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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 | |