Download lean/OAI/Probability/DirectionalWalk/ContactBins.lean from roseking/openAI-math-dataset: direct link, hf CLI and curl.
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11.3 kB
| import OAI.Probability.DirectionalWalk.FreshPaths | |
| namespace OAI | |
| open MeasureTheory ProbabilityTheory Filter Preorder | |
| open scoped ENNReal BigOperators Topology | |
| namespace DirectionalZeroOne | |
| open scoped Classical | |
| noncomputable def wordEndpointCoordinate {d ι : ℕ} (P : Measure (Path d)) | |
| (E : Fin ι → Set (Path d)) (q : Fin ι) (a : Word d) : ℝ := | |
| runningMax (endpointPosterior P E q) a.1 (wordPath a) | |
| lemma sum_wordEndpointCoordinate {d ι : ℕ} (P : Measure (Path d)) | |
| (E : Fin ι → Set (Path d)) (a : Word d) : | |
| ∑ q, wordEndpointCoordinate P E q a = wordEndpointMax P E a := rfl | |
| lemma wordPosterior_le_stoppedCoordinate {d ι : ℕ} (P : Measure (Path d)) | |
| (E : Fin ι → Set (Path d)) (q : Fin ι) (K : Set (Site d)) (a : Word d) | |
| (ha : ∀ j < a.1, wordPath a j ∉ K) (X : Path d) (hX : X ∈ wordCylinder a) | |
| (hex : ∃ n, X n ∈ K) : | |
| wordPosterior P E q a ≤ wordEndpointCoordinate P E q (firstVisitWord K X) := by | |
| classical | |
| have hle : a.1 ≤ firstVisitIndex K X := by | |
| by_contra h | |
| have hj : firstVisitIndex K X < a.1 := by omega | |
| apply ha _ hj | |
| rw [← hX _ hj.le,firstVisitIndex_eq K X hex] | |
| exact Nat.find_spec hex | |
| have hc : X ∈ wordCylinder (firstVisitWord K X) := (firstVisitWord_spec K X hex).2 | |
| have he : endpointPosterior P E q a.1 X = wordPosterior P E q a := by | |
| unfold endpointPosterior | |
| rw [(prefixWord_eq_iff a.1 X a).mpr ⟨rfl,hX⟩] | |
| rw [← he,endpointPosterior_prefix P E q (firstVisitWord K X) X hc hle] | |
| exact Finset.le_sup' (fun i => endpointPosterior P E q i (wordPath (firstVisitWord K X))) | |
| (Finset.mem_range.mpr (Nat.lt_succ_of_le hle)) | |
| def upperContactWord {d : ℕ} (z : Site d) (R K : Set (Site d)) (a : Word d) : Prop := | |
| wordPath a 0 = z ∧ (∃ j ≤ a.1, wordPath a j ∈ R) ∧ ∀ j ≤ a.1, wordPath a j ∉ K | |
| def contactBinWords {d : ℕ} (e : Step d) (z : Site d) (r N : ℕ) (a : ℝ≥0∞) | |
| (ω : Environment d) : Set (Word d) := | |
| {b | upperContactWord z (axisUpper e r) (axisLower e 0 ∪ axisUpper e N) b ∧ | |
| wordEnd b ∈ returnBin e 0 N a ω} | |
| lemma upperContactWord_visit {d : ℕ} (z : Site d) (R K A : Set (Site d)) (b : Word d) | |
| (hb : upperContactWord z R K b) (hA : wordEnd b ∈ A) : | |
| wordCylinder b ⊆ visitAfter R A K := by | |
| intro X hX | |
| refine ⟨b.1,?_,?_,?_⟩ | |
| · rw [hX _ le_rfl];exact hA | |
| · obtain ⟨j,hj,hR⟩ := hb.2.1 | |
| exact ⟨j,hj,by rw [hX _ hj];exact hR⟩ | |
| · intro j hj | |
| rw [hX _ hj] | |
| exact hb.2.2 j hj | |
| lemma posterior_contact_bin_quenched {d ι : ℕ} (P : Measure (Path d)) [IsProbabilityMeasure P] | |
