import OAI.Probability.FreeIsing.Energy.DiscrepancyRowEnergy import OAI.Probability.FreeIsing.Gibbs.CovarianceL2Limit import OAI.Probability.FreeIsing.Stochastic.FiniteIsingBrownianEnergy namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal ENNReal namespace Problem367 def brownianIsingObservationR {d : ℕ} {Ω : Type*} (B : TreeVertex d → ℝ≥0 → Ω → ℝ) (p : ℝ × ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω))) : TreeVertex d → ℝ := fun i => p.1 * spinSign (p.2.1 i) + B i p.1.toNNReal (p.2.2 i) lemma measurable_brownianIsingObservationR {d : ℕ} {Ω : Type*} [MeasurableSpace Ω] {B : TreeVertex d → ℝ≥0 → Ω → ℝ} (hmB : ∀ i t, Measurable (B i t)) (hcB : ∀ i omega, Continuous (fun t => B i t omega)) : Measurable (brownianIsingObservationR B) := by apply Measurable.of_eval intro i apply measurable_uncurry_of_continuous_of_measurable (u := fun (t : ℝ) (p : (TreeVertex d → IsingSpin) × (TreeVertex d → Ω)) => t * spinSign (p.1 i) + B i t.toNNReal (p.2 i)) · intro p exact (continuous_id.mul continuous_const).add ((hcB i (p.2 i)).comp continuous_real_toNNReal) · intro t exact (measurable_const.mul ((measurable_of_finite spinSign).comp ((measurable_pi_apply i).comp measurable_fst))).add ((hmB i t.toNNReal).comp ((measurable_pi_apply i).comp measurable_snd)) lemma finiteGibbsCovariance_eq_finiteIsingBrownianCovariance {d : ℕ} {Ω : Type*} (beta : ℝ) (v : TreeVertex d) (n : ℕ) (B : TreeVertex d → ℝ≥0 → Ω → ℝ) (p : ℝ × ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω))) (u : connectedExhaustion v n) : finiteGibbsCovariance beta v u n (brownianIsingObservationR B p) = finiteIsingBrownianCovariance beta (connectedExhaustion v n) ⟨v, mem_connectedExhaustion v n⟩ u B p.1 p.2 := by classical simp only [finiteGibbsCovariance, dite_eq_left u.property] rfl theorem HasFreeIsingLaw.finiteGibbsCovariance_timeEnergy_le_one {d : ℕ} {beta : ℝ} {Ω : Type*} [MeasurableSpace Ω] {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (ν : TreeVertex d → Measure Ω) {B : TreeVertex d → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsPreBrownianReal (B i) (ν i)) (hmB : ∀ i t, Measurable (B i t)) (hcB : ∀ i omega, Continuous (fun t => B i t omega)) (v : TreeVertex d) (n : ℕ) {T : ℝ} (hT : 0 ≤ T) : (∫ p, ∑ u ∈ connectedExhaustion v n, finiteGibbsCovariance beta v u n (brownianIsingObservationR B p) ^ 2 ∂(volume.restrict (Ioc (0 : ℝ) T)).prod (μ.prod (Measure.infinitePi ν))) ≤ 1 := by classical let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure have (index : TreeVertex d) : IsProbabilityMeasure (ν index) := (hB index).isGaussianProcess.isProbabilityMeasure let D := connectedExhaustion v n let ρ := μ.prod (Measure.infinitePi ν) let τ : Measure ℝ := volume.restrict (Ioc 0 T) have hX := measurable_brownianIsingObservationR hmB hcB have hi (u : TreeVertex d) : Integrable (fun p => finiteGibbsCovariance beta v u n (brownianIsingObservationR B p) ^ 2) (τ.prod ρ) := by apply Integrable.of_bound (((continuous_finiteGibbsCovariance beta v u n).measurable.comp hX).pow_const 2).aestronglyMeasurable 4 filter_upwards with p have h := finiteGibbsCovariance_abs_le_two beta v u n (brownianIsingObservationR B p) rw [Real.norm_eq_abs, abs_of_nonneg (sq_nonneg _)] have hb := (sq_le_sq₀ (abs_nonneg _) (by norm_num : (0 : ℝ) ≤ 2)).mpr h norm_num only [sq_abs] at hb simpa only [Function.comp_def] using hb have hsum : Integrable (fun p => ∑ u ∈ D, finiteGibbsCovariance beta v u n (brownianIsingObservationR B p) ^ 2) (τ.prod ρ) := integrable_finsetSum D (fun u _ => hi u) have heq (p : ℝ × ((TreeVertex d → IsingSpin) × (TreeVertex