import OAI.Analysis.FreeEntropy.SemicircularSeries namespace OAI universe u1 u2 u3 u4 noncomputable section namespace FiniteEntropySeparation.FreeSeries open Finset variable {α : Type} [DecidableEq α] [Fintype α] def rightDeriv (i : α) (f : Series α) : Series α := fun w => f (w ++ [i]) def Cyclic (f : Series α) : Prop := ∀ i, deriv i f = rightDeriv i f @[simp] theorem rightDeriv_apply {α : Type} [DecidableEq α] [Fintype α] (i : α) (f : Series α) (w : List α) : rightDeriv i f w = f (w ++ [i]) := rfl theorem rightDeriv_conv {α : Type} [DecidableEq α] [Fintype α] (i : α) (f g : Series α) : rightDeriv i (conv f g) = conv f (rightDeriv i g) + g [] • rightDeriv i f := by funext w induction w generalizing f with | nil => simp [rightDeriv, deriv, conv]; ring | cons a w ih => change f [] * g ((a::w)++[i]) + conv (deriv a f) g (w++[i]) = (f [] * g ((a::w)++[i]) + conv (deriv a f) (rightDeriv i g) w) + g [] * f ((a::w)++[i]) have h := ih (deriv a f) change conv (deriv a f) g (w++[i]) = _ at h rw [h] simp only [Pi.add_apply, Pi.smul_apply, smul_eq_mul, rightDeriv_apply, deriv_apply, List.cons_append] ring theorem rightDeriv_conv' (i : α) (f g : Series α) : rightDeriv i (conv f g) = conv f (rightDeriv i g) + g [] • rightDeriv i f := rightDeriv_conv i f g @[simp] theorem rightDeriv_unit {α : Type} [DecidableEq α] [Fintype α] (i : α) : rightDeriv i (unit : Series α) = 0 := by funext w cases w <;> rfl @[simp] theorem rightDeriv_zero {α : Type} [DecidableEq α] [Fintype α] (i : α) : rightDeriv i (0 : Series α) = 0 := rfl theorem rightDeriv_add {α : Type} [DecidableEq α] [Fintype α] (i : α) (f g : Series α) : rightDeriv i (f+g) = rightDeriv i f + rightDeriv i g := rfl theorem rightDeriv_sub {α : Type} [DecidableEq α] [Fintype α] (i : α) (f g : Series α) : rightDeriv i (f-g) = rightDeriv i f - rightDeriv i g := rfl theorem rightDeriv_smul {α : Type} [DecidableEq α] [Fintype α] (i : α) (c : ℂ) (f : Series α) : rightDeriv i (c • f) = c • rightDeriv i f := rfl theorem rightDeriv_sum {α : Type} [DecidableEq α] [Fintype α] {β : Type u1} (s : Finset β) (f : β → Series α) (i : α) : rightDeriv i (∑ b ∈ s, f b) = ∑ b ∈ s, rightDeriv i (f b) := by funext w simp [rightDeriv] theorem rightDeriv_letter {α : Type} [DecidableEq α] [Fintype α] (i j : α) : rightDeriv i (letter j) = if i=j then unit else 0 := by funext w cases w with | nil => by_cases h : i=j <;> simp [rightDeriv, letter, unit, h] | cons a w => cases w <;> by_cases h : i=j <;> simp [rightDeriv, letter, unit, h] theorem series_ext_right {α : Type} [DecidableEq α] [Fintype α] {f g : Series α} (hn : f [] = g []) (h : ∀ i, rightDeriv i f = rightDeriv i g) : f = g := by funext w induction w using List.reverseRecOn with | nil => exact hn | append_singleton w i _ => exact congrFun (h i) w def rightAssemble (f : α → Series α) : Series α := ∑ i, conv (f i) (letter i) @[simp] theorem rightAssemble_nil (f : α → Series α) : rightAssemble f [] = 0 := by simp [rightAssemble] theorem rightDeriv_assemble (f : α → Series α) (j : α) : rightDeriv j (rightAssemble f) = f j := by rw [rightAssemble, rightDeriv_sum] simp only [rightDeriv_conv, rightDeriv_letter, letter_nil, zero_smul, add_zero] have hh (i : α) : conv (f i) (if j=i then unit else 0) = if j=i then f i else 0 := by split_ifs <;> simp simp_rw [hh] simp theorem assemble_rightDeriv (f : Series α) : rightAssemble (fun i => rightDeriv i f) = f - f [] • unit := by apply series_ext_right · simp · intro i simp [rightDeriv_assemble, rightDeriv_sub, rightDeriv_smul] theorem Cyclic.assemble {f : Series α} (hf : Cyclic f) : rightAssemble (fun i => deriv i f) = f - f [] • unit := by have hh : (fun i => deriv i f) = (fun i => rightDeriv i f) := funext hf rw [hh, assemble_rightDeriv] theorem cyclic_of_assemble {f : Series α} (h : rightAssemble (fun i => deriv i f) = f - f [] • unit) : Cyclic f := by intro i have hh := congrArg (rightDeriv i) h simpa [rightDeriv_assemble, rightDeriv_sub, rightDeriv_smul] using hh theorem conv_sum_left {α : Type} [DecidableEq α] [Fintype α] {β : Type u2} (s : Finset β) (f : β → Series α) (g : Series α) : conv (∑ b ∈ s, f b) g = ∑ b ∈ s, conv (f b) g := by classical induction s using Finset.induction with | empty => simp | @insert b s hb ih => simp [sum_insert hb, conv_add_left, ih] theorem conv_sum_right {α : Type} [DecidableEq α] [Fintype α] {β : Type u3} (s : Finset β) (f : Series α) (g : β → Series α) : conv f (∑ b ∈ s, g b) = ∑ b ∈ s, conv f (g b) := by classical induction s using Finset.induction with | empty => simp | @insert b s hb ih => simp [sum_insert hb, conv_add_right, ih] theorem subst_sum {α : Type} [DecidableEq α] [Fintype α] {β : Type u4} (s : Finset β) (M : Series α) (f : β → Series α) : subst M (∑ b ∈ s, f b) = ∑ b ∈ s, subst M (f b) := by classical induction s using Finset.induction with | empty => simp | @insert b s hb ih => simp [sum_insert hb, subst_add, ih] theorem subst_letter {α : Type} [DecidableEq α] [Fintype α] (M : Series α) (i : α) : subst M (letter i) = conv (letter i) M := by funext w cases w with | nil => simp | cons j w => simp only [subst_letter_cons, conv_cons, letter_nil, zero_mul, zero_add, deriv_letter]; split_ifs <;> simp theorem subst_rightAssemble (M : Series α) (f : α → Series α) : subst M (rightAssemble f) = conv (rightAssemble (fun i => subst M (f i))) M := by simp only [rightAssemble, subst_sum, conv_sum_left, subst_mul, subst_letter, conv_assoc] theorem cyclic_cumulants {M : Series α} (hM : M [] = 1) (hc : Cyclic M) : Cyclic (cumulants M) := by let R := cumulants M have he : M = unit + subst M R := cumulants_equation hM have hd (i : α) : deriv i M = conv M (subst M (deriv i R)) := by funext w have h := congrFun he (i::w) simpa [subst_cons] using h have hi (i : α) : rightDeriv i (inverse M) = -subst M (deriv i R) := by have hh := congrArg (rightDeriv i) (inverse_conv hM) rw [rightDeriv_conv, rightDeriv_unit, hM, one_smul, ← hc i, hd i, ← conv_assoc, inverse_conv hM, conv_unit_left] at hh exact eq_neg_of_add_eq_zero_right hh have hinv : rightAssemble (fun i => subst M (deriv i R)) = unit - inverse M := by apply series_ext_right · simp · intro i simp [rightDeriv_assemble, rightDeriv_sub, hi] apply cyclic_of_assemble simp only [cumulants_nil, zero_smul, sub_zero] apply subst_injective hM rw [subst_rightAssemble, hinv, conv_sub_left, conv_unit_left, inverse_conv hM] exact (eq_sub_iff_add_eq.mpr (by simpa [add_comm] using he.symm)).symm theorem cyclic_moments {R : Series α} (hR : R [] = 0) (hc : Cyclic R) : Cyclic (moments R) := by let M := moments R have hM : M [] = 1 := moments_nil R have he : M = unit + subst M R := moments_eq hR let A := rightAssemble (fun i => subst M (deriv i R)) have hr : subst M R = conv A M := by have h := hc.assemble rw [hR, zero_smul, sub_zero] at h rw [← h, subst_rightAssemble] have ha : unit - A = inverse M := by have hp : conv (unit - A) M = unit := by rw [conv_sub_left, conv_unit_left] rw [hr] at he exact sub_eq_iff_eq_add.mpr he calc unit - A = conv (unit - A) (conv M (inverse M)) := by rw [conv_inverse hM, conv_unit_right] _ = inverse M := by rw [← conv_assoc, hp, conv_unit_left] intro i have hi : rightDeriv i (inverse M) = -subst M (deriv i R) := by rw [← ha, rightDeriv_sub, rightDeriv_unit, sub_eq_add_neg, zero_add] change -rightDeriv i (rightAssemble _) = _ rw [rightDeriv_assemble] have hh := congrArg (rightDeriv i) (conv_inverse hM) rw [rightDeriv_conv, rightDeriv_unit, inverse_nil, one_smul, hi, conv_neg_right] at hh have hh' : rightDeriv i M = conv M (subst M (deriv i R)) := by exact eq_of_sub_eq_zero (by rw [sub_eq_add_neg]; simpa [add_comm] using hh) rw [hh'] funext w have h := congrFun he (i::w) simpa [subst_cons] using h end FiniteEntropySeparation.FreeSeries end end OAI