openAI-math-dataset / lean /OAI /NumberTheory /DukePrimeDegree /Entropy /CountableConditionalInformation.lean
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import OAI.NumberTheory.DukePrimeDegree.Entropy.CountableFutureInformation
import OAI.NumberTheory.DukePrimeDegree.Entropy.CountableObservationInformation
namespace OAI
/-! # Information of the countable present given its future
A binary recoding gives each individual conditional probability. Since
there are only countably many present labels, all of them hold together
outside one null set.
-/
noncomputable section
open MeasureTheory Set
namespace DukePrimeDegree
open PrimeDegreePackets
variable {S V Y : Type*} [MeasurableSpace S] [MeasurableSpace V]
[StandardBorelSpace V] [Nonempty V] [MeasurableSpace Y]
theorem conditionalProbability_countablePresentFutureFiber
(ρ : Measure (S × V)) [IsFiniteMeasure ρ]
{Q : Y → ℕ} (hQ : Measurable Q) {T : Y → Y} (hT : Measurable T)
{F : S × V → Y} (hF : Measurable F)
(hpos : ∀ᵐ z ∂ρ, ρ.condKernel z.1 (countableFutureFiber T Q F z) ≠ 0) (a : ℕ) :
ρ[({z | Q (F z)=a}.indicator (fun _ => (1:ℝ))) |
⨆ m, transverseLabelSigma (fun z => countableFutureCode T Q m (F z))] =ᵐ[ρ]
fun z => (ρ.condKernel z.1).real ({t | Q (F (z.1,t))=a} ∩ countableFutureFiber T Q F z) /
(ρ.condKernel z.1).real (countableFutureFiber T Q F z) := by
let P : Y → Fin 2 := fun y => if Q y = a then 0 else 1
have hP : Measurable P := measurable_const.piecewise
(hQ (measurableSet_singleton a)) measurable_const
have H := conditionalProbability_countableFutureFiber ρ hP hQ hT hF hpos (0 : Fin 2)
have he (y : Y) : P y = 0 ↔ Q y = a := by simp [P]
simpa only [he] using H
theorem conditionalInformation_countablePresentFutureFiber
(ρ : Measure (S × V)) [IsFiniteMeasure ρ]
{Q : Y → ℕ} (hQ : Measurable Q) {T : Y → Y} (hT : Measurable T)
{F : S × V → Y} (hF : Measurable F)
(hpos : ∀ᵐ z ∂ρ, ρ.condKernel z.1 (countableFutureFiber T Q F z) ≠ 0) :
conditionalInformation ρ (Q ∘ F)
(⨆ m, transverseLabelSigma (fun z => countableFutureCode T Q m (F z))) =ᵐ[ρ]
fun z => -Real.log
((ρ.condKernel z.1).real ({t | Q (F (z.1,t))=Q (F z)} ∩ countableFutureFiber T Q F z) /
(ρ.condKernel z.1).real (countableFutureFiber T Q F z)) := by
filter_upwards [ae_all_iff.mpr (fun a =>
conditionalProbability_countablePresentFutureFiber ρ hQ hT hF hpos a)] with z hz
exact congrArg (-Real.log ·) (hz (Q (F z)))
end DukePrimeDegree
end
end OAI