openAI-math-dataset / lean /OAI /Analysis /Fourier /HeightLayers.lean
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Add lean source and binary files (part 18)
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import Mathlib
namespace OAI
noncomputable section
open MeasureTheory Filter
open scoped BigOperators Topology
namespace FourierLLogL
abbrev Torus := AddCircle (2 * Real.pi)
instance circlePeriod_pos : Fact (0 < 2 * Real.pi) :=
⟨mul_pos (by norm_num) Real.pi_pos⟩
def circleMeasure : Measure Torus := AddCircle.haarAddCircle
def MemLLogL (f : Torus → ℂ) : Prop :=
AEStronglyMeasurable f circleMeasure ∧
Integrable (fun x ↦ ‖f x‖ * Real.log (2 + ‖f x‖)) circleMeasure
def symmetricPartialSum (f : Torus → ℂ) (N : ℕ) (x : Torus) : ℂ :=
∑ k ∈ Finset.Icc (-(N : ℤ)) (N : ℤ), fourierCoeff f k * fourier k x
instance : IsProbabilityMeasure circleMeasure := by
unfold circleMeasure
infer_instance
@[simp] theorem circleMeasure_univ : circleMeasure Set.univ = 1 :=
measure_univ
theorem fourier_of_real (k : ℤ) (x : ℝ) :
fourier k (x : Torus) = Complex.exp (Complex.I * (k : ℂ) * (x : ℂ)) := by
rw [fourier_coe_apply]
congr 1
push_cast
field_simp
theorem fourierCoeff_eq_integral (f : Torus → ℂ) (k : ℤ) :
fourierCoeff f k = ∫ x, f x * fourier (-k) x ∂circleMeasure := by
simp only [fourierCoeff, circleMeasure, smul_eq_mul, mul_comm]
theorem fourierCoeff_eq_normalized_intervalIntegral (f : Torus → ℂ) (k : ℤ) :
fourierCoeff f k = (1 / (2 * Real.pi) : ℝ) •
∫ x in (0 : ℝ)..(2 * Real.pi),
f (x : Torus) * Complex.exp (-(Complex.I * (k : ℂ) * (x : ℂ))) := by
rw [fourierCoeff_eq_intervalIntegral f k 0]
simp only [zero_add, smul_eq_mul]
congr 1
apply intervalIntegral.integral_congr
intro x _
dsimp only
rw [fourier_of_real]
simp only [Int.cast_neg, mul_neg, mul_comm]
theorem orliczDensity_nonneg (z : ℂ) :
0 ≤ ‖z‖ * Real.log (2 + ‖z‖) := by
apply mul_nonneg (norm_nonneg _)
apply Real.log_nonneg
linarith [norm_nonneg z]
theorem MemLLogL.integrable {f : Torus → ℂ} (hf : MemLLogL f) :
Integrable f circleMeasure := by
have hlog : 0 < Real.log 2 := Real.log_pos (by norm_num)
apply (hf.2.div_const (Real.log 2)).mono' hf.1
refine Filter.Eventually.of_forall fun x ↦ ?_
apply (le_div_iff₀ hlog).2
exact mul_le_mul_of_nonneg_left
(Real.log_le_log (by norm_num) (le_add_of_nonneg_right (norm_nonneg _)))
(norm_nonneg _)
theorem MemLLogL.congr_ae {f g : Torus → ℂ} (hf : MemLLogL f)
(hfg : f =ᵐ[circleMeasure] g) : MemLLogL g := by
refine ⟨hf.1.congr hfg, hf.2.congr ?_⟩
filter_upwards [hfg] with x hx
rw [hx]
theorem continuous_symmetricPartialSum (f : Torus → ℂ) (N : ℕ) :
Continuous (symmetricPartialSum f N) := by
apply continuous_finsetSum
intro k _
exact continuous_const.mul (fourier k).continuous
theorem measurable_symmetricPartialSum (f : Torus → ℂ) (N : ℕ) :
Measurable (symmetricPartialSum f N) :=
