import Mathlib import OAI.Probability.SKFluctuations.ClockSplitSteps namespace OAI /-! Clock Retained Samples. -/ noncomputable section namespace SKFluctuations.Hierarchy open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal BigOperators variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι] attribute [local instance] Classical.propDecidable def retainedBefore (u : PositiveMass) (as : List PositiveMass) : List PositiveMass := (splitMassPartition u as).1 def retainedAfter (u : PositiveMass) (as : List PositiveMass) : List PositiveMass := (splitMassPartition u as).2++[⟨1,by norm_num⟩] theorem retainedBefore_end (u : PositiveMass) (as : List PositiveMass) : partitionEnd 0 (retainedBefore u as)=u.val := splitMassPartition_end _ _ _ theorem retainedAfter_end (u : PositiveMass) (as : List PositiveMass) : partitionEnd u.val (retainedAfter u as)=1 := by rw [retainedAfter,partitionEnd_append] rfl theorem retainedBefore_bounds (u : PositiveMass) (as : List PositiveMass) : ∀ a ∈ retainedBefore u as, a.val≤u.val := splitMassPartition_bounds _ _ theorem retainedMasses_ordered (u : PositiveMass) (hu : u.val≤1) (as : List PositiveMass) (ha : MassOrdered 0 as) : MassOrdered 0 (retainedBefore u as) ∧ MassOrdered u.val (retainedAfter u as) := by have ho := splitMassPartition_ordered u hu as ha u.property.le exact ⟨ho.1,ho.2.append_end ⟨ho.2.end_bounds.1,ho.2.end_bounds.2,by norm_num,by norm_num⟩⟩ theorem retainedMasses_mesh (u : PositiveMass) (hu : u.val≤1) (as : List PositiveMass) (ha : MassOrdered 0 as) {h : ℝ} (hh : 0≤h) (hm : PartitionMesh h 0 as) : PartitionMesh h 0 (retainedBefore u as++retainedAfter u as) := by simpa only [retainedBefore,retainedAfter,List.append_assoc] using (splitMassPartition_mesh u hu as ha u.property.le hm).append_one hh def retainedPairSample (w : S → ℝ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) (q : ℝ → ι → ℝ≥0) (u : PositiveMass) (as : List PositiveMass) (P : S → S → ℝ) (x : ι → ℝ) : ℝ := sampledPairDisorder w φ q u.val (retainedBefore u as) (retainedAfter u as) P x theorem retainedPairSample_comparison {w : S → ℝ} (hw : ∀ σ, 0 q u i) (Icc (0:ℝ) 1)) (u : PositiveMass) (hu : u.val≤1) (as bs : List PositiveMass) (ha : MassOrdered 0 as) (hb : MassOrdered 0 bs) {h k : ℝ} (hh : 0≤h) (hk : 0≤k) (hmesh : PartitionMesh h 0 as) (kmesh : PartitionMesh k 0 bs) (P : S → S → ℝ) {K : ℝ} (hK : 0≤K) (hP : ∀ σ τ, |P σ τ|≤K) (x : ι → ℝ) : |retainedPairSample w φ q u as P x-retainedPairSample w φ q u bs P x| ≤ ClockTree.errorJetVariation 2 0 0*K*(2*(h+k)*clockVariationBound D q) := by have h₁ := retainedMasses_ordered u hu as ha have h₂ := retainedMasses_ordered u hu bs hb exact sampledPairDisorder_mesh_comparison hw φ D hD hφ q hq u.property.le _ _ _ _ h₁.1 h₁.2 h₂.1 h₂.2 (retainedBefore_bounds u as) (retainedBefore_bounds u bs) (retainedBefore_end u as) (retainedBefore_end u bs) (retainedAfter_end u as) (retainedAfter_end u bs) (retainedMasses_mesh u hu as ha hh hmesh) (retainedMasses_mesh u hu bs hb hk kmesh) P hK hP x theorem retainedPairSample_cauchy {w : S → ℝ} (hw : ∀ σ, 0 q u i) (Icc (0:ℝ) 1)) (u : PositiveMass) (hu : u.val≤1) (P : S → S → ℝ) {K : ℝ} (hK : 0≤K) (hP : ∀ σ τ, |P σ τ|≤K) (x : ι → ℝ) : CauchySeq (fun k => retainedPairSample w φ q u (uniformMasses k) P x) := by apply Metric.cauchySeq_iff.mpr intro ε hε let C := ClockTree.errorJetVariation 2 0 0*K*(2*clockVariationBound D q) have ht : Tendsto (fun n : ℕ => ((n+1:ℕ):ℝ)⁻¹*C) atTop (𝓝 0) := by simpa using uniformMasses_mesh_tendsto.mul_const C obtain ⟨N,hN⟩ := eventually_atTop.mp (ht.eventually (gt_mem_nhds (half_pos hε))) refine ⟨N,fun n hn m hm => ?