import Mathlib import OAI.Probability.SKGap.Entropy.ProdFst import OAI.Probability.SKGap.Entropy.BoundGood import OAI.Probability.SKGap.Terminal.GibbsEventProbabilityReal 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 open MeasureTheory ProbabilityTheory open scoped BigOperators NNReal ENNReal open MeasureTheory ProbabilityTheory Filter open scoped BigOperators NNReal ENNReal open MeasureTheory ProbabilityTheory open scoped BigOperators Matrix Matrix.Norms.Elementwise open scoped BigOperators open MeasureTheory ProbabilityTheory open scoped BigOperators Matrix Matrix.Norms.Elementwise open scoped BigOperators open scoped BigOperators NNReal ENNReal open MeasureTheory Metric Set open scoped BigOperators NNReal ENNReal open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators NNReal ENNReal Matrix.Norms.L2Operator open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Matrix.Norms.L2Operator open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Set open MeasureTheory ProbabilityTheory Filter open scoped BigOperators ENNReal NNReal open MeasureTheory ProbabilityTheory Filter open scoped BigOperators NNReal ENNReal Matrix open MeasureTheory ProbabilityTheory Filter open scoped BigOperators ENNReal NNReal open MeasureTheory ProbabilityTheory Filter open scoped BigOperators NNReal ENNReal open scoped BigOperators open MeasureTheory ProbabilityTheory open scoped BigOperators Matrix Matrix.Norms.Elementwise NNReal ENNReal open scoped BigOperators open Filter Topology open MeasureTheory ProbabilityTheory Filter open scoped NNReal ENNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter open Matrix open scoped NNReal ENNReal BigOperators Topology Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter open scoped BigOperators NNReal ENNReal Topology open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter open scoped BigOperators NNReal ENNReal Topology open MeasureTheory ProbabilityTheory Filter open scoped NNReal ENNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter open scoped NNReal ENNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter open scoped NNReal ENNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter open scoped NNReal ENNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter open scoped ENNReal Topology open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal Topology BigOperators open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal Topology BigOperators open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal Topology BigOperators open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal Topology BigOperators open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Set Matrix open scoped BigOperators NNReal ENNReal Matrix.Norms.L2Operator open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open MeasureTheory ProbabilityTheory Filter Matrix open scoped NNReal ENNReal BigOperators Topology Matrix Matrix.Norms.Elementwise open Filter MeasureTheory ProbabilityTheory open scoped Topology NNReal ENNReal open Filter MeasureTheory ProbabilityTheory open scoped Topology