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import OAI.MathematicalPhysics.CriticalSK.SpinModel
namespace OAI
noncomputable section
open scoped BigOperators Topology NNReal ENNReal
open MeasureTheory ProbabilityTheory
open scoped ENNReal NNReal
open scoped BigOperators InnerProductSpace
open Module
open scoped BigOperators ENNReal NNReal Real Topology
open MeasureTheory ProbabilityTheory Filter
open scoped BigOperators NNReal
open scoped BigOperators
open Matrix Polynomial
open scoped BigOperators Topology
open Filter
open scoped BigOperators NNReal ENNReal Topology Pointwise Matrix.Norms.Elementwise
open Set Metric MeasureTheory MeasureTheory.Measure
open scoped ENNReal NNReal Topology
open MeasureTheory MeasureTheory.Measure Set Metric
open scoped BigOperators ENNReal Topology
open Set MeasureTheory
open scoped BigOperators ENNReal
open MeasureTheory
namespace CriticalSK
section
variable {ι : Type*} [Fintype ι] [DecidableEq ι]
lemma orthogonal_entry_bound (U : Matrix.orthogonalGroup ι ℝ) (i j : ι) :
|(U : Matrix ι ι ℝ) i j| ≤ 1 := by
have h : (∑ k : ι, ((U : Matrix ι ι ℝ) k j)^2) = 1 := by
have he := congrArg (fun A : Matrix ι ι ℝ => A j j) (Unitary.star_mul_self_of_mem U.property)
simpa only [Matrix.mul_apply, Matrix.star_apply, star_trivial, Matrix.one_apply_eq,
← sq] using he
have hl : ((U : Matrix ι ι ℝ) i j)^2 ≤ 1 := by
rw [← h]
exact Finset.single_le_sum (f := fun k => ((U : Matrix ι ι ℝ) k j)^2)
(fun k _ => sq_nonneg _) (Finset.mem_univ i)
nlinarith [sq_abs ((U : Matrix ι ι ℝ) i j), abs_nonneg ((U : Matrix ι ι ℝ) i j)]
instance orthogonalGroup_compactSpace : CompactSpace (Matrix.orthogonalGroup ι ℝ) := by
apply isCompact_iff_compactSpace.mp
apply Metric.isCompact_of_isClosed_isBounded (isClosed_unitary (R := Matrix ι ι ℝ))
apply Metric.isBounded_iff_subset_closedBall (0 : Matrix ι ι ℝ) |>.mpr
refine ⟨1, ?_⟩
intro A hA
rw [mem_closedBall, dist_zero_right]
apply (pi_norm_le_iff_of_nonneg (by norm_num : (0:ℝ) ≤ 1)).mpr
intro i
apply (pi_norm_le_iff_of_nonneg (by norm_num : (0:ℝ) ≤ 1)).mpr
intro j
exact orthogonal_entry_bound ⟨A,hA⟩ i j
instance orthogonalGroup_measurableSpace : MeasurableSpace (Matrix.orthogonalGroup ι ℝ) :=
borel _
instance orthogonalGroup_borelSpace : BorelSpace (Matrix.orthogonalGroup ι ℝ) := ⟨rfl⟩
def orthogonalHaar (ι : Type*) [Fintype ι] [DecidableEq ι] :
Measure (Matrix.orthogonalGroup ι ℝ) :=
Measure.haarMeasure ⟨⟨univ, isCompact_univ⟩, by simpa only [interior_univ] using Set.univ_nonempty⟩
instance orthogonalHaar_probability : IsProbabilityMeasure (orthogonalHaar ι) := by
constructor
exact Measure.haarMeasure_self
instance orthogonalHaar_leftInvariant : IsMulLeftInvariant (orthogonalHaar ι) := by
unfold orthogonalHaar
infer_instance
instance orthogonalHaar_haar : IsHaarMeasure (orthogonalHaar ι) := by
unfold orthogonalHaar
infer_instance
instance orthogonalHaar_rightInvariant : IsMulRightInvariant (orthogonalHaar ι) := by
constructor
intro g
let ν := (orthogonalHaar ι).map (· * g)
have hν : IsProbabilityMeasure ν := inferInstance
have he := isMulInvariant_eq_smul_of_compactSpace ν (orthogonalHaar ι)
have hf := congrArg (fun μ : Measure (Matrix.orthogonalGroup ι ℝ) => μ univ) he
simp only [measure_univ, Measure.smul_apply, ENNReal.smul_def, smul_eq_mul, mul_one] at hf
have hf' : haarScalarFactor ν (orthogonalHaar ι) = 1 := by exact_mod_cast hf.symm
rw [hf', one_smul] at he
exact he
lemma euclideanMatrix_mul_apply (A B : Matrix ι ι ℝ) (x : EuclideanSpace ℝ ι) :
(A*B).toEuclideanLin x = A.toEuclideanLin (B.toEuclideanLin x) := by
exact congrArg (fun L : EuclideanSpace ℝ ι →ₗ[ℝ] EuclideanSpace ℝ ι => L x)
(Matrix.toLpLin_mul 2 2 2 A B)
lemma euclideanMatrix_one_apply (x : EuclideanSpace ℝ ι) :
(1 : Matrix ι ι ℝ).toEuclideanLin x = x := by
simp only [Matrix.toEuclideanLin, Matrix.toLpLin_one, LinearMap.id_apply]
lemma orthogonal_inner_map (U : Matrix.orthogonalGroup ι ℝ) (x y : EuclideanSpace ℝ ι) :
inner ℝ ((U : Matrix ι ι ℝ).toEuclideanLin x) ((U : Matrix ι ι ℝ).toEuclideanLin y) =
inner ℝ x y := by
rw [← LinearMap.adjoint_inner_right, ← Matrix.toEuclideanLin_conjTranspose_eq_adjoint,
← euclideanMatrix_mul_apply]
rw [← Matrix.star_eq_conjTranspose, Unitary.star_mul_self_of_mem U.property,
euclideanMatrix_one_apply]
def orthogonalIsometry (U : Matrix.orthogonalGroup ι ℝ) :
EuclideanSpace ℝ ι ≃ₗᵢ[ℝ] EuclideanSpace ℝ ι where
toLinearMap := (U : Matrix ι ι ℝ).toEuclideanLin
invFun := (star (U : Matrix ι ι ℝ)).toEuclideanLin
left_inv x := by
change (star (U : Matrix ι ι ℝ)).toEuclideanLin ((U : Matrix ι ι ℝ).toEuclideanLin x) = x
rw [← euclideanMatrix_mul_apply, Unitary.star_mul_self_of_mem U.property,
euclideanMatrix_one_apply]
right_inv x := by
change (U : Matrix ι ι ℝ).toEuclideanLin ((star (U : Matrix ι ι ℝ)).toEuclideanLin x) = x
rw [← euclideanMatrix_mul_apply, Unitary.mul_star_self_of_mem U.property,
euclideanMatrix_one_apply]
norm_map' := (LinearMap.norm_map_iff_inner_map_map _).mpr (orthogonal_inner_map U)
lemma orthogonalIsometry_apply (U : Matrix.orthogonalGroup ι ℝ) (x : EuclideanSpace ℝ ι) (i : ι) :
orthogonalIsometry U x i = ∑ j, (U : Matrix ι ι ℝ) i j * x j := rfl
lemma orthogonalIsometry_mul (U V : Matrix.orthogonalGroup ι ℝ) (x : EuclideanSpace ℝ ι) :
orthogonalIsometry (U*V) x = orthogonalIsometry U (orthogonalIsometry V x) :=
euclideanMatrix_mul_apply _ _ _
lemma orthogonalIsometry_continuous :
Continuous (fun p : Matrix.orthogonalGroup ι ℝ × EuclideanSpace ℝ ι => orthogonalIsometry p.1 p.2) := by
change Continuous (fun p : Matrix.orthogonalGroup ι ℝ × EuclideanSpace ℝ ι =>
WithLp.toLp 2 (fun i => ∑ j, (p.1 : Matrix ι ι ℝ) i j * p.2 j))
apply (PiLp.continuous_toLp 2 (fun _ : ι => ℝ)).comp
apply continuous_pi
intro i
apply continuous_finsetSum
intro j _
have hU : Continuous (fun p : Matrix.orthogonalGroup ι ℝ × EuclideanSpace ℝ ι =>
(p.1 : Matrix ι ι ℝ)) := continuous_subtype_val.comp continuous_fst
exact ((continuous_apply j).comp ((continuous_apply i).comp hU)).mul
((PiLp.continuous_apply 2 _ j).comp continuous_snd)
lemma orthogonalIsometry_fixed_continuous (x : EuclideanSpace ℝ ι) :
Continuous (fun U : Matrix.orthogonalGroup ι ℝ => orthogonalIsometry U x) := by
change Continuous (fun U : Matrix.orthogonalGroup ι ℝ =>
WithLp.toLp 2 (fun i => ∑ j, (U : Matrix ι ι ℝ) i j * x j))
apply (PiLp.continuous_toLp 2 (fun _ : ι => ℝ)).comp
apply continuous_pi
intro i
apply continuous_finsetSum
intro j _
have hU : Continuous (fun U : Matrix.orthogonalGroup ι ℝ => (U : Matrix ι ι ℝ)) :=
continuous_subtype_val
exact ((continuous_apply j).comp ((continuous_apply i).comp hU)).mul continuous_const
def matrixOfIsometry (U : EuclideanSpace ℝ ι ≃ₗᵢ[ℝ] EuclideanSpace ℝ ι) : Matrix.orthogonalGroup ι ℝ :=
⟨U.toMatrix (EuclideanSpace.basisFun ι ℝ).toBasis (EuclideanSpace.basisFun ι ℝ).toBasis,
U.toMatrix_mem_unitaryGroup _ _⟩
lemma orthogonalIsometry_matrixOfIsometry (U : EuclideanSpace ℝ ι ≃ₗᵢ[ℝ] EuclideanSpace ℝ ι) :
orthogonalIsometry (matrixOfIsometry U) = U := by
ext x i
change (Matrix.toEuclideanLin (LinearMap.toMatrix (EuclideanSpace.basisFun ι ℝ).toBasis
(EuclideanSpace.basisFun ι ℝ).toBasis U.toLinearMap) x) i = U x i
rw [Matrix.toEuclideanLin_eq_toLin_orthonormal, Matrix.toLin_toMatrix]
rfl
lemma orthogonal_transitive {x y : EuclideanSpace ℝ ι} (hxy : ‖x‖ = ‖y‖) :
∃ U : Matrix.orthogonalGroup ι ℝ, orthogonalIsometry U x = y := by
refine ⟨matrixOfIsometry (Submodule.reflection (ℝ ∙ (x-y))ᗮ), ?_⟩
rw [orthogonalIsometry_matrixOfIsometry]
exact Submodule.reflection_sub hxy
end
section
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
def sphereMap (U : E ≃ₗᵢ[ℝ] E) (u : sphere (0:E) 1) : sphere (0:E) 1 :=
⟨U u.val, mem_sphere_zero_iff_norm.mpr (by rw [U.norm_map]; exact mem_sphere_zero_iff_norm.mp u.property)⟩
lemma sphereMap_continuous (U : E ≃ₗᵢ[ℝ] E) : Continuous (sphereMap U) := by
exact (U.continuous.comp continuous_subtype_val).subtype_mk _
lemma sphereMap_symm (U : E ≃ₗᵢ[ℝ] E) (u : sphere (0:E) 1) :