_⟩ rw [Real.dist_eq] have hb := retainedPairSample_comparison hw φ D hD hφ q hq u hu (uniformMasses n) (uniformMasses m) (uniformMasses_ordered n) (uniformMasses_ordered m) (by positivity) (by positivity) (uniformMasses_mesh n) (uniformMasses_mesh m) P hK hP x apply hb.trans_lt have he : ClockTree.errorJetVariation 2 0 0*K* (2*(((n+1:ℕ):ℝ)⁻¹+((m+1:ℕ):ℝ)⁻¹)*clockVariationBound D q)= ((n+1:ℕ):ℝ)⁻¹*C+((m+1:ℕ):ℝ)⁻¹*C := by dsimp [C]; ring rw [he] linarith [hN n hn,hN m hm] def pathPairDisorder (w : S → ℝ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) (q : ℝ → ι → ℝ≥0) (u : PositiveMass) (P : S → S → ℝ) (x : ι → ℝ) : ℝ := limUnder atTop (fun k => retainedPairSample w φ q u (uniformMasses k) P x) theorem retainedPairSample_tendsto {w : S → ℝ} (hw : ∀ σ, 0 q u i) (Icc (0:ℝ) 1)) (u : PositiveMass) (hu : u.val≤1) (P : S → S → ℝ) {K : ℝ} (hK : 0≤K) (hP : ∀ σ τ, |P σ τ|≤K) (x : ι → ℝ) : Tendsto (fun k => retainedPairSample w φ q u (uniformMasses k) P x) atTop (𝓝 (pathPairDisorder w φ q u P x)) := (retainedPairSample_cauchy hw φ D hD hφ q hq u hu P hK hP x).tendsto_limUnder end SKFluctuations.Hierarchy namespace SKFluctuations.Hierarchy open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal BigOperators variable {ι S : Type*} [Fintype ι] [Fintype S] theorem partitionSample_cross_error {q r : ℝ → ℝ} (hq : MonotoneOn q (Icc (0:ℝ) 1)) (hr : MonotoneOn r (Icc (0:ℝ) 1)) (as bs : List PositiveMass) (ha : MassOrdered 0 as) (hb : MassOrdered 0 bs) {h k : ℝ} (hm : PartitionMesh h 0 as) (hk : PartitionMesh k 0 bs) : (∫ u in (0:ℝ)..1, |partitionSample q 0 as u-partitionSample r 0 bs u|) ≤ h*(q 1-q 0)+k*(r 1-r 0)+(∫ u in (0:ℝ)..1, |q u-r u|) := by have hiq : IntervalIntegrable q volume 0 1 := (show MonotoneOn q (uIcc (0:ℝ) 1) by simpa using hq).intervalIntegrable have hir : IntervalIntegrable r volume 0 1 := (show MonotoneOn r (uIcc (0:ℝ) 1) by simpa using hr).intervalIntegrable have hia := partitionSample_intervalIntegrable q 0 as 0 1 have hib := partitionSample_intervalIntegrable r 0 bs 0 1 calc _ ≤ ∫ u in (0:ℝ)..1, (|q u-partitionSample q 0 as u|+ |r u-partitionSample r 0 bs u|+|q u-r u|) := by apply intervalIntegral.integral_mono_on (by norm_num) (hia.sub hib).abs (((hiq.sub hia).abs.add (hir.sub hib).abs).add (hiq.sub hir).abs) intro u hu have h₁ := abs_sub_le (partitionSample q 0 as u) (q u) (partitionSample r 0 bs u) have h₂ := abs_sub_le (q u) (r u) (partitionSample r 0 bs u) rw [abs_sub_comm (partitionSample q 0 as u) (q u)] at h₁ linarith _ = (∫ u in (0:ℝ)..1, |q u-partitionSample q 0 as u|)+ (∫ u in (0:ℝ)..1, |r u-partitionSample r 0 bs u|)+ (∫ u in (0:ℝ)..1, |q u-r u|) := by rw [intervalIntegral.integral_add ((hiq.sub hia).abs.add (hir.sub hib).abs) (hiq.sub hir).abs, intervalIntegral.integral_add (hiq.sub hia).abs (hir.sub hib).abs] _ ≤ _ := by linarith [partitionSample_l1_error hq as ha hm, partitionSample_l1_error hr bs hb hk] def clockL1Distance (D : ι → ℝ) (q r : ℝ → ι → ℝ≥0) : ℝ := (1/2:ℝ)*∑ i, (D i)^2*(∫ u in (0:ℝ)..1, |(q u i:ℝ)-(r u i:ℝ)|) theorem sampledDisorderPressure_cross_comparison [Nonempty S] [Nonempty ι] [DecidableEq ι] {w : S → ℝ} (hw : ∀ σ, 0 < w σ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) (C D : ι → ℝ) (hC : ∀ σ i, (φ σ (Pi.single i 1))^2 = C i) (hD : ∀ i σ, |φ σ (Pi.single i 1)| ≤ D i) (q r : ℝ → ι → ℝ≥0) (hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1)) (hr : ∀ i, MonotoneOn (fun u => r u i) (Icc (0:ℝ) 1)) (as bs : List PositiveMass) (ha : MassOrdered 0 as) (hb : MassOrdered 0 bs) {h k : ℝ} (hm : PartitionMesh h 0 as) (hk : PartitionMesh k 0 bs) (x : ι → ℝ) : |sampledDisorderPressure w φ C q as x-sampledDisorderPressure w φ C r bs x| ≤ h*clockVariationBound D q+k*clockVariationBound D r+clockL1Distance D q r := by have