import Mathlib import OAI.Probability.Perceptron.Interpolation.OverlapBlock namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped ENNReal NNReal Topology BigOperators BoundedContinuousFunction namespace SphericalPerceptronFreeEnergy abbrev OverlapArray := ℕ → ℕ → ℝ def relabelArray (π : Equiv.Perm ℕ) (Q : OverlapArray) : OverlapArray := fun i j => Q (π i) (π j) def OverlapSwapInvariant (μ : Measure OverlapArray) : Prop := ∀ i j : ℕ, MeasurePreserving (relabelArray (Equiv.swap i j)) μ μ def copyIndex (r j : ℕ) (i : Fin (r + 1)) : ℕ := if i.val = r then j else i.val def copyBlock (r j : ℕ) (Q : OverlapArray) : OverlapBlock (r + 1) := fun a b => Q (copyIndex r j a) (copyIndex r j b) def copyEvent (r : ℕ) (s : Set (OverlapBlock (r + 1))) (j : ℕ) : Set OverlapArray := copyBlock r j ⁻¹' s @[simp] lemma copyIndex_self (r : ℕ) (i : Fin (r + 1)) : copyIndex r r i = i := by unfold copyIndex split_ifs with h · exact h.symm · rfl lemma copyBlock_measurable (r j : ℕ) : Measurable (copyBlock r j) := by exact Measurable.of_eval fun firstIndex => Measurable.of_eval fun secondIndex => (measurable_pi_apply _).comp (measurable_pi_apply _) lemma copyEvent_measurable (r : ℕ) {s : Set (OverlapBlock (r + 1))} (hs : MeasurableSet s) (j : ℕ) : MeasurableSet (copyEvent r s j) := hs.preimage (copyBlock_measurable r j) lemma copyBlock_self (r : ℕ) (Q : OverlapArray) : copyBlock r r Q = overlapBlock id (r + 1) Q := by ext i j simp [copyBlock, overlapBlock] lemma copyIndex_relabel (r j : ℕ) (π : Equiv.Perm ℕ) (hπ : ∀ a < r, π a = a) (i : Fin (r + 1)) : π (copyIndex r j i) = copyIndex r (π j) i := by by_cases hi : i.val = r · simp [copyIndex, hi] · simp only [copyIndex, ite_eq_right hi] exact hπ i (by omega) lemma copyBlock_relabel (r j : ℕ) (π : Equiv.Perm ℕ) (hπ : ∀ a < r, π a = a) (Q : OverlapArray) : copyBlock r j (relabelArray π Q) = copyBlock r (π j) Q := by ext a b simp only [copyBlock, relabelArray, copyIndex_relabel r j π hπ] lemma copyEvent_relabel (r j : ℕ) (π : Equiv.Perm ℕ) (hπ : ∀ a < r, π a = a) (s : Set (OverlapBlock (r + 1))) : relabelArray π ⁻¹' copyEvent r s j = copyEvent r s (π j) := by ext Q simp only [copyEvent, mem_preimage, copyBlock_relabel r j π hπ] def uniqueEvent {Ω ι : Type*} (A : ι → Set Ω) (i : ι) : Set Ω := {ω | ω ∈ A i ∧ ∀ j, j ≠ i → ω ∉ A j} lemma uniqueEvent_measurable {Ω ι : Type*} [MeasurableSpace Ω] [Countable ι] (A : ι → Set Ω) (hA : ∀ i, MeasurableSet (A i)) (i : ι) : MeasurableSet (uniqueEvent A i) := by simp only [uniqueEvent, ofPred_and, ofPred_forall] exact (hA i).inter (MeasurableSet.iInter fun j => MeasurableSet.iInter fun _ => (hA j).compl) lemma uniqueEvent_disjoint {Ω ι : Type*} (A : ι → Set Ω) : Pairwise (fun i j => Disjoint (uniqueEvent A i) (uniqueEvent A j)) := by intro i j hij apply Set.disjoint_left.mpr intro ω hi hj exact hi.2 j hij.symm hj.1 lemma uniqueEvent_probability_bound {Ω ι : Type*} [MeasurableSpace Ω] [Fintype ι] (μ : Measure Ω) [IsProbabilityMeasure μ] (A : ι → Set Ω) (hA : ∀ i, MeasurableSet (A i)) (i₀ : ι) (hsame : ∀ i, μ.real (uniqueEvent A i) = μ.real (uniqueEvent A i₀)) : Fintype.card ι * μ.real (uniqueEvent A i₀) ≤ 1 := by have h := sum_measureReal_le_measureReal_univ (μ := μ) (s := Finset.univ) (t := uniqueEvent A) (fun i _ => uniqueEvent_measurable A hA i) (fun i _ j _ hij => uniqueEvent_disjoint A hij) simp only [hsame, Finset.sum_const, Finset.card_univ, nsmul_eq_mul] at h simpa [Measure.real] using h lemma uniqueEvent_preimage {Ω ι : Type*} {f : Ω → Ω} (A : ι → Set Ω) (e : Equiv.Perm ι) (h : ∀ j, f ⁻¹' A j = A (e j)) (i : ι) : f ⁻¹' uniqueEvent A i = uniqueEvent A (e i) := by ext ω have hm (j : ι) : f ω ∈ A j ↔ ω ∈ A (e j) := by change ω ∈ f ⁻¹' A j ↔ ω ∈ A (e j) rw [h] constructor · intro hw refine ⟨(hm i).mp hw.1, ?_⟩ intro j hji hj apply hw.2 (e.symm j) (fun heq => hji (by rw [← e.apply_symm_apply j, heq])) exact (hm _).mpr (by simpa using hj) · intro hw refine ⟨(hm i).mpr hw.1, ?_⟩ intro j hji hj exact hw.2 (e j) (fun h' => hji (e.injective h')) ((hm j).mp hj) lemma uniqueCopy_probability_bound (μ : Measure OverlapArray) [IsProbabilityMeasure μ] (hEx : OverlapSwapInvariant μ) (r k : ℕ) {s : Set (OverlapBlock (r + 1))} (hs : MeasurableSet s) : (k + 1 : ℝ) * μ.real (uniqueEvent (fun j : Fin (k + 1) => copyEvent r s (r + j)) 0) ≤ 1 := by let A : Fin (k + 1) → Set OverlapArray := fun j => copyEvent r s (r + j) have hA (j) : MeasurableSet (A j) := copyEvent_measurable r hs _ have hsame (i : Fin (k + 1)) : μ.real (uniqueEvent A i) = μ.real (uniqueEvent A 0) := by let e : Equiv.Perm (Fin (k + 1)) := Equiv.swap i 0 let π : Equiv.Perm ℕ := Equiv.swap (r + i) (r + (0 : Fin (k + 1))) have hfix : ∀ a < r, π a = a := by intro a ha exact Equiv.swap_apply_of_ne_of_ne (by omega) (by simp; omega) have hinj : Function.Injective (fun j : Fin (k + 1) => r + j.val) := by intro a b hab apply Fin.ext exact Nat.add_left_cancel hab have hmap (j : Fin (k + 1)) : relabelArray π ⁻¹' A j = A (e j) := by dsimp [A] rw [copyEvent_relabel r _ π hfix] congr 1 exact (hinj.map_swap i 0 j).symm have he : e 0 = i := Equiv.swap_apply_right _ _ rw [← he, ← uniqueEvent_preimage A e hmap] exact (hEx _ _).measureReal_preimage (uniqueEvent_measurable A hA 0).nullMeasurableSet have h := uniqueEvent_probability_bound μ A hA 0 hsame simpa only [Fintype.card_fin, Nat.cast_add, Nat.cast_one] using h def prefixBlock {n m : ℕ} (h : n ≤ m) (Q : OverlapBlock m) : OverlapBlock n := fun a b => Q (Fin.castLE h a) (Fin.castLE h b) lemma prefixBlock_measurable {n m : ℕ} (h : n ≤ m) : Measurable (prefixBlock h) := by exact Measurable.of_eval fun firstIndex => Measurable.of_eval fun secondIndex => (measurable_pi_apply _).comp (measurable_pi_apply _) def starMatrices (r : ℕ) (s : Set (OverlapBlock (r + 1))) (t : ℝ) (k : ℕ) : Set (OverlapBlock (r + 1 + k)) := {Q | prefixBlock (Nat.le_add_right (r + 1) k) Q ∈ s ∧ ∀ j : Fin (r + 1 + k), j.val ≠ r → Q ⟨r, by omega⟩ j < t} def starEvent (r : ℕ) (s : Set (OverlapBlock (r + 1))) (t : ℝ) (k : ℕ) : Set OverlapArray := copyEvent r s r ∩ {Q | ∀ j < r + 1 + k, j ≠ r → Q r j < t} lemma starMatrices_measurable (r : ℕ) {s : Set (OverlapBlock (r + 1))} (hs : MeasurableSet s) (t : ℝ) (k : ℕ) : MeasurableSet (starMatrices r s t k) := by simp only [starMatrices, ofPred_and, ofPred_forall] apply MeasurableSet.inter (hs.preimage (prefixBlock_measurable _)) apply MeasurableSet.iInter intro j apply MeasurableSet.iInter intro _ exact measurableSet_lt ((measurable_pi_apply j).comp (measurable_pi_apply _)) measurable_const lemma starEvent_measurable (r : ℕ) {s : Set (OverlapBlock (r + 1))} (hs : MeasurableSet s) (t : ℝ) (k : ℕ) : MeasurableSet (starEvent r s t k) := by apply (copyEvent_measurable r hs r).inter simp only [ofPred_forall] apply MeasurableSet.iInter intro j apply MeasurableSet.iInter intro _ apply MeasurableSet.iInter intro _ exact measurableSet_lt ((measurable_pi_apply j).comp (measurable_pi_apply r)) measurable_const lemma starEvent_preimage (r : ℕ) (s : Set (OverlapBlock (r + 1))) (t : ℝ) (k : ℕ) : overlapBlock id (r + 1 + k) ⁻¹' starMatrices r s t k = starEvent r s t k := by ext Q have hprefix : prefixBlock (Nat.le_add_right (r + 1) k) (overlapBlock id (r + 1 + k) Q) = copyBlock r r Q := by ext a b simp [prefixBlock, overlapBlock, copyBlock] simp only [mem_preimage, starMatrices, mem_ofPred_eq, hprefix, starEvent, copyEvent, mem_inter_iff, mem_preimage] constructor · rintro ⟨h, h'⟩ exact ⟨h, fun j hj hne => h' ⟨j, hj⟩ hne⟩ · rintro ⟨h, h'⟩ exact ⟨h, fun j hne => h' j j.isLt hne⟩ lemma starEvent_succ (r : ℕ) (s : Set (OverlapBlock (r + 1))) (t : ℝ) (k : ℕ) : starEvent r s t (k + 1) = starEvent r s t k ∩ {Q | Q r (r + 1 + k) < t} := by ext Q constructor · rintro ⟨hA, hQ⟩ exact ⟨⟨hA, fun j hj hne => hQ j (by omega) hne⟩, hQ (r + 1 + k) (by omega) (by omega)⟩ · rintro ⟨⟨hA, hQ⟩, hn⟩ refine ⟨hA, ?_⟩ intro j hj hne by_cases hlt : j < r + 1 + k · exact hQ j hlt hne · have heq : j = r + 1 + k := by omega simpa only [mem_ofPred_eq, heq] using hn lemma starEvent_zero (r : ℕ) (s : Set (OverlapBlock (r + 1))) (t : ℝ) (hrow : ∀ Q ∈ copyEvent r s r, ∀ j < r, Q r j < t) : starEvent r s t 0 = copyEvent r s r := by ext Q constructor · exact fun h => h.1 · intro h exact ⟨h, fun j hj hne => hrow Q h j (by omega)⟩ lemma gg_star_recurrence (μ : Measure OverlapArray) [IsProbabilityMeasure μ] (hGG : GhirlandaGuerra μ id) {r : ℕ} (hr : 1 ≤ r) {s : Set (OverlapBlock (r + 1))} (hs : MeasurableSet s) (t : ℝ) (k : ℕ) : ((r + 1 + k : ℕ) : ℝ) * μ.real (starEvent r s t (k + 1)) = (((r + 1 + k : ℕ) : ℝ) - 1 + μ.real {Q | Q 0 1 < t}) * μ.real (starEvent r s t k) := by