sphereMap U (sphereMap U.symm u) = u := by
apply Subtype.ext
exact U.apply_symm_apply u.val
lemma sphereMap_cone_preimage (U : E ≃ₗᵢ[ℝ] E) (A : Set (sphere (0:E) 1)) :
Ioo (0:ℝ) 1 • (Subtype.val '' (sphereMap U ⁻¹' A)) =
U ⁻¹' (Ioo (0:ℝ) 1 • (Subtype.val '' A)) := by
ext x
constructor
· rintro ⟨r, hr, y, ⟨u, hu, rfl⟩, rfl⟩
exact ⟨r, hr, U u.val, ⟨sphereMap U u, hu, rfl⟩, (U.map_smul r u.val).symm⟩
· rintro ⟨r, hr, y, ⟨u, hu, rfl⟩, hy⟩
refine ⟨r, hr, U.symm u.val, ⟨sphereMap U.symm u, ?_, rfl⟩, ?_⟩
· change sphereMap U (sphereMap U.symm u) ∈ A
rwa [sphereMap_symm]
· apply U.injective
rw [U.map_smul, U.apply_symm_apply]
exact hy
variable [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
lemma sphereMap_preserving (U : E ≃ₗᵢ[ℝ] E) :
MeasurePreserving (sphereMap U) (volume : Measure E).toSphere
(volume : Measure E).toSphere := by
constructor
· exact (sphereMap_continuous U).measurable
· ext A hA
rw [Measure.map_apply (sphereMap_continuous U).measurable hA,
Measure.toSphere_apply' _ ((sphereMap_continuous U).measurable hA),
Measure.toSphere_apply' _ hA, sphereMap_cone_preimage,
U.measurePreserving.measure_preimage_emb U.toHomeomorph.measurableEmbedding]
end
section
variable {ι : Type*} [Fintype ι] [DecidableEq ι]
abbrev unitSphere (ι : Type*) [Fintype ι] := Metric.sphere (0 : EuclideanSpace ℝ ι) 1
def orthogonalSphere (U : Matrix.orthogonalGroup ι ℝ) (u : unitSphere ι) : unitSphere ι :=
sphereMap (orthogonalIsometry U) u
lemma orthogonalSphere_continuous :
Continuous (fun p : Matrix.orthogonalGroup ι ℝ × unitSphere ι => orthogonalSphere p.1 p.2) := by
exact (orthogonalIsometry_continuous.comp (continuous_fst.prodMk
(continuous_subtype_val.comp continuous_snd))).subtype_mk _
lemma orthogonalSphere_mul (U V : Matrix.orthogonalGroup ι ℝ) (u : unitSphere ι) :
orthogonalSphere (U*V) u = orthogonalSphere U (orthogonalSphere V u) := by
apply Subtype.ext
exact orthogonalIsometry_mul U V u.val
lemma orthogonalSphere_transitive (u w : unitSphere ι) :
∃ U : Matrix.orthogonalGroup ι ℝ, orthogonalSphere U u = w := by
obtain ⟨U,hU⟩ := orthogonal_transitive
((mem_sphere_zero_iff_norm.mp u.property).trans (mem_sphere_zero_iff_norm.mp w.property).symm)
exact ⟨U, Subtype.ext hU⟩
lemma orthogonalSphere_integral (U : Matrix.orthogonalGroup ι ℝ) (f : unitSphere ι → ℝ) :
(∫ u, f (orthogonalSphere U u) ∂(volume : Measure (EuclideanSpace ℝ ι)).toSphere) =
∫ u, f u ∂(volume : Measure (EuclideanSpace ℝ ι)).toSphere := by
apply (sphereMap_preserving (orthogonalIsometry U)).integral_comp
apply (sphereMap_continuous (orthogonalIsometry U)).measurableEmbedding
intro u w h
apply Subtype.ext
exact (orthogonalIsometry U).injective (congrArg Subtype.val h)
lemma orthogonal_orbit_integral_eq (f : unitSphere ι → ℝ) (u w : unitSphere ι) :
(∫ U, f (orthogonalSphere U u) ∂orthogonalHaar ι) =
∫ U, f (orthogonalSphere U w) ∂orthogonalHaar ι := by
obtain ⟨V,hV⟩ := orthogonalSphere_transitive u w
rw [← hV]
simp_rw [← orthogonalSphere_mul]
exact (integral_mul_right_eq_self (fun U => f (orthogonalSphere U u)) V).symm
variable [Nonempty ι]
def sphereArea : ℝ := (volume : Measure (EuclideanSpace ℝ ι)).toSphere.real Set.univ
def sphereAverage (f : unitSphere ι → ℝ) : ℝ :=
(∫ u, f u ∂(volume : Measure (EuclideanSpace ℝ ι)).toSphere) / sphereArea (ι := ι)
omit [DecidableEq ι] in
lemma sphereArea_pos : 0 < sphereArea (ι := ι) := by
exact ENNReal.toReal_pos ((measure_univ_pos.mpr (Measure.toSphere_ne_zero _)).ne')
(measure_ne_top _ _)
lemma orthogonal_first_moment (f : unitSphere ι → ℝ) (hf : Continuous f) (u : unitSphere ι) :
(∫ U, f (orthogonalSphere U u) ∂orthogonalHaar ι) = sphereAverage f := by
let σ := (volume : Measure (EuclideanSpace ℝ ι)).toSphere
let J := fun w : unitSphere ι => ∫ U, f (orthogonalSphere U w) ∂orthogonalHaar ι
have hc : Continuous (fun p : Matrix.orthogonalGroup ι ℝ × unitSphere ι =>
f (orthogonalSphere p.1 p.2)) := hf.comp orthogonalSphere_continuous
have hi : Integrable (fun p : Matrix.orthogonalGroup ι ℝ × unitSphere ι =>
f (orthogonalSphere p.1 p.2)) ((orthogonalHaar ι).prod σ) := by
simpa only [integrableOn_univ] using hc.continuousOn.integrableOn_compact isCompact_univ
have he : sphereArea (ι := ι) * J u = ∫ w, f w ∂σ := by
calc
_ = ∫ _w : unitSphere ι, J u ∂σ := by
rw [integral_const, smul_eq_mul]
rfl
_ = ∫ w : unitSphere ι, J w ∂σ := integral_congr_ae
(Filter.Eventually.of_forall (fun w => orthogonal_orbit_integral_eq f u w))
_ = ∫ U, ∫ w : unitSphere ι, f (orthogonalSphere U w) ∂σ ∂orthogonalHaar ι :=
(integral_integral_swap hi).symm
_ = ∫ _U : Matrix.orthogonalGroup ι ℝ, ∫ w : unitSphere ι, f w ∂σ ∂orthogonalHaar ι := by
apply integral_congr_ae
exact Filter.Eventually.of_forall (fun U => orthogonalSphere_integral U f)
_ = _ := by simp
exact (eq_div_iff (ne_of_gt (sphereArea_pos (ι := ι)))).mpr (by simpa only [mul_comm] using he)
end
section
variable {ι : Type*} [Fintype ι] [DecidableEq ι] [Nonempty ι]
def sphereUniform : Measure (unitSphere ι) :=
((volume : Measure (EuclideanSpace ℝ ι)).toSphere Set.univ)⁻¹ •
(volume : Measure (EuclideanSpace ℝ ι)).toSphere
instance sphereUniform_probability : IsProbabilityMeasure (sphereUniform (ι := ι)) := by
constructor
rw [sphereUniform, Measure.smul_apply, smul_eq_mul]
exact ENNReal.inv_mul_cancel (measure_univ_pos.mpr (Measure.toSphere_ne_zero _)).ne'
(measure_ne_top _ _)
omit [DecidableEq ι] [Nonempty ι] in
lemma sphereUniform_integral (f : unitSphere ι → ℝ) :
(∫ u, f u ∂sphereUniform) = sphereAverage f := by
rw [sphereUniform, integral_smul_measure, ENNReal.toReal_inv, smul_eq_mul]
exact inv_mul_eq_div _ _
lemma orthogonal_sphere_preserving (u : unitSphere ι) :
MeasurePreserving (fun U => orthogonalSphere U u) (orthogonalHaar ι) sphereUniform := by
have hc : Continuous (fun U : Matrix.orthogonalGroup ι ℝ => orthogonalSphere U u) := by
apply Continuous.subtype_mk
exact orthogonalIsometry_fixed_continuous u.val
refine ⟨hc.measurable, ?_⟩
apply ext_of_forall_integral_eq_of_IsFiniteMeasure
intro f
rw [integral_map hc.measurable.aemeasurable f.continuous.measurable.aestronglyMeasurable,
sphereUniform_integral]
exact orthogonal_first_moment f f.continuous u
end
section
variable {ι : Type*} [Fintype ι] [DecidableEq ι]
lemma orthogonal_pair_transitive {x y x' y' : EuclideanSpace ℝ ι}
(hx : ‖x‖ = ‖x'‖) (hy : ‖y‖ = ‖y'‖)
(hxy : inner ℝ x y = inner ℝ x' y') :
∃ U : Matrix.orthogonalGroup ι ℝ,
orthogonalIsometry U x = x' ∧ orthogonalIsometry U y = y' := by
let A := Submodule.reflection (ℝ ∙ (x-x'))ᗮ
have hA : A x = x' := Submodule.reflection_sub hx
let B := Submodule.reflection (ℝ ∙ (A y-y'))ᗮ
have hBx : B x' = x' := by
apply Submodule.reflection_mem_subspace_eq_self
rw [Submodule.mem_orthogonal_singleton_iff_inner_left, inner_sub_right]
have he : inner ℝ x' (A y) = inner ℝ x y := by
rw [← hA, A.inner_map_map]
rw [he, hxy, sub_self]
have hBy : B (A y) = y' := Submodule.reflection_sub ((A.norm_map y).trans hy)
refine ⟨matrixOfIsometry (A.trans B), ?_, ?_⟩
· rw [orthogonalIsometry_matrixOfIsometry]
change B (A x) = x'
rw [hA, hBx]
· rw [orthogonalIsometry_matrixOfIsometry]
exact hBy
lemma orthogonal_pair_integral_eq (f : EuclideanSpace ℝ ι → EuclideanSpace ℝ ι → ℝ)
{x y x' y' : EuclideanSpace ℝ ι} (hx : ‖x‖ = ‖x'‖) (hy : ‖y‖ = ‖y'‖)
(hxy : inner ℝ x y = inner ℝ x' y') :
(∫ U, f (orthogonalIsometry U x) (orthogonalIsometry U y) ∂orthogonalHaar ι) =
∫ U, f (orthogonalIsometry U x') (orthogonalIsometry U y') ∂orthogonalHaar ι := by
obtain ⟨V,hVx,hVy⟩ := orthogonal_pair_transitive hx hy hxy
rw [← hVx, ← hVy]
simp_rw [← orthogonalIsometry_mul]
exact (integral_mul_right_eq_self
(fun U => f (orthogonalIsometry U x) (orthogonalIsometry U y)) V).symm
lemma orthogonal_pair_swap (f : EuclideanSpace ℝ ι → EuclideanSpace ℝ ι → ℝ)
{x y : EuclideanSpace ℝ ι} (hxy : ‖x‖ = ‖y‖) :
(∫ U, f (orthogonalIsometry U x) (orthogonalIsometry U y) ∂orthogonalHaar ι) =
∫ U, f (orthogonalIsometry U y) (orthogonalIsometry U x) ∂orthogonalHaar ι := by
