import Mathlib import OAI.Probability.Perceptron.Cascade.PoissonLaplace namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal ENNReal BigOperators namespace SphericalPerceptronFreeEnergy variable {S : Type*} [MeasurableSpace S] def indexedFiniteCloud (a : ℕ × (ℕ → S)) : Measure S := finitePointMeasure a.1 (fun i => a.2 i.val) lemma indexedFiniteCloud_measurable : Measurable (indexedFiniteCloud (S := S)) := by have h : Measurable (fun a : (ℕ → S) × ℕ => indexedFiniteCloud (a.2,a.1)) := by apply measurable_from_prod_countable_left intro n exact (finitePointMeasure_measurable n).comp (Measurable.of_eval fun index => measurable_pi_apply index.val) exact h.comp measurable_swap lemma iid_prefix_law (ν : Measure S) [IsProbabilityMeasure ν] (n : ℕ) : (Measure.infinitePi (fun _ : ℕ => ν)).map (fun x (i : Fin n) => x i.val) = Measure.pi (fun _ : Fin n => ν) := by rw [Measure.map_infinitePi_infinitePi_of_inj (f := Fin.val) Fin.val_injective, Measure.infinitePi_eq_pi] lemma indexedFiniteCloud_law (r : ℝ≥0) (ν : Measure S) [IsProbabilityMeasure ν] : ((poissonMeasure r).prod (Measure.infinitePi (fun _ : ℕ => ν))).map indexedFiniteCloud = finitePoissonLaw r ν := by rw [← Measure.sum_smul_dirac (poissonMeasure r),Measure.prod_sum_left, Measure.map_sum indexedFiniteCloud_measurable.aemeasurable] simp_rw [Measure.prod_smul_left,Measure.map_smul _ indexedFiniteCloud_measurable.aemeasurable,Measure.dirac_prod, Measure.map_map indexedFiniteCloud_measurable measurable_prodMk_left] unfold finitePoissonLaw congr 1 funext n congr 1 rw [← iid_prefix_law ν n,Measure.map_map (finitePointMeasure_measurable n) (by fun_prop)] rfl def indexedPoissonMeasure (a : ℕ → ℕ × (ℕ → S)) : Measure S := Measure.sum (fun i => indexedFiniteCloud (a i)) lemma indexedPoissonMeasure_measurable : Measurable (indexedPoissonMeasure (S := S)) := measureSum_measurable.comp (Measurable.of_eval fun index => indexedFiniteCloud_measurable.comp (measurable_pi_apply index)) lemma indexedPoissonMeasure_law (r : ℕ → ℝ≥0) (ν : ℕ → Measure S) [∀ i, IsProbabilityMeasure (ν i)] : (Measure.infinitePi (fun i => (poissonMeasure (r i)).prod (Measure.infinitePi (fun _ : ℕ => ν i)))).map indexedPoissonMeasure = countablePoissonLaw r ν := by unfold indexedPoissonMeasure countablePoissonLaw have hm : Measurable (fun a : ℕ → ℕ × (ℕ → S) => fun i => indexedFiniteCloud (a i)) := Measurable.of_eval fun index => indexedFiniteCloud_measurable.comp (measurable_pi_apply index) change (Measure.infinitePi (fun i => (poissonMeasure (r i)).prod (Measure.infinitePi (fun _ : ℕ => ν i)))).map ((fun η : ℕ → Measure S => Measure.sum η) ∘ (fun a : ℕ → ℕ × (ℕ → S) => fun i => indexedFiniteCloud (a i))) = _ rw [← Measure.map_map measureSum_measurable hm,Measure.infinitePi_map_pi] · simp_rw [indexedFiniteCloud_law] · exact fun _ => indexedFiniteCloud_measurable lemma indexedPoissonMeasure_canonical_law [Nonempty S] (κ : Measure S) [SFinite κ] : (Measure.infinitePi (fun i => (poissonMeasure (((sfiniteSeq κ i) univ).toNNReal)).prod (Measure.infinitePi (fun _ : ℕ => finiteIntensityMarks (sfiniteSeq κ i))))).map indexedPoissonMeasure = poissonRandomMeasureLaw κ := indexedPoissonMeasure_law _ _ end SphericalPerceptronFreeEnergy end end OAI