import Mathlib import OAI.Probability.JammingConcavity.RowReplicaMixture namespace OAI /-! R P C Label Bridge. -/ noncomputable section open MeasureTheory ProbabilityTheory Set open scoped NNReal ENNReal open Set Filter open scoped Topology open MeasureTheory ProbabilityTheory Filter Set open scoped ENNReal NNReal Topology BigOperators open MeasureTheory Filter Set open scoped ENNReal NNReal BigOperators open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal Topology open scoped NNReal ENNReal Topology open scoped NNReal Topology open Set open Set Filter MeasureTheory open scoped BigOperators open scoped Topology NNReal open scoped Topology BigOperators open scoped ENNReal NNReal open MeasureTheory Set open MeasureTheory ProbabilityTheory open scoped ENNReal NNReal BigOperators Classical open Classical open scoped ENNReal NNReal Topology BigOperators MatrixOrder open scoped NNReal BigOperators open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal BigOperators namespace MicroscopicJamming lemma lintegral_pointCloudMeasure_labels {A : Type*} [MeasurableSpace A] [MeasurableSingletonClass A] (ω : PointCloud A) (f : ℝ × A → ℝ≥0∞) : (∫⁻ z, f z ∂pointCloudMeasure ω) = ∑' i : CloudLabel, if i.2 < (ω i.1).1 then f (cloudLabelPoint ω i) else 0 := by classical rw [ENNReal.tsum_prod'] simp only [pointCloudMeasure, lintegral_sum_measure] apply tsum_congr intro n apply tsum_congr intro j split_ifs <;> simp [lintegral_dirac, cloudLabelPoint] lemma labelCloudIntegral_points {A : Type*} [MeasurableSpace A] [MeasurableSingletonClass A] (ω : PointCloud A) (hinj : Function.Injective (cloudLabelPoint ω)) (fs : List ((ℝ × A) → ℝ≥0∞)) (xs : List CloudLabel) : labelCloudIntegral (fs.map (fun f => f ∘ cloudLabelPoint ω)) ω xs = distinctCloudIntegral fs (pointCloudMeasure ω) (xs.map (cloudLabelPoint ω)) := by classical induction fs generalizing xs with | nil => rfl | cons f fs ih => rw [List.map_cons, labelCloudIntegral, distinctCloudIntegral, lintegral_pointCloudMeasure_labels] apply tsum_congr intro i have hmem : cloudLabelPoint ω i ∈ xs.map (cloudLabelPoint ω) ↔ i ∈ xs := by constructor · intro h obtain ⟨j,hj,hji⟩ := List.mem_map.mp h rwa [hinj hji] at hj · exact List.mem_map_of_mem by_cases ha : i.2 < (ω i.1).1 · by_cases hi : i ∈ xs · simp [ha,hi,hmem] · simp only [ha, hi, not_false_eq_true, and_self, ite_true, hmem, ite_false, Function.comp_apply] rw [ih] rfl · simp [ha] instance replicaPatternEncodable : (k : ℕ) → Encodable (ReplicaPattern k) | 0 => inferInstanceAs (Encodable ℕ) | k+1 => by letI := replicaPatternEncodable k exact inferInstanceAs (Encodable (List (ReplicaPattern k))) lemma rpcLabelPatternWeight_eq_ae (ms : List ℝ) : ∀ᵐ ω ∂cascadeLaw ms, ∀ b : ReplicaPattern ms.length, rpcLabelPatternWeight ms b ω = rpcPatternWeight ms b ω := by induction ms with | nil => exact Eventually.of_forall fun ω b => rfl | cons m ms ih => have hc := ae_pointCloud_marks (cascadeLaw ms) ih filter_upwards [cloudLabelPoint_injective_ae (cascadeLaw ms), hc] with ω hω hchild intro bs change PointCloud (CascadeTree ms.length) at ω change List (ReplicaPattern ms.length) at bs change ENNReal.ofReal ((cascadeTotal (m::ms) ω).toReal ^ (-(replicaPatternSize (ms.length+1) bs : ℝ))) * _ = _ change ENNReal.ofReal ((cascadeTotal (m::ms) ω).toReal ^ (-(replicaPatternSize (ms.length+1) bs : ℝ))) * _ = ENNReal.ofReal ((cascadeTotal (m::ms) ω).toReal ^ (-(replicaPatternSize (ms.length+1) bs : ℝ))) * distinctCloudIntegral (bs.map (fun b (z : ℝ × CascadeTree ms.length) => (ENNReal.ofReal (z.1^(-1/m))*cascadeTotal ms z.2)^(replicaPatternSize ms.length b) * rpcPatternWeight ms b z.2)) (pointCloudMeasure ω) [] congr 1 let fs : List ((ℝ × CascadeTree