openAI-math-dataset / lean /OAI /Probability /SKFluctuations /ClockPathPressureSup.lean
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import Mathlib
import OAI.Probability.SKFluctuations.ClockSampledRate
namespace OAI
/-! Clock Path Pressure Sup. -/
noncomputable section
namespace SKFluctuations.Hierarchy
open MeasureTheory ProbabilityTheory Filter Set
open scoped Topology NNReal BigOperators
attribute [local instance] Classical.propDecidable
variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι]
omit [Nonempty ι] in
theorem clockL1Distance_le (D C : ι → ℝ) (q r : ℝ → ι → ℝ≥0)
(hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1))
(hr : ∀ i, MonotoneOn (fun u => r u i) (Icc (0:ℝ) 1))
(hC : ∀ u ∈ Icc (0:ℝ) 1, ∀ i, |(q u i:ℝ)-(r u i:ℝ)|≤C i) :
clockL1Distance D q r≤(1/2:ℝ)*∑ i, C i*(D i)^2 := by
unfold clockL1Distance
apply mul_le_mul_of_nonneg_left _ (by norm_num)
apply Finset.sum_le_sum
intro i _
have hi : (∫ u in (0:ℝ)..1, |(q u i:ℝ)-(r u i:ℝ)|)≤C i := by
calc
_ ≤ ∫ u in (0:ℝ)..1, C i :=
intervalIntegral.integral_mono_on_of_le_Ioo (by norm_num)
(clockDirection_intervalIntegrable r q hr hq i).abs intervalIntegrable_const
(fun u hu => hC u ⟨hu.1.le,hu.2.le⟩ i)
_ = _ := by simp
simpa only [mul_comm] using mul_le_mul_of_nonneg_left hi (sq_nonneg (D i))
theorem pathDisorderPressure_sup_comparison {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (C D M : ι → ℝ)
(hself : ∀ σ i, (φ σ (Pi.single i 1))^2=C i)
(hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(q r : ℝ → ι → ℝ≥0)
(hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1))
(hr : ∀ i, MonotoneOn (fun u => r u i) (Icc (0:ℝ) 1))
(hM : ∀ u ∈ Icc (0:ℝ) 1, ∀ i, |(q u i:ℝ)-(r u i:ℝ)|≤M i) (x : ι → ℝ) :
|pathDisorderPressure w φ C q x-pathDisorderPressure w φ C r x| ≤
(1/2:ℝ)*∑ i, M i*(D i)^2 :=
(pathDisorderPressure_l1_comparison hw φ C D hself (fun i σ => hφ σ i) q r hq hr x).trans
(clockL1Distance_le D M q r hq hr hM)
omit [Fintype ι] [Nonempty ι] in
theorem affineClockPath_zero (q r : ℝ → ι → ℝ≥0) : affineClockPath q r 0=q := by
funext u i
simp [affineClockPath]
omit [Fintype ι] [Nonempty ι] in
theorem affineClockPath_one (q r : ℝ → ι → ℝ≥0) : affineClockPath q r 1=r := by
funext u i
simp [affineClockPath]
omit [Fintype ι] [Nonempty ι] in
theorem affineClockPath_difference (q r : ℝ → ι → ℝ≥0) {s t : ℝ}
(hs : s ∈ Icc (0:ℝ) 1) (ht : t ∈ Icc (0:ℝ) 1) (u : ℝ) (i : ι) :
|(affineClockPath q r s u i:ℝ)-(affineClockPath q r t u i:ℝ)|=
|s-t| *|(r u i:ℝ)-(q u i:ℝ)| := by
rw [affineClockPath_coe q r hs,affineClockPath_coe q r ht,←abs_mul]
congr 1
ring
theorem pathDisorderPressure_affine_continuousOn {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (C D : ι → ℝ)
(hself : ∀ σ i, (φ σ (Pi.single i 1))^2=C i)
(hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(q r : ℝ → ι → ℝ≥0)
(hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1))
(hr : ∀ i, MonotoneOn (fun u => r u i) (Icc (0:ℝ) 1)) (x : ι → ℝ) :
ContinuousOn (fun t => pathDisorderPressure w φ C (affineClockPath q r t) x) (Icc (0:ℝ) 1) := by
let A : ℝ≥0 := ⟨(1/2:ℝ)*∑ i, ((r 1 i:ℝ)+(q 1 i:ℝ))*(D i)^2, by positivity⟩
apply (show LipschitzOnWith A (fun t => pathDisorderPressure w φ C (affineClockPath q r t) x)
(Icc (0:ℝ) 1) from ?_).continuousOn
apply LipschitzOnWith.of_dist_le_mul
intro s hs t ht
rw [Real.dist_eq,Real.dist_eq]
have he := pathDisorderPressure_sup_comparison hw φ C D
(fun i => |s-t| *((r 1 i:ℝ)+(q 1 i:ℝ))) hself hφ
(affineClockPath q r s) (affineClockPath q r t)
(affineClockPath_monotone q r hq hr s) (affineClockPath_monotone q r hq hr t)
(fun u hu i => by
rw [affineClockPath_difference q r hs ht]
exact mul_le_mul_of_nonneg_left (clockDirection_bound q r hq hr hu i) (abs_nonneg _)) x
