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import Mathlib.Probability.Kernel.WithDensity
import OAI.NumberTheory.Jacobsthal.Partitions.BeginningWindowTransport
namespace OAI
namespace Erdos970
section
namespace Erdos970Dependency.MarkedVisits
open Filter Set MeasureTheory ProbabilityTheory
open scoped Topology ProbabilityTheory ENNReal
open NumberTheoryLean.PairedCostProcess NumberTheoryLean.CostReturnLaw
open NumberTheoryLean.InitialRegeneration NumberTheoryLean.TransitionKernels
open NumberTheoryLean.KernelPotential
open AbsorptionCutoff.Renewal
noncomputable def rawFirstMarkedBeginning : Kernel OddCost OddCost :=
(potential Kernel.id (cycleBranchKernel false)).withDensity (fun _ y => nextMarkWeight y)
lemma nextMarkWeight_ne_top (z : OddCost) : nextMarkWeight z ≠ ∞ :=
measure_ne_top (cycleBranchKernel true z) univ
instance rawFirstMarkedBeginning_isSFiniteKernel : IsSFiniteKernel rawFirstMarkedBeginning := by
unfold rawFirstMarkedBeginning
exact Kernel.IsSFiniteKernel.withDensity _ (fun _ y => nextMarkWeight_ne_top y)
lemma rawFirstMarkedBeginning_apply (z : OddCost) :
rawFirstMarkedBeginning z =
Measure.sum (fun n : ℕ => ((cycleBranchKernel false ^ n) z).withDensity nextMarkWeight) := by
rw [rawFirstMarkedBeginning,Kernel.withDensity_apply _ (f := fun _ y : OddCost => nextMarkWeight y) (nextMarkWeight_measurable.comp measurable_snd),
potential,Kernel.sum_apply]
simp only [Kernel.id_comp]
exact withDensity_sum _ _
lemma rawFirstMarkedBeginning_increment (z : OddCost) (hz : z ∈ returnSet) :
(rawFirstMarkedBeginning z).map (fun y => y.2-z.2) = firstMarkWaitingLaw := by
rw [rawFirstMarkedBeginning_apply,
Measure.map_sum (f := fun y : OddCost => y.2-z.2) (measurable_snd.sub measurable_const).aemeasurable]
change actualWaitingLaw z = firstMarkWaitingLaw
rw [actualWaitingLaw_eq z hz,firstMarkWaitingLaw,actualWaitingLaw_eq]
norm_num [returnSet,NumberTheoryLean.PairedHitting.pairedRegeneration,NumberTheoryLean.RegenerationTails.regenerationState]
lemma rawFirstMarkedBeginning_mass (z : OddCost) (hz : z ∈ returnSet) :
rawFirstMarkedBeginning z univ = 1 := by
have he := congrArg (fun μ : Measure ℝ => μ univ) (rawFirstMarkedBeginning_increment z hz)
rw [Measure.map_apply (f := fun y : OddCost => y.2-z.2) (measurable_snd.sub measurable_const) MeasurableSet.univ,preimage_univ] at he
exact he.trans measure_univ
lemma rawFirstMarkedBeginning_ae_regeneration (z : OddCost) (hz : z ∈ returnSet) :
∀ᵐ y ∂rawFirstMarkedBeginning z, y ∈ returnSet := by
rw [rawFirstMarkedBeginning_apply,Measure.ae_sum_iff]
intro n
exact (withDensity_absolutelyContinuous _ _).ae_le (cycleBranch_pow_ae_regeneration false n z hz)
lemma rawFirstMarkedBeginning_cost_integral (z : OddCost) (hz : z ∈ returnSet)
{F : ℝ → ℝ≥0∞} (hF : Measurable F) :
(∫⁻ y, F y.2 ∂rawFirstMarkedBeginning z) = ∫⁻ G, F (z.2+G) ∂firstMarkWaitingLaw := by
rw [← rawFirstMarkedBeginning_increment z hz,
lintegral_map (g := fun y : OddCost => y.2-z.2) (f := fun G : ℝ => F (z.2+G))
