openAI-math-dataset / lean /OAI /Probability /FreeIsing /Energy /ProgressiveIsingCovariance.lean
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import OAI.Probability.FreeIsing.Conditioning.CovarianceLimit
import OAI.Probability.FreeIsing.Posterior.ProgressiveIsingPosterior
namespace OAI
noncomputable section
open MeasureTheory ProbabilityTheory Filter
open scoped NNReal Topology
namespace Problem367
open PlantedSymmetry
local instance progressiveIsingCovarianceNonemptySpin : Nonempty IsingSpin := ⟨.neg⟩
def pairExhaustion {d : ℕ} (v w : TreeVertex d) (n : ℕ) : Finset (TreeVertex d) :=
connectedExhaustion v (n + w.1.length)
lemma mem_pairExhaustion_left {d : ℕ} (v w : TreeVertex d) (n : ℕ) :
v ∈ pairExhaustion v w n := mem_connectedExhaustion v _
lemma mem_pairExhaustion_right {d : ℕ} (v w : TreeVertex d) (n : ℕ) :
w ∈ pairExhaustion v w n := by
classical
apply ConnectedHull.subset_hull
apply Finset.mem_insert_of_mem
exact (mem_treeBallFinset d (n + w.1.length) w).mpr (by omega)
lemma pairExhaustion_monotone {d : ℕ} (v w : TreeVertex d) :
Monotone (pairExhaustion v w) := by
intro n m hnm
exact connectedExhaustion_monotone v (Nat.add_le_add_right hnm _)
lemma pairExhaustion_connected {d : ℕ} (v w : TreeVertex d) (n : ℕ) :
ConnectedFinset (pairExhaustion v w n) := connectedExhaustion_connected v _
lemma exists_mem_pairExhaustion {d : ℕ} (v w u : TreeVertex d) :
∃ n, u ∈ pairExhaustion v w n := by
obtain ⟨n, hn⟩ := (eventually_mem_connectedExhaustion v u).exists
exact ⟨n, connectedExhaustion_monotone v (Nat.le_add_right n _) hn⟩
def finiteGibbsPairMean {d : ℕ} (beta : ℝ) (v w : TreeVertex d) (n : ℕ)
(y : TreeVertex d → ℝ) : ℝ :=
FinitePosterior.fieldMean (finiteIsingEnergy beta (pairExhaustion v w n))
(fun (eta : pairExhaustion v w n → IsingSpin) u => spinSign (eta u))
(fun eta => spinSign (eta ⟨v, mem_pairExhaustion_left v w n⟩) *
spinSign (eta ⟨w, mem_pairExhaustion_right v w n⟩))
((pairExhaustion v w n).restrict y)
lemma continuous_finiteGibbsPairMean {d : ℕ} (beta : ℝ) (v w : TreeVertex d) (n : ℕ) :
Continuous (finiteGibbsPairMean beta v w n) := by
apply (FinitePosterior.continuous_fieldMean _ _ _).comp
exact continuous_pi (fun u => continuous_apply u.1)
def infiniteGibbsPairMean {d : ℕ} (beta : ℝ) (v w : TreeVertex d)
(y : TreeVertex d → ℝ) : ℝ :=
max (-1) (min 1 (limUnder atTop (fun n => finiteGibbsPairMean beta v w n y)))
lemma measurable_infiniteGibbsPairMean {d : ℕ} (beta : ℝ) (v w : TreeVertex d) :
Measurable (infiniteGibbsPairMean beta v w) := by
have hm : StronglyMeasurable (fun y =>
limUnder atTop (fun n => finiteGibbsPairMean beta v w n y)) :=
StronglyMeasurable.limUnder
(fun n => (continuous_finiteGibbsPairMean beta v w n).measurable.stronglyMeasurable)
exact measurable_const.max (measurable_const.min hm.measurable)