convert he using 1
change ((1/2:ℝ)*∑ i, ((r 1 i:ℝ)+(q 1 i:ℝ))*(D i)^2) * |s-t| = _
simp only [Finset.mul_sum,Finset.sum_mul]
apply Finset.sum_congr rfl
intro i _
ring
end SKFluctuations.Hierarchy
namespace SKFluctuations.Hierarchy
open MeasureTheory ProbabilityTheory Filter Set
open scoped Topology NNReal BigOperators
attribute [local instance] Classical.propDecidable
variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι]
theorem intervalIntegral_mul_abs_le {f g : ℝ → ℝ}
(hf : IntervalIntegrable f volume 0 1) (hg : IntervalIntegrable g volume 0 1)
{A B : ℝ} (hA : 0≤A) (_hB : 0≤B)
(hfB : ∀ u ∈ Ioc (0:ℝ) 1, |f u|≤A) (hgB : ∀ u ∈ Ioc (0:ℝ) 1, |g u|≤B) :
|∫ u in (0:ℝ)..1, f u*g u|≤A*B := by
have hi := intervalIntegrable_mul_bounded hf hg hgB
calc
_ ≤ ∫ u in (0:ℝ)..1, |f u*g u| := by
simpa only [Real.norm_eq_abs] using intervalIntegral.norm_integral_le_integral_norm
(f := fun u => f u*g u) (by norm_num : (0:ℝ)≤1)
_ ≤ ∫ _u in (0:ℝ)..1, A*B := by
apply intervalIntegral.integral_mono_on_of_le_Ioo (by norm_num) hi.abs intervalIntegrable_const
intro u hu
rw [abs_mul]
exact mul_le_mul (hfB u ⟨hu.1,hu.2.le⟩) (hgB u ⟨hu.1,hu.2.le⟩) (abs_nonneg _) hA
_ = _ := by simp
theorem pathPressureRate_sup_comparison {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (D C M : ι → ℝ) (hD : ∀ i, 0≤D i)
(hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(p p' q r : ℝ → ι → ℝ≥0)
(hp : ∀ i, MonotoneOn (fun u => p u i) (Icc (0:ℝ) 1))
(hp' : ∀ i, MonotoneOn (fun u => p' u i) (Icc (0:ℝ) 1))
(hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1))
(hr : ∀ i, MonotoneOn (fun u => r u i) (Icc (0:ℝ) 1))
(hC : ∀ u ∈ Icc (0:ℝ) 1, ∀ i, |(r u i:ℝ)-(q u i:ℝ)|≤C i)
(hM : ∀ u ∈ Icc (0:ℝ) 1, ∀ i, |(p u i:ℝ)-(p' u i:ℝ)|≤M i) :
|pathPressureRate w φ p (fun u i => (r u i:ℝ)-(q u i:ℝ))-
pathPressureRate w φ p' (fun u i => (r u i:ℝ)-(q u i:ℝ))| ≤
(3/2:ℝ)*ClockTree.errorJetVariation 2 0 0*(∑ i, M i*(D i)^2)*(∑ i, C i*(D i)^2) := by
have hC0 (i : ι) : 0≤C i := (abs_nonneg _).trans (hC 0 (by constructor <;> norm_num) i)
have hM0 (i : ι) : 0≤M i := (abs_nonneg _).trans (hM 0 (by constructor <;> norm_num) i)
have hA : 0≤∑ i, M i*(D i)^2 := Finset.sum_nonneg fun i _ => mul_nonneg (hM0 i) (sq_nonneg _)
have hi (z : ℝ → ι → ℝ≥0) (hz : ∀ i, MonotoneOn (fun u => z u i) (Icc (0:ℝ) 1)) (i : ι) :
IntervalIntegrable (fun u => ((r u i:ℝ)-(q u i:ℝ))*pathPairMoment w φ z (coordinatePairTest φ i) u) volume 0 1 := by
simpa only [mul_comm] using intervalIntegrable_mul_bounded
(pathPairMoment_intervalIntegrable_all hw φ z hz _) (clockDirection_intervalIntegrable q r hq hr i)
(fun u hu => hC u ⟨hu.1.le,hu.2⟩ i)
have hI (i : ι) : |(∫ u in (0:ℝ)..1, ((r u i:ℝ)-(q u i:ℝ))*pathPairMoment w φ p (coordinatePairTest φ i) u)-
(∫ u in (0:ℝ)..1, ((r u i:ℝ)-(q u i:ℝ))*pathPairMoment w φ p' (coordinatePairTest φ i) u)|≤
C i*(ClockTree.errorJetVariation 2 0 0*(D i)^2*(3*∑ j, M j*(D j)^2)) := by
rw [←intervalIntegral.integral_sub (hi p hp i) (hi p' hp' i)]
have he : (fun u => ((r u i:ℝ)-(q u i:ℝ))*pathPairMoment w φ p (coordinatePairTest φ i) u-
((r u i:ℝ)-(q u i:ℝ))*pathPairMoment w φ p' (coordinatePairTest φ i) u)=
fun u => ((r u i:ℝ)-(q u i:ℝ))*(pathPairMoment w φ p (coordinatePairTest φ i) u-
pathPairMoment w φ p' (coordinatePairTest φ i) u) := by funext u; ring
rw [he]
apply intervalIntegral_mul_abs_le (clockDirection_intervalIntegrable q r hq hr i)
((pathPairMoment_intervalIntegrable_all hw φ p hp _).sub
(pathPairMoment_intervalIntegrable_all hw φ p' hp' _)) (hC0 i)
(by apply mul_nonneg (mul_nonneg (ClockTree.errorJetVariation_nonneg _ _ _) (sq_nonneg _)); positivity)
(fun u hu => hC u ⟨hu.1.le,hu.2⟩ i)
intro u hu
exact pathPairMoment_sup_comparison hw φ D M hD hφ p p' hp hp' hM hu