ms.length) → ℝ≥0∞) := bs.map (fun b z => (ENNReal.ofReal (z.1^(-1/m))*cascadeTotal ms z.2)^(replicaPatternSize ms.length b) * rpcPatternWeight ms b z.2) have he : (bs.map (fun b i => (ENNReal.ofReal ((cloudLabelPoint ω i).1^(-1/m)) * cascadeTotal ms (cloudLabelPoint ω i).2)^(replicaPatternSize ms.length b) * rpcLabelPatternWeight ms b (cloudLabelPoint ω i).2)) = fs.map (fun f => f ∘ cloudLabelPoint ω) := by dsimp only [fs] rw [List.map_map] apply List.map_congr_left intro b hb funext i dsimp only [Function.comp_apply, cloudLabelPoint] rw [hchild i.1 i.2 b] rw [he] exact labelCloudIntegral_points ω hω fs [] end MicroscopicJamming open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal BigOperators namespace MicroscopicJamming lemma ae_cloud_measure_marks {A : Type*} [MeasurableSpace A] [MeasurableSingletonClass (ℝ × A)] {ω : PointCloud A} {p : A → Prop} (h : ∀ n j, p ((ω n).2 j).2) : ∀ᵐ z ∂pointCloudMeasure ω, p z.2 := by classical simp only [pointCloudMeasure, Measure.ae_sum_iff] intro n j split_ifs · simpa only [ae_dirac_eq, Filter.eventually_pure] using h n j · simp lemma distinctCloudIntegral_congr_ae {X B : Type*} [MeasurableSpace X] (bs : List B) (f g : B → X → ℝ≥0∞) (μ : Measure X) (h : ∀ b ∈ bs, f b =ᵐ[μ] g b) (xs : List X) : distinctCloudIntegral (bs.map f) μ xs = distinctCloudIntegral (bs.map g) μ xs := by induction bs generalizing xs with | nil => rfl | cons b bs ih => have htail : ∀ b ∈ bs, f b =ᵐ[μ] g b := fun b hb => h b (by simp [hb]) simp only [List.map_cons, distinctCloudIntegral] apply lintegral_congr_ae filter_upwards [h b (by simp)] with z hz split_ifs · rfl · rw [hz, ih htail] lemma exp_log_cascadeTotal_ae (ms : List ℝ) (hms : ms.Pairwise (· < ·)) (h01 : ∀ m ∈ ms, 0 < m ∧ m < 1) : ∀ᵐ ω ∂cascadeLaw ms, ENNReal.ofReal (Real.exp (Real.log (cascadeTotal ms ω).toReal)) = cascadeTotal ms ω := by filter_upwards [(cascadeTotal_properties ms hms h01).1] with ω hω rw [Real.exp_log (ENNReal.toReal_pos hω.1.ne' hω.2.ne), ENNReal.ofReal_toReal hω.2.ne] lemma cascadeTotal_expMarked_ae {ms : List ℝ} {m : ℝ} (hms : ms.Pairwise (· < ·)) (h01 : ∀ m ∈ ms, 0 < m ∧ m < 1) : cascadeTotal (m::ms) =ᵐ[cascadeLaw (m::ms)] expMarkedTotal m (fun ω => Real.log (cascadeTotal ms ω).toReal) := by have hX : Measurable (fun ω => Real.log (cascadeTotal ms ω).toReal) := by exact (measurable_cascadeTotal ms).ennreal_toReal.log have he := pointCloudFunctional_mark_congr (cascadeLaw ms) (f := fun z : ℝ × CascadeTree ms.length => ENNReal.ofReal (z.1^(-1/m))*cascadeTotal ms z.2) (g := expMarkedJump m (fun ω => Real.log (cascadeTotal ms ω).toReal)) ((exp_log_cascadeTotal_ae ms hms h01).mono fun a ha => show ∀ x : ℝ, ENNReal.ofReal (x^(-1/m))*cascadeTotal ms a = expMarkedJump m (fun ω => Real.log (cascadeTotal ms ω).toReal) (x,a) by intro x; simp only [expMarkedJump, ha]) filter_upwards [he] with ω hω have hj := expMarkedTotal_integral m hX (ω : PointCloud (CascadeTree ms.length)) have hk := lintegral_pointCloudMeasure (measurable_expMarkedJump m hX) (ω : PointCloud (CascadeTree ms.length)) exact hω.trans (hk.symm.trans hj.symm) lemma exp_mul_log_cascadeTotal_ae (ms : List ℝ) (hms : ms.Pairwise (· < ·)) (h01 : ∀ m ∈ ms, 0 < m ∧ m < 1) (a : ℝ) : (fun ω => Real.exp (a*Real.log (cascadeTotal ms ω).toReal)) =ᵐ[cascadeLaw ms] (fun ω => (cascadeTotal ms ω).toReal^a) := by filter_upwards [(cascadeTotal_properties ms hms h01).1] with ω hω rw [Real.rpow_def_of_pos (ENNReal.toReal_pos hω.1.ne' hω.2.ne), mul_comm a] end MicroscopicJamming open MeasureTheory ProbabilityTheory Set open scoped ENNReal NNReal BigOperators namespace MicroscopicJamming lemma gamma_lintegral {a s : ℝ} (ha : 0 < a) (hs : 0 < s) : (∫⁻ t in Set.Ioi (0:ℝ), ENNReal.ofReal (t^(a-1))*ENNReal.ofReal (Real.exp (-t*s))) = ENNReal.ofReal (Real.Gamma a*s^(-a)) := by have hi : IntegrableOn (fun t : ℝ => t^(a-1)*Real.exp (-s*t)) (Set.Ioi 0) := by simpa only [Real.rpow_one] using integrableOn_rpow_mul_exp_neg_mul_rpow (by linarith : -1 < a-1) (by norm_num : (0:ℝ)<1) hs have he : (fun t : ℝ => ENNReal.ofReal (t^(a-1))*ENNReal.ofReal (Real.exp (-t*s))) =ᵐ[volume.restrict (Set.Ioi 0)] (fun t => ENNReal.ofReal (t^(a-1)*Real.exp (-s*t))) := by filter_upwards [ae_restrict_mem measurableSet_Ioi] with t ht rw [← ENNReal.ofReal_mul (Real.rpow_nonneg ht.le _)] rw [show -t*s = -s*t by ring] rw [lintegral_congr_ae he, ← ofReal_integral_eq_lintegral_ofReal hi (by filter_upwards [ae_restrict_mem measurableSet_Ioi] with t ht exact mul_nonneg (Real.rpow_nonneg ht.le _) (Real.exp_pos _).le)] have hv : (∫ t in Set.Ioi (0:ℝ), t^(a-1)*Real.exp (-s*t)) = (1/s)^a*Real.Gamma a := by simpa only [neg_mul] using Real.integral_rpow_mul_exp_neg_mul_Ioi ha hs rw [hv] congr 1 rw [one_div, Real.inv_rpow hs.le, Real.rpow_neg hs.le] ring lemma mellin_negative_power {a s : ℝ} (ha : 0 < a) (hs : 0 < s) : ENNReal.ofReal (s^(-a)) = (ENNReal.ofReal (Real.Gamma a))⁻¹ * ∫⁻ t in Set.Ioi (0:ℝ), ENNReal.ofReal (t^(a-1))*ENNReal.ofReal (Real.exp (-t*s)) := by rw [gamma_lintegral ha hs, ENNReal.ofReal_mul (Real.Gamma_pos_of_pos ha).le, ← mul_assoc, ENNReal.inv_mul_cancel (by positivity : ENNReal.ofReal (Real.Gamma a) ≠ 0) ENNReal.ofReal_ne_top, one_mul] lemma generalized_gamma_lintegral {m a b : ℝ} (hm : 0 < m) (ha : 0 < a) (hb : 0 < b) : (∫⁻ t in Set.Ioi (0:ℝ), ENNReal.ofReal (t^(a-1)*Real.exp (-b*t^m))) = ENNReal.ofReal (b^(-a/m)*(1/m)*Real.Gamma (a/m)) := by have hi := integrableOn_rpow_mul_exp_neg_mul_rpow (by linarith : -1 < a-1) hm hb rw [← ofReal_integral_eq_lintegral_ofReal hi (by filter_upwards [ae_restrict_mem measurableSet_Ioi] with t ht exact mul_nonneg (Real.rpow_nonneg ht.le _) (Real.exp_pos _).le)] have hv := integral_rpow_mul_exp_neg_mul_rpow hm (by linarith : -1 < a-1) hb simpa only [sub_add_cancel, neg_div] using congrArg ENNReal.ofReal hv end MicroscopicJamming open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal BigOperators namespace MicroscopicJamming lemma weighted_mellin_lintegral {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [SFinite μ] {S D : Ω → ℝ≥0∞} (hS : Measurable S) (hD : AEMeasurable D μ) (hs : ∀ᵐ ω ∂μ, 0 < S ω ∧ S ω < ∞) {a : ℝ} (ha : 0 < a) : (∫⁻ ω, ENNReal.ofReal ((S ω).toReal^(-a))*D ω ∂μ) = (ENNReal.ofReal (Real.Gamma a))⁻¹ * ∫⁻ t in Set.Ioi (0:ℝ), ENNReal.ofReal (t^(a-1)) * (∫⁻ ω, ENNReal.ofReal (Real.exp (-t*(S ω).toReal))*D ω ∂μ) := by have he : (fun ω => ENNReal.ofReal ((S ω).toReal^(-a))*D ω) =ᵐ[μ] (fun ω => (ENNReal.ofReal (Real.Gamma a))⁻¹ * ∫⁻ t in Set.Ioi (0:ℝ), ENNReal.ofReal (t^(a-1))*ENNReal.ofReal (Real.exp (-t*(S ω).toReal))*D ω) := by filter_upwards [hs] with ω hω rw [mellin_negative_power ha (ENNReal.toReal_pos hω.1.ne' hω.2.ne), mul_assoc, lintegral_mul_const'' _ (by fun_prop)] have hF : AEMeasurable (fun z : Ω × ℝ => ENNReal.ofReal (z.2^(a-1))* ENNReal.ofReal (Real.exp (-z.2*(S z.1).toReal))*D z.1) (μ.prod (volume.restrict (Set.Ioi 0))) := by apply AEMeasurable.mul _ hD.comp_fst apply Measurable.aemeasurable fun_prop rw [lintegral_congr_ae he, lintegral_const_mul' _ _ (by finiteness), lintegral_lintegral_swap hF] congr 1 apply lintegral_congr intro t simp only [mul_assoc] rw [lintegral_const_mul' _ _ ENNReal.ofReal_ne_top] lemma weighted_mellin_comparison {Ω Ω' : Type*} [MeasurableSpace Ω] [MeasurableSpace Ω'] (μ : Measure Ω) (ν : Measure Ω') [SFinite μ] [SFinite ν] {S D : Ω → ℝ≥0∞} {S' D' : Ω' → ℝ≥0∞} (hS : Measurable S) (hD : AEMeasurable D μ) (hS' : Measurable