import Mathlib import OAI.GroupTheory.SimpleAmenable.RandomFields.HellingerDistance import OAI.GroupTheory.SimpleAmenable.PolygonGeometry.ObservableDistance namespace OAI section section open scoped symmDiff namespace SimpleAmenable open scoped commutatorElement open scoped commutatorElement section FiniteLawDistance open Classical Matrix MeasureTheory noncomputable def smoothNoiseTransportError {ι : Type*} [Fintype ι] (B C : Matrix ι ι ℝ) (h : ι → ℝ) : ℝ := 2*Real.sqrt (affineNoiseEnergyConstant smoothNoiseRoot*(matrixHSNorm (C-B)^2+ ((1+matrixHSNorm (C-B))*finiteL2Norm ((1+B)⁻¹*ᵥh))^2)) theorem finiteAffineNoiseLaw_close {ι : Type*} [Fintype ι] (B C : Matrix ι ι ℝ) (hB : B.PosSemidef) (hC : C.PosSemidef) (a h : ι → ℝ) : ObservableClose (finiteAffineNoiseLaw (1+B) a) (finiteAffineNoiseLaw (1+C) (a+h)) (smoothNoiseTransportError B C h) := by rw [finiteAffineNoiseLaw_density _ _ (Matrix.PosDef.one.add_posSemidef hB).det_pos, finiteAffineNoiseLaw_density _ _ (Matrix.PosDef.one.add_posSemidef hC).det_pos] have hf : ContDiff ℝ 1 smoothNoiseRoot := smoothNoiseRoot_contDiff.of_le (by norm_num) have hp := affineNoiseRoot_continuous smoothNoiseRoot_contDiff.continuous (1+B) a have hq := affineNoiseRoot_continuous smoothNoiseRoot_contDiff.continuous (1+C) (a+h) have hh := (observableClose_of_density (volume : Measure (ι → ℝ)) (hq.pow 2).measurable (hp.pow 2).measurable (fun _ => sq_nonneg _) (fun _ => sq_nonneg _) (affineNoiseRoot_integrable_square smoothNoiseRoot_contDiff.continuous smoothNoiseRoot_compact _ _ (one_add_psd_isUnit_det C hC)) (affineNoiseRoot_integrable_square smoothNoiseRoot_contDiff.continuous smoothNoiseRoot_compact _ _ (one_add_psd_isUnit_det B hB))).symm apply hh.mono exact affineNoiseDensity_L1_distance hf smoothNoiseRoot_compact smoothNoiseRoot_normalized smoothNoiseRoot_even B C hB hC a h end FiniteLawDistance section FiniteField open Classical Matrix MeasureTheory noncomputable def finiteCoefficientField {ι : Type*} (J : Finset ι) (a : ι → ℝ) (B : Matrix ι ι ℝ) (x : ι → ℝ) : ι → ℝ := fun z => a z+x z+∑w∈J,B z w*x w theorem finiteCoefficientField_measurable {ι : Type*} (J : Finset ι) (a : ι → ℝ) (B : Matrix ι ι ℝ) : Measurable (finiteCoefficientField J a B) := by apply Measurable.of_eval intro z exact (measurable_const.add (measurable_pi_apply z)).add (Finset.measurable_sum _ (fun w _ => measurable_const.mul (measurable_pi_apply w))) noncomputable def joinedNoiseField {ι : Type*} (J : Finset ι) (q : ℝ) (x : (J → ℝ) × ({z : ι // z∉J} → ℝ)) : ι → ℝ := fun z => if hz : z∈J then x.1 ⟨z,hz⟩ else q+x.2 ⟨z,hz⟩ theorem joinedNoiseField_measurable {ι : Type*} (J : Finset ι) (q : ℝ) : Measurable (joinedNoiseField J q) := by apply Measurable.of_eval intro z by_cases hz : z∈J · simpa only [joinedNoiseField,dite_eq_left hz,Function.comp_def] using (measurable_pi_apply (⟨z,hz⟩ : J)).comp measurable_fst · simp only [joinedNoiseField,dite_eq_right hz] fun_prop theorem finiteCoefficientField_law {ι : Type*} (J : Finset ι) (a : ι → ℝ) (B : Matrix ι ι ℝ) (q : ℝ) (ha : ∀z,z∉J → a z=q) (hB : ∀z,z∉J → ∀w,B z w=0) : (independentSmoothNoiseLaw ι).map (finiteCoefficientField J a B)= ((finiteAffineNoiseLaw (1+(B.submatrix (fun z : J => z.val) (fun z : J => z.val))) (fun z : J => a z)).prod (independentSmoothNoiseLaw {z : ι // z∉J})).map (joinedNoiseField J q) := by let e := (MeasurableEquiv.piEquivPiSubtypeProd (fun _ : ι => ℝ) (fun z => z∈J)).symm have hsplit : (independentSmoothNoiseLaw ι)= ((independentSmoothNoiseLaw J).prod (independentSmoothNoiseLaw {z : ι // z∉J})).map e := by convert! (infinitePi_split smoothNoiseLaw (fun z => z∈J)).symm using 1 congr 2 apply MeasurableEquiv.ext funext x funext z by_cases hz : z∈J <;> simp [e,MeasurableEquiv.piEquivPiSubtypeProd,Equiv.piEquivPiSubtypeProd,hz] rw [hsplit,Measure.map_map (finiteCoefficientField_measurable J a B) e.measurable] let A : Matrix J J ℝ := 1+B.submatrix (fun z : J => z.val) (fun z : J => z.val) let f : (J → ℝ) → (J → ℝ) := fun x => (fun z : J => a z)+A*ᵥx have hf : Measurable f := by fun_prop change _=((independentSmoothNoiseLaw J).map f |>.prod (independentSmoothNoiseLaw {z : ι // z∉J})).map (joinedNoiseField J q) have hid : (independentSmoothNoiseLaw {z : ι // z∉J}).map id= independentSmoothNoiseLaw {z : ι // z∉J} := Measure.map_id conv_rhs => rw [← hid] rw [Measure.map_prod_map _ _ hf measurable_id, Measure.map_map (joinedNoiseField_measurable J q) (hf.prodMap measurable_id)] congr 1 ext x z have he (w : ι) : e x w=(if hw : w∈J then x.1 ⟨w,hw⟩ else x.2 ⟨w,hw⟩) := rfl have hs : (∑w : J,B z w*x.1 w)=∑w∈J,B z w*e x w := by rw [← Finset.sum_coe_sort J (fun w => B z w*e x w)] apply Finset.sum_congr rfl intro w _ rw [he,dite_eq_left w.property] by_cases hz : z∈J · change a z+e x z+(∑w∈J,B z w*e x w)=joinedNoiseField J q (f x.1,x.2) z simp only [joinedNoiseField,dite_eq_left hz,f,A,Matrix.add_mulVec,Matrix.one_mulVec,Pi.add_apply] change a z+e x z+(∑w∈J,B z w*e x w)=a z+(x.1 ⟨z,hz⟩+∑w : J,B z w*x.1 w) rw [hs,he,dite_eq_left hz,add_assoc] · simp only [Function.comp_apply,finiteCoefficientField,joinedNoiseField,dite_eq_right hz, Prod.map_snd,id_eq,he,ha z hz,hB z hz,zero_mul,Finset.sum_const_zero,add_zero] end FiniteField section WholeFieldDistance open Classical Matrix MeasureTheory theorem finiteCoefficientField_close {ι : Type*} (J : Finset ι) (a b : ι → ℝ) (B C : Matrix ι ι ℝ) (q : ℝ) (ha : ∀z,z∉J → a z=q) (hb : ∀z,z∉J → b z=q) (hBr : ∀z,z∉J → ∀w,B z w=0) (hCr : ∀z,z∉J → ∀w,C z w=0) (hB : B.PosSemidef) (hC : C.PosSemidef) : ObservableClose ((independentSmoothNoiseLaw ι).map (finiteCoefficientField J a B)) ((independentSmoothNoiseLaw ι).map (finiteCoefficientField J b C)) (smoothNoiseTransportError (B.submatrix (fun z : J => z.val) (fun z : J => z.val)) (C.submatrix (fun z : J => z.val) (fun z : J => z.val)) (fun z : J => b z-a z)) := by rw [finiteCoefficientField_law J a B q ha hBr,finiteCoefficientField_law J b C q hb hCr] have hh := finiteAffineNoiseLaw_close (B.submatrix (fun z : J => z.val) (fun z : J => z.val)) (C.submatrix (fun z : J => z.val) (fun z : J => z.val)) (hB.submatrix _) (hC.submatrix _) (fun z : J => a z) (fun z : J => b z-a z) have he : (fun z : J => a z)+(fun z : J => b z-a z)=(fun z : J => b z) := by ext z; simp rw [he] at hh convert! (hh.prod_right (independentSmoothNoiseLaw {z : ι // z∉J})).map (joinedNoiseField_measurable J q) using 1 <;> congr! noncomputable def smoothNoiseTransportConstant : ℝ := 2*Real.sqrt (affineNoiseEnergyConstant smoothNoiseRoot)+1 theorem smoothNoiseTransportConstant_pos : 0