (fun _ => 0) := by apply bitsExpectation_congr intro B hB rw [hout B hB, ite_eq_right hSA] _ = 0 := bitsExpectation_const q G 0 rw [hf] exact bitsExpectation_mask_atom q (V \ G) A hA _ /-- The probability of a specified outside mask is exactly its product atom. -/ theorem bitsExpectation_fixed_outside_probability (q : α → ℝ) (V G A : Finset α) (hG : G ⊆ V) (hA : A ⊆ V \ G) : bitsExpectation q V (fun T => if T \ G = A then 1 else 0) = bitsWeight q (V \ G) A := by simpa only [bitsExpectation_const, mul_one] using bitsExpectation_fixed_outside_event q V G A hG hA (fun _ => 1) /-- On a nonnull outside fiber, the normalized conditional expectation is exactly the fresh-coordinate expectation used in the accounting contract. -/ theorem bitsExpectation_condition_on_outside (q : α → ℝ) (V G A : Finset α) (hG : G ⊆ V) (hA : A ⊆ V \ G) (hpos : bitsWeight q (V \ G) A ≠ 0) (f : Finset α → ℝ) : bitsExpectation q V (fun T => if T \ G = A then f T else 0) / bitsExpectation q V (fun T => if T \ G = A then 1 else 0) = bitsExpectation q G (fun B => f (A ∪ B)) := by rw [bitsExpectation_fixed_outside_event q V G A hG hA f, bitsExpectation_fixed_outside_probability q V G A hG hA] simp [hpos] /-- Interior coordinate rates make every outside atom positive, including empty/full masks and the empty outside ground set. -/ lemma bitsWeight_pos_of_interior (q : α → ℝ) (V A : Finset α) (hq0 : ∀ e ∈ V, 0 < q e) (hq1 : ∀ e ∈ V, q e < 1) : 0 < bitsWeight q V A := by unfold bitsWeight apply Finset.prod_pos intro e he split_ifs · exact hq0 e he · exact sub_pos.mpr (hq1 e he) /-- Constant interior-rate specialization: no nonnull-fiber premise remains. This applies in particular to the source's `t = 2⁻¹⁴⁰`. -/ theorem bitsExpectation_condition_on_outside_const (t : ℝ) (ht0 : 0 < t) (ht1 : t < 1) (V G A : Finset α) (hG : G ⊆ V) (hA : A ⊆ V \ G) (f : Finset α → ℝ) : bitsExpectation (fun _ => t) V (fun T => if T \ G = A then f T else 0) / bitsExpectation (fun _ => t) V (fun T => if T \ G = A then 1 else 0) = bitsExpectation (fun _ => t) G (fun B => f (A ∪ B)) := by exact bitsExpectation_condition_on_outside (fun _ => t) V G A hG hA (ne_of_gt (bitsWeight_pos_of_interior _ _ _ (fun _ _ => ht0) (fun _ _ => ht1))) f end MatroidProphet end OAI