Download lean/OAI/Probability/GammaPassage/ASMeanBridge.lean from roseking/openAI-math-dataset: direct link, hf CLI and curl.
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2.5 kB
| import OAI.Probability.GammaPassage.MeanLimit | |
| import Mathlib.MeasureTheory.OuterMeasure.BorelCantelli | |
| import Mathlib.Algebra.Order.Archimedean.Basic | |
| namespace OAI | |
| namespace GammaFPP | |
| open MeasureTheory Filter Topology PlanarFPP | |
| variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} | |
| /-- Summable deviations at the countable tolerances `1 / (k + 1)` imply | |
| almost-sure convergence to zero. The events need not be measurable. -/ | |
| theorem ae_tendsto_zero_of_summable_deviations (X : ℕ → Ω → ℝ) | |
| (hsum : ∀ k : ℕ, | |
| (∑' n, P {ω | 1 / ((k : ℝ) + 1) ≤ |X n ω|}) ≠ ⊤) : | |
| ∀ᵐ ω ∂P, Tendsto (fun n => X n ω) atTop (𝓝 0) := by | |
| have hall : ∀ᵐ ω ∂P, ∀ k : ℕ, ∀ᶠ n in atTop, | |
| ω ∉ {ω | 1 / ((k : ℝ) + 1) ≤ |X n ω|} := | |
| ae_all_iff.mpr (fun k => ae_eventually_notMem (hsum k)) | |
| filter_upwards [hall] with ω hω | |
| apply Metric.tendsto_nhds.mpr | |
| intro ε hε | |
| obtain ⟨k, hk⟩ := exists_nat_one_div_lt hε | |
| filter_upwards [hω k] with n hn | |
| have hn' : |X n ω| < 1 / ((k : ℝ) + 1) := lt_of_not_ge hn | |
| simpa only [Real.dist_eq, sub_zero] using hn'.trans hk | |
| /-- Add a convergent deterministic center after Borel--Cantelli. -/ | |
| theorem ae_tendsto_of_summable_centered_deviations | |
| (X : ℕ → Ω → ℝ) (a : ℕ → ℝ) (L : ℝ) | |
| (ha : Tendsto a atTop (𝓝 L)) | |
| (hsum : ∀ k : ℕ, | |
| (∑' n, P {ω | 1 / ((k : ℝ) + 1) ≤ |X n ω - a n|}) ≠ ⊤) : | |
| ∀ᵐ ω ∂P, Tendsto (fun n => X n ω) atTop (𝓝 L) := by | |
| filter_upwards [ae_tendsto_zero_of_summable_deviations | |
| (fun n ω => X n ω - a n) hsum] with ω hω | |
| simpa only [sub_add_cancel, zero_add] using hω.add ha | |
| /-- Summable centered lattice-passage deviations identify the almost-sure | |
| limit with the Fekete limit of the means. -/ | |
| theorem GammaEnvironment.ae_lattice_limit_of_summable_deviations | |
| {τ : Edge → Ω → ℝ} {shape rate : ℝ} | |
| (h : GammaEnvironment shape rate P τ) (hs : 0 < shape) (hr : 0 < rate) | |
| (z : Vertex) | |
| (hsum : ∀ k : ℕ, (∑' n : ℕ, P {ω | | |
| 1 / ((k : ℝ) + 1) ≤ | |
| |passageTime (fun e => τ e ω) 0 (n • z) / (n : ℝ) - | |
| meanPassageSequence P τ z n / (n : ℝ)|}) ≠ ⊤) : | |
| ∀ᵐ ω ∂P, Tendsto | |
| (fun n : ℕ => passageTime (fun e => τ e ω) 0 (n • z) / (n : ℝ)) | |
| atTop (𝓝 (directionalMeanConstant h hs hr z)) := | |
| ae_tendsto_of_summable_centered_deviations _ _ _ | |
| (h.meanPassageSequence_tendsto hs hr z) hsum | |
| end GammaFPP | |
| end OAI | |