openAI-math-dataset / lean /OAI /Analysis /BackwardIntertwiners /ErgodicTransitivity.lean
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import OAI.Analysis.BackwardIntertwiners.GlobalOperators
namespace OAI
namespace BackwardIntertwiners
open Filter
open scoped Topology
noncomputable section
open Topology MeasureTheory Set
open scoped ENNReal
lemma ergodic_late_intersection {X : Type*} [MeasurableSpace X] {μ : Measure X}
[IsFiniteMeasure μ] {θ : X → X} (hθ : Ergodic θ μ)
{A B : Set X} (_ : MeasurableSet A) (hB : MeasurableSet B)
(hA0 : μ A ≠ 0) (hB0 : μ B ≠ 0) (N : ℕ) :
∃ n : ℕ, N ≤ n ∧ μ (A ∩ (θ^[n]) ⁻¹' B) ≠ 0 := by
let U : Set X := ⋃ n : ℕ, (θ^[n+N]) ⁻¹' B
have hUmeas : MeasurableSet U := MeasurableSet.iUnion fun n =>
hB.preimage (hθ.measurable.iterate (n+N))
have hsub : θ ⁻¹' U ⊆ U := by
intro x hx
obtain ⟨n,hn⟩ := Set.mem_iUnion.mp hx
apply Set.mem_iUnion.mpr
refine ⟨n+1, ?_⟩
change θ^[n+1+N] x ∈ B
have hi : n+1+N = (n+N)+1 := by omega
rw [hi,Function.iterate_succ_apply]
exact hn
have hU0 : μ U ≠ 0 := by
intro h
have hs : (θ^[N]) ⁻¹' B ⊆ U := by
intro x hx
exact Set.mem_iUnion.mpr ⟨0, by simpa using hx⟩
have he := (hθ.toMeasurePreserving.iterate N).measure_preimage hB.nullMeasurableSet
exact hB0 (le_antisymm (by rw [← he]; exact (measure_mono hs).trans (by rw [h])) bot_le)
have hUfull : U =ᵐ[μ] Set.univ := by
obtain he | he := hθ.ae_empty_or_univ_of_preimage_ae_le hUmeas.nullMeasurableSet
(Filter.Eventually.of_forall hsub)
· exact False.elim (hU0 (by rw [measure_congr he,measure_empty]))
· exact he
by_contra! hn
have hzero : μ (A ∩ U) = 0 := by
rw [show A ∩ U = ⋃ n : ℕ, A ∩ (θ^[n+N]) ⁻¹' B from Set.inter_iUnion _ _]
exact measure_iUnion_null fun n => hn (n+N) (by omega)
have he : (A ∩ U : Set X) =ᵐ[μ] A := by
filter_upwards [hUfull] with x hx
apply propext
change (x ∈ A ∧ x ∈ U) ↔ x ∈ A
have hxU : x ∈ U := (eq_iff_iff.mp hx).mpr (Set.mem_univ x)
simp [hxU]
exact hA0 ((measure_congr he).symm.trans hzero)
section Localization
variable {X : Type*} [MeasurableSpace X] {μ : Measure X} [finiteMeasure : IsFiniteMeasure μ]
omit finiteMeasure in
lemma measurable_global_coordinate [IsFiniteMeasure μ] (f : Lp Fiber 2 μ) (j : ℤ) : Measurable (fun x => f x j) :=
((lp.evalCLM ℂ (fun _ : ℤ => ℂ) 2 j).continuous.comp_stronglyMeasurable (Lp.stronglyMeasurable f)).measurable
omit finiteMeasure in
lemma exists_coordinate_support_nonnull [IsFiniteMeasure μ] {f : Lp Fiber 2 μ} (hf : f ≠ 0) :
∃ j : ℤ, μ {x | f x j ≠ 0} ≠ 0 := by
by_contra! h
apply hf
rw [Lp.eq_zero_iff_ae_eq_zero]
have ha : ∀ j : ℤ, ∀ᵐ x ∂μ, f x j = 0 := fun j => by
exact ae_iff.mpr (h j)
filter_upwards [ae_all_iff.mpr ha] with x hx
ext j
exact hx j