lemma infiniteGibbsPairMean_abs_le_one {d : ℕ} (beta : ℝ) (v w : TreeVertex d)
(y : TreeVertex d → ℝ) : |infiniteGibbsPairMean beta v w y| ≤ 1 := by
rw [abs_le]
exact ⟨le_max_left _ _, max_le (by norm_num) (min_le_left _ _)⟩
lemma spinSign_pair_norm_le_one {d : ℕ} (v w : TreeVertex d)
(sigma : TreeVertex d → IsingSpin) : ‖spinSign (sigma v) * spinSign (sigma w)‖ ≤ 1 := by
cases hv : sigma v <;> cases hw : sigma w <;> norm_num [spinSign, hv, hw]
theorem HasFreeIsingLaw.infiniteGibbsPairMean_eq_posterior {d : ℕ} {beta : ℝ}
{μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (t : ℝ≥0) (v w : TreeVertex d) :
(fun p => infiniteGibbsPairMean beta v w (observation t p)) =ᵐ[
μ.prod (gaussianNoiseLaw (TreeVertex d) t)]
(μ.prod (gaussianNoiseLaw (TreeVertex d) t))[
fun p => spinSign (p.1 v) * spinSign (p.1 w) |
observationSigma (TreeVertex d) t] := by
let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure
have hce (n : ℕ) := hμ.finiteObservation_condExp (pairExhaustion v w n)
(pairExhaustion_connected v w n) t
(fun eta => spinSign (eta ⟨v, mem_pairExhaustion_left v w n⟩) *
spinSign (eta ⟨w, mem_pairExhaustion_right v w n⟩))
have hlim := tendsto_ae_condExp (μ := μ.prod (gaussianNoiseLaw (TreeVertex d) t))
(ℱ := finiteObservationFiltration (pairExhaustion v w)
(pairExhaustion_monotone v w) t)
(fun p => spinSign (p.1 v) * spinSign (p.1 w))
rw [finiteObservationFiltration_iSup (pairExhaustion v w)
(pairExhaustion_monotone v w) (exists_mem_pairExhaustion v w) t] at hlim
have hb := ae_bdd_norm_condExp_of_ae_bdd_norm
(μ := μ.prod (gaussianNoiseLaw (TreeVertex d) t))
(m := observationSigma (TreeVertex d) t)
(Eventually.of_forall (fun p => spinSign_pair_norm_le_one v w p.1))
filter_upwards [ae_all_iff.mpr hce, hlim, hb] with p hp hlim hb
have hseq : Tendsto (fun n => finiteGibbsPairMean beta v w n (observation t p)) atTop
(𝓝 ((μ.prod (gaussianNoiseLaw (TreeVertex d) t))[
fun p => spinSign (p.1 v) * spinSign (p.1 w) |
observationSigma (TreeVertex d) t] p)) := by
convert hlim using 1
ext n
exact (hp n).symm
change max (-1) (min 1 (limUnder atTop _)) = _
rw [hseq.limUnder_eq, min_eq_right (abs_le.mp hb).2, max_eq_right (abs_le.mp hb).1]
theorem isStronglyProgressive_infiniteGibbsPairMean
{d : ℕ} {Ω : Type*} [mΩ : MeasurableSpace Ω]
(F : Filtration ℝ≥0 mΩ) (beta : ℝ) (v w : TreeVertex d)
(X : TreeVertex d → ℝ≥0 → Ω → ℝ)
(hX : ∀ i, IsStronglyProgressive F (X i)) :
IsStronglyProgressive F
(fun t omega => infiniteGibbsPairMean beta v w (fun i => X i t omega)) := by
intro t
let : MeasurableSpace Ω := F t
exact ((measurable_infiniteGibbsPairMean beta v w).comp
(Measurable.of_eval (fun vertex => (hX vertex t).measurable))).stronglyMeasurable
theorem HasFreeIsingLaw.infiniteGibbsPairMean_eq_brownian_past