(coordinatePairTest φ i) (sq_nonneg _) (coordinatePairTest_bound φ D hφ i)
unfold pathPressureRate
rw [←mul_sub,abs_mul,←Finset.sum_sub_distrib]
norm_num only [abs_neg,abs_div,abs_one,abs_of_nonneg (by norm_num : (0:ℝ)≤2)]
apply (mul_le_mul_of_nonneg_left (Finset.abs_sum_le_sum_abs _ _) (by norm_num : (0:ℝ)≤1/2)).trans
calc
_ ≤ (1/2:ℝ)*∑ i, C i*(ClockTree.errorJetVariation 2 0 0*(D i)^2*(3*∑ j, M j*(D j)^2)) := by
apply mul_le_mul_of_nonneg_left _ (by norm_num)
exact Finset.sum_le_sum fun i _ => hI i
_ = _ := by
conv_lhs => rw [Finset.mul_sum]
conv_rhs => rw [Finset.mul_sum]
apply Finset.sum_congr rfl
intro i _
ring
end SKFluctuations.Hierarchy
namespace SKFluctuations.Hierarchy
open MeasureTheory ProbabilityTheory Filter Set
open scoped Topology NNReal BigOperators
attribute [local instance] Classical.propDecidable
variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι]
theorem pathDisorderPressure_taylor {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (C D B : ι → ℝ)
(hself : ∀ σ i, (φ σ (Pi.single i 1))^2=C i)
(hD : ∀ i, 0≤D i) (hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(q r : ℝ → ι → ℝ≥0)
(hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1))
(hr : ∀ i, MonotoneOn (fun u => r u i) (Icc (0:ℝ) 1))
(hB : ∀ u ∈ Icc (0:ℝ) 1, ∀ i, |(r u i:ℝ)-(q u i:ℝ)|≤B i) :
|pathDisorderPressure w φ C r 0-pathDisorderPressure w φ C q 0-
pathPressureRate w φ q (fun u i => (r u i:ℝ)-(q u i:ℝ))| ≤
(3/2:ℝ)*ClockTree.errorJetVariation 2 0 0*(∑ i, B i*(D i)^2)^2 := by
obtain ⟨t,ht,he⟩ := exists_hasDerivAt_eq_slope
(fun t => pathDisorderPressure w φ C (affineClockPath q r t) 0)
(fun t => pathPressureRate w φ (affineClockPath q r t) (fun u i => (r u i:ℝ)-(q u i:ℝ)))
(by norm_num : (0:ℝ)<1)
(pathDisorderPressure_affine_continuousOn hw φ C D hself hφ q r hq hr 0)
(fun t ht => pathDisorderPressure_hasDerivAt hw φ C hself q r hq hr ht)
simp only [affineClockPath_zero,affineClockPath_one,sub_zero,div_one] at he
rw [←he]
have hb : ∀ u ∈ Icc (0:ℝ) 1, ∀ i,
|(affineClockPath q r t u i:ℝ)-(q u i:ℝ)|≤B i := by
intro u hu i
have hd := affineClockPath_difference q r ⟨ht.1.le,ht.2.le⟩
(show (0:ℝ) ∈ Icc (0:ℝ) 1 by constructor <;> norm_num) u i
simp only [affineClockPath_zero,sub_zero,abs_of_pos ht.1] at hd
rw [hd]
exact (mul_le_of_le_one_left (abs_nonneg _) ht.2.le).trans (hB u hu i)
have hbnd := pathPressureRate_sup_comparison hw φ D B B hD hφ
(affineClockPath q r t) q q r (affineClockPath_monotone q r hq hr t) hq hq hr hB hb
convert hbnd using 1; ring
end SKFluctuations.Hierarchy
namespace SKFluctuations.Hierarchy
open MeasureTheory ProbabilityTheory Filter Set
open scoped Topology NNReal BigOperators
attribute [local instance] Classical.propDecidable
variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι]
omit [Nonempty S] [Nonempty ι] in
theorem pathPressureRate_const_mul (w : S → ℝ) (φ : S → (ι → ℝ) →L[ℝ] ℝ)
(p : ℝ → ι → ℝ≥0) (K : ℝ → ι → ℝ) (a : ℝ) :
pathPressureRate w φ p (fun u i => a*K u i)=a*pathPressureRate w φ p K := by
unfold pathPressureRate
simp only [mul_assoc,intervalIntegral.integral_const_mul,←Finset.mul_sum]
ring
theorem pathPressureRate_direction_integrable {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (D : ι → ℝ) (hD : ∀ i, 0≤D i)
(hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(p : ℝ → ι → ℝ≥0) (hp : ∀ i, MonotoneOn (fun u => p u i) (Icc (0:ℝ) 1))
(K : ℝ → ι → ℝ) (hK : ∀ i, IntervalIntegrable (fun u => K u i) volume 0 1) (i : ι) :
IntervalIntegrable (fun u => K u i*pathPairMoment w φ p (coordinatePairTest φ i) u) volume 0 1 :=
intervalIntegrable_mul_bounded (hK i) (pathPairMoment_intervalIntegrable_all hw φ p hp _)
