import Mathlib import OAI.Analysis.CoulombIonization.Localization.QuantumRawLaw namespace OAI noncomputable section namespace CoulombObservation open MeasureTheory Filter open scoped Topology BigOperators ContDiff section Work_ObservationSmooth_scope open MeasureTheory Set open scoped ContDiff lemma compactNoiseWeight_eq_glue (u : ℝ) : compactNoiseWeight u = expNegInvGlue (1-u^2) := by have hh : |u| < 1 ↔ ¬ 1-u^2 ≤ 0 := by rw [not_le, sub_pos, sq_lt_one_iff_abs_lt_one] simp only [compactNoiseWeight, expNegInvGlue, hh] split_ifs <;> rfl lemma compactNoiseWeight_contDiff {n : ℕ∞} : ContDiff ℝ n compactNoiseWeight := by simp_rw [funext compactNoiseWeight_eq_glue] exact expNegInvGlue.contDiff.comp (contDiff_const.sub (contDiff_id.pow 2)) lemma compactNoiseDensity_contDiff {n : ℕ∞} : ContDiff ℝ n compactNoiseDensity := contDiff_const.mul compactNoiseWeight_contDiff lemma compactNoiseWeight_hasDerivAt (u : ℝ) : HasDerivAt compactNoiseWeight (compactNoiseScore u * compactNoiseWeight u) u := by have hc : HasDerivAt expNegInvGlue ((1-u^2)⁻¹^2 * expNegInvGlue (1-u^2)) (1-u^2) := by simpa using expNegInvGlue.hasDerivAt_polynomial_eval_inv_mul 1 (1-u^2) have hh := hc.comp u ((hasDerivAt_const u 1).sub ((hasDerivAt_id u).pow 2)) simp only [Nat.cast_ofNat, mul_one, zero_sub, id_eq, Nat.reduceSub, pow_one] at hh have he : ((((1-u^2)⁻¹^2 * expNegInvGlue (1-u^2)) * -(2*u))) = compactNoiseScore u * compactNoiseWeight u := by rw [← compactNoiseWeight_eq_glue] by_cases hu : |u| < 1 · simp only [compactNoiseScore, ite_eq_left hu, div_eq_mul_inv, inv_pow]; ring · simp [compactNoiseScore, compactNoiseWeight, hu] rw [he] at hh simpa only [Function.comp_def, Pi.sub_apply, Pi.pow_apply, id_eq, ← compactNoiseWeight_eq_glue] using hh lemma compactNoiseDensity_hasDerivAt (u : ℝ) : HasDerivAt compactNoiseDensity (compactNoiseScore u * compactNoiseDensity u) u := by convert! (compactNoiseWeight_hasDerivAt u).const_mul compactNoiseNormalizer using 1 dsimp [compactNoiseDensity] ring lemma compactNoiseWeight_compactSupport : HasCompactSupport compactNoiseWeight := by apply HasCompactSupport.intro (isCompact_Icc : IsCompact (Icc (-1:ℝ) 1)) intro u hu have hh : ¬ |u| < 1 := by intro h apply hu exact ⟨(abs_lt.mp h).1.le, (abs_lt.mp h).2.le⟩ simp [compactNoiseWeight, hh] lemma compactNoiseDensity_compactSupport : HasCompactSupport compactNoiseDensity := compactNoiseWeight_compactSupport.mul_left end Work_ObservationSmooth_scope open MeasureTheory Set Finset open scoped ENNReal NNReal BigOperators ContDiff def compactNoiseKernel {ι : Type*} [Fintype ι] (u : ι → ℝ) : ℝ := ∏ i, compactNoiseDensity (u i) lemma compactNoiseKernel_nonneg {ι : Type*} [Fintype ι] (u : ι → ℝ) : 0 ≤ compactNoiseKernel u := prod_nonneg (fun _ _ => compactNoiseDensity_nonneg _) lemma compactNoiseKernel_even {ι : Type*} [Fintype ι] (u : ι → ℝ) : compactNoiseKernel (-u) = compactNoiseKernel u := by simp only [compactNoiseKernel, Pi.neg_apply, compactNoiseDensity, compactNoiseWeight_even] lemma compactNoiseKernel_contDiff {ι : Type*} [Fintype ι] {n : ℕ∞} : ContDiff ℝ n (compactNoiseKernel : (ι → ℝ) → ℝ) := by exact contDiff_prod (fun i _ => compactNoiseDensity_contDiff.comp (contDiff_apply ℝ ℝ i)) lemma