roseking's picture
Add lean source and binary files (part 127)
135052a verified
Raw History Blame Contribute Delete
4.7 kB
import Mathlib
import OAI.Probability.SKBarriers.Dynamics.BankPool
namespace OAI
section
noncomputable section
open scoped BigOperators
open Classical
namespace SK.Analytic
def bankPrefix (c : ℕ → ℝ) : ℕ → ℝ
| 0 => 0
| j+1 => bankPrefix c j+c j+2
theorem bankPrefix_nonneg (c : ℕ → ℝ) (hc : ∀j,0≤c j) (j : ℕ) : 0≤bankPrefix c j := by
induction j with
| zero => exact le_rfl
| succ j ih => simp only [bankPrefix]; linarith only [ih,hc j]
theorem bankPrefix_mono (c : ℕ → ℝ) (hc : ∀j,0≤c j) : Monotone (bankPrefix c) := by
apply monotone_nat_of_le_succ
intro j
simp only [bankPrefix]
linarith only [hc j]
theorem bankPrefix_cost_le (c : ℕ → ℝ) (hc : ∀j,0≤c j) {j B : ℕ} (hj : j<B) : c j+2≤bankPrefix c B := by
have h := bankPrefix_mono c hc (show j+1≤B by omega)
simp only [bankPrefix] at h
linarith only [h,bankPrefix_nonneg c hc j]
def blockPriorEquiv (p B : ℕ) (j : Fin p) : BankPrior (blockPrior p B) j ≃ Fin (j.val%B) where
toFun i := ⟨i.val.val-j.val/B*B,by
have h := (mem_blockPrior p B i.val j).mp i.property
have hd : j.val%B+j.val/B*B=j.val := by simpa only [Nat.mul_comm] using Nat.mod_add_div j.val B
omega⟩
invFun a := ⟨⟨j.val/B*B+a.val,by
have hd : j.val%B+j.val/B*B=j.val := by simpa only [Nat.mul_comm] using Nat.mod_add_div j.val B
have h := j.isLt
omega⟩,by
apply (mem_blockPrior p B _ j).mpr
have hd : j.val%B+j.val/B*B=j.val := by simpa only [Nat.mul_comm] using Nat.mod_add_div j.val B
change j.val/B*B≤j.val/B*B+a.val ∧ j.val/B*B+a.val<j.val
constructor <;> omega⟩
left_inv i := by
apply Subtype.ext
apply Fin.ext
have h := (mem_blockPrior p B i.val j).mp i.property
simp only
omega
right_inv a := by
apply Fin.ext
simp only
omega
theorem blockPriorEquiv_mod (p B : ℕ) (hB : 0<B) (j : Fin p) (a : Fin (j.val%B)) :
((blockPriorEquiv p B j).symm a).val.val%B=a.val := by
change (j.val/B*B+a.val)%B=a.val
rw [Nat.add_mod,Nat.mul_mod_left,Nat.zero_add,Nat.mod_mod,Nat.mod_eq_of_lt]
exact a.isLt.trans (Nat.mod_lt _ hB)
theorem bankPrefix_sum (c : ℕ → ℝ) (j : ℕ) : (∑i∈Finset.range j,(c i+2))=bankPrefix c j := by
induction j with
| zero => simp [bankPrefix]
| succ j ih => rw [Finset.sum_range_succ,ih]; simp only [bankPrefix]; ring
theorem bankTuple_card_bound {p B : ℕ} (hB : 0<B) (c : ℕ → ℝ) (K : Fin p → ℕ) (L : ℝ)
(hK : ∀j,(K j:ℝ)≤Real.exp ((c (j.val%B)+2)*L)) (j : Fin p) :
(Fintype.card (BankTuple K (blockPrior p B) j):ℝ)≤Real.exp (bankPrefix c (j.val%B)*L) := by
have he : (Fintype.card (BankTuple K (blockPrior p B) j):ℝ)=
∏i : BankPrior (blockPrior p B) j,(K i.val:ℝ) := by
simp only [BankTuple,Fintype.card_pi,Fintype.card_fin,Nat.cast_prod]
rw [he]
calc
_ ≤ ∏i : BankPrior (blockPrior p B) j,Real.exp ((c (i.val.val%B)+2)*L) := by
apply Finset.prod_le_prod₀
· intro i _; positivity
· intro i _; exact hK i.val
_ = ∏a : Fin (j.val%B),Real.exp ((c a.val+2)*L) := by
rw [← Equiv.prod_comp (blockPriorEquiv p B j).symm]
apply Finset.prod_congr rfl
intro a _
rw [blockPriorEquiv_mod p B hB j a]
_ = Real.exp (bankPrefix c (j.val%B)*L) := by
rw [← Real.exp_sum,← Finset.sum_mul]
congr 1
have hs := Fin.sum_univ_eq_sum_range (fun i => c i+2) (j.val%B)
rw [hs,bankPrefix_sum]
theorem bankIndex_card_bound {p B : ℕ} (hB : 0<B) (c : ℕ → ℝ) (hc : ∀j,0≤c j)
(K : Fin p → ℕ) {L : ℝ} (hL : 0≤L)
(hK : ∀j,(K j:ℝ)≤Real.exp ((c (j.val%B)+2)*L)) :
(Fintype.card (BankIndex K):ℝ)≤p*Real.exp (bankPrefix c B*L) := by
simp only [BankIndex,Fintype.card_sigma,Fintype.card_fin,Nat.cast_sum]
calc
_ ≤ ∑_j : Fin p,Real.exp (bankPrefix c B*L) := by
apply Finset.sum_le_sum
intro j _
exact (hK j).trans (Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_right
(bankPrefix_cost_le c hc (Nat.mod_lt _ hB)) hL))
_ = _ := by simp only [Finset.sum_const,Finset.card_univ,Fintype.card_fin,nsmul_eq_mul]
theorem ceil_exp_bound {c L : ℝ} (hc : 0≤c) (hL : 1≤L) :
(⌈Real.exp ((c+1)*L)⌉₊:ℝ)≤Real.exp ((c+2)*L) := by
have hceil := Nat.ceil_lt_add_one (Real.exp_pos ((c+1)*L)).le
have he0 : 1≤Real.exp ((c+1)*L) := Real.one_le_exp_iff.mpr (by positivity)
have he1 : 2≤Real.exp L := by
have h := Real.add_one_le_exp L
linarith only [h,hL]
have he : Real.exp ((c+2)*L)=Real.exp ((c+1)*L)*Real.exp L := by
rw [← Real.exp_add]; congr 1; ring
rw [he]
nlinarith only [hceil,he0,he1]
end SK.Analytic
end
end
end OAI