(fun _ hu => pathPairMoment_bound hw φ D hD hφ p hp _ (sq_nonneg _) (coordinatePairTest_bound φ D hφ i) hu)
theorem pathPressureRate_sub {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (D : ι → ℝ) (hD : ∀ i, 0≤D i)
(hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(p : ℝ → ι → ℝ≥0) (hp : ∀ i, MonotoneOn (fun u => p u i) (Icc (0:ℝ) 1))
(K L : ℝ → ι → ℝ)
(hK : ∀ i, IntervalIntegrable (fun u => K u i) volume 0 1)
(hL : ∀ i, IntervalIntegrable (fun u => L u i) volume 0 1) :
pathPressureRate w φ p (fun u i => K u i-L u i)=
pathPressureRate w φ p K-pathPressureRate w φ p L := by
unfold pathPressureRate
simp only [sub_mul]
simp_rw [intervalIntegral.integral_sub (pathPressureRate_direction_integrable hw φ D hD hφ p hp K hK _)
(pathPressureRate_direction_integrable hw φ D hD hφ p hp L hL _)]
rw [Finset.sum_sub_distrib,mul_sub]
theorem pathPressureRate_bound {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (D B : ι → ℝ) (hD : ∀ i, 0≤D i)
(hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(p : ℝ → ι → ℝ≥0) (hp : ∀ i, MonotoneOn (fun u => p u i) (Icc (0:ℝ) 1))
(K : ℝ → ι → ℝ) (hK : ∀ i, IntervalIntegrable (fun u => K u i) volume 0 1)
(hB : ∀ u ∈ Ioc (0:ℝ) 1, ∀ i, |K u i|≤B i) :
|pathPressureRate w φ p K|≤(1/2:ℝ)*∑ i, B i*(D i)^2 := by
have hB0 (i : ι) : 0≤B i := (abs_nonneg _).trans (hB 1 (by constructor <;> norm_num) i)
unfold pathPressureRate
rw [abs_mul]
norm_num only [abs_neg,abs_div,abs_one,abs_of_nonneg (by norm_num : (0:ℝ)≤2)]
apply (mul_le_mul_of_nonneg_left (Finset.abs_sum_le_sum_abs _ _) (by norm_num : (0:ℝ)≤1/2)).trans
apply mul_le_mul_of_nonneg_left _ (by norm_num)
apply Finset.sum_le_sum
intro i _
exact intervalIntegral_mul_abs_le (hK i) (pathPairMoment_intervalIntegrable_all hw φ p hp _)
(hB0 i) (sq_nonneg _) (fun u hu => hB u hu i)
(fun _ hu => pathPairMoment_bound hw φ D hD hφ p hp _ (sq_nonneg _) (coordinatePairTest_bound φ D hφ i) hu)
end SKFluctuations.Hierarchy
namespace SKFluctuations.Hierarchy
open MeasureTheory ProbabilityTheory Filter Set
open scoped Topology NNReal BigOperators
attribute [local instance] Classical.propDecidable
variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι]
theorem pathPressureRate_tendsto {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (D B : ι → ℝ) (hD : ∀ i, 0≤D i)
(hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(p : ℝ → ι → ℝ≥0) (hp : ∀ i, MonotoneOn (fun u => p u i) (Icc (0:ℝ) 1))
{A : Type*} {l : Filter A} [l.IsCountablyGenerated]
(K : A → ℝ → ι → ℝ) (L : ℝ → ι → ℝ)
(hK : ∀ᶠ a in l, ∀ i, IntervalIntegrable (fun u => K a u i) volume 0 1)
(hB : ∀ᶠ a in l, ∀ u ∈ Ioc (0:ℝ) 1, ∀ i, |K a u i|≤B i)
(hL : ∀ i, ∀ᵐ u ∂volume, u ∈ Ioc (0:ℝ) 1 → Tendsto (fun a => K a u i) l (𝓝 (L u i))) :
Tendsto (fun a => pathPressureRate w φ p (K a)) l (𝓝 (pathPressureRate w φ p L)) := by
unfold pathPressureRate
apply Tendsto.const_mul
apply tendsto_finsetSum
intro i _
apply intervalIntegral.tendsto_integral_filter_of_dominated_convergence (fun _ => B i*(D i)^2)
· filter_upwards [hK] with a ha
simpa only [uIoc_of_le (by norm_num : (0:ℝ)≤1)] using
(pathPressureRate_direction_integrable hw φ D hD hφ p hp (K a) ha i).1.aestronglyMeasurable
· filter_upwards [hB] with a ha
filter_upwards [] with u hu
rw [uIoc_of_le (by norm_num : (0:ℝ)≤1)] at hu
rw [Real.norm_eq_abs,abs_mul]
exact mul_le_mul (ha u hu i)
(pathPairMoment_bound hw φ D hD hφ p hp _ (sq_nonneg _) (coordinatePairTest_bound φ D hφ i) hu)
(abs_nonneg _) ((abs_nonneg _).trans (ha u hu i))
· exact intervalIntegrable_const
· filter_upwards [hL i] with u hu hu'
rw [uIoc_of_le (by norm_num : (0:ℝ)≤1)] at hu'
exact (hu hu').mul_const _
end SKFluctuations.Hierarchy
namespace SKFluctuations.Hierarchy
open MeasureTheory ProbabilityTheory Filter Set
