import OAI.Combinatorics.GraphThreshold.BernoulliUnion namespace OAI /-! # Monotonicity of finite Bernoulli probabilities For `p ≤ q`, adjoin an independent Bernoulli set to a Bernoulli-`p` set. The resulting union has parameter `q` and contains the first set. This gives expectation and event monotonicity, including both endpoints of `[0, 1]`. -/ noncomputable section attribute [local instance] Classical.propDecidable namespace LeanBlast.SecondKahnKalai variable {X : Type*} [Fintype X] [DecidableEq X] /-- A Bernoulli set with a larger parameter has larger expectation for every function monotone under inclusion. The function need not be nonnegative. -/ theorem bernoulliExpectation_mono_parameter {p q : ℝ} (hp0 : 0 ≤ p) (hpq : p ≤ q) (hq1 : q ≤ 1) (F : Finset X → ℝ) (hF : ∀ U V, U ⊆ V → F U ≤ F V) : bernoulliExpectation p F ≤ bernoulliExpectation q F := by have hp1 : p ≤ 1 := hpq.trans hq1 by_cases hp : p = 1 · have hq : q = 1 := by linarith simp [hp, hq] have hp_lt : p < 1 := by rcases lt_or_eq_of_le hp1 with hlt | heq · exact hlt · exact (hp heq).elim have hd : 0 < 1 - p := sub_pos.mpr hp_lt let r := (q - p) / (1 - p) have hr0 : 0 ≤ r := div_nonneg (sub_nonneg.mpr hpq) hd.le have hr1 : r ≤ 1 := (div_le_one hd).2 (by linarith) have hparam : p + r - p * r = q := by dsimp [r] field_simp [hd.ne'] ring calc bernoulliExpectation p F = bernoulliExpectation p (fun U => bernoulliExpectation r (fun _ => F U)) := by simp _ ≤ bernoulliExpectation p (fun U => bernoulliExpectation r (fun V => F (U ∪ V))) := bernoulliExpectation_mono hp0 hp1 fun U => bernoulliExpectation_mono hr0 hr1 fun V => hF U (U ∪ V) Finset.subset_union_left _ = bernoulliExpectation q F := by rw [bernoulliExpectation_union, hparam] /-- Inclusion-monotone events become more likely as the Bernoulli parameter increases. The proof couples actual independent finite Bernoulli sets. -/ theorem bernoulliProbability_mono_parameter {p q : ℝ} (hp0 : 0 ≤ p) (hpq : p ≤ q) (hq1 : q ≤ 1) (P : Finset X → Prop) (hP : ∀ U V, U ⊆ V → P U → P V) : bernoulliProbability p P ≤ bernoulliProbability q P := by rw [bernoulliProbability_eq_expectation, bernoulliProbability_eq_expectation] apply bernoulliExpectation_mono_parameter hp0 hpq hq1 intro U V hUV by_cases hu : P U · simp [hu, hP U V hUV hu] · by_cases hv : P V <;> simp [hu, hv] end LeanBlast.SecondKahnKalai end end OAI