import Mathlib import OAI.Probability.Ballisticity.Estimates.AlignedRecordPrefix namespace OAI section section open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal BigOperators Topology Classical open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal BigOperators Topology Classical open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal BigOperators Topology Classical namespace DirectionalTransience lemma block_transfer_bound {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] (F B : ℕ → Ω → ℝ) {q : ℝ} (hq : 0 ≤ q) {H b M : ℕ} (hM : H/b ≤ M) {a : ℝ} (htransfer : q*μ.real (HeightOscillation F (HeightBlockRelation H b) (2*a)) ≤ μ.real {ω | ∃ s h, (s,h) ∈ HeightBlockRelation H b ∧ 2*a < |B h ω-B s ω|+|F s ω-B s ω|}) : q*μ.real (HeightGapEvent F B H (6*a)) ≤ (q+1)*(μ.real (HeightOscillation B (HeightBlockRelation H b) a)+ μ.real (BlockDecoration F B M b a)) := by have hs : {ω | ∃ s h, (s,h) ∈ HeightBlockRelation H b ∧ 2*a < |B h ω-B s ω|+|F s ω-B s ω|} ⊆ HeightOscillation B (HeightBlockRelation H b) a ∪ BlockDecoration F B M b a := by rintro ω ⟨s,h,hsj,hbig⟩ by_cases hb : a < |B h ω-B s ω| · exact Or.inl ⟨s,h,hsj,hb⟩ · apply Or.inr refine ⟨h/b,(Nat.div_le_div_right hsj.1).trans hM,?_⟩ rw [← hsj.2] have := le_of_not_gt hb linarith have ht := htransfer.trans ((measureReal_mono hs (measure_ne_top _ _)).trans (measureReal_union_le (μ := μ) _ _)) have hg := (measureReal_mono (heightGap_subset F B hM (a := a)) (measure_ne_top _ _)).trans ((measureReal_union_le (μ := μ) _ _).trans (add_le_add (measureReal_union_le (μ := μ) _ _) le_rfl)) have hmul := mul_le_mul_of_nonneg_left hg hq nlinarith lemma blockDecoration_finite_union {Ω : Type*} (F B : ℕ → Ω → ℝ) (M b : ℕ) (z : ℝ) : BlockDecoration F B M b z = ⋃ j ∈ Finset.range (M+1), {ω | z < |F (j*b) ω-B (j*b) ω|} := by ext ω simp only [BlockDecoration,Set.mem_ofPred_eq,Set.mem_iUnion,Finset.mem_range,Nat.lt_succ_iff,exists_prop] lemma blockDecoration_small {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] (F B : ℕ → Ω → ℝ) (r : ℕ → ℝ) (hr : Tendsto r atTop atTop) (hdec : ∀ h : ℕ → ℕ, TendstoInMeasure μ (fun i ω => (F (h i) ω-B (h i) ω)/r i) atTop 0) (M : ℕ) (b : ℕ → ℕ) {a : ℝ} (ha : 0 < a) : Tendsto (fun i => μ.real (BlockDecoration F B M (b i) (a*r i))) atTop (𝓝 0) := by have hj (j : ℕ) : Tendsto (fun i => μ.real {ω | a*r i < |F (j*b i) ω-B (j*b i) ω|}) atTop (𝓝 0) := by have ht := tendstoInMeasure_iff_measureReal_norm.mp (hdec (fun i => j*b i)) a ha simp only [Pi.zero_apply,sub_zero,Real.norm_eq_abs] at ht apply squeeze_zero' (Eventually.of_forall fun _ => measureReal_nonneg) _ ht filter_upwards [hr.eventually (eventually_gt_atTop (0:ℝ))] with i hri apply measureReal_mono _ (measure_ne_top _ _) intro ω hω simp only [Set.mem_ofPred_eq,abs_div,abs_of_pos hri] exact ((lt_div_iff₀ hri).2 hω).le have ht := tendsto_finsetSum (Finset.range (M+1)) (fun j _ => hj j) simp only [Finset.sum_const_zero] at ht apply squeeze_zero (fun _ => measureReal_nonneg) _ ht intro i rw [blockDecoration_finite_union] exact measureReal_biUnion_finset_le _ _ lemma renewal_height_block_subset {Ω : Type*} (X : ℕ → Ω → ℝ) (L : ℕ → Ω → ℕ) {n T c δ z : ℝ} (hn : 1 ≤ n) (hT : 0 ≤ T) (hc : 1 ≤ c) (hδ : 0 ≤ δ) (hδn : 4 ≤ δ*n) : HeightOscillation (fun h ω => realPartialSum (fun k => X k ω) (renewalCount (fun k => L k ω) h)) (HeightBlockRelation (⌊T*n⌋₊+1) ⌊(δ/4)*n⌋₊) z ⊆ {ω | ∃ h : ℕ, (h:ℝ) ≤ (T+1)*n ∧ δ/8 < |(renewalCount (fun j => L j ω) h : ℝ)/n-(h:ℝ)/(c*n)|} ∪ GridOscillation X ⌊(T+1)*n⌋₊ ⌊δ*n⌋₊ z := by rintro ω ⟨s,h,hsj,hbad⟩ by_cases hclock : ω ∈ {ω | ∃ h : ℕ, (h:ℝ) ≤ (T+1)*n ∧ δ/8 < |(renewalCount (fun j => L j ω) h : ℝ)/n-(h:ℝ)/(c*n)|} · exact Or.inl hclock apply Or.inr let C := renewalCount (fun k => L k ω) have hn0 : 0 < n := by linarith have hc0 : 0 < c := by linarith have hs : s ≤ h := heightBlockRelation_order _ _ _ hsj have hH : (h:ℝ) ≤ (T+1)*n := by have := (show (h:ℝ) ≤ (⌊T*n⌋₊:ℝ)+1 by exact_mod_cast hsj.1) have hf := Nat.floor_le (mul_nonneg hT hn0.le) nlinarith have hsH := (Nat.cast_le.mpr hs).trans hH have hb : (h:ℝ)-(s:ℝ) ≤ (δ/4)*n := by have hrem : h-s = h % ⌊(δ/4)*n⌋₊ := by have he : s = h / ⌊(δ/4)*n⌋₊ * ⌊(δ/4)*n⌋₊ := hsj.2 have heq : h % ⌊(δ/4)*n⌋₊ + h / ⌊(δ/4)*n⌋₊ * ⌊(δ/4)*n⌋₊ = h := by simpa only [Nat.mul_comm] using Nat.mod_add_div h ⌊(δ/4)*n⌋₊ omega have hb0 : 0 < ⌊(δ/4)*n⌋₊ := by apply Nat.succ_le_iff.mp apply Nat.le_floor norm_num linarith have hh : h-s ≤ ⌊(δ/4)*n⌋₊ := by rw [hrem]; exact (Nat.mod_lt _ hb0).le have hh' : (h:ℝ)-(s:ℝ) ≤ (⌊(δ/4)*n⌋₊:ℝ) := by rw [← Nat.cast_sub hs] exact_mod_cast hh exact hh'.trans (Nat.floor_le (mul_nonneg (by positivity) hn0.le)) have hclock' (j : ℕ) (hj : (j:ℝ) ≤ (T+1)*n) : |(C j:ℝ)-(j:ℝ)/c| ≤ δ*n/8 := by have he : |(C j:ℝ)/n-(j:ℝ)/(c*n)| ≤ δ/8 := le_of_not_gt (fun hh => hclock ⟨j,hj,hh⟩) have heq : ((C j:ℝ)/n-(j:ℝ)/(c*n))*n = (C j:ℝ)-(j:ℝ)/c := by field_simp have he' := mul_le_mul_of_nonneg_right he hn0.le have he'' : |((C j:ℝ)/n-(j:ℝ)/(c*n))*n| ≤ δ/8*n := by simpa only [abs_mul,abs_of_pos hn0] using he' rw [heq] at he'' convert he'' using 1; ring have hch := (abs_le.mp (hclock' h hH)).2 have hcs := (abs_le.mp (hclock' s hsH)).1 have hdiv : ((h:ℝ)-(s:ℝ))/c ≤ (h:ℝ)-(s:ℝ) := div_le_self (sub_nonneg.mpr (Nat.cast_le.mpr hs)) hc have hd : (C h:ℝ)-(C s:ℝ) ≤ δ*n := by have he : (h:ℝ)/c-(s:ℝ)/c = ((h:ℝ)-(s:ℝ))/c := (sub_div _ _ _).symm have hδn := mul_nonneg hδ hn0.le linarith have hC := renewalCount_monotone (fun k => L k ω) hs have hdiff : C h-C s ≤ ⌊δ*n⌋₊ := by apply Nat.le_floor rw [Nat.cast_sub hC] exact hd refine ⟨C s,?_,C h,?