openAI-math-dataset / lean /OAI /Probability /Ballisticity /Geometry /SuccessfulAverageTubeTransfer.lean
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import Mathlib
import OAI.Probability.Ballisticity.Estimates.ConvolutionCentersClose
import OAI.Probability.Ballisticity.Coupling.QuenchedConditionedTubeTransfer
import OAI.Probability.Ballisticity.Estimates.SuccessfulAverage
namespace OAI
section
section
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Pointwise Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Pointwise Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical BoundedContinuousFunction
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical BoundedContinuousFunction
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
namespace DirectionalTransience
theorem successfulAverage_tube_transfer {d : ℕ} (ν : Measure (Row d)) [IsProbabilityMeasure ν]
(hue : UniformElliptic ν) (e f : Direction d)
(htrans : DirectionallyTransient ν (realPosition (step e)))
(b : ℕ → ℝ) (H : ℕ → ℕ) (hH : Tendsto H atTop atTop)
(z : ℕ → ℝ) (hz : Tendsto z atTop atTop) :
limsup (fun i => (successfulAverage ν (realPosition (step e)) (H i)).real
(MedianTubeFailure (realPosition (step e)) f b (H i) (z i))) atTop ≤
10*limsup (fun i => (conditionedLaw ν (realPosition (step e))).real
(MedianTubeFailure (realPosition (step e)) f b (H i) (z i/10))) atTop := by
let ℓ := realPosition (step e)
let μ := fun i => successfulAverage ν ℓ (H i)
let η := fun i => rawConditionedWeight ν ℓ (fun ω => (crossingQuenched ℓ 0 (H i) ω)⁻¹)
let : ∀ i, IsProbabilityMeasure (μ i) := fun i => successfulAverage_probability ν hue ℓ (signed_direction_unit e) htrans (H i)
let : IsProbabilityMeasure (quenchedConditionedAverage ν ℓ) :=
quenchedConditionedAverage_probability ν hue ℓ (signed_direction_unit e) htrans
let a := fun i => (μ i).real (MedianTubeFailure ℓ f b (H i) (z i))
let q := fun i => (quenchedConditionedAverage ν ℓ).real (MedianTubeFailure ℓ f b (H i) (z i))
have hab : IsBoundedUnder (· ≤ ·) atTop a := ⟨1,
(show ∀ᶠ i in atTop, a i ≤ 1 from Eventually.of_forall fun _ => measureReal_le_one)⟩
have hqb : IsBoundedUnder (· ≤ ·) atTop q := ⟨1,
(show ∀ᶠ i in atTop, q i ≤ 1 from Eventually.of_forall fun _ => measureReal_le_one)⟩
have hac : IsCoboundedUnder (· ≤ ·) atTop a :=
(show IsBoundedUnder (· ≥ ·) atTop a from ⟨0,
(show ∀ᶠ i in atTop, 0 ≤ a i from Eventually.of_forall fun _ => measureReal_nonneg)⟩).isCoboundedUnder_le
have hm : Tendsto (fun i => (η i).real Set.univ) atTop (𝓝 1) := by
have hh := (ENNReal.continuousAt_toReal (by simp : (1:ℝ≥0∞) ≠ ∞)).tendsto.comp
((raw_crossingDensity_mass_tendsto ν hue ℓ (signed_direction_unit e) htrans).comp hH)
simpa only [Function.comp_def,Measure.real,ENNReal.toReal_one,η] using hh
have hmain : limsup a atTop ≤ limsup q atTop := by
apply (limsup_le_iff hac hab).mpr
intro u hu
have hqt := eventually_lt_of_limsup_lt
(show limsup q atTop < limsup q atTop+(u-limsup q atTop)/3 by linarith) hqb
have hmt := hm.eventually (lt_mem_nhds (show 1-(u-limsup q atTop)/3 < (1:ℝ) by linarith))
filter_upwards [hqt,hmt] with i hi hi'
have hb := successfulAverage_comparison ν hue ℓ (signed_direction_unit e) htrans (H i)
(MedianTubeFailure ℓ f b (H i) (z i)) (measurableSet_medianTubeFailure ℓ f b (H i) (z i))
change a i ≤ q i+1-(η i).real Set.univ at hb
linarith
exact hmain.trans (quenchedConditioned_tube_transfer ν hue e f htrans b H z hz)
end DirectionalTransience