d → Ω))) : (∑ u ∈ D, finiteGibbsCovariance beta v u n (brownianIsingObservationR B p) ^ 2) = ∑ u : D, finiteIsingBrownianCovariance beta D ⟨v, mem_connectedExhaustion v n⟩ u B p.1 p.2 ^ 2 := by rw [← Finset.sum_attach D] apply Finset.sum_congr rfl intro u _ rw [finiteGibbsCovariance_eq_finiteIsingBrownianCovariance] have he := hμ.integral_finiteIsingBrownianEnergy ν hB hmB D (connectedExhaustion_connected v n) ⟨v, mem_connectedExhaustion v n⟩ hT dsimp only at he calc (∫ p, ∑ u ∈ D, finiteGibbsCovariance beta v u n (brownianIsingObservationR B p) ^ 2 ∂τ.prod ρ) = ∫ t, ∫ p, ∑ u ∈ D, finiteGibbsCovariance beta v u n (brownianIsingObservationR B (t, p)) ^ 2 ∂ρ ∂τ := integral_prod _ hsum _ = ∫ t in (0 : ℝ)..T, ∫ p, ∑ u : D, finiteIsingBrownianCovariance beta D ⟨v, mem_connectedExhaustion v n⟩ u B t p ^ 2 ∂ρ := by rw [intervalIntegral.integral_of_le hT] apply integral_congr_ae filter_upwards with t apply integral_congr_ae filter_upwards with p exact heq (t, p) _ ≤ 1 := he.2.2.2 theorem HasFreeIsingLaw.finiteGibbsCovariance_tendsto_timeSquareIntegral {d : ℕ} {beta : ℝ} {Ω : Type*} [MeasurableSpace Ω] {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (ν : TreeVertex d → Measure Ω) {B : TreeVertex d → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsPreBrownianReal (B i) (ν i)) (hmB : ∀ i t, Measurable (B i t)) (hcB : ∀ i omega, Continuous (fun t => B i t omega)) (v w : TreeVertex d) {T : ℝ} : Tendsto (fun n => ∫ p, finiteGibbsCovariance beta v w n (brownianIsingObservationR B p) ^ 2 ∂(volume.restrict (Ioc (0 : ℝ) T)).prod (μ.prod (Measure.infinitePi ν))) atTop (𝓝 (∫ p, infiniteGibbsCovariance beta v w (brownianIsingObservationR B p) ^ 2 ∂(volume.restrict (Ioc (0 : ℝ) T)).prod (μ.prod (Measure.infinitePi ν)))) := by let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure have (index : TreeVertex d) : IsProbabilityMeasure (ν index) := (hB index).isGaussianProcess.isProbabilityMeasure let ρ := μ.prod (Measure.infinitePi ν) let τ : Measure ℝ := volume.restrict (Ioc 0 T) have hX := measurable_brownianIsingObservationR hmB hcB have hm (n : ℕ) := ((continuous_finiteGibbsCovariance beta v w n).measurable.comp hX) have hy := (measurable_infiniteGibbsCovariance beta v w).comp hX have hlim : ∀ᵐ p ∂τ.prod ρ, Tendsto (fun n => finiteGibbsCovariance beta v w n (brownianIsingObservationR B p)) atTop (𝓝 (infiniteGibbsCovariance beta v w (brownianIsingObservationR B p))) := by apply (Measure.ae_prod_iff_ae_ae (measurableSet_tendsto_fun hm hy)).mpr filter_upwards [ae_restrict_mem measurableSet_Ioc] with t ht have h := hμ.finiteGibbsCovariance_brownian_tendsto_ae ν hB hmB t.toNNReal v w unfold brownianIsingObservationR simpa only [Function.comp_def, ρ, Real.coe_toNNReal t ht.1.le] using h apply tendsto_integral_of_dominated_convergence (fun _ => (4 : ℝ)) (fun n => ((hm n).pow_const 2).aestronglyMeasurable) (integrable_const 4) · intro n filter_upwards with p have h := finiteGibbsCovariance_abs_le_two beta v w n (brownianIsingObservationR B p) rw [Real.norm_eq_abs, abs_of_nonneg (sq_nonneg _)] have hb := (sq_le_sq₀ (abs_nonneg _) (by norm_num : (0 : ℝ) ≤ 2)).mpr h norm_num only [sq_abs] at hb simpa only [Function.comp_def] using hb · exact hlim.mono (fun p hp => hp.pow 2) theorem HasFreeIsingLaw.infiniteGibbsCovariance_timeEnergy {d : ℕ} {beta : ℝ} {Ω : Type*} [MeasurableSpace Ω] {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (ν : TreeVertex d → Measure Ω) {B : TreeVertex d → ℝ≥0 → Ω → ℝ} (hB : ∀ i, IsPreBrownianReal (B i) (ν i)) (hmB : ∀ i t, Measurable (B i t)) (hcB : ∀ i omega, Continuous (fun t => B