ht := stepDisorderPressure_l1_comparison hw φ C D hC hD (q 0) (r 0) (sampleClockSteps q 0 as) (sampleClockSteps r 0 bs) (sampleClockSteps_ordered q as ha) (sampleClockSteps_ordered r bs hb) x simp_rw [sampleClockSteps_function q hq as ha,sampleClockSteps_function r hr bs hb] at ht apply ht.trans calc _ ≤ (1/2:ℝ)*∑ i, (D i)^2*(h*((q 1 i:ℝ)-(q 0 i:ℝ))+ k*((r 1 i:ℝ)-(r 0 i:ℝ))+(∫ u in (0:ℝ)..1, |(q u i:ℝ)-(r u i:ℝ)|)) := by apply mul_le_mul_of_nonneg_left (Finset.sum_le_sum _) (by norm_num) intro i _ apply mul_le_mul_of_nonneg_left _ (sq_nonneg _) apply partitionSample_cross_error _ _ as bs ha hb hm hk · intro u hu v hv huv exact_mod_cast (hq i) hu hv huv · intro u hu v hv huv exact_mod_cast (hr i) hu hv huv _ = _ := by unfold clockVariationBound clockL1Distance simp only [Finset.mul_sum,← Finset.sum_add_distrib] apply Finset.sum_congr rfl intro i _ ring theorem pathDisorderPressure_l1_comparison [Nonempty S] [Nonempty ι] [DecidableEq ι] {w : S → ℝ} (hw : ∀ σ, 0 < w σ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) (C D : ι → ℝ) (hC : ∀ σ i, (φ σ (Pi.single i 1))^2 = C i) (hD : ∀ i σ, |φ σ (Pi.single i 1)| ≤ D i) (q r : ℝ → ι → ℝ≥0) (hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1)) (hr : ∀ i, MonotoneOn (fun u => r u i) (Icc (0:ℝ) 1)) (x : ι → ℝ) : |pathDisorderPressure w φ C q x-pathDisorderPressure w φ C r x| ≤ clockL1Distance D q r := by have ht := ((sampledDisorderPressure_tendsto hw φ C D hC hD q hq x).sub (sampledDisorderPressure_tendsto hw φ C D hC hD r hr x)).abs have hu : Tendsto (fun n : ℕ => ((n+1:ℕ):ℝ)⁻¹*clockVariationBound D q+ ((n+1:ℕ):ℝ)⁻¹*clockVariationBound D r+clockL1Distance D q r) atTop (𝓝 (clockL1Distance D q r)) := by simpa using ((uniformMasses_mesh_tendsto.mul_const (clockVariationBound D q)).add (uniformMasses_mesh_tendsto.mul_const (clockVariationBound D r))).add_const (clockL1Distance D q r) exact le_of_tendsto_of_tendsto ht hu (Eventually.of_forall fun n => sampledDisorderPressure_cross_comparison hw φ C D hC hD q r hq hr (uniformMasses n) (uniformMasses n) (uniformMasses_ordered n) (uniformMasses_ordered n) (uniformMasses_mesh n) (uniformMasses_mesh n) x) end SKFluctuations.Hierarchy namespace SKFluctuations.Hierarchy open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal BigOperators variable {ι S : Type*} [Fintype ι] [Fintype S] omit [Fintype ι] in theorem stepClockFunction_intervalIntegrable (q₀ : ι → ℝ) {L : List (GaussianStep ι)} {a : ℝ} (ho : OrderedSteps a L) (i : ι) (c d : ℝ) : IntervalIntegrable (fun u => stepClockFunction q₀ L u i) volume c d := by simp_rw [stepClockFunction_eq q₀ ho] exact massStepFunction_intervalIntegrable _ _ _ _ theorem partitionSample_compare_integral {f q : ℝ → ℝ} (hf : IntervalIntegrable f volume 0 1) (hq : MonotoneOn q (Icc (0:ℝ) 1)) (as : List PositiveMass) (ha : MassOrdered 0 as) {h : ℝ} (hm : PartitionMesh h 0 as) : (∫ u in (0:ℝ)..1, |f u-partitionSample q 0 as u|) ≤ (∫ u in (0:ℝ)..1, |f u-q u|)+h*(q 1-q 0) := by have hiq : IntervalIntegrable q volume 0 1 := (show MonotoneOn q (uIcc (0:ℝ) 1) by simpa using hq).intervalIntegrable have hia := partitionSample_intervalIntegrable q 0 as 0 1 calc _ ≤ ∫ u in (0:ℝ)..1, (|f u-q u|+|q u-partitionSample q 0 as u|) := intervalIntegral.integral_mono_on (by norm_num) (hf.sub hia).abs ((hf.sub hiq).abs.add (hiq.sub hia).abs) (fun u _ => abs_sub_le _ _ _) _ = (∫ u in (0:ℝ)..1, |f u-q u|)+(∫ u in (0:ℝ)..1, |q u-partitionSample q 0 as u|) := intervalIntegral.integral_add (hf.sub hiq).abs (hiq.sub hia).abs _ ≤ _ := by linarith [partitionSample_l1_error hq as ha hm] def stepPathClockDistance (D : ι → ℝ) (q₀ : ι → ℝ≥0) (L : List (GaussianStep ι)) (q : ℝ → ι → ℝ≥0) : ℝ := (1/2:ℝ)*∑ i, (D