import Mathlib import OAI.Probability.Perceptron.Interpolation.AnnealedReplicaConvergence import OAI.Probability.Perceptron.Variational.GaussianGibbsEnergy namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal ENNReal BigOperators namespace SphericalPerceptronFreeEnergy variable {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] lemma countableGaussian_replica_full_ibp (n : ℕ) (j : Fin n) {W : S → ℝ} {v w : ℕ → S → ℝ} {L : S → ℕ} {G : (Fin n → S) → ℝ} (hW : Measurable W) (hv : ∀ i, Measurable (v i)) (hw : ∀ i, Measurable (w i)) (hL : Measurable L) (hG : Measurable G) {A D E B : ℝ} (hA : ∀ x, |W x| ≤ A) (hD : ∀ x, (∑ i : Fin (L x), v i.val x^2) ≤ D) (hE : ∀ x, (∑ i : Fin (L x), w i.val x^2) ≤ E) (hB : 0 ≤ B) (hGB : ∀ x, |G x| ≤ B) : let H := countableGaussianHamiltonian W v L (∫ g, gibbsReplicaMean μ (H g) n (fun x => countableGaussianField w L g (x j)*G x) ∂countableGaussianLaw) = ∫ g, gibbsReplicaMean μ (H g) n (fun x => G x*∑ l, countableGaussianCovariance v w L (x j) (x l)) - n*gibbsReplicaMean μ (H g) (n+1) (fun x => G (fun l => x l.succ)*countableGaussianCovariance v w L (x j.succ) (x 0)) ∂countableGaussianLaw := by dsimp only let H := countableGaussianHamiltonian W v L let C := |(D+E)/2| have hC : 0 ≤ C := abs_nonneg _ have hHm : Measurable (Function.uncurry H) := countableGaussianHamiltonian_measurable hW hv hL have he : ∀ᵐ g ∂countableGaussianLaw, Integrable (fun x => Real.exp (H g x)) μ := by simpa only [one_mul] using (countableGaussianHamiltonian_exp_joint_integrable μ hW hv hL hA hD 1).prod_left_ae let K := gaussianPrefixCovariance v w L let KFull := countableGaussianCovariance v w L have hKm (m) : Measurable (Function.uncurry (K m)) := gaussianPrefixCovariance_measurable hv hw hL m have hKFullm : Measurable (Function.uncurry KFull) := countableGaussianCovariance_measurable hv hw hL have hKb (m x y) : |K m x y| ≤ C := (gaussianPrefixCovariance_bound v w L hD hE m x y).trans (le_abs_self _) have hKFullb (x y) : |KFull x y| ≤ C := hKb (L x) x y have hKt (x y) : Tendsto (fun m => K m x y) atTop (nhds (KFull x y)) := tendsto_const_nhds.congr' ((gaussianPrefixCovariance_eventually_eq v w L x y).mono fun _ h => h.symm) let U (m) (x : Fin n → S) := G x*∑ l, K m (x j) (x l) let UFull (x : Fin n → S) := G x*∑ l, KFull (x j) (x l) let V (m) (x : Fin (n+1) → S) := G (fun l => x l.succ)*K m (x j.succ) (x 0) let VFull (x : Fin (n+1) → S) := G (fun l => x l.succ)*KFull (x j.succ) (x 0) have hPair (a b : Fin n) : Measurable (fun x : Fin n → S => (x a,x b)) := (measurable_pi_apply a).prodMk (measurable_pi_apply b) have hUm (m) : Measurable (U m) := hG.mul (Finset.measurable_sum Finset.univ fun (l : Fin n) _ => (hKm m).comp (hPair j l)) have hUFullm : Measurable UFull := hG.mul (Finset.measurable_sum Finset.univ fun (l : Fin n) _ => hKFullm.comp (hPair j