(hF.comp (measurable_const.add measurable_id)) (measurable_snd.sub measurable_const)]
apply lintegral_congr
intro y
congr 1
ring
noncomputable def initialMarkedBeginning : Kernel EvenState OddCost :=
rawFirstMarkedBeginning ∘ₖ delayedRegeneration
instance initialMarkedBeginning_isMarkovKernel : IsMarkovKernel initialMarkedBeginning := by
constructor
intro s
constructor
rw [initialMarkedBeginning,Kernel.comp_apply' _ _ _ MeasurableSet.univ]
have he : (fun z => rawFirstMarkedBeginning z univ) =ᵐ[delayedRegeneration s] fun _ => 1 := by
filter_upwards [delayedRegeneration_ae_regeneration s] with z hz
exact rawFirstMarkedBeginning_mass z hz
rw [lintegral_congr_ae he]
simp
lemma initialMarkedBeginning_ae_regeneration (s : EvenState) :
∀ᵐ z ∂initialMarkedBeginning s, z ∈ returnSet := by
rw [initialMarkedBeginning]
apply Kernel.ae_comp_of_ae_ae returnSet_measurable
filter_upwards [delayedRegeneration_ae_regeneration s] with z hz
exact rawFirstMarkedBeginning_ae_regeneration z hz
noncomputable def initialMarkedCostLaw (s : EvenState) : Measure ℝ :=
(initialMarkedBeginning s).map Prod.snd
instance initialMarkedCostLaw_isProbabilityMeasure (s : EvenState) : IsProbabilityMeasure (initialMarkedCostLaw s) :=
(Measure.isProbabilityMeasure_map_iff measurable_snd.aemeasurable).mpr inferInstance
lemma initialMarkedCostLaw_eq (s : EvenState) :
initialMarkedCostLaw s = delayedCostLaw s ∗ firstMarkWaitingLaw := by
apply Measure.ext_of_lintegral
intro F hF
rw [initialMarkedCostLaw,lintegral_map hF measurable_snd,initialMarkedBeginning,
Kernel.lintegral_comp _ _ _ (g := fun z : OddCost => F z.2) (hF.comp measurable_snd),
Measure.lintegral_conv hF,delayedCostLaw,
lintegral_map (g := Prod.snd) (f := fun x : ℝ => ∫⁻ y, F (x+y) ∂firstMarkWaitingLaw)
((hF.comp measurable_add).lintegral_prod_right') measurable_snd]
apply lintegral_congr_ae
filter_upwards [delayedRegeneration_ae_regeneration s] with z hz
exact rawFirstMarkedBeginning_cost_integral z hz hF
lemma firstMarkWaiting_nonneg : ∀ᵐ G ∂firstMarkWaitingLaw, 0 ≤ G := by
rw [firstMarkWaitingLaw,actualWaitingLaw_eq _ (by norm_num [returnSet,
NumberTheoryLean.PairedHitting.pairedRegeneration,NumberTheoryLean.RegenerationTails.regenerationState])]
exact Measure.ae_smul_measure unmarkedPotential_ae_nonneg _
lemma initialMarkedCost_nonneg (s : EvenState) : ∀ᵐ D ∂initialMarkedCostLaw s, 0 ≤ D := by
rw [initialMarkedCostLaw_eq]
have hd : ∀ᵐ T ∂delayedCostLaw s, 0 ≤ T := by
rw [delayedCostLaw]
exact (ae_map_iff measurable_snd.aemeasurable measurableSet_Ici).mpr (delayedRegeneration_cost_nonneg s)
simpa only [zero_add] using conv_ae_lower hd firstMarkWaiting_nonneg
lemma costTransform_mono {μ : Measure ℝ} (hμ : ∀ᵐ G ∂μ, 0 ≤ G) {a b : ℝ} (hab : a ≤ b) :
costTransform μ a ≤ costTransform μ b := by
apply lintegral_mono_ae
filter_upwards [hμ] with G hG
exact ENNReal.ofReal_le_ofReal (Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_right hab hG))
