import OAI.NumberTheory.DukePrimeDegree.Entropy.CountableObservationInformation import OAI.NumberTheory.DukePrimeDegree.Entropy.ConditionalSigmaLimit import OAI.NumberTheory.PrimePackets.FiniteGeneratingObservations namespace OAI /-! # A countable boundary label has sublinear information cost Finite clipping controls the information in a single countable label, even when that label has infinite Shannon entropy. The clipping error depends only on its tail probability and the alphabet of the observed word, rather than on the entropy of the countable label. -/ noncomputable section open MeasureTheory Set Filter open scoped Topology BigOperators ENNReal namespace DukePrimeDegree open PrimeDegreePackets theorem heightClip_sigma_monotone {Y : Type*} (Q : Y → ℕ) : Monotone (fun L => observationSigma (heightClip Q L)) := by intro L J hLJ let f : Fin (J+1) → Fin (L+1) := fun a => ⟨min a.val L,Nat.lt_succ_of_le (min_le_right _ _)⟩ have he : heightClip Q L = f ∘ heightClip Q J := by funext y apply Fin.ext change min (Q y) L=min (min (Q y) J) L omega change observationSigma (heightClip Q L) ≤ observationSigma (heightClip Q J) rw [he] exact observationSigma_comp_le (heightClip Q J) f theorem heightClip_sigma_generate {Y : Type*} (Q : Y → ℕ) : (⨆ L, observationSigma (heightClip Q L)) = MeasurableSpace.comap Q inferInstance := by apply le_antisymm · let : MeasurableSpace Y := MeasurableSpace.comap Q inferInstance have hQ : Measurable Q := comap_measurable Q exact iSup_le fun L => observationSigma_le _ (fun a => heightClip_measurable hQ L (measurableSet_singleton a)) · let : MeasurableSpace Y := ⨆ L, observationSigma (heightClip Q L) have hQ : Measurable Q := by apply measurable_to_countable' intro a have hc : Measurable (heightClip Q (a+1)) := by apply measurable_to_countable' intro b exact (le_iSup (fun L => observationSigma (heightClip Q L)) (a+1)) _ ⟨{b},trivial,rfl⟩ have he : {y | Q y=a} = {y | (heightClip Q (a+1) y).val=a} := by ext y change Q y=a ↔ min (Q y) (a+1)=a omega change MeasurableSet {y | Q y=a} rw [he] exact measurableSet_eq_fun ((measurable_of_finite (fun b : Fin (a+2) => b.val)).comp hc) measurable_const exact hQ.comap_le theorem conditional_heightClip_tendsto {Y α : Type*} [MeasurableSpace Y] [Fintype α] (μ : Measure Y) [IsProbabilityMeasure μ] (P : Y → α) (hP : ∀ a, MeasurableSet {y | P y=a}) (Q : Y → ℕ) (hQ : Measurable Q) : Tendsto (fun L => conditionalObservationEntropy μ P (heightClip Q L)) atTop (𝓝 (conditionalSigmaEntropy μ P (MeasurableSpace.comap Q inferInstance))) := by have H := conditionalObservationEntropy_tendsto_sigma μ P hP (heightClip Q) (fun L a => heightClip_measurable hQ L (measurableSet_singleton a)) (heightClip_sigma_monotone Q) rwa [heightClip_sigma_generate] at H private theorem conditional_heightClip_le_larger {Y α : Type*} [MeasurableSpace Y] [Fintype α] (μ : Measure Y) [IsProbabilityMeasure μ] (P : Y → α) (hP : ∀ a, MeasurableSet {y | P