S') (hD' : AEMeasurable D' ν) (hs : ∀ᵐ ω ∂μ, 0 < S ω ∧ S ω < ∞) (hs' : ∀ᵐ ω ∂ν, 0 < S' ω ∧ S' ω < ∞) {a : ℝ} (ha : 0 < a) {C : ℝ≥0∞} (hC : C ≠ ∞) (hL : ∀ t : ℝ, 0 < t → (∫⁻ ω, ENNReal.ofReal (Real.exp (-t*(S ω).toReal))*D ω ∂μ) = C*(∫⁻ ω, ENNReal.ofReal (Real.exp (-t*(S' ω).toReal))*D' ω ∂ν)) : (∫⁻ ω, ENNReal.ofReal ((S ω).toReal^(-a))*D ω ∂μ) = C*(∫⁻ ω, ENNReal.ofReal ((S' ω).toReal^(-a))*D' ω ∂ν) := by rw [weighted_mellin_lintegral μ hS hD hs ha, weighted_mellin_lintegral ν hS' hD' hs' ha] have he : (fun t : ℝ => ENNReal.ofReal (t^(a-1))* (∫⁻ ω, ENNReal.ofReal (Real.exp (-t*(S ω).toReal))*D ω ∂μ)) =ᵐ[volume.restrict (Set.Ioi 0)] (fun t => C*(ENNReal.ofReal (t^(a-1))* (∫⁻ ω, ENNReal.ofReal (Real.exp (-t*(S' ω).toReal))*D' ω ∂ν))) := by filter_upwards [ae_restrict_mem measurableSet_Ioi] with t ht rw [hL t ht]; ac_rfl rw [lintegral_congr_ae he, lintegral_const_mul' _ _ hC] ac_rfl end MicroscopicJamming open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal BigOperators namespace MicroscopicJamming def stableGammaProduct (m : ℝ) (ns : List ℕ) : ℝ := (ns.map (fun n : ℕ => Real.Gamma ((n:ℝ)-m))).prod lemma stableGammaProduct_pos {m : ℝ} (hm1 : m < 1) (ns : List ℕ) (hns : ∀ n ∈ ns, 0 < n) : 0 < stableGammaProduct m ns := by unfold stableGammaProduct apply List.prod_pos intro x hx obtain ⟨n, hn, rfl⟩ := List.mem_map.mp hx apply Real.Gamma_pos_of_pos have hn1 : (1:ℝ) ≤ n := by exact_mod_cast hns n hn linarith lemma stable_gamma_factor_product {m c t : ℝ} (hm : 0 < m) (hm1 : m < 1) (hc : 0 < c) (ht : 0 < t) (ns : List ℕ) (hns : ∀ n ∈ ns, 0 < n) : (ns.map (fun n : ℕ => ENNReal.ofReal (c*m*Real.Gamma ((n:ℝ)-m)*t^(m-(n:ℝ))))).prod = ENNReal.ofReal ((c*m)^ns.length * stableGammaProduct m ns * t^((ns.length:ℝ)*m-(ns.sum:ℝ))) := by induction ns with | nil => simp [stableGammaProduct] | cons n ns ih => have hn := hns n (by simp) have htail : ∀ n ∈ ns, 0 < n := fun n hn => hns n (by simp [hn]) have hgn : 0 < Real.Gamma ((n:ℝ)-m) := by apply Real.Gamma_pos_of_pos have hn1 : (1:ℝ) ≤ n := by exact_mod_cast hn linarith simp only [List.map_cons, List.prod_cons, ih htail, List.length_cons, List.sum_cons, Nat.cast_add, Nat.cast_one] rw [← ENNReal.ofReal_mul (by positivity)] congr 1 simp only [stableGammaProduct, List.map_cons, List.prod_cons, pow_succ] rw [show ((ns.length:ℝ)+1)*m-((n:ℝ)+(ns.sum:ℝ)) = (m-(n:ℝ))+((ns.length:ℝ)*m-(ns.sum:ℝ)) by ring, Real.rpow_add ht] ring lemma stable_mellin_factorial {m c η : ℝ} (hm : 0 < m) (hm1 : m < 1) (hc : 0 < c) (ns : List ℕ) (ha : 0 < (ns.sum:ℝ)-η) : (∫⁻ ω, poissonPartitionNumerator m c η ns ω ∂pointCloudLaw (Measure.dirac ())) = (ENNReal.ofReal (Real.Gamma ((ns.sum:ℝ)-η)))⁻¹ * ∫⁻ t in Set.Ioi (0:ℝ), ENNReal.ofReal (t^((ns.sum:ℝ)-η-1)) * (∫⁻ ω, ENNReal.ofReal (Real.exp (-t*(stableTotal m c ω).toReal)) * distinctCloudIntegral (ns.map (fun n z => stableJump m c z^n)) (pointCloudMeasure ω) [] ∂pointCloudLaw (Measure.dirac ())) := by let μ := pointCloudLaw (Measure.dirac ()) let D := fun ω : PointCloud Unit => distinctCloudIntegral (ns.map (fun n z => stableJump m c z^n)) (pointCloudMeasure ω) [] have hfs : ∀ f ∈ ns.map (fun n z => stableJump m c z^n), Measurable f := by intro f hf obtain ⟨n,hn,rfl⟩ := List.mem_map.mp hf exact (measurable_stableJump m c).pow_const n have hD : AEMeasurable D μ := aemeasurable_distinct_cloud _ _ hfs [] have he : (fun ω => poissonPartitionNumerator m c η ns ω) =ᵐ[μ] (fun ω => (ENNReal.ofReal (Real.Gamma ((ns.sum:ℝ)-η)))⁻¹ * ∫⁻ t in Set.Ioi (0:ℝ), ENNReal.ofReal (t^((ns.sum:ℝ)-η-1)) * ENNReal.ofReal (Real.exp (-t*(stableTotal m c ω).toReal)) * D ω) := by filter_upwards [(stableTotal_properties hm hm1 hc).1] with ω hω have hs : 0 < (stableTotal m c ω).toReal := ENNReal.toReal_pos hω.1.ne' hω.2.ne unfold poissonPartitionNumerator rw [show η-(ns.sum:ℝ) = -((ns.sum:ℝ)-η) by ring, mellin_negative_power ha hs, mul_assoc, lintegral_mul_const'' _ (by fun_prop)] have hF : AEMeasurable (fun z : PointCloud Unit × ℝ => ENNReal.ofReal (z.2^((ns.sum:ℝ)-η-1)) * ENNReal.ofReal (Real.exp (-z.2*(stableTotal m c z.1).toReal)) * D z.1) (μ.prod (volume.restrict (Set.Ioi 0))) := by apply AEMeasurable.mul _ hD.comp_fst apply Measurable.aemeasurable have hS := measurable_stableTotal m c fun_prop change (∫⁻ ω, poissonPartitionNumerator m c η ns ω ∂μ) = _ rw [lintegral_congr_ae he, lintegral_const_mul' _ _ (by finiteness), lintegral_lintegral_swap hF] congr 1 apply lintegral_congr intro t simp only [mul_assoc] rw [lintegral_const_mul' _ _ ENNReal.ofReal_ne_top] lemma stable_partition_numerator_value {m c η : ℝ} (hm : 0 < m) (hm1 : m < 1) (hc : 0 < c) (ns : List ℕ) (hns : ∀ n ∈ ns, 0 < n) (ha : 0 < (ns.sum:ℝ)-η) (hk : 0 < (ns.length:ℝ)*m-η) : (∫⁻ ω, poissonPartitionNumerator m c η ns ω ∂pointCloudLaw (Measure.dirac ())) = ENNReal.ofReal (((c*m)^ns.length*stableGammaProduct m ns) * ((c*Real.Gamma (1-m))^(-((ns.length:ℝ)*m-η)/m)*(1/m)* Real.Gamma (((ns.length:ℝ)*m-η)/m)) / Real.Gamma ((ns.sum:ℝ)-η)) := by have hb : 0 < c*Real.Gamma (1-m) := mul_pos hc (Real.Gamma_pos_of_pos (by linarith)) have hC : 0 < (c*m)^ns.length*stableGammaProduct m ns := mul_pos (pow_pos (mul_pos hc hm) _) (stableGammaProduct_pos hm1 ns hns) have hfs : ∀ f ∈ ns.map (fun n z => stableJump m c z^n), Measurable f := by intro f hf obtain ⟨n,hn,rfl⟩ := List.mem_map.mp hf exact (measurable_stableJump m c).pow_const n rw [stable_mellin_factorial hm hm1 hc ns ha] have he : (fun t : ℝ => ENNReal.ofReal (t^((ns.sum:ℝ)-η-1)) * (∫⁻ ω, ENNReal.ofReal (Real.exp (-t*(stableTotal m c ω).toReal)) * distinctCloudIntegral (ns.map (fun n z => stableJump m c z^n)) (pointCloudMeasure ω) [] ∂pointCloudLaw (Measure.dirac ()))) =ᵐ[volume.restrict (Set.Ioi 0)] (fun t => ENNReal.ofReal ((c*m)^ns.length*stableGammaProduct m ns) * ENNReal.ofReal (t^((ns.length:ℝ)*m-η-1)*Real.exp (-(c*Real.Gamma (1-m))*t^m))) := by filter_upwards [ae_restrict_mem measurableSet_Ioi] with t ht have ht0 : 0 < t := ht rw [stable_factorial_laplace hm hm1 hc ht.le _ hfs] have hfactors : ((ns.map (fun n z => stableJump m c z^n)).map (fun f => ∫⁻ z, f z*ENNReal.ofReal (expNeg (ENNReal.ofReal t*stableJump m c z)) ∂(volume.restrict (Set.Ioi 0)).prod (Measure.dirac ()))) = ns.map (fun n : ℕ => ENNReal.ofReal (c*m*Real.Gamma ((n:ℝ)-m)*t^(m-(n:ℝ)))) := by rw [List.map_map] apply List.map_congr_left intro n hn apply selected_jump_gamma hm hc ht n have hn1 : (1:ℝ) ≤ n := by exact_mod_cast hns n hn linarith rw [hfactors, stable_gamma_factor_product hm hm1 hc ht ns hns, ← ENNReal.ofReal_mul (Real.exp_pos _).le, ← ENNReal.ofReal_mul (Real.rpow_nonneg ht.le _), ← ENNReal.ofReal_mul hC.le] congr 1 rw [show (ns.length:ℝ)*m-η-1 = ((ns.sum:ℝ)-η-1)+((ns.length:ℝ)*m-(ns.sum:ℝ)) by ring, Real.rpow_add ht] ring rw [lintegral_congr_ae he, lintegral_const_mul' _ _ ENNReal.ofReal_ne_top, generalized_gamma_lintegral hm hk hb, ← ENNReal.ofReal_mul hC.le, ← ENNReal.ofReal_inv_of_pos (Real.Gamma_pos_of_pos ha), ← ENNReal.ofReal_mul (inv_nonneg.mpr (Real.Gamma_pos_of_pos ha).le)] congr 1 ring end MicroscopicJamming open MeasureTheory ProbabilityTheory Set open scoped ENNReal NNReal BigOperators namespace MicroscopicJamming lemma gamma_nat_sub_product {x : ℝ} (hx : x < 1) (n : ℕ) (hn : 0 < n) : Real.Gamma ((n:ℝ)-x) = Real.Gamma (1-x)*∏ a ∈ Finset.Ico 1 n, ((a:ℝ)-x) := by obtain ⟨k,rfl⟩ := Nat.exists_eq_succ_of_ne_zero hn.ne' induction k with | zero => simp | succ k ih => have harg : 0 < ((k+1:ℕ):ℝ)-x := by