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| import Mathlib | |
| import OAI.MeasureTheory.FalconerCompletion.Measures.PathIndex2 | |
| namespace OAI | |
| /-! Dyadic shells and prefix decompositions. -/ | |
| section | |
| section | |
| open Set MeasureTheory | |
| open scoped ComplexConjugate RealInnerProductSpace | |
| namespace GraphLiteralSupport | |
| namespace CurrentFalconer.TreeND | |
| open Set MeasureTheory | |
| open scoped ENNReal | |
| variable {d : ℕ} | |
| noncomputable def leafUnion (L : Finset ((CellPath d))) : Set (EuclideanSpace ℝ (Fin d)) := | |
| ⋃ p ∈ L, (treeCell p) | |
| theorem leafUnion_measurable (L : Finset ((CellPath d))) : | |
| MeasurableSet (leafUnion L) := | |
| Finset.measurableSet_biUnion _ (fun p _ => (measurableSet_treeCell p)) | |
| theorem leafUnion_mono {L T : Finset ((CellPath d))} | |
| (h : L ⊆ T) : leafUnion L ⊆ leafUnion T := by | |
| intro z hz | |
| obtain ⟨p,hp,hz⟩ := mem_iUnion₂.mp hz | |
| exact mem_iUnion₂.mpr ⟨p,h hp,hz⟩ | |
| theorem leafUnion_disjoint {N : ℕ} | |
| {L T : Finset ((CellPath d))} (hL : L ⊆ dyadicPaths N) | |
| (hT : T ⊆ dyadicPaths N) (h : Disjoint L T) : | |
| Disjoint (leafUnion L) (leafUnion T) := by | |
| apply Set.disjoint_left.mpr | |
| intro z hz hz' | |
| obtain ⟨p,hp,hzp⟩ := mem_iUnion₂.mp hz | |
| obtain ⟨q,hq,hzq⟩ := mem_iUnion₂.mp hz' | |
| have hne : p ≠ q := by | |
| intro he; subst q; exact Finset.disjoint_left.mp h hp hq | |
| exact Set.disjoint_left.mp (treeCell_disjoint | |
| ((mem_dyadicPaths _ _).mp (hL hp) |>.trans ((mem_dyadicPaths _ _).mp (hT hq)).symm) | |
| hne) hzp hzq | |
| theorem measure_leafUnion (μ : Measure (EuclideanSpace ℝ (Fin d))) | |
| {N : ℕ} {L : Finset ((CellPath d))} (hL : L ⊆ dyadicPaths N) : | |
| μ (leafUnion L) = ∑ p ∈ L, μ (treeCell p) := by | |
| apply measure_biUnion_finset | |
| · intro p hp q hq hne | |
| exact treeCell_disjoint | |
| (((mem_dyadicPaths _ _).mp (hL hp)).trans ((mem_dyadicPaths _ _).mp (hL hq)).symm) | |
| hne | |
| · intro p _; exact (measurableSet_treeCell p) | |
| noncomputable def retainedLeaves (μ : Measure (EuclideanSpace ℝ (Fin d))) (N : ℕ) | |
| (t : ℝ≥0∞) : Finset ((CellPath d)) := by | |
| classical | |
| exact (dyadicPaths N).filter fun p => t ≤ μ (treeCell p) | |
| theorem discarded_leaves_mass (μ : Measure (EuclideanSpace ℝ (Fin d))) (N : ℕ) (t : ℝ≥0∞) : | |
| μ (leafUnion (dyadicPaths N \ retainedLeaves μ N t)) ≤ (2 : ℝ≥0∞)^(d*N) * t := by | |
| classical | |
| rw [measure_leafUnion μ Finset.sdiff_subset] | |
| calc | |
| _ ≤ ∑ _p ∈ dyadicPaths N \ retainedLeaves μ N t, t := by | |
| apply Finset.sum_le_sum | |
| intro p hp | |
| have hp' := Finset.mem_sdiff.mp hp | |
| have : ¬ t ≤ μ (treeCell p) := by | |
| intro ht | |