lemma scalar_invariant_pointwise_orthogonal {L : Submodule ℂ (Lp Fiber 2 μ)}
(hL : ∀ g : Lp ℂ ∞ μ, ∀ f ∈ L, scalarMultiplier g f ∈ L)
{f z : Lp Fiber 2 μ} (hf : f ∈ L) (hz : z ∈ L.orthogonal) :
∀ᵐ x ∂μ, inner ℂ (z x) (f x) = 0 := by
apply (L2.integrable_inner z f).ae_eq_zero_of_forall_setIntegral_eq_zero
intro s hs _
let g : Lp ℂ ∞ μ := indicatorConstLp ∞ hs (measure_ne_top μ s) (1:ℂ)
have hg : g =ᵐ[μ] s.indicator (fun _ => (1:ℂ)) := indicatorConstLp_coeFn
rw [← integral_indicator hs]
calc
_ = ∫ x, inner ℂ (z x) (scalarMultiplier g f x) ∂μ := by
apply integral_congr_ae
filter_upwards [scalarMultiplier_ae g f, hg] with x hx hgx
rw [hx,hgx]
by_cases hxs : x ∈ s
· simp [Set.indicator_of_mem hxs]
· simp [Set.indicator_of_notMem hxs]
_ = inner ℂ z (scalarMultiplier g f) := (L2.inner_def _ _).symm
_ = 0 := Submodule.inner_left_of_mem_orthogonal (hL g f hf) hz
end Localization
lemma fiber_cyclic_orthogonal_order {w : ℤ → ℝ} (hw : QuadraticWeights w)
{T : Fiber →L[ℂ] Fiber}
(hT : ∀ v j, T v j = (w j / w (j-1) : ℂ) * v (j-1))
{v z : Fiber} (horth : ∀ r : ℕ, inner ℂ z ((T^r) v) = 0)
{i j : ℤ} (hzi : z i ≠ 0) (hvj : v j ≠ 0) : i < j := by
let b := fun k : ℤ => star (z k) * (w k:ℂ)
let c := fun k : ℤ => v k / (w k:ℂ)
have hwC (k : ℤ) : (w k:ℂ) ≠ 0 := by exact_mod_cast (ne_of_gt (hw.positive k))
have hbi : b i ≠ 0 := mul_ne_zero (by simpa using hzi) (hwC i)
have hcj : c j ≠ 0 := div_ne_zero hvj (hwC j)
have hb (k : ℤ) : ‖b k‖ ≤ (‖z‖+1)*w k := by
dsimp [b]
rw [norm_mul, RCLike.norm_conj, Complex.norm_real, Real.norm_of_nonneg (hw.positive k).le]
apply mul_le_mul_of_nonneg_right _ (hw.positive k).le
exact (lp.norm_apply_le_norm (by norm_num : (2 : ENNReal) ≠ 0) z k).trans (by linarith)
have hc (k : ℤ) : ‖c k‖*w k ≤ ‖v‖+1 := by
dsimp [c]
rw [norm_div, Complex.norm_real, Real.norm_of_nonneg (hw.positive k).le,
div_mul_cancel₀ _ (ne_of_gt (hw.positive k))]
exact (lp.norm_apply_le_norm (by norm_num : (2 : ENNReal) ≠ 0) v k).trans (by linarith)
have hcor (r : ℕ) : (∑' k : ℤ, b k*c (k-r)) = 0 := by
calc (∑' k : ℤ, b k*c (k-r)) = inner ℂ z ((T^r) v) := by
rw [lp.inner_eq_tsum]
apply tsum_congr
intro k
rw [RCLike.inner_apply, weighted_shift_pow hw.positive hT]
dsimp [b, c]
simp only [← Complex.star_def]
ring
_ = 0 := horth r
exact (quadratic_support_separation w hw).strict_order ⟨i,hbi⟩ ⟨j,hcj⟩
(by positivity : 0 < ‖z‖+1) (by positivity : 0 < ‖v‖+1) hb hc hcor hbi hcj
lemma explicitWeight_quadratic (x : Base) : QuadraticWeights (explicitWeight x) :=
bilateralWeight_quadratic (plusResidue_bounds x) (minusResidue_bounds x)
lemma forwardFiber_weight_coordinates (x : Base) (v : Fiber) (j : ℤ) :
forwardFiber x v j = (explicitWeight x j / explicitWeight x (j-1) : ℂ) * v (j-1) := by
