import OAI.Analysis.FiniteFactor.OrbitSampling.TestedTransport namespace OAI namespace FiniteFactor open MeasureTheory Filter Finset open scoped Classical ENNReal noncomputable section def sourceSamplingEndpoint (r : Bool) (p : (SourceCoordinate → ℝ) × (SourceCoordinate → ℝ)) : SourceCoordinate → ℝ := if r then p.2 else p.1 theorem sourceSamplingEndpoint_measurable (r : Bool) : Measurable (sourceSamplingEndpoint r) := by cases r · exact measurable_fst · exact measurable_snd /-- Both actual rectangle-restricted marginal measures for a single power. -/ theorem sourceSamplingSummand_tested_marginal (I : Finset SourceCoordinate) (stage : ℕ) (r : Bool) (E G : SourceCoordinate → Set ℝ) (hE : ∀ i, MeasurableSet (E i)) (hG : ∀ i, MeasurableSet (G i)) (houtside : ∀ i ∉ sourceSamplingPrefix stage, Set.Ico (0 : ℝ) 1 ⊆ E i ∧ Set.Ico (0 : ℝ) 1 ⊆ G i) (θ : SourceCoordinate → ℝ) (n : ℤ) : ((sourceSamplingSummand I stage θ n).restrict (sourceSamplingRectangle E G)).map (sourceSamplingEndpoint r) = sourceSamplingHaar.withDensity (fun x => ENNReal.ofReal (sourceSamplingProduct stage r (fun i => decide (i ∈ I)) E G n θ x)) := by rw [sourceSamplingSummand_restrict_rectangle I stage E G hE hG houtside θ n] have hp : Measurable (fun x : SourceCoordinate → ℝ => (x,coordinateRotate θ n x)) := measurable_id.prodMk (coordinateRotate_preserving θ n).measurable rw [Measure.map_map (sourceSamplingEndpoint_measurable r) hp] cases r · exact Measure.map_id · change (sourceSamplingHaar.withDensity (fun x => ENNReal.ofReal (sourceSamplingProduct stage false (fun i => decide (i ∈ I)) E G n θ x))).map (coordinateRotate θ n) = _ have hw : Measurable (fun x => ENNReal.ofReal (sourceSamplingProduct stage false (fun i => decide (i ∈ I)) E G n θ x)) := (((sourceSamplingProduct_measurable stage false (fun i => decide (i ∈ I)) E G hE hG n).comp (measurable_const.prodMk measurable_id)).ennreal_ofReal) rw [sourceSamplingHaar_rotate_withDensity θ n _ hw] apply withDensity_congr_ae filter_upwards [sourceSamplingHaar_cube] with y hy rw [sourceSamplingProduct_second_inverse I stage E G θ y n hy] /-- Averaging commutes with rectangle restriction and either endpoint map. The density is the previously estimated empirical function, exactly. -/ theorem sourceSamplingUntrimmed_tested_marginal (I : Finset SourceCoordinate) (stage : ℕ) (r : Bool) (E G : SourceCoordinate → Set ℝ) (hE : ∀ i, MeasurableSet (E i)) (hG : ∀ i, MeasurableSet (G i)) (houtside : ∀ i ∉ sourceSamplingPrefix stage, Set.Ico (0 : ℝ) 1 ⊆ E i ∧ Set.Ico (0 : ℝ) 1 ⊆ G i) (θ : SourceCoordinate → ℝ) : ((sourceSamplingUntrimmed I stage θ).restrict (sourceSamplingRectangle E G)).map (sourceSamplingEndpoint r) = sourceSamplingHaar.withDensity (fun x => ENNReal.ofReal (sourceSamplingEmpiricalDensity stage r (fun i => decide (i ∈ I)) E G θ x)) := by let S := sourceSamplingPowers stage let c : ℝ≥0∞ := ENNReal.ofReal (1/((sourceSamplingPowers stage).card : ℝ)) let w := fun n => sourceSamplingProduct stage r (fun i => decide (i ∈ I)) E G n θ have hrep : (fun x => ENNReal.ofReal (sourceSamplingEmpiricalDensity stage r (fun i => decide (i ∈ I)) E G θ x)) = (fun x => c*∑ n ∈ S, ENNReal.ofReal (w n x)) := by funext x simp only [sourceSamplingEmpiricalDensity] rw [div_eq_mul_inv,mul_comm,← one_div,ENNReal.ofReal_mul (by positivity), ENNReal.ofReal_sum_of_nonneg (fun n _ => (sourceSamplingProduct_bounds stage r (fun i => decide (i ∈ I)) E G n θ x).1)] rw [hrep] have hf := sourceSamplingEndpoint_measurable r have hR := sourceSamplingRectangle_measurable E G hE hG ext A hA rw [Measure.map_apply hf hA,Measure.restrict_apply (hf hA)] unfold sourceSamplingUntrimmed rw [Measure.smul_apply,Measure.finsetSum_apply,withDensity_apply _ hA] have hterm (n : ℤ) : sourceSamplingSummand I stage θ n (sourceSamplingEndpoint r ⁻¹' A ∩ sourceSamplingRectangle E G) = ∫⁻ x in A, ENNReal.ofReal (w n x) ∂sourceSamplingHaar := by rw [← Measure.restrict_apply (hf hA),← Measure.map_apply hf hA, sourceSamplingSummand_tested_marginal I stage r E G hE hG houtside θ n] exact withDensity_apply _ hA simp only [hterm,smul_eq_mul] rw [lintegral_const_mul' c _ ENNReal.ofReal_ne_top] congr 1 exact (lintegral_finsetSum S (fun n _ => (((sourceSamplingProduct_measurable stage r (fun i => decide (i ∈ I)) E G hE hG n).comp (measurable_const.prodMk measurable_id)).ennreal_ofReal))).symm end end FiniteFactor end OAI