import OAI.Probability.FreeIsing.Posterior.GaussianEnergy import OAI.Probability.FreeIsing.Posterior.SqrtObservationDerivative namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Set open scoped NNReal namespace Problem367.FinitePosterior variable {S V : Type*} [Fintype S] [Nonempty S] [Fintype V] [DecidableEq V] [MeasurableSpace S] [MeasurableSingletonClass S] [StandardBorelSpace S] theorem integral_finiteStandardEnergy (μ : Measure S) [IsProbabilityMeasure μ] (energy : S → ℝ) (hprior : ∀ s, μ.real {s} = Real.exp (energy s) / ∑ a, Real.exp (energy a)) (spin : S → V → ℝ) (observable : S → ℝ) (A : ℝ) (hbound : ∀ s, |observable s| ≤ A) (hcoords : ∀ s v, spin s v = -1 ∨ spin s v = 1) {T : ℝ} (hT : 0 ≤ T) : let C : ℝ → ℝ := fun t => ∫ x, ∑ v, fieldCovariance energy spin observable (finiteStandardObservation spin t x) v ^ 2 ∂μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1)) IntervalIntegrable C volume 0 T ∧ (∫ t in 0..T, C t) = (∫ x, fieldMean energy spin observable (finiteStandardObservation spin T x) ^ 2 ∂μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) - fieldMean energy spin observable 0 ^ 2 ∧ 0 ≤ (∫ t in 0..T, C t) ∧ (∫ t in 0..T, C t) ≤ A ^ 2 := by let ρ := μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1)) let E : ℝ → ℝ := fun t => ∫ x, fieldMean energy spin observable (finiteStandardObservation spin t x) ^ 2 ∂ρ let C : ℝ → ℝ := fun t => ∫ x, ∑ v, fieldCovariance energy spin observable (finiteStandardObservation spin t x) v ^ 2 ∂ρ have hE : Continuous E := by simpa only [E, finiteStandardObservation, gaussianObservationCurve, Pi.pow_apply, Function.comp_def] using (continuous_integral_sqrt_observation (P := ρ) (((measurable_of_finite spin).comp measurable_fst).aestronglyMeasurable) (measurable_snd.aestronglyMeasurable) ((continuous_fieldMean energy spin observable).pow 2) (fun x => abs_fieldMean_square_le energy spin observable x A hbound)) have hd (t : ℝ) (ht : 0 < t) : HasDerivAt E (C t) t := hasDerivAt_finiteStandardEnergy μ energy hprior spin observable A hbound hcoords ht have hCpos (t : ℝ) : 0 ≤ C t := integral_nonneg fun x => Finset.sum_nonneg fun v _ => sq_nonneg _ have hCI : IntervalIntegrable C volume 0 T := by apply intervalIntegral.intervalIntegrable_deriv_of_nonneg hE.continuousOn · intro t ht exact hd t (by simpa only [min_eq_left hT, max_eq_right hT] using ht.1) · exact fun t _ => hCpos t have hFTC : (∫ t in 0..T, C t) = E T - E 0 := intervalIntegral.integral_eq_sub_of_hasDerivAt_of_le hT hE.continuousOn (fun t ht => hd t ht.1) hCI have hzero : E 0 = fieldMean energy spin observable 0 ^ 2 := by simp [E, finiteStandardObservation, gaussianObservationCurve, ρ] have hm : AEStronglyMeasurable (fun x => fieldMean energy spin observable (finiteStandardObservation spin T x) ^ 2) ρ := (((continuous_fieldMean energy spin observable).pow 2).measurable.comp (measurable_finiteStandardObservation spin T)).aestronglyMeasurable have hb (x : S × (V → ℝ)) : |fieldMean energy spin observable (finiteStandardObservation spin T x) ^ 2| ≤ A ^ 2 := abs_fieldMean_square_le energy spin observable _ A hbound have hInt : Integrable (fun x => fieldMean energy spin observable (finiteStandardObservation spin T x) ^ 2) ρ := Integrable.of_bound hm (A ^ 2) (Filter.Eventually.of_forall fun x => by simpa only [Real.norm_eq_abs] using hb x) have hEbound : E T ≤ A ^ 2 := by calc E T ≤ ∫ _x, A ^ 2 ∂ρ := integral_mono hInt (integrable_const _) fun x => (le_abs_self _).trans (hb x) _ = A ^ 2 := by simp [ρ] refine ⟨hCI, ?_, intervalIntegral.integral_nonneg_of_forall hT hCpos, ?_⟩ · simpa only [hzero] using hFTC · rw [hFTC, hzero] exact sub_le_self _ (sq_nonneg _) |>.trans hEbound end Problem367.FinitePosterior end end OAI