NNReal ENNReal open MeasureTheory Filter open scoped Topology NNReal ENNReal open MeasureTheory Filter ProbabilityTheory open scoped Topology NNReal ENNReal open MeasureTheory Filter open scoped Topology open MeasureTheory Filter ProbabilityTheory open scoped Topology NNReal ENNReal open MeasureTheory Filter ProbabilityTheory open scoped Topology NNReal ENNReal open MeasureTheory Filter ProbabilityTheory open scoped Topology NNReal ENNReal open MeasureTheory Filter ProbabilityTheory open scoped Topology NNReal ENNReal open MeasureTheory Filter ProbabilityTheory ContinuousLinearMap open scoped Topology NNReal ENNReal open Filter MeasureTheory ProbabilityTheory open scoped Topology NNReal ENNReal open MeasureTheory Filter open scoped BigOperators Topology open MeasureTheory Filter open scoped BigOperators Topology open MeasureTheory Filter open scoped BigOperators Topology open MeasureTheory Filter open scoped BigOperators Topology open MeasureTheory Filter open scoped BigOperators Topology open Filter Set Metric open scoped Topology RealInnerProductSpace open scoped BigOperators open ContinuousLinearMap open scoped BigOperators open ContinuousLinearMap open scoped Topology Interval open MeasureTheory open MeasureTheory open scoped BigOperators Topology Interval open MeasureTheory open scoped BigOperators Topology Interval open scoped Topology open MeasureTheory open scoped BigOperators Topology Interval open scoped BigOperators Topology open MeasureTheory open scoped BigOperators Topology Interval RealInnerProductSpace open MeasureTheory Filter open scoped BigOperators Topology Interval open MeasureTheory Filter open scoped Topology open MeasureTheory Filter open scoped Topology open MeasureTheory Filter open scoped Topology open MeasureTheory ProbabilityTheory Filter open scoped BigOperators NNReal ENNReal Matrix.Norms.L2Operator open MeasureTheory ProbabilityTheory Filter Matrix open scoped BigOperators ENNReal NNReal Topology Matrix.Norms.L2Operator namespace SKGapCutoff.Regression noncomputable def plantedFieldArray (β : ℝ) (n : ℕ) (g : Option (Fin n) → ℝ) : Fin n → ℝ := sharedGaussianField (β^2*((n:ℝ)-1)/(n:ℝ)) (β*Real.sqrt (((n:ℝ)-2)/(n:ℝ))) (β/Real.sqrt (n:ℝ)) g lemma plantedFieldArray_measurable (β : ℝ) (n : ℕ) : Measurable (plantedFieldArray β n) := by unfold plantedFieldArray sharedGaussianField fun_prop lemma planted_field_event_eq (β : ℝ) {n : ℕ} (hn : 2≤n) (x : Spin n) (E : Set (Fin n → ℝ)) (hE : MeasurableSet E) : singleSpinPlantedLaw β x ((gaugedField x) ⁻¹' E) = standardArrayLaw (Option (Fin n)) ((plantedFieldArray β n) ⁻¹' E) := by have hh := congrArg (fun μ : Measure (Fin n → ℝ) => μ E) (planted_field_representation β hn x) change (singleSpinPlantedLaw β x).map (gaugedField x) E = (standardArrayLaw (Option (Fin n))).map (plantedFieldArray β n) E at hh rw [Measure.map_apply (continuous_gaugedField x).measurable hE, Measure.map_apply (plantedFieldArray_measurable β n) hE] at hh exact hh lemma plantedField_common_convergence (β : ℝ) (hβ : 0<β) : ExponentialConvergence (fun n => standardArrayLaw (Option (Fin n))) (fun n g => (β/Real.sqrt (n:ℝ))*g none) 0 := by intro ε hε refine ⟨2,ε^2/(2*β^2),by norm_num,by positivity,?