l)) have hPairS : Measurable (fun x : Fin (n+1) → S => (x j.succ,x 0)) := (measurable_pi_apply j.succ).prodMk (measurable_pi_apply 0) have hVm (m) : Measurable (V m) := (hG.comp (Measurable.of_eval fun index : Fin n => measurable_pi_apply index.succ)).mul ((hKm m).comp hPairS) have hVFullm : Measurable VFull := (hG.comp (Measurable.of_eval fun index : Fin n => measurable_pi_apply index.succ)).mul (hKFullm.comp hPairS) have hsum (k : S → S → ℝ) (hk : ∀ x y, |k x y| ≤ C) (x : Fin n → S) : |G x*∑ l, k (x j) (x l)| ≤ B*((n:ℝ)*C) := by rw [abs_mul] apply mul_le_mul (hGB x) _ (abs_nonneg _) hB calc _ ≤ ∑ l : Fin n, |k (x j) (x l)| := Finset.abs_sum_le_sum_abs _ _ _ ≤ ∑ l : Fin n, C := Finset.sum_le_sum fun l _ => hk _ _ _ = _ := by simp have hUB (m x) : |U m x| ≤ B*((n:ℝ)*C) := hsum (K m) (hKb m) x have hUFullB (x) : |UFull x| ≤ B*((n:ℝ)*C) := hsum KFull hKFullb x have hVB (m x) : |V m x| ≤ B*C := by exact (abs_mul _ _).trans_le (mul_le_mul (hGB _) (hKb m _ _) (abs_nonneg _) hB) have hVFullB (x) : |VFull x| ≤ B*C := by exact (abs_mul _ _).trans_le (mul_le_mul (hGB _) (hKFullb _ _) (abs_nonneg _) hB) have hUt (x) : Tendsto (fun m => U m x) atTop (nhds (UFull x)) := (tendsto_finsetSum _ (fun index _ => hKt (x j) (x index))).const_mul (G x) have hVt (x) : Tendsto (fun m => V m x) atTop (nhds (VFull x)) := (hKt (x j.succ) (x 0)).const_mul (G (fun l => x l.succ)) have hUi (m) := annealedReplica_bounded_integrable μ countableGaussianLaw hHm (hUm m) (by positivity) (hUB m) have hVi (m) := annealedReplica_bounded_integrable μ countableGaussianLaw hHm (hVm m) (by positivity) (hVB m) have hUFulli := annealedReplica_bounded_integrable μ countableGaussianLaw hHm hUFullm (by positivity) hUFullB have hVFulli := annealedReplica_bounded_integrable μ countableGaussianLaw hHm hVFullm (by positivity) hVFullB have hUL := annealedReplica_bounded_tendsto μ countableGaussianLaw hHm hUm hUFullm (by positivity) hUB hUt he have hVL := annealedReplica_bounded_tendsto μ countableGaussianLaw hHm hVm hVFullm (by positivity) hVB hVt he have hR := hUL.sub (hVL.const_mul (n:ℝ)) have hL' := gaussianEnergy_replica_prefix_tendsto μ hW hv hw hL hA hD hE j hG hB hGB have heq (m) : (∫ g, gibbsReplicaMean μ (H g) n (fun x => truncatedCountableGaussianField w L m g (x j)*G x) ∂countableGaussianLaw) = (∫ g, gibbsReplicaMean μ (H g) n (U m) ∂countableGaussianLaw)- (n:ℝ)*(∫ g, gibbsReplicaMean μ (H g) (n+1) (V m) ∂countableGaussianLaw) := by rw [gaussianReplica_prefix_ibp μ m n j hW hv hw hL hG hA hD hE hB hGB] exact (integral_sub (hUi m) ((hVi m).const_mul n)).trans (by rw [integral_const_mul]) have hlim := tendsto_nhds_unique hL' (hR.congr (fun m => (heq m).symm)) exact hlim.trans ((integral_sub hUFulli (hVFulli.const_mul n)).trans (by rw [integral_const_mul])).symm end SphericalPerceptronFreeEnergy end end OAI