import Mathlib import OAI.Probability.SKGap.Terminal.FiniteSpinCalculus import OAI.Probability.SKGap.Brownian.ContinuousEnergy import OAI.Probability.SKGap.Localization.UpperCoefficient namespace OAI section open scoped BigOperators open scoped BigOperators open scoped BigOperators open scoped BigOperators open scoped BigOperators open scoped BigOperators NNReal open MeasureTheory ProbabilityTheory open MeasureTheory ProbabilityTheory Filter open scoped BigOperators NNReal namespace SKGapCutoff def CoordinateLipschitz {ι : Type*} [Fintype ι] (f : (ι → ℝ) → ℝ) : Prop := ∀ x y, |f x - f y| ≤ ∑ i, |x i - y i| lemma CoordinateLipschitz.lipschitz {ι : Type*} [Fintype ι] {f : (ι → ℝ) → ℝ} (hf : CoordinateLipschitz f) : LipschitzWith (Fintype.card ι) f := by apply LipschitzWith.of_dist_le_mul intro x y calc dist (f x) (f y) = |f x - f y| := Real.dist_eq _ _ _ ≤ ∑ i, |x i - y i| := hf x y _ ≤ ∑ _ : ι, dist x y := Finset.sum_le_sum fun i _ => by simpa only [Real.dist_eq] using dist_le_pi_dist x y i _ = _ := by simp lemma memLp_gaussian_pi_id {ι : Type*} [Fintype ι] (v : ℝ≥0) : MemLp (id : (ι → ℝ) → (ι → ℝ)) 2 (Measure.pi (fun _ => gaussianReal 0 v)) := by apply memLp_pi_iff.2 intro i exact (memLp_id_gaussianReal (μ := 0) (v := v) 2).comp_measurePreserving (measurePreserving_eval _ i) lemma memLp_gaussian_pi_of_lipschitz {ι : Type*} [Fintype ι] {f : (ι → ℝ) → ℝ} {K : ℝ≥0} (hf : LipschitzWith K f) (v : ℝ≥0) : MemLp f 2 (Measure.pi (fun _ => gaussianReal 0 v)) := by have hsub : LipschitzWith K (fun x => f x - f 0) := by apply LipschitzWith.of_dist_le_mul intro x y simpa only [dist_sub_right] using hf.dist_le_mul x y have h := hsub.comp_memLp (by simp) (memLp_gaussian_pi_id (ι := ι) v) convert h.add (memLp_const (f 0)) using 1 · ext x; simp lemma memLp_gaussian_real_of_lipschitz {f : ℝ → ℝ} {K : ℝ≥0} (hf : LipschitzWith K f) (v : ℝ≥0) : MemLp f 2 (gaussianReal 0 v) := by have hsub : LipschitzWith K (fun x => f x - f 0) := by apply LipschitzWith.of_dist_le_mul intro x y simpa only [dist_sub_right] using hf.dist_le_mul x y have h := hsub.comp_memLp (by simp) (memLp_id_gaussianReal (μ := 0) (v := v) 2) convert h.add (memLp_const (f 0)) using 1 <;> try norm_num ext x simp lemma gaussian_lipschitz_variance {f : ℝ → ℝ} (hf : LipschitzWith 1 f) (v : ℝ≥0) : variance f (gaussianReal 0 v) ≤ v := by have hm := memLp_gaussian_real_of_lipschitz hf v have hs : MemLp (fun z => f z - f 0) 2 (gaussianReal 0 v) := hm.sub (memLp_const (f 0)) have hv : variance f (gaussianReal 0 v) = (∫ z, (f z - f 0)^2 ∂gaussianReal 0 v) - (∫ z, f z - f 0 ∂gaussianReal 0 v)^2 := by rw [← variance_sub_const hm.aestronglyMeasurable (f 0)] simpa only [Pi.pow_apply] using variance_eq_sub hs rw [hv] have hi : (∫ z, (f z - f 0)^2 ∂gaussianReal 0 v) ≤ ∫ z, z^2 ∂gaussianReal 0 v := by apply integral_mono hs.integrable_sq (memLp_id_gaussianReal (μ := 0) (v := v) 2).integrable_sq intro z have h := hf.dist_le_mul z 0 simp only [Real.dist_eq, NNReal.coe_one, one_mul, sub_zero] at h exact sq_le_sq.mpr h have hid : (∫ z : ℝ, z^2 ∂gaussianReal 0 v) = v := by have hh := variance_eq_sub (memLp_id_gaussianReal (μ := 0) (v := v) 2) simpa only [variance_id_gaussianReal, integral_id_gaussianReal, zero_pow (by decide : (2 : ℕ) ≠ 0), sub_zero, id_eq, Pi.pow_apply] using hh.symm rw [hid] at hi linarith [sq_nonneg (∫ z, f z - f 0 ∂gaussianReal 0 v)] lemma coordinateLipschitz_cons_real {n : ℕ} {f : (Fin (n+1) → ℝ) → ℝ} (hf : CoordinateLipschitz f) (x : Fin n → ℝ) : LipschitzWith 1 (fun z => f (Fin.cons z x)) := by apply LipschitzWith.of_dist_le_mul intro z w simpa [Real.dist_eq, Fin.sum_univ_succ] using hf (Fin.cons z x) (Fin.cons w x) lemma coordinateLipschitz_integral_cons {n : ℕ} {f : (Fin (n+1) → ℝ) → ℝ} (hf : CoordinateLipschitz f) (v : ℝ≥0) : CoordinateLipschitz (fun x : Fin n → ℝ => ∫ z, f (Fin.cons z x) ∂gaussianReal 0 v) := by intro x y rw [← integral_sub ((memLp_gaussian_real_of_lipschitz (coordinateLipschitz_cons_real hf x) v).integrable one_le_two) ((memLp_gaussian_real_of_lipschitz (coordinateLipschitz_cons_real hf y) v).integrable one_le_two)] calc _ ≤ ∫ z, |f (Fin.cons z x) - f (Fin.cons z y)| ∂gaussianReal 0 v := abs_integral_le_integral_abs _ ≤ ∫ _ : ℝ, (∑ i, |x i - y i|) ∂gaussianReal 0 v := by apply integral_mono (((memLp_gaussian_real_of_lipschitz (coordinateLipschitz_cons_real hf x) v).integrable one_le_two).sub ((memLp_gaussian_real_of_lipschitz (coordinateLipschitz_cons_real hf y) v).integrable one_le_two)).abs (integrable_const _) intro z simpa [Fin.sum_univ_succ] using hf (Fin.cons z x) (Fin.cons z y) _ = _ := by simp lemma integral_gaussian_fin_succ {n : ℕ} (v : ℝ≥0) (f : (Fin (n+1) → ℝ) → ℝ) (hf : Integrable f (Measure.pi (fun _ => gaussianReal 0 v))) : (∫ x, f x ∂Measure.pi (fun _ => gaussianReal 0 v)) = ∫ x : Fin n → ℝ, ∫ z : ℝ, f (Fin.cons z x) ∂gaussianReal 0 v ∂Measure.pi (fun _ => gaussianReal 0 v) := by let e := (MeasurableEquiv.piFinSuccAbove (fun _ : Fin (n+1) => ℝ) 0).symm have hm := (measurePreserving_piFinSuccAbove (fun _ : Fin (n+1) => gaussianReal 0 v) 0).symm have he (p : ℝ × (Fin n → ℝ)) : e p = Fin.cons p.1 p.2 := by simp [e, MeasurableEquiv.piFinSuccAbove_symm_apply, Fin.insertNthEquiv] rw [← hm.integral_comp'] change (∫ p : ℝ × (Fin n → ℝ), f (e p) ∂(gaussianReal 0 v).prod (Measure.pi (fun _ => gaussianReal 0 v))) = _ simp_rw [he] apply integral_prod_symm have hi := (hm.integrable_comp hf.aestronglyMeasurable).mpr hf change Integrable (fun p : ℝ × (Fin n → ℝ) => f (e p)) _ at hi simpa only [he] using hi lemma gaussian_coordinate_variance_fin (v : ℝ≥0) (n : ℕ) {f : (Fin n → ℝ) → ℝ} (hf : CoordinateLipschitz f) : variance f (Measure.pi (fun _ => gaussianReal 0 v)) ≤ (n : ℝ) * v := by induction n with | zero => have he : f = fun _ => f 0 := funext fun x => congrArg f (Subsingleton.elim x 0) rw [he, variance_eq_sub (memLp_const _)] simp | succ n ih => let g : (Fin n → ℝ) → ℝ := fun x => ∫ z, f (Fin.cons z x) ∂gaussianReal 0 v have hg := coordinateLipschitz_integral_cons hf v have hfm := memLp_gaussian_pi_of_lipschitz hf.lipschitz v