compactNoiseKernel_integrable {ι : Type*} [Fintype ι] : Integrable (compactNoiseKernel : (ι → ℝ) → ℝ) := by exact Integrable.fintype_prod (fun _ => compactNoiseDensity_integrable) lemma compactNoiseKernel_compactSupport {ι : Type*} [Fintype ι] : HasCompactSupport (compactNoiseKernel : (ι → ℝ) → ℝ) := by classical apply HasCompactSupport.intro (isCompact_univ_pi (fun _ : ι => isCompact_Icc (a := (-1:ℝ)) (b := 1))) intro u hu simp only [mem_univ_pi] at hu push Not at hu obtain ⟨i, hi⟩ := hu apply prod_eq_zero (mem_univ i) have hh : ¬|u i| < 1 := by intro h exact hi ⟨(abs_lt.mp h).1.le, (abs_lt.mp h).2.le⟩ simp [compactNoiseDensity, compactNoiseWeight, hh] lemma compactNoiseLaw_apply {s : Set ℝ} (hs : MeasurableSet s) : compactNoiseLaw s = ENNReal.ofReal (∫ u in s, compactNoiseDensity u) := by rw [compactNoiseLaw, withDensity_apply _ hs] exact (ofReal_integral_eq_lintegral_ofReal compactNoiseDensity_integrable.integrableOn (ae_of_all _ compactNoiseDensity_nonneg)).symm lemma compactNoiseLaw_pi {ι : Type*} [Fintype ι] : Measure.pi (fun _ : ι => compactNoiseLaw) = volume.withDensity (fun u : ι → ℝ => ENNReal.ofReal (compactNoiseKernel u)) := by apply Measure.pi_eq intro s hs rw [withDensity_apply _ (MeasurableSet.univ_pi hs), ← ofReal_integral_eq_lintegral_ofReal compactNoiseKernel_integrable.integrableOn (ae_of_all _ compactNoiseKernel_nonneg)] simp only [volume_pi, Measure.restrict_pi_pi, compactNoiseKernel, integral_fintype_prod_eq_prod, compactNoiseLaw_apply (hs _)] exact ENNReal.ofReal_prod_of_nonneg (fun i _ => integral_nonneg (fun _ => compactNoiseDensity_nonneg _)) lemma compactNoiseLaw_pi_integral {ι : Type*} [Fintype ι] (f : (ι → ℝ) → ℝ) : (∫ u, f u ∂Measure.pi (fun _ : ι => compactNoiseLaw)) = ∫ u, compactNoiseKernel u * f u := by rw [compactNoiseLaw_pi, integral_withDensity_eq_integral_toReal_smul (compactNoiseKernel_contDiff (n := 0)).continuous.measurable.ennreal_ofReal (ae_of_all _ (fun _ => ENNReal.ofReal_lt_top))] simp only [ENNReal.toReal_ofReal (compactNoiseKernel_nonneg _), smul_eq_mul] lemma compactNoiseKernel_hasFDerivAt {ι : Type*} [Fintype ι] (u : ι → ℝ) : HasFDerivAt compactNoiseKernel (∑ i, (compactNoiseScore (u i) * compactNoiseKernel u) • (ContinuousLinearMap.proj i : (ι → ℝ) →L[ℝ] ℝ)) u := by classical have hi (i : ι) : HasFDerivAt (fun v : ι → ℝ => compactNoiseDensity (v i)) ((compactNoiseScore (u i) * compactNoiseDensity (u i)) • (ContinuousLinearMap.proj i : (ι → ℝ) →L[ℝ] ℝ)) u := by convert! HasDerivAt.comp_hasFDerivAt (f := fun v : ι → ℝ => v i) u (compactNoiseDensity_hasDerivAt (u i)) (ContinuousLinearMap.proj i : (ι → ℝ) →L[ℝ] ℝ).hasFDerivAt using 1 convert! HasFDerivAt.finsetProd (u := univ) (fun i _ => hi i) using 1 apply sum_congr rfl intro i _ rw [smul_smul] congr 1 rw [mul_left_comm, prod_erase_mul _ _ (mem_univ i)] rfl lemma compactNoiseKernel_fderiv_apply {ι : Type*} [Fintype ι] (u v : ι → ℝ) : fderiv ℝ compactNoiseKernel u v = compactNoiseKernel u * ∑ i, compactNoiseScore (u i) * v i := by rw [(compactNoiseKernel_hasFDerivAt u).fderiv] simp only [_root_.sum_apply, smul_apply, ContinuousLinearMap.proj_apply, smul_eq_mul, mul_sum] apply sum_congr rfl intro i _ ring end CoulombObservation end end OAI