y=a}) (Q : Y → ℕ) (hQ : Measurable Q) {L J : ℕ} (hLJ : L ≤ J) : conditionalObservationEntropy μ P (heightClip Q L) ≤ conditionalObservationEntropy μ P (heightClip Q J) + μ.real {y | L ≤ Q y} * Real.log (Fintype.card α) := by let F (M : ℕ) (y : Y) := finiteShannon (fun a => observationConditionalProbability μ P (heightClip Q M) a y) have hFint (M : ℕ) : Integrable (F M) μ := integrable_finite_values μ (heightClip Q M) (fun a => heightClip_measurable hQ M (measurableSet_singleton a)) (fun b => finiteShannon (fun a => μ.real {y | (heightClip Q M y,P y)=(b,a)} / μ.real {y | heightClip Q M y=b})) have hB : MeasurableSet {y | L ≤ Q y} := hQ measurableSet_Ici have hbound : F L ≤ᵐ[μ] fun y => F J y + {y | L ≤ Q y}.indicator (fun _ => Real.log (Fintype.card α)) y := by filter_upwards [observationConditionalProbability_ae_sum μ P (heightClip Q L) hP (fun a => heightClip_measurable hQ L (measurableSet_singleton a)), observationConditionalProbability_ae_sum μ P (heightClip Q J) hP (fun a => heightClip_measurable hQ J (measurableSet_singleton a))] with y hyL hyJ by_cases hy : L ≤ Q y · rw [Set.indicator_of_mem (show y ∈ {y | L ≤ Q y} from hy)] have hlow : 0 ≤ F J y := finiteShannon_nonneg (fun a => observationConditionalProbability_nonneg μ P (heightClip Q J) a y) hyJ have hu : F L y ≤ Real.log (Fintype.card α) := finiteShannon_le_log_card (fun a => observationConditionalProbability_nonneg μ P (heightClip Q L) a y) hyL linarith · have hyL' : Q y < L := Nat.lt_of_not_ge hy have hyJ' : Q y < J := lt_of_lt_of_le hyL' hLJ have he : F L y=F J y := by apply congrArg finiteShannon funext a unfold observationConditionalProbability have hnum (M : ℕ) (hM : Q y < M) : {z | (heightClip Q M z,P z)=(heightClip Q M y,a)} = {z | Q z=Q y ∧ P z=a} := by ext z simp only [Prod.mk.injEq,Set.mem_ofPred_eq] have hh := Set.ext_iff.mp (heightClip_atom_eq_of_lt Q y hM) z exact and_congr_left fun _ => hh rw [hnum L hyL',hnum J hyJ',heightClip_atom_eq_of_lt Q y hyL', heightClip_atom_eq_of_lt Q y hyJ'] rw [Set.indicator_of_notMem (show y ∉ {y | L ≤ Q y} from hy),he,add_zero] rw [conditionalObservationEntropy_eq_integral μ P (heightClip Q L) hP (fun a => heightClip_measurable hQ L (measurableSet_singleton a)), conditionalObservationEntropy_eq_integral μ P (heightClip Q J) hP (fun a => heightClip_measurable hQ J (measurableSet_singleton a))] have H := integral_mono_ae (hFint L) ((hFint J).add ((integrable_const _).indicator hB)) hbound simp only [Pi.add_apply] at H rw [integral_add (hFint J) ((integrable_const _).indicator hB), integral_indicator_const _ hB,smul_eq_mul] at H exact H /-- Removing a finite clipping of the conditioning label changes entropy only on the clipped tail. -/ theorem conditional_heightClip_le_countable {Y α : Type*} [MeasurableSpace Y] [Fintype α] (μ : Measure Y) [IsProbabilityMeasure μ] (P : Y → α) (hP : ∀ a, MeasurableSet {y | P y=a}) (Q : Y → ℕ) (hQ : Measurable Q) (L : ℕ) : conditionalObservationEntropy