push_cast; have := Nat.cast_nonneg (α := ℝ) k; linarith rw [show ((k+1+1:ℕ):ℝ)-x = (((k+1:ℕ):ℝ)-x)+1 by push_cast; ring, Real.Gamma_add_one harg.ne', ih (by omega), Finset.prod_Ico_succ_top (by omega : 1 ≤ k+1)] ring lemma scaled_partition_product {m η : ℝ} (hm : m ≠ 0) (k : ℕ) (hk : 0 < k) : m * (∏ a ∈ Finset.Ico 1 k, ((a:ℝ)*m-η)) = m^k * ∏ a ∈ Finset.Ico 1 k, ((a:ℝ)-η/m) := by have he : (∏ a ∈ Finset.Ico 1 k, ((a:ℝ)*m-η)) = ∏ a ∈ Finset.Ico 1 k, (m*((a:ℝ)-η/m)) := by apply Finset.prod_congr rfl intro a ha field_simp rw [he, Finset.prod_mul_distrib, Finset.prod_const, Nat.card_Ico] rw [← mul_assoc, ← pow_succ', show k-1+1 = k by omega] lemma partition_denominator_pos {η : ℝ} (hη : η < 1) (n : ℕ) : 0 < ∏ a ∈ Finset.Ico 1 n, ((a:ℝ)-η) := by apply Finset.prod_pos intro a ha have ha1 : (1:ℝ) ≤ a := by exact_mod_cast (Finset.mem_Ico.mp ha).1 linarith end MicroscopicJamming open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal BigOperators namespace MicroscopicJamming lemma stableGammaProduct_eq {m : ℝ} (hm : m < 1) (ns : List ℕ) (hns : ∀ n ∈ ns, 0 < n) : stableGammaProduct m ns = Real.Gamma (1-m)^ns.length * (ns.map (fun n : ℕ => ∏ a ∈ Finset.Ico 1 n, ((a:ℝ)-m))).prod := by induction ns with | nil => simp [stableGammaProduct] | cons n ns ih => have hn := hns n (by simp) have htail : ∀ n ∈ ns, 0 < n := fun n hn => hns n (by simp [hn]) change Real.Gamma ((n:ℝ)-m)*stableGammaProduct m ns = _ rw [gamma_nat_sub_product hm n hn, ih htail] simp only [List.length_cons, List.map_cons, List.prod_cons, pow_succ] ring lemma eppf_algebra (c m g h j d x p r B : ℝ) (k : ℕ) (hc : c ≠ 0) (hm : m ≠ 0) (hg : g ≠ 0) (hh : h ≠ 0) (hj : j ≠ 0) (hd : d ≠ 0) (hx : x ≠ 0) (hrel : m*B = m^k*r) : (((c*m)^k*g^k*p) * (x/(c*g)^k*(1/m)*(h*r)) / (j*d)) / (x*h/j) = B/d*p := by rw [mul_pow, mul_pow] field_simp calc m^k*p*r = p*(m^k*r) := by ring _ = p*(m*B) := by rw [← hrel] _ = p*m*B := by ring lemma partition_natural_bounds (ns : List ℕ) (hne : ns ≠ []) (hns : ∀ n ∈ ns, 0 < n) : 0 < ns.length ∧ 0 < ns.sum := by exact ⟨List.length_pos_iff.mpr hne, List.sum_pos ns hns hne⟩ lemma stable_partition_gamma_ratio {m c η : ℝ} (hm : 0 < m) (hm1 : m < 1) (hc : 0 < c) (hηm : η < m) (ns : List ℕ) (hne : ns ≠ []) (hns : ∀ n ∈ ns, 0 < n) : (((c*m)^ns.length*stableGammaProduct m ns) * ((c*Real.Gamma (1-m))^(-((ns.length:ℝ)*m-η)/m)*(1/m)* Real.Gamma (((ns.length:ℝ)*m-η)/m)) / Real.Gamma ((ns.sum:ℝ)-η)) / ((c*Real.Gamma (1-m))^(η/m)*Real.Gamma (1-η/m)/Real.Gamma (1-η)) = partitionProduct m η ns := by have hb := partition_natural_bounds ns hne hns have hη1 : η < 1 := hηm.trans hm1 have hηdiv : η/m < 1 := (div_lt_one hm).mpr hηm have hg : 0 < Real.Gamma (1-m) := Real.Gamma_pos_of_pos (by linarith) have hgη : 0 < Real.Gamma (1-η) := Real.Gamma_pos_of_pos (by linarith) have hgηm : 0 < Real.Gamma (1-η/m) := Real.Gamma_pos_of_pos (by linarith) have hcG : 0 < c*Real.Gamma (1-m) := mul_pos hc hg have hpow : (c*Real.Gamma (1-m))^(-((ns.length:ℝ)*m-η)/m) = (c*Real.Gamma (1-m))^(η/m) / (c*Real.Gamma (1-m))^ns.length := by rw [show -((ns.length:ℝ)*m-η)/m = η/m-(ns.length:ℝ) by field_simp; ring, Real.rpow_sub hcG, Real.rpow_natCast] rw [hpow, show ((ns.length:ℝ)*m-η)/m = (ns.length:ℝ)-η/m by field_simp, stableGammaProduct_eq hm1 ns hns, gamma_nat_sub_product hη1 ns.sum hb.2, gamma_nat_sub_product hηdiv ns.length hb.1] unfold partitionProduct convert eppf_algebra c m (Real.Gamma (1-m)) (Real.Gamma (1-η/m)) (Real.Gamma (1-η)) (∏ a ∈ Finset.Ico 1 ns.sum, ((a:ℝ)-η)) ((c*Real.Gamma (1-m))^(η/m)) (ns.map (fun n : ℕ => ∏ a ∈ Finset.Ico 1 n, ((a:ℝ)-m))).prod (∏ a ∈ Finset.Ico 1 ns.length, ((a:ℝ)-η/m)) (∏ a ∈ Finset.Ico 1 ns.length, ((a:ℝ)*m-η)) ns.length