open scoped Topology NNReal BigOperators
attribute [local instance] Classical.propDecidable
variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι]
theorem pathDisorderPressure_slope_error {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (C D B : ι → ℝ)
(hself : ∀ σ i, (φ σ (Pi.single i 1))^2=C i)
(hD : ∀ i, 0≤D i) (hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(q r : ℝ → ι → ℝ≥0)
(hq : ∀ i, MonotoneOn (fun u => q u i) (Icc (0:ℝ) 1))
(hr : ∀ i, MonotoneOn (fun u => r u i) (Icc (0:ℝ) 1))
{t : ℝ} (ht : t≠0)
(hB : ∀ u ∈ Icc (0:ℝ) 1, ∀ i, |(r u i:ℝ)-(q u i:ℝ)|≤|t| *B i) :
|(pathDisorderPressure w φ C r 0-pathDisorderPressure w φ C q 0)/t-
pathPressureRate w φ q (fun u i => ((r u i:ℝ)-(q u i:ℝ))/t)| ≤
(3/2:ℝ)*ClockTree.errorJetVariation 2 0 0*(∑ i, B i*(D i)^2)^2*|t| := by
have hd : pathPressureRate w φ q (fun u i => ((r u i:ℝ)-(q u i:ℝ))/t)=
pathPressureRate w φ q (fun u i => (r u i:ℝ)-(q u i:ℝ))/t := by
simp only [div_eq_mul_inv,mul_comm _ t⁻¹]
exact pathPressureRate_const_mul w φ q _ _
rw [hd,←sub_div,abs_div]
apply (div_le_iff₀ (abs_pos.mpr ht)).mpr
have hbnd := pathDisorderPressure_taylor hw φ C D (fun i => |t| *B i) hself hD hφ q r hq hr hB
have hs : (∑ i, |t| *B i*(D i)^2)=|t| *(∑ i, B i*(D i)^2) := by
rw [Finset.mul_sum]
apply Finset.sum_congr rfl
intro i _
ring
apply hbnd.trans
rw [hs]
exact le_of_eq (by ring)
end SKFluctuations.Hierarchy
namespace SKFluctuations.Hierarchy
open MeasureTheory ProbabilityTheory Filter Set
open scoped Topology NNReal BigOperators
attribute [local instance] Classical.propDecidable
variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι]
theorem pathDisorderPressure_hasDerivWithinAt_curve {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (C D B : ι → ℝ)
(hself : ∀ σ i, (φ σ (Pi.single i 1))^2=C i)
(hD : ∀ i, 0≤D i) (hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(q : ℝ → ℝ → ι → ℝ≥0) (K : ℝ → ι → ℝ) (s : Set ℝ)
(hq0 : ∀ i, MonotoneOn (fun u => q 0 u i) (Icc (0:ℝ) 1))
(hq : ∀ᶠ t in 𝓝[s \ {0}] 0, ∀ i, MonotoneOn (fun u => q t u i) (Icc (0:ℝ) 1))
(hB : ∀ᶠ t in 𝓝[s \ {0}] 0, ∀ u ∈ Icc (0:ℝ) 1, ∀ i,
|(q t u i:ℝ)-(q 0 u i:ℝ)|≤|t| *B i)
(hK : ∀ i, ∀ᵐ u ∂volume, u ∈ Ioc (0:ℝ) 1 →
Tendsto (fun t => ((q t u i:ℝ)-(q 0 u i:ℝ))/t) (𝓝[s \ {0}] 0) (𝓝 (K u i))) :
HasDerivWithinAt (fun t => pathDisorderPressure w φ C (q t) 0)
(pathPressureRate w φ (q 0) K) s 0 := by
let L : ℝ → ℝ → ι → ℝ := fun t u i => ((q t u i:ℝ)-(q 0 u i:ℝ))/t
have hne : ∀ᶠ t in 𝓝[s \ {0}] 0, t≠0 := by
filter_upwards [self_mem_nhdsWithin] with t ht
exact ht.2
have hlim := pathPressureRate_tendsto hw φ D B hD hφ (q 0) hq0 L K
(by
filter_upwards [hq] with t ht i
exact (clockDirection_intervalIntegrable (q 0) (q t) hq0 ht i).div_const t)
(by
filter_upwards [hB,hne] with t ht ht0 u hu i
dsimp [L]
rw [abs_div,div_le_iff₀ (abs_pos.mpr ht0)]
simpa only [mul_comm] using ht u ⟨hu.1.le,hu.2⟩ i)
hK
have herr : Tendsto (fun t =>
(pathDisorderPressure w φ C (q t) 0-pathDisorderPressure w φ C (q 0) 0)/t-
pathPressureRate w φ (q 0) (L t)) (𝓝[s \ {0}] 0) (𝓝 0) := by
refine squeeze_zero_norm' (a := fun t =>
(3/2:ℝ)*ClockTree.errorJetVariation 2 0 0*(∑ i, B i*(D i)^2)^2*|t|) ?_ ?_
· filter_upwards [hq,hB,hne] with t ht hb ht0
rw [Real.norm_eq_abs]
exact pathDisorderPressure_slope_error hw φ C D B hself hD hφ (q 0) (q t) hq0 ht ht0 hb
· simpa only [abs_zero,mul_zero] using
((continuous_abs.tendsto (0:ℝ)).mono_left nhdsWithin_le_nhds).const_mul
((3/2:ℝ)*ClockTree.errorJetVariation 2 0 0*(∑ i, B i*(D i)^2)^2)
rw [hasDerivWithinAt_iff_tendsto_slope]
have hs : slope (fun t => pathDisorderPressure w φ C (q t) 0) 0 =
fun t => (pathDisorderPressure w φ C (q t) 0-pathDisorderPressure w φ C (q 0) 0)/(t-0) :=