_⟩ filter_upwards [eventually_gt_atTop 0] with n hn have hnR : (0:ℝ) standardArrayLaw (Option (Fin n))) (plantedFieldArray β) := by let ρ := fun n => standardArrayLaw (Option (Fin n)) have hi : ExponentialSquareTails ρ (fun _ g i => g (some i)) := by exact iid_exponential_squareTails ρ _ (fun _ _ => measurable_pi_apply _) (fun _ => coordinates_independent.precomp (Option.some_injective _)) (gaussianReal 0 1) (fun _ _ => coordinate_hasLaw _) gaussian_integrable_exp_quarter_sq have ha := hi.bounded_mul (fun n _ _ => β*Real.sqrt (((n:ℝ)-2)/(n:ℝ))) |β| (abs_nonneg β) (fun n _ _ => plantedField_scale_bound β n) have hm := exponentialSquareTails_of_bounded ρ (fun n _ _ => β^2*((n:ℝ)-1)/(n:ℝ)) (β^2) (fun n _ _ => plantedField_mean_bound β n) have hb := hm.add ha apply hb.l2_stability have hz := (plantedField_common_convergence β hβ).continuous_map (f := fun x : ℝ => x^2) (by fun_prop) simp only [zero_pow (by norm_num : (2:ℕ)≠0)] at hz intro ε hε apply (hz ε hε).mono filter_upwards [eventually_gt_atTop 0] with n hn intro g hg have he : (∑ i : Fin n, (β^2*((n:ℝ)-1)/(n:ℝ)+β*Real.sqrt (((n:ℝ)-2)/(n:ℝ))*g (some i) - plantedFieldArray β n g i)^2)/(n:ℝ) = ((β/Real.sqrt (n:ℝ))*g none)^2 := by simp only [plantedFieldArray,sharedGaussianField,sub_add_cancel_left, neg_sq,Finset.sum_const,Finset.card_univ,Fintype.card_fin,nsmul_eq_mul] field_simp change ε ≤ dist _ 0 at hg ⊢ rwa [he] at hg noncomputable def plantedFieldLimitLaw (β : ℝ) : Measure ℝ := (gaussianReal 0 1).map (fun z => β^2+β*z) instance plantedFieldLimitLaw_probability (β : ℝ) : IsProbabilityMeasure (plantedFieldLimitLaw β) := by unfold plantedFieldLimitLaw infer_instance lemma plantedFieldArray_empirical (β : ℝ) (hβ : 0<β) : ExponentialEmpiricalConcentration (fun n => standardArrayLaw (Option (Fin n))) (plantedFieldArray β) (plantedFieldLimitLaw β) := by intro f K hf B hB ε hε have hf' : LipschitzWith (K+1) f := hf.weaken (by simp) obtain ⟨c,hc,ht⟩ := planted_field_average_exponential β hβ f (by positivity) hf' (|B|+1) (by positivity) (fun z => (hB z).trans (by linarith [le_abs_self B])) ε hε refine ⟨1,c,by norm_num,hc,?_⟩ filter_upwards [ht,eventually_ge_atTop 2] with n hn hn2 have hm : (∫ z, f z ∂plantedFieldLimitLaw β) = ∫ z, f (β^2+β*z) ∂gaussianReal 0 1 := by exact integral_map (by fun_prop) hf.continuous.aestronglyMeasurable rw [hm] have hh := hn (fun _ => false) have hE : MeasurableSet {v : Fin n → ℝ | ε ≤ |(∑ i, f (v i))/(n:ℝ) - ∫ z, f (β^2+β*z) ∂gaussianReal 0 1|} := by apply measurableSet_le measurable_const exact (((Finset.measurable_sum _ (fun i _ => hf.continuous.measurable.comp (measurable_pi_apply i))).div_const _).sub_const _).abs rw [show singleSpinPlantedLaw β (fun _ : Fin n => false) {g | ε ≤ |(∑ i, f (gaugedField (fun _ => false) g i))/(n:ℝ) - ∫ z, f (β^2+β*z) ∂gaussianReal 0 1|} = _ from planted_field_event_eq β hn2 (fun _ => false) _ hE] at hh simpa only [one_mul,Set.preimage_ofPred_eq] using hh lemma plantedFieldLimitLaw_secondMoment (β : ℝ) : Integrable (fun