rw [forwardFiber_apply, ← explicitWeight_ratio x (j-1)]
simp only [sub_add_cancel, Complex.ofReal_div]
lemma forwardFiber_lattice (x : Base) (L : Submodule ℂ Fiber) :
(IsClosed (L : Set Fiber) ∧ OperatorInvariant L (forwardFiber x)) ↔
L = ⊥ ∨ L = ⊤ ∨ ∃ h : ℤ, L = coordinateTail h := by
constructor
· rintro ⟨hcl, hinv⟩
exact quadratic_fiber_tails _ (explicitWeight_quadratic x) _ (forwardFiber_weight_coordinates x) L hcl hinv
· rintro (rfl | rfl | ⟨h,rfl⟩)
· refine ⟨?_, ?_⟩
· simpa only [Submodule.bot_coe] using (isClosed_singleton : IsClosed ({0} : Set Fiber))
· intro v hv
simpa only [Submodule.mem_bot, map_zero] using congrArg (forwardFiber x) (show v = 0 from hv)
· exact ⟨isClosed_univ, fun _ _ => trivial⟩
· exact ⟨coordinateTail_isClosed h, fun _ hv => forwardFiber_tail x h hv⟩
lemma inverseOdometer_ergodic : Ergodic inverseOdometer baseMeasure :=
Ergodic.symm (e := odometerMeasurableEquiv) odometer_ergodic
lemma backwardOperator_power_nonzero (n : ℕ) (f : GlobalHilbert) (j : ℤ) :
∀ᵐ x ∂baseMeasure, f (inverseOdometer^[n] x) j ≠ 0 →
((backwardOperator^n) f) x (j-n) ≠ 0 := by
induction n with
| zero => filter_upwards [] with x; simp
| succ n ih =>
rw [pow_succ', mul_apply_eq_comp]
filter_upwards [backwardOperator_ae_inverse ((backwardOperator^n) f),
inverseOdometer_preserving.quasiMeasurePreserving.tendsto_ae.eventually ih,
inverseOdometer_preserving.quasiMeasurePreserving.tendsto_ae.eventually backwardCoeff_ae_pos]
with x hx hi hp
intro hn
rw [hx, backwardFiber_apply]
have he : j - (n+1:ℕ) + 1 = j - n := by omega
rw [he]
apply mul_ne_zero
· exact_mod_cast (ne_of_gt (hp (j-n)))
· apply hi
simpa only [Function.iterate_succ_apply] using hn
lemma global_invariant_pow {T : GlobalHilbert →L[ℂ] GlobalHilbert}
{L : Submodule ℂ GlobalHilbert} (hi : OperatorInvariant L T)
{v : GlobalHilbert} (hv : v ∈ L) (n : ℕ) : (T^n) v ∈ L := by
induction n with
| zero => simpa using hv
| succ n ih => simpa only [pow_succ', mul_apply_eq_comp] using hi _ ih
lemma invariant_pointwise_order {L : Submodule ℂ GlobalHilbert}
(hS : OperatorInvariant L forwardOperator)
(hM : ∀ g : Lp ℂ ∞ baseMeasure, OperatorInvariant L (scalarMultiplier g))
{f z : GlobalHilbert} (hf : f ∈ L) (hz : z ∈ L.orthogonal) :
∀ᵐ x ∂baseMeasure, ∀ i j : ℤ, z x i ≠ 0 → f x j ≠ 0 → i < j := by
have horth (r : ℕ) : ∀ᵐ x ∂baseMeasure, inner ℂ (z x) (((forwardOperator^r) f) x) = 0 :=
scalar_invariant_pointwise_orthogonal hM (global_invariant_pow hS hf r) hz
filter_upwards [ae_all_iff.mpr horth,
ae_all_iff.mpr (fun r => forwardOperator_power_ae r f)] with x hx hxpow
intro i j hzi hfj
apply fiber_cyclic_orthogonal_order (explicitWeight_quadratic x) (forwardFiber_weight_coordinates x) ?_ hzi hfj