| (E : Fin ι → Set (Path d)) (hE : ∀ q, MeasurableSet (E q)) | |
| (hdis : Pairwise (fun i j => Disjoint (E i) (E j))) (e : Step d) | |
| (ω : Environment d) (z : Site d) (start : Fin ι → Site d) (r N : ℕ) (a : ℝ≥0∞) | |
| (hex : ∀ᵐ X ∂quenchedKernel d (ω,z), ∃ n, X n ∈ axisLower e 0 ∪ axisUpper e N) | |
| (hneg : ∀ x : Site d, quenchedKernel d (ω,x) | |
| (avoids (axisUpper e N) ∩ {B | ∃ n, B n ∈ returnBin e 0 N a ω}) ≤ 2*a) : | |
| (∑ q, ∑' b : contactBinWords e z r N a ω, | |
| ENNReal.ofReal (wordPosterior P E q b) * | |
| (quenchedKernel d (ω,z) (wordCylinder b) * | |
| quenchedKernel d (ω,start q) (avoids (axisUpper e N) ∩ contactAvoid b))) ≤ | |
| (2*a) * ∫⁻ X in visitAfter (axisUpper e r) (returnAtLeast e 0 N a ω) | |
| (axisLower e 0 ∪ axisUpper e N), | |
| ENNReal.ofReal (wordEndpointMax P E (firstVisitWord (axisLower e 0 ∪ axisUpper e N) X)) | |
| ∂quenchedKernel d (ω,z) := by | |
| classical | |
| let K := axisLower e 0 ∪ axisUpper e N | |
| let V := visitAfter (axisUpper e r) (returnAtLeast e 0 N a ω) K | |
| let M := fun q X => ENNReal.ofReal (wordEndpointCoordinate P E q (firstVisitWord K X)) | |
| have hM (q : Fin ι) : Measurable (M q) := | |
| ((measurable_of_countable (wordEndpointCoordinate P E q)).comp (measurable_firstVisitWord K)).ennreal_ofReal | |
| have hq (q : Fin ι) : (∑' b : contactBinWords e z r N a ω, | |
| ENNReal.ofReal (wordPosterior P E q b) * | |
| (quenchedKernel d (ω,z) (wordCylinder b) * | |
| quenchedKernel d (ω,start q) (avoids (axisUpper e N) ∩ contactAvoid b))) ≤ | |
| (2*a) * ∫⁻ X in V, M q X ∂quenchedKernel d (ω,z) := by | |
| apply weighted_contact_bin_bound_ae _ _ (contactBinWords e z r N a ω) | |
| (avoids (axisUpper e N)) V (returnBin e 0 N a ω) (measurableSet_avoids _) | |
| (fun b => ENNReal.ofReal (wordPosterior P E q b)) (M q) (hM q) | |
| (fun _ hb => hb.2) | |
| · intro b hb | |
| exact upperContactWord_visit z _ _ _ b hb.1 hb.2.1 | |
| · intro b hb | |
| filter_upwards [hex] with X hx | |
| exact fun hX => ENNReal.ofReal_le_ofReal (wordPosterior_le_stoppedCoordinate P E q K b | |
| (fun j hj => hb.1.2.2 j hj.le) X hX hx) | |
| · exact hneg _ | |
| calc | |
| _ ≤ ∑ q, (2*a) * ∫⁻ X in V, M q X ∂quenchedKernel d (ω,z) := Finset.sum_le_sum (fun q _ => hq q) | |
| _ = (2*a) * ∫⁻ X in V, (∑ q, M q X) ∂quenchedKernel d (ω,z) := by | |
| rw [lintegral_finsetSum _ (fun q _ => hM q),Finset.mul_sum] | |
| _ = _ := by | |
| congr 1 | |
| apply lintegral_congr | |
| intro X | |
| change (∑ q, ENNReal.ofReal (wordEndpointCoordinate P E q (firstVisitWord K X))) = _ | |
| rw [← ENNReal.ofReal_sum_of_nonneg (fun q _ => show 0 ≤ wordEndpointCoordinate P E q (firstVisitWord K X) from | |
| runningMax_nonneg _ ((endpointPosterior_bounds P E hE hdis).1 q) _ _),sum_wordEndpointCoordinate] | |
| lemma posterior_contact_bin_joint {d ι : ℕ} (μ : Measure (Row d)) [IsProbabilityMeasure μ] | |