_,hC,by omega,hbad⟩ · exact (renewalCount_le _ _).trans (Nat.le_floor hsH) · exact (renewalCount_le _ _).trans (Nat.le_floor hH) lemma gaussian_renewal_block_modulus {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] (X : ℕ → Ω → ℝ) (hX : ∀ k, Measurable (X k)) (hind : iIndepFun X μ) (hident : ∀ k, IdentDistrib (X k) (X 0) μ μ) (hsym : IdentDistrib (X 0) (fun ω => -X 0 ω) μ μ) (hI : Integrable (X 0) μ) (hne : 0 < μ {ω | X 0 ω ≠ 0}) (L : ℕ → Ω → ℕ) (hL : ∀ k, Measurable (L k)) (hpos : ∀ᵐ ω ∂μ, ∀ k, 0 < L k ω) {c : ℝ} (hc : 1 ≤ c) (hmean : ∀ᵐ ω ∂μ, Tendsto (fun k : ℕ => (renewalSum (fun j => L j ω) k : ℝ)/k) atTop (𝓝 c)) (r : ℕ → ℝ) (hr : IsGaussianSequence μ (X 0) r) {T a β : ℝ} (hT : 0 ≤ T) (ha : 0 < a) (hβ : 0 < β) : ∃ δ : ℝ, 0 < δ ∧ ∀ᶠ i in atTop, μ.real (HeightOscillation (fun h ω => realPartialSum (fun k => X k ω) (renewalCount (fun k => L k ω) h)) (HeightBlockRelation (⌊T*fluctuationScale μ (X 0) (r i)⌋₊+1) ⌊δ*fluctuationScale μ (X 0) (r i)⌋₊) (a*r i)) ≤ β := by let n := fun i => fluctuationScale μ (X 0) (r i) have hn : Tendsto n atTop atTop := (fluctuationScale_tendsto μ (X 0) (hX 0) hI hne).comp hr.1 obtain ⟨δ,hδ,hgrid⟩ := gaussian_grid_modulus μ X hX hind hident hsym hI hne r hr (by linarith : 0 ≤ T+1) ha (by linarith : 0 < β/2) let A := fun i => {ω | ∃ h : ℕ, (h:ℝ) ≤ (T+1)*n i ∧ δ/8 < |(renewalCount (fun j => L j ω) h : ℝ)/n i-(h:ℝ)/(c*n i)|} have hclock : Tendsto (fun i => μ (A i)) atTop (𝓝 0) := renewalCount_uniform_in_probability μ L hL hpos (by linarith) hmean n hn (by linarith) (by positivity) have hclockR : Tendsto (fun i => μ.real (A i)) atTop (𝓝 0) := by simpa only [ENNReal.toReal_zero,Function.comp_def,Measure.real] using (ENNReal.tendsto_toReal ENNReal.zero_ne_top).comp hclock have hevent := (tendsto_order.mp hclockR).2 (β/2) (by linarith) refine ⟨δ/4,by positivity,?_⟩ filter_upwards [hgrid,hevent,hn.eventually (eventually_ge_atTop (1:ℝ)), (hn.const_mul_atTop hδ).eventually (eventually_ge_atTop (4:ℝ))] with i hg ha hni hdni have hs := renewal_height_block_subset X L hni hT hc hδ.le hdni (z := a*r i) have hh := (measureReal_mono hs (measure_ne_top _ _)).trans (measureReal_union_le (μ := μ) _ _) change μ.real (A i) < β/2 at ha change μ.real (GridOscillation X ⌊(T+1)*n i⌋₊ ⌊δ*n i⌋₊ (a*r i)) ≤ β/2 at hg exact hh.trans (by linarith) theorem heightGap_small_of_transfer {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] (F B : ℕ → Ω → ℝ) (r n : ℕ → ℝ) (hr : Tendsto r atTop atTop) (hn : Tendsto n atTop atTop) {q T : ℝ} (hq : 0 < q) (hT : 0 ≤ T) (htransfer : ∀ J : Set (ℕ × ℕ), (∀ sr ∈ J, sr.1 ≤ sr.2) → ∀ z, 0 ≤ z → q*μ.real (HeightOscillation F J z) ≤ μ.real {ω | ∃ s h, (s,h) ∈ J ∧ z < |B h ω-B s ω|+|F s ω-B s ω|}) (hdec : ∀ h : ℕ → ℕ, TendstoInMeasure μ (fun i ω => (F (h i) ω-B (h i) ω)/r i) atTop 0) (hmod : ∀ a β : ℝ, 0 < a → 0 < β → ∃ δ : ℝ, 0 < δ ∧ ∀ᶠ i in atTop, μ.real (HeightOscillation B (HeightBlockRelation (⌊T*n i⌋₊+1) ⌊δ*n i⌋₊) (a*r i)) ≤ β) {ε : ℝ} (hε : 0 < ε) : Tendsto (fun i => μ.real (HeightGapEvent F B (⌊T*n i⌋₊+1) (ε*r i))) atTop (𝓝 0) := by apply tendsto_order.2 constructor · intro a ha exact Eventually.of_forall fun _ => ha.trans_le measureReal_nonneg · intro β hβ let a := ε/6 let b := β*q/(4*(q+1)) have ha : 0 < a := by dsimp [a]; positivity have hb : 0 < b := by dsimp [b]; positivity obtain ⟨δ,hδ,hm⟩ := hmod a b ha hb obtain ⟨M,hM⟩ := exists_nat_gt ((T+1)/δ) have hM' : T+1 < (M:ℝ)*δ := (div_lt_iff₀ hδ).mp hM have hcovered := eventually_floor_horizon_covered n hn (by linarith : 0 ≤ T+1) hδ M hM' have hd := blockDecoration_small μ F B r hr hdec M (fun i => ⌊δ*n i⌋₊) ha have hdevent := (tendsto_order.mp hd).2 b hb filter_upwards [hm,hcovered,hdevent,hr.eventually (eventually_gt_atTop (0:ℝ)), hn.eventually (eventually_ge_atTop (1:ℝ))] with i hmi hci hdi hri hni have hH : ⌊T*n i⌋₊+1 ≤ ⌊(T+1)*n i⌋₊ := by apply Nat.le_floor push_cast have hf := Nat.floor_le (mul_nonneg hT (by linarith : 0 ≤ n i)) nlinarith have hdiv : (⌊T*n i⌋₊+1)/⌊δ*n i⌋₊ ≤ M := by exact ((Nat.div_lt_iff_lt_mul hci.1).mpr (hH.trans_lt hci.2)).le have hz : 0 ≤ 2*(a*r i) := by positivity have ht := block_transfer_bound μ F B hq.le hdiv (htransfer _ (heightBlockRelation_order _ _) (2*(a*r i)) hz) have he : 6*(a*r i) = ε*r i := by dsimp [a]; ring rw [he] at ht have hfin : q*μ.real (HeightGapEvent F B (⌊T*n i⌋₊+1) (ε*r i)) < q*β := by have hbq : (q+1)*(2*b) = q*β/2 := by dsimp [b]; field_simp; ring have := mul_lt_mul_of_pos_left (add_lt_add_of_le_of_lt hmi hdi) (by linarith : 0 < q+1) rw [← two_mul,hbq] at this nlinarith exact (mul_lt_mul_iff_of_pos_left hq).mp hfin theorem transverse_firstHit_uniform_error {d : ℕ} (ν : Measure (Row d)) [IsProbabilityMeasure ν] (hue : UniformElliptic ν) (e f : Direction d) (hef : e.1 ≠ f.1) (htrans : DirectionallyTransient ν (realPosition (step e))) (r : ℕ → ℝ) (hr : IsGaussianSequence (independentConditionedPairLaw ν (realPosition (step e))) (commonIncrementProcess (realPosition (step e)) f 0) r) {T ε : ℝ} (hT : 0 ≤ T) (hε : 0 < ε) : Tendsto (fun i => (independentConditionedPairLaw ν (realPosition (step e))).real (HeightGapEvent (firstHitPairGap (realPosition (step e)) f) (commonBoundaryGap (realPosition (step e)) f) (⌊T*fluctuationScale (independentConditionedPairLaw ν (realPosition (step e))) (commonIncrementProcess (realPosition (step e)) f 0) (r i)⌋₊+1) (ε*r i))) atTop (𝓝 0) := by let ℓ := realPosition (step e) let μ := independentConditionedPairLaw ν ℓ have hp := noDrop_positive_of_directionallyTransient ν ℓ htrans let : IsProbabilityMeasure μ := independentConditionedPairLaw_probability ν ℓ (ne_of_gt hp) have hi := independent_commonWordIncrement_integrable ν hue ℓ (signed_direction_unit e) htrans (signedHeight e) (signedHeight_projection e) (signedHeight_step_le e) f have hne := independent_commonWordIncrement_nonzero ν hue e f hef htrans have hn := (fluctuationScale_tendsto μ (commonIncrementProcess ℓ f 0) (measurable_commonIncrementProcess ℓ f 0) hi hne).comp hr.1 apply heightGap_small_of_transfer μ (firstHitPairGap ℓ f) (commonBoundaryGap ℓ f) r _ hr.1 hn (q := (annealedLaw ν (NoDrop ℓ 0)).toReal^2) (sq_pos_of_pos (ENNReal.toReal_pos (ne_of_gt hp) (measure_ne_top _ _))) hT _ _ _ hε · intro J hJ z hz have hh := independent_firstHit_gap_transfer ν ℓ f htrans (signedHeight