intro r
rw [← hxpow r]
exact hx r
lemma forward_backward_scalar_transitive (L : Submodule ℂ GlobalHilbert)
(hclosed : IsClosed (L : Set GlobalHilbert))
(hS : OperatorInvariant L forwardOperator)
(hV : OperatorInvariant L backwardOperator)
(hM : ∀ g : Lp ℂ ∞ baseMeasure, OperatorInvariant L (scalarMultiplier g)) :
L = ⊥ ∨ L = ⊤ := by
by_contra! hproper
have hOO : L.orthogonal.orthogonal = L := by
rw [Submodule.orthogonal_orthogonal_eq_closure, hclosed.submodule_topologicalClosure_eq]
have hnotOrth : L.orthogonal ≠ ⊥ := by
intro hh
rw [hh, Submodule.bot_orthogonal_eq_top] at hOO
exact hproper.2 hOO.symm
obtain ⟨f,hf,hf0⟩ := (Submodule.ne_bot_iff L).mp hproper.1
obtain ⟨z,hz,hz0⟩ := (Submodule.ne_bot_iff L.orthogonal).mp hnotOrth
obtain ⟨j,hA0⟩ := exists_coordinate_support_nonnull hf0
obtain ⟨i,hB0⟩ := exists_coordinate_support_nonnull hz0
let A : Set Base := {x | f x j ≠ 0}
let B : Set Base := {x | z x i ≠ 0}
have hA : MeasurableSet A := (measurableSet_eq_fun (measurable_global_coordinate f j) measurable_const).compl
have hB : MeasurableSet B := (measurableSet_eq_fun (measurable_global_coordinate z i) measurable_const).compl
obtain ⟨n,hn,hinter⟩ := ergodic_late_intersection inverseOdometer_ergodic hB hA hB0 hA0 (j-i).toNat
have horder := invariant_pointwise_order hS hM (global_invariant_pow hV hf n) hz
have hnull : ∀ᵐ x ∂baseMeasure, x ∉ B ∩ (inverseOdometer^[n]) ⁻¹' A := by
filter_upwards [horder, backwardOperator_power_nonzero n f j] with x hx hp
intro hmem
have hzi : z x i ≠ 0 := hmem.1
have hfj : f (inverseOdometer^[n] x) j ≠ 0 := hmem.2
have hh := hx i (j-n) hzi (hp hfj)
have hnat : (j-i) ≤ ((j-i).toNat : ℤ) := by omega
have hnn : ((j-i).toNat : ℤ) ≤ (n:ℤ) := by exact_mod_cast hn
omega
apply hinter
convert ae_iff.mp hnull using 1
congr 1
ext x
simp only [Set.mem_ofPred_eq, not_not]
lemma generated_transitive : AlgebraTransitive (generatedAlgebra forwardOperator backwardOperator) := by
intro L hclosed hInv
apply forward_backward_scalar_transitive L hclosed
· exact hInv _ (Algebra.subset_adjoin (Or.inl (Set.mem_insert _ _)))
· exact hInv _ (Algebra.subset_adjoin (Or.inl (Set.mem_insert_of_mem _ (Set.mem_singleton _))))
· intro g
exact hInv _ (Algebra.subset_adjoin (Or.inr ⟨g,rfl⟩))
def explicitDirectModel : DirectModelData :=
⟨forwardFiber, forwardOperator, backwardCoeff, backwardFiber, backwardOperator⟩
lemma explicitDirectModel_properties : DirectModelProperties explicitDirectModel where
beta_measurable := measurable_explicitBeta
beta_positive := explicitBeta_pos
forward_coordinates := forwardFiber_apply
forward_field := forwardOperator_ae
fiber_lattice := forwardFiber_lattice
S_nonzero := forwardOperator_ne_zero
S_norm := forwardOperator_norm