z : ℝ => z^2) (plantedFieldLimitLaw β) ∧ (∫ z, z^2 ∂plantedFieldLimitLaw β)=β^2+β^4 := by have hl : HasLaw (fun z : ℝ => β^2+β*z) (plantedFieldLimitLaw β) (gaussianReal 0 1) := ⟨by fun_prop,rfl⟩ have hi2 : MemLp (id : ℝ → ℝ) 2 (plantedFieldLimitLaw β) := by apply (memLp_map_measure_iff (by fun_prop) (by fun_prop)).mpr exact (memLp_const (β^2)).add (((IsGaussian.hasGaussianLaw_id (μ := gaussianReal 0 1)).memLp_two).const_mul β) have hi := hi2.integrable_sq refine ⟨hi,?_⟩ have hmean : (∫ z, z ∂plantedFieldLimitLaw β)=β^2 := by rw [← hl.integral_eq] have hm : Integrable (fun z : ℝ => β*z) (gaussianReal 0 1) := (IsGaussian.hasGaussianLaw_id (μ := gaussianReal 0 1)).integrable.const_mul β rw [integral_add (integrable_const _) hm,integral_const,integral_const_mul] simp [integral_id_gaussianReal] have hv : Var[id; plantedFieldLimitLaw β]=β^2 := by rw [← hl.variance_eq,variance_const_add (by fun_prop),variance_const_mul] simp have hh := variance_eq_sub (X := id) hi2 simp only [Pi.pow_apply,id_eq,hmean] at hh rw [hv] at hh nlinarith lemma plantedFieldArray_secondMoment (β : ℝ) (hβ : 0<β) : ExponentialConvergence (fun n => standardArrayLaw (Option (Fin n))) (fun n g => (∑ i, plantedFieldArray β n g i^2)/(n:ℝ)) (β^2+β^4) := by have hh := (plantedFieldArray_empirical β hβ).secondMoment (plantedFieldArray_squareTails β hβ) (plantedFieldLimitLaw_secondMoment β).1 rwa [(plantedFieldLimitLaw_secondMoment β).2] at hh lemma ExponentiallyRare.without_prefactor {H : ℕ → Type*} [∀ n, MeasurableSpace (H n)] {ρ : ∀ n, Measure (H n)} {A : ∀ n, Set (H n)} (hA : ExponentiallyRare ρ A) : ∃ c : ℝ, 0 (n:ℝ)) atTop atTop) filter_upwards [he,hnc.eventually (eventually_ge_atTop (2*Real.log C/c))] with n hn hsize apply hn.trans apply ENNReal.ofReal_le_ofReal rw [show C*Real.exp (-c*n)=Real.exp (Real.log C-c*n) by rw [Real.exp_sub,Real.exp_log hC,neg_mul,Real.exp_neg,div_eq_mul_inv] ] apply Real.exp_le_exp.mpr have hh := (div_le_iff₀ hc).mp hsize nlinarith noncomputable def spinFieldSquareAverage {n : ℕ} (x : Spin n) (g : GaussianCoordinates n) : ℝ := (∑ i, gaugedField x g i^2)/(n:ℝ) lemma continuous_spinFieldSquareAverage {n : ℕ} (x : Spin n) : Continuous (spinFieldSquareAverage x) := by change Continuous (fun g => (∑ i, gaugedField x g i^2)/(n:ℝ)) exact (continuous_finsetSum _ (fun i _ => ((continuous_apply i).comp (continuous_gaugedField x)).pow 2)).div_const _ lemma spinFieldSquareAverage_planted_exponential (β : ℝ) (hβ : 0<β) (ε : ℝ) (hε : 0<ε) : ∃ c : ℝ, 0 (measurable_pi_apply i).pow_const 2)).div_const _).sub_const _).abs have he := planted_field_event_eq β hn2 x _ hE change singleSpinPlantedLaw β x {g | ε ≤ |spinFieldSquareAverage x g-(β^2+β^4)|} = _ at he rw [he] simpa only [Real.dist_eq,Set.preimage_ofPred_eq] using hn theorem quenched_spinFieldSquareAverage_exponential (β : ℝ) (hβ : 0<β) (hβ1 : β<1) (ε : ℝ) (hε : 0<ε) : ∃ c : ℝ, 0 disorderLaw β n {g | ENNReal.ofReal (Real.exp (-c*n)) ≤ gibbsEventProbability (fun x : Spin n => {h | ε ≤ |spinFieldSquareAverage x h-(β^2+β^4)|}) g}) atTop (nhds 0) := by obtain ⟨c,hc,hs⟩ := spinFieldSquareAverage_planted_exponential β hβ ε hε refine ⟨c/2,by positivity,?