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
namespace DirectionalTransience
lemma conditioned_median_tube_bound {d : ℕ} (ν : Measure (Row d)) [IsProbabilityMeasure ν]
(e f : Direction d) (htrans : DirectionallyTransient ν (realPosition (step e)))
(H : ℕ) {z : ℝ} (hz : 0 < z) :
let ℓ := realPosition (step e)
let hp := ne_of_gt (noDrop_positive_of_directionallyTransient ν ℓ htrans)
let p := (annealedLaw ν (NoDrop ℓ 0)).toReal
p^2/2 * (conditionedLaw ν ℓ).real
(MedianTubeFailure ℓ f (fun j => (recordMedian ν ℓ hp f j:ℝ)) H z) ≤
5*(H:ℝ)/fluctuationScale (independentConditionedPairLaw ν ℓ) (commonIncrementProcess ℓ f 0) z := by
dsimp only
let ℓ := realPosition (step e)
have hp := ne_of_gt (noDrop_positive_of_directionallyTransient ν ℓ htrans)
have he : MedianTubeFailure ℓ f (fun j => (recordMedian ν ℓ hp f j:ℝ)) H z =ᵐ[conditionedLaw ν ℓ]
{X | ∃ j, 0 < j ∧ j ≤ H ∧ z < |signedCoordinate f (recordIndexPosition ℓ j X)-(recordMedian ν ℓ hp f j:ℝ)|} := by
filter_upwards [(conditionedLaw_absolutelyContinuous ν ℓ).ae_le (annealed_initial ν)] with X hX
apply propext
constructor
· rintro ⟨j,hj,hbad⟩
have hj0 : 0 < j := by
by_contra hn
have hjz : j = 0 := by omega
simp [hjz,recordIndexPosition,recordIndexTime_zero,hX,recordMedian_zero,signedCoordinate] at hbad
linarith
exact ⟨j,hj0,hj,hbad⟩
· rintro ⟨j,_,hj,hbad⟩
exact ⟨j,hj,hbad⟩
rw [measureReal_congr he]
exact conditioned_median_max_bound ν ℓ htrans (signedHeight e) (signedHeight_projection e)
(signedHeight_step_le e) f H hz
lemma conditioned_median_tube_short_bound {d : ℕ} (ν : Measure (Row d)) [IsProbabilityMeasure ν]
(hue : UniformElliptic ν) (e f : Direction d) (hef : e.1 ≠ f.1)
(htrans : DirectionallyTransient ν (realPosition (step e)))
{r c t : ℝ} (hr : 0 < r) (hc : 0 < c) (hc1 : c ≤ 1) (ht : 0 ≤ t)
(H : ℕ) (hH : (H:ℝ) ≤ t*fluctuationScale (independentConditionedPairLaw ν (realPosition (step e)))
(commonIncrementProcess (realPosition (step e)) f 0) r) :
let ℓ := realPosition (step e)
let hp := ne_of_gt (noDrop_positive_of_directionallyTransient ν ℓ htrans)
let p := (annealedLaw ν (NoDrop ℓ 0)).toReal
(conditionedLaw ν ℓ).real (MedianTubeFailure ℓ f (fun j => (recordMedian ν ℓ hp f j:ℝ)) H (c*r)) ≤
10*t/(p^2*c^2) := by
dsimp only
let ℓ := realPosition (step e)
let μ := independentConditionedPairLaw ν ℓ
let S := commonIncrementProcess ℓ f 0
let p := (annealedLaw ν (NoDrop ℓ 0)).toReal
have hp := ne_of_gt (noDrop_positive_of_directionallyTransient ν ℓ htrans)
have hp0 : 0 < p := ENNReal.toReal_pos hp (measure_ne_top _ _)
let : IsProbabilityMeasure μ := independentConditionedPairLaw_probability ν ℓ hp
have hs := measurable_commonIncrementProcess ℓ f 0
have hne := independent_commonWordIncrement_nonzero ν hue e f hef htrans
have hnr : 0 < fluctuationScale μ S r := div_pos (sq_pos_of_pos hr) (truncatedVariance_pos μ S hs hne hr)
have hnc : 0 < fluctuationScale μ S (c*r) := div_pos (sq_pos_of_pos (mul_pos hc hr))
(truncatedVariance_pos μ S hs hne (mul_pos hc hr))
have hsc := fluctuationScale_scaling μ S hs hne hr hc hc1
have hb := conditioned_median_tube_bound ν e f htrans H (mul_pos hc hr)
have hfrac : 5*(H:ℝ)/fluctuationScale μ S (c*r) ≤ 5*t/c^2 := by
apply (div_le_iff₀ hnc).mpr
have hh := mul_le_mul_of_nonneg_left hsc (show 0 ≤ 5*t/c^2 by positivity)
have heq : (5*t/c^2)*(c^2*fluctuationScale μ S r) = 5*t*fluctuationScale μ S r := by field_simp
rw [heq] at hh
nlinarith
have hh := hb.trans hfrac