hc.ne' hm.ne' hg.ne' hgηm.ne' hgη.ne' (partition_denominator_pos hη1 ns.sum).ne' (Real.rpow_pos_of_pos hcG _).ne' (scaled_partition_product hm.ne' ns.length hb.1) using 1 ring theorem cascadeEPPF : CascadeEPPFStatement := by intro m c η hm hm1 hc hη hηm ns hne hns have hb := partition_natural_bounds ns hne hns have hn1 : (1:ℝ) ≤ ns.sum := by exact_mod_cast hb.2 have hk1 : (1:ℝ) ≤ ns.length := by exact_mod_cast hb.1 have ha : 0 < (ns.sum:ℝ)-η := by linarith have hk : 0 < (ns.length:ℝ)*m-η := by nlinarith rw [stable_partition_numerator_value hm hm1 hc ns hns ha hk, stableTotal_moment hm hm1 hc hη hηm] have hden : 0 < (c*Real.Gamma (1-m))^(η/m)*Real.Gamma (1-η/m)/Real.Gamma (1-η) := by apply div_pos · apply mul_pos · apply Real.rpow_pos_of_pos exact mul_pos hc (Real.Gamma_pos_of_pos (by linarith)) · apply Real.Gamma_pos_of_pos have := (div_lt_one hm).mpr hηm linarith · apply Real.Gamma_pos_of_pos; linarith rw [← ENNReal.ofReal_div_of_pos hden, stable_partition_gamma_ratio hm hm1 hc hηm ns hne hns] end MicroscopicJamming open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal BigOperators namespace MicroscopicJamming lemma marked_partition_comparison {A : Type} [MeasurableSpace A] [MeasurableEq A] (ν : Measure A) [IsProbabilityMeasure ν] {m η : ℝ} (hm : 0 < m) (hm1 : m < 1) {X : A → ℝ} (hX : Measurable X) (hi : Integrable (fun a => Real.exp (m*X a)) ν) (bs : List (ℕ × Set A)) (hbs : ∀ b ∈ bs, 0 < b.1 ∧ MeasurableSet b.2) (ha : 0 < ((bs.map Prod.fst).sum:ℝ)-η) : (∫⁻ ω, markedPartitionNumerator m η X bs ω ∂pointCloudLaw ν) = (bs.map (fun b => tiltedChildProbability ν m X b.2)).prod * (∫⁻ ω, poissonPartitionNumerator m (∫ a, Real.exp (m*X a) ∂ν) η (bs.map Prod.fst) ω ∂pointCloudLaw (Measure.dirac ())) := by let c := ∫ a, Real.exp (m*X a) ∂ν have hc : 0 < c := integral_exp_pos hi have hf : ∀ f ∈ bs.map (fun b => expMarkedBlock m X b.1 b.2), Measurable f := by intro f hf obtain ⟨b,hb,rfl⟩ := List.mem_map.mp hf exact measurable_expMarkedBlock m hX b.1 (hbs b hb).2 have hf' : ∀ f ∈ (bs.map Prod.fst).map (fun n z => stableJump m c z^n), Measurable f := by intro f hf obtain ⟨n,hn,rfl⟩ := List.mem_map.mp hf exact (measurable_stableJump m c).pow_const n have hC : (bs.map (fun b => tiltedChildProbability ν m X b.2)).prod ≠ ∞ := by clear hf hf' ha hbs induction bs with | nil => simp | cons b bs ih => simp only [List.map_cons, List.prod_cons] exact ENNReal.mul_ne_top (tiltedChildProbability_ne_top ν hi b.2) ih have h := weighted_mellin_comparison (pointCloudLaw ν) (pointCloudLaw (Measure.dirac ())) (measurable_expMarkedTotal m hX) (aemeasurable_distinct_cloud _ _ hf []) (measurable_stableTotal m c) (aemeasurable_distinct_cloud _ _ hf' []) (expMarkedTotal_properties ν hm hm1 hX hi).1 (stableTotal_properties hm hm1 hc).1 ha hC (fun t ht => expMarked_factorial_comparison ν hm hm1 hX hi ht bs hbs) simpa only [markedPartitionNumerator, poissonPartitionNumerator, neg_sub] using h theorem markedEPPF : MarkedEPPFStatement := by intro A _ _ ν _ m η hm hm1 hη hηm X hX hi bs hne hbs have hns : ∀ n ∈ bs.map Prod.fst, 0 < n := by intro n hn obtain ⟨b,hb,rfl⟩ := List.mem_map.mp hn exact (hbs b hb).1 have hnsne : bs.map Prod.fst ≠ [] := by simpa using hne have hsum := (partition_natural_bounds (bs.map Prod.fst) hnsne hns).2 have ha : 0 < ((bs.map Prod.fst).sum:ℝ)-η := by have : (1:ℝ) ≤ (bs.map Prod.fst).sum := by exact_mod_cast hsum linarith rw [marked_partition_comparison ν hm hm1 hX hi bs hbs ha, expMarkedTotal_moment_eq ν hm hm1 hX hi hη hηm, mul_div_assoc, cascadeEPPF m _ η hm hm1 (integral_exp_pos hi) hη hηm (bs.map Prod.fst) hnsne hns] exact mul_comm _ _ end MicroscopicJamming open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal BigOperators namespace