funext fun t => slope_def_field _ _ _
rw [hs]
simpa only [sub_zero,sub_add_cancel,zero_add] using herr.add hlim
end SKFluctuations.Hierarchy
namespace SKFluctuations.Hierarchy
open MeasureTheory ProbabilityTheory Filter Set
open scoped Topology NNReal BigOperators
attribute [local instance] Classical.propDecidable
variable {S ι : Type*} [Fintype S] [Nonempty S] [Fintype ι] [Nonempty ι]
theorem pathPressureRate_integral_direction {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (D : ι → ℝ) (hD : ∀ i, 0≤D i)
(hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(p : ℝ → ι → ℝ≥0) (hp : ∀ i, MonotoneOn (fun u => p u i) (Icc (0:ℝ) 1))
(K : ℝ → ι → ℝ) (hK : ∀ i, IntervalIntegrable (fun u => K u i) volume 0 1) :
pathPressureRate w φ p K=-(1/2:ℝ)*∫ u in (0:ℝ)..1,
pathPairMoment w φ p (featureKernel φ (K u)) u := by
unfold pathPressureRate
rw [←intervalIntegral.integral_finsetSum (fun i _ =>
pathPressureRate_direction_integrable hw φ D hD hφ p hp K hK i)]
congr 1
apply intervalIntegral.integral_congr_ae
filter_upwards [] with u hu
rw [uIoc_of_le (by norm_num : (0:ℝ)≤1)] at hu
exact (pathPairMoment_featureKernel hw φ p hp _ hu).symm
theorem pathPairMoment_mul_intervalIntegrable {w : S → ℝ} (hw : ∀ σ, 0<w σ)
(φ : S → (ι → ℝ) →L[ℝ] ℝ) (D : ι → ℝ) (hD : ∀ i, 0≤D i)
(hφ : ∀ σ i, |φ σ (Pi.single i 1)|≤D i)
(p : ℝ → ι → ℝ≥0) (hp : ∀ i, MonotoneOn (fun u => p u i) (Icc (0:ℝ) 1))
(P : S → S → ℝ) {B : ℝ} (hB : 0≤B) (hP : ∀ σ τ, |P σ τ|≤B)
(K : ℝ → ℝ) (hK : IntervalIntegrable K volume 0 1) :
IntervalIntegrable (fun u => K u*pathPairMoment w φ p P u) volume 0 1 :=
intervalIntegrable_mul_bounded hK (pathPairMoment_intervalIntegrable_all hw φ p hp _)
(fun _ hu => pathPairMoment_bound hw φ D hD hφ p hp P hB hP hu)
end SKFluctuations.Hierarchy
namespace SKFluctuations
open MeasureTheory ProbabilityTheory Filter Set Hierarchy
open scoped Topology NNReal BigOperators
def orderedPathClock (n : ℕ) (b h : ℝ → ℝ≥0) (u : ℝ) : OrderedFeatureIndex n → ℝ≥0 :=
Sum.elim (fun _ => h u) (fun _ => b u)
theorem orderedPathClock_monotone (n : ℕ) {b h : ℝ → ℝ≥0}
(hb : MonotoneOn b (Icc (0:ℝ) 1)) (hh : MonotoneOn h (Icc (0:ℝ) 1)) :
∀ i, MonotoneOn (fun u => orderedPathClock n b h u i) (Icc (0:ℝ) 1) := by
intro i
cases i with
| inl i => exact hh
| inr i => exact hb
def orderedSKPathPressure (n : ℕ) (b h : ℝ → ℝ≥0)
(x : OrderedFeatureIndex n → ℝ) : ℝ :=
pathDisorderPressure (uniformWeight n) (orderedFeature n) (fun i => (orderedAmplitude n i)^2)
(orderedPathClock n b h) x/(n:ℝ)
theorem orderedPathClock_l1 (n : ℕ) (hn : 0<n) (b h b' h' : ℝ → ℝ≥0) :
clockL1Distance (orderedAmplitude n) (orderedPathClock n b h) (orderedPathClock n b' h') =
(n:ℝ)*((1/4:ℝ)*(∫ u in (0:ℝ)..1, |(b u:ℝ)-(b' u:ℝ)|)+
(1/2:ℝ)*(∫ u in (0:ℝ)..1, |(h u:ℝ)-(h' u:ℝ)|)) := by
unfold clockL1Distance
have he : (∑ i : OrderedFeatureIndex n, (orderedAmplitude n i)^2*
(∫ u in (0:ℝ)..1, |(orderedPathClock n b h u i:ℝ)-(orderedPathClock n b' h' u i:ℝ)|)) =
(n:ℝ)*((∫ u in (0:ℝ)..1, |(h u:ℝ)-(h' u:ℝ)|)+
(∫ u in (0:ℝ)..1, |(b u:ℝ)-(b' u:ℝ)|)/2) := by
calc
_ = ∑ i : OrderedFeatureIndex n, Sum.elim
(fun _ => ∫ u in (0:ℝ)..1, |(h u:ℝ)-(h' u:ℝ)|)
(fun _ => ∫ u in (0:ℝ)..1, |(b u:ℝ)-(b' u:ℝ)|) i*(orderedAmplitude n i)^2 := by
apply Finset.sum_congr rfl
intro i _
cases i <;> exact mul_comm _ _
_ = _ := orderedAmplitude_sum n hn _ _
rw [he]
ring
theorem orderedSKPathPressure_l1_comparison (n : ℕ) (hn : 0<n)
(b h b' h' : ℝ → ℝ≥0)
(hb : MonotoneOn b (Icc (0:ℝ) 1)) (hh : MonotoneOn h (Icc (0:ℝ) 1))
(hb' : MonotoneOn b' (Icc (0:ℝ) 1)) (hh' : MonotoneOn h' (Icc (0:ℝ) 1))
(x : OrderedFeatureIndex n → ℝ) :
|orderedSKPathPressure n b h x-orderedSKPathPressure n b' h' x| ≤
(1/4:ℝ)*(∫ u in (0:ℝ)..1, |(b u:ℝ)-(b' u:ℝ)|)+