have hd : 0 < p^2/2 := by positivity
have heq : 5*t/c^2 = (p^2/2)*(10*t/(p^2*c^2)) := by field_simp; ring
rw [heq] at hh
exact (mul_le_mul_iff_right₀ hd).mp hh
theorem quenched_median_tube_short_uniform {d : ℕ} (ν : Measure (Row d)) [IsProbabilityMeasure ν]
(hue : UniformElliptic ν) (e f : Direction d) (hef : e.1 ≠ f.1)
(htrans : DirectionallyTransient ν (realPosition (step e)))
{w : ℝ} (hw : 0 < w) (hw1 : w ≤ 10) :
∃ C : ℝ, 0 < C ∧ ∀ t : ℝ, 0 < t → ∃ R : ℝ, 0 < R ∧ ∀ r : ℝ, R ≤ r →
∀ H : ℕ, (H:ℝ) ≤ t*fluctuationScale (independentConditionedPairLaw ν (realPosition (step e)))
(commonIncrementProcess (realPosition (step e)) f 0) r →
let ℓ := realPosition (step e)
let hp := ne_of_gt (noDrop_positive_of_directionallyTransient ν ℓ htrans)
(quenchedConditionedAverage ν ℓ).real
(MedianTubeFailure ℓ f (fun j => (recordMedian ν ℓ hp f j:ℝ)) H (w*r)) ≤ C*t := by
let ℓ := realPosition (step e)
have hp := ne_of_gt (noDrop_positive_of_directionallyTransient ν ℓ htrans)
let p := (annealedLaw ν (NoDrop ℓ 0)).toReal
have hp0 : 0 < p := ENNReal.toReal_pos hp (measure_ne_top _ _)
let C := 100/(p^2*(w/10)^2)
have hC : 0 < C := by dsimp [C]; positivity
let μ := quenchedConditionedAverage ν ℓ
let : IsProbabilityMeasure μ := quenchedConditionedAverage_probability ν hue ℓ (signed_direction_unit e) htrans
let n := fluctuationScale (independentConditionedPairLaw ν ℓ) (commonIncrementProcess ℓ f 0)
let b := fun j => (recordMedian ν ℓ hp f j:ℝ)
refine ⟨2*C,by positivity,?_⟩
intro t ht
by_contra hn
push Not at hn
have hbad (i : ℕ) : ∃ r : ℝ, (max (i:ℝ) 1) ≤ r ∧ ∃ H : ℕ, (H:ℝ) ≤ t*n r ∧
2*C*t < μ.real (MedianTubeFailure ℓ f b H (w*r)) := by
obtain ⟨r,hr,H,hH,hbad⟩ := hn (max (i:ℝ) 1) (lt_of_lt_of_le zero_lt_one (le_max_right _ _))
exact ⟨r,hr,H,hH,lt_of_not_ge hbad⟩
choose r hr H hH hbad using hbad
have hrpos (i : ℕ) : 0 < r i := lt_of_lt_of_le zero_lt_one ((le_max_right _ _).trans (hr i))
have hrinf : Tendsto r atTop atTop := tendsto_atTop_mono (fun i => (le_max_left _ _).trans (hr i)) tendsto_natCast_atTop_atTop
let q := fun i => (conditionedLaw ν ℓ).real (MedianTubeFailure ℓ f b (H i) ((w*r i)/10))
let a := fun i => μ.real (MedianTubeFailure ℓ f b (H i) (w*r i))
have hqb : ∀ i, q i ≤ 10*t/(p^2*(w/10)^2) := by
intro i
have hh := conditioned_median_tube_short_bound ν hue e f hef htrans (hrpos i)
(show 0 < w/10 by positivity) (show w/10 ≤ 1 by linarith) ht.le (H i) (hH i)
simpa only [show w/10*r i = w*r i/10 by ring] using hh
have hqc : IsCoboundedUnder (· ≤ ·) atTop q :=
(show IsBoundedUnder (· ≥ ·) atTop q from ⟨0,
(show ∀ᶠ i in atTop, 0 ≤ q i from Eventually.of_forall fun _ => measureReal_nonneg)⟩).isCoboundedUnder_le
have hlimq := limsup_le_of_le hqc (Eventually.of_forall hqb)
have htransfer := quenchedConditioned_tube_transfer ν hue e f htrans b H (fun i => w*r i) (hrinf.const_mul_atTop hw)
have hlim : limsup a atTop ≤ C*t := by
have hh := htransfer.trans (mul_le_mul_of_nonneg_left hlimq (by norm_num : (0:ℝ) ≤ 10))
have heq : 10*(10*t/(p^2*(w/10)^2)) = C*t := by dsimp [C]; ring
rwa [heq] at hh
have hab : IsBoundedUnder (· ≤ ·) atTop a := ⟨1,
(show ∀ᶠ i in atTop, a i ≤ 1 from Eventually.of_forall fun _ => measureReal_le_one)⟩
have hlo : 2*C*t ≤ limsup a atTop := le_limsup_of_frequently_le
(Frequently.of_forall fun i => (hbad i).le) hab
nlinarith
end DirectionalTransience
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal BigOperators Topology Classical
end
end
end OAI