MicroscopicJamming def weightedMarkedBlock {A : Type*} (m : ℝ) (X : A → ℝ) (n : ℕ) (w : A → ℝ≥0∞) (z : ℝ × A) : ℝ≥0∞ := expMarkedJump m X z^n*w z.2 def weightedChildMean {A : Type*} [MeasurableSpace A] (ν : Measure A) (m : ℝ) (X : A → ℝ) (w : A → ℝ≥0∞) : ℝ≥0∞ := (∫⁻ a, w a * ENNReal.ofReal (Real.exp (m*X a)) ∂ν) / ENNReal.ofReal (∫ a, Real.exp (m*X a) ∂ν) def weightedMarkedPartitionNumerator {A : Type*} [MeasurableSpace A] (m η : ℝ) (X : A → ℝ) (bs : List (ℕ × (A → ℝ≥0∞))) (ω : PointCloud A) : ℝ≥0∞ := ENNReal.ofReal ((expMarkedTotal m X ω).toReal^(η-((bs.map Prod.fst).sum:ℝ))) * distinctCloudIntegral (bs.map (fun b => weightedMarkedBlock m X b.1 b.2)) (pointCloudMeasure ω) [] lemma measurable_weightedMarkedBlock {A : Type*} [MeasurableSpace A] (m : ℝ) {X : A → ℝ} (hX : Measurable X) (n : ℕ) {w : A → ℝ≥0∞} (hw : Measurable w) : Measurable (weightedMarkedBlock m X n w) := ((measurable_expMarkedJump m hX).pow_const n).mul (hw.comp measurable_snd) end MicroscopicJamming open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal BigOperators namespace MicroscopicJamming lemma selected_exp_weighted_block {A : Type*} [MeasurableSpace A] (ν : Measure A) [IsProbabilityMeasure ν] {m t : ℝ} (hm : 0 < m) (ht : 0 < t) {X : A → ℝ} (hX : Measurable X) (hi : Integrable (fun a => Real.exp (m*X a)) ν) (n : ℕ) (hn : m < (n:ℝ)) {w : A → ℝ≥0∞} (hw : Measurable w) : (∫⁻ z, weightedMarkedBlock m X n w z * ENNReal.ofReal (expNeg (ENNReal.ofReal t*expMarkedJump m X z)) ∂(volume.restrict (Set.Ioi 0)).prod ν) = weightedChildMean ν m X w * ENNReal.ofReal ((∫ a, Real.exp (m*X a) ∂ν)*m*Real.Gamma ((n:ℝ)-m)*t^(m-(n:ℝ))) := by let K : ℝ := m*Real.Gamma ((n:ℝ)-m)*t^(m-(n:ℝ)) have hf : Measurable (fun z : ℝ × A => weightedMarkedBlock m X n w z * ENNReal.ofReal (expNeg (ENNReal.ofReal t*expMarkedJump m X z))) := (measurable_weightedMarkedBlock m hX n hw).mul (continuous_expNeg.measurable.comp (measurable_const.mul (measurable_expMarkedJump m hX))).ennreal_ofReal rw [lintegral_prod_symm _ hf.aemeasurable] have he (a : A) : (∫⁻ r in Set.Ioi (0:ℝ), weightedMarkedBlock m X n w (r,a) * ENNReal.ofReal (expNeg (ENNReal.ofReal t*expMarkedJump m X (r,a)))) = ENNReal.ofReal K * (w a * ENNReal.ofReal (Real.exp (m*X a))) := by have hh : Measurable (fun r : ℝ => expMarkedJump m X (r,a)^n * ENNReal.ofReal (expNeg (ENNReal.ofReal t*expMarkedJump m X (r,a)))) := by have hx : Measurable (fun r : ℝ => expMarkedJump m X (r,a)) := (measurable_expMarkedJump m hX).comp (measurable_id.prodMk measurable_const) exact (hx.pow_const n).mul (continuous_expNeg.measurable.comp (measurable_const.mul hx)).ennreal_ofReal simp only [weightedMarkedBlock] simp_rw [show ∀ r : ℝ, expMarkedJump m X (r,a)^n * w a * ENNReal.ofReal (expNeg (ENNReal.ofReal t*expMarkedJump m X (r,a))) = (expMarkedJump m X (r,a)^n * ENNReal.ofReal (expNeg (ENNReal.ofReal t*expMarkedJump m X (r,a)))) * w a by intro r; ac_rfl] rw [lintegral_mul_const _ hh] rw [show (∫⁻ r in Set.Ioi (0:ℝ), expMarkedJump m X (r,a)^n * ENNReal.ofReal (expNeg (ENNReal.ofReal t*expMarkedJump m X (r,a)))) = ENNReal.ofReal K * ENNReal.ofReal (Real.exp (m*X a)) from by simpa only [expMarkedJump, K] using (selected_exp_jump (x := X a) hm ht n hn)] ac_rfl simp_rw [he] rw [lintegral_const_mul' _ _ ENNReal.ofReal_ne_top] have hc := integral_exp_pos hi have hmul : ENNReal.ofReal ((∫ a, Real.exp (m*X a) ∂ν)*m*Real.Gamma ((n:ℝ)-m)*t^(m-(n:ℝ))) = ENNReal.ofReal (∫ a, Real.exp (m*X a) ∂ν)*ENNReal.ofReal K := by rw [← ENNReal.ofReal_mul hc.le]; congr 1; dsimp [K]; ring rw [hmul, weightedChildMean, ← mul_assoc, ENNReal.div_mul_cancel (ENNReal.ofReal_ne_zero_iff.mpr hc) ENNReal.ofReal_ne_top] exact mul_comm _ _ end MicroscopicJamming end end OAI