| (hell : StrictEllipticity μ) (P : Measure (Path d)) [IsProbabilityMeasure P] | |
| (E : Fin ι → Set (Path d)) (hE : ∀ q, MeasurableSet (E q)) | |
| (hdis : Pairwise (fun i j => Disjoint (E i) (E j))) (e : Step d) | |
| (z : Site d) (start : Fin ι → Site d) (r N : ℕ) (a : ℝ≥0∞) (ha : a ≠ ∞) : | |
| (∫⁻ ω, ∑ q, ∑' b : contactBinWords e z r N a ω, | |
| ENNReal.ofReal (wordPosterior P E q b) * | |
| (quenchedKernel d (ω,z) (wordCylinder b) * | |
| quenchedKernel d (ω,start q) (avoids (axisUpper e N) ∩ contactAvoid b)) ∂environmentLaw μ) ≤ | |
| (2*a) * ∫⁻ ξ in {ξ | ξ.2 ∈ visitAfter (axisUpper e r) (returnAtLeast e 0 N a ξ.1) | |
| (axisLower e 0 ∪ axisUpper e N)}, | |
| ENNReal.ofReal (wordEndpointMax P E (firstVisitWord (axisLower e 0 ∪ axisUpper e N) ξ.2)) | |
| ∂freshJoint μ z := by | |
| let K := axisLower e 0 ∪ axisUpper e N | |
| let V : Set (Environment d × Path d) := {ξ | ξ.2 ∈ visitAfter (axisUpper e r) (returnAtLeast e 0 N a ξ.1) K} | |
| let f : Environment d × Path d → ℝ≥0∞ := fun ξ => ENNReal.ofReal (wordEndpointMax P E (firstVisitWord K ξ.2)) | |
| have hf : Measurable f := ((measurable_of_countable (wordEndpointMax P E)).comp | |
| ((measurable_firstVisitWord K).comp measurable_snd)).ennreal_ofReal | |
| have hV : MeasurableSet V := measurable_random_visitAfter _ _ _ (measurableSet_returnAtLeast e 0 N a) | |
| have hex : ∀ᵐ ω ∂environmentLaw μ, ∀ᵐ X ∂quenchedKernel d (ω,z), ∃ n, X n ∈ K := by | |
| apply annealed_ae_quenched μ z | |
| · have hh : (fun X : Path d => ∃ n, X n ∈ K) = ⋃ n : ℕ, {X : Path d | X n ∈ K} := by | |
| funext X | |
| apply propext | |
| change (∃ n, X n ∈ K) ↔ X ∈ ⋃ n : ℕ, {X : Path d | X n ∈ K} | |
| constructor | |
| · rintro ⟨n, hn⟩ | |
| exact Set.mem_iUnion.mpr ⟨n, hn⟩ | |
| · intro h | |
| exact Set.mem_iUnion.mp h | |
| rw [hh] | |
| exact MeasurableSet.iUnion (fun n => (Set.to_countable K).measurableSet.preimage (measurable_pi_apply n)) | |
| · exact annealed_axis_exit μ hell e z 0 N | |
| have hinner : (∫⁻ ξ in V, f ξ ∂freshJoint μ z) = | |
| ∫⁻ ω, ∫⁻ X in visitAfter (axisUpper e r) (returnAtLeast e 0 N a ω) K, | |
| ENNReal.ofReal (wordEndpointMax P E (firstVisitWord K X)) ∂quenchedKernel d (ω,z) ∂environmentLaw μ := by | |
| rw [← lintegral_indicator hV,freshJoint_lintegral μ z _ (hf.indicator hV)] | |
| apply lintegral_congr | |
| intro ω | |
| rw [← lintegral_indicator (measurableSet_visitAfter _ _ _)] | |
| rfl | |
| change _ ≤ (2*a) * ∫⁻ ξ in V, f ξ ∂freshJoint μ z | |
| rw [hinner,← lintegral_const_mul' _ _ (ENNReal.mul_ne_top (by norm_num) ha)] | |
| apply lintegral_mono_ae | |
| filter_upwards [hex,quenched_negative_bins μ hell e] with ω hω hn | |
| apply posterior_contact_bin_quenched P E hE hdis e ω z start r N a hω | |
| intro x | |
| exact hn x 0 N (returnBin e 0 N a ω) (2*a) (fun y hy => hy.2.le) | |