(1/2:ℝ)*(∫ u in (0:ℝ)..1, |(h u:ℝ)-(h' u:ℝ)|) := by
let : NeZero n := ⟨Nat.ne_of_gt hn⟩
have hnp : 0<(n:ℝ) := Nat.cast_pos.mpr hn
have hd := pathDisorderPressure_l1_comparison (uniformWeight_pos n) (orderedFeature n)
(fun i => (orderedAmplitude n i)^2) (orderedAmplitude n) (orderedFeature_square n)
(fun i σ => (orderedFeature_abs n σ i).le) (orderedPathClock n b h) (orderedPathClock n b' h')
(orderedPathClock_monotone n hb hh) (orderedPathClock_monotone n hb' hh') x
rw [orderedPathClock_l1 n hn] at hd
unfold orderedSKPathPressure
rw [← sub_div,abs_div,abs_of_pos hnp]
exact (div_le_iff₀ hnp).mpr (by simpa only [mul_comm] using hd)
end SKFluctuations
namespace SKFluctuations
open MeasureTheory ProbabilityTheory Filter Set Hierarchy
open scoped Topology NNReal BigOperators
attribute [local instance] Classical.propDecidable
local instance (n : ℕ) : DecidableEq (OrderedFeatureIndex n) := fun _ _ => Classical.propDecidable _
def orderedPathPair (n : ℕ) (b h : ℝ → ℝ≥0) (P : Spin n → Spin n → ℝ) (u : ℝ) : ℝ :=
pathPairMoment (uniformWeight n) (orderedFeature n) (orderedPathClock n b h) P u
def orderedPathS (n : ℕ) (b h : ℝ → ℝ≥0) : ℝ → ℝ :=
orderedPathPair n b h (orderedOverlap n)
def orderedPathB (n : ℕ) (b h : ℝ → ℝ≥0) : ℝ → ℝ :=
orderedPathPair n b h (fun σ τ => (orderedOverlap n σ τ)^2)
theorem orderedPathPair_linear (n : ℕ) (hn : 0<n) (b h : ℝ → ℝ≥0)
(hb : MonotoneOn b (Icc (0:ℝ) 1)) (hh : MonotoneOn h (Icc (0:ℝ) 1))
(P Q : Spin n → Spin n → ℝ) (c d : ℝ) {u : ℝ} (hu : u ∈ Ioc (0:ℝ) 1) :
orderedPathPair n b h (fun σ τ => c*P σ τ+d*Q σ τ) u=
c*orderedPathPair n b h P u+d*orderedPathPair n b h Q u := by
let : NeZero n := ⟨Nat.ne_of_gt hn⟩
unfold orderedPathPair
rw [pathPairMoment_add (uniformWeight_pos n) _ _ (orderedPathClock_monotone n hb hh) _ _ hu,
pathPairMoment_const_mul (uniformWeight_pos n) _ _ (orderedPathClock_monotone n hb hh) _ _ hu,
pathPairMoment_const_mul (uniformWeight_pos n) _ _ (orderedPathClock_monotone n hb hh) _ _ hu]
theorem orderedPathPair_direction_integrable (n : ℕ) (hn : 0<n) (b h q r : ℝ → ℝ≥0)
(hb : MonotoneOn b (Icc (0:ℝ) 1)) (hh : MonotoneOn h (Icc (0:ℝ) 1))
(hq : MonotoneOn q (Icc (0:ℝ) 1)) (hr : MonotoneOn r (Icc (0:ℝ) 1))
(P : Spin n → Spin n → ℝ) :
IntervalIntegrable (fun u => ((r u:ℝ)-(q u:ℝ))*orderedPathPair n b h P u) volume 0 1 := by
let : NeZero n := ⟨Nat.ne_of_gt hn⟩
have hi := clockDirection_intervalIntegrable (fun (u : ℝ) (_ : Unit) => q u) (fun (u : ℝ) (_ : Unit) => r u)
(fun _ => hq) (fun _ => hr) ()
simpa only [mul_comm,orderedPathPair] using intervalIntegrable_mul_bounded
(pathPairMoment_intervalIntegrable_all (uniformWeight_pos n) (orderedFeature n)
(orderedPathClock n b h) (orderedPathClock_monotone n hb hh) P) hi
(fun u hu => clockDirection_bound (fun (u : ℝ) (_ : Unit) => q u) (fun (u : ℝ) (_ : Unit) => r u)
(fun _ => hq) (fun _ => hr) ⟨hu.1.le,hu.2⟩ ())
theorem pathPressureRate_ordered (n : ℕ) (hn : 0<n) (b h b₀ h₀ b₁ h₁ : ℝ → ℝ≥0)
(hb : MonotoneOn b (Icc (0:ℝ) 1)) (hh : MonotoneOn h (Icc (0:ℝ) 1))
(hb₀ : MonotoneOn b₀ (Icc (0:ℝ) 1)) (hh₀ : MonotoneOn h₀ (Icc (0:ℝ) 1))
(hb₁ : MonotoneOn b₁ (Icc (0:ℝ) 1)) (hh₁ : MonotoneOn h₁ (Icc (0:ℝ) 1)) :
pathPressureRate (uniformWeight n) (orderedFeature n) (orderedPathClock n b h)
(fun u i => (orderedPathClock n b₁ h₁ u i:ℝ)-(orderedPathClock n b₀ h₀ u i:ℝ))/(n:ℝ)=
-(1/4:ℝ)*(∫ u in (0:ℝ)..1, ((b₁ u:ℝ)-(b₀ u:ℝ))*orderedPathB n b h u)-
(1/2:ℝ)*(∫ u in (0:ℝ)..1, ((h₁ u:ℝ)-(h₀ u:ℝ))*orderedPathS n b h u) := by
let : NeZero n := ⟨Nat.ne_of_gt hn⟩
have hk (u : ℝ) : featureKernel (orderedFeature n)
(fun i => (orderedPathClock n b₁ h₁ u i:ℝ)-(orderedPathClock n b₀ h₀ u i:ℝ))=
fun σ τ => ((n:ℝ)/2*((b₁ u:ℝ)-(b₀ u:ℝ)))*(orderedOverlap n σ τ)^2+