_⟩ apply quenched_gibbs_events_exponential β (by nlinarith) c hc _ _ hs intro n x exact measurableSet_le measurable_const ((continuous_spinFieldSquareAverage x).measurable.sub_const _).abs lemma spinFieldSquareAverage_abs_le_opNorm_sq {n : ℕ} (hn : 0 spinFieldSquareAverage x g) theorem gibbsSpinFieldSquareAverage_limit (β : ℝ) (hβ : 0<β) (hβ1 : β<1) (ε : ℝ) (hε : 0<ε) : Tendsto (fun n => disorderLaw β n {g | ε ≤ |gibbsSpinFieldSquareAverage g-(β^2+β^4)|}) atTop (nhds 0) := by obtain ⟨c,hc,hevent⟩ := quenched_spinFieldSquareAverage_exponential β hβ hβ1 (ε/2) (by positivity) let C := 2*(β^2+10) let K := C^2+(β^2+β^4) have hK : 0 ≤ K := by dsimp [K,C]; positivity have hnorm := RandomMatrix.sampled_opNorm_tendsto β have ht : Tendsto (fun n : ℕ => K*Real.exp (-c*n)) atTop (nhds 0) := by have hh := Real.tendsto_exp_neg_atTop_nhds_zero.comp ((tendsto_natCast_atTop_atTop : Tendsto (fun n : ℕ => (n:ℝ)) atTop atTop).const_mul_atTop hc) simpa only [Function.comp_apply,neg_mul,mul_zero] using hh.const_mul K have hsum := hnorm.add hevent simp only [add_zero] at hsum apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds hsum (Eventually.of_forall (fun _ => bot_le)) filter_upwards [eventually_gt_atTop 0,ht.eventually (gt_mem_nhds (by positivity : (0:ℝ)<ε/2))] with n hn hsmall apply (measure_mono (show {g | ε ≤ |gibbsSpinFieldSquareAverage g-(β^2+β^4)|} ⊆ {g | C < ‖Matrix.toEuclideanCLM (n := Fin n) (𝕜 := ℝ) (sampledInteraction g)‖} ∪ {g | ENNReal.ofReal (Real.exp (-c*n)) ≤ gibbsEventProbability (fun x : Spin n => {h | ε/2 ≤ |spinFieldSquareAverage x h-(β^2+β^4)|}) g} from ?_)).trans (measure_union_le _ _) intro g hg by_cases ha : C < ‖Matrix.toEuclideanCLM (n := Fin n) (𝕜 := ℝ) (sampledInteraction g)‖ · exact Or.inl ha by_cases hb : ENNReal.ofReal (Real.exp (-c*n)) ≤ gibbsEventProbability (fun x : Spin n => {h | ε/2 ≤ |spinFieldSquareAverage x h-(β^2+β^4)|}) g · exact Or.inr hb exfalso have hp : (gibbsEventProbability (fun x : Spin n => {h | ε/2 ≤ |spinFieldSquareAverage x h-(β^2+β^4)|}) g).toReal ≤ Real.exp (-c*n) := by have hh := ENNReal.toReal_mono (show ENNReal.ofReal (Real.exp (-c*n))≠⊤ from ENNReal.ofReal_ne_top) (lt_of_not_ge hb).le simpa only [ENNReal.toReal_ofReal (Real.exp_pos _).le] using hh have hdev := gibbsExpectation_deviation_bound g (fun x h => spinFieldSquareAverage x h) ((β^2+β^4)) (ε/2) K (by positivity) (fun x => by calc _ ≤ |spinFieldSquareAverage x g|+|(β^2+β^4)| := by simpa only [sub_zero,zero_sub,abs_neg] using abs_sub_le (spinFieldSquareAverage x g) (0:ℝ) ((β^2+β^4)) _ ≤ C^2+(β^2+β^4) := by rw [abs_of_nonneg (by positivity : 0≤β^2+β^4)] exact add_le_add_left ((spinFieldSquareAverage_abs_le_opNorm_sq hn x g).trans (pow_le_pow_left₀ (norm_nonneg _) (le_of_not_gt ha) 2)) _) change ε ≤ |gibbsExpectation (sampledInteraction g) (fun x => spinFieldSquareAverage x g)-(β^2+β^4)| at hg have he := mul_le_mul_of_nonneg_left hp hK linarith end SKGapCutoff.Regression open MeasureTheory ProbabilityTheory Filter Matrix open scoped BigOperators ENNReal Matrix.Norms.L2Operator end end OAI