import Mathlib.Data.Fintype.BigOperators import OAI.Computability.PerfectCompleteness.Foundations.RecursiveSpaceEquivLemmas import OAI.Computability.UniqueGames.Foundations.ValueLemmas namespace OAI section namespace PerfectCompleteness.FiniteProduct open scoped BigOperators open UniqueGamesTheorem.Foundations.Games noncomputable section variable {I : Type*} [Fintype I] [DecidableEq I] {Ω : I → Type*} [∀ i, Fintype (Ω i)] def law (P : (i : I) → FiniteDistribution (Ω i)) : FiniteDistribution ((i : I) → Ω i) where weight x := ∏ i, (P i).weight (x i) nonnegative x := Finset.prod_nonneg fun i _ => (P i).nonnegative (x i) normalized := by rw [← Fintype.prod_sum] simp only [FiniteDistribution.normalized, Finset.prod_const_one] theorem expectation_product (P : (i : I) → FiniteDistribution (Ω i)) (f : (i : I) → Ω i → ℝ) : (law P).expectation (fun x => ∏ i, f i (x i)) = ∏ i, (P i).expectation (f i) := by change (∑ x : (i : I) → Ω i, (∏ i, (P i).weight (x i)) * (∏ i, f i (x i))) = ∏ i, ∑ a, (P i).weight a * f i a simp only [← Finset.prod_mul_distrib] exact (Fintype.prod_sum (fun i a => (P i).weight a * f i a)).symm def factor (i : I) (f : Ω i → ℝ) (j : I) (a : Ω j) : ℝ := if h : j = i then f (h ▸ a) else 1 omit [Fintype I] [∀ index, Fintype (Ω index)] in @[simp] theorem factor_self (i : I) (f : Ω i → ℝ) (a : Ω i) : factor i f i a = f a := by simp [factor] omit [Fintype I] [∀ index, Fintype (Ω index)] in @[simp] theorem factor_other (i j : I) (h : j ≠ i) (f : Ω i → ℝ) (a : Ω j) : factor i f j a = 1 := by simp [factor, h] omit [Fintype I] [∀ index, Fintype (Ω index)] in @[simp] theorem factor_function_self (i : I) (f : Ω i → ℝ) : factor i f i = f := by funext a; exact factor_self i f a omit [Fintype I] [∀ index, Fintype (Ω index)] in @[simp] theorem factor_function_other (i j : I) (h : j ≠ i) (f : Ω i → ℝ) : factor i f j = fun _ => 1 := by funext a; exact factor_other i j h f a omit [∀ index, Fintype (Ω index)] in theorem product_factor (i : I) (f : Ω i → ℝ) (x : (j : I) → Ω j) : (∏ j, factor i f j (x j)) = f (x i) := by classical rw [Finset.prod_eq_single i] · exact factor_self i f (x i) · intro j _ h exact factor_other i j h f (x j) · simp theorem expectation_factor_product (P : (i : I) → FiniteDistribution (Ω i)) (i : I) (f : Ω i → ℝ) : (∏ j, (P j).expectation (factor i f j)) = (P i).expectation f := by classical rw [Finset.prod_eq_single i] · congr 1 funext a exact factor_self i f a · intro j _ h rw [factor_function_other i j h, SmallBias.expectation_const] · simp theorem expectation_eval (P : (i : I) → FiniteDistribution (Ω i)) (i : I) (f : Ω i → ℝ) : (law P).expectation (fun x => f (x i)) = (P i).expectation f := by calc _ = (law P).expectation (fun x => ∏ j, factor i f j (x j)) := by apply FiniteDistribution.expectation_congr intro x exact (product_factor i f x).symm _ = ∏ j, (P j).expectation (factor i f j) := expectation_product P _ _ = _ := expectation_factor_product P i f theorem expectation_eval_mul (P : (i : I) → FiniteDistribution (Ω i)) (i j : I) (hij : i ≠ j) (f : Ω i → ℝ) (g : Ω j → ℝ) : (law P).expectation (fun x => f (x i) * g (x j)) = (P i).expectation f * (P j).expectation g := by have hfactor : ∀ k, (P k).expectation (fun a => factor i f k a * factor j g k a) = (P k).expectation (factor i f k) * (P k).expectation (factor j g k) := by intro k by_cases hki : k = i · subst k simp only [factor_other j i hij, factor_function_other j i hij, SmallBias.expectation_const, mul_one] · simp only [factor_other i k hki, factor_function_other i k hki, SmallBias.expectation_const, one_mul] calc _ = (law P).expectation (fun x => ∏ k, factor i f k (x k) * factor j g k (x k)) := by apply FiniteDistribution.expectation_congr intro x rw [Finset.prod_mul_distrib, product_factor i f x, product_factor j g x] _ = ∏ k, (P k).expectation (fun a => factor i f k a * factor j g k a) := expectation_product P (fun k a => factor i f k a * factor j g k a) _ = (∏ k, (P k).expectation (factor i f k)) * (∏ k, (P k).expectation (factor j g k)) := by simp only [hfactor, Finset.prod_mul_distrib] _ = _ := by rw [expectation_factor_product P i f, expectation_factor_product P j g] end end PerfectCompleteness.FiniteProduct end end OAI