(continuous_symmetricPartialSum f N).measurable
theorem symmetricPartialSum_congr_ae {f g : Torus → ℂ}
(hfg : f =ᵐ[circleMeasure] g) (N : ℕ) (x : Torus) :
symmetricPartialSum f N x = symmetricPartialSum g N x := by
have hcoeff : fourierCoeff f = fourierCoeff g := fourierCoeff_congr_ae hfg
simp only [symmetricPartialSum, hcoeff]
@[simp] theorem symmetricPartialSum_zero (N : ℕ) (x : Torus) :
symmetricPartialSum (fun _ ↦ 0) N x = 0 := by
simp [symmetricPartialSum, fourierCoeff]
@[simp] theorem symmetricPartialSum_cutoff_zero (f : Torus → ℂ) (x : Torus) :
symmetricPartialSum f 0 x = fourierCoeff f 0 := by
simp [symmetricPartialSum]
theorem symmetricPartialSum_add {f g : Torus → ℂ}
(hf : Integrable f circleMeasure) (hg : Integrable g circleMeasure)
(N : ℕ) (x : Torus) :
symmetricPartialSum (f + g) N x =
symmetricPartialSum f N x + symmetricPartialSum g N x := by
simp only [symmetricPartialSum, fourierCoeff.add hf hg, Pi.add_apply,
add_mul, Finset.sum_add_distrib]
theorem symmetricPartialSum_const_mul (f : Torus → ℂ) (c : ℂ)
(N : ℕ) (x : Torus) :
symmetricPartialSum (fun y ↦ c * f y) N x = c * symmetricPartialSum f N x := by
simp only [symmetricPartialSum, fourierCoeff.const_mul, Finset.mul_sum, mul_assoc]
theorem norm_fourierCoeff_le (f : Torus → ℂ) (k : ℤ) :
‖fourierCoeff f k‖ ≤ ∫ x, ‖f x‖ ∂circleMeasure := by
calc
‖fourierCoeff f k‖ ≤ ∫ x, ‖fourier (-k) x * f x‖ ∂circleMeasure :=
norm_integral_le_integral_norm _
_ = ∫ x, ‖f x‖ ∂circleMeasure := by
congr 1
funext x
simp [fourier_apply, Circle.norm_coe]
theorem norm_symmetricPartialSum_le (f : Torus → ℂ) (N : ℕ) (x : Torus) :
‖symmetricPartialSum f N x‖ ≤
(2 * N + 1 : ℕ) * ∫ y, ‖f y‖ ∂circleMeasure := by
calc
‖symmetricPartialSum f N x‖ ≤
∑ k ∈ Finset.Icc (-(N : ℤ)) (N : ℤ), ‖fourierCoeff f k * fourier k x‖ :=
norm_sum_le _ _
_ ≤ ∑ _k ∈ Finset.Icc (-(N : ℤ)) (N : ℤ), ∫ y, ‖f y‖ ∂circleMeasure := by
apply Finset.sum_le_sum
intro k _
simpa only [norm_mul, fourier_apply, Circle.norm_coe, mul_one] using
norm_fourierCoeff_le f k
_ = (2 * N + 1 : ℕ) * ∫ y, ‖f y‖ ∂circleMeasure := by
simp only [Finset.sum_const, nsmul_eq_mul, Int.card_Icc]
congr 2
omega
theorem exists_measurable_null_of_ae {p : Torus → Prop}
(hp : ∀ᵐ x ∂circleMeasure, p x) :
∃ E : Set Torus, MeasurableSet E ∧ circleMeasure E = 0 ∧ ∀ x ∉ E, p x := by
obtain ⟨E, hsub, hE, hzero⟩ := exists_measurable_superset_of_null (ae_iff.mp hp)
refine ⟨E, hE, hzero, ?_⟩
intro x hx
by_contra h
exact hx (hsub h)
theorem ae_convergence_iff_exists_measurable_null (f : Torus → ℂ) :
(∀ᵐ x ∂circleMeasure,
Tendsto (fun N : ℕ ↦ symmetricPartialSum f N x) atTop (𝓝 (f x))) ↔
∃ E : Set Torus, MeasurableSet E ∧ circleMeasure E = 0 ∧
∀ x ∉ E, Tendsto (fun N : ℕ ↦ symmetricPartialSum f N x) atTop (𝓝 (f x)) := by
refine ⟨exists_measurable_null_of_ae, ?_⟩