{d : ℕ} {beta : ℝ} {Ω : Type*} [MeasurableSpace Ω]
{μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ)
(ν : TreeVertex d → Measure Ω)
{B : TreeVertex d → ℝ≥0 → Ω → ℝ}
(hB : ∀ i, IsPreBrownianReal (B i) (ν i))
(hmB : ∀ i t, Measurable (B i t)) (t : ℝ≥0) (v w : TreeVertex d) :
(fun p : (TreeVertex d → IsingSpin) × (TreeVertex d → Ω) =>
infiniteGibbsPairMean beta v w
(fun i => (t : ℝ) * spinSign (p.1 i) + B i t (p.2 i))) =ᵐ[
μ.prod (Measure.infinitePi ν)]
(μ.prod (Measure.infinitePi ν))[fun p => spinSign (p.1 v) * spinSign (p.1 w) |
MeasurableSpace.comap
(fun p : (TreeVertex d → IsingSpin) × (TreeVertex d → Ω) =>
fun i (s : Set.Iic t) => (s.1 : ℝ) * spinSign (p.1 i) + B i s.1 (p.2 i))
inferInstance] := by
let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure
have (i : TreeVertex d) : IsProbabilityMeasure (ν i) :=
(hB i).isGaussianProcess.isProbabilityMeasure
let T : ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω)) →
(TreeVertex d → IsingSpin) × (TreeVertex d → ℝ) :=
Prod.map id (fun omega i => B i t (omega i))
have hT : MeasurePreserving T (μ.prod (Measure.infinitePi ν))
(μ.prod (gaussianNoiseLaw (TreeVertex d) t)) :=
(MeasurePreserving.id μ).prod (brownian_array_eval_measurePreserving ν hB hmB t)
have hsign : Measurable spinSign := by intro s hs; trivial
have hpair : Measurable (fun sigma : TreeVertex d → IsingSpin =>
spinSign (sigma v) * spinSign (sigma w)) :=
(hsign.comp (measurable_pi_apply v)).mul (hsign.comp (measurable_pi_apply w))
have hpairi : Integrable (fun sigma : TreeVertex d → IsingSpin =>
spinSign (sigma v) * spinSign (sigma w)) μ :=
Integrable.of_bound hpair.aestronglyMeasurable 1
(Eventually.of_forall (spinSign_pair_norm_le_one v w))
have hpairpi : Integrable (fun p :
(TreeVertex d → IsingSpin) × (TreeVertex d → ℝ) =>
spinSign (p.1 v) * spinSign (p.1 w))
(μ.prod (gaussianNoiseLaw (TreeVertex d) t)) :=
Integrable.of_bound (hpair.comp measurable_fst).aestronglyMeasurable 1
(Eventually.of_forall (fun p => spinSign_pair_norm_le_one v w p.1))
have hpull := condExp_comp_measurePreserving_comap hT
(hpair.comp measurable_fst).stronglyMeasurable hpairpi
(observationSigma_le (TreeVertex d) t)
have hpast := TerminalSufficiency.condExp_planted_infinite_past_eq_terminal
μ ν hB hmB (fun sigma i => spinSign (sigma i))
(fun sigma => spinSign (sigma v) * spinSign (sigma w))
measurable_spinSign_array hpair hpairi t
have heq := hμ.infiniteGibbsPairMean_eq_posterior t v w
rw [← hT.map_eq] at heq
have heq' := ae_of_ae_map hT.measurable.aemeasurable heq
rw [hT.map_eq] at heq'
have hsame : (observationSigma (TreeVertex d) (t : ℝ)).comap T =
MeasurableSpace.comap
(fun p : (TreeVertex d → IsingSpin) × (TreeVertex d → Ω) =>
fun i => (t : ℝ) * spinSign (p.1 i) + B i t (p.2 i)) inferInstance := by
