import OAI.NumberTheory.DukePrimeDegree.Entropy.ObservationInformation import OAI.NumberTheory.DukePrimeDegree.Entropy.HeightObservationEntropy namespace OAI /-! # Finite clipping of a countable observation At a sampled point, clipping above its observed value leaves its atom unchanged. Positive atom mass also gives a common information bound. -/ noncomputable section open MeasureTheory ProbabilityTheory Set Filter open scoped Topology namespace DukePrimeDegree open PrimeDegreePackets lemma heightClip_atom_eq_of_lt {Y : Type*} (Q : Y → ℕ) (y : Y) {N : ℕ} (hN : Q y < N) : {z | heightClip Q N z = heightClip Q N y} = {z | Q z = Q y} := by ext z simp only [mem_ofPred_eq, heightClip, Fin.mk.injEq] omega lemma observationInformation_heightClip_eventually {Y : Type*} [MeasurableSpace Y] (ν : Measure Y) (Q : Y → ℕ) (y : Y) : ∀ᶠ N : ℕ in atTop, observationInformation ν (heightClip Q N) y = observationInformation ν Q y := by filter_upwards [eventually_gt_atTop (Q y)] with N hN unfold observationInformation rw [heightClip_atom_eq_of_lt Q y hN] lemma observationInformation_heightClip_le {Y : Type*} [MeasurableSpace Y] (ν : Measure Y) [IsProbabilityMeasure ν] (Q : Y → ℕ) (y : Y) (hpos : 0 < ν {z | Q z = Q y}) (N : ℕ) : observationInformation ν (heightClip Q N) y ≤ observationInformation ν Q y := by have hsub : {z | Q z = Q y} ⊆ {z | heightClip Q N z = heightClip Q N y} := by intro z hz exact congrArg (fun a => (⟨min a N, Nat.lt_succ_of_le (min_le_right a N)⟩ : Fin (N+1))) hz have hreal : 0 < ν.real {z | Q z = Q y} := ENNReal.toReal_pos hpos.ne' (measure_ne_top ν _) exact neg_le_neg (Real.log_le_log hreal (measureReal_mono hsub)) /-- Integrable countable information is recovered by its finite clips, without requiring finite Shannon entropy of the countable observation. -/ theorem integral_kernel_heightClip_information_tendsto {S V : Type*} [MeasurableSpace S] [MeasurableSpace V] (ρ : Measure (S × V)) [IsFiniteMeasure ρ] (κ : Kernel S V) [IsMarkovKernel κ] (Q : S × V → ℕ) (hQ : Measurable Q) (hpos : ∀ᵐ z ∂ρ, 0 < κ z.1 {v | Q (z.1,v) = Q z}) (hint : Integrable (fun z => observationInformation (κ z.1) (fun v => Q (z.1,v)) z.2) ρ) : Tendsto (fun N => ∫ z, observationInformation (κ z.1) (fun v => heightClip Q N (z.1,v)) z.2 ∂ρ) atTop (𝓝 (∫ z, observationInformation (κ z.1) (fun v => Q (z.1,v)) z.2 ∂ρ)) := by let I := fun z : S × V => observationInformation (κ z.1) (fun v => Q (z.1,v)) z.2 apply tendsto_integral_of_dominated_convergence I · intro N exact (measurable_kernel_observationInformation κ (heightClip Q N) (fun a => (heightClip_measurable hQ N) (measurableSet_singleton a))).aestronglyMeasurable · exact hint · intro N filter_upwards [hpos] with z hz rw [Real.norm_eq_abs, abs_of_nonneg (observationInformation_nonneg _ _ _)] exact observationInformation_heightClip_le (κ z.1) (fun v => Q (z.1,v)) z.2 hz N · apply ae_of_all intro z apply tendsto_const_nhds.congr' filter_upwards [observationInformation_heightClip_eventually (κ z.1) (fun v => Q (z.1,v)) z.2] with N hN exact hN.symm end DukePrimeDegree end end OAI