((n:ℝ)*((h₁ u:ℝ)-(h₀ u:ℝ)))*orderedOverlap n σ τ := by
funext σ τ
have he : (fun i => (orderedPathClock n b₁ h₁ u i:ℝ)-(orderedPathClock n b₀ h₀ u i:ℝ))=
Sum.elim (fun _ => (h₁ u:ℝ)-(h₀ u:ℝ)) (fun _ => (b₁ u:ℝ)-(b₀ u:ℝ)) := by
funext i; cases i <;> rfl
rw [he]
simp only [featureKernel]
have hs (σ : Spin n) (i : OrderedFeatureIndex n) :
orderedFeature n σ (Pi.single i 1)=orderedFeatureCoefficient n σ i := by
simp [orderedFeature_apply,Pi.single_apply]
simp only [hs]
rw [orderedCovariance n hn]
ring
rw [pathPressureRate_integral (uniformWeight_pos n) _ _ _ _ (orderedPathClock_monotone n hb hh)
(orderedPathClock_monotone n hb₀ hh₀) (orderedPathClock_monotone n hb₁ hh₁)]
have he : (∫ u in (0:ℝ)..1, pathPairMoment (uniformWeight n) (orderedFeature n)
(orderedPathClock n b h) (featureKernel (orderedFeature n)
(fun i => (orderedPathClock n b₁ h₁ u i:ℝ)-(orderedPathClock n b₀ h₀ u i:ℝ))) u)=
∫ u in (0:ℝ)..1, (n:ℝ)/2*(((b₁ u:ℝ)-(b₀ u:ℝ))*orderedPathB n b h u)+
(n:ℝ)*(((h₁ u:ℝ)-(h₀ u:ℝ))*orderedPathS n b h u) := by
apply intervalIntegral.integral_congr_ae
filter_upwards [] with u hu
rw [uIoc_of_le (by norm_num : (0:ℝ)≤1)] at hu
rw [hk]
change orderedPathPair n b h _ u=_
rw [orderedPathPair_linear n hn b h hb hh _ _ _ _ hu]
dsimp [orderedPathB,orderedPathS]
ring
rw [he]
change (-(1/2:ℝ)*(∫ u in (0:ℝ)..1, (n:ℝ)/2*(((b₁ u:ℝ)-(b₀ u:ℝ))*
orderedPathPair n b h (fun σ τ => (orderedOverlap n σ τ)^2) u)+(n:ℝ)*
(((h₁ u:ℝ)-(h₀ u:ℝ))*orderedPathPair n b h (orderedOverlap n) u)))/(n:ℝ)=_
rw [intervalIntegral.integral_add
((orderedPathPair_direction_integrable n hn b h b₀ b₁ hb hh hb₀ hb₁ _).const_mul ((n:ℝ)/2))
((orderedPathPair_direction_integrable n hn b h h₀ h₁ hb hh hh₀ hh₁ _).const_mul (n:ℝ)),
intervalIntegral.integral_const_mul,intervalIntegral.integral_const_mul]
have hn0 : (n:ℝ)≠0 := ne_of_gt (Nat.cast_pos.mpr hn)
dsimp only [orderedPathB,orderedPathS]
field_simp
ring
def affineNNPath (b c : ℝ → ℝ≥0) (s : ℝ) (u : ℝ) : ℝ≥0 :=
Real.toNNReal (1-s)*b u+Real.toNNReal s*c u
theorem affineNNPath_monotone (b c : ℝ → ℝ≥0)
(hb : MonotoneOn b (Icc (0:ℝ) 1)) (hc : MonotoneOn c (Icc (0:ℝ) 1)) (s : ℝ) :
MonotoneOn (affineNNPath b c s) (Icc (0:ℝ) 1) := by
intro u hu v hv huv
exact add_le_add (mul_le_mul_of_nonneg_left (hb hu hv huv) zero_le)
(mul_le_mul_of_nonneg_left (hc hu hv huv) zero_le)
theorem orderedSKPathPressure_hasDerivAt (n : ℕ) (hn : 0<n) (b h b' h' : ℝ → ℝ≥0)
(hb : MonotoneOn b (Icc (0:ℝ) 1)) (hh : MonotoneOn h (Icc (0:ℝ) 1))
(hb' : MonotoneOn b' (Icc (0:ℝ) 1)) (hh' : MonotoneOn h' (Icc (0:ℝ) 1))
{t : ℝ} (ht : t ∈ Ioo (0:ℝ) 1) :
HasDerivAt (fun s => orderedSKPathPressure n (affineNNPath b b' s) (affineNNPath h h' s) 0)
(-(1/4:ℝ)*(∫ u in (0:ℝ)..1, ((b' u:ℝ)-(b u:ℝ))*
orderedPathB n (affineNNPath b b' t) (affineNNPath h h' t) u)-
(1/2:ℝ)*(∫ u in (0:ℝ)..1, ((h' u:ℝ)-(h u:ℝ))*
orderedPathS n (affineNNPath b b' t) (affineNNPath h h' t) u)) t := by
let : NeZero n := ⟨Nat.ne_of_gt hn⟩
have he (s : ℝ) : affineClockPath (orderedPathClock n b h) (orderedPathClock n b' h') s=
orderedPathClock n (affineNNPath b b' s) (affineNNPath h h' s) := by
funext u i; cases i <;> rfl
have hd := (pathDisorderPressure_hasDerivAt (uniformWeight_pos n) (orderedFeature n)
(fun i => (orderedAmplitude n i)^2) (fun σ i => by
simpa [orderedFeature_apply,Pi.single_apply] using orderedFeature_square n σ i)
(orderedPathClock n b h) (orderedPathClock n b' h')
(orderedPathClock_monotone n hb hh) (orderedPathClock_monotone n hb' hh') ht).div_const (n:ℝ)
simp_rw [he] at hd
rw [pathPressureRate_ordered n hn _ _ b h b' h'
(affineNNPath_monotone b b' hb hb' t) (affineNNPath_monotone h h' hh hh' t) hb hh hb' hh'] at hd
exact hd
end SKFluctuations
end
end OAI