rw [observationSigma, MeasurableSpace.comap_comp]
rfl
rw [hsame] at hpull
filter_upwards [hpast, hpull, heq'] with p hpast hpull heq
simp only [Function.comp_def, T, Prod.map_fst, id_eq] at hpull
rw [hpast, hpull]
exact heq
def infiniteGibbsCovariance {d : ℕ} (beta : ℝ) (v w : TreeVertex d)
(y : TreeVertex d → ℝ) : ℝ :=
infiniteGibbsPairMean beta v w y -
infiniteGibbsSpinMean beta v y * infiniteGibbsSpinMean beta w y
lemma measurable_infiniteGibbsCovariance {d : ℕ} (beta : ℝ) (v w : TreeVertex d) :
Measurable (infiniteGibbsCovariance beta v w) :=
(measurable_infiniteGibbsPairMean beta v w).sub
((measurable_infiniteGibbsSpinMean beta v).mul
(measurable_infiniteGibbsSpinMean beta w))
lemma infiniteGibbsCovariance_abs_le_two {d : ℕ} (beta : ℝ) (v w : TreeVertex d)
(y : TreeVertex d → ℝ) : |infiniteGibbsCovariance beta v w y| ≤ 2 := by
have hp := infiniteGibbsPairMean_abs_le_one beta v w y
have hv := infiniteGibbsSpinMean_abs_le_one beta v y
have hw := infiniteGibbsSpinMean_abs_le_one beta w y
have hprod : |infiniteGibbsSpinMean beta v y * infiniteGibbsSpinMean beta w y| ≤ 1 := by
rw [abs_mul]
simpa using mul_le_mul hv hw (abs_nonneg _) (by norm_num : (0 : ℝ) ≤ 1)
exact (abs_sub _ _).trans (by linarith)
theorem HasFreeIsingLaw.infiniteGibbsCovariance_eq_posterior {d : ℕ} {beta : ℝ}
{μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (t : ℝ≥0) (v w : TreeVertex d) :
(fun p => infiniteGibbsCovariance beta v w (observation t p)) =ᵐ[
μ.prod (gaussianNoiseLaw (TreeVertex d) t)]
posteriorCovariance (μ.prod (gaussianNoiseLaw (TreeVertex d) t))
(observationSigma (TreeVertex d) t)
(fun p => spinSign (p.1 v)) (fun p => spinSign (p.1 w)) := by
filter_upwards [hμ.infiniteGibbsPairMean_eq_posterior t v w,
hμ.infiniteGibbsSpinMean_eq_posterior t v,
hμ.infiniteGibbsSpinMean_eq_posterior t w] with p hp hv hw
exact congrArg₂ (fun a b : ℝ => a - b) hp (congrArg₂ (· * ·) hv hw)
def infiniteGibbsResponse {d : ℕ} (beta : ℝ) (v w : TreeVertex d)
(y : TreeVertex d → ℝ) : ℝ :=
infiniteGibbsCovariance beta v w y / (1 - infiniteGibbsSpinMean beta v y ^ 2)
lemma measurable_infiniteGibbsResponse {d : ℕ} (beta : ℝ) (v w : TreeVertex d) :
Measurable (infiniteGibbsResponse beta v w) :=
(measurable_infiniteGibbsCovariance beta v w).div
(measurable_const.sub ((measurable_infiniteGibbsSpinMean beta v).pow_const 2))
def infiniteGibbsResponseRow {d : ℕ} (beta : ℝ) (v : TreeVertex d)
(y : TreeVertex d → ℝ) : ℝ :=
∑' w, infiniteGibbsResponse beta v w y ^ 2
lemma measurable_infiniteGibbsResponseRow {d : ℕ} (beta : ℝ) (v : TreeVertex d) :
Measurable (infiniteGibbsResponseRow beta v) := by
exact (StronglyMeasurable.tsum (fun w =>
((measurable_infiniteGibbsResponse beta v w).pow_const 2).stronglyMeasurable)).measurable
theorem isStronglyProgressive_infiniteGibbsCovariance