theorem initialMarkedCost_uniform_exponential (S : ℝ) : ∃ eta B : ℝ, 0 < eta ∧ 0 ≤ B ∧
∀ s : EvenState, s.1 ≤ S → costTransform (initialMarkedCostLaw s) eta ≤ ENNReal.ofReal B := by
obtain ⟨a,A,ha,hA,hDelay⟩ := delayedCostLaw_uniform_exponential S
obtain ⟨b,hb,hWait,_⟩ := marked_waiting_common_exponential_moment
let eta := min a b
have heta : 0 < eta := lt_min ha hb
have hW : costTransform firstMarkWaitingLaw eta < ∞ :=
(costTransform_mono firstMarkWaiting_nonneg (min_le_right a b)).trans_lt hWait
let W : ℝ := (costTransform firstMarkWaitingLaw eta).toReal
have hWreal : costTransform firstMarkWaitingLaw eta = ENNReal.ofReal W :=
(ENNReal.ofReal_toReal hW.ne).symm
refine ⟨eta,A*W,heta,mul_nonneg hA ENNReal.toReal_nonneg,?_⟩
intro s hs
have hd : ∀ᵐ T ∂delayedCostLaw s, 0 ≤ T := by
rw [delayedCostLaw]
exact (ae_map_iff measurable_snd.aemeasurable measurableSet_Ici).mpr (delayedRegeneration_cost_nonneg s)
rw [initialMarkedCostLaw_eq,costTransform_conv,hWreal,ENNReal.ofReal_mul hA]
exact mul_le_mul_left ((costTransform_mono hd (min_le_left a b)).trans (hDelay s hs)) _
end Erdos970Dependency.MarkedVisits
end
section
namespace Erdos970Dependency.MarkedVisits
open Filter Set MeasureTheory ProbabilityTheory
open scoped Topology ProbabilityTheory ENNReal
open NumberTheoryLean.PairedCostProcess NumberTheoryLean.CostReturnLaw
open NumberTheoryLean.TransitionKernels NumberTheoryLean.KernelPotential
noncomputable def initialBeginningReg : Kernel EvenState RegCost :=
initialMarkedBeginning.comapRight (MeasurableEmbedding.subtype_coe returnSet_measurable)
instance initialBeginningReg_isMarkovKernel : IsMarkovKernel initialBeginningReg := by
apply Kernel.IsMarkovKernel.comapRight
intro s
have he := (ae_mem_iff_measure_eq (μ := initialMarkedBeginning s)
returnSet_measurable.nullMeasurableSet).mp (initialMarkedBeginning_ae_regeneration s)
rw [measure_univ] at he
convert! he using 1
congr 1
ext y
simp
lemma initialBeginningReg_map_state (s : EvenState) :
(initialBeginningReg s).map (Subtype.val : RegCost → OddCost) = initialMarkedBeginning s := by
calc
_ = (initialMarkedBeginning s).restrict returnSet := by
change (((initialMarkedBeginning s).comap (Subtype.val : RegCost → OddCost)).map Subtype.val) = _
exact map_comap_subtype_coe (μ := initialMarkedBeginning s) returnSet_measurable
_ = _ := Measure.restrict_eq_self_of_ae_mem (initialMarkedBeginning_ae_regeneration s)
lemma initialBeginningReg_cost_law (s : EvenState) :
(initialBeginningReg s).map beginningCost = initialMarkedCostLaw s := by
rw [initialMarkedCostLaw,← initialBeginningReg_map_state s,
Measure.map_map measurable_snd measurable_subtype_coe]
rfl
lemma beginningBelow_shift (t v : ℝ) : beginningBelow t (v-t) = beginningBelow 0 v := by
unfold beginningBelow
congr 1
ext z
simp only [mem_preimage,mem_Iio,relativeBeginningCost,sub_zero]
constructor <;> intro h <;> linarith
lemma beginningOver_shift (t v H : ℝ) : beginningOver t (v-t) H = beginningOver 0 v H := by