power_bound := fun n _ => forwardOperator_power_norm n
V_contraction := backwardOperator_norm
commute := forward_backward_commute
backward_measurable := measurable_backwardCoeff
backward_bounds := backwardCoeff_bounds
backward_coordinates := backwardFiber_apply
backward_field := backwardOperator_ae
common_conull := by
refine ⟨goodBase, measurableSet_goodBase, ?_, ?_, ?_⟩
· exact ae_iff.mp ae_goodBase
· ext x
exact goodBase_odometer x
· intro x hx
exact ⟨backwardCoeff_pos hx, backwardFiber_tail_closure hx, backwardFiber_denseRange hx⟩
transitive := generated_transitive
theorem direct_model : ∃ D : DirectModelData, DirectModelProperties D :=
⟨explicitDirectModel, explicitDirectModel_properties⟩
def rankOneCoordinate (i j : ℤ) : Fiber →L[ℂ] Fiber :=
(lp.singleContinuousLinearMap ℂ (fun _ : ℤ => ℂ) 2 i).comp (lp.evalCLM ℂ (fun _ : ℤ => ℂ) 2 j)
@[simp] lemma rankOneCoordinate_apply (i j : ℤ) (v : Fiber) :
rankOneCoordinate i j v = lp.single 2 i (v j) := rfl
lemma rankOneCoordinate_compact (i j : ℤ) : IsCompactOperator (rankOneCoordinate i j) :=
(isCompactOperator_of_locallyCompactSpace_dom (lp.evalCLM ℂ (fun _ : ℤ => ℂ) 2 j)).clm_comp
(lp.singleContinuousLinearMap ℂ (fun _ : ℤ => ℂ) 2 i)
def finiteShift (x : Base) (n : ℕ) : Fiber →L[ℂ] Fiber :=
∑ j ∈ Finset.Icc (-(n:ℤ)) n, (explicitBeta x j:ℂ) • rankOneCoordinate (j+1) j
lemma finiteShift_compact (x : Base) (n : ℕ) : IsCompactOperator (finiteShift x n) := by
change finiteShift x n ∈ compactOperator (RingHom.id ℂ) Fiber Fiber
exact Submodule.sum_mem _ fun j hj => Submodule.smul_mem _ _ (rankOneCoordinate_compact (j+1) j)
lemma finiteShift_apply (x : Base) (n : ℕ) (v : Fiber) (j : ℤ) :
finiteShift x n v (j+1) = if j ∈ Finset.Icc (-(n:ℤ)) n then (explicitBeta x j:ℂ) * v j else 0 := by
classical
simp only [finiteShift, sum_apply, smul_apply,
lp.coeFn_sum, Finset.sum_apply, lp.coeFn_smul, Pi.smul_apply, rankOneCoordinate_apply]
by_cases hj : j ∈ Finset.Icc (-(n:ℤ)) n
· rw [ite_eq_left hj, Finset.sum_eq_single_of_mem j hj]
· simp only [lp.single_apply_self, smul_eq_mul]
· intro k hk hkj
rw [lp.single_apply_ne _ _ _ (by omega), smul_zero]
· rw [ite_eq_right hj]
apply Finset.sum_eq_zero
intro k hk
have hkj : j+1 ≠ k+1 := by
intro hh
have he : j=k := by omega
subst k
exact hj hk
rw [lp.single_apply_ne _ _ _ hkj, smul_zero]
lemma explicitBeta_outside_bound (x : Base) (n : ℕ) (j : ℤ)
(hj : j ∉ Finset.Icc (-(n:ℤ)) n) : explicitBeta x j ≤ Real.exp (-10*(n:ℝ)) := by
apply Real.exp_le_exp.mpr
change -explicitExponent x j ≤ -10*(n:ℝ)
have hd := explicitExponent_distance x j
have hh : (n:ℤ) ≤ coordinateDistance j := by
simp only [Finset.mem_Icc, not_and_or, not_le] at hj
rcases hj with hj | hj