| exact hp'.2 (Finset.mem_filter.mpr ⟨hp'.1,ht⟩) | |
| exact (lt_of_not_ge this).le | |
| _ ≤ (2 : ℝ≥0∞)^(d*N) * t := by | |
| simp only [Finset.sum_const, nsmul_eq_mul] | |
| apply mul_le_mul_left | |
| exact_mod_cast (Finset.card_le_card Finset.sdiff_subset).trans (by simpa only [← pow_mul,Nat.mul_comm] using dyadicPaths_card_le (d := d) N) | |
| noncomputable def classMeasure (μ : Measure (EuclideanSpace ℝ (Fin d))) | |
| (L : Finset ((CellPath d))) (f : (CellPath d) → List ℕ) (T : List ℕ) : | |
| Measure (EuclideanSpace ℝ (Fin d)) := μ.restrict (leafUnion (classLeaves L f T)) | |
| theorem classLeaves_disjoint (L : Finset ((CellPath d))) | |
| (f : (CellPath d) → List ℕ) {T U : List ℕ} (h : T ≠ U) : | |
| Disjoint (classLeaves L f T) (classLeaves L f U) := by | |
| classical | |
| apply Finset.disjoint_left.mpr | |
| intro p hp hq | |
| exact h ((Finset.mem_filter.mp hp).2.symm.trans (Finset.mem_filter.mp hq).2) | |
| theorem leafUnion_classes (L : Finset ((CellPath d))) | |
| (f : (CellPath d) → List ℕ) : | |
| (⋃ T ∈ L.image f, leafUnion (classLeaves L f T)) = leafUnion L := by | |
| classical | |
| ext z | |
| constructor | |
| · intro hz | |
| obtain ⟨T,_,hz⟩ := mem_iUnion₂.mp hz | |
| obtain ⟨p,hp,hz⟩ := mem_iUnion₂.mp hz | |
| exact mem_iUnion₂.mpr ⟨p,(Finset.mem_filter.mp hp).1,hz⟩ | |
| · intro hz | |
| obtain ⟨p,hp,hz⟩ := mem_iUnion₂.mp hz | |
| exact mem_iUnion₂.mpr ⟨f p,Finset.mem_image.mpr ⟨p,hp,rfl⟩, | |
| mem_iUnion₂.mpr ⟨p,by simp [classLeaves,hp],hz⟩⟩ | |
| theorem class_mass_sum (μ : Measure (EuclideanSpace ℝ (Fin d))) | |
| {N : ℕ} {L : Finset ((CellPath d))} (hL : L ⊆ dyadicPaths N) | |
| (f : (CellPath d) → List ℕ) : | |
| (∑ T ∈ L.image f, classMeasure μ L f T univ) = μ (leafUnion L) := by | |
| classical | |
| simp only [classMeasure, Measure.restrict_apply_univ] | |
| rw [← leafUnion_classes L f] | |
| symm | |
| apply measure_biUnion_finset | |
| · intro T _ U _ hne | |
| exact leafUnion_disjoint (fun _ hp => hL (Finset.mem_filter.mp hp).1) | |
| (fun _ hp => hL (Finset.mem_filter.mp hp).1) (classLeaves_disjoint L f hne) | |
| · intro T _; exact leafUnion_measurable _ | |
| theorem discarded_classes_mass (μ : Measure (EuclideanSpace ℝ (Fin d))) | |
| (L : Finset ((CellPath d))) (f : (CellPath d) → List ℕ) | |
| (t : ℝ≥0∞) : | |
| μ (⋃ T ∈ (L.image f).filter (fun T => classMeasure μ L f T univ < t), | |
| leafUnion (classLeaves L f T)) ≤ ((L.image f).card : ℝ≥0∞) * t := by | |
| classical | |
| calc | |
| _ ≤ ∑ T ∈ (L.image f).filter (fun T => classMeasure μ L f T univ < t), | |
| μ (leafUnion (classLeaves L f T)) := measure_biUnion_finset_le _ _ | |
| _ ≤ ∑ _T ∈ (L.image f).filter (fun T => classMeasure μ L f T univ < t), t := by | |
| apply Finset.sum_le_sum | |
| intro T hT | |