unfold beginningOver
congr 1
ext z
simp only [mem_preimage,mem_Ioi,relativeBeginningCost,sub_zero]
constructor <;> intro h <;> linarith
lemma beginningWindow_shift (t v H : ℝ) : beginningWindow t (v-t) H = beginningWindow 0 v H := by
unfold beginningWindow
congr 1
ext z
simp only [mem_preimage,mem_Icc,relativeBeginningCost,sub_zero]
constructor <;> rintro ⟨h1,h2⟩ <;> constructor <;> linarith
lemma absoluteBeginningOvershoot_eq (z : RegCost) (v H : ℝ) :
(potential (beginningOver 0 v H) (beginningBelow 0 v)) z univ =
beginningOvershoot z (v-beginningCost z) H := by
rw [beginningOvershoot,beginningOver_shift,beginningBelow_shift]
lemma absoluteBeginningWindowHit_eq (z : RegCost) (v H : ℝ) :
(potential (beginningWindow 0 v H) (beginningBelow 0 v)) z univ =
beginningWindowHit z (v-beginningCost z) H := by
rw [beginningWindowHit,beginningWindow_shift,beginningBelow_shift]
noncomputable def markedWindowSuccess (v H : ℝ) (z : RegCost) : ℝ≥0∞ :=
if beginningCost z < v then (potential (beginningWindow 0 v H) (beginningBelow 0 v)) z univ
else if beginningCost z ≤ v+H then 1 else 0
noncomputable def markedWindowFailure (v H : ℝ) (z : RegCost) : ℝ≥0∞ :=
if beginningCost z < v then (potential (beginningOver 0 v H) (beginningBelow 0 v)) z univ
else if beginningCost z ≤ v+H then 0 else 1
lemma markedWindowSuccess_measurable (v H : ℝ) : Measurable (markedWindowSuccess v H) := by
unfold markedWindowSuccess
exact Measurable.ite (measurableSet_lt beginningCost_measurable measurable_const)
((potential _ _).measurable_coe MeasurableSet.univ)
(Measurable.ite (measurableSet_le beginningCost_measurable measurable_const) measurable_const measurable_const)
lemma markedWindowFailure_measurable (v H : ℝ) : Measurable (markedWindowFailure v H) := by
unfold markedWindowFailure
exact Measurable.ite (measurableSet_lt beginningCost_measurable measurable_const)
((potential _ _).measurable_coe MeasurableSet.univ)
(Measurable.ite (measurableSet_le beginningCost_measurable measurable_const) measurable_const measurable_const)
lemma markedWindow_partition (z : RegCost) (v H : ℝ) (hH : 0 ≤ H) :
markedWindowSuccess v H z+markedWindowFailure v H z = 1 := by
unfold markedWindowSuccess markedWindowFailure
by_cases hz : beginningCost z < v
· rw [ite_eq_left hz,ite_eq_left hz,absoluteBeginningOvershoot_eq,absoluteBeginningWindowHit_eq]
exact beginningWindow_partition z (by linarith) hH
· rw [ite_eq_right hz,ite_eq_right hz]
split_ifs <;> simp
noncomputable def initialMarkedWindowSuccess (s : EvenState) (v H : ℝ) : ℝ≥0∞ :=
∫⁻ z, markedWindowSuccess v H z ∂initialBeginningReg s
noncomputable def initialMarkedWindowFailure (s : EvenState) (v H : ℝ) : ℝ≥0∞ :=
∫⁻ z, markedWindowFailure v H z ∂initialBeginningReg s
lemma initialMarkedWindow_partition (s : EvenState) (v H : ℝ) (hH : 0 ≤ H) :
initialMarkedWindowSuccess s v H+initialMarkedWindowFailure s v H = 1 := by
rw [initialMarkedWindowSuccess,initialMarkedWindowFailure,
