import Mathlib import OAI.Probability.CriticalPercolation.ProductMeasure.Variance import OAI.Probability.CriticalPercolation.ProductMeasure.TailProduct namespace OAI section section noncomputable section open Set MeasureTheory ProbabilityTheory open scoped Classical ENNReal namespace CriticalPercolation.BernoulliProduct variable {E : Type*} @[simp] lemma mem_forceOn (S σ ω : Set E) (e : E) : e∈forceOn S σ ω ↔ if e∈S then e∈σ else e∈ω := Iff.rfl lemma measurable_forceOn_joint (S : Set E) : Measurable (fun z : Set E × Set E => forceOn S z.1 z.2) := by refine (@measurable_pi_iff (Set E × Set E) E (fun _ => Prop) inferInstance (fun _ => inferInstance) _).mpr ?_ intro e by_cases he : e∈S · simpa only [forceOn,ite_eq_left he,Function.comp_def] using (measurable_set_mem e).comp measurable_fst · simpa only [forceOn,ite_eq_right he,Function.comp_def] using (measurable_set_mem e).comp measurable_snd lemma measurable_forceOn_joint_block (S : Set E) : @Measurable (Set E × Set E) (Set E) ((blockSigma S).prod inferInstance) inferInstance (fun z => forceOn S z.1 z.2) := by refine (@measurable_pi_iff (Set E × Set E) E (fun _ => Prop) ((blockSigma S).prod inferInstance) (fun _ => inferInstance) _).mpr ?_ intro e by_cases he : e∈S · have hm : @Measurable (Set E) Prop (blockSigma S) inferInstance (fun σ => e∈σ) := by apply measurable_iff_comap_le.mpr exact le_iSup_of_le e (le_iSup_of_le he le_rfl) simpa only [forceOn,ite_eq_left he,Function.comp_def] using hm.comp measurable_fst · simpa only [forceOn,ite_eq_right he,Function.comp_def] using (measurable_set_mem e).comp measurable_snd lemma forceOn_resample_law (q : E → unitInterval) (S : Set E) : ((law q).prod (law q)).map (fun z : Set E × Set E => forceOn S z.1 z.2)=law q := by let f : Set E → Set E := forceOn Sᶜ ∅ let g : Set E → Set E := forceOn S ∅ have hf : Measurable f := measurable_forceOn _ _ have hg : Measurable g := measurable_forceOn _ _ have hfb : @Measurable (Set E) (Set E) (blockSigma S) inferInstance f := by have hh := measurable_forceOn_block Sᶜ (∅ : Set E) rw [compl_compl] at hh exact hh have hgb : @Measurable (Set E) (Set E) (blockSigma Sᶜ) inferInstance g := measurable_forceOn_block S ∅ have hi : IndepFun f g (law q) := indep_of_indep_of_le (independent_blocks q S) hfb.comap_le hgb.comap_le have hm := hi.map_prod_eq_prod_map_map hf.aemeasurable hg.aemeasurable have hp := congrArg (Measure.map (fun z : Set E × Set E => forceOn S z.1 z.2)) hm rw [Measure.map_prod_map _ _ hf hg,Measure.map_map (measurable_forceOn_joint S) (hf.prodMk hg),Measure.map_map (measurable_forceOn_joint S) (hf.prodMap hg)] at hp have he1 : (fun z : Set E × Set E => forceOn S z.1 z.2) ∘ (fun ω => (f ω,g ω))=id := by funext ω ext e by_cases he : e∈S <;> simp [f,g,he] have he2 : (fun z : Set E × Set E => forceOn S z.1 z.2) ∘ Prod.map f g= (fun z : Set E × Set E => forceOn S z.1 z.2) := by funext z ext e by_cases he : e∈S <;> simp [f,g,he] rw [he1,he2,Measure.map_id] at hp exact hp.symm def pinnedParameters (q : E → unitInterval) (S σ : Set E) : E → unitInterval := fun e => if e∈S then if e∈σ then 1 else 0 else q e lemma forceOn_map_law (q : E → unitInterval) (S σ : Set E) : (law q).map (forceOn S σ)=law (pinnedParameters q S σ) := by simp only [law_eq_infinitePi] have hm (e : E) : Measurable (fun b : Prop => if e∈S then e∈σ else b) := .of_discrete have h := Measure.infinitePi_map_pi (fun e => bitMeasure (q e)) hm change (Measure.infinitePi (fun e => bitMeasure (q e))).map (fun (ω : E → Prop) e => if e∈S then e∈σ else ω e)= Measure.infinitePi (fun e => bitMeasure (pinnedParameters q S σ e)) rw [h] congr 1 funext e by_cases he : e∈S · simp only [ite_eq_left he,Measure.map_const,measure_univ,one_smul] by_cases hs : e∈σ <;> simp [pinnedParameters,he,hs,bitMeasure] · simp [pinnedParameters,he] def blockProbability (q : E → unitInterval) (S : Set E) (A : Set (Set E)) (σ : Set E) : ℝ≥0∞ := law q ((forceOn S σ) ⁻¹' A) lemma blockProbability_eq_lintegral (q : E → unitInterval) (S : Set E) (A : Set (Set E)) (hA : MeasurableSet A) (σ : Set E) : blockProbability q S A σ=∫⁻ ω, A.indicator (1 : Set E → ℝ≥0∞) (forceOn S σ ω) ∂law q := by unfold blockProbability rw [← lintegral_indicator_one (hA.preimage (measurable_forceOn S σ))] rfl lemma blockProbability_le_one (q : E → unitInterval) (S : Set E) (A : Set (Set E)) (σ : Set E) : blockProbability q S A σ≤1 := prob_le_one lemma measurable_blockProbability (q : E → unitInterval) (S : Set E) (A : Set (Set E)) (hA : MeasurableSet A) : @Measurable (Set E) ℝ≥0∞ (blockSigma S) inferInstance (blockProbability q S A) := by have hI : @Measurable (Set E × Set E) ℝ≥0∞ ((blockSigma S).prod Set.instMeasurableSpace) inferInstance (fun z => A.indicator (1 : Set E → ℝ≥0∞) (forceOn S z.1 z.2)) := @Measurable.comp (Set E × Set E) (Set E) ℝ≥0∞ ((blockSigma S).prod Set.instMeasurableSpace) Set.instMeasurableSpace inferInstance _ _ (measurable_const.indicator hA) (measurable_forceOn_joint_block S) have hm := @Measurable.lintegral_prod_right' (Set E) (Set E) (blockSigma S) Set.instMeasurableSpace (law q) inferInstance _ hI convert hm using 1 funext σ exact blockProbability_eq_lintegral q S A hA σ lemma blockProbability_monotone (q : E → unitInterval) (S : Set E) (A : Set (Set E)) (hA : IsUpperSet A) : Monotone (blockProbability q S A) := by intro σ τ hστ apply measure_mono intro ω hω apply hA _ hω intro e he by_cases hs : e∈S · have hh : e∈σ := by simpa only [mem_forceOn,ite_eq_left hs] using he simpa only [mem_forceOn,ite_eq_left hs] using hστ hh · simpa only [mem_forceOn,ite_eq_right hs] using he lemma lintegral_blockProbability (q : E → unitInterval) (S : Set E) (A : Set (Set E)) (hA : MeasurableSet A) : (∫⁻ σ, blockProbability q S A σ ∂law q)=law q A := by simp_rw [blockProbability_eq_lintegral q S A hA] have hm : Measurable (fun z : Set E × Set E => A.indicator (1 : Set E → ℝ≥0∞) (forceOn S z.1 z.2)) := (measurable_const.indicator hA).comp (measurable_forceOn_joint S) rw [← lintegral_prod _ hm.aemeasurable] have hi : Measurable (A.indicator (1 : Set E → ℝ≥0∞)) := measurable_const.indicator hA rw [← lintegral_map hi (measurable_forceOn_joint S), forceOn_resample_law,lintegral_indicator_one hA] lemma blockSigma_eq_comap (S : Set E) : blockSigma S=MeasurableSpace.comap (fun