exact orthogonal_pair_integral_eq f hxy hxy.symm (real_inner_comm _ _)
def diagonalEnergy (lam : ι → ℝ) (x : EuclideanSpace ℝ ι) : ℝ := ∑ i, lam i * x i ^ 2
omit [DecidableEq ι] in
lemma diagonalEnergy_continuous (lam : ι → ℝ) : Continuous (diagonalEnergy lam) := by
apply continuous_finsetSum
intro i _
exact continuous_const.mul ((PiLp.continuous_apply 2 _ i).pow 2)
lemma orthogonalHaar_integrable {f : Matrix.orthogonalGroup ι ℝ → ℝ} (hf : Continuous f) :
Integrable f (orthogonalHaar ι) := by
simpa only [integrableOn_univ] using hf.continuousOn.integrableOn_compact isCompact_univ
def pairIntegrand (lam : ι → ℝ) (x y : EuclideanSpace ℝ ι) (q : ℝ)
(U : Matrix.orthogonalGroup ι ℝ) : ℝ :=
Real.exp (((1+q)*diagonalEnergy lam (orthogonalIsometry U x) +
(1-q)*diagonalEnergy lam (orthogonalIsometry U y))/2)
def pairMoment (lam : ι → ℝ) (x y : EuclideanSpace ℝ ι) (q : ℝ) : ℝ :=
∫ U, pairIntegrand lam x y q U ∂orthogonalHaar ι
lemma pairIntegrand_continuous (lam : ι → ℝ) (x y : EuclideanSpace ℝ ι) (q : ℝ) :
Continuous (pairIntegrand lam x y q) := by
have hx := (diagonalEnergy_continuous lam).comp (orthogonalIsometry_fixed_continuous x)
have hy := (diagonalEnergy_continuous lam).comp (orthogonalIsometry_fixed_continuous y)
exact ((continuous_const.mul hx).add (continuous_const.mul hy)).div_const 2 |>.rexp
lemma pairMoment_nonneg (lam : ι → ℝ) (x y : EuclideanSpace ℝ ι) (q : ℝ) :
0 ≤ pairMoment lam x y q := integral_nonneg (fun _ => (Real.exp_pos _).le)
lemma pairMoment_even (lam : ι → ℝ) {x y : EuclideanSpace ℝ ι}
(hxy : ‖x‖ = ‖y‖) (q : ℝ) : pairMoment lam x y (-q) = pairMoment lam x y q := by
unfold pairMoment pairIntegrand
rw [orthogonal_pair_swap (fun a b => Real.exp (((1+-q)*diagonalEnergy lam a +
(1- -q)*diagonalEnergy lam b)/2)) hxy]
apply integral_congr_ae
filter_upwards [] with U
congr 1
ring
lemma exp_pair_cosh (A D q : ℝ) :
Real.exp ((A+D)/2) * Real.cosh (q*(A-D)/2) =
(Real.exp (((1+q)*A+(1-q)*D)/2) + Real.exp (((1-q)*A+(1+q)*D)/2))/2 := by
rw [Real.cosh_eq, ← mul_div_assoc, mul_add, ← Real.exp_add, ← Real.exp_add]
congr 2 <;> ring_nf
lemma pairMoment_cosh (lam : ι → ℝ) {x y : EuclideanSpace ℝ ι}
(hxy : ‖x‖ = ‖y‖) (q : ℝ) :
pairMoment lam x y q = ∫ U,
Real.exp ((diagonalEnergy lam (orthogonalIsometry U x) +
diagonalEnergy lam (orthogonalIsometry U y))/2) *
Real.cosh (q*(diagonalEnergy lam (orthogonalIsometry U x) -
diagonalEnergy lam (orthogonalIsometry U y))/2) ∂orthogonalHaar ι := by
simp_rw [exp_pair_cosh]
have hf (U : Matrix.orthogonalGroup ι ℝ) :
Real.exp (((1-q)*diagonalEnergy lam (orthogonalIsometry U x)+
(1+q)*diagonalEnergy lam (orthogonalIsometry U y))/2) = pairIntegrand lam x y (-q) U := by
unfold pairIntegrand
congr 1
ring
simp_rw [hf]
rw [integral_div]
change pairMoment lam x y q =
(∫ U, pairIntegrand lam x y q U + pairIntegrand lam x y (-q) U ∂orthogonalHaar ι)/2
rw [integral_add (orthogonalHaar_integrable (pairIntegrand_continuous lam x y q))
(orthogonalHaar_integrable (pairIntegrand_continuous lam x y (-q)))]
change pairMoment lam x y q = (pairMoment lam x y q + pairMoment lam x y (-q))/2
rw [pairMoment_even lam hxy]
ring
lemma pairMoment_mono_abs (lam : ι → ℝ) {x y : EuclideanSpace ℝ ι}
(hxy : ‖x‖ = ‖y‖) {q r : ℝ} (hqr : |q| ≤ |r|) :
pairMoment lam x y q ≤ pairMoment lam x y r := by
rw [pairMoment_cosh lam hxy q, pairMoment_cosh lam hxy r]
have hx := (diagonalEnergy_continuous lam).comp (orthogonalIsometry_fixed_continuous x)
have hy := (diagonalEnergy_continuous lam).comp (orthogonalIsometry_fixed_continuous y)
have hc (t : ℝ) : Continuous (fun U : Matrix.orthogonalGroup ι ℝ =>
Real.exp ((diagonalEnergy lam (orthogonalIsometry U x) +
diagonalEnergy lam (orthogonalIsometry U y))/2) *
Real.cosh (t*(diagonalEnergy lam (orthogonalIsometry U x) -
diagonalEnergy lam (orthogonalIsometry U y))/2)) := by
exact ((hx.add hy).div_const 2).rexp.mul
(Real.continuous_cosh.comp ((continuous_const.mul (hx.sub hy)).div_const 2))
apply integral_mono (orthogonalHaar_integrable (hc q)) (orthogonalHaar_integrable (hc r))
intro U
apply mul_le_mul_of_nonneg_left _ (Real.exp_pos _).le
apply Real.cosh_le_cosh.mpr
simp only [abs_div, abs_mul]
exact div_le_div_of_nonneg_right (mul_le_mul_of_nonneg_right hqr (abs_nonneg _)) (abs_nonneg _)
end
section
variable {ι : Type*} [Fintype ι] [DecidableEq ι] [Nonempty ι]
def spherePartition (lam : ι → ℝ) (a r : ℝ) : ℝ :=
sphereAverage (fun u => Real.exp (a / 2 * diagonalEnergy lam (r • u.val)))
omit [DecidableEq ι] [Nonempty ι] in
lemma sphere_energy_continuous (lam : ι → ℝ) (a r : ℝ) :
Continuous (fun u : unitSphere ι => Real.exp (a / 2 * diagonalEnergy lam (r • u.val))) := by
have hscale : Continuous (fun u : unitSphere ι => r • (u.val : EuclideanSpace ℝ ι)) :=
(continuous_const_smul r).comp continuous_subtype_val
have henergy := (diagonalEnergy_continuous lam).comp hscale
exact (henergy.const_mul (a / 2)).rexp
lemma orthogonal_scaled_partition (lam : ι → ℝ) (a r : ℝ) (u : unitSphere ι) :
(∫ U, Real.exp (a / 2 * diagonalEnergy lam (orthogonalIsometry U (r • u.val)))
∂orthogonalHaar ι) = spherePartition lam a r := by
calc
_ = ∫ U, Real.exp (a / 2 * diagonalEnergy lam (r • (orthogonalSphere U u).val))
∂orthogonalHaar ι := by
apply integral_congr_ae
filter_upwards [] with U
rw [(orthogonalIsometry U).map_smul]
rfl
_ = _ := orthogonal_first_moment _ (sphere_energy_continuous lam a r) u
lemma orthogonal_radial_partition (lam : ι → ℝ) (a : ℝ) {r : ℝ} (hr : 0 < r)
(x : EuclideanSpace ℝ ι) (hx : ‖x‖ = r) :
(∫ U, Real.exp (a/2 * diagonalEnergy lam (orthogonalIsometry U x)) ∂orthogonalHaar ι) =
spherePartition lam a r := by
have hu : ‖r⁻¹ • x‖ = 1 := by
rw [norm_smul, Real.norm_of_nonneg (inv_nonneg.mpr hr.le), hx, inv_mul_cancel₀ hr.ne']
let u : unitSphere ι := ⟨r⁻¹ • x, mem_sphere_zero_iff_norm.mpr hu⟩
have he : r • u.val = x := by
change r • (r⁻¹ • x) = x
rw [smul_smul, mul_inv_cancel₀ hr.ne', one_smul]
calc
_ = ∫ U, Real.exp (a/2 * diagonalEnergy lam (orthogonalIsometry U (r • u.val)))
∂orthogonalHaar ι := by simp only [he]
_ = _ := orthogonal_scaled_partition lam a r u
end
section
lemma cubeVector_norm {n : ℕ} (x : Spin n) : ‖cubeVector x‖ = Real.sqrt n := by
apply (sq_eq_sq₀ (norm_nonneg _) (Real.sqrt_nonneg _)).mp
rw [Real.sq_sqrt (Nat.cast_nonneg _), EuclideanSpace.real_norm_sq_eq]
change ∑ i : Fin n, spinValue (x i)^2 = (n : ℝ)
simp only [spinValue_sq, Finset.sum_const, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul,
mul_one]
def rotatedCubePartition {n : ℕ} (lam : Fin n → ℝ) (a : ℝ)
(U : Matrix.orthogonalGroup (Fin n) ℝ) : ℝ :=
(Fintype.card (Spin n) : ℝ)⁻¹ * ∑ x : Spin n,
Real.exp (a/2 * diagonalEnergy lam (orthogonalIsometry U (cubeVector x)))
lemma rotatedCubePartition_first_moment {n : ℕ} (hn : 0 < n) (lam : Fin n → ℝ) (a : ℝ) :
(∫ U, rotatedCubePartition lam a U ∂orthogonalHaar (Fin n)) =
spherePartition lam a (Real.sqrt n) := by
let : Nonempty (Fin n) := ⟨⟨0, hn⟩⟩
unfold rotatedCubePartition
rw [integral_const_mul, integral_finsetSum]
· simp_rw [orthogonal_radial_partition lam a (Real.sqrt_pos.mpr (Nat.cast_pos.mpr hn))
_ (cubeVector_norm _)]
rw [Finset.sum_const, Finset.card_univ, nsmul_eq_mul, ← mul_assoc,
inv_mul_cancel₀ (by exact_mod_cast Fintype.card_ne_zero (α := Spin n)), one_mul]
· intro x _
apply orthogonalHaar_integrable
exact (continuous_const.mul ((diagonalEnergy_continuous lam).comp
(orthogonalIsometry_fixed_continuous (cubeVector x)))).rexp
variable {ι : Type*} [Fintype ι] [DecidableEq ι]
def overlapPlus (u v : EuclideanSpace ℝ ι) (q : ℝ) : EuclideanSpace ℝ ι :=
Real.sqrt ((1+q)/2) • u + Real.sqrt ((1-q)/2) • v
def overlapMinus (u v : EuclideanSpace ℝ ι) (q : ℝ) : EuclideanSpace ℝ ι :=
Real.sqrt ((1+q)/2) • u - Real.sqrt ((1-q)/2) • v
omit [DecidableEq ι] in
lemma overlapPair_gram {u v : EuclideanSpace ℝ ι} {r q : ℝ}
(hu : ‖u‖ = r) (hv : ‖v‖ = r) (horth : inner ℝ u v = 0) (hq : |q| ≤ 1) :
‖overlapPlus u v q‖ = r ∧ ‖overlapMinus u v q‖ = r ∧