i)^2*(∫ u in (0:ℝ)..1, |stepClockFunction (fun i => (q₀ i:ℝ)) L u i-(q u i:ℝ)|) theorem stepDisorderPressure_path_comparison [Nonempty S] [Nonempty ι] [DecidableEq ι] {w : S → ℝ} (hw : ∀ σ, 0 < w σ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) (C D : ι → ℝ) (hC : ∀ σ i, (φ σ (Pi.single i 1))^2 = C i) (hD : ∀ i σ, |φ σ (Pi.single i 1)| ≤ D i) (q₀ : ι → ℝ≥0) (L : List (GaussianStep ι)) (ho : OrderedSteps 0 L) (q : ℝ → ι → ℝ≥0) (hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1)) (x : ι → ℝ) : |stepDisorderPressure w φ C q₀ L x-pathDisorderPressure w φ C q x| ≤ stepPathClockDistance D q₀ L q := by have hb (n : ℕ) : |stepDisorderPressure w φ C q₀ L x- sampledDisorderPressure w φ C q (uniformMasses n) x| ≤ stepPathClockDistance D q₀ L q+((n+1:ℕ):ℝ)⁻¹*clockVariationBound D q := by have ht := stepDisorderPressure_l1_comparison hw φ C D hC hD q₀ (q 0) L (sampleClockSteps q 0 (uniformMasses n)) ho (sampleClockSteps_ordered q _ (uniformMasses_ordered n)) x simp_rw [sampleClockSteps_function q hq _ (uniformMasses_ordered n)] at ht apply ht.trans calc _ ≤ (1/2:ℝ)*∑ i, (D i)^2*((∫ u in (0:ℝ)..1, |stepClockFunction (fun i => (q₀ i:ℝ)) L u i-(q u i:ℝ)|)+ ((n+1:ℕ):ℝ)⁻¹*((q 1 i:ℝ)-(q 0 i:ℝ))) := by apply mul_le_mul_of_nonneg_left (Finset.sum_le_sum _) (by norm_num) intro i _ apply mul_le_mul_of_nonneg_left _ (sq_nonneg _) apply partitionSample_compare_integral (stepClockFunction_intervalIntegrable _ ho i 0 1) _ _ (uniformMasses_ordered n) (uniformMasses_mesh n) intro u hu v hv huv exact_mod_cast (hq i) hu hv huv _ = _ := by unfold stepPathClockDistance clockVariationBound simp only [Finset.mul_sum,← Finset.sum_add_distrib] apply Finset.sum_congr rfl intro i _ ring have hl := ((tendsto_const_nhds (x := stepDisorderPressure w φ C q₀ L x)).sub (sampledDisorderPressure_tendsto hw φ C D hC hD q hq x)).abs have hr : Tendsto (fun n : ℕ => stepPathClockDistance D q₀ L q+ ((n+1:ℕ):ℝ)⁻¹*clockVariationBound D q) atTop (𝓝 (stepPathClockDistance D q₀ L q)) := by simpa using tendsto_const_nhds.add (uniformMasses_mesh_tendsto.mul_const (clockVariationBound D q)) exact le_of_tendsto_of_tendsto hl hr (Eventually.of_forall hb) theorem stepDisorderPressure_tendsto_path [Nonempty S] [Nonempty ι] [DecidableEq ι] {w : S → ℝ} (hw : ∀ σ, 0 < w σ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) (C D : ι → ℝ) (hC : ∀ σ i, (φ σ (Pi.single i 1))^2 = C i) (hD : ∀ i σ, |φ σ (Pi.single i 1)| ≤ D i) (q₀ : ℕ → ι → ℝ≥0) (L : ℕ → List (GaussianStep ι)) (ho : ∀ n, OrderedSteps 0 (L n)) (q : ℝ → ι → ℝ≥0) (hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1)) (hL : Tendsto (fun n => stepPathClockDistance D (q₀ n) (L n) q) atTop (𝓝 0)) (x : ι → ℝ) : Tendsto (fun n => stepDisorderPressure w φ C (q₀ n) (L n) x) atTop (𝓝 (pathDisorderPressure w φ C q x)) := by rw [tendsto_iff_norm_sub_tendsto_zero] simp only [Real.norm_eq_abs] exact squeeze_zero (fun _ => abs_nonneg _) (fun n => stepDisorderPressure_path_comparison hw φ C D hC hD (q₀ n) (L n) (ho n) q hq x) hL end SKFluctuations.Hierarchy namespace SKFluctuations.Hierarchy open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal BigOperators variable {ι : Type*} [Fintype ι] theorem clockCoordinateDistance_integral (D : ι → ℝ) (f g : ℝ → ι → ℝ) (hf : ∀ i, IntervalIntegrable (fun u => f u i) volume 0 1) (hg : ∀ i, IntervalIntegrable (fun u => g u i) volume 0 1) : (∫ u in (0:ℝ)..1, clockCoordinateDistance D (f u) (g u))= ∑ i, (∫ u in (0:ℝ)..1, |f u i-g u i|)*(D i)^2 := by unfold clockCoordinateDistance rw [intervalIntegral.integral_finsetSum] · simp_rw [intervalIntegral.integral_mul_const] · exact fun i _ => ((hf i).sub (hg i)).abs.mul_const _ theorem stepClock_sample_distance (D : ι → ℝ) (q₀ : ι → ℝ≥0) (L : List (GaussianStep ι)) (hL : OrderedSteps 0 L) (q : ℝ → ι → ℝ≥0) (hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1)) (as : List PositiveMass) (ha : MassOrdered 0 as) {h : ℝ} (hm : PartitionMesh h 0 as) : (∫ u in (0:ℝ)..1, clockCoordinateDistance D (stepClockFunction (fun i => (q₀ i:ℝ)) L u) (fun i => partitionSample (fun u => (q u i:ℝ)) 0 as u)) ≤ 2*stepPathClockDistance D q₀ L q+2*h*clockVariationBound D q := by rw [clockCoordinateDistance_integral D _ _ (fun i => stepClockFunction_intervalIntegrable _ hL i 0 1) (fun i => partitionSample_intervalIntegrable _ _ _ _ _)] calc _ ≤ ∑ i, ((∫ u in (0:ℝ)..1, |stepClockFunction (fun i => (q₀ i:ℝ)) L u i-(q u i:ℝ)|)+ h*((q 1 i:ℝ)-(q 0 i:ℝ)))*(D i)^2 := by apply Finset.sum_le_sum intro i _ apply mul_le_mul_of_nonneg_right _ (sq_nonneg _) apply partitionSample_compare_integral (stepClockFunction_intervalIntegrable _ hL i 0 1) _ as ha hm intro u hu v hv huv exact_mod_cast (hq i) hu hv huv _ = _ := by unfold stepPathClockDistance clockVariationBound simp only [Finset.mul_sum,←Finset.sum_add_distrib] apply Finset.sum_congr rfl intro i _ ring def stepPathPairDistance (D : ι → ℝ) (q₀ : ι → ℝ≥0) (A B : List (GaussianStep ι)) (q : ℝ → ι → ℝ≥0) (u : ℝ) : ℝ := clockCoordinateDistance D (stepClockValues (fun i => (q₀ i:ℝ)) A A.length) (fun i => (q u i:ℝ))+ 2*stepPathClockDistance D q₀ (A++B) q+ clockCoordinateDistance D (stepClockValues (fun i => (q₀ i:ℝ)) (A++B) (A++B).length) (fun i => (q 1 i:ℝ)) end SKFluctuations.Hierarchy namespace SKFluctuations.Hierarchy open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal BigOperators variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι] attribute [local instance] Classical.propDecidable theorem stepPairDisorder_sample_comparison {w : S → ℝ} (hw : ∀ σ, 0 q u i) (Icc (0:ℝ) 1)) (as bs : List PositiveMass) (ha : MassOrdered 0 as) (hb : MassOrdered u bs) (hau : ∀ a ∈ as, a.val≤u) (heA : partitionEnd 0 as=u) (hetB : partitionEnd u bs=1) {h : ℝ} (hmesh : PartitionMesh h 0 (as++bs)) (P : S → S → ℝ) {K : ℝ} (hK : 0≤K) (hP : ∀ σ τ, |P σ τ|≤K) (x : ι → ℝ) : |stepPairDisorder w φ q₀ A B P x-sampledPairDisorder w φ q u as bs P x| ≤ ClockTree.errorJetVariation 2 0 0*K* (stepPathPairDistance D q₀ A B q u+2*h*clockVariationBound D q) := by have hoa : MassOrdered 0 (as++bs) := ha.append_end (heA.symm ▸ hb) have ht := stepPairDisorder_l1_comparison hw φ D hD hφ q₀ (q 0) A B (sampleClockSteps q 0 as) (sampleClockSteps q u bs) hu hA hB (sampleClockSteps_ordered q as ha) (sampleClockSteps_ordered q bs hb) hAu (sampleClockSteps_mass_le q 0 as hau) P hK hP x rw [sampleClockSteps_terminal q hq 0 as ha,heA] at ht have hAB : sampleClockSteps q 0 as++sampleClockSteps q u bs=sampleClockSteps q 0 (as++bs) := by rw [sampleClockSteps_append,heA] rw [hAB,sampleClockSteps_terminal q hq 0 (as++bs) hoa, partitionEnd_append,heA,hetB] at ht have hfun : stepClockFunction (fun i => (q 0 i:ℝ)) (sampleClockSteps q 0 (as++bs)) = fun u i => partitionSample (fun v => (q v i:ℝ)) 0 (as++bs) u := by funext u i exact sampleClockSteps_function q hq _ hoa u i rw [hfun] at ht apply ht.trans apply mul_le_mul_of_nonneg_left _ (mul_nonneg (ClockTree.errorJetVariation_nonneg 2 0 0) hK) have hh := stepClock_sample_distance D q₀ (A++B) (hA.append_bound hu hAu hB) q hq (as++bs) hoa hmesh dsimp only [stepPathPairDistance] linarith theorem stepPairDisorder_path_comparison {w : S → ℝ} (hw : ∀ σ, 0 q u i) (Icc (0:ℝ) 1)) (P : S → S → ℝ) {K : ℝ} (hK : 0≤K) (hP : ∀ σ τ, |P σ τ|≤K) (x : ι → ℝ) : |stepPairDisorder w φ q₀ A B P x-pathPairDisorder w φ q u P x| ≤ ClockTree.errorJetVariation 2 0 0*K*stepPathPairDistance D q₀ A B q u.val := by have