{d : ℕ} {Ω : Type*} [mΩ : MeasurableSpace Ω]
(F : Filtration ℝ≥0 mΩ) (beta : ℝ) (v w : TreeVertex d)
(X : TreeVertex d → ℝ≥0 → Ω → ℝ)
(hX : ∀ i, IsStronglyProgressive F (X i)) :
IsStronglyProgressive F
(fun t omega => infiniteGibbsCovariance beta v w (fun i => X i t omega)) := by
intro t
let : MeasurableSpace Ω := F t
exact ((measurable_infiniteGibbsCovariance beta v w).comp
(Measurable.of_eval (fun vertex => (hX vertex t).measurable))).stronglyMeasurable
theorem isStronglyProgressive_infiniteGibbsResponseRow
{d : ℕ} {Ω : Type*} [mΩ : MeasurableSpace Ω]
(F : Filtration ℝ≥0 mΩ) (beta : ℝ) (v : TreeVertex d)
(X : TreeVertex d → ℝ≥0 → Ω → ℝ)
(hX : ∀ i, IsStronglyProgressive F (X i)) :
IsStronglyProgressive F
(fun t omega => infiniteGibbsResponseRow beta v (fun i => X i t omega)) := by
intro t
let : MeasurableSpace Ω := F t
exact ((measurable_infiniteGibbsResponseRow beta v).comp
(Measurable.of_eval (fun vertex => (hX vertex t).measurable))).stronglyMeasurable
theorem HasFreeIsingLaw.infiniteGibbsCovariance_eq_brownian_past
{d : ℕ} {beta : ℝ} {Ω : Type*} [MeasurableSpace Ω]
{μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ)
(ν : TreeVertex d → Measure Ω)
{B : TreeVertex d → ℝ≥0 → Ω → ℝ}
(hB : ∀ i, IsPreBrownianReal (B i) (ν i))
(hmB : ∀ i t, Measurable (B i t)) (t : ℝ≥0) (v w : TreeVertex d) :
(fun p : (TreeVertex d → IsingSpin) × (TreeVertex d → Ω) =>
infiniteGibbsCovariance beta v w
(fun i => (t : ℝ) * spinSign (p.1 i) + B i t (p.2 i))) =ᵐ[
μ.prod (Measure.infinitePi ν)]
posteriorCovariance (μ.prod (Measure.infinitePi ν))
(MeasurableSpace.comap
(fun p : (TreeVertex d → IsingSpin) × (TreeVertex d → Ω) =>
fun i (s : Set.Iic t) => (s.1 : ℝ) * spinSign (p.1 i) + B i s.1 (p.2 i))
inferInstance)
(fun p => spinSign (p.1 v)) (fun p => spinSign (p.1 w)) := by
filter_upwards [hμ.infiniteGibbsPairMean_eq_brownian_past ν hB hmB t v w,
hμ.infiniteGibbsSpinMean_eq_brownian_past ν hB hmB t v,
hμ.infiniteGibbsSpinMean_eq_brownian_past ν hB hmB t w] with p hp hv hw
exact congrArg₂ (fun a b : ℝ => a - b) hp (congrArg₂ (· * ·) hv hw)
theorem HasFreeIsingLaw.exists_bounded_progressive_brownian_covariance
{d : ℕ} {beta : ℝ} {Ω : Type*} [MeasurableSpace Ω]
{μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ)
(ν : TreeVertex d → Measure Ω)
{B : TreeVertex d → ℝ≥0 → Ω → ℝ}
(hB : ∀ i, IsPreBrownianReal (B i) (ν i))
(hmB : ∀ i t, Measurable (B i t))
(hcB : ∀ i omega, Continuous (fun t => B i t omega)) (v w : TreeVertex d) :
let F := arrayObservationFiltration B hmB
(fun sigma i => spinSign (sigma i)) measurable_spinSign_array
∃ C : ℝ≥0 → ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω)) → ℝ,
IsStronglyProgressive F C ∧ (∀ t p, |C t p| ≤ 2) ∧
∀ t, C t =ᵐ[μ.prod (Measure.infinitePi ν)]