inner ℝ (overlapPlus u v q) (overlapMinus u v q) = q * r^2 := by
have hp : 0 ≤ (1+q)/2 := by linarith [(abs_le.mp hq).1]
have hm : 0 ≤ (1-q)/2 := by linarith [(abs_le.mp hq).2]
have hpu := Real.sq_sqrt hp
have hmu := Real.sq_sqrt hm
have horth' : inner ℝ v u = 0 := by rw [real_inner_comm, horth]
have huu : inner ℝ u u = r^2 := by rw [real_inner_self_eq_norm_sq, hu]
have hvv : inner ℝ v v = r^2 := by rw [real_inner_self_eq_norm_sq, hv]
have hr : 0 ≤ r := hu ▸ norm_nonneg u
have hplus : ‖overlapPlus u v q‖^2 = r^2 := by
rw [← real_inner_self_eq_norm_sq]
simp only [overlapPlus, inner_add_left, inner_add_right, real_inner_smul_left,
real_inner_smul_right, horth, horth', huu, hvv]
nlinarith
have hminus : ‖overlapMinus u v q‖^2 = r^2 := by
rw [← real_inner_self_eq_norm_sq]
simp only [overlapMinus, inner_sub_left, inner_sub_right, real_inner_smul_left,
real_inner_smul_right, horth, horth', huu, hvv]
nlinarith
refine ⟨(sq_eq_sq₀ (norm_nonneg _) hr).mp hplus,
(sq_eq_sq₀ (norm_nonneg _) hr).mp hminus, ?_⟩
simp only [overlapPlus, overlapMinus, inner_add_left, inner_sub_right,
real_inner_smul_left, real_inner_smul_right, horth, horth', huu, hvv]
nlinarith
omit [DecidableEq ι] in
lemma diagonalEnergy_overlap (lam : ι → ℝ) (u v : EuclideanSpace ℝ ι) {q : ℝ}
(hq : |q| ≤ 1) :
diagonalEnergy lam (overlapPlus u v q) + diagonalEnergy lam (overlapMinus u v q) =
(1+q)*diagonalEnergy lam u + (1-q)*diagonalEnergy lam v := by
have hp : 0 ≤ (1+q)/2 := by linarith [(abs_le.mp hq).1]
have hm : 0 ≤ (1-q)/2 := by linarith [(abs_le.mp hq).2]
have hpu := Real.sq_sqrt hp
have hmu := Real.sq_sqrt hm
unfold diagonalEnergy
rw [← Finset.sum_add_distrib, Finset.mul_sum, Finset.mul_sum, ← Finset.sum_add_distrib]
apply Finset.sum_congr rfl
intro i _
simp only [overlapPlus, overlapMinus, PiLp.add_apply, PiLp.sub_apply, PiLp.smul_apply,
smul_eq_mul]
calc
_ = 2 * lam i * (Real.sqrt ((1+q)/2))^2 * (u i)^2 +
2 * lam i * (Real.sqrt ((1-q)/2))^2 * (v i)^2 := by ring
_ = _ := by rw [hpu, hmu]; ring
lemma pair_energy_orbit (lam : ι → ℝ) {x y u v : EuclideanSpace ℝ ι} {r q : ℝ}
(hx : ‖x‖ = r) (hy : ‖y‖ = r) (hu : ‖u‖ = r) (hv : ‖v‖ = r)
(horth : inner ℝ u v = 0) (hq : |q| ≤ 1) (hxy : inner ℝ x y = q*r^2) :
(∫ U, Real.exp ((diagonalEnergy lam (orthogonalIsometry U x) +
diagonalEnergy lam (orthogonalIsometry U y))/2) ∂orthogonalHaar ι) =
pairMoment lam u v q := by
obtain ⟨hplus,hminus,hgram⟩ := overlapPair_gram hu hv horth hq
rw [orthogonal_pair_integral_eq
(fun a b => Real.exp ((diagonalEnergy lam a + diagonalEnergy lam b)/2))
(hx.trans hplus.symm) (hy.trans hminus.symm) (hxy.trans hgram.symm)]
unfold pairMoment pairIntegrand
apply integral_congr_ae
filter_upwards [] with U
have hplus' : orthogonalIsometry U (overlapPlus u v q) =
overlapPlus (orthogonalIsometry U u) (orthogonalIsometry U v) q := by
simp only [overlapPlus, map_add, map_smul]
have hminus' : orthogonalIsometry U (overlapMinus u v q) =
overlapMinus (orthogonalIsometry U u) (orthogonalIsometry U v) q := by
simp only [overlapMinus, map_sub, map_smul]
rw [hplus', hminus', diagonalEnergy_overlap lam _ _ hq]
end
section
variable {ι : Type*} [Fintype ι] [DecidableEq ι]
lemma pairMoment_continuous (lam : ι → ℝ) (u v : EuclideanSpace ℝ ι) :
Continuous (pairMoment lam u v) := by
have hu : Continuous (fun p : ℝ × Matrix.orthogonalGroup ι ℝ =>
diagonalEnergy lam (orthogonalIsometry p.2 u)) :=
((diagonalEnergy_continuous lam).comp (orthogonalIsometry_fixed_continuous u)).comp
continuous_snd
have hv : Continuous (fun p : ℝ × Matrix.orthogonalGroup ι ℝ =>
diagonalEnergy lam (orthogonalIsometry p.2 v)) :=
((diagonalEnergy_continuous lam).comp (orthogonalIsometry_fixed_continuous v)).comp
continuous_snd
have hc : Continuous (fun p : ℝ × Matrix.orthogonalGroup ι ℝ =>
pairIntegrand lam u v p.1 p.2) :=
((((continuous_const.add continuous_fst).mul hu).add
((continuous_const.sub continuous_fst).mul hv)).div_const 2).rexp
have hi := continuous_parametric_integral_of_continuous (μ := orthogonalHaar ι)
(f := fun q U => pairIntegrand lam u v q U) hc (s := Set.univ) isCompact_univ
change Continuous (fun q : ℝ => ∫ U, pairIntegrand lam u v q U ∂orthogonalHaar ι)
simpa only [setIntegral_univ] using hi
variable [Nonempty ι]
omit [Nonempty ι] in
lemma sphereUniform_rotation_preserving (U : Matrix.orthogonalGroup ι ℝ) :
MeasurePreserving (orthogonalSphere U) (sphereUniform (ι := ι)) sphereUniform :=
(sphereMap_preserving (orthogonalIsometry U)).smul_measure _
omit [Nonempty ι] in
lemma orthogonalSphere_injective (U : Matrix.orthogonalGroup ι ℝ) :
Function.Injective (orthogonalSphere U) := by
intro x y h
apply Subtype.ext
exact (orthogonalIsometry U).injective (congrArg Subtype.val h)
omit [Nonempty ι] in
lemma orthogonalSphere_fixed_continuous (U : Matrix.orthogonalGroup ι ℝ) :
Continuous (orthogonalSphere U) := sphereMap_continuous (orthogonalIsometry U)
lemma spherePair_rotation_integral (U : Matrix.orthogonalGroup ι ℝ)
(f : unitSphere ι × unitSphere ι → ℝ) :
(∫ p, f (orthogonalSphere U p.1, orthogonalSphere U p.2)
∂(sphereUniform.prod sphereUniform)) = ∫ p, f p ∂(sphereUniform.prod sphereUniform) := by
have hp := (sphereUniform_rotation_preserving U).prod (sphereUniform_rotation_preserving U)
have hc : Continuous (Prod.map (orthogonalSphere U) (orthogonalSphere U)) :=
(orthogonalSphere_fixed_continuous U).prodMap (orthogonalSphere_fixed_continuous U)
have hinj : Function.Injective (Prod.map (orthogonalSphere U) (orthogonalSphere U)) := by
intro a b h
exact Prod.ext (orthogonalSphere_injective U (congrArg Prod.fst h))
(orthogonalSphere_injective U (congrArg Prod.snd h))
exact hp.integral_comp (hc.measurableEmbedding hinj) f
omit [Fintype ι] [DecidableEq ι] [Nonempty ι] in
lemma continuous_pair_first {A B C D : Type*} [TopologicalSpace A] [TopologicalSpace B]
[TopologicalSpace C] [TopologicalSpace D] {f : A × B → D} (hf : Continuous f) :
Continuous (fun z : A × (B × C) => f (z.1, z.2.1)) :=
hf.comp (continuous_fst.prodMk (continuous_fst.comp continuous_snd))
omit [Fintype ι] [DecidableEq ι] [Nonempty ι] in
lemma continuous_pair_second {A B C D : Type*} [TopologicalSpace A] [TopologicalSpace B]
[TopologicalSpace C] [TopologicalSpace D] {f : A × C → D} (hf : Continuous f) :
Continuous (fun z : A × (B × C) => f (z.1, z.2.2)) :=
hf.comp (continuous_fst.prodMk (continuous_snd.comp continuous_snd))
omit [Nonempty ι] in
lemma spherePair_first_continuous :
Continuous (fun z : Matrix.orthogonalGroup ι ℝ × (unitSphere ι × unitSphere ι) =>
orthogonalSphere z.1 z.2.1) :=
continuous_pair_first (orthogonalSphere_continuous (ι := ι))
omit [Nonempty ι] in
lemma spherePair_second_continuous :
Continuous (fun z : Matrix.orthogonalGroup ι ℝ × (unitSphere ι × unitSphere ι) =>
orthogonalSphere z.1 z.2.2) :=
continuous_pair_second (orthogonalSphere_continuous (ι := ι))
omit [Nonempty ι] in
lemma spherePair_action_continuous :
Continuous (fun z : Matrix.orthogonalGroup ι ℝ × (unitSphere ι × unitSphere ι) =>
(orthogonalSphere z.1 z.2.1, orthogonalSphere z.1 z.2.2)) :=
(spherePair_first_continuous (ι := ι)).prodMk (spherePair_second_continuous (ι := ι))
lemma spherePair_haar_average (f : unitSphere ι × unitSphere ι → ℝ) (hf : Continuous f) :
(∫ p, ∫ U, f (orthogonalSphere U p.1, orthogonalSphere U p.2) ∂orthogonalHaar ι
∂(sphereUniform.prod sphereUniform)) = ∫ p, f p ∂(sphereUniform.prod sphereUniform) := by
have hc : Continuous (fun z : Matrix.orthogonalGroup ι ℝ × (unitSphere ι × unitSphere ι) =>
f (orthogonalSphere z.1 z.2.1, orthogonalSphere z.1 z.2.2)) :=
hf.comp spherePair_action_continuous
have hi : Integrable (fun z : Matrix.orthogonalGroup ι ℝ × (unitSphere ι × unitSphere ι) =>
f (orthogonalSphere z.1 z.2.1, orthogonalSphere z.1 z.2.2))
((orthogonalHaar ι).prod (sphereUniform.prod sphereUniform)) := by
simpa only [integrableOn_univ] using hc.continuousOn.integrableOn_compact isCompact_univ
rw [← integral_integral_swap hi]
simp only [spherePair_rotation_integral, integral_const, probReal_univ, one_smul]
