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import OAI.Analysis.IrrationalRotation.Model.MixedRadixProbability
import OAI.Analysis.IrrationalRotation.Sampling.MixedRadix
import OAI.Analysis.IrrationalRotation.Sampling.FinitePrefixLaw
import OAI.Analysis.IrrationalRotation.Analysis.UniformQuantization
import OAI.Analysis.IrrationalRotation.Analysis.LimitLaw
namespace OAI
noncomputable section
open MeasureTheory ProbabilityTheory Filter Set
open scoped Topology ENNReal BigOperators Classical
namespace Invariant233.MixedRadix
instance digitLaw_isProbability (r : ℕ → ℕ) (hr : ∀ n, 0 < r n) :
IsProbabilityMeasure (digitLaw r hr) := by
unfold digitLaw
infer_instance
theorem measurable_prefix_sum (r : ℕ → ℕ) (N : ℕ) :
Measurable (fun d : Digits r => ∑ n ∈ Finset.range N, term d n) := by
apply Finset.measurable_sum
intro n hn
exact ((measurable_of_finite (fun a : Fin (r n) => (a : ℝ))).comp
(measurable_pi_apply n)).div_const _
theorem tendsto_prefix_sum {r : ℕ → ℕ} (hr : ∀ n, 0 < r n) (d : Digits r) :
Tendsto (fun N => ∑ n ∈ Finset.range N, term d n) atTop (𝓝 (ofDigits d)) :=
(summable_terms hr d).hasSum.tendsto_sum_nat
theorem tendsto_quantized_prefix {r : ℕ → ℕ} (hr : ∀ n, 2 ≤ r n) {x : ℝ}
(hx : x ∈ Ico (0 : ℝ) 1) :
Tendsto (fun N => (⌊(denominator r N : ℝ) * x⌋₊ : ℝ) /
(denominator r N : ℝ)) atTop (𝓝 x) := by
let hp : ∀ n, 0 < r n := fun n => lt_of_lt_of_le (by decide : 0 < 2) (hr n)
have heq : (fun N => (⌊(denominator r N : ℝ) * x⌋₊ : ℝ) /
(denominator r N : ℝ)) =
(fun N => ∑ n ∈ Finset.range N, term (canonicalDigits r hp x) n) := by
funext N
have hq : (denominator r N : ℝ) ≠ 0 :=
ne_of_gt (by exact_mod_cast denominator_pos hp N)
have h := denominator_mul_prefix hp (canonicalDigits r hp x) N
rw [prefixRank_canonicalDigits hp hx N] at h
exact (eq_div_iff hq).mpr (by simpa [mul_comm] using h) |>.symm
rw [heq]
have hrec : ofDigits (canonicalDigits r hp x) = x := ofDigits_canonicalDigits hr hx
simpa only [hrec] using tendsto_prefix_sum hp (canonicalDigits r hp x)
theorem map_prefixRank_uniform (r : ℕ → ℕ) (hr : ∀ n, 0 < r n) (N : ℕ) [NeZero (denominator r N)] :
(digitLaw r hr).map
(fun d => finitePrefixRankEquiv r hr N (fun i : Fin N => d i)) =
(PMF.uniformOfFintype (Fin (denominator r N))).toMeasure := by
let : ∀ n, NeZero (r n) := fun n => ⟨ne_of_gt (hr n)⟩
let : NeZero (denominator r N) := ⟨ne_of_gt (denominator_pos hr N)⟩
let E := finitePrefixRankEquiv r hr N
have hp : (digitLaw r hr).map (fun d (i : Fin N) => d i) =
(PMF.uniformOfFintype ((i : Fin N) → Fin (r i))).toMeasure := by
unfold digitLaw
exact FiniteUniformLaw.infinitePi_fin_uniform (fun n => Fin (r n)) N
have hm : Measurable (fun d : Digits r => fun i : Fin N => d i) :=
Measurable.of_eval (fun index => measurable_pi_apply (index : ℕ))
change (digitLaw r hr).map (E ∘ (fun d (i : Fin N) => d i)) = _
rw [← Measure.map_map (measurable_of_finite E) hm, hp]
exact FiniteUniformLaw.map_equiv E
theorem prefix_sum_eq_normalized_rank (r : ℕ → ℕ) (hr : ∀ n, 0 < r n)
(N : ℕ) (d : Digits r) :
(∑ n ∈ Finset.range N, term d n) =
((finitePrefixRankEquiv r hr N (fun i : Fin N => d i) : ℕ) : ℝ) /
(denominator r N : ℝ) := by
rw [finitePrefixRankEquiv_val]
have heq : prefixRank (extendPrefix r hr N (fun i : Fin N => d i)) N =
prefixRank d N := by
apply prefixRank_congr
intro n hn
simp [hn]
rw [heq]
