openAI-math-dataset / lean /OAI /NumberTheory /GaussianMoat /SignConcentration.lean
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import OAI.NumberTheory.GaussianMoat.SignedArithmetic
namespace OAI
universe uIota
namespace GaussianMoat
open MeasureTheory ProbabilityTheory
open scoped NNReal
noncomputable def fairCoin : Measure Bool := (PMF.uniformOfFintype Bool).toMeasure
instance fairCoin_probability : IsProbabilityMeasure fairCoin := by
unfold fairCoin
infer_instance
noncomputable def signMeasure (ι : Type uIota) [Fintype ι] : Measure (ι → Bool) :=
Measure.pi (fun _ => fairCoin)
instance signMeasure_probability (ι : Type uIota) [Fintype ι] : IsProbabilityMeasure (signMeasure ι) := by
unfold signMeasure
infer_instance
theorem fairCoin_mean (f : Bool → ℝ) : ∫ b, f b ∂fairCoin = (f false + f true) / 2 := by
have hf : Integrable f fairCoin := Integrable.of_mem_Icc
(min (f false) (f true)) (max (f false) (f true)) (by fun_prop) (by
apply ae_of_all
intro b
cases b <;> simp)
rw [integral_fintype hf]
simp [fairCoin, measureReal_def,
PMF.uniformOfFintype_apply]
ring
theorem sign_hoeffding {ι : Type uIota} [Fintype ι] (f : ι → Bool → ℝ) (w : ι → ℝ)
(hf : ∀ i b, f i b ∈ Set.Icc 0 (w i)) {ε : ℝ} (hε : 0 ≤ ε) :
(signMeasure ι).real {σ | ε + ∑ i, (f i false + f i true) / 2 ≤ ∑ i, f i (σ i)}
≤ Real.exp (-ε ^ 2 / (2 * ∑ i, (((‖w i‖₊ / 2) ^ 2 : ℝ≥0) : ℝ))) := by
classical
let X : ι → (ι → Bool) → ℝ := fun i σ => f i (σ i) - (f i false + f i true) / 2
have hsub (i : ι) : HasSubgaussianMGF (X i) ((‖w i‖₊ / 2) ^ 2) (signMeasure ι) := by
have h := hasSubgaussianMGF_of_mem_Icc (μ := fairCoin) (X := f i)
(by fun_prop) (ae_of_all _ (hf i))
rw [fairCoin_mean] at h
simp only [sub_zero] at h
have he := (measurePreserving_eval (fun _ : ι => fairCoin) i).map_eq
rw [← he] at h
have heval : AEMeasurable (Function.eval i : (ι → Bool) → Bool) (signMeasure ι) :=
(measurable_pi_apply i).aemeasurable
exact HasSubgaussianMGF.of_map heval h
have hind : iIndepFun X (signMeasure ι) :=
iIndepFun_pi (X := fun i b => f i b - (f i false + f i true) / 2) (fun _ => by fun_prop)
have h := HasSubgaussianMGF.measure_sum_ge_le_of_iIndepFun hind
(s := Finset.univ) (fun i _ => hsub i) hε
simpa only [X, Finset.sum_sub_distrib, le_sub_iff_add_le, NNReal.coe_sum] using h
open scoped Classical in
noncomputable def SplitSieve.eligible (s : SplitSieve) (v : GaussianInt) : Finset ℕ :=
s.primes.filter (fun p => s.factor p ∣ v ∨ star (s.factor p) ∣ v)
noncomputable def SplitSieve.lineLog (s : SplitSieve) (v : GaussianInt) (p : ℕ) (b : Bool) : ℝ := by
classical
exact if signedFactor (s.factor p) b ∣ v then Real.log p else 0
theorem SplitSieve.eligible_log_bound (s : SplitSieve) {v : GaussianInt} (hv : v ≠ 0) :