rintro ⟨E, _, hzero, hconv⟩
have hE : ∀ᵐ x ∂circleMeasure, x ∉ E := by
simpa only [ae_iff, not_not, Set.ofPred_mem_eq] using hzero
filter_upwards [hE] with x hx using hconv x hx
theorem tendsto_symmetricPartialSum_of_summable (f : C(Torus, ℂ))
(hf : Summable (fourierCoeff f)) (x : Torus) :
Tendsto (fun N : ℕ ↦ symmetricPartialSum f N x) atTop (𝓝 (f x)) := by
have h := has_pointwise_sum_fourier_series_of_summable hf x
exact h.comp (Finset.tendsto_Icc_neg (R := ℤ))
theorem fourierCoeff_tsum {F : ℕ → Torus → ℂ}
(hF : ∀ j, Integrable (F j) circleMeasure)
(hsum : Summable (fun j ↦ ∫ x, ‖F j x‖ ∂circleMeasure)) (k : ℤ) :
fourierCoeff (fun x ↦ ∑' j, F j x) k = ∑' j, fourierCoeff (F j) k := by
have hint : ∀ j, Integrable (fun x ↦ fourier (-k) x * F j x) circleMeasure :=
fun j ↦ (hF j).fourier_smul (-k)
have hs : Summable (fun j ↦ ∫ x, ‖fourier (-k) x * F j x‖ ∂circleMeasure) := by
simpa only [norm_mul, fourier_apply, Circle.norm_coe, one_mul] using hsum
simpa only [fourierCoeff, circleMeasure, smul_eq_mul, tsum_mul_left] using
(integral_tsum_of_summable_integral_norm hint hs).symm
theorem symmetricPartialSum_tsum {F : ℕ → Torus → ℂ}
(hF : ∀ j, Integrable (F j) circleMeasure)
(hsum : Summable (fun j ↦ ∫ x, ‖F j x‖ ∂circleMeasure)) (N : ℕ) (x : Torus) :
symmetricPartialSum (fun y ↦ ∑' j, F j y) N x =
∑' j, symmetricPartialSum (F j) N x := by
simp only [symmetricPartialSum, fourierCoeff_tsum hF hsum, ← tsum_mul_right]
symm
apply Summable.tsum_finsetSum
intro k _
exact (hsum.of_norm_bounded (fun j ↦ norm_fourierCoeff_le (F j) k)).mul_right _
theorem tendsto_symmetricPartialSum_tsum {F : ℕ → Torus → ℂ}
(hF : ∀ j, Integrable (F j) circleMeasure)
(hsum : Summable (fun j ↦ ∫ y, ‖F j y‖ ∂circleMeasure))
(x : Torus) {b : ℕ → ℝ} (hb : Summable b)
(hbound : ∀ j N, ‖symmetricPartialSum (F j) N x‖ ≤ b j)
(hlim : ∀ j, Tendsto (fun N : ℕ ↦ symmetricPartialSum (F j) N x)
atTop (𝓝 (F j x))) :
Tendsto (fun N : ℕ ↦ symmetricPartialSum (fun y ↦ ∑' j, F j y) N x)
atTop (𝓝 (∑' j, F j x)) := by
have h := tendsto_tsum_of_dominated_convergence hb hlim
(Filter.Eventually.of_forall (fun N j ↦ hbound j N))
simpa only [symmetricPartialSum_tsum hF hsum, tsum_apply] using h
theorem mass_logMinus_le {m a : ℝ} (hm : 0 ≤ m) (ha : 0 ≤ a) :
m * max 0 (-Real.log m) ≤ a * m + Real.exp (-a) := by
rcases eq_or_lt_of_le hm with rfl | hm
· simp [Real.exp_nonneg]
by_cases hlog : 0 ≤ -Real.log m
· rw [max_eq_right hlog]
have h := Real.log_le_sub_one_of_pos (div_pos (Real.exp_pos (-a)) hm)
rw [Real.log_div (Real.exp_ne_zero _) hm.ne', Real.log_exp] at h
have h' := mul_le_mul_of_nonneg_right h hm.le
simp only [sub_mul, div_mul_cancel₀ _ hm.ne', one_mul] at h'
nlinarith
· rw [max_eq_left (le_of_not_ge hlog), mul_zero]
positivity
theorem summable_mass_logMinus {m : ℕ → ℝ} (hm : ∀ j, 0 ≤ m j)