← lintegral_add_left (markedWindowSuccess_measurable v H)]
simp only [markedWindow_partition _ v H hH,lintegral_const,measure_univ,mul_one]
lemma cost_tail_le_transform (μ : Measure ℝ) {eta : ℝ} (heta : 0 ≤ eta) (v : ℝ) :
μ (Ici v) ≤ ENNReal.ofReal (Real.exp (-eta*v))*costTransform μ eta := by
calc
_ = ∫⁻ G, (Ici v).indicator (fun _ => (1:ℝ≥0∞)) G ∂μ := by
rw [lintegral_indicator measurableSet_Ici]; simp
_ ≤ ∫⁻ G, ENNReal.ofReal (Real.exp (-eta*v))*ENNReal.ofReal (Real.exp (eta*G)) ∂μ := by
apply lintegral_mono
intro G
by_cases hG : G ∈ Ici v
· rw [indicator_of_mem hG]
change (1:ℝ≥0∞) ≤ ENNReal.ofReal (Real.exp (-eta*v))*ENNReal.ofReal (Real.exp (eta*G))
rw [← ENNReal.ofReal_mul (Real.exp_pos _).le,← Real.exp_add]
have he : (1:ℝ) ≤ Real.exp (-eta*v+eta*G) := Real.one_le_exp_iff.mpr (by change v≤G at hG; nlinarith)
simpa only [ENNReal.ofReal_one] using ENNReal.ofReal_le_ofReal he
· rw [indicator_of_notMem hG]; exact zero_le
_ = _ := lintegral_const_mul' _ _ ENNReal.ofReal_ne_top
lemma initialMarkedWindowFailure_le (s : EvenState) (v H R : ℝ)
(hTail : ∀ z : RegCost, ∀ u : ℝ, 0 < u → beginningOvershoot z u H ≤ ENNReal.ofReal R) :
initialMarkedWindowFailure s v H ≤ ENNReal.ofReal R+initialMarkedCostLaw s (Ici v) := by
have hp (z : RegCost) : markedWindowFailure v H z ≤ ENNReal.ofReal R+
(beginningCost ⁻¹' Ici v).indicator (fun _ => (1:ℝ≥0∞)) z := by
by_cases hz : beginningCost z < v
· rw [markedWindowFailure,ite_eq_left hz,absoluteBeginningOvershoot_eq,
indicator_of_notMem (show z ∉ beginningCost ⁻¹' Ici v from not_le_of_gt hz),add_zero]
exact hTail z _ (by linarith)
· rw [indicator_of_mem (show z ∈ beginningCost ⁻¹' Ici v from le_of_not_gt hz),
markedWindowFailure,ite_eq_right hz]
split_ifs
· exact zero_le
· exact le_add_left le_rfl
calc
_ ≤ ∫⁻ z, ENNReal.ofReal R+(beginningCost ⁻¹' Ici v).indicator (fun _ => (1:ℝ≥0∞)) z ∂initialBeginningReg s :=
lintegral_mono hp
_ = ENNReal.ofReal R+initialBeginningReg s (beginningCost ⁻¹' Ici v) := by
rw [lintegral_add_left measurable_const,lintegral_const,measure_univ,mul_one,
lintegral_indicator (beginningCost_measurable measurableSet_Ici)]
simp
_ = _ := by
rw [← initialBeginningReg_cost_law s,Measure.map_apply beginningCost_measurable measurableSet_Ici]
theorem initialMarkedWindow_exponential (S : ℝ) : ∃ eta C eta0 B : ℝ,
0 < eta ∧ 0 < C ∧ 0 < eta0 ∧ 0 ≤ B ∧ ∀ s : EvenState, s.1 ≤ S → ∀ v H : ℝ,
0 ≤ H → initialMarkedWindowFailure s v H ≤
ENNReal.ofReal (C*Real.exp (-eta*H)+B*Real.exp (-eta0*v)) := by
obtain ⟨eta,C,heta,hC,hTail⟩ := beginningWindow_exponential
obtain ⟨eta0,B,heta0,hB,hDelay⟩ := initialMarkedCost_uniform_exponential S
refine ⟨eta,C,eta0,B,heta,hC,heta0,hB,?_⟩
intro s hs v H hH
calc
_ ≤ ENNReal.ofReal (C*Real.exp (-eta*H))+initialMarkedCostLaw s (Ici v) :=
initialMarkedWindowFailure_le s v H _ (fun z u hu => (hTail z u H hu hH).1)
_ ≤ ENNReal.ofReal (C*Real.exp (-eta*H))+
ENNReal.ofReal (Real.exp (-eta0*v))*costTransform (initialMarkedCostLaw s) eta0 :=