| simpa only [classMeasure, Measure.restrict_apply_univ] using (Finset.mem_filter.mp hT).2.le | |
| _ ≤ _ := by | |
| simp only [Finset.sum_const, nsmul_eq_mul] | |
| apply mul_le_mul_left | |
| exact_mod_cast (Finset.card_filter_le (s := L.image f) | |
| (fun T => classMeasure μ L f T univ < t)) | |
| noncomputable def normalizedClass (μ : Measure (EuclideanSpace ℝ (Fin d))) | |
| (L : Finset ((CellPath d))) (f : (CellPath d) → List ℕ) (T : List ℕ) : | |
| Measure (EuclideanSpace ℝ (Fin d)) := (classMeasure μ L f T univ)⁻¹ • classMeasure μ L f T | |
| theorem normalizedClass_probability (μ : Measure (EuclideanSpace ℝ (Fin d))) | |
| [IsFiniteMeasure μ] (L : Finset ((CellPath d))) | |
| (f : (CellPath d) → List ℕ) (T : List ℕ) | |
| (h : classMeasure μ L f T univ ≠ 0) : | |
| IsProbabilityMeasure (normalizedClass μ L f T) := by | |
| constructor | |
| simp only [normalizedClass, Measure.smul_apply, smul_eq_mul] | |
| apply ENNReal.inv_mul_cancel h | |
| simp only [classMeasure, Measure.restrict_apply_univ] | |
| exact measure_ne_top _ _ | |
| theorem normalizedClass_apply (μ : Measure (EuclideanSpace ℝ (Fin d))) | |
| (L : Finset ((CellPath d))) (f : (CellPath d) → List ℕ) (T : List ℕ) | |
| (S : Set (EuclideanSpace ℝ (Fin d))) : | |
| normalizedClass μ L f T S = | |
| (μ (leafUnion (classLeaves L f T)))⁻¹ * | |
| μ (S ∩ leafUnion (classLeaves L f T)) := by | |
| simp only [normalizedClass, classMeasure, | |
| Measure.smul_apply, smul_eq_mul, | |
| Measure.restrict_apply' (leafUnion_measurable _), univ_inter] | |
| theorem leafUnion_inter_prefix {N a : ℕ} (ha : a ≤ N) {C : Finset (CellPath d)} (hC : C ⊆ dyadicPaths N) | |
| {P : (CellPath d)} (hP : P.length = a) : | |
| (treeCell P) ∩ leafUnion C = leafUnion (prefixFiber C a P) := by | |
| classical | |
| ext z | |
| constructor | |
| · rintro ⟨hzP,hzC⟩ | |
| obtain ⟨q,hq,hzq⟩ := mem_iUnion₂.mp hzC | |
| have hqN := (mem_dyadicPaths _ _).mp (hC hq) | |
| have hlen : (q.take a).length = P.length := by simp [List.length_take,hqN,ha,hP] | |
| have he : q.take a = P := by | |
| by_contra hne | |
| exact Set.disjoint_left.mp (treeCell_disjoint hlen hne) | |
| (treeCell_subset_take q a hzq) hzP | |
| exact mem_iUnion₂.mpr ⟨q,by simp [prefixFiber,hq,he],hzq⟩ | |
| · intro hz | |
| obtain ⟨q,hq,hzq⟩ := mem_iUnion₂.mp hz | |
| obtain ⟨hq,he⟩ := Finset.mem_filter.mp hq | |
| refine ⟨?_,mem_iUnion₂.mpr ⟨q,hq,hzq⟩⟩ | |
| rw [← he] | |
| exact treeCell_subset_take q a hzq | |
| theorem restriction_prefix_mass (μ : Measure (EuclideanSpace ℝ (Fin d))) | |
| {N a : ℕ} (ha : a ≤ N) {C : Finset (CellPath d)} (hC : C ⊆ dyadicPaths N) | |
| {P : (CellPath d)} (hP : P.length = a) : | |
| (μ.restrict (leafUnion C)) (treeCell P) = | |