(hweight : Summable (fun j ↦ (2 : ℝ) ^ j * m j)) :
Summable (fun j ↦ m j * max 0 (-Real.log (m j))) := by
have hexp : Summable (fun j : ℕ ↦ Real.exp (-((2 : ℝ) ^ j))) := by
have hpow : ∀ j : ℕ, (j : ℝ) ≤ (2 : ℝ) ^ j := by
intro j
exact_mod_cast (Nat.lt_two_pow_self (n := j)).le
simpa only [neg_one_mul] using
Real.summable_exp_nat_mul_of_ge (c := -1) (by norm_num) hpow
refine (hweight.add hexp).of_nonneg_of_le (fun j ↦ ?_) (fun j ↦ ?_)
· exact mul_nonneg (hm j) (le_max_left _ _)
· exact mass_logMinus_le (hm j) (by positivity)
theorem summable_layerCost {m : ℕ → ℝ} (hm : ∀ j, 0 ≤ m j)
(hweight : Summable (fun j ↦ (2 : ℝ) ^ j * m j)) :
Summable (fun j ↦ m j * ((2 : ℝ) ^ (j + 1) + max 0 (-Real.log (m j)))) := by
apply ((hweight.mul_left 2).add (summable_mass_logMinus hm hweight)).congr
intro j
simp only [pow_succ]
ring
def heightLayerSet (f : Torus → ℂ) (j : ℕ) : Set Torus :=
{x | Real.exp ((2 : ℝ) ^ (j + 1)) ≤ ‖f x‖ ∧
‖f x‖ < Real.exp ((2 : ℝ) ^ (j + 2))}
def heightLayer (f : Torus → ℂ) (j : ℕ) : Torus → ℂ :=
(heightLayerSet f j).indicator f
def heightLayerMass (f : Torus → ℂ) (j : ℕ) : ℝ :=
∫ x in heightLayerSet f j, ‖f x‖ ∂circleMeasure
theorem heightLayerSet_nullMeasurable {f : Torus → ℂ} (hf : MemLLogL f) (j : ℕ) :
NullMeasurableSet (heightLayerSet f j) circleMeasure := by
exact (nullMeasurableSet_le aemeasurable_const hf.1.norm.aemeasurable).inter
(nullMeasurableSet_lt hf.1.norm.aemeasurable aemeasurable_const)
theorem heightLayerSet_pairwise_disjoint (f : Torus → ℂ) :
Pairwise (fun i j ↦ Disjoint (heightLayerSet f i) (heightLayerSet f j)) := by
intro i j hij
rw [Set.disjoint_left]
intro x hxi hxj
have hmono : Monotone (fun n : ℕ ↦ Real.exp ((2 : ℝ) ^ n)) :=
Real.exp_monotone.comp (pow_right_strictMono₀ (by norm_num : (1 : ℝ) < 2)).monotone
rcases lt_or_gt_of_ne hij with h | h
· exact (not_lt_of_ge ((hmono (by omega : i + 2 ≤ j + 1)).trans hxj.1)) hxi.2
· exact (not_lt_of_ge ((hmono (by omega : j + 2 ≤ i + 1)).trans hxi.1)) hxj.2
theorem MemLLogL.heightLayer_integrable {f : Torus → ℂ} (hf : MemLLogL f) (j : ℕ) :
Integrable (heightLayer f j) circleMeasure :=
hf.integrable.indicator₀ (heightLayerSet_nullMeasurable hf j)
theorem heightLayerMass_nonneg (f : Torus → ℂ) (j : ℕ) :
0 ≤ heightLayerMass f j :=
integral_nonneg (fun x ↦ norm_nonneg (f x))
theorem heightLayerMass_eq_integral_norm {f : Torus → ℂ} (hf : MemLLogL f) (j : ℕ) :
heightLayerMass f j = ∫ x, ‖heightLayer f j x‖ ∂circleMeasure := by
rw [heightLayerMass, ← integral_indicator₀ (heightLayerSet_nullMeasurable hf j)]
simp only [heightLayer, norm_indicator_eq_indicator_norm]
theorem MemLLogL.summable_weighted_heightLayerMass {f : Torus → ℂ} (hf : MemLLogL f) :
Summable (fun j ↦ (2 : ℝ) ^ (j + 1) * heightLayerMass f j) := by
have hD : Summable (fun j ↦ ∫ x in heightLayerSet f j,
‖f x‖ * Real.log (2 + ‖f x‖) ∂circleMeasure) :=
