import OAI.Probability.MatroidProphet.Main import OAI.Probability.MatroidSecretary.Sampling.UniformPermutationImage import Mathlib.Data.Fintype.Perm import Mathlib.Data.Fintype.Fin import Mathlib.Logic.Equiv.Fintype import Mathlib.Algebra.BigOperators.Group.Finset.Piecewise import Mathlib.Probability.Distributions.Uniform import Mathlib.Probability.ProbabilityMassFunction.Integrals namespace OAI /-! Finite combinatorial probability for the random secretary prefix. The Bernoulli mask used to draw the prefix length is part of the initial seed; its cardinality has the binomial law, and it is independent of the uniformly random arrival permutation. No product-law assertion conditional on that full seed is made. Source: sections/secretary.tex, eq:secretary-prefix-mask, lines 54–66; SHA256 3554fe0f7296782edf63cc7f1305c377e7a7b9d8f8948b9510ea4ad02a702d63. These supporting laws include n=0, k=0, k=n, and Bernoulli rates 0 and 1. -/ namespace MatroidProphet.Secretary open Finset open scoped BigOperators variable {α : Type*} [Fintype α] [DecidableEq α] lemma bitsWeight_constant (p : ℝ) (S : Finset α) : bitsWeight (fun _ : α => p) univ S = p ^ S.card * (1 - p) ^ (Fintype.card α - S.card) := by classical unfold bitsWeight rw [Finset.prod_ite] simp only [filter_mem_eq_inter, univ_inter, prod_const] congr 1 rw [show (univ.filter fun e : α => e ∉ S) = univ \ S by ext; simp] rw [card_sdiff_of_subset (subset_univ S), card_univ] lemma bernoulli_cardinality_mass (p : ℝ) (k : ℕ) : (∑ S : Finset α, if S.card = k then bitsWeight (fun _ : α => p) univ S else 0) = (Nat.choose (Fintype.card α) k : ℝ) * p ^ k * (1 - p) ^ (Fintype.card α - k) := by classical rw [← Finset.sum_filter] have hf : (univ.filter fun S : Finset α => S.card = k) = univ.powersetCard k := by ext S simp rw [hf] calc (∑ S ∈ univ.powersetCard k, bitsWeight (fun _ : α => p) univ S) = ∑ _S ∈ (univ : Finset α).powersetCard k, p ^ k * (1 - p) ^ (Fintype.card α - k) := by apply sum_congr rfl intro S hS rw [bitsWeight_constant, (mem_powersetCard.mp hS).2] _ = _ := by simp [card_powersetCard, mul_assoc] lemma bitsWeight_perm (p : ℝ) (σ : Equiv.Perm α) (S : Finset α) : bitsWeight (fun _ : α => p) univ (S.map σ.toEmbedding) = bitsWeight (fun _ : α => p) univ S := by simp only [bitsWeight_constant, card_map] lemma bitsExpectation_perm (p : ℝ) (σ : Equiv.Perm α) (f : Finset α → ℝ) : bitsExpectation (fun _ : α => p) univ (fun S => f (S.map σ.toEmbedding)) = bitsExpectation (fun _ : α => p) univ f := by classical simp only [bitsExpectation, powerset_univ] have h := σ.finsetCongr.sum_comp (fun S => bitsWeight (fun _ : α => p) univ S * f S) simpa only [Equiv.finsetCongr_apply, bitsWeight_perm] using h lemma prefix_filter_eq_map {n : ℕ} (σ : Equiv.Perm (Fin n)) (k : ℕ) : (univ.filter fun e : Fin n => (σ.symm e).val < k) = (univ.filter fun i : Fin n => i.val < k).map σ.toEmbedding := by classical ext e simp only [mem_filter, mem_univ, true_and, mem_map, Equiv.toEmbedding_apply] constructor · intro he exact ⟨σ.symm e, he, σ.apply_symm_apply e⟩ · rintro ⟨i, hi, rfl⟩ simpa only [σ.symm_apply_apply] using hi lemma prefix_filter_card {n : ℕ} (σ : Equiv.Perm (Fin n)) {k : ℕ} (hk : k ≤ n) : (univ.filter fun e : Fin n => (σ.symm e).val < k).card = k := by rw [prefix_filter_eq_map, card_map, Fin.card_filter_val_lt, min_eq_right hk] omit [DecidableEq α] in lemma integral_uniform_eq_average [Nonempty α] [MeasurableSpace α] [MeasurableSingletonClass α] (f : α → ℝ) : (∫ a, f a ∂(PMF.uniformOfFintype α).toMeasure) = (Fintype.card α : ℝ)⁻¹ * ∑ a, f a := by rw [PMF.integral_eq_sum] simp only [PMF.uniformOfFintype_apply, ENNReal.toReal_inv, ENNReal.toReal_natCast, smul_eq_mul, ← mul_sum] /-- Conditional only on the prefix length, the actual uniform-permutation prefix has the uniform law on all subsets of that cardinality. -/ theorem uniform_prefix_average {n : ℕ} {k : ℕ} (hk : k ≤ n) (f : Finset (Fin n) → ℝ) : (∑ σ : Equiv.Perm (Fin n), f (univ.filter fun e : Fin n => (σ.symm e).val < k)) / Fintype.card (Equiv.Perm (Fin n)) = (∑ S ∈ (univ : Finset (Fin n)).powersetCard k, f S) / Nat.choose n k := by simp_rw [prefix_filter_eq_map] simpa only [Fin.card_filter_val_lt, min_eq_right hk, Fintype.card_fin] using uniform_permutation_image_average (univ.filter fun i : Fin n => i.val < k) f /-- Exact fixed-length atom law, including cardinality mismatch. -/ theorem uniform_prefix_atom {n : ℕ} {k : ℕ} (hk : k ≤ n) (S : Finset (Fin n)) : (∑ σ : Equiv.Perm (Fin n), if (univ.filter fun e : Fin n => (σ.symm e).val < k) = S then (1 : ℝ) else 0) / Fintype.card (Equiv.Perm (Fin n)) = if k = S.card then (Nat.choose n k : ℝ)⁻¹ else 0 := by simp_rw [prefix_filter_eq_map] simpa only [Fin.card_filter_val_lt, min_eq_right hk, Fintype.card_fin] using uniform_permutation_image_atom (univ.filter fun i : Fin n => i.val < k) S /-- Measure-theoretic form of the fixed-length prefix averaging law. -/ theorem integral_uniform_prefix {n : ℕ} {k : ℕ} (hk : k ≤ n) [MeasurableSpace (Equiv.Perm (Fin n))] [MeasurableSingletonClass (Equiv.Perm (Fin n))] (f : Finset (Fin n) → ℝ) : (∫ σ, f (univ.filter fun e : Fin n => (σ.symm e).val < k) ∂(PMF.uniformOfFintype (Equiv.Perm (Fin n))).toMeasure) = (∑ S ∈ (univ : Finset (Fin n)).powersetCard k, f S) / Nat.choose n k := by rw [integral_uniform_eq_average] simpa only [div_eq_mul_inv, mul_comm] using uniform_prefix_average hk f end MatroidProphet.Secretary end OAI