classical let m := r + 1 + k let i : Fin m := ⟨r, by dsimp [m]; omega⟩ have hm : 2 ≤ m := by dsimp [m]; omega have hmpos : (0 : ℝ) < m := by exact_mod_cast (by omega : 0 < m) have h := hGG m hm i (starMatrices r s t k) (starMatrices_measurable r hs t k) (Iio t) measurableSet_Iio rw [starEvent_preimage] at h change μ.real (starEvent r s t k ∩ {Q | Q r m < t}) = μ.real (starEvent r s t k) * μ.real {Q | Q 0 1 < t} / m + (∑ j ∈ Finset.univ.erase i, μ.real (starEvent r s t k ∩ {Q | Q r j < t})) / m at h have hpair (j : Fin m) (hne : j ≠ i) : starEvent r s t k ∩ {Q | Q r j < t} = starEvent r s t k := by apply inter_eq_left.mpr intro Q hQ exact hQ.2 j j.isLt (fun heq => hne (Fin.ext heq)) rw [Finset.sum_congr rfl (fun j hj => congrArg μ.real (hpair j (Finset.ne_of_mem_erase hj)))] at h have hcard : ((Finset.univ.erase i).card : ℝ) = (m : ℝ) - 1 := by simp only [Finset.card_erase_of_mem (Finset.mem_univ i), Finset.card_univ, Fintype.card_fin] rw [Nat.cast_sub (by omega)] norm_num simp only [Finset.sum_const, nsmul_eq_mul, hcard] at h rw [← starEvent_succ] at h have hmul := congrArg (fun x : ℝ => (m : ℝ) * x) h field_simp at hmul dsimp [m] at hmul nlinarith [hmul] def duplicateEvent (r : ℕ) (s : Set (OverlapBlock (r + 1))) (t : ℝ) (j : ℕ) : Set OverlapArray := copyEvent r s r ∩ copyEvent r s j ∩ {Q | Q r j < t} lemma duplicateEvent_measurable (r : ℕ) {s : Set (OverlapBlock (r + 1))} (hs : MeasurableSet s) (t : ℝ) (j : ℕ) : MeasurableSet (duplicateEvent r s t j) := ((copyEvent_measurable r hs r).inter (copyEvent_measurable r hs j)).inter (measurableSet_lt ((measurable_pi_apply j).comp (measurable_pi_apply r)) measurable_const) lemma duplicateEvent_relabel (r j : ℕ) (π : Equiv.Perm ℕ) (hπ : ∀ a < r, π a = a) (hr : π r = r) (s : Set (OverlapBlock (r + 1))) (t : ℝ) : relabelArray π ⁻¹' duplicateEvent r s t j = duplicateEvent r s t (π j) := by ext Q simp only [duplicateEvent, copyEvent, mem_preimage, mem_inter_iff, mem_ofPred_eq, copyBlock_relabel r r π hπ, copyBlock_relabel r j π hπ, hr, relabelArray] lemma duplicateEvent_null_future (μ : Measure OverlapArray) (hEx : OverlapSwapInvariant μ) (r : ℕ) {s : Set (OverlapBlock (r + 1))} (hs : MeasurableSet s) (t : ℝ) (hzero : μ (duplicateEvent r s t (r + 1)) = 0) {j : ℕ} (hj : r + 1 ≤ j) : μ (duplicateEvent r s t j) = 0 := by let π : Equiv.Perm ℕ := Equiv.swap (r + 1) j have hfix : ∀ a ≤ r, π a = a := by intro a ha exact Equiv.swap_apply_of_ne_of_ne (by omega) (by omega) calc μ (duplicateEvent r s t j) = μ (relabelArray π ⁻¹' duplicateEvent r s t (r + 1)) := by rw [duplicateEvent_relabel r (r + 1) π (fun a ha => hfix a ha.le) (hfix r le_rfl)] simp only [π, Equiv.swap_apply_left] _ = μ (duplicateEvent r s t (r + 1)) := (hEx _ _).measure_preimage (duplicateEvent_measurable r hs t (r + 1)).nullMeasurableSet _ = 0 := hzero lemma star_unique_bound_of_no_duplication (μ : Measure OverlapArray) [IsProbabilityMeasure μ] (hEx : OverlapSwapInvariant μ) (r : ℕ) {s : Set (OverlapBlock (r + 1))} (hs : MeasurableSet s) (t : ℝ) (hzero : μ (duplicateEvent r s t (r + 1)) = 0) (k : ℕ) : (k + 1 : ℝ) * μ.real (starEvent r s t k) ≤ 1 := by have hnul (j : Fin (k + 1)) : ∀ᵐ Q ∂μ, j ≠ 0 → Q ∉ duplicateEvent r s t (r + j) := by by_cases hj : j = 0 · exact Filter.Eventually.of_forall fun _ h => (h hj).elim · have hz : μ (duplicateEvent r s t (r + j)) = 0 := duplicateEvent_null_future μ hEx r hs t hzero (by have : j.val ≠ 0 := fun h => hj (Fin.ext h) omega) filter_upwards [measure_eq_zero_iff_ae_notMem.mp hz] with Q hQ exact fun _ => hQ have hae : starEvent r s t k ≤ᵐ[μ] uniqueEvent (fun j : Fin (k + 1) => copyEvent r s (r + j)) 0 := by filter_upwards [ae_all_iff.mpr hnul] with Q hQ intro hstar refine ⟨by simpa using hstar.1, ?_⟩ intro j hj hmem apply hQ j hj refine ⟨⟨hstar.1, hmem⟩, ?_⟩ exact hstar.2 (r + j) (by have := j.isLt; omega) (by have : j.val ≠ 0 := fun h => hj (Fin.ext h) omega) have hle : μ.real (starEvent r s t k) ≤ μ.real (uniqueEvent (fun j : Fin (k + 1) => copyEvent r s (r + j)) 0) := ENNReal.toReal_mono (measure_ne_top _ _) (measure_mono_ae hae) exact (mul_le_mul_of_nonneg_left hle (by positivity)).trans (uniqueCopy_probability_bound μ hEx r k hs) lemma edge_probability_swap (μ : Measure OverlapArray) (hEx : OverlapSwapInvariant μ) (a b i j : ℕ) (t : ℝ) : μ.real {Q | Q (Equiv.swap a b i) (Equiv.swap a b j) < t} = μ.real {Q | Q i j < t} := by exact (hEx a b).measureReal_preimage (measurableSet_lt ((measurable_pi_apply j).comp (measurable_pi_apply i)) measurable_const).nullMeasurableSet theorem gg_duplicate_last (μ : Measure OverlapArray) [IsProbabilityMeasure μ] (hEx : OverlapSwapInvariant μ) (hGG : GhirlandaGuerra μ id) {r : ℕ} (hr : 1 ≤ r) {s : Set (OverlapBlock (r + 1))} (hs : MeasurableSet s) (t : ℝ) (hA : 0 < μ.real (copyEvent r s r)) (hrow : ∀ Q ∈ copyEvent r s r, ∀ j < r, Q r j < t) : 0 < μ.real (duplicateEvent r s t (r + 1)) := by by_contra hbad have hz : μ (duplicateEvent r s t (r + 1)) = 0 := (measureReal_eq_zero_iff (measure_ne_top _ _)).mp (le_antisymm (not_lt.mp hbad) (measureReal_nonneg)) have heq : μ.real {Q | Q r 0 < t} = μ.real {Q | Q 0 1 < t} := by have h₁ := edge_probability_swap μ hEx 1 r 1 0 t have h₂ := edge_probability_swap μ hEx 0 1 0 1 t have hr0 : (0 : ℕ) ≠ r := by omega simp only [Equiv.swap_apply_left, Equiv.swap_apply_right, Equiv.swap_apply_of_ne_of_ne (by decide : (0 : ℕ) ≠ 1) hr0] at h₁ h₂ exact h₁.trans h₂ have hζ : 0 < μ.real {Q | Q 0 1 < t} := by rw [← heq] refine hA.trans_le (measureReal_mono ?