hb (n : ℕ) : |stepPairDisorder w φ q₀ A B P x- retainedPairSample w φ q u (uniformMasses n) P x| ≤ ClockTree.errorJetVariation 2 0 0*K* (stepPathPairDistance D q₀ A B q u.val+2*((n+1:ℕ):ℝ)⁻¹*clockVariationBound D q) := by have ho := retainedMasses_ordered u hu (uniformMasses n) (uniformMasses_ordered n) exact stepPairDisorder_sample_comparison hw φ D hD hφ q₀ A B u.property.le hA hB hAu q hq _ _ ho.1 ho.2 (retainedBefore_bounds u _) (retainedBefore_end u _) (retainedAfter_end u _) (retainedMasses_mesh u hu _ (uniformMasses_ordered n) (by positivity) (uniformMasses_mesh n)) P hK hP x have hl := ((tendsto_const_nhds (x := stepPairDisorder w φ q₀ A B P x)).sub (retainedPairSample_tendsto hw φ D hD hφ q hq u hu P hK hP x)).abs have hr : Tendsto (fun n : ℕ => ClockTree.errorJetVariation 2 0 0*K* (stepPathPairDistance D q₀ A B q u.val+2*((n+1:ℕ):ℝ)⁻¹*clockVariationBound D q)) atTop (𝓝 (ClockTree.errorJetVariation 2 0 0*K*stepPathPairDistance D q₀ A B q u.val)) := by simpa using (tendsto_const_nhds.add ((uniformMasses_mesh_tendsto.const_mul 2).mul_const (clockVariationBound D q))).const_mul (ClockTree.errorJetVariation 2 0 0*K) exact le_of_tendsto_of_tendsto hl hr (Eventually.of_forall hb) theorem stepPairDisorder_tendsto_path {w : S → ℝ} (hw : ∀ σ, 0 q u i) (Icc (0:ℝ) 1)) (hpath : Tendsto (fun n => stepPathPairDistance D (q₀ n) (A n) (B n) q u.val) atTop (𝓝 0)) (P : S → S → ℝ) {K : ℝ} (hK : 0≤K) (hP : ∀ σ τ, |P σ τ|≤K) (x : ι → ℝ) : Tendsto (fun n => stepPairDisorder w φ (q₀ n) (A n) (B n) P x) atTop (𝓝 (pathPairDisorder w φ q u P x)) := by rw [tendsto_iff_norm_sub_tendsto_zero] simp only [Real.norm_eq_abs] apply squeeze_zero (fun _ => abs_nonneg _) (fun n => stepPairDisorder_path_comparison hw φ D hD hφ (q₀ n) (A n) (B n) u hu (hA n) (hB n) (hAu n) q hq P hK hP x) simpa using hpath.const_mul (ClockTree.errorJetVariation 2 0 0*K) end SKFluctuations.Hierarchy namespace SKFluctuations.Hierarchy open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal BigOperators theorem partitionSample_comp (q : ℝ → ℝ) (a : ℝ) (as : List PositiveMass) (u : ℝ) : partitionSample q a as u=q (partitionSample id a as u) := by induction as generalizing a with | nil => rfl | cons b bs ih => simp only [partitionSample_cons] split_ifs <;> simp_all theorem partitionSample_id_bounds {h a u : ℝ} (as : List PositiveMass) (ho : MassOrdered a as) (hm : PartitionMesh h a as) (hu : u ∈ Icc a 1) : a ≤ partitionSample id a as u ∧ partitionSample id a as u ≤ u ∧ u-partitionSample id a as u ≤ h := by induction as generalizing a with | nil => change 1-a≤h at hm simpa only [partitionSample_nil,id_eq] using (show a≤a ∧ a≤u ∧ u-a≤h from ⟨le_rfl,hu.1,by linarith [hu.2]⟩) | cons b bs ih => rw [partitionSample_cons] split_ifs with hb · exact ⟨le_rfl,hu.1,by dsimp; linarith [hm.1]⟩ · obtain ⟨h₁,h₂,h₃⟩ := ih ho.2.2 hm.2 ⟨le_of_not_gt hb,hu.2⟩ exact ⟨ho.2.1.trans h₁,h₂,h₃⟩ theorem partitionSample_tendsto {q : ℝ → ℝ} {a u : ℝ} (as : ℕ → List PositiveMass) (h : ℕ → ℝ) (ho : ∀ n, MassOrdered a (as n)) (hm : ∀ n, PartitionMesh (h n) a (as n)) (hh : Tendsto h atTop (𝓝 0)) (hu : u ∈ Icc a 1) (hc : ContinuousWithinAt q (Icc a 1) u) : Tendsto (fun n => partitionSample q a (as n) u) atTop (𝓝 (q u)) := by have ht : Tendsto (fun n => partitionSample id a (as n) u) atTop (𝓝 u) := by rw [tendsto_iff_norm_sub_tendsto_zero] simp only [Real.norm_eq_abs] apply squeeze_zero (fun _ => abs_nonneg _) _ hh intro n have hb := partitionSample_id_bounds (as n) (ho n) (hm n) hu rw [abs_of_nonpos (sub_nonpos.mpr hb.2.1)] linarith [hb.2.2] have hw : Tendsto (fun n => partitionSample id a (as n) u) atTop (𝓝[Icc a 1] u) := tendsto_nhdsWithin_iff.mpr ⟨ht,Eventually.of_forall fun