e) (signedHeight_projection e) (signedHeight_step_le e) J hJ hz have hh' := ENNReal.toReal_mono (measure_ne_top _ _) hh simpa only [HeightOscillation,Measure.real,ENNReal.toReal_mul,ENNReal.toReal_pow,μ] using hh' · intro h exact independent_firstHit_decoration_small ν ℓ f htrans (signedHeight e) (signedHeight_projection e) (signedHeight_step_le e) r hr.1 h · intro a β ha hβ apply gaussian_renewal_block_modulus μ (commonIncrementProcess ℓ f) (measurable_commonIncrementProcess ℓ f) (commonIncrements_independent ν ℓ htrans (signedHeight e) (signedHeight_projection e) (signedHeight_step_le e) f) (commonIncrements_identDistrib ν ℓ htrans (signedHeight e) (signedHeight_projection e) (signedHeight_step_le e) f) (independent_commonWordIncrement_symmetric ν ℓ htrans f) hi hne (commonWidthProcess ℓ) (measurable_commonWidthProcess ℓ) _ (commonMeanWidth_ge_one ν ℓ htrans (signedHeight e) (signedHeight_projection e) (signedHeight_step_le e)) (commonWidth_strongLaw ν ℓ htrans (signedHeight e) (signedHeight_projection e) (signedHeight_step_le e)) r hr hT ha hβ filter_upwards [independent_conditioned_all_firstPairWords ν ℓ htrans (signedHeight e) (signedHeight_projection e) (signedHeight_step_le e)] with P hP k exact commonWordWidth_positive ℓ _ _ (hP k) def heightIncrement (F : ℕ → ℝ) (k : ℕ) : ℝ := F (k+1)-F k lemma realPartialSum_heightIncrement (F : ℕ → ℝ) (h : ℕ) : realPartialSum (heightIncrement F) h = F h-F 0 := by induction h with | zero => simp [realPartialSum] | succ h ih => rw [realPartialSum_succ,ih,heightIncrement]; ring lemma measurable_heightIncrement {Ω : Type*} [MeasurableSpace Ω] (F : ℕ → Ω → ℝ) (hF : ∀ k, Measurable (F k)) (j : ℕ) : Measurable (fun ω => heightIncrement (fun k => F k ω) j) := (hF (j+1)).sub (hF j) lemma height_polygon_difference_le (F B : ℕ → ℝ) (h0 : F 0 = B 0) {r n T a : ℝ} (hr : 0 < r) (hn : 0 ≤ n) (hT : 0 ≤ T) (hgap : ∀ h ≤ ⌊T*n⌋₊+1, |F h-B h| ≤ a*r) : ‖scaledPolygon (heightIncrement F) r n T-scaledPolygon (heightIncrement B) r n T‖ ≤ a := by apply (ContinuousMap.norm_le_of_nonempty _).mpr intro t let u := T*n*(t:ℝ) let j := ⌊u⌋₊ have hu : 0 ≤ u := mul_nonneg (mul_nonneg hT hn) t.2.1 have huT : u ≤ T*n := mul_le_of_le_one_right (mul_nonneg hT hn) t.2.2 have hj : j < ⌊T*n⌋₊+1 := Nat.lt_succ_of_le (Nat.floor_mono huT) have hj0 : (j:ℝ) ≤ u := Nat.floor_le hu have hj1 : u < (j:ℝ)+1 := Nat.lt_floor_add_one u have hdet := abs_convex_sub_le (q := u-j) (by linarith) (by linarith) (z := (0:ℝ)) (by simpa only [sub_zero] using hgap j hj.le) (by simpa only [sub_zero] using hgap (j+1) hj) have he : linearPolygon (heightIncrement F) (⌊T*n⌋₊+1) u- linearPolygon (heightIncrement B) (⌊T*n⌋₊+1) u = (1-(u-j))*(F j-B j)+(u-j)*(F (j+1)-B (j+1)) := by rw [linearPolygon_formula _ _ hu hj,linearPolygon_formula _ _ hu hj, realPartialSum_heightIncrement,realPartialSum_heightIncrement] simp only [heightIncrement,h0] dsimp only [j] ring rw [sub_zero,← he] at hdet simp only [ContinuousMap.sub_apply,Real.norm_eq_abs,scaledPolygon_apply] rw [← sub_div,abs_div,abs_of_pos hr] exact (div_le_iff₀ hr).2 hdet lemma height_polygon_difference_small {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] (F B : ℕ → Ω → ℝ) (h0 : ∀ᵐ ω ∂μ, F 0 ω = B 0 ω) (r n : ℕ → ℝ) (hr : Tendsto r atTop atTop) (hn : Tendsto n atTop atTop) {T : ℝ} (hT : 0 ≤ T) (hgap : ∀ ε, 0 < ε → Tendsto (fun i => μ.real (HeightGapEvent F B (⌊T*n i⌋₊+1) (ε*r i))) atTop (𝓝 0)) : TendstoInMeasure μ (fun i ω => scaledPolygon (heightIncrement (fun h => F h ω)) (r i) (n i) T- scaledPolygon (heightIncrement (fun h => B h ω)) (r i) (n i) T) atTop 0 := by apply tendstoInMeasure_iff_measureReal_norm.2 intro ε hε simp only [Pi.zero_apply,sub_zero] apply squeeze_zero' (Eventually.of_forall fun _ => measureReal_nonneg) _ (hgap (ε/2) (by linarith)) filter_upwards [hr.eventually (eventually_gt_atTop (0:ℝ)), hn.eventually (eventually_ge_atTop (0:ℝ))] with i hri hni apply ENNReal.toReal_mono (measure_ne_top _ _) (measure_mono_ae _) filter_upwards [h0] with ω h0 hbig by_contra hnot have hb (h : ℕ) (hh : h ≤ ⌊T*n i⌋₊+1) : |F h ω-B h ω| ≤ ε/2*r i := le_of_not_gt (fun hbad => hnot ⟨h,hh,hbad⟩) have hh := height_polygon_difference_le (fun h => F h ω) (fun h => B h ω) h0 hri hni hT hb change ε ≤ ‖scaledPolygon (heightIncrement (fun h => F h ω)) (r i) (n i) T- scaledPolygon (heightIncrement (fun h => B h ω)) (r i) (n i) T‖ at hbig linarith lemma commonBoundary_heightIncrement {d : ℕ} (ℓ : Vector d) (e : Direction d) (P : Path d × Path d) : heightIncrement (fun h => commonBoundaryGap ℓ e h P) = renewalRewardIncrement (fun k => commonIncrementProcess ℓ e k P) (fun k => commonWidthProcess ℓ k P) := rfl theorem transverse_firstHit_path_error {d : ℕ} (ν : Measure (Row d)) [IsProbabilityMeasure ν] (hue : UniformElliptic ν) (e f : Direction d) (hef : e.1 ≠ f.1) (htrans : DirectionallyTransient ν (realPosition (step e))) (r : ℕ → ℝ) (hr : IsGaussianSequence (independentConditionedPairLaw ν (realPosition (step e))) (commonIncrementProcess (realPosition (step e)) f 0) r) {T : ℝ} (hT : 0 ≤ T) : TendstoInMeasure (independentConditionedPairLaw ν (realPosition (step e))) (fun i P => scaledPolygon (heightIncrement (fun h => firstHitPairGap (realPosition (step e)) f h P)) (r i) (fluctuationScale (independentConditionedPairLaw ν (realPosition (step e))) (commonIncrementProcess (realPosition (step e)) f 0) (r i)) T- scaledPolygon (renewalRewardIncrement (fun k => commonIncrementProcess (realPosition (step e)) f k P) (fun k => commonWidthProcess (realPosition (step e)) k P)) (r i) (fluctuationScale (independentConditionedPairLaw ν (realPosition (step e))) (commonIncrementProcess (realPosition (step e)) f 0) (r i)) T) atTop 0 := by let ℓ := realPosition (step e) let μ := independentConditionedPairLaw ν ℓ have hp := noDrop_positive_of_directionallyTransient ν ℓ htrans let : IsProbabilityMeasure μ := independentConditionedPairLaw_probability ν ℓ (ne_of_gt hp) have hi := independent_commonWordIncrement_integrable ν hue ℓ (signed_direction_unit e) htrans (signedHeight e) (signedHeight_projection e) (signedHeight_step_le e) f have hne := independent_commonWordIncrement_nonzero ν hue e f hef htrans have hn := (fluctuationScale_tendsto μ (commonIncrementProcess ℓ f 0) (measurable_commonIncrementProcess ℓ f 0) hi hne).comp hr.1 apply height_polygon_difference_small μ (firstHitPairGap ℓ f) (commonBoundaryGap ℓ f) _ r _ hr.1 hn hT · exact fun ε hε => transverse_firstHit_uniform_error ν hue e f hef htrans r hr hT hε · let : IsProbabilityMeasure (conditionedLaw ν ℓ) := conditionedLaw_probability ν ℓ (ne_of_gt hp) have hac := conditionedLaw_absolutelyContinuous ν ℓ have h0 := (Measure.quasiMeasurePreserving_fst.ae (hac.ae_le (annealed_initial ν))).and (Measure.quasiMeasurePreserving_snd.ae (hac.ae_le (annealed_initial ν))) filter_upwards [h0] with P hP simp only [firstHitPairGap,recordIndexPosition,recordIndexTime_zero,hP.1,hP.2,sub_self, commonBoundaryGap,renewalCount_zero,realPartialSum_zero] theorem transverse_firstHit_path_limit {d : ℕ} (ν : Measure (Row d)) [IsProbabilityMeasure ν] (hue : UniformElliptic ν) (e f : Direction d) (hef : e.1 ≠ f.1) (htrans : DirectionallyTransient ν (realPosition (step e))) (r : ℕ → ℝ) (hr : IsGaussianSequence (independentConditionedPairLaw ν (realPosition (step e))) (commonIncrementProcess (realPosition (step e)) f 0) r) {T : ℝ} (hT : 0 ≤ T) : letI : IsProbabilityMeasure (independentConditionedPairLaw ν (realPosition (step e))) := independentConditionedPairLaw_probability ν _ (ne_of_gt (noDrop_positive_of_directionallyTransient ν _ htrans)) ∃ W : ProbabilityMeasure C(unitInterval,ℝ), TendstoInDistribution (fun i P => scaledPolygon (heightIncrement (fun h => firstHitPairGap (realPosition (step e)) f h P)) (r i) (fluctuationScale (independentConditionedPairLaw ν (realPosition (step e))) (commonIncrementProcess (realPosition (step e)) f 0) (r i)) T) atTop id (fun _ => independentConditionedPairLaw ν (realPosition (step e))) W ∧ ∀ I : Finset unitInterval, (W : Measure C(unitInterval,ℝ)).map (fun f : C(unitInterval,ℝ) => I.restrict f) = gaussianPathFiniteLaw (T/commonMeanWidth ν (realPosition (step e))) I := by let ℓ := realPosition (step e) let μ := independentConditionedPairLaw ν ℓ let : IsProbabilityMeasure μ := independentConditionedPairLaw_probability ν ℓ (ne_of_gt (noDrop_positive_of_directionallyTransient ν ℓ htrans)) obtain ⟨W,hW,hf⟩ := transverse_common_boundary_path_limit ν hue e f hef htrans r hr hT refine ⟨W,?_,hf⟩ apply tendstoInDistribution_of_tendstoInMeasure_sub _ id hW · exact transverse_firstHit_path_error ν hue e f hef htrans r hr hT · intro i exact (measurable_scaledPolygon _ (measurable_heightIncrement (firstHitPairGap ℓ f) (measurable_firstHitPairGap ℓ f)) _ _ _).aemeasurable end DirectionalTransience open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal BigOperators Topology Classical end end end OAI