omit [DecidableEq ι] [Nonempty ι] in
lemma sphere_inner_abs_le_one (x y : unitSphere ι) : |inner ℝ x.val y.val| ≤ 1 := by
have h := abs_real_inner_le_norm x.val y.val
simpa only [mem_sphere_zero_iff_norm.mp x.property, mem_sphere_zero_iff_norm.mp y.property,
one_mul] using h
def spherePairEnergy (lam : ι → ℝ) (r : ℝ) (p : unitSphere ι × unitSphere ι) : ℝ :=
Real.exp ((diagonalEnergy lam (r • p.1.val) + diagonalEnergy lam (r • p.2.val))/2)
omit [DecidableEq ι] [Nonempty ι] in
lemma spherePairEnergy_factor (lam : ι → ℝ) (r : ℝ) (p : unitSphere ι × unitSphere ι) :
spherePairEnergy lam r p =
Real.exp (1 / 2 * diagonalEnergy lam (r • p.1.val)) *
Real.exp (1 / 2 * diagonalEnergy lam (r • p.2.val)) := by
rw [← Real.exp_add]
unfold spherePairEnergy
congr 1
ring
omit [DecidableEq ι] [Nonempty ι] in
lemma spherePairEnergy_continuous (lam : ι → ℝ) (r : ℝ) : Continuous (spherePairEnergy lam r) := by
have hf := sphere_energy_continuous lam 1 r
have he : spherePairEnergy lam r = fun p : unitSphere ι × unitSphere ι =>
Real.exp (1 / 2 * diagonalEnergy lam (r • p.1.val)) *
Real.exp (1 / 2 * diagonalEnergy lam (r • p.2.val)) := funext (spherePairEnergy_factor lam r)
rw [he]
exact (hf.comp continuous_fst).mul (hf.comp continuous_snd)
omit [DecidableEq ι] in
lemma spherePairEnergy_integral (lam : ι → ℝ) (r : ℝ) :
(∫ p, spherePairEnergy lam r p ∂(sphereUniform.prod sphereUniform)) =
(spherePartition lam 1 r)^2 := by
simp_rw [spherePairEnergy_factor]
let f : unitSphere ι → ℝ := fun u => Real.exp (1 / 2 * diagonalEnergy lam (r • u.val))
change (∫ p, f p.1 * f p.2 ∂((sphereUniform (ι := ι)).prod sphereUniform)) = _
rw [integral_prod_mul f f, sphereUniform_integral]
exact (pow_two _).symm
lemma spectrum_pair_second_moment (lam : ι → ℝ) {u v : EuclideanSpace ℝ ι} {r : ℝ}
(hu : ‖u‖ = r) (hv : ‖v‖ = r) (horth : inner ℝ u v = 0) :
(∫ p : unitSphere ι × unitSphere ι, pairMoment lam u v (inner ℝ p.1.val p.2.val)
∂(sphereUniform.prod sphereUniform)) = (spherePartition lam 1 r)^2 := by
have hr : 0 ≤ r := hu ▸ norm_nonneg u
have hnorm (x : unitSphere ι) : ‖r • x.val‖ = r := by
rw [norm_smul, Real.norm_of_nonneg hr, mem_sphere_zero_iff_norm.mp x.property, mul_one]
have he (p : unitSphere ι × unitSphere ι) :
pairMoment lam u v (inner ℝ p.1.val p.2.val) =
∫ U, spherePairEnergy lam r (orthogonalSphere U p.1, orthogonalSphere U p.2)
∂orthogonalHaar ι := by
have hxy : inner ℝ (r • p.1.val) (r • p.2.val) = inner ℝ p.1.val p.2.val * r^2 := by
rw [real_inner_smul_left, real_inner_smul_right]
ring
rw [← pair_energy_orbit lam (hnorm p.1) (hnorm p.2) hu hv horth
(sphere_inner_abs_le_one p.1 p.2) hxy]
apply integral_congr_ae
filter_upwards [] with U
simp only [spherePairEnergy, orthogonalSphere, sphereMap, map_smul]
simp_rw [he]
rw [spherePair_haar_average _ (spherePairEnergy_continuous lam r), spherePairEnergy_integral]
def sphereOverlapLaw (ι : Type*) [Fintype ι] : Measure ℝ :=
((sphereUniform (ι := ι)).prod sphereUniform).map
(fun p : unitSphere ι × unitSphere ι => inner ℝ p.1.val p.2.val)
lemma sphereOverlap_second_moment (lam : ι → ℝ) {u v : EuclideanSpace ℝ ι} {r : ℝ}
(hu : ‖u‖ = r) (hv : ‖v‖ = r) (horth : inner ℝ u v = 0) :
(∫ q, pairMoment lam u v q ∂sphereOverlapLaw ι) = (spherePartition lam 1 r)^2 := by
have hc : Continuous (fun p : unitSphere ι × unitSphere ι => inner ℝ p.1.val p.2.val) :=
(continuous_subtype_val.comp continuous_fst).inner (continuous_subtype_val.comp continuous_snd)
rw [sphereOverlapLaw, integral_map hc.measurable.aemeasurable
(pairMoment_continuous lam u v).aestronglyMeasurable]
exact spectrum_pair_second_moment lam hu hv horth
end
section
def spinProduct {n : ℕ} (x y : Spin n) : Spin n := fun i => x i == y i
lemma spinValue_beq (a b : Bool) : spinValue (a == b) = spinValue a * spinValue b := by
cases a <;> cases b <;> norm_num [spinValue]
lemma spinProduct_involution {n : ℕ} (x : Spin n) : Function.Involutive (spinProduct x) := by
intro y
funext i
change (x i == (x i == y i)) = y i
cases x i <;> cases y i <;> rfl
def spinProductEquiv {n : ℕ} (x : Spin n) : Spin n ≃ Spin n :=
(spinProduct_involution x).toPerm
def signMean {n : ℕ} (x : Spin n) : ℝ := (∑ i, spinValue (x i)) / n
lemma cubeOverlap_signMean {n : ℕ} (x y : Spin n) :
cubeOverlap x y = signMean (spinProduct x y) := by
unfold cubeOverlap signMean cubeVector
rw [EuclideanSpace.inner_toLp_toLp]
simp only [star_trivial, dotProduct, spinProduct, spinValue_beq, mul_comm]
lemma cubeOverlap_abs_le_one {n : ℕ} (x y : Spin n) : |cubeOverlap x y| ≤ 1 := by
rcases Nat.eq_zero_or_pos n with rfl | hn
· simp [cubeOverlap]
have h := abs_real_inner_le_norm (cubeVector x) (cubeVector y)
rw [cubeVector_norm, cubeVector_norm, ← sq, Real.sq_sqrt (Nat.cast_nonneg _)] at h
unfold cubeOverlap
rw [abs_div, show |(n : ℝ)| = n from abs_of_nonneg (Nat.cast_nonneg n)]
exact (div_le_one (Nat.cast_pos.mpr hn)).mpr h
lemma cubeOverlap_gram {n : ℕ} (hn : 0 < n) (x y : Spin n) :
inner ℝ (cubeVector x) (cubeVector y) = cubeOverlap x y * (Real.sqrt n)^2 := by
rw [Real.sq_sqrt (Nat.cast_nonneg _)]
exact (div_mul_cancel₀ _ (Nat.cast_ne_zero.mpr hn.ne')).symm
lemma cubeOverlap_sum {n : ℕ} (x : Spin n) (f : ℝ → ℝ) :
(∑ y : Spin n, f (cubeOverlap x y)) = ∑ y : Spin n, f (signMean y) := by
simp_rw [cubeOverlap_signMean]
exact (spinProductEquiv x).sum_comp (fun y => f (signMean y))
lemma cubeOverlap_average {n : ℕ} (f : ℝ → ℝ) :
(Fintype.card (Spin n) : ℝ)⁻¹ ^ 2 * ∑ x : Spin n, ∑ y : Spin n, f (cubeOverlap x y) =
(Fintype.card (Spin n) : ℝ)⁻¹ * ∑ y : Spin n, f (signMean y) := by
simp_rw [cubeOverlap_sum]
rw [Finset.sum_const, Finset.card_univ, nsmul_eq_mul]
have hn : (Fintype.card (Spin n) : ℝ) ≠ 0 := by exact_mod_cast Fintype.card_ne_zero
field_simp
def spinFinsetEquiv (n : ℕ) : Spin n ≃ Finset (Fin n) where
toFun x := Finset.univ.filter fun i => x i = true
invFun s := fun i => decide (i ∈ s)
left_inv x := by
funext i
simp
right_inv s := by
ext i
simp
lemma signMean_finset {n : ℕ} (hn : 0 < n) (x : Spin n) :
signMean x = -1 + 2 * ((spinFinsetEquiv n x).card : ℝ) / n := by
have he : (∑ i : Fin n, spinValue (x i)) =
2 * ((spinFinsetEquiv n x).card : ℝ) - n := by
have hv (i : Fin n) : spinValue (x i) = (if x i = true then 2 else 0) - 1 := by
cases x i <;> norm_num [spinValue]
simp_rw [hv, Finset.sum_sub_distrib]
simp [spinFinsetEquiv, Finset.sum_ite, mul_comm]
rw [signMean, he]
field_simp [Nat.cast_ne_zero.mpr hn.ne']
ring
lemma finset_card_sum (n : ℕ) (f : ℕ → ℝ) :
(∑ s : Finset (Fin n), f s.card) =
∑ k ∈ Finset.range (n+1), (Nat.choose n k : ℝ) * f k := by
have hm (s : Finset (Fin n)) (_ : s ∈ Finset.univ) : s.card ∈ Finset.range (n+1) := by
simp only [Finset.mem_range]
exact Nat.lt_succ_of_le (by simpa using s.card_le_univ)
rw [← Finset.sum_fiberwise_of_maps_to' hm f]
simp only [Finset.sum_const, Finset.univ_filter_card_eq, Finset.card_powersetCard,
Finset.card_univ, Fintype.card_fin, nsmul_eq_mul]
lemma cubeOverlap_binomial_sum {n : ℕ} (hn : 0 < n) (f : ℝ → ℝ) :
(Fintype.card (Spin n) : ℝ)⁻¹ ^ 2 * ∑ x : Spin n, ∑ y : Spin n, f (cubeOverlap x y) =
(2 : ℝ)⁻¹ ^ n * ∑ k ∈ Finset.range (n+1),
(Nat.choose n k : ℝ) * f (-1 + 2 * (k : ℝ) / n) := by
rw [cubeOverlap_average]
simp_rw [signMean_finset hn]
rw [(spinFinsetEquiv n).sum_comp (fun s => f (-1 + 2 * (s.card : ℝ) / n)),
finset_card_sum n (fun k => f (-1 + 2 * (k : ℝ) / n))]
congr 1
simp [Spin, inv_pow]
lemma rotatedCubePartition_continuous {n : ℕ} (lam : Fin n → ℝ) (a : ℝ) :
Continuous (rotatedCubePartition lam a) := by
apply Continuous.const_mul
apply continuous_finsetSum
intro x _
exact (continuous_const.mul ((diagonalEnergy_continuous lam).comp
(orthogonalIsometry_fixed_continuous (cubeVector x)))).rexp
lemma rotatedCubePartition_square {n : ℕ} (lam : Fin n → ℝ)
(U : Matrix.orthogonalGroup (Fin n) ℝ) :
rotatedCubePartition lam 1 U ^ 2 =
(Fintype.card (Spin n) : ℝ)⁻¹ ^ 2 * ∑ x : Spin n, ∑ y : Spin n,
Real.exp ((diagonalEnergy lam (orthogonalIsometry U (cubeVector x)) +