have hq : (denominator r N : ℝ) ≠ 0 :=
ne_of_gt (by exact_mod_cast denominator_pos hr N)
exact (eq_div_iff hq).mpr (by simpa [mul_comm] using denominator_mul_prefix hr d N)
theorem map_prefix_sum_eq_quantized (r : ℕ → ℕ) (hr : ∀ n, 0 < r n) (N : ℕ) :
(digitLaw r hr).map (fun d => ∑ n ∈ Finset.range N, term d n) =
(volume.restrict (Ico (0 : ℝ) 1)).map
(fun x => (⌊(denominator r N : ℝ) * x⌋₊ : ℝ) / (denominator r N : ℝ)) := by
let : ∀ n, NeZero (r n) := fun n => ⟨ne_of_gt (hr n)⟩
let : NeZero (denominator r N) := ⟨ne_of_gt (denominator_pos hr N)⟩
let R : Digits r → Fin (denominator r N) :=
fun d => finitePrefixRankEquiv r hr N (fun i : Fin N => d i)
let g : Fin (denominator r N) → ℝ := fun a => (a : ℝ) / (denominator r N : ℝ)
have hR : Measurable R := (measurable_of_finite (finitePrefixRankEquiv r hr N)).comp
(Measurable.of_eval (fun index : Fin N => measurable_pi_apply (index : ℕ)))
have hg : Measurable g := measurable_of_finite _
have heq : (fun d => ∑ n ∈ Finset.range N, term d n) = g ∘ R := by
funext d
exact prefix_sum_eq_normalized_rank r hr N d
rw [heq, ← Measure.map_map hg hR]
have hRlaw : (digitLaw r hr).map R =
(PMF.uniformOfFintype (Fin (denominator r N))).toMeasure :=
map_prefixRank_uniform r hr N
rw [hRlaw, ← UniformQuantization.map_quantize_uniform (denominator r N),
Measure.map_map hg (UniformQuantization.measurable_quantize _)]
apply Measure.map_congr
filter_upwards [ae_restrict_mem (μ := (volume : Measure ℝ)) measurableSet_Ico] with x hx
have hq : (0 : ℝ) < denominator r N := by exact_mod_cast denominator_pos hr N
have hfloor : ⌊(denominator r N : ℝ) * x⌋₊ < denominator r N :=
(Nat.floor_lt (mul_nonneg hq.le hx.1)).mpr (by nlinarith [hx.2])
simp [g, UniformQuantization.quantize, Nat.mod_eq_of_lt hfloor]
theorem map_ofDigits_eq_volume (r : ℕ → ℕ) (hr : ∀ n, 2 ≤ r n) :
(digitLaw r (fun n => lt_of_lt_of_le (by decide : 0 < 2) (hr n))).map ofDigits =
volume.restrict (Ico (0 : ℝ) 1) := by
let hp : ∀ n, 0 < r n := fun n => lt_of_lt_of_le (by decide : 0 < 2) (hr n)
let μ := digitLaw r hp
let ν := (volume : Measure ℝ).restrict (Ico (0 : ℝ) 1)
have : IsProbabilityMeasure ν := ⟨by simp [ν]⟩
have : IsProbabilityMeasure μ := digitLaw_isProbability r hp
have hX : ∀ N, AEMeasurable (fun d : Digits r => ∑ n ∈ Finset.range N, term d n) μ :=
fun N => (measurable_prefix_sum r N).aemeasurable
have hY : ∀ N, AEMeasurable
(fun x : ℝ => (⌊(denominator r N : ℝ) * x⌋₊ : ℝ) / (denominator r N : ℝ)) ν := by
intro N
exact (((measurable_of_countable (fun n : ℕ => (n : ℝ))).comp
(measurable_const.mul measurable_id).nat_floor).div_const _).aemeasurable
have hZ : AEMeasurable (ofDigits : Digits r → ℝ) μ :=
(continuous_ofDigits hr).measurable.aemeasurable
have hW : AEMeasurable (id : ℝ → ℝ) ν := measurable_id.aemeasurable
have hXZ : ∀ᵐ d ∂μ, Tendsto (fun N => ∑ n ∈ Finset.range N, term d n)
atTop (𝓝 (ofDigits d)) := Filter.Eventually.of_forall (tendsto_prefix_sum hp)
have hYW : ∀ᵐ x ∂ν, Tendsto
(fun N => (⌊(denominator r N : ℝ) * x⌋₊ : ℝ) / (denominator r N : ℝ))
atTop (𝓝 (id x)) := by
filter_upwards [ae_restrict_mem (μ := (volume : Measure ℝ)) measurableSet_Ico] with x hx
exact tendsto_quantized_prefix hr hx
have h := Invariant233.map_eq_of_ae_limits_of_map_eq hX hY hZ hW hXZ hYW
(map_prefix_sum_eq_quantized r hp)
simpa only [Measure.map_id] using h
end Invariant233.MixedRadix
end
end OAI