(hasSum_integral_iUnion_ae (heightLayerSet_nullMeasurable hf)
((heightLayerSet_pairwise_disjoint f).mono (fun _ _ h ↦ h.aedisjoint))
hf.2.integrableOn).summable
refine hD.of_nonneg_of_le
(fun j ↦ mul_nonneg (by positivity) (heightLayerMass_nonneg f j)) ?_
intro j
rw [heightLayerMass, ← integral_const_mul]
apply integral_mono_ae (hf.integrable.norm.integrableOn.const_mul _) hf.2.integrableOn
filter_upwards [ae_restrict_mem₀ (heightLayerSet_nullMeasurable hf j)] with x hx
have hlog : (2 : ℝ) ^ (j + 1) ≤ Real.log (2 + ‖f x‖) := by
calc
(2 : ℝ) ^ (j + 1) = Real.log (Real.exp ((2 : ℝ) ^ (j + 1))) := (Real.log_exp _).symm
_ ≤ Real.log (2 + ‖f x‖) :=
Real.log_le_log (Real.exp_pos _) (hx.1.trans (by linarith))
simpa only [mul_comm] using mul_le_mul_of_nonneg_right hlog (norm_nonneg (f x))
theorem MemLLogL.summable_heightLayer_norm {f : Torus → ℂ} (hf : MemLLogL f) :
Summable (fun j ↦ ∫ x, ‖heightLayer f j x‖ ∂circleMeasure) := by
simp_rw [← heightLayerMass_eq_integral_norm hf]
apply hf.summable_weighted_heightLayerMass.of_nonneg_of_le
(heightLayerMass_nonneg f)
intro j
exact le_mul_of_one_le_left (heightLayerMass_nonneg f j)
(one_le_pow₀ (by norm_num : (1 : ℝ) ≤ 2))
theorem MemLLogL.summable_heightLayerCost {f : Torus → ℂ} (hf : MemLLogL f) :
Summable (fun j ↦ heightLayerMass f j *
((2 : ℝ) ^ (j + 2) + max 0 (-Real.log (heightLayerMass f j)))) := by
have hw0 : Summable (fun j ↦ (2 : ℝ) ^ j * heightLayerMass f j) := by
apply (hf.summable_weighted_heightLayerMass.mul_left (1 / 2 : ℝ)).congr
intro j
simp only [pow_succ]
ring
apply ((hf.summable_weighted_heightLayerMass.mul_left 2).add
(summable_mass_logMinus (heightLayerMass_nonneg f) hw0)).congr
intro j
simp only [pow_succ]
ring
def boundedPart (f : Torus → ℂ) : Torus → ℂ :=
{x | ‖f x‖ < Real.exp 2}.indicator f
theorem MemLLogL.boundedPart_integrable {f : Torus → ℂ} (hf : MemLLogL f) :
Integrable (boundedPart f) circleMeasure :=
hf.integrable.indicator₀ (nullMeasurableSet_lt hf.1.norm.aemeasurable aemeasurable_const)
theorem norm_boundedPart_le (f : Torus → ℂ) (x : Torus) :
‖boundedPart f x‖ ≤ Real.exp 2 := by
by_cases hx : ‖f x‖ < Real.exp 2
· simpa [boundedPart, hx] using hx.le
· simp [boundedPart, hx, Real.exp_nonneg]
theorem norm_heightLayer_le (f : Torus → ℂ) (j : ℕ) (x : Torus) :
‖heightLayer f j x‖ ≤ Real.exp ((2 : ℝ) ^ (j + 2)) := by
by_cases hx : x ∈ heightLayerSet f j
· simpa only [heightLayer, Set.indicator_of_mem hx] using hx.2.le
· simp only [heightLayer, Set.indicator_of_notMem hx, norm_zero]
exact Real.exp_nonneg _
theorem mem_boundedPart_or_heightLayerSet (f : Torus → ℂ) (x : Torus) :
‖f x‖ < Real.exp 2 ∨ ∃ j : ℕ, x ∈ heightLayerSet f j := by
classical
by_cases hlo : ‖f x‖ < Real.exp 2
· exact Or.inl hlo
right
have hex : ∃ n : ℕ, ‖f x‖ < Real.exp ((2 : ℝ) ^ (n + 1)) := by