diagonalEnergy lam (orthogonalIsometry U (cubeVector y)))/2) := by
unfold rotatedCubePartition
rw [mul_pow, pow_two (∑ _, _), Finset.sum_mul_sum]
simp_rw [← Real.exp_add]
congr 1
apply Finset.sum_congr rfl
intro x _
apply Finset.sum_congr rfl
intro y _
congr 1
ring
lemma cube_pair_energy_continuous {n : ℕ} (lam : Fin n → ℝ) (x y : Spin n) :
Continuous (fun U : Matrix.orthogonalGroup (Fin n) ℝ =>
Real.exp ((diagonalEnergy lam (orthogonalIsometry U (cubeVector x)) +
diagonalEnergy lam (orthogonalIsometry U (cubeVector y)))/2)) := by
have hx := (diagonalEnergy_continuous lam).comp (orthogonalIsometry_fixed_continuous (cubeVector x))
have hy := (diagonalEnergy_continuous lam).comp (orthogonalIsometry_fixed_continuous (cubeVector y))
exact ((hx.add hy).div_const 2).rexp
lemma rotatedCubePartition_second_moment {n : ℕ} (hn : 0 < n) (lam : Fin n → ℝ)
{u v : EuclideanSpace ℝ (Fin n)} (hu : ‖u‖ = Real.sqrt n) (hv : ‖v‖ = Real.sqrt n)
(horth : inner ℝ u v = 0) :
(∫ U, rotatedCubePartition lam 1 U ^ 2 ∂orthogonalHaar (Fin n)) =
(2 : ℝ)⁻¹ ^ n * ∑ k ∈ Finset.range (n+1),
(Nat.choose n k : ℝ) * pairMoment lam u v (-1 + 2 * (k : ℝ) / n) := by
have hi (x y : Spin n) := orthogonalHaar_integrable (cube_pair_energy_continuous lam x y)
simp_rw [rotatedCubePartition_square]
rw [integral_const_mul]
rw [integral_finsetSum _ (fun x _ => integrable_finsetSum _ (fun y _ => hi x y))]
have hinner (x : Spin n) : (∫ U, ∑ y : Spin n,
Real.exp ((diagonalEnergy lam (orthogonalIsometry U (cubeVector x)) +
diagonalEnergy lam (orthogonalIsometry U (cubeVector y)))/2) ∂orthogonalHaar (Fin n)) =
∑ y : Spin n, pairMoment lam u v (cubeOverlap x y) := by
rw [integral_finsetSum _ (fun y _ => hi x y)]
apply Finset.sum_congr rfl
intro y _
exact pair_energy_orbit lam (cubeVector_norm x) (cubeVector_norm y) hu hv horth
(cubeOverlap_abs_le_one x y) (cubeOverlap_gram hn x y)
simp_rw [hinner]
exact cubeOverlap_binomial_sum hn _
section
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [FiniteDimensional ℝ E]
[MeasurableSpace E] [BorelSpace E] [Nontrivial E]
lemma integral_polar (μ : Measure E) [μ.IsAddHaarMeasure] (f : E → ℝ) :
(∫ x, f x ∂μ) = ∫ p : sphere (0 : E) 1 × Ioi (0 : ℝ),
f (p.2.val • p.1.val) ∂μ.toSphere.prod (volumeIoiPow (Module.finrank ℝ E - 1)) := by
calc
_ = ∫ x : ({(0)}ᶜ : Set E), f x.val ∂(μ.comap (↑)) := by
rw [integral_subtype_comap (measurableSet_singleton _).compl f,
restrict_compl_singleton]
_ = _ := by
simpa only [Function.comp_def, Homeomorph.symm_apply_apply, homeomorphUnitSphereProd_symm_apply_coe] using
μ.measurePreserving_homeomorphUnitSphereProd.integral_comp
(Homeomorph.measurableEmbedding _) (fun p : sphere (0 : E) 1 × Ioi (0 : ℝ) =>
f ((homeomorphUnitSphereProd E).symm p).val)
lemma radial_map_preserving (μ : Measure E) [μ.IsAddHaarMeasure] :
MeasurePreserving (fun p : sphere (0 : E) 1 × Ioi (0 : ℝ) => p.2.val • p.1.val)
(μ.toSphere.prod (volumeIoiPow (Module.finrank ℝ E - 1))) μ := by
have hs : MeasurePreserving (Subtype.val : ({(0)}ᶜ : Set E) → E)
(μ.comap Subtype.val) μ := by
simpa only [restrict_compl_singleton] using
(measurePreserving_subtype_coe (μa := μ) (measurableSet_singleton (0 : E)).compl)
exact hs.comp (MeasurePreserving.symm (homeomorphUnitSphereProd E).toMeasurableEquiv
μ.measurePreserving_homeomorphUnitSphereProd)
lemma lintegral_polar (μ : Measure E) [μ.IsAddHaarMeasure] {f : E → ℝ≥0∞}
(hf : Measurable f) :
(∫⁻ x, f x ∂μ) = ∫⁻ p : sphere (0 : E) 1 × Ioi (0 : ℝ),
f (p.2.val • p.1.val) ∂μ.toSphere.prod (volumeIoiPow (Module.finrank ℝ E - 1)) :=
((radial_map_preserving μ).lintegral_comp hf).symm
end
section
def radialGaussian (n : ℕ) : ℝ≥0∞ :=
∫⁻ r : ℝ in Ioi 0, ENNReal.ofReal (r^(n-1) * Real.exp (-r^2))
lemma radialGaussian_finite (n : ℕ) : radialGaussian n < ⊤ := by
apply Integrable.lintegral_lt_top
have h := integrableOn_rpow_mul_exp_neg_mul_sq (by norm_num : (0 : ℝ) < 1)
(lt_of_lt_of_le (by norm_num : (-1 : ℝ) < 0) (Nat.cast_nonneg (n-1)))
simp only [Real.rpow_natCast, neg_one_mul] at h
change Integrable _ (volume.restrict (Ioi 0)) at h
exact h
lemma radialGaussian_pos (n : ℕ) : 0 < radialGaussian n := by
rw [radialGaussian, setLIntegral_pos_iff (by fun_prop)]
have he : Function.support (fun r : ℝ => ENNReal.ofReal (r^(n-1) * Real.exp (-r^2))) ∩
Ioi 0 = Ioi 0 := by
apply inter_eq_right.mpr
intro r hr
exact (ENNReal.ofReal_pos.mpr (mul_pos (pow_pos hr _) (Real.exp_pos _))).ne'
rw [he, Real.volume_Ioi]
exact ENNReal.zero_lt_top
lemma lintegral_scale_pos {a : ℝ} (ha : 0 < a) (f : ℝ → ℝ≥0∞) :
(∫⁻ x, f x) = ∫⁻ t : ℝ, ENNReal.ofReal a * f (a*t) := by
have hi : (fun t : ℝ => a*t) '' Set.univ = Set.univ :=
Set.image_univ_of_surjective (fun x => ⟨x/a, mul_div_cancel₀ x ha.ne'⟩)
have h := lintegral_image_eq_lintegral_abs_deriv_mul (s := Set.univ) (f' := fun _ => a) MeasurableSet.univ
(fun t _ => by convert! ((hasDerivAt_id t).const_mul a).hasDerivWithinAt (s := Set.univ) using 1; simp only [mul_one])
(mul_right_injective₀ ha.ne').injOn f
simpa only [hi, setLIntegral_univ, abs_of_pos ha] using h
lemma lintegral_scale_pos_Ioi {a : ℝ} (ha : 0 < a) (f : ℝ → ℝ≥0∞) :
(∫⁻ x in Ioi 0, f x) = ∫⁻ t in Ioi 0, ENNReal.ofReal a * f (a*t) := by
have hi : (fun t : ℝ => a*t) '' Ioi 0 = Ioi 0 := by
ext x
constructor
· rintro ⟨t, ht, rfl⟩
exact mul_pos ha ht
· intro hx
exact ⟨x/a, div_pos hx ha, mul_div_cancel₀ x ha.ne'⟩
have h := lintegral_image_eq_lintegral_abs_deriv_mul (s := Ioi (0 : ℝ)) (f' := fun _ => a) measurableSet_Ioi
(fun t _ => by convert! ((hasDerivAt_id t).const_mul a).hasDerivWithinAt (s := Ioi (0 : ℝ)) using 1; simp only [mul_one])
(mul_right_injective₀ ha.ne').injOn f
simpa only [hi, abs_of_pos ha] using h
lemma radialGaussian_scaled (k : ℕ) {c : ℝ} (hc : 0 < c) :
(∫⁻ r : ℝ in Ioi 0, ENNReal.ofReal (r^k * Real.exp (-(c*r)^2))) =
ENNReal.ofReal (c⁻¹^(k+1)) * radialGaussian (k+1) := by
rw [lintegral_scale_pos_Ioi (inv_pos.mpr hc)]
have he (r : ℝ) :
ENNReal.ofReal c⁻¹ * ENNReal.ofReal ((c⁻¹*r)^k * Real.exp (-(c*(c⁻¹*r))^2)) =
ENNReal.ofReal (c⁻¹^(k+1)) * ENNReal.ofReal (r^k * Real.exp (-r^2)) := by
rw [mul_inv_cancel_left₀ hc.ne', mul_pow, ← ENNReal.ofReal_mul (inv_nonneg.mpr hc.le),
← ENNReal.ofReal_mul (pow_nonneg (inv_nonneg.mpr hc.le) _)]
congr 1
rw [pow_succ]
ring
simp_rw [he]
rw [lintegral_const_mul' _ _ ENNReal.ofReal_ne_top]
rfl
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [FiniteDimensional ℝ E]
[MeasurableSpace E] [BorelSpace E] [Nontrivial E]
lemma radialGaussian_polar (μ : Measure E) [μ.IsAddHaarMeasure] {g : E → ℝ≥0∞}
(hg : Measurable g) (hhom : ∀ (r : ℝ), 0 < r → ∀ x : E, g (r • x) = g x) :
(∫⁻ x, ENNReal.ofReal (Real.exp (-‖x‖^2)) * g x ∂μ) =
(∫⁻ u : sphere (0 : E) 1, g u.val ∂μ.toSphere) * radialGaussian (Module.finrank ℝ E) := by
rw [lintegral_polar μ (by fun_prop)]
have he (p : sphere (0 : E) 1 × Ioi (0 : ℝ)) :
ENNReal.ofReal (Real.exp (-‖p.2.val • p.1.val‖^2)) * g (p.2.val • p.1.val) =
g p.1.val * ENNReal.ofReal (Real.exp (-p.2.val^2)) := by
rw [hhom _ p.2.property, norm_smul, Real.norm_of_nonneg p.2.property.le,
mem_sphere_zero_iff_norm.mp p.1.property, mul_one, mul_comm]
simp_rw [he]
rw [lintegral_prod_mul (f := fun u : sphere (0 : E) 1 => g u.val)
(g := fun r : Ioi (0 : ℝ) => ENNReal.ofReal (Real.exp (-r.val^2))) (by fun_prop) (by fun_prop)]
congr 1
rw [volumeIoiPow, lintegral_withDensity_eq_lintegral_mul
(f := fun r : Ioi (0 : ℝ) => ENNReal.ofReal (r.val^(Module.finrank ℝ E-1)))
(g := fun r : Ioi (0 : ℝ) => ENNReal.ofReal (Real.exp (-r.val^2))) _ (by fun_prop) (by fun_prop)]
calc
_ = ∫⁻ r : Ioi (0 : ℝ), ENNReal.ofReal (r.val^(Module.finrank ℝ E-1) * Real.exp (-r.val^2))
∂volume.comap Subtype.val := by
apply lintegral_congr
intro r
exact (ENNReal.ofReal_mul (pow_nonneg r.property.le _)).symm
_ = _ := lintegral_subtype_comap (μ := volume) (s := Ioi (0 : ℝ)) measurableSet_Ioi
(fun r : ℝ => ENNReal.ofReal (r^(Module.finrank ℝ E-1) * Real.exp (-r^2)))
end