posteriorCovariance (μ.prod (Measure.infinitePi ν)) (F t)
(fun p => spinSign (p.1 v)) (fun p => spinSign (p.1 w)) := by
dsimp only
let X := plantedArrayObservation B
(fun (sigma : TreeVertex d → IsingSpin) i => spinSign (sigma i))
let hmX := plantedArrayObservation_measurable hmB
(measurable_spinSign_array (ι := TreeVertex d))
refine ⟨fun t p => infiniteGibbsCovariance beta v w (fun i => X i t p), ?_,
fun t p => infiniteGibbsCovariance_abs_le_two beta v w _, ?_⟩
· apply isStronglyProgressive_infiniteGibbsCovariance
intro i
apply (arrayNaturalFiltration_stronglyAdapted X hmX i).isStronglyProgressive_of_continuous
intro p
exact (hcB i (p.2 i)).add (continuous_subtype_val.mul continuous_const)
· intro t
have heq := hμ.infiniteGibbsCovariance_eq_brownian_past ν hB hmB t v w
simpa only [arrayObservationFiltration, arrayNaturalFiltration_eq_comap,
X, plantedArrayObservation, add_comm] using heq
lemma finiteGibbsPairMean_self {d : ℕ} (beta : ℝ) (v : TreeVertex d) (n : ℕ)
(y : TreeVertex d → ℝ) : finiteGibbsPairMean beta v v n y = 1 := by
unfold finiteGibbsPairMean
have heq : (fun eta : pairExhaustion v v n → IsingSpin =>
spinSign (eta ⟨v, mem_pairExhaustion_left v v n⟩) *
spinSign (eta ⟨v, mem_pairExhaustion_right v v n⟩)) = fun _ => (1 : ℝ) := by
funext eta
cases h : eta ⟨v, mem_pairExhaustion_left v v n⟩ <;> simp [spinSign]
rw [heq, FinitePosterior.fieldMean_const]
lemma infiniteGibbsPairMean_self {d : ℕ} (beta : ℝ) (v : TreeVertex d)
(y : TreeVertex d → ℝ) : infiniteGibbsPairMean beta v v y = 1 := by
unfold infiniteGibbsPairMean
simp only [finiteGibbsPairMean_self]
rw [tendsto_const_nhds.limUnder_eq]
norm_num
lemma infiniteGibbsCovariance_self {d : ℕ} (beta : ℝ) (v : TreeVertex d)
(y : TreeVertex d → ℝ) :
infiniteGibbsCovariance beta v v y = 1 - infiniteGibbsSpinMean beta v y ^ 2 := by
rw [infiniteGibbsCovariance, infiniteGibbsPairMean_self, pow_two]
theorem HasFreeIsingLaw.infiniteGibbsResponse_self_brownian
{d : ℕ} {beta : ℝ} {Ω : Type*} [MeasurableSpace Ω]
{μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta)
(ν : TreeVertex d → Measure Ω)
{B : TreeVertex d → ℝ≥0 → Ω → ℝ}
(hB : ∀ i, IsPreBrownianReal (B i) (ν i))
(hmB : ∀ i t, Measurable (B i t)) (t : ℝ≥0) (v : TreeVertex d) :
∀ᵐ p ∂μ.prod (Measure.infinitePi ν),
let y := fun i => (t : ℝ) * spinSign (p.1 i) + B i t (p.2 i)
0 < 1 - infiniteGibbsSpinMean beta v y ^ 2 ∧
infiniteGibbsResponse beta v v y = 1 := by
filter_upwards [hμ.infiniteGibbsSpinMean_brownian_field_bound hbeta ν hB hmB t v]
with p hp
dsimp only at hp ⊢
have hpos : 0 < 1 - infiniteGibbsSpinMean beta v
(fun i => (t : ℝ) * spinSign (p.1 i) + B i t (p.2 i)) ^ 2 := by
nlinarith [hp.1.1, hp.1.2]
refine ⟨hpos, ?_⟩
rw [infiniteGibbsResponse, infiniteGibbsCovariance_self, div_self hpos.ne']
end Problem367
end
end OAI