· exact (by omega : (n:ℤ) ≤ -j).trans (le_max_right _ _)
· exact (by omega : (n:ℤ) ≤ j+1).trans (le_max_left _ _)
have hR : (n:ℝ) ≤ (coordinateDistance j : ℝ) := by exact_mod_cast hh
linarith
lemma finiteShift_error (x : Base) (n : ℕ) :
‖forwardFiber x - finiteShift x n‖ ≤ Real.exp (-10*(n:ℝ)) := by
let C := Real.exp (-10*(n:ℝ))
have hC : 0 ≤ C := (Real.exp_pos _).le
apply ContinuousLinearMap.opNorm_le_bound _ hC
intro v
calc
_ ≤ ‖(C:ℂ) • v‖ := by
let vr := fiberReindex (Equiv.addRight (1:ℤ)) ((forwardFiber x - finiteShift x n) v)
rw [← (fiberReindex (Equiv.addRight (1:ℤ))).norm_map ((forwardFiber x - finiteShift x n) v)]
apply lp.norm_mono (by norm_num : (2:ENNReal) ≠ 0)
intro j
change ‖(forwardFiber x - finiteShift x n) v (j+1)‖ ≤ ‖(C:ℂ) * v j‖
rw [sub_apply, lp.coeFn_sub, Pi.sub_apply, forwardFiber_apply, add_sub_cancel_right, finiteShift_apply]
by_cases hj : j ∈ Finset.Icc (-(n:ℤ)) n
· rw [ite_eq_left hj, sub_self, norm_zero]
exact norm_nonneg _
· rw [ite_eq_right hj, sub_zero, norm_mul, norm_mul, Complex.norm_real, Complex.norm_real,
Real.norm_of_nonneg (explicitBeta_pos x j).le, Real.norm_of_nonneg hC]
exact mul_le_mul_of_nonneg_right (explicitBeta_outside_bound x n j hj) (norm_nonneg _)
_ = C*‖v‖ := by rw [norm_smul, Complex.norm_real, Real.norm_of_nonneg hC]
lemma forwardFiber_compact (x : Base) : IsCompactOperator (forwardFiber x) := by
apply isCompactOperator_of_tendsto (l:=atTop) (F:=finiteShift x) ?_ (Filter.Eventually.of_forall (finiteShift_compact x))
rw [tendsto_iff_norm_sub_tendsto_zero]
have he : Tendsto (fun n : ℕ => Real.exp (-10*(n:ℝ))) atTop (𝓝 0) := by
apply Real.tendsto_exp_atBot.comp
exact tendsto_const_nhds.neg_mul_atTop (by norm_num) tendsto_natCast_atTop_atTop
apply squeeze_zero (fun _ => norm_nonneg _) ?_ he
intro n
rw [norm_sub_rev]
exact finiteShift_error x n
abbrev ScalarHilbert := Lp ℂ 2 baseMeasure
def coordinateL2 (j : ℤ) : GlobalHilbert →L[ℂ] ScalarHilbert :=
(lp.evalCLM ℂ (fun _ : ℤ => ℂ) 2 j).compLpL 2 baseMeasure
def singleL2 (j : ℤ) : ScalarHilbert →L[ℂ] GlobalHilbert :=
(lp.singleContinuousLinearMap ℂ (fun _ : ℤ => ℂ) 2 j).compLpL 2 baseMeasure
lemma coordinateL2_ae (j : ℤ) (f : GlobalHilbert) :
coordinateL2 j f =ᵐ[baseMeasure] fun x => f x j :=
ContinuousLinearMap.coeFn_compLpL _ _
lemma singleL2_ae (j : ℤ) (f : ScalarHilbert) :
singleL2 j f =ᵐ[baseMeasure] fun x => lp.single 2 j (f x) :=
ContinuousLinearMap.coeFn_compLpL _ _
lemma coordinateL2_singleL2 (j : ℤ) (f : ScalarHilbert) :
coordinateL2 j (singleL2 j f) = f := by
apply Lp.ext
filter_upwards [coordinateL2_ae j (singleL2 j f), singleL2_ae j f] with x h₁ h₂
simp only [h₁, h₂, lp.single_apply_self]
end
end BackwardIntertwiners
end OAI