lemma volumeIoiPow_lintegral (k : ℕ) {f : ℝ → ℝ≥0∞} (hf : Measurable f) :
(∫⁻ r : Ioi (0 : ℝ), f r.val ∂volumeIoiPow k) =
∫⁻ r : ℝ in Ioi 0, ENNReal.ofReal (r^k) * f r := by
rw [volumeIoiPow, lintegral_withDensity_eq_lintegral_mul _
(f := fun r : Ioi (0 : ℝ) => ENNReal.ofReal (r.val^k))
(g := fun r : Ioi (0 : ℝ) => f r.val) (by fun_prop) (by fun_prop)]
exact lintegral_subtype_comap (μ := volume) (s := Ioi (0 : ℝ)) measurableSet_Ioi
(fun r : ℝ => ENNReal.ofReal (r^k) * f r)
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [FiniteDimensional ℝ E]
[MeasurableSpace E] [BorelSpace E] [Nontrivial E]
lemma lintegral_radial_norm (μ : Measure E) [μ.IsAddHaarMeasure] {f : ℝ → ℝ≥0∞}
(hf : Measurable f) :
(∫⁻ x, f ‖x‖ ∂μ) = μ.toSphere Set.univ *
∫⁻ r : ℝ in Ioi 0, ENNReal.ofReal (r^(Module.finrank ℝ E-1)) * f r := by
rw [lintegral_polar μ (f := fun x => f ‖x‖) (by fun_prop)]
have he (p : sphere (0 : E) 1 × Ioi (0 : ℝ)) :
f ‖p.2.val • p.1.val‖ = (1 : ℝ≥0∞) * f p.2.val := by
rw [norm_smul, Real.norm_of_nonneg p.2.property.le,
mem_sphere_zero_iff_norm.mp p.1.property, mul_one, one_mul]
simp_rw [he]
rw [lintegral_prod_mul (f := fun _ : sphere (0 : E) 1 => (1 : ℝ≥0∞))
(g := fun r : Ioi (0 : ℝ) => f r.val) (by fun_prop) (by fun_prop),
lintegral_const, one_mul, volumeIoiPow_lintegral _ hf]
end
def sphereRatio (t : ℝ) : ℝ := t / Real.sqrt (1+t^2)
def sphereRatioInv (q : ℝ) : ℝ := q / Real.sqrt (1-q^2)
lemma sphereRatio_den_pos (t : ℝ) : 0 < 1+t^2 := by positivity
lemma sphereRatio_sq (t : ℝ) : sphereRatio t ^ 2 = t^2/(1+t^2) := by
rw [sphereRatio, div_pow, Real.sq_sqrt (sphereRatio_den_pos t).le]
lemma one_sub_sphereRatio_sq (t : ℝ) : 1-sphereRatio t ^ 2 = 1/(1+t^2) := by
rw [sphereRatio_sq]
field_simp
ring
lemma sphereRatio_mem (t : ℝ) : sphereRatio t ∈ Ioo (-1 : ℝ) 1 := by
have hp : 0 < 1-sphereRatio t^2 := by rw [one_sub_sphereRatio_sq]; positivity
constructor <;> nlinarith [sq_nonneg (sphereRatio t + 1), sq_nonneg (sphereRatio t - 1)]
lemma sphereRatioInv_den_pos {q : ℝ} (hq : q ∈ Ioo (-1 : ℝ) 1) :
0 < 1-q^2 := by nlinarith [hq.1, hq.2]
lemma one_add_sphereRatioInv_sq {q : ℝ} (hq : q ∈ Ioo (-1 : ℝ) 1) :
1+sphereRatioInv q ^ 2 = 1/(1-q^2) := by
rw [sphereRatioInv, div_pow, Real.sq_sqrt (sphereRatioInv_den_pos hq).le]
field_simp [(sphereRatioInv_den_pos hq).ne']
ring
lemma sphereRatio_left_inverse (t : ℝ) : sphereRatioInv (sphereRatio t) = t := by
unfold sphereRatioInv
rw [one_sub_sphereRatio_sq, Real.sqrt_div (by norm_num), Real.sqrt_one]
unfold sphereRatio
simpa only [div_one] using
div_div_div_cancel_right₀ (Real.sqrt_ne_zero'.mpr (sphereRatio_den_pos t)) t 1
lemma sphereRatio_right_inverse {q : ℝ} (hq : q ∈ Ioo (-1 : ℝ) 1) :
sphereRatio (sphereRatioInv q) = q := by
unfold sphereRatio
rw [one_add_sphereRatioInv_sq hq, Real.sqrt_div (by norm_num), Real.sqrt_one]
unfold sphereRatioInv
simpa only [div_one] using
div_div_div_cancel_right₀ (Real.sqrt_ne_zero'.mpr (sphereRatioInv_den_pos hq)) q 1
lemma sphereRatio_injective : Function.Injective sphereRatio :=
Function.LeftInverse.injective sphereRatio_left_inverse
lemma sphereRatioInv_injOn : Set.InjOn sphereRatioInv (Ioo (-1 : ℝ) 1) := by
intro q hq r hr he
have := congrArg sphereRatio he
simpa only [sphereRatio_right_inverse hq, sphereRatio_right_inverse hr] using this
lemma sphereRatioInv_image : sphereRatioInv '' Ioo (-1 : ℝ) 1 = Set.univ := by
apply Set.eq_univ_of_forall
intro t
exact ⟨sphereRatio t, sphereRatio_mem t, sphereRatio_left_inverse t⟩
lemma sphereRatioInv_hasDerivAt {q : ℝ} (hq : q ∈ Ioo (-1 : ℝ) 1) :
HasDerivAt sphereRatioInv (1/(Real.sqrt (1-q^2))^3) q := by
have hder := (hasDerivAt_id q).div
(((hasDerivAt_const q 1).sub ((hasDerivAt_id q).pow 2)).sqrt
(sphereRatioInv_den_pos hq).ne')
(Real.sqrt_ne_zero'.mpr (sphereRatioInv_den_pos hq))
convert! hder using 1
have hs := Real.sq_sqrt (sphereRatioInv_den_pos hq).le
have hn := (Real.sqrt_ne_zero'.mpr (sphereRatioInv_den_pos hq))
dsimp only [Pi.sub_apply, Pi.pow_apply, id_eq]
norm_num only [Nat.cast_ofNat, Nat.reduceSub, pow_one, one_mul, mul_one, zero_sub]
field_simp [hn]
nlinarith
lemma sphereRatioInv_continuousOn : ContinuousOn sphereRatioInv (Ioo (-1 : ℝ) 1) :=
fun _ hq => (sphereRatioInv_hasDerivAt hq).continuousAt.continuousWithinAt
def sphereOverlapShape (n : ℕ) (q : ℝ) : ℝ := (Real.sqrt (1-q^2))^(n-3)
lemma sphereRatioInv_jacobian_shape {n : ℕ} (hn : 3 ≤ n) {q : ℝ}
(hq : q ∈ Ioo (-1 : ℝ) 1) :
|1/(Real.sqrt (1-q^2))^3| * (Real.sqrt (1+sphereRatioInv q^2))⁻¹ ^ n =
sphereOverlapShape n q := by
have hs : 0 < Real.sqrt (1-q^2) := Real.sqrt_pos.mpr (sphereRatioInv_den_pos hq)
rw [abs_of_pos (by positivity), one_add_sphereRatioInv_sq hq,
Real.sqrt_div (by norm_num), Real.sqrt_one]
simp only [one_div, inv_inv]
rw [mul_comm, ← div_eq_mul_inv]
exact (pow_sub₀ _ hs.ne' hn).symm
lemma sphereRatio_integral {n : ℕ} (hn : 3 ≤ n) (f : ℝ → ℝ≥0∞) :
(∫⁻ t : ℝ, ENNReal.ofReal ((Real.sqrt (1+t^2))⁻¹ ^ n) * f (sphereRatio t)) =
∫⁻ q in Ioo (-1 : ℝ) 1, ENNReal.ofReal (sphereOverlapShape n q) * f q := by
have h := lintegral_image_eq_lintegral_abs_deriv_mul measurableSet_Ioo
(fun q hq => (sphereRatioInv_hasDerivAt hq).hasDerivWithinAt) sphereRatioInv_injOn
(fun t => ENNReal.ofReal ((Real.sqrt (1+t^2))⁻¹ ^ n) * f (sphereRatio t))
rw [sphereRatioInv_image, setLIntegral_univ] at h
rw [h]
apply setLIntegral_congr_fun measurableSet_Ioo
intro q hq
dsimp only
rw [sphereRatio_right_inverse hq, ← mul_assoc, ← ENNReal.ofReal_mul (abs_nonneg _),
sphereRatioInv_jacobian_shape hn hq]
def cylinderKernel (f : ℝ → ℝ≥0∞) (s r : ℝ) : ℝ≥0∞ :=
ENNReal.ofReal (Real.exp (-(s^2+r^2))) * f (s / Real.sqrt (s^2+r^2))
lemma cylinderKernel_measurable {f : ℝ → ℝ≥0∞} (hf : Measurable f) :
Measurable (Function.uncurry (cylinderKernel f)) := by
unfold cylinderKernel Function.uncurry
fun_prop
lemma scaled_ratio {r : ℝ} (hr : 0 < r) (t : ℝ) :
r*t / Real.sqrt ((r*t)^2+r^2) = sphereRatio t := by
rw [show (r*t)^2+r^2 = r^2*(1+t^2) by ring,
Real.sqrt_mul (sq_nonneg r), Real.sqrt_sq hr.le]
exact mul_div_mul_left t _ hr.ne'
lemma cylinderKernel_scaled {r : ℝ} (hr : 0 < r) (t : ℝ) (f : ℝ → ℝ≥0∞) :
cylinderKernel f (r*t) r =
ENNReal.ofReal (Real.exp (-(Real.sqrt (1+t^2)*r)^2)) * f (sphereRatio t) := by
unfold cylinderKernel
rw [scaled_ratio hr]
congr 3
simp only [mul_pow, Real.sq_sqrt (sphereRatio_den_pos t).le]
ring
lemma cylinder_scalar_scale {f : ℝ → ℝ≥0∞} {r : ℝ} (hr : 0 < r) :
(∫⁻ s : ℝ, cylinderKernel f s r) =
ENNReal.ofReal r * ∫⁻ t : ℝ,
ENNReal.ofReal (Real.exp (-(Real.sqrt (1+t^2)*r)^2)) * f (sphereRatio t) := by
rw [lintegral_scale_pos hr]
simp_rw [cylinderKernel_scaled hr]
exact lintegral_const_mul' _ _ ENNReal.ofReal_ne_top
lemma cylinder_radius_integral (k : ℕ) {f : ℝ → ℝ≥0∞} (hf : Measurable f) :
(∫⁻ r : ℝ in Ioi 0, ENNReal.ofReal (r^k) * ∫⁻ s : ℝ, cylinderKernel f s r) =
radialGaussian (k+2) * ∫⁻ t : ℝ,
ENNReal.ofReal ((Real.sqrt (1+t^2))⁻¹^(k+2)) * f (sphereRatio t) := by
calc
_ = ∫⁻ r : ℝ in Ioi 0, ∫⁻ t : ℝ, ENNReal.ofReal (r^(k+1)) *
(ENNReal.ofReal (Real.exp (-(Real.sqrt (1+t^2)*r)^2)) * f (sphereRatio t)) := by
apply setLIntegral_congr_fun measurableSet_Ioi
intro r hr
dsimp only
rw [cylinder_scalar_scale hr, ← mul_assoc, ← ENNReal.ofReal_mul (pow_nonneg hr.le _),
← pow_succ, ← lintegral_const_mul' _ _ ENNReal.ofReal_ne_top]
_ = ∫⁻ t : ℝ, ∫⁻ r : ℝ in Ioi 0, ENNReal.ofReal (r^(k+1)) *
(ENNReal.ofReal (Real.exp (-(Real.sqrt (1+t^2)*r)^2)) * f (sphereRatio t)) := by
apply lintegral_lintegral_swap
unfold sphereRatio
fun_prop
_ = ∫⁻ t : ℝ, ENNReal.ofReal ((Real.sqrt (1+t^2))⁻¹^(k+2)) *
radialGaussian (k+2) * f (sphereRatio t) := by
apply lintegral_congr
intro t
calc
_ = (∫⁻ r : ℝ in Ioi 0, ENNReal.ofReal (r^(k+1) * Real.exp (-(Real.sqrt (1+t^2)*r)^2))) *
f (sphereRatio t) := by
rw [← lintegral_mul_const _ (by fun_prop)]
apply setLIntegral_congr_fun measurableSet_Ioi
intro r hr
dsimp only
rw [ENNReal.ofReal_mul (pow_nonneg hr.le _), mul_assoc]
_ = _ := by rw [radialGaussian_scaled _ (Real.sqrt_pos.mpr (sphereRatio_den_pos t))]