obtain ⟨n, hn⟩ := exists_nat_gt ‖f x‖
refine ⟨n, ?_⟩
have hp : (n + 1 : ℝ) < (2 : ℝ) ^ (n + 1) := by
exact_mod_cast (Nat.lt_two_pow_self (n := n + 1))
have he := Real.add_one_le_exp ((2 : ℝ) ^ (n + 1))
linarith
have hn : 0 < Nat.find hex := by
by_contra hn
have hn0 : Nat.find hex = 0 := by omega
exact hlo (by simpa only [hn0, zero_add, pow_one] using Nat.find_spec hex)
refine ⟨Nat.find hex - 1, ?_, ?_⟩
· exact le_of_not_gt (Nat.find_min hex (by omega : Nat.find hex - 1 < Nat.find hex))
· have hidx : Nat.find hex - 1 + 2 = Nat.find hex + 1 := by omega
simpa only [hidx] using Nat.find_spec hex
theorem boundedPart_add_tsum_heightLayer (f : Torus → ℂ) (x : Torus) :
boundedPart f x + ∑' j, heightLayer f j x = f x := by
classical
by_cases hlo : ‖f x‖ < Real.exp 2
· have hz : ∀ j, heightLayer f j x = 0 := by
intro j
have hnot : x ∉ heightLayerSet f j := by
intro hx
have hp : (2 : ℝ) ≤ (2 : ℝ) ^ (j + 1) := by
simpa only [pow_one] using
(pow_right_strictMono₀ (by norm_num : (1 : ℝ) < 2)).monotone
(by omega : 1 ≤ j + 1)
exact (not_le_of_gt hlo) ((Real.exp_le_exp.mpr hp).trans hx.1)
exact Set.indicator_of_notMem hnot f
simp [boundedPart, hlo, hz]
· obtain ⟨j, hj⟩ := (mem_boundedPart_or_heightLayerSet f x).resolve_left hlo
have hs : (∑' k, heightLayer f k x) = heightLayer f j x := by
apply tsum_eq_single j
intro k hkj
have hk : x ∉ heightLayerSet f k := by
intro hk
exact Set.disjoint_left.mp (heightLayerSet_pairwise_disjoint f hkj) hk hj
exact Set.indicator_of_notMem hk f
rw [hs]
simp [boundedPart, hlo, heightLayer, hj]
theorem MemLLogL.symmetricPartialSum_heightDecomposition {f : Torus → ℂ}
(hf : MemLLogL f) (N : ℕ) (x : Torus) :
symmetricPartialSum f N x = symmetricPartialSum (boundedPart f) N x +
∑' j, symmetricPartialSum (heightLayer f j) N x := by
have htail : (fun y ↦ ∑' j, heightLayer f j y) = f - boundedPart f := by
funext y
have h := boundedPart_add_tsum_heightLayer f y
change (∑' j, heightLayer f j y) = f y - boundedPart f y
exact eq_sub_of_add_eq' h
have hint : Integrable (fun y ↦ ∑' j, heightLayer f j y) circleMeasure := by
rw [htail]
exact hf.integrable.sub hf.boundedPart_integrable
have hdecomp : f = boundedPart f + (fun y ↦ ∑' j, heightLayer f j y) := by
funext y
exact (boundedPart_add_tsum_heightLayer f y).symm
calc
symmetricPartialSum f N x =
symmetricPartialSum (boundedPart f + (fun y ↦ ∑' j, heightLayer f j y)) N x :=
congrArg (fun g ↦ symmetricPartialSum g N x) hdecomp
_ = symmetricPartialSum (boundedPart f) N x +
symmetricPartialSum (fun y ↦ ∑' j, heightLayer f j y) N x :=
symmetricPartialSum_add hf.boundedPart_integrable hint N x
_ = symmetricPartialSum (boundedPart f) N x +
∑' j, symmetricPartialSum (heightLayer f j) N x := by
rw [symmetricPartialSum_tsum hf.heightLayer_integrable hf.summable_heightLayer_norm]
end FourierLLogL
end
end OAI