add_le_add le_rfl (cost_tail_le_transform _ heta0.le v)
_ ≤ ENNReal.ofReal (C*Real.exp (-eta*H))+ENNReal.ofReal (Real.exp (-eta0*v))*ENNReal.ofReal B :=
add_le_add le_rfl (mul_le_mul_right (hDelay s hs) _)
_ = _ := by rw [← ENNReal.ofReal_mul (Real.exp_pos _).le,mul_comm (Real.exp (-eta0*v)),
← ENNReal.ofReal_add (mul_nonneg hC.le (Real.exp_pos _).le) (mul_nonneg hB (Real.exp_pos _).le)]
end Erdos970Dependency.MarkedVisits
end
section
namespace Erdos970Dependency.MarkedVisits
open Filter Set MeasureTheory ProbabilityTheory
open scoped Topology ProbabilityTheory ENNReal
open NumberTheoryLean.TransitionKernels
lemma exponential_decay_tendsto {eta : ℝ} (heta : 0 < eta) (C : ℝ) :
Tendsto (fun H : ℝ => C*Real.exp (-eta*H)) atTop (𝓝 0) := by
have he : Tendsto (fun H : ℝ => Real.exp (-eta*H)) atTop (𝓝 0) := by
simpa only [Function.comp_def,id_eq,neg_mul] using
Real.tendsto_exp_neg_atTop_nhds_zero.comp (Tendsto.const_mul_atTop heta tendsto_id)
simpa only [mul_zero] using he.const_mul C
theorem moving_marked_window_capture {eps : ℝ} (heps : 0 < eps) :
∃ rho : ℝ, 10 < rho ∧ ∀ K : ℝ, 0 < K →
∀ᶠ w : ℝ in atTop, 3 ≤ w ∧ ∀ r : ℝ, w ≤ r → ∀ s : EvenState,
199/100 ≤ s.1 → s.1 ≤ 23/10 →
initialMarkedWindowFailure s (Real.log (r/(rho*K*(Real.log w)^2))) (Real.log (rho/10)) ≤
ENNReal.ofReal eps ∧
1-ENNReal.ofReal eps ≤
initialMarkedWindowSuccess s (Real.log (r/(rho*K*(Real.log w)^2))) (Real.log (rho/10)) := by
obtain ⟨eta,C,eta0,B,heta,_hC,heta0,_hB,hBound⟩ := initialMarkedWindow_exponential (23/10)
have hHalf : 0 < eps/2 := by positivity
obtain ⟨H,hH,hSmall⟩ := ((eventually_gt_atTop (0:ℝ)).and
((tendsto_order.mp (exponential_decay_tendsto heta C)).2 (eps/2) hHalf)).exists
obtain ⟨V,hV⟩ := eventually_atTop.mp
((tendsto_order.mp (exponential_decay_tendsto heta0 B)).2 (eps/2) hHalf)
let rho : ℝ := 10*Real.exp H
have hrho : 10 < rho := by
have he := Real.one_lt_exp_iff.mpr hH
dsimp [rho]
linarith
have hWidth : Real.log (rho/10) = H := by
dsimp [rho]
rw [mul_div_cancel_left₀ _ (by norm_num : (10:ℝ) ≠ 0),Real.log_exp]
refine ⟨rho,hrho,?_⟩
intro K hK
filter_upwards [moving_window_cost_threshold hK (by linarith : 0 < rho) V] with w hw
refine ⟨hw.1,?_⟩
intro r hr s _hs0 hs1
have hFailure : initialMarkedWindowFailure s
(Real.log (r/(rho*K*(Real.log w)^2))) (Real.log (rho/10)) ≤ ENNReal.ofReal eps := by
rw [hWidth]
apply (hBound s hs1 _ H hH.le).trans
apply ENNReal.ofReal_le_ofReal
have htail := hV _ (hw.2 r hr)
linarith
refine ⟨hFailure,?_⟩
apply tsub_le_iff_right.mpr
have hp := initialMarkedWindow_partition s (Real.log (r/(rho*K*(Real.log w)^2)))
(Real.log (rho/10)) (by rw [hWidth]; exact hH.le)
calc
1 = initialMarkedWindowSuccess s (Real.log (r/(rho*K*(Real.log w)^2))) (Real.log (rho/10))+
initialMarkedWindowFailure s (Real.log (r/(rho*K*(Real.log w)^2))) (Real.log (rho/10)) := hp.symm
_ ≤ _ := add_le_add le_rfl hFailure
end Erdos970Dependency.MarkedVisits
end
end Erdos970
end OAI