n => let hb := partitionSample_id_bounds (as n) (ho n) (hm n) hu ⟨hb.1,hb.2.1.trans hu.2⟩⟩ have he : (fun n => partitionSample q a (as n) u) = (fun n => q (partitionSample id a (as n) u)) := funext (fun n => partitionSample_comp q a (as n) u) rw [he] exact hc.tendsto.comp hw theorem uniformSample_tendsto {q : ℝ → ℝ} {u : ℝ} (hu : u ∈ Icc (0:ℝ) 1) (hc : ContinuousWithinAt q (Icc (0:ℝ) 1) u) : Tendsto (fun n => partitionSample q 0 (uniformMasses n) u) atTop (𝓝 (q u)) := partitionSample_tendsto _ _ uniformMasses_ordered uniformMasses_mesh uniformMasses_mesh_tendsto hu hc end SKFluctuations.Hierarchy namespace SKFluctuations.Hierarchy open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal BigOperators variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι] attribute [local instance] Classical.propDecidable def pathPairMoment (w : S → ℝ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) (q : ℝ → ι → ℝ≥0) (P : S → S → ℝ) (u : ℝ) : ℝ := if h : 0 q u i) (Icc (0:ℝ) 1)) (P : S → S → ℝ) {K : ℝ} (hK : 0≤K) (hP : ∀ σ τ, |P σ τ|≤K) {u : ℝ} (hu : u ∈ Ioc (0:ℝ) 1) : |stepPairMoment w φ q₀ L hL.mem_pos P u-pathPairMoment w φ q P u| ≤ ClockTree.errorJetVariation 2 0 0*K*( clockCoordinateDistance D (stepClockFunction (fun i => (q₀ i:ℝ)) L u) (fun i => (q u i:ℝ))+2*stepPathClockDistance D q₀ L q+ clockCoordinateDistance D (stepClockValues (fun i => (q₀ i:ℝ)) L L.length) (fun i => (q 1 i:ℝ))) := by have ho := splitClockSteps_ordered u ⟨hu.1.le,hu.2⟩ L hL hu.1.le rw [stepPairMoment_eq_split hw φ q₀ L hL, pathPairMoment,dite_eq_left hu.1] have hb := stepPairDisorder_path_comparison hw φ D hD hφ q₀ (splitClockSteps u L).1 (splitClockSteps u L).2 ⟨u,hu.1⟩ hu.2 ho.1 ho.2.1 ho.2.2 q hq P hK hP 0 simpa only [stepPathPairDistance,splitClockSteps_append,←stepClockFunction_split _ _ _ hL] using hb omit [Nonempty ι] in theorem sample_stepPathClockDistance_le (D : ι → ℝ) (q : ℝ → ι → ℝ≥0) (hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1)) (as : List PositiveMass) (ha : MassOrdered 0 as) {h : ℝ} (hm : PartitionMesh h 0 as) : stepPathClockDistance D (q 0) (sampleClockSteps q 0 as) q≤h*clockVariationBound D q := by unfold stepPathClockDistance clockVariationBound simp_rw [sampleClockSteps_function q hq as ha] calc _ ≤ (1/2:ℝ)*∑ i, (D i)^2*(h*((q 1 i:ℝ)-(q 0 i:ℝ))) := by apply mul_le_mul_of_nonneg_left (Finset.sum_le_sum _) (by norm_num) intro i _ apply mul_le_mul_of_nonneg_left _ (sq_nonneg _) simp_rw [abs_sub_comm (partitionSample _ _ _ _)] exact partitionSample_l1_error (fun u hu v hv huv => by exact_mod_cast hq i hu hv huv) as ha hm _ = _ := by simp only [Finset.mul_sum]; apply Finset.sum_congr rfl; intro i _; ring omit [Nonempty ι] in theorem stepPathClockDistance_nonneg (D : ι → ℝ) (q₀ : ι → ℝ≥0) (L : List (GaussianStep ι)) (q : ℝ → ι → ℝ≥0) : 0 ≤ stepPathClockDistance D q₀ L q := by unfold stepPathClockDistance exact mul_nonneg (by norm_num) (Finset.sum_nonneg (fun i _ => mul_nonneg (sq_nonneg _) (intervalIntegral.integral_nonneg (by norm_num) (fun _ _ => abs_nonneg _)))) theorem uniformMassTail_end {h : ℝ} (hh : 0 simp [uniformMassTail,partitionEnd] | succ n ih => simp only [uniformMassTail,partitionEnd] simpa only [Nat.add_assoc, Nat.add_comm 1 n] using ih (k+1) theorem uniformMasses_end (n : ℕ) : partitionEnd 0 (uniformMasses n)=1 := by have he := uniformMassTail_end (show 0<((n+1:ℕ):ℝ)⁻¹ by positivity) 0 (n+1) simpa [uniformMasses, mul_inv_cancel₀ (show ((n:ℝ)+1)≠0 by positivity)] using he theorem sampledPairMoment_tendsto {w : S → ℝ} (hw : ∀ σ, 0 q u i) (Icc (0:ℝ) 1)) (P : S → S → ℝ) {K : ℝ} (hK : 0≤K) (hP : ∀ σ τ, |P σ τ|≤K) {u : ℝ} (hu : u ∈ Ioc (0:ℝ) 1) (hc : ∀ i, ContinuousWithinAt (fun v => (q v