∑ p ∈ s.eligible v, Real.log (p : ℝ) ≤ Real.log (v.norm : ℝ) := by
classical
let σ : ℕ → Bool := fun p => decide (s.factor p ∣ v)
have hnorm := s.eligible_product_le_norm (s.eligible v)
(Finset.filter_subset _ _) σ hv (by
intro p hp
obtain ⟨_, hleft | hright⟩ := Finset.mem_filter.mp hp
· simp [σ, signedFactor, hleft]
· by_cases hd : s.factor p ∣ v
· simp [σ, signedFactor, hd]
· simpa [σ, signedFactor, hd] using hright)
have hnorm' : ∏ p ∈ s.eligible v, (p : ℝ) ≤ (v.norm : ℝ) := by
have h : ((∏ p ∈ s.eligible v, (p : ℤ)) : ℝ) ≤ (v.norm : ℝ) := by exact_mod_cast hnorm
push_cast at h
exact h
have hpos (p : ℕ) (hp : p ∈ s.eligible v) : 0 < (p : ℝ) := by
exact_mod_cast (s.prime_mem p (Finset.mem_filter.mp hp).1).pos
have hlog := Real.log_le_log (Finset.prod_pos hpos) hnorm'
rw [Real.log_prod (fun p hp => (hpos p hp).ne')] at hlog
exact hlog
theorem SplitSieve.lineLog_mean (s : SplitSieve) {v : GaussianInt}
(hv : PrimitiveDirection v) (hv0 : v ≠ 0) :
∑ p : s.primes, (s.lineLog v p false + s.lineLog v p true) / 2 ≤
Real.log (v.norm : ℝ) / 2 := by
classical
have heq : ∑ p : s.primes, (s.lineLog v p false + s.lineLog v p true) =
∑ p ∈ s.eligible v, Real.log (p : ℝ) := by
rw [Finset.sum_coe_sort s.primes (fun p => s.lineLog v p false + s.lineLog v p true),
SplitSieve.eligible, Finset.sum_filter]
apply Finset.sum_congr rfl
intro p hp
have hp2 : p ≠ 2 := by have hm := s.mod_four p hp; omega
have hnot := not_both_factors_dvd_primitive (s.prime_mem p hp) hp2 (s.factor_norm p hp) hv
by_cases h1 : s.factor p ∣ v <;> by_cases h2 : star (s.factor p) ∣ v
· exact False.elim (hnot ⟨h1,h2⟩)
all_goals simp [SplitSieve.lineLog, signedFactor, h1, h2]
rw [← Finset.sum_div, heq]
exact div_le_div_of_nonneg_right (s.eligible_log_bound hv0) (by norm_num)
theorem SplitSieve.lineLog_tail (s : SplitSieve) {v : GaussianInt}
(hv : PrimitiveDirection v) (hv0 : v ≠ 0) {ε : ℝ} (hε : 0 ≤ ε) :
(signMeasure s.primes).real {σ |
Real.log (v.norm : ℝ) / 2 + ε ≤ ∑ p : s.primes, s.lineLog v p (σ p)}
≤ Real.exp (-ε ^ 2 / (2 * ∑ p : s.primes,
(((‖Real.log (p : ℝ)‖₊ / 2) ^ 2 : ℝ≥0) : ℝ))) := by
classical
apply le_trans (measureReal_mono (s₂ := {σ |
ε + ∑ p : s.primes, (s.lineLog v p false + s.lineLog v p true) / 2 ≤
∑ p : s.primes, s.lineLog v p (σ p)}) ?_)
· apply sign_hoeffding (fun p : s.primes => s.lineLog v p) (fun p => Real.log (p : ℝ))
· intro p b
have hp : 0 ≤ Real.log (p : ℝ) := Real.log_nonneg (by
exact_mod_cast (s.prime_mem p p.property).one_lt.le)
unfold SplitSieve.lineLog
split_ifs
· exact ⟨hp, le_rfl⟩
· exact ⟨le_rfl, hp⟩
· exact hε
· intro σ hσ
have hmean := s.lineLog_mean hv hv0
change Real.log (v.norm : ℝ) / 2 + ε ≤ _ at hσ
change ε + _ ≤ _
linarith
end GaussianMoat
end OAI