import Mathlib import OAI.Probability.SKBarriers.Calculus.ParameterGrowth namespace OAI section section noncomputable section open scoped BigOperators open MeasureTheory ProbabilityTheory Filter namespace SK.Analytic section ParameterComposition variable {P E X Y : Type} [NormedAddCommGroup P] [NormedAddCommGroup E] [NormedAddCommGroup X] [NormedSpace ℝ X] [NormedAddCommGroup Y] [NormedSpace ℝ Y] theorem param_fderiv_compCLM_growth (f : Y → ℝ) (L : X →L[ℝ] Y) (ι : P × E → X) (hf : Differentiable ℝ f) (h : ParamExpGrowth (fun z => fderiv ℝ f (L (ι z)))) : ParamExpGrowth (fun z => fderiv ℝ (fun x => f (L x)) (ι z)) := by apply h.of_norm_le (norm_nonneg L) intro z have he : fderiv ℝ (fun x => f (L x)) (ι z) = (fderiv ℝ f (L (ι z))).comp L := ((hf (L (ι z))).hasFDerivAt.comp (ι z) L.hasFDerivAt).fderiv rw [he] exact (ContinuousLinearMap.opNorm_comp_le _ _).trans_eq (mul_comm _ _) theorem param_second_compCLM_growth (f : Y → ℝ) (L : X →L[ℝ] Y) (ι : P × E → X) (hf : ContDiff ℝ 2 f) (h : ParamExpGrowth (fun z => fderiv ℝ (fderiv ℝ f) (L (ι z)))) : ParamExpGrowth (fun z => fderiv ℝ (fderiv ℝ (fun x => f (L x))) (ι z)) := by let A : (Y →L[ℝ] ℝ) →L[ℝ] X →L[ℝ] ℝ := (ContinuousLinearMap.compL ℝ X Y ℝ).flip L have hA (B : Y →L[ℝ] ℝ) : A B = B.comp L := rfl have hAn : ‖A‖ ≤ ‖L‖ := by apply ContinuousLinearMap.opNorm_le_bound _ (norm_nonneg _) intro B rw [hA] exact (ContinuousLinearMap.opNorm_comp_le _ _).trans_eq (mul_comm _ _) have hd := hf.differentiable (by norm_num) have hdd := (hf.fderiv_right (m := 1) (by norm_num)).differentiable (by norm_num) have heq : fderiv ℝ (fun x => f (L x)) = fun x => A (fderiv ℝ f (L x)) := by funext x exact ((hd (L x)).hasFDerivAt.comp x L.hasFDerivAt).fderiv apply h.of_norm_le (mul_nonneg (norm_nonneg L) (norm_nonneg L)) intro z have hsec := A.hasFDerivAt.comp (ι z) ((hdd (L (ι z))).hasFDerivAt.comp (ι z) L.hasFDerivAt) change HasFDerivAt (fun x => A (fderiv ℝ f (L x))) (A.comp ((fderiv ℝ (fderiv ℝ f) (L (ι z))).comp L)) (ι z) at hsec rw [heq,hsec.fderiv] calc _ ≤ ‖A‖*‖(fderiv ℝ (fderiv ℝ f) (L (ι z))).comp L‖ := ContinuousLinearMap.opNorm_comp_le _ _ _ ≤ ‖L‖*(‖fderiv ℝ (fderiv ℝ f) (L (ι z))‖*‖L‖) := by gcongr exact ContinuousLinearMap.opNorm_comp_le _ _ _ = _ := by ring end ParameterComposition end SK.Analytic end end end end OAI