| ∑ q ∈ prefixFiber C a P, μ (treeCell q) := by | |
| rw [Measure.restrict_apply (measurableSet_treeCell P), | |
| leafUnion_inter_prefix ha hC hP] | |
| exact measure_leafUnion μ (fun q hq => hC (Finset.mem_filter.mp hq).1) | |
| theorem restriction_prefix_mass_real (μ : Measure (EuclideanSpace ℝ (Fin d))) [IsFiniteMeasure μ] | |
| {N a : ℕ} (ha : a ≤ N) {C : Finset (CellPath d)} (hC : C ⊆ dyadicPaths N) | |
| {P : (CellPath d)} (hP : P.length = a) : | |
| ((μ.restrict (leafUnion C)) (treeCell P)).toReal = | |
| ∑ q ∈ prefixFiber C a P, (μ (treeCell q)).toReal := by | |
| rw [restriction_prefix_mass μ ha hC hP, ENNReal.toReal_sum] | |
| intro q _ | |
| exact measure_ne_top _ _ | |
| theorem restriction_prefix_mass_bounds (μ : Measure (EuclideanSpace ℝ (Fin d))) [IsFiniteMeasure μ] | |
| {N a : ℕ} (ha : a ≤ N) {C : Finset (CellPath d)} (hC : C ⊆ dyadicPaths N) | |
| {P : (CellPath d)} (hP : P.length = a) {s : ℝ} | |
| (hm : ∀ q ∈ C, s ≤ (μ (treeCell q)).toReal ∧ | |
| (μ (treeCell q)).toReal ≤ 2*s) : | |
| (prefixFiber C a P).card * s ≤ | |
| ((μ.restrict (leafUnion C)) (treeCell P)).toReal ∧ | |
| ((μ.restrict (leafUnion C)) (treeCell P)).toReal ≤ | |
| (prefixFiber C a P).card * (2*s) := by | |
| rw [restriction_prefix_mass_real μ ha hC hP] | |
| constructor | |
| · calc | |
| _ = ∑ _q ∈ prefixFiber C a P, s := by simp | |
| _ ≤ _ := Finset.sum_le_sum fun q hq => (hm q (Finset.mem_filter.mp hq).1).1 | |
| · calc | |
| _ ≤ ∑ _q ∈ prefixFiber C a P, 2*s := | |
| Finset.sum_le_sum fun q hq => (hm q (Finset.mem_filter.mp hq).1).2 | |
| _ = _ := by simp | |
| theorem restriction_total_mass_real (μ : Measure (EuclideanSpace ℝ (Fin d))) [IsFiniteMeasure μ] | |
| {N : ℕ} {C : Finset (CellPath d)} (hC : C ⊆ dyadicPaths N) : | |
| (μ (leafUnion C)).toReal = ∑ q ∈ C, (μ (treeCell q)).toReal := by | |
| rw [measure_leafUnion μ hC, ENNReal.toReal_sum] | |
| intro q _; exact measure_ne_top _ _ | |
| theorem restriction_total_mass_bounds (μ : Measure (EuclideanSpace ℝ (Fin d))) [IsFiniteMeasure μ] | |
| {N : ℕ} {C : Finset (CellPath d)} (hC : C ⊆ dyadicPaths N) {s : ℝ} | |
| (hm : ∀ q ∈ C, s ≤ (μ (treeCell q)).toReal ∧ | |
| (μ (treeCell q)).toReal ≤ 2*s) : | |
| C.card*s ≤ (μ (leafUnion C)).toReal ∧ | |
| (μ (leafUnion C)).toReal ≤ C.card*(2*s) := by | |
| rw [restriction_total_mass_real μ hC] | |
| constructor | |
| · calc | |
| _ = ∑ _q ∈ C, s := by simp | |
| _ ≤ _ := Finset.sum_le_sum fun q hq => (hm q hq).1 | |
| · calc | |
| _ ≤ ∑ _q ∈ C, 2*s := Finset.sum_le_sum fun q hq => (hm q hq).2 | |
| _ = _ := by simp | |
| theorem leafUnion_all (N : ℕ) : leafUnion (dyadicPaths (d := d) N) = treeCell [] := treeCell_cover_root N | |
| end CurrentFalconer.TreeND | |
| end GraphLiteralSupport | |
| end | |
| end | |
| end OAI | |