i t omega)) (v : TreeVertex d) {T : ℝ} (hT : 0 ≤ T) : let P := (volume.restrict (Ioc (0 : ℝ) T)).prod (μ.prod (Measure.infinitePi ν)) let C := fun w p => infiniteGibbsCovariance beta v w (brownianIsingObservationR B p) Summable (fun w => ∫ p, C w p ^ 2 ∂P) ∧ (∑' w, ∫ p, C w p ^ 2 ∂P) ≤ 1 ∧ (∀ᵐ p ∂P, Summable (fun w => C w p ^ 2)) ∧ Integrable (fun p => ∑' w, C w p ^ 2) P ∧ (∫ p, ∑' w, C w p ^ 2 ∂P) ≤ 1 := by classical let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure have (index : TreeVertex d) : IsProbabilityMeasure (ν index) := (hB index).isGaussianProcess.isProbabilityMeasure let P := (volume.restrict (Ioc (0 : ℝ) T)).prod (μ.prod (Measure.infinitePi ν)) let C := fun w p => infiniteGibbsCovariance beta v w (brownianIsingObservationR B p) let Cn := fun n w p => finiteGibbsCovariance beta v w n (brownianIsingObservationR B p) have hX := measurable_brownianIsingObservationR hmB hcB have hm (w : TreeVertex d) : Measurable (C w) := (measurable_infiniteGibbsCovariance beta v w).comp hX have hmn (n : ℕ) (w : TreeVertex d) : Measurable (Cn n w) := (continuous_finiteGibbsCovariance beta v w n).measurable.comp hX have hi (w : TreeVertex d) : Integrable (fun p => C w p ^ 2) P := by apply Integrable.of_bound ((hm w).pow_const 2).aestronglyMeasurable 4 filter_upwards with p have h := infiniteGibbsCovariance_abs_le_two beta v w (brownianIsingObservationR B p) rw [Real.norm_eq_abs, abs_of_nonneg (sq_nonneg _)] have hb := (sq_le_sq₀ (abs_nonneg _) (by norm_num : (0 : ℝ) ≤ 2)).mpr h norm_num only [sq_abs] at hb exact hb have hin (n : ℕ) (w : TreeVertex d) : Integrable (fun p => Cn n w p ^ 2) P := by apply Integrable.of_bound ((hmn n w).pow_const 2).aestronglyMeasurable 4 filter_upwards with p have h := finiteGibbsCovariance_abs_le_two beta v w n (brownianIsingObservationR B p) rw [Real.norm_eq_abs, abs_of_nonneg (sq_nonneg _)] have hb := (sq_le_sq₀ (abs_nonneg _) (by norm_num : (0 : ℝ) ≤ 2)).mpr h norm_num only [sq_abs] at hb exact hb have hevent (S : Finset (TreeVertex d)) : ∀ᶠ n in atTop, S ⊆ connectedExhaustion v n := by induction S using Finset.induction_on with | empty => exact Eventually.of_forall fun _ => Finset.empty_subset _ | @insert w S hw ih => filter_upwards [eventually_mem_connectedExhaustion v w, ih] with n hn hS exact Finset.insert_subset hn hS have hpartial (S : Finset (TreeVertex d)) (n : ℕ) (hS : S ⊆ connectedExhaustion v n) : (∑ w ∈ S, ∫ p, Cn n w p ^ 2 ∂P) ≤ 1 := by rw [← integral_finsetSum S (fun w _ => hin n w)] apply le_trans (integral_mono_ae (integrable_finsetSum S (fun w _ => hin n w)) (integrable_finsetSum (connectedExhaustion v n) (fun w _ => hin n w)) (Eventually.of_forall (fun p => Finset.sum_le_sum_of_subset_of_nonneg hS (fun w _ _ => sq_nonneg (Cn n w p))))) exact hμ.finiteGibbsCovariance_timeEnergy_le_one ν hB hmB hcB v n hT have hbound (S : Finset (TreeVertex d)) : (∑ w ∈ S, ∫ p, C w p ^ 2 ∂P) ≤ 1 := by apply le_of_tendsto (tendsto_finsetSum S (fun w _ => hμ.finiteGibbsCovariance_tendsto_timeSquareIntegral ν hB hmB hcB v w)) exact (hevent S).mono (fun n hn => hpartial S n hn) have hs : Summable (fun w => ∫ p, C w p ^ 2 ∂P) := summable_of_sum_le (fun w => integral_nonneg (fun p => sq_nonneg (C w p))) hbound have hle : (∑' w, ∫ p, C w p ^ 2 ∂P) ≤ 1 := hs.tsum_le_of_sum_le hbound have hrow := DiscrepancyEnergy.sq_row_integrable_of_summable_integrals hi hs have hident := DiscrepancyEnergy.hasSum_integral_sq_row (fun w => (hm w).aestronglyMeasurable) hrow.1 hrow.2 dsimp only refine ⟨hs, hle, hrow.1, hrow.2, ?_⟩ rw [← hident.tsum_eq] exact hle end Problem367 end end OAI