σ : Set E => (Subtype.val ⁻¹' σ : Set S)) Set.instMeasurableSpace := by change (⨆ e∈S, MeasurableSpace.comap (fun σ : Set E => e∈σ) inferInstance)= MeasurableSpace.comap (fun σ : Set E => (Subtype.val ⁻¹' σ : Set S)) (⨆ e : S, MeasurableSpace.comap (fun σ : Set S => e∈σ) inferInstance) rw [MeasurableSpace.comap_iSup,iSup_subtype'] congr 1 funext e rw [MeasurableSpace.comap_comp] rfl lemma block_event_forceOn (S : Set E) (B : Set (Set E)) (hB : MeasurableSet[blockSigma S] B) (σ ω : Set E) : forceOn S σ ω∈B ↔ σ∈B := by rw [blockSigma_eq_comap] at hB obtain ⟨C,hC,rfl⟩ := hB have he : (Subtype.val ⁻¹' forceOn S σ ω : Set S)=Subtype.val ⁻¹' σ := by ext e simp only [mem_preimage,mem_forceOn,ite_eq_left e.property] change (Subtype.val ⁻¹' forceOn S σ ω)∈C ↔ (Subtype.val ⁻¹' σ)∈C rw [he] lemma blockProbability_inter_block (q : E → unitInterval) (S : Set E) (A B : Set (Set E)) (hB : MeasurableSet[blockSigma S] B) (σ : Set E) : blockProbability q S (A∩B) σ=B.indicator (blockProbability q S A) σ := by unfold blockProbability by_cases hσ : σ∈B · rw [Set.indicator_of_mem hσ] congr 1 ext ω simp only [Set.mem_preimage,Set.mem_inter_iff,block_event_forceOn S B hB,hσ,and_true] · rw [Set.indicator_of_notMem hσ] have he : forceOn S σ ⁻¹' (A∩B)=∅ := by ext ω simp only [Set.mem_preimage,Set.mem_inter_iff,block_event_forceOn S B hB,hσ, and_false,Set.mem_empty_iff_false] rw [he,measure_empty] lemma setLIntegral_blockProbability (q : E → unitInterval) (S : Set E) (A B : Set (Set E)) (hA : MeasurableSet A) (hB : MeasurableSet[blockSigma S] B) : (∫⁻ σ in B, blockProbability q S A σ ∂law q)=law q (A∩B) := by have hmB := (blockSigma_le S) _ hB rw [← lintegral_indicator hmB] simp_rw [← blockProbability_inter_block q S A B hB] exact lintegral_blockProbability q S (A∩B) (hA.inter hmB) lemma forceOn_absorb (S T σ τ : Set E) (hST : S⊆T) : forceOn T τ ∘ forceOn S σ=forceOn T τ := by funext ω ext e change (e∈forceOn T τ (forceOn S σ ω)) ↔ e∈forceOn T τ ω by_cases heT : e∈T · simp only [mem_forceOn,ite_eq_left heT] · have heS : e∉S := fun he => heT (hST he) simp only [mem_forceOn,ite_eq_right heT,ite_eq_right heS] lemma blockProbability_pin_smaller (q : E → unitInterval) (S T σ : Set E) (hST : S⊆T) (A : Set (Set E)) (hA : MeasurableSet A) (τ : Set E) : blockProbability (pinnedParameters q S σ) T A τ=blockProbability q T A τ := by unfold blockProbability rw [← forceOn_map_law q S σ,Measure.map_apply (measurable_forceOn S σ) (hA.preimage (measurable_forceOn T τ)),← Set.preimage_comp,forceOn_absorb S T σ τ hST] lemma lintegral_blockProbability_tower (q : E → unitInterval) (S T σ : Set E) (hST : S⊆T) (A : Set (Set E)) (hA : MeasurableSet A) : (∫⁻ ω, blockProbability q T A (forceOn S σ ω) ∂law q)=blockProbability q S A σ := by have hm := (measurable_blockProbability q T A hA).mono (blockSigma_le T) le_rfl rw [← lintegral_map hm (measurable_forceOn S σ),forceOn_map_law] simp_rw [← blockProbability_pin_smaller q S T σ hST A hA] rw [lintegral_blockProbability _ T A hA] rw [← forceOn_map_law,Measure.map_apply (measurable_forceOn S σ) hA] rfl end CriticalPercolation.BernoulliProduct end end end end OAI