import Mathlib import OAI.Probability.Perceptron.Interpolation.PerturbationContact import OAI.Probability.Perceptron.Cascade.PoissonDensityDerivative namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal ENNReal BigOperators BoundedContinuousFunction namespace SphericalPerceptronFreeEnergy def sourceCountExpectedLog (n k : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1)→ℕ) (h : Fin (k+1)→ℝ) (z : Fin k→ℝ) (u : Fin (n+1)→ℝ) (M : ℕ) : ℝ := ∫ a, enrichedPoissonLog n k f p d u h (M,a) ∂enrichedRowsDisorderLaw n k p z lemma sourceCountExpectedLog_increment (n k : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1)→ℕ) (h : Fin (k+1)→ℝ) (z : Fin k→ℝ) (u : Fin (n+1)→ℝ) (hz : StrictMono z) (hz0 : ∀ i, 0 ha u)] rw [← integral_map hr.measurable.aemeasurable (by rw [hr.map_eq]; exact hm.aestronglyMeasurable),hr.map_eq] unfold sourceIndexedPressure change (∫ a, enrichedRandomPressure n k f p d u h (sourceDisorderRealization n k p a) ∂sourceIndexedDisorderLaw n k z t)=_ rw [← integral_map hs.measurable.aemeasurable (by rw [hs.map_eq]; exact hi'),hs.map_eq] simp only [enrichedRandomPressure,integral_const_mul] apply congrArg ((1/(n+1:ℕ):ℝ)* ·) change (∫ a, enrichedPoissonLog n k f p d u h a ∂enrichedPoissonDisorderLaw n k p z t) = poissonRealMean (sourceCountExpectedLog n k f p d h z u) (((n+1:ℕ)*t:ℝ≥0):ℝ) rw [poissonRealMean_eq_integral (norm_nonneg f) (sourceCountExpectedLog_increment n k f p d h z u hz hz0 hz1) ((n+1:ℕ)*t)] exact integral_prod _ (hi.integrable (by norm_num)) def sourceDensityIncrement (n k : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1)→ℕ) (h : Fin (k+1)→ℝ) (z : Fin k→ℝ) (u : Fin (n+1)→ℝ) (t : ℝ≥0) : ℝ := ∫ M, sourceCountExpectedLog n k f p d h z u (M+1)-sourceCountExpectedLog n k f p d h z u M ∂poissonMeasure ((n+1:ℕ)*t) lemma sourceDensityIncrement_bound (n k : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1)→ℕ) (h : Fin (k+1)→ℝ) (z : Fin k→ℝ) (u : Fin (n+1)→ℝ) (hz : StrictMono z) (hz0 : ∀ i, 0 sourceCountExpectedLog n k f p d h z u (M+1)-sourceCountExpectedLog n k f p d h z u M) (ae_of_all _ fun M => by simpa only [Real.norm_eq_abs] using sourceCountExpectedLog_increment n k f p d h z u hz hz0 hz1 M) lemma sourceExpectedPressure_density_derivative (n k : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1)→ℕ) (h : Fin (k+1)→ℝ) (z : Fin k→ℝ) (u : Fin (n+1)→ℝ) (hz : StrictMono z) (hz0 : ∀ i, 0 sourceExpectedPressure n k f p d h z s.toNNReal u) (sourceDensityIncrement n k f p d h z u t) t := by let F := sourceCountExpectedLog n k f p d h z u have hF := sourceCountExpectedLog_increment n k f p d h z u hz hz0 hz1 have hd := ((hasDerivAt_poissonRealMean (norm_nonneg f) hF ((n+1:ℕ)*(t:ℝ))).comp (t:ℝ) ((hasDerivAt_id (t:ℝ)).const_mul ((n+1:ℕ):ℝ))).const_mul (1/(n+1:ℕ):ℝ) have hD : poissonRealMean (fun M => F (M+1)-F M) ((n+1:ℕ)*(t:ℝ))= sourceDensityIncrement n k f p d h z u t := by have hinc : ∀ M, |(F (M+1+1)-F (M+1))-(F (M+1)-F M)|≤2*‖f‖ := fun M => (abs_sub _ _).trans (by linarith [hF (M+1),hF M]) simpa only [sourceDensityIncrement,NNReal.coe_mul,NNReal.coe_natCast] using poissonRealMean_eq_integral (by positivity : 0≤2*‖f‖) hinc ((n+1:ℕ)*t) have hd' : HasDerivAt (fun s : ℝ => (1/(n+1:ℕ))*poissonRealMean F ((n+1:ℕ)*s)) (sourceDensityIncrement n k f p d h z u t) t := by apply hd.congr_deriv change (1/(n+1:ℕ))*(poissonRealMean _ _ *((n+1:ℕ)*1))=_ rw [hD] field_simp apply hd'.congr_of_eventuallyEq filter_upwards [eventually_gt_nhds (show (0:ℝ)<(t:ℝ) from ht)] with s hs rw [sourceExpectedPressure_poissonMean n k f p d h z u hz hz0 hz1, Real.coe_toNNReal _ hs.le] lemma sourceExpectedPressure_density_continuous (n k : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1)→ℕ) (h : Fin (k+1)→ℝ) (z : Fin k→ℝ) (u : Fin (n+1)→ℝ) (hz : StrictMono z) (hz0 : ∀ i, 0 sourceExpectedPressure n k f p d h z t u) := by have hc : Continuous (poissonRealMean (sourceCountExpectedLog n k f p d h z u)) := continuous_iff_continuousAt.mpr fun r => (hasDerivAt_poissonRealMean (norm_nonneg f) (sourceCountExpectedLog_increment n k f p d h z u hz hz0 hz1) r).continuousAt simp_rw [sourceExpectedPressure_poissonMean n k f p d h z u hz hz0 hz1] exact continuous_const.mul (hc.comp (continuous_const.mul NNReal.continuous_coe)) end SphericalPerceptronFreeEnergy end end OAI