_ = _ := by
simp_rw [mul_assoc, mul_left_comm _ (radialGaussian (k+2))]
exact lintegral_const_mul' _ _ (radialGaussian_finite _).ne
def euclidSplit (n : ℕ) (x : EuclideanSpace ℝ (Fin (n+1))) : ℝ × EuclideanSpace ℝ (Fin n) :=
(x 0, WithLp.toLp 2 (fun i => x i.succ))
lemma euclidSplit_preserving (n : ℕ) :
MeasurePreserving (euclidSplit n) volume (volume.prod volume) := by
have hs := (measurePreserving_piFinSuccAbove (fun _ : Fin (n+1) => (volume : Measure ℝ)) 0).comp
(PiLp.volume_preserving_ofLp (Fin (n+1)))
have ht := (MeasurePreserving.id (volume : Measure ℝ)).prod
(PiLp.volume_preserving_toLp (Fin n))
exact ht.comp hs
lemma euclidSplit_norm_sq (n : ℕ) (x : EuclideanSpace ℝ (Fin (n+1))) :
‖x‖^2 = (euclidSplit n x).1^2 + ‖(euclidSplit n x).2‖^2 := by
rw [EuclideanSpace.norm_sq_eq, Fin.sum_univ_succ, EuclideanSpace.norm_sq_eq]
simp only [euclidSplit, WithLp.ofLp_toLp, Real.norm_eq_abs, sq_abs]
lemma euclidSplit_norm (n : ℕ) (x : EuclideanSpace ℝ (Fin (n+1))) :
‖x‖ = Real.sqrt ((euclidSplit n x).1^2 + ‖(euclidSplit n x).2‖^2) := by
rw [← euclidSplit_norm_sq, Real.sqrt_sq (norm_nonneg x)]
lemma euclidSplit_integral (n : ℕ) {f : ℝ → ℝ≥0∞} (hf : Measurable f) :
(∫⁻ x : EuclideanSpace ℝ (Fin (n+1)),
ENNReal.ofReal (Real.exp (-‖x‖^2)) * f (x 0 / ‖x‖)) =
∫⁻ p : ℝ × EuclideanSpace ℝ (Fin n),
ENNReal.ofReal (Real.exp (-(p.1^2 + ‖p.2‖^2))) *
f (p.1 / Real.sqrt (p.1^2 + ‖p.2‖^2)) ∂volume.prod volume := by
have hm : Measurable (fun p : ℝ × EuclideanSpace ℝ (Fin n) =>
ENNReal.ofReal (Real.exp (-(p.1^2 + ‖p.2‖^2))) *
f (p.1 / Real.sqrt (p.1^2 + ‖p.2‖^2))) := by fun_prop
rw [← (euclidSplit_preserving n).lintegral_comp hm]
apply lintegral_congr
intro x
rw [← euclidSplit_norm_sq, Real.sqrt_sq (norm_nonneg x)]
rfl
lemma gaussian_cylinder_volume (n : ℕ) {f : ℝ → ℝ≥0∞} (hf : Measurable f) :
(∫⁻ x : EuclideanSpace ℝ (Fin (n+3)),
ENNReal.ofReal (Real.exp (-‖x‖^2)) * f (x 0 / ‖x‖)) =
(volume : Measure (EuclideanSpace ℝ (Fin (n+2)))).toSphere Set.univ *
radialGaussian (n+3) * ∫⁻ t : ℝ,
ENNReal.ofReal ((Real.sqrt (1+t^2))⁻¹^(n+3)) * f (sphereRatio t) := by
rw [euclidSplit_integral (n+2) hf]
change (∫⁻ p : ℝ × EuclideanSpace ℝ (Fin (n+2)), cylinderKernel f p.1 ‖p.2‖
∂volume.prod volume) = _
rw [lintegral_prod _ (by unfold cylinderKernel; fun_prop)]
have ht (s : ℝ) : (∫⁻ y : EuclideanSpace ℝ (Fin (n+2)), cylinderKernel f s ‖y‖) =
(volume : Measure (EuclideanSpace ℝ (Fin (n+2)))).toSphere Set.univ *
∫⁻ r : ℝ in Ioi 0, ENNReal.ofReal (r^(n+1)) * cylinderKernel f s r := by
simpa only [finrank_euclideanSpace, Fintype.card_fin, show n+2-1=n+1 by omega] using
(lintegral_radial_norm (volume : Measure (EuclideanSpace ℝ (Fin (n+2))))
(f := fun r => cylinderKernel f s r) (by unfold cylinderKernel; fun_prop))
simp_rw [ht]
rw [lintegral_const_mul' _ _ (measure_ne_top _ _)]
calc
_ = (volume : Measure (EuclideanSpace ℝ (Fin (n+2)))).toSphere Set.univ *
∫⁻ r : ℝ in Ioi 0, ENNReal.ofReal (r^(n+1)) * ∫⁻ s : ℝ, cylinderKernel f s r := by
congr 1
rw [lintegral_lintegral_swap (by unfold cylinderKernel Function.uncurry; fun_prop)]
apply lintegral_congr
intro r
exact lintegral_const_mul' _ _ ENNReal.ofReal_ne_top
_ = _ := by rw [cylinder_radius_integral _ hf, ← mul_assoc]
lemma gaussian_coordinate_polar (n : ℕ) {f : ℝ → ℝ≥0∞} (hf : Measurable f) :
(∫⁻ x : EuclideanSpace ℝ (Fin (n+3)),
ENNReal.ofReal (Real.exp (-‖x‖^2)) * f (x 0 / ‖x‖)) =
(∫⁻ u : sphere (0 : EuclideanSpace ℝ (Fin (n+3))) 1,
f (u.val 0) ∂(volume : Measure (EuclideanSpace ℝ (Fin (n+3)))).toSphere) *
radialGaussian (n+3) := by
have hm : Measurable (fun x : EuclideanSpace ℝ (Fin (n+3)) => f (x 0 / ‖x‖)) := by fun_prop
have hhom (r : ℝ) (hr : 0 < r) (x : EuclideanSpace ℝ (Fin (n+3))) :
f ((r • x) 0 / ‖r • x‖) = f (x 0 / ‖x‖) := by
rw [norm_smul, Real.norm_of_nonneg hr.le]
change f (r * x 0 / (r * ‖x‖)) = _
rw [mul_div_mul_left _ _ hr.ne']
have h := radialGaussian_polar volume hm hhom
simp only [finrank_euclideanSpace, Fintype.card_fin,
mem_sphere_zero_iff_norm.mp (Subtype.property _), div_one] at h
exact h
lemma sphere_coordinate_lintegral (n : ℕ) {f : ℝ → ℝ≥0∞} (hf : Measurable f) :
(∫⁻ u : sphere (0 : EuclideanSpace ℝ (Fin (n+3))) 1,
f (u.val 0) ∂(volume : Measure (EuclideanSpace ℝ (Fin (n+3)))).toSphere) =
(volume : Measure (EuclideanSpace ℝ (Fin (n+2)))).toSphere Set.univ *
∫⁻ q in Ioo (-1 : ℝ) 1, ENNReal.ofReal (sphereOverlapShape (n+3) q) * f q := by
apply (ENNReal.mul_left_inj (radialGaussian_pos (n+3)).ne' (radialGaussian_finite (n+3)).ne).mp
rw [← gaussian_coordinate_polar n hf, gaussian_cylinder_volume n hf,
sphereRatio_integral (by omega : 3 ≤ n+3)]
ac_rfl
def overlapShapeMeasure (n : ℕ) : Measure ℝ :=
(volume.restrict (Ioo (-1 : ℝ) 1)).withDensity (fun q => ENNReal.ofReal (sphereOverlapShape n q))
def normalizedOverlapShape (n : ℕ) : Measure ℝ :=
((overlapShapeMeasure n) Set.univ)⁻¹ • overlapShapeMeasure n
lemma overlapShapeMeasure_lintegral (n : ℕ) {f : ℝ → ℝ≥0∞} (hf : Measurable f) :
(∫⁻ q, f q ∂overlapShapeMeasure n) =
∫⁻ q in Ioo (-1 : ℝ) 1, ENNReal.ofReal (sphereOverlapShape n q) * f q := by
rw [overlapShapeMeasure, lintegral_withDensity_eq_lintegral_mul _ (by unfold sphereOverlapShape; fun_prop) hf]
rfl
lemma overlapShapeMeasure_univ (n : ℕ) :
overlapShapeMeasure n Set.univ = ∫⁻ q in Ioo (-1 : ℝ) 1, ENNReal.ofReal (sphereOverlapShape n q) := by
rw [← lintegral_one, overlapShapeMeasure_lintegral n measurable_const]
simp only [mul_one]
lemma sphereUniform_coordinate_lintegral (n : ℕ) {f : ℝ → ℝ≥0∞} (hf : Measurable f) :
(∫⁻ u : unitSphere (Fin (n+3)), f (u.val 0) ∂sphereUniform) =
∫⁻ q, f q ∂normalizedOverlapShape (n+3) := by
let A := (volume : Measure (EuclideanSpace ℝ (Fin (n+2)))).toSphere Set.univ
have hA0 : A ≠ 0 := (measure_univ_pos.mpr (Measure.toSphere_ne_zero _)).ne'
have hAt : A ≠ ⊤ := measure_ne_top _ _
have hfull : (volume : Measure (EuclideanSpace ℝ (Fin (n+3)))).toSphere Set.univ =
A * overlapShapeMeasure (n+3) Set.univ := by
have h := sphere_coordinate_lintegral n (f := fun _ => 1) measurable_const
simpa only [lintegral_one, mul_one, overlapShapeMeasure_univ, A] using h
rw [sphereUniform, lintegral_smul_measure, smul_eq_mul, sphere_coordinate_lintegral n hf,
hfull, ENNReal.mul_inv (Or.inl hA0) (Or.inl hAt), normalizedOverlapShape,
lintegral_smul_measure, smul_eq_mul, overlapShapeMeasure_lintegral _ hf]
change (A⁻¹ * (overlapShapeMeasure (n+3) Set.univ)⁻¹) * (A * _) = _
rw [mul_assoc, mul_left_comm _ A, ENNReal.inv_mul_cancel_left hA0 hAt]
def firstUnit (n : ℕ) : unitSphere (Fin (n+1)) :=
⟨EuclideanSpace.single 0 1, mem_sphere_zero_iff_norm.mpr (by simp)⟩
lemma sphere_inner_coordinate_lintegral (n : ℕ) {f : ℝ → ℝ≥0∞} (hf : Measurable f)
(u : unitSphere (Fin (n+1))) :
(∫⁻ v : unitSphere (Fin (n+1)), f (inner ℝ u.val v.val) ∂sphereUniform) =
∫⁻ v : unitSphere (Fin (n+1)), f (v.val 0) ∂sphereUniform := by
obtain ⟨U, hU⟩ := orthogonalSphere_transitive (firstUnit n) u
have hm : Measurable (fun v : unitSphere (Fin (n+1)) => f (inner ℝ u.val v.val)) := by fun_prop
rw [← (sphereUniform_rotation_preserving U).lintegral_comp hm]
apply lintegral_congr
intro v
congr 1
rw [← hU]
change inner ℝ (orthogonalIsometry U (firstUnit n).val) (orthogonalIsometry U v.val) = _
rw [(orthogonalIsometry U).inner_map_map]
simp only [firstUnit, EuclideanSpace.inner_single_left, map_one, one_mul]
lemma sphereOverlapLaw_lintegral (n : ℕ) {f : ℝ → ℝ≥0∞} (hf : Measurable f) :
(∫⁻ q, f q ∂sphereOverlapLaw (Fin (n+3))) =
∫⁻ q, f q ∂normalizedOverlapShape (n+3) := by
rw [sphereOverlapLaw, lintegral_map hf (by fun_prop),
lintegral_prod _ (by fun_prop)]
simp_rw [sphere_inner_coordinate_lintegral (n+2) hf]
rw [lintegral_const, measure_univ, mul_one, sphereUniform_coordinate_lintegral n hf]
lemma sphereOverlapLaw_density (n : ℕ) :
sphereOverlapLaw (Fin (n+3)) = normalizedOverlapShape (n+3) := by
apply Measure.ext_of_lintegral
exact fun _ hf => sphereOverlapLaw_lintegral n hf
end CriticalSK
end
end OAI