_) exact fun Q hQ => hrow Q hQ 0 (by omega) apply gg_star_growth_impossible (a := fun k => μ.real (starEvent r s t k)) (N := (r + 1 : ℕ)) (ζ := μ.real {Q | Q 0 1 < t}) (by exact_mod_cast (by omega : 2 ≤ r + 1)) hζ (fun _ => measureReal_nonneg) · rwa [starEvent_zero r s t hrow] · intro k simpa only [Nat.cast_add] using gg_star_recurrence μ hGG hr hs t k · exact star_unique_bound_of_no_duplication μ hEx r hs t hz def relabelBlock {n : ℕ} (e : Equiv.Perm (Fin n)) (B : OverlapBlock n) : OverlapBlock n := fun i j => B (e i) (e j) def replaceIndex {n : ℕ} (p : Fin n) (j : ℕ) (a : Fin n) : ℕ := if a = p then j else a.val def replaceBlock {n : ℕ} (p : Fin n) (j : ℕ) (Q : OverlapArray) : OverlapBlock n := fun a b => Q (replaceIndex p j a) (replaceIndex p j b) def replaceEvent {n : ℕ} (p : Fin n) (s : Set (OverlapBlock n)) (j : ℕ) : Set OverlapArray := replaceBlock p j ⁻¹' s lemma relabelBlock_measurable {n : ℕ} (e : Equiv.Perm (Fin n)) : Measurable (relabelBlock e) := Measurable.of_eval fun _ => Measurable.of_eval fun _ => (measurable_pi_apply _).comp (measurable_pi_apply _) lemma replaceBlock_measurable {n : ℕ} (p : Fin n) (j : ℕ) : Measurable (replaceBlock p j) := Measurable.of_eval fun _ => Measurable.of_eval fun _ => (measurable_pi_apply _).comp (measurable_pi_apply _) lemma fin_swap_val {n : ℕ} (p q a : Fin n) : (Equiv.swap p q a).val = Equiv.swap p.val q.val a.val := Fin.val_injective.map_swap p q a lemma relabelBlock_swap {n : ℕ} (p q : Fin n) (Q : OverlapArray) : relabelBlock (Equiv.swap p q) (overlapBlock id n Q) = overlapBlock id n (relabelArray (Equiv.swap p.val q.val) Q) := by ext a b simp only [relabelBlock, overlapBlock, id_eq, relabelArray, fin_swap_val] lemma relabelArray_swap_swap (p q : ℕ) (Q : OverlapArray) : relabelArray (Equiv.swap p q) (relabelArray (Equiv.swap p q) Q) = Q := by ext a b simp [relabelArray] lemma relabelBlock_swap_swap {n : ℕ} (p q : Fin n) (B : OverlapBlock n) : relabelBlock (Equiv.swap p q) (relabelBlock (Equiv.swap p q) B) = B := by ext a b simp [relabelBlock] lemma replaceBlock_last (r j : ℕ) (Q : OverlapArray) : replaceBlock (Fin.last r) j Q = copyBlock r j Q := by have h (a : Fin (r + 1)) : replaceIndex (Fin.last r) j a = copyIndex r j a := by simp [replaceIndex, copyIndex, Fin.ext_iff] ext a b simp only [replaceBlock, copyBlock, h] lemma replaceBlock_swap {n : ℕ} (p q : Fin n) {j : ℕ} (hj : n ≤ j) (Q : OverlapArray) : relabelBlock (Equiv.swap p q) (replaceBlock q j (relabelArray (Equiv.swap p.val q.val) Q)) = replaceBlock p j Q := by have h (a : Fin n) : Equiv.swap p.val q.val (replaceIndex q j (Equiv.swap p q a)) = replaceIndex p j a := by by_cases ha : a = p · subst a simp only [Equiv.swap_apply_left, replaceIndex, ↓reduceIte] exact Equiv.swap_apply_of_ne_of_ne (by have := p.isLt; omega) (by have := q.isLt; omega) · have he : Equiv.swap p q a ≠ q := by intro h apply ha have := congrArg (Equiv.swap p q) h simpa using this simp only [replaceIndex, ite_eq_right he, ite_eq_right ha, fin_swap_val, Equiv.swap_apply_self] ext a b exact congrArg₂ Q (h a) (h b) end SphericalPerceptronFreeEnergy end end OAI