| lemma axisHeight_axialRay {d : ℕ} (e f : Step d) (x : Site d) (n : ℕ) : | |
| axisHeight e (axialRay x f n) = axisHeight e x + n * axisHeight e (stepVector f) := by | |
| induction n with | |
| | zero => simp [axialRay_zero] | |
| | succ n ih => rw [axialRay_succ,axisHeight_add,ih,Nat.cast_add,Nat.cast_one];ring | |
| lemma axisHeight_step_opposite {d : ℕ} (e : Step d) : | |
| axisHeight e (stepVector (oppositeStep e)) = -1 := by | |
| have h := axisHeight_step_self (oppositeStep e) | |
| rw [axisHeight_opposite] at h | |
| omega | |
| lemma quenchedReturn_pos_lt_one {d : ℕ} (e : Step d) (k N : ℤ) | |
| (ω : Environment d) (hω : ∀ x f, 0 < (ω x).val f) (y : Site d) | |
| (hy : k ≤ axisHeight e y ∧ axisHeight e y < N) : | |
| 0 < quenchedReturn e k N ω y ∧ quenchedReturn e k N ω y < 1 := by | |
| let down := (axisHeight e y-k+1).toNat | |
| let up := (N-axisHeight e y).toNat | |
| have hd : (down : ℤ) = axisHeight e y-k+1 := Int.toNat_of_nonneg (by omega) | |
| have hu : (up : ℤ) = N-axisHeight e y := Int.toNat_of_nonneg (by omega) | |
| have hdown : pathCylinder down (axialRay y (oppositeStep e)) ⊆ hitBefore (axisLower e k) (axisUpper e N) := by | |
| intro X hX | |
| refine ⟨down,?_,?_⟩ | |
| · rw [hX _ le_rfl] | |
| change axisHeight e (axialRay y (oppositeStep e) down) < k | |
| rw [axisHeight_axialRay,axisHeight_step_opposite,hd] | |
| omega | |
| · intro i hi | |
| rw [hX _ hi] | |
| change ¬N ≤ axisHeight e (axialRay y (oppositeStep e) i) | |
| rw [axisHeight_axialRay,axisHeight_step_opposite] | |
| omega | |
| have hup : pathCylinder up (axialRay y e) ⊆ hitBefore (axisUpper e N) (axisLower e k) := by | |
| intro X hX | |
| refine ⟨up,?_,?_⟩ | |
| · rw [hX _ le_rfl] | |
| change N ≤ axisHeight e (axialRay y e up) | |
| rw [axisHeight_axialRay,axisHeight_step_self,hu] | |
| omega | |
| · intro i hi | |
| rw [hX _ hi] | |
| change ¬axisHeight e (axialRay y e i) < k | |
| rw [axisHeight_axialRay,axisHeight_step_self] | |
| omega | |
| have hdp : 0 < quenchedReturn e k N ω y := | |
| (quenched_axialRay_pos ω hω y (oppositeStep e) down).trans_le (measure_mono hdown) | |
| have hup' : 0 < quenchedKernel d (ω,y) (hitBefore (axisUpper e N) (axisLower e k)) := | |
| (quenched_axialRay_pos ω hω y e up).trans_le (measure_mono hup) | |
| refine ⟨hdp,lt_of_le_of_ne prob_le_one ?_⟩ | |
| intro he | |
| have hb : quenchedReturn e k N ω y + quenchedKernel d (ω,y) (hitBefore (axisUpper e N) (axisLower e k)) ≤ 1 := by | |
| rw [quenchedReturn,← measure_union (hitBefore_disjoint _ _) (measurableSet_hitBefore _ _)] | |
| exact prob_le_one | |
| rw [he] at hb | |
| have hz : quenchedKernel d (ω,y) (hitBefore (axisUpper e N) (axisLower e k)) ≤ 0 := by | |
| apply (ENNReal.add_le_add_iff_left (by norm_num : (1 : ℝ≥0∞) ≠ ∞)).mp | |
| simpa using hb | |
| exact (not_le_of_gt hup') hz | |
| end DirectionalZeroOne | |
| end OAI | |