openAI-math-dataset / lean /OAI /GroupTheory /PolycyclicRecognition /Analysis /BackwardRecurrenceProbability.lean
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import OAI.GroupTheory.PolycyclicRecognition.Algebra.BackwardRecurrenceSets
import OAI.GroupTheory.PolycyclicRecognition.Analysis.BackwardSwitchProbability
namespace OAI
/-! # Positive probability of all prescribed returns -/
noncomputable section
namespace PolycyclicRecognition
open MeasureTheory Set
open scoped ENNReal NNReal
/-- Backward recurrence and independent sampling together. The thresholds
are the actual normalized masses of the subsequent retained sets. -/
theorem exists_backward_recurrence_probability
{G : Type*} [Group G] [MeasurableSpace G] [MeasurableMul₂ G] [MeasurableInv G]
(μ : Measure G) [SFinite μ] [μ.IsMulRightInvariant]
(σ : ℕ → Measure G) [∀ j, IsProbabilityMeasure (σ j)]
(Q : Set G) (hQfin : μ Q ≠ ∞) (hQpos : 0 < (μ Q).toReal)
(K R : ℕ → Set G) (hK : ∀ j, ∀ᵐ s ∂σ j, s ∈ K j)
(hRfin : ∀ j, μ (R j) ≠ ∞) (hRpos : ∀ j, 0 < (μ (R j)).toReal)
(hQR : ∀ j, ∀ a ∈ Q, ∀ s ∈ K j, a * s ∈ R j)
(D : ℕ → ℝ) (hD : ∀ j, 0 < D j)
(hvol : ∀ j, (μ (R j)).toReal ≤ D j * (μ Q).toReal)
(h : ℕ) (A : Set G) (hA : MeasurableSet A) (hAQ : A ⊆ Q)
(hApos : 0 < (μ A).toReal) :
∃ S : ℕ → Set G, S h = A ∧
(∀ j, j ≤ h → MeasurableSet (S j) ∧ S j ⊆ A ∧ 0 < (μ (S j)).toReal) ∧
(∀ j, j < h → S j ⊆ S (j + 1) ∧
(μ (S (j + 1))).toReal ^ 2 / (2 * D j * (μ Q).toReal) ≤ (μ (S j)).toReal) ∧
let τ := fun j => Real.toNNReal ((μ (S (j + 1))).toReal / (2 * D j * (μ Q).toReal))
0 < switchThresholdProduct τ 0 h ∧
∀ x ∈ S 0, switchThresholdProduct τ 0 h ≤ survivingSwitchProbability σ S 0 h x := by
obtain ⟨S, hlast, hsets, hstep⟩ := exists_backward_recurrence_sets μ σ Q hQfin hQpos
K R hK hRfin hRpos hQR D hD hvol h A hA hAQ hApos
refine ⟨S, hlast, hsets, fun j hj => ⟨(hstep j hj).1, (hstep j hj).2.1⟩, ?_⟩
let τ := fun j => Real.toNNReal ((μ (S (j + 1))).toReal / (2 * D j * (μ Q).toReal))
have hpos (j : ℕ) (hj : j < h) :
0 < (μ (S (j + 1))).toReal / (2 * D j * (μ Q).toReal) :=
div_pos (hsets (j + 1) (by omega)).2.2
(mul_pos (mul_pos (by norm_num) (hD j)) hQpos)
have hτ (j : ℕ) (hj : j < h) : 0 < τ j := by
exact Real.toNNReal_pos.mpr (hpos j hj)
refine ⟨switchThresholdProduct_pos τ 0 h (fun j _ hj => hτ j (by omega)), ?_⟩
intro x hx
apply switchThresholdProduct_le_survival σ S τ 0 h _ hx
intro j hj y hy
have hjh : j < h := by omega
have hr := (hstep j hjh).2.2 y hy
have hfin : twoSampleReturn (σ j) (S (j + 1)) y ≠ ∞ :=
(twoSampleReturn_le_one (σ j) (S (j + 1)) y).trans_lt (by simp) |>.ne
have hr' := ENNReal.ofReal_le_ofReal hr
rw [ENNReal.ofReal_toReal hfin] at hr'
exact hr'
end PolycyclicRecognition
end
end OAI