μ P (heightClip Q L) ≤ conditionalSigmaEntropy μ P (MeasurableSpace.comap Q inferInstance) + μ.real {y | L ≤ Q y} * Real.log (Fintype.card α) := by apply ge_of_tendsto ((conditional_heightClip_tendsto μ P hP Q hQ).add_const _) filter_upwards [eventually_ge_atTop L] with J hLJ exact conditional_heightClip_le_larger μ P hP Q hQ hLJ theorem observationEntropy_le_countable_conditioning {Y α : Type*} [MeasurableSpace Y] [Fintype α] (μ : Measure Y) [IsProbabilityMeasure μ] (P : Y → α) (hP : ∀ a, MeasurableSet {y | P y=a}) (Q : Y → ℕ) (hQ : Measurable Q) (L : ℕ) : observationEntropy μ P ≤ Real.log (L+1) + conditionalSigmaEntropy μ P (MeasurableSpace.comap Q inferInstance) + μ.real {y | L ≤ Q y} * Real.log (Fintype.card α) := by have hC a := heightClip_measurable hQ L (measurableSet_singleton a) have hjoint := observationEntropy_le_add_conditional μ P (heightClip Q L) hP hC have hcard := finiteShannon_le_log_card (fun a => measureReal_nonneg (μ := μ) (s := {y | heightClip Q L y=a})) (observation_distribution_sum μ (heightClip Q L) hC) have htail := conditional_heightClip_le_countable μ P hP Q hQ L simp only [Fintype.card_fin,Nat.cast_add,Nat.cast_one] at hcard change observationEntropy μ (heightClip Q L) ≤ _ at hcard linarith theorem conditional_countable_le_observationEntropy {Y α : Type*} [MeasurableSpace Y] [Fintype α] (μ : Measure Y) [IsProbabilityMeasure μ] (P : Y → α) (hP : ∀ a, MeasurableSet {y | P y=a}) (Q : Y → ℕ) (hQ : Measurable Q) : conditionalSigmaEntropy μ P (MeasurableSpace.comap Q inferInstance) ≤ observationEntropy μ P := by apply le_of_tendsto (conditional_heightClip_tendsto μ P hP Q hQ) exact Eventually.of_forall fun L => conditionalObservationEntropy_le μ P (heightClip Q L) hP (fun a => heightClip_measurable hQ L (measurableSet_singleton a)) theorem countable_tail_measureReal_tendsto_zero {Y : Type*} [MeasurableSpace Y] (μ : Measure Y) [IsFiniteMeasure μ] (Q : Y → ℕ) (hQ : Measurable Q) : Tendsto (fun L => μ.real {y | L ≤ Q y}) atTop (𝓝 0) := by have he : (⋂ L : ℕ, {y | L ≤ Q y}) = ∅ := by ext y simp only [mem_iInter,mem_ofPred_eq,mem_empty_iff_false,iff_false] intro h exact Nat.not_succ_le_self (Q y) (h (Q y+1)) have H := tendsto_measure_iInter_atTop (μ := μ) (fun L => (hQ measurableSet_Ici).nullMeasurableSet) (show Antitone (fun L => {y | L ≤ Q y}) from fun L J h y hy => h.trans hy) ⟨0,measure_ne_top _ _⟩ change Tendsto (fun L => μ {y | L ≤ Q y}) atTop (𝓝 (μ (⋂ L : ℕ, {y | L ≤ Q y}))) at H rw [he,measure_empty] at H simpa only [measureReal_def,ENNReal.toReal_zero,Function.comp_def] using (ENNReal.continuousAt_toReal (by simp : (0 : ℝ≥0∞) ≠ ∞)).tendsto.comp H /-- A single countable observation at the end of an orbit word carries sublinear information about that word. Its Shannon entropy may be infinite. -/ theorem countable_boundary_information_sublinear {Y α : Type*} [MeasurableSpace Y] [Fintype α] (μ : Measure Y) [IsProbabilityMeasure μ] {T : Y → Y} (hT : MeasurePreserving T μ μ) (P : Y → α) (hP : ∀ a, MeasurableSet {y | P y=a}) (Q : Y → ℕ) (hQ : Measurable Q) : Tendsto (fun N : ℕ => (observationEntropy μ (orbitName T P N) - conditionalSigmaEntropy μ (orbitName T P N) (MeasurableSpace.comap (Q ∘ T^[N]) inferInstance)) / N) atTop (𝓝 0) := by let E (N : ℕ) := observationEntropy μ (orbitName T P N) - conditionalSigmaEntropy μ (orbitName T P N) (MeasurableSpace.comap (Q ∘ T^[N]) inferInstance) have hE (N : ℕ) : 0 ≤ E N := sub_nonneg.mpr (conditional_countable_le_observationEntropy μ (orbitName T P N) (orbitName_measurable_fiber hT.measurable hP N) (Q ∘ T^[N]) (hQ.comp (hT.measurable.iterate N))) have hbound (L N : ℕ) : E N ≤ Real.log (L+1) + μ.real {y | L ≤ Q y} * ((N : ℝ) * Real.log (Fintype.card α)) := by have H := observationEntropy_le_countable_conditioning μ (orbitName T P N) (orbitName_measurable_fiber hT.measurable hP N) (Q ∘ T^[N]) (hQ.comp (hT.measurable.iterate N)) L have htail : μ.real {y | L ≤ (Q ∘ T^[N]) y} = μ.real {y | L ≤ Q y} := (hT.iterate N).measureReal_preimage (hQ measurableSet_Ici).nullMeasurableSet rw [htail,Fintype.card_fun,Fintype.card_fin,Nat.cast_pow,Real.log_pow] at H dsimp only [E] linarith apply Metric.tendsto_nhds.mpr intro ε hε have ht : Tendsto (fun L => μ.real {y | L ≤ Q y} * Real.log (Fintype.card α)) atTop (𝓝 0) := by simpa using (countable_tail_measureReal_tendsto_zero μ Q hQ).mul_const (Real.log (Fintype.card α)) obtain ⟨L,hL⟩ := (ht.eventually (gt_mem_nhds (show 0 < ε/2 by positivity))).exists have hl : Tendsto (fun N : ℕ => Real.log (L+1)/(N : ℝ)) atTop (𝓝 0) := tendsto_const_nhds.div_atTop tendsto_natCast_atTop_atTop filter_upwards [hl.eventually (gt_mem_nhds (show 0 < ε/2 by positivity)), eventually_ge_atTop (1 : ℕ)] with N hlog hN have hn : 0 < (N : ℝ) := by exact_mod_cast (show 0 < N by omega) have he : E N/(N : ℝ) ≤ Real.log (L+1)/(N : ℝ) + μ.real {y | L ≤ Q y} * Real.log (Fintype.card α) := by apply (div_le_iff₀ hn).mpr have hh := hbound L N have heq : (Real.log (L+1)/(N : ℝ) + μ.real {y | L ≤ Q y} * Real.log (Fintype.card α)) * N = Real.log (L+1) + μ.real {y | L ≤ Q y} * ((N : ℝ) * Real.log (Fintype.card α)) := by field_simp rwa [heq] change dist (E N/(N : ℝ)) 0 < ε rw [Real.dist_eq,sub_zero,abs_of_nonneg (div_nonneg (hE N) hn.le)] linarith theorem conditional_boundary_entropy_rate {Y α : Type*} [MeasurableSpace Y] [Fintype α] (μ : Measure Y) [IsProbabilityMeasure μ] {T : Y → Y} (hT : MeasurePreserving T μ μ) (P : Y → α) (hP : ∀ a, MeasurableSet {y | P y=a}) (Q : Y → ℕ) (hQ : Measurable Q) : Tendsto (fun N : ℕ => conditionalSigmaEntropy μ (orbitName T P N) (MeasurableSpace.comap (Q ∘ T^[N]) inferInstance) / N) atTop (𝓝 (observationEntropyRate μ T P)) := by have H := (tendsto_observationEntropyRate μ hT P hP).sub (countable_boundary_information_sublinear μ hT P hP Q hQ) simp only [sub_zero] at H convert H using 1 funext N rw [sub_div] ring end DukePrimeDegree end end OAI