i:ℝ)) (Icc (0:ℝ) 1) u) : Tendsto (fun n => stepPairMoment w φ (q 0) (sampleClockSteps q 0 (uniformMasses n)) (sampleClockSteps_ordered q _ (uniformMasses_ordered n)).mem_pos P u) atTop (𝓝 (pathPairMoment w φ q P u)) := by have ht : Tendsto (fun n => clockCoordinateDistance D (stepClockFunction (fun i => (q 0 i:ℝ)) (sampleClockSteps q 0 (uniformMasses n)) u) (fun i => (q u i:ℝ))) atTop (𝓝 0) := by unfold clockCoordinateDistance simp_rw [sampleClockSteps_function q hq _ (uniformMasses_ordered _)] have hh := tendsto_finsetSum Finset.univ (fun i _ => ((uniformSample_tendsto ⟨hu.1.le,hu.2⟩ (hc i)).sub_const (q u i:ℝ)).abs.mul_const ((D i)^2)) simpa using hh have hl : Tendsto (fun n => stepPathClockDistance D (q 0) (sampleClockSteps q 0 (uniformMasses n)) q) atTop (𝓝 0) := squeeze_zero (fun _ => stepPathClockDistance_nonneg _ _ _ _) (fun n => sample_stepPathClockDistance_le D q hq _ (uniformMasses_ordered n) (uniformMasses_mesh n)) (by simpa using uniformMasses_mesh_tendsto.mul_const (clockVariationBound D q)) rw [tendsto_iff_norm_sub_tendsto_zero] simp only [Real.norm_eq_abs] apply squeeze_zero (fun _ => abs_nonneg _) (fun n => stepPairMoment_path_comparison hw φ D hD hφ (q 0) _ (sampleClockSteps_ordered q _ (uniformMasses_ordered n)) q hq P hK hP hu) simp_rw [sampleClockSteps_terminal q hq _ _ (uniformMasses_ordered _),uniformMasses_end] simpa [clockCoordinateDistance] using (ht.add (hl.const_mul 2)).const_mul (ClockTree.errorJetVariation 2 0 0*K) end SKFluctuations.Hierarchy namespace SKFluctuations.Hierarchy open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal BigOperators variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι] attribute [local instance] Classical.propDecidable omit [Nonempty ι] in theorem ClockTree.disorderExpect_bound {w : S → ℝ} (hw : ∀ σ, 0 q (j+1))) P (x+y)|≤K := by rw [T.expect_realize] exact (T.realize _).expect_abs_le hw φ (clockSteps_ordered ha _) (fun σ => hP _) _ have hi := norm_integral_le_of_norm_le_const (f := fun y => T.expect w φ (cumulativeIncrements (q 0) (fun j => q (j+1))) P (x+y)) (μ := Measure.pi fun i => gaussianReal 0 (q 0 i-v i).toNNReal) (Eventually.of_forall (fun y => by simpa only [Real.norm_eq_abs] using hb y)) simpa only [zeroContinuation,Real.norm_eq_abs,probReal_univ,mul_one] using hi omit [Nonempty ι] in theorem cumulativePair_bound {w : S → ℝ} (hw : ∀ σ, 0 hP _ _) _ theorem stepPairMoment_bound {w : S → ℝ} (hw : ∀ σ, 0 ho.mem_pos s (List.mem_append_left _ hs) have hB : ∀ s ∈ B, 0 ho.mem_pos s (List.mem_append_right _ hs) have hc := congr_fun (ClockTree.pairDisorder_coordinates hw φ A B hA hB ho q₀ P) x rw [←hc] apply ClockTree.disorderExpect_bound hw φ · rw [←positiveStepMasses_append] exact positiveStepMasses_ordered ho _ · exact fun σ => hP _ _ theorem pathPairMoment_bound {w : S → ℝ} (hw : ∀ σ, 0 q u i) (Icc (0:ℝ) 1)) (P : S → S → ℝ) {K : ℝ} (hK : 0≤K) (hP : ∀ σ τ, |P σ τ|≤K) {u : ℝ} (hu : u ∈ Ioc (0:ℝ) 1) : |pathPairMoment w φ q P u|≤K := by rw [pathPairMoment,dite_eq_left hu.1] apply le_of_tendsto ((retainedPairSample_tendsto hw φ D hD hφ q hq ⟨u,hu.1⟩ hu.2 P hK hP 0).abs) apply Eventually.of_forall intro n change |stepPairDisorder w φ (q 0) (sampleClockSteps q 0 (retainedBefore ⟨u,hu.1⟩ (uniformMasses n))) (sampleClockSteps q u (retainedAfter ⟨u,hu.1⟩ (uniformMasses n))) P 0|≤K have ho := retainedMasses_ordered (⟨u,hu.1⟩ : PositiveMass) hu.2 (uniformMasses n) (uniformMasses_ordered n) apply stepPairDisorder_bound hw φ _ _ _ _ P hP exact (sampleClockSteps_ordered q _ ho.1).append_bound hu.1.le (sampleClockSteps_mass_le q _ _ (retainedBefore_bounds ⟨u,hu.1⟩ _)) (sampleClockSteps_ordered q _ ho.2) end SKFluctuations.Hierarchy end end OAI