have hgm := memLp_gaussian_pi_of_lipschitz hg.lipschitz v change MemLp g 2 _ at hgm have hpoint (x : Fin n → ℝ) : (∫ z, f (Fin.cons z x)^2 ∂gaussianReal 0 v) ≤ v + g x ^ 2 := by have hv := gaussian_lipschitz_variance (coordinateLipschitz_cons_real hf x) v rw [variance_eq_sub (memLp_gaussian_real_of_lipschitz (coordinateLipschitz_cons_real hf x) v)] at hv change (∫ z, f (Fin.cons z x)^2 ∂gaussianReal 0 v) - g x ^ 2 ≤ v at hv linarith have hsq := integral_mono_of_nonneg (Filter.Eventually.of_forall (fun x => integral_nonneg (fun z => sq_nonneg _))) ((integrable_const (v : ℝ)).add hgm.integrable_sq) (Filter.Eventually.of_forall hpoint) simp only [Pi.add_apply] at hsq rw [integral_add (f := fun _ => (v : ℝ)) (g := fun x => g x ^ 2) (integrable_const _) hgm.integrable_sq, integral_const] at hsq simp only [measureReal_def, measure_univ, ENNReal.toReal_one, one_smul] at hsq rw [← integral_gaussian_fin_succ v (fun x => f x^2) hfm.integrable_sq] at hsq have hih := ih hg rw [variance_eq_sub hgm] at hih rw [variance_eq_sub hfm, integral_gaussian_fin_succ v f (hfm.integrable one_le_two)] change (∫ x, f x^2 ∂Measure.pi (fun _ => gaussianReal 0 v)) - (∫ x, g x ∂Measure.pi (fun _ => gaussianReal 0 v))^2 ≤ ((n+1 : ℕ) : ℝ) * v push_cast change (∫ x, g x^2 ∂Measure.pi (fun _ => gaussianReal 0 v)) - (∫ x, g x ∂Measure.pi (fun _ => gaussianReal 0 v))^2 ≤ (n : ℝ)*v at hih linarith lemma gaussian_coordinate_variance {ι : Type*} [Fintype ι] (v : ℝ≥0) {f : (ι → ℝ) → ℝ} (hf : CoordinateLipschitz f) : variance f (Measure.pi (fun _ => gaussianReal 0 v)) ≤ (Fintype.card ι : ℝ) * v := by let e : Fin (Fintype.card ι) ≃ ι := (Fintype.equivFin ι).symm let T := MeasurableEquiv.piCongrLeft (fun _ : ι => ℝ) e have hm := measurePreserving_piCongrLeft (fun _ : ι => gaussianReal 0 v) e have hg : CoordinateLipschitz (fun x => f (T x)) := by intro x y calc _ ≤ ∑ i : ι, |T x i - T y i| := hf _ _ _ = ∑ i : Fin (Fintype.card ι), |x i - y i| := by rw [← e.sum_comp] simp [T, MeasurableEquiv.piCongrLeft_apply_apply] rw [← hm.variance_fun_comp hf.lipschitz.continuous.measurable.aemeasurable] exact gaussian_coordinate_variance_fin v _ hg lemma abs_upperCoefficient_le_one {n : ℕ} (x : Spin n) (p : Fin n × Fin n) : |upperCoefficient x p| ≤ 1 := by unfold upperCoefficient split_ifs · rw [abs_mul]; cases h₁ : x p.1 <;> cases h₂ : x p.2 <;> simp [spin, h₁, h₂] · simp lemma energy_sampled_diff_le {n : ℕ} (x : Spin n) (g h : GaussianCoordinates n) : |energy (sampledInteraction g) x - energy (sampledInteraction h) x| ≤ ∑ p, |g p - h p| := by simp only [energy_sampled, ← Finset.sum_sub_distrib, ← mul_sub] calc _ ≤ ∑ p, |upperCoefficient x p * (g p - h p)| := Finset.abs_sum_le_sum_abs _ _ _ ≤ _ := Finset.sum_le_sum fun p _ => by rw [abs_mul] exact mul_le_of_le_one_left (abs_nonneg _) (abs_upperCoefficient_le_one x p) lemma log_partition_sampled_le {n : ℕ} (g h : GaussianCoordinates n) : Real.log (partition (sampledInteraction g)) ≤ (∑ p, |g p - h p|) + Real.log (partition (sampledInteraction h)) := by have hp : partition (sampledInteraction g) ≤ Real.exp (∑ p, |g p - h p|) * partition (sampledInteraction h) := by unfold partition rw [Finset.mul_sum] apply Finset.sum_le_sum intro x _ rw [← Real.exp_add] apply Real.exp_le_exp.mpr have hh := (le_abs_self _).trans (energy_sampled_diff_le x g h) linarith have hh := Real.log_le_log (partition_pos _) hp rw [Real.log_mul (ne_of_gt (Real.exp_pos _)) (ne_of_gt (partition_pos _)), Real.log_exp] at hh exact hh lemma coordinateLipschitz_log_partition (n : ℕ) : CoordinateLipschitz (fun g : GaussianCoordinates n => Real.log (partition (sampledInteraction g))) := by intro g h apply abs_le.mpr have hg := log_partition_sampled_le g h have hh := log_partition_sampled_le h g simp_rw [abs_sub_comm (h _) (g _)] at hh constructor <;> linarith lemma memLp_log_partition (β : ℝ) (n : ℕ) : MemLp (fun g => Real.log (partition (sampledInteraction g))) 2 (disorderLaw β n) := memLp_gaussian_pi_of_lipschitz (coordinateLipschitz_log_partition n).lipschitz _ lemma variance_log_partition_le (β : ℝ) {n : ℕ} (hn : 0 < n) : variance (fun g => Real.log (partition (sampledInteraction g))) (disorderLaw β n) ≤ β ^ 2 * n := by have h := gaussian_coordinate_variance (Real.toNNReal (β ^ 2 / n)) (coordinateLipschitz_log_partition n) simp only [Fintype.card_prod, Fintype.card_fin, Nat.cast_mul, Real.coe_toNNReal _ (div_nonneg (sq_nonneg _) (Nat.cast_nonneg _))] at h have hn0 : (n : ℝ) ≠ 0 := by exact_mod_cast ne_of_gt hn have he : (n : ℝ) * n * (β ^ 2 / n) = β ^ 2 * n := by field_simp rw [he] at h exact h lemma integral_sq_cauchy {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] {f : Ω → ℝ} (hf : Integrable f μ) (hf2 : Integrable (fun x => f x ^ 2) μ) : (∫ x, f x ∂μ) ^ 2 ≤ μ.real Set.univ * ∫ x, f x ^ 2 ∂μ := by by_cases hμ : μ = 0 · simp [hμ] have hM : 0 < μ.real Set.univ := by rw [measureReal_def, ENNReal.toReal_pos_iff] exact ⟨pos_iff_ne_zero.mpr (Measure.measure_univ_ne_zero.mpr hμ), measure_lt_top _ _⟩ let M := μ.real Set.univ let I := ∫ x, f x ∂μ have hp (x : Ω) : (M * f x - I) ^ 2 = M ^ 2 * f x ^ 2 - (2 * M * I) * f x + I ^ 2 := by ring have h := integral_nonneg (μ := μ) (f := fun x => (M * f x - I) ^ 2) (fun x => sq_nonneg _) simp_rw [hp] at h rw [integral_add (f := fun x => M ^ 2 * f x ^ 2 - (2 * M * I) * f x) (g := fun _ => I ^ 2) ((hf2.const_mul _).sub (hf.const_mul _)) (integrable_const _), integral_sub (f := fun x => M ^ 2 * f x ^ 2) (g := fun x => (2 * M * I) * f x) (hf2.const_mul _) (hf.const_mul _), integral_const_mul, integral_const_mul, integral_const] at h simp only [smul_eq_mul] at h change 0 ≤ M ^ 2 * (∫ x, f x ^ 2 ∂μ) - 2 * M * I * I + M * I ^ 2 at h change I ^ 2 ≤ M * ∫ x, f x ^ 2 ∂μ have h' : 0 ≤ M * (M * (∫ x, f x ^ 2 ∂μ) - I ^ 2) := by nlinarith exact sub_nonneg.mp ((mul_nonneg_iff_of_pos_left hM).mp h') lemma second_moment_lower_probability {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] {f : Ω → ℝ} (hf : Integrable f μ) (hf2 : Integrable (fun x => f x ^ 2) μ) (hm : Measurable f) (hfp : ∀ x, 0 ≤ f x) {a : ℝ} (ha : 0 ≤ a) (ham : a ≤ ∫ x, f x ∂μ) : ((∫ x, f x ∂μ) - a) ^ 2 ≤ μ.real {x | a ≤ f x} * ∫ x, f x ^ 2 ∂μ := by let A := {x | a ≤ f x} have hA : MeasurableSet A := measurableSet_le measurable_const hm have hIc : (∫ x in Aᶜ, f x ∂μ) ≤ a := by calc _ ≤ ∫ _ in Aᶜ, a ∂μ := by apply setIntegral_mono_on hf.integrableOn (integrable_const _).integrableOn hA.compl intro x hx exact le_of_lt (lt_of_not_ge hx) _ = μ.real Aᶜ * a := by rw [setIntegral_const]; rfl _ ≤ a := by simpa only [one_mul] using mul_le_mul_of_nonneg_right (measureReal_le_one (μ := μ) (s := Aᶜ)) ha have hdecomp := integral_add_compl hA hf have hI : (∫ x, f x ∂μ) - a ≤ ∫ x in A, f x ∂μ := by linarith have hI0 : 0 ≤ ∫ x in A, f x ∂μ := integral_nonneg hfp have hsq := integral_sq_cauchy (μ.restrict A) hf.integrableOn hf2.integrableOn simp only [measureReal_restrict_apply_univ] at hsq have hQ : (∫ x in A, f x ^ 2 ∂μ) ≤ ∫ x, f x ^ 2 ∂μ := setIntegral_le_integral hf2 (Filter.Eventually.of_forall (fun x => sq_nonneg (f x))) have hQ' := mul_le_mul_of_nonneg_left hQ (measureReal_nonneg (μ := μ) (s := A)) have hab : 0 ≤ (∫ x, f x ∂μ) - a := sub_nonneg.mpr ham nlinarith open ProbabilityTheory lemma partition_half_mean_probability (β : ℝ) (hβ : β ^ 2 < 1) {n : ℕ} (hn : 0 < n) : Real.sqrt (1 - β ^ 2) / 4 ≤ (disorderLaw β n).real {g | (∫ h, partition (sampledInteraction h) ∂disorderLaw β n) / 2 ≤ partition (sampledInteraction g)} := by let : IsProbabilityMeasure (disorderLaw β n) := by unfold disorderLaw; infer_instance let m := ∫ g, partition (sampledInteraction g) ∂disorderLaw β n let q := ∫ g, partition (sampledInteraction g) ^ 2 ∂disorderLaw β n let p := (disorderLaw β n).real {g | m / 2 ≤ partition (sampledInteraction g)} have hm : 0 < m := by dsimp [m] rw [integral_partition_sampled β hn] positivity have hs : 0 < Real.sqrt (1 - β ^ 2) := Real.sqrt_pos.2 (by linarith) have hz := second_moment_lower_probability (disorderLaw β n) (integrable_partition_sampled β n) (integrable_partition_sq_sampled β n) (((continuous_partition n).comp (continuous_sampledInteraction n)).measurable) (fun g => le_of_lt (partition_pos _)) (a := m / 2) (by positivity) (by dsimp [m]; linarith) change (m - m / 2) ^ 2 ≤ p * q at hz have hu := partition_second_moment_bound β hβ hn change q / m ^ 2 ≤ (Real.sqrt (1 - β ^ 2))⁻¹ at hu have hu' : q * Real.sqrt (1 - β ^ 2) ≤ m ^ 2 := by rw [div_le_iff₀ (sq_pos_of_pos hm)] at hu have := mul_le_mul_of_nonneg_left hu (le_of_lt hs) field_simp at this nlinarith have hp : 0 ≤ p := measureReal_nonneg have hh := mul_le_mul_of_nonneg_right hz (le_of_lt hs) have hh' := mul_le_mul_of_nonneg_left hu' hp change Real.sqrt (1 - β ^ 2) / 4 ≤ p nlinarith [sq_pos_of_pos hm] lemma mean_ge_of_upper_event {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] {f : Ω → ℝ} (hf : MemLp f 2 μ) {a p : ℝ} (hp : 0 < p) (hprob : p ≤ μ.real {x | a ≤ f x}) : a - Real.sqrt (variance f μ / p) ≤ ∫ x, f x ∂μ := by by_cases ha : a ≤ ∫ x, f x ∂μ · linarith [Real.sqrt_nonneg (variance f μ / p)] have hc : 0 < a - ∫ x, f x ∂μ := sub_pos.mpr (lt_of_not_ge ha) have hsub : {x | a ≤ f x} ⊆ {x | a - (∫ x, f x ∂μ) ≤ |f x - (∫ x, f x ∂μ)|} := by intro x hx change a ≤ f x at hx exact (sub_le_sub_right hx _).trans (le_abs_self _) have hm := meas_ge_le_variance_div_sq hf hc have hr := ENNReal.toReal_mono ENNReal.ofReal_ne_top hm rw [ENNReal.toReal_ofReal (div_nonneg (variance_nonneg _ _) (sq_nonneg _))] at hr have hreal : p ≤ variance f μ / (a - (∫ x, f x ∂μ)) ^ 2 := hprob.trans ((measureReal_mono hsub).trans hr) rw [le_div_iff₀ (sq_pos_of_pos hc)] at hreal have hs := Real.sq_sqrt (div_nonneg (variance_nonneg f μ) (le_of_lt hp)) have he : p * Real.sqrt (variance f μ / p)^2 = variance f μ := by rw [hs]; field_simp have hle : a - (∫ x, f x ∂μ) ≤ Real.sqrt (variance f μ / p) := by have hz := Real.sqrt_nonneg (variance f μ / p) have hc2 := (mul_le_mul_iff_of_pos_left hp).mp (hreal.trans_eq he.symm) nlinarith linarith lemma integral_log_partition_le_log_mean (β : ℝ) {n : ℕ} (hn : 0 < n) : (∫ g, Real.log (partition (sampledInteraction g)) ∂disorderLaw β n) ≤ Real.log (∫ g, partition (sampledInteraction g) ∂disorderLaw β n) := by let μ := disorderLaw β n let : IsProbabilityMeasure μ := by dsimp [μ, disorderLaw]; infer_instance let m := ∫ g, partition (sampledInteraction g) ∂μ have hm : 0 < m := by dsimp [m, μ]; rw [integral_partition_sampled β hn]; positivity have hi := integral_mono (memLp_log_partition β n |>.integrable one_le_two) ((integrable_const (Real.log m)).add ((integrable_partition_sampled β n).div_const m) |>.sub (integrable_const 1)) (fun g => show Real.log (partition (sampledInteraction g)) ≤ Real.log m + partition (sampledInteraction g) / m - 1 from by have hl := Real.log_le_sub_one_of_pos (div_pos (partition_pos (sampledInteraction g)) hm) rw [Real.log_div (ne_of_gt (partition_pos _)) (ne_of_gt hm)] at hl linarith) simp only [Pi.sub_apply, Pi.add_apply] at hi rw [integral_sub (f := fun g => Real.log m + partition (sampledInteraction g) / m) (g := fun _ => 1) ((integrable_const _).add ((integrable_partition_sampled β n).div_const _)) (integrable_const _), integral_add (integrable_const _) ((integrable_partition_sampled β n).div_const _), integral_const, integral_const, integral_div] at hi change (∫ g, Real.log (partition (sampledInteraction g)) ∂μ) ≤ μ.real Set.univ • Real.log m + m / m - μ.real Set.univ • 1 at hi simpa [ne_of_gt hm] using hi lemma integral_log_partition_ge_log_mean (β : ℝ) (hβ : β ^ 2 < 1) {n : ℕ} (hn : 0 < n) : Real.log (∫ g, partition (sampledInteraction g) ∂disorderLaw β n) - Real.log 2 - Real.sqrt (β ^ 2 * n / (Real.sqrt (1 - β ^ 2) / 4)) ≤ ∫ g, Real.log (partition (sampledInteraction g)) ∂disorderLaw β n := by let μ := disorderLaw β n let : IsProbabilityMeasure μ := by dsimp [μ, disorderLaw]; infer_instance let m := ∫ g, partition (sampledInteraction g) ∂μ have hm : 0 < m := by dsimp [m, μ]; rw [integral_partition_sampled β hn]; positivity have hp : 0 < Real.sqrt (1 - β ^ 2) / 4 := by exact div_pos (Real.sqrt_pos.2 (by linarith)) (by norm_num) have hprob := partition_half_mean_probability β hβ hn have he : {g : GaussianCoordinates n | m / 2 ≤ partition (sampledInteraction g)} = {g : GaussianCoordinates n | Real.log m - Real.log 2 ≤ Real.log (partition (sampledInteraction g))} := by ext g rw [← Real.log_div (ne_of_gt hm) (by norm_num)] exact (Real.log_le_log_iff (by positivity) (partition_pos _)).symm change Real.sqrt (1 - β ^ 2) / 4 ≤ μ.real {g | m / 2 ≤ partition (sampledInteraction g)} at hprob rw [he] at hprob have hv := variance_log_partition_le β hn have hs := Real.sqrt_le_sqrt (div_le_div_of_nonneg_right hv (le_of_lt hp)) have hl := mean_ge_of_upper_event μ (memLp_log_partition β n) hp hprob dsimp [m, μ] at hl hs ⊢ linarith lemma square_integral_shift {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] {f : Ω → ℝ} (hf : MemLp f 2 μ) (a : ℝ) : (∫ x, (f x - a)^2 ∂μ) = variance f μ + ((∫ x, f x ∂μ) - a)^2 := by have hs : MemLp (fun x => f x - a) 2 μ := hf.sub (memLp_const a) have hv := variance_eq_sub hs rw [variance_sub_const hf.aestronglyMeasurable] at hv simp only [Pi.pow_apply] at hv rw [integral_sub (hf.integrable one_le_two) (integrable_const _), integral_const] at hv simp only [measureReal_def, measure_univ, ENNReal.toReal_one, one_smul] at hv linarith lemma second_moment_log_partition_centered_le (β : ℝ) (hβ : β ^ 2 < 1) {n : ℕ} (hn : 0 < n) : (∫ g, (Real.log (partition (sampledInteraction g)) - Real.log (∫ h, partition (sampledInteraction h) ∂disorderLaw β n)) ^ 2 ∂disorderLaw β n) ≤ (β ^ 2 + 2 * β ^ 2 / (Real.sqrt (1 - β ^ 2) / 4)) * n + 2 * (Real.log 2)^2 := by let μ := disorderLaw β n let : IsProbabilityMeasure μ := by dsimp [μ, disorderLaw]; infer_instance let c := Real.log (∫ g, partition (sampledInteraction g) ∂μ) let m := ∫ g, Real.log (partition (sampledInteraction g)) ∂μ let p := Real.sqrt (1 - β ^ 2) / 4 have hp : 0 < p := by dsimp [p]; positivity have hs : Real.sqrt (β ^ 2 * n / p)^2 = β ^ 2 * n / p := Real.sq_sqrt (by positivity) have hmUpper := integral_log_partition_le_log_mean β hn have hmLower := integral_log_partition_ge_log_mean β hβ hn change m ≤ c at hmUpper change c - Real.log 2 - Real.sqrt (β ^ 2 * n / p) ≤ m at hmLower have hlog : 0 ≤ Real.log 2 := Real.log_nonneg (by norm_num) have hsq : (m-c)^2 ≤ 2 * (Real.log 2)^2 + 2 * β ^ 2 * n / p := by have hm0 : 0 ≤ c-m := sub_nonneg.mpr hmUpper have hms : c-m ≤ Real.log 2 + Real.sqrt (β ^ 2 * n / p) := by linarith have hmsq := sq_le_sq₀ hm0 (by positivity : 0 ≤ Real.log 2 + Real.sqrt (β^2*n/p)) |>.mpr hms have hh : 2 * β ^ 2 * (n : ℝ) / p = 2 * (β ^ 2 * n / p) := by ring rw [hh] nlinarith [sq_nonneg (Real.log 2 - Real.sqrt (β^2*n/p))] rw [square_integral_shift μ (memLp_log_partition β n) c] have hv := variance_log_partition_le β hn change variance (fun g => Real.log (partition (sampledInteraction g))) μ ≤ β^2*n at hv change variance (fun g => Real.log (partition (sampledInteraction g))) μ + (m-c)^2 ≤ _ calc _ ≤ β^2*n + (2 * (Real.log 2)^2 + 2 * β^2*n/p) := add_le_add hv hsq _ = _ := by dsimp [p]; ring end SKGapCutoff end end OAI