import Mathlib namespace OAI noncomputable section open scoped BigOperators Matrix.Norms.L2Operator ComplexOrder attribute [local instance] Classical.propDecidable noncomputable section open scoped BigOperators attribute [local instance] Classical.propDecidable noncomputable section open scoped BigOperators open MvPolynomial namespace CoordinateSweeps.MomentExpansion variable {L : Type*} [Fintype L] [DecidableEq L] /- The moment functional of independent line variables, defined algebraically so only the finitely many moments actually used need be integrable. -/ def tensorMoment (m : L → ℕ → ℝ) : MvPolynomial L ℝ →ₗ[ℝ] ℝ := (MvPolynomial.basisMonomials L ℝ).constr ℝ (fun d => ∏ l, m l (d l)) omit [DecidableEq L] in @[simp] theorem tensorMoment_monomial (m : L → ℕ → ℝ) (d : L →₀ ℕ) (a : ℝ) : tensorMoment m (monomial d a) = a * ∏ l, m l (d l) := by have hh : monomial d a = a • (MvPolynomial.basisMonomials L ℝ) d := by rw [MvPolynomial.coe_basisMonomials] rw [← map_smul] simp rw [hh, map_smul] change a • (((MvPolynomial.basisMonomials L ℝ).constr ℝ) (fun d => ∏ l, m l (d l))) ((MvPolynomial.basisMonomials L ℝ) d) = _ rw [Module.Basis.constr_basis, smul_eq_mul] omit [DecidableEq L] in @[simp] theorem tensorMoment_one (m : L → ℕ → ℝ) (hm : ∀ l, m l 0 = 1) : tensorMoment m 1 = 1 := by rw [MvPolynomial.one_def, tensorMoment_monomial] simp [hm] omit [DecidableEq L] in theorem tensorMoment_sum (m : L → ℕ → ℝ) (p : MvPolynomial L ℝ) : tensorMoment m p = ∑ d ∈ p.support, p.coeff d * ∏ l, m l (d l) := by conv_lhs => rw [p.as_sum] simp only [map_sum, tensorMoment_monomial] /- Multiplicativity is asserted ONLY across disjoint sets of line variables. -/ omit [DecidableEq L] in theorem tensorMoment_mul_disjoint (m : L → ℕ → ℝ) (hm : ∀ l, m l 0 = 1) (p q : MvPolynomial L ℝ) (hd : Disjoint p.vars q.vars) : tensorMoment m (p*q) = tensorMoment m p * tensorMoment m q := by conv_lhs => rw [p.as_sum, q.as_sum] simp only [Finset.sum_mul, Finset.mul_sum, map_sum, monomial_mul_monomial, tensorMoment_monomial] rw [tensorMoment_sum, tensorMoment_sum, Finset.sum_mul, Finset.sum_comm] apply Finset.sum_congr rfl intro d hd' rw [Finset.mul_sum] apply Finset.sum_congr rfl intro e he' have heq : ∀ l, m l ((d+e) l) = m l (d l) * m l (e l) := by intro l by_cases hdl : d l = 0 · simp [hdl, hm] · have hdp : l ∈ p.vars := p.support_subset_vars_of_mem_support hd' (Finsupp.mem_support_iff.mpr hdl) have hnot : l ∉ q.vars := fun he => Finset.disjoint_left.mp hd hdp he have hel := MvPolynomial.mem_support_notMem_vars_zero he' hnot simp [hel, hm] simp only [heq, Finset.prod_mul_distrib] ring /- One-variable powers really have just the specified one-line moment. -/ omit [DecidableEq L] in theorem tensorMoment_X_pow (m : L → ℕ → ℝ) (hm : ∀ l, m l 0 = 1) (l : L) (n : ℕ) : tensorMoment m (X l ^ n) = m l n := by rw [X_pow_eq_monomial, tensorMoment_monomial, one_mul] rw [Finset.prod_eq_single l] · simp · intro a _ ha simp [ha, hm] · simp /- Factorization of arbitrary polynomials, one for each distinct line. -/ theorem tensorMoment_prod_separated (m : L → ℕ → ℝ) (hm : ∀ l, m l 0 = 1) (S : Finset L) (p : L → MvPolynomial L ℝ) (hp : ∀ l ∈ S, (p l).vars ⊆ {l}) : tensorMoment m (∏ l ∈ S, p l) = ∏ l ∈ S, tensorMoment m (p l) := by induction S using Finset.induction_on with | empty => simp [tensorMoment_one m hm] | @insert l S hl ih => rw [Finset.prod_insert hl, tensorMoment_mul_disjoint m hm, Finset.prod_insert hl, ih (fun a ha => hp a (Finset.mem_insert_of_mem ha))] apply Finset.disjoint_left.mpr intro a ha hb have hal : a = l := Finset.mem_singleton.mp (hp l (Finset.mem_insert_self _ _) ha) subst a have hv := MvPolynomial.vars_prod p hb simp only [Finset.mem_biUnion] at hv obtain ⟨a,ha,hla⟩ := hv have hla' : l = a := Finset.mem_singleton.mp (hp a (Finset.mem_insert_of_mem ha) hla) exact hl (hla'.symm ▸ ha) /- The exact linear functional for a fixed subset of the non-good paths. Translation by -1 retains all correlations between repeated uses of a line. -/ def shiftedMoment (m : L → ℕ → ℝ) (r : L → ℕ) : MvPolynomial L ℝ →ₗ[ℝ] ℝ := (tensorMoment m).comp ((LinearMap.mulLeft ℝ (∏ l, (X l : MvPolynomial L ℝ)^r l)).comp (MvPolynomial.aeval (fun l => (X l : MvPolynomial L ℝ)-1)).toLinearMap) def lineCenteredMoment (m : L → ℕ → ℝ) (l : L) (r u : ℕ) : ℝ := ∑ a ∈ Finset.range (u+1), (-1 : ℝ)^(a+u) * (u.choose a : ℝ) * m l (r+a) end CoordinateSweeps.MomentExpansion namespace CoordinateSweeps.MomentExpansion variable {L : Type*} [Fintype L] [DecidableEq L] omit [Fintype L] in theorem vars_X_centered_power (l : L) (r u : ℕ) : (((X l : MvPolynomial L ℝ)^r) * (X l - 1)^u).vars ⊆ {l} := by apply (MvPolynomial.vars_mul _ _).trans apply Finset.union_subset · exact (MvPolynomial.vars_pow _ _).trans (by simp) · apply (MvPolynomial.vars_pow _ _).trans exact (MvPolynomial.vars_sub_subset (p := (X l : MvPolynomial L ℝ)) (q := 1)).trans (by simp) omit [DecidableEq L] in theorem tensorMoment_X_centered_power (m : L → ℕ → ℝ) (hm : ∀ l, m l 0 = 1) (l : L) (r u : ℕ) : tensorMoment m ((X l : MvPolynomial L ℝ)^r * (X l-1)^u) = lineCenteredMoment m l r u := by rw [sub_pow, Finset.mul_sum, map_sum] unfold lineCenteredMoment apply Finset.sum_congr rfl intro a _ have ht : (X l : MvPolynomial L ℝ)^r * ((-1)^(a+u) * X l^a * 1^(u-a) * (u.choose a : MvPolynomial L ℝ)) = (((-1 : ℝ)^(a+u) * (u.choose a : ℝ)) • (X l : MvPolynomial L ℝ)^(r+a)) := by rw [Algebra.smul_def, map_mul, map_pow, map_neg, map_one, map_natCast, pow_add] ring rw [ht, map_smul, tensorMoment_X_pow m hm, smul_eq_mul] /- Repeated uses of one line are collected into a SINGLE mixed centered moment. -/ theorem shiftedMoment_monomial (m : L → ℕ → ℝ) (hm : ∀ l, m l 0 = 1) (r : L → ℕ) (d : L →₀ ℕ) (a : ℝ) : shiftedMoment m r (monomial d a) = a * ∏ l, lineCenteredMoment m l (r l) (d l) := by unfold shiftedMoment simp only [LinearMap.comp_apply, AlgHom.toLinearMap_apply, LinearMap.mulLeft_apply, MvPolynomial.aeval_monomial] rw [Finsupp.prod_fintype d _ (by simp)] have he : (∏ l, (X l : MvPolynomial L ℝ)^r l) * ((algebraMap ℝ (MvPolynomial L ℝ)) a * ∏ l, (X l-1)^d l) = a • (∏ l, (X l : MvPolynomial L ℝ)^r l * (X l-1)^d l) := by rw [Finset.prod_mul_distrib, Algebra.smul_def] ring rw [he, map_smul, tensorMoment_prod_separated m hm _ _ (fun l _ => vars_X_centered_power l _ _)] simp only [tensorMoment_X_centered_power m hm, smul_eq_mul] /- Coefficientwise nonnegativity, used only for the positive centered expansion. -/ def NonnegCoeffs (p : MvPolynomial L ℝ) : Prop := ∀ d, 0 ≤ p.coeff d omit [Fintype L] in theorem nonnegCoeffs_one : NonnegCoeffs (1 : MvPolynomial L ℝ) := by intro d simp only [coeff_one] split_ifs <;> norm_num omit [Fintype L] [DecidableEq L] in theorem NonnegCoeffs.add {p q : MvPolynomial L ℝ} (hp : NonnegCoeffs p) (hq : NonnegCoeffs q) : NonnegCoeffs (p+q) := by intro d exact add_nonneg (hp d) (hq d) omit [Fintype L] in theorem NonnegCoeffs.mul {p q : MvPolynomial L ℝ} (hp : NonnegCoeffs p) (hq : NonnegCoeffs q) : NonnegCoeffs (p*q) := by intro d rw [coeff_mul] exact Finset.sum_nonneg (fun e _ => mul_nonneg (hp e.1) (hq e.2)) omit [Fintype L] in theorem nonnegCoeffs_X (l : L) : NonnegCoeffs (X l : MvPolynomial L ℝ) := by intro d simp only [coeff_X] split_ifs <;> norm_num omit [Fintype L] [DecidableEq L] in theorem nonnegCoeffs_prod {I : Type*} (S : Finset I) (p : I → MvPolynomial L ℝ) (hp : ∀ i ∈ S, NonnegCoeffs (p i)) : NonnegCoeffs (∏ i ∈ S, p i) := by classical induction S using Finset.induction_on with | empty => simpa using (nonnegCoeffs_one (L := L)) | @insert i S hi ih => rw [Finset.prod_insert hi] exact (hp i (Finset.mem_insert_self _ _)).mul (ih (fun j hj => hp j (Finset.mem_insert_of_mem hj))) omit [Fintype L] [DecidableEq L] in theorem nonnegCoeffs_sum {I : Type*} (S : Finset I) (p : I → MvPolynomial L ℝ) (hp : ∀ i ∈ S, NonnegCoeffs (p i)) : NonnegCoeffs (∑ i ∈ S, p i) := by intro d rw [coeff_sum] exact Finset.sum_nonneg (fun i hi => hp i hi d) /- Exact tensor moment estimate. Its potential premise is local in each line and each used degree, not independence of particle factors. -/ theorem shiftedMoment_abs_le_eval (m : L → ℕ → ℝ) (hm : ∀ l, m l 0 = 1) (r : L → ℕ) (p : MvPolynomial L ℝ) (hp : NonnegCoeffs p) (C t : ℝ) (hb : ∀ d ∈ p.support, ∀ l, |lineCenteredMoment m l (r l) (d l)| ≤ C^(r l) * t^(d l)) : |shiftedMoment m r p| ≤ C^(∑ l, r l) * MvPolynomial.eval (fun _ => t) p := by conv_lhs => rw [p.as_sum] rw [map_sum] calc _ ≤ ∑ d ∈ p.support, |shiftedMoment m r (monomial d (p.coeff d))| := Finset.abs_sum_le_sum_abs _ _ _ ≤ ∑ d ∈ p.support, p.coeff d * ∏ l, (C^(r l) * t^(d l)) := by apply Finset.sum_le_sum intro d hd rw [shiftedMoment_monomial m hm, abs_mul, abs_of_nonneg (hp d), Finset.abs_prod] exact mul_le_mul_of_nonneg_left (Finset.prod_le_prod₀ (fun _ _ => abs_nonneg _) (fun l _ => hb d hd l)) (hp d) _ = C^(∑ l, r l) * MvPolynomial.eval (fun _ => t) p := by conv_rhs => rw [p.as_sum] rw [map_sum, Finset.mul_sum] apply Finset.sum_congr rfl intro d _ rw [MvPolynomial.eval_monomial, Finsupp.prod_fintype d _ (by simp), Finset.prod_mul_distrib, Finset.prod_pow_eq_pow_sum] ring end CoordinateSweeps.MomentExpansion namespace CoordinateSweeps.MomentExpansion variable {L : Type*} [Fintype L] [DecidableEq L] variable {I J : Type*} [DecidableEq I] [Fintype J] [DecidableEq J] /- Positive expansion for a centered particle factor. This is a sum over NONEMPTY subsets of its stages; no independence of particle factors is used. -/ def pathExpansion (S : Finset J) (f : J → L) : MvPolynomial L ℝ := ∑ T ∈ S.powerset.erase ∅, ∏ j ∈ T, X (f j) omit [Fintype L] [DecidableEq L] [Fintype J] in theorem pathExpansion_eq (S : Finset J) (f : J → L) : pathExpansion S f = (∏ j ∈ S, ((X (f j) : MvPolynomial L ℝ)+1))-1 := by have he := Finset.sum_erase_add S.powerset (fun T => ∏ j ∈ T, (X (f j) : MvPolynomial L ℝ)) (Finset.empty_mem_powerset S) simp only [Finset.prod_empty] at he unfold pathExpansion rw [Finset.prod_add_one] exact eq_sub_of_add_eq he omit [Fintype L] [Fintype J] in theorem pathExpansion_nonneg (S : Finset J) (f : J → L) : NonnegCoeffs (pathExpansion S f) := by exact nonnegCoeffs_sum _ _ (fun T _ => nonnegCoeffs_prod T _ (fun j _ => nonnegCoeffs_X _)) omit [Fintype L] [Fintype J] in theorem pathExpansion_degree (S : Finset J) (f : J → L) (l : L) : (pathExpansion S f).degreeOf l ≤ ∑ j ∈ S, if f j = l then 1 else 0 := by rw [pathExpansion_eq] apply (MvPolynomial.degreeOf_sub_le _ _ _).trans rw [MvPolynomial.degreeOf_one, max_eq_left (Nat.zero_le _)] apply (MvPolynomial.degreeOf_prod_le _ _ _).trans apply Finset.sum_le_sum intro j _ have hd := MvPolynomial.degreeOf_add_le l (X (f j) : MvPolynomial L ℝ) 1 simpa only [MvPolynomial.degreeOf_one, MvPolynomial.degreeOf_X, eq_comm, max_eq_left (Nat.zero_le _)] using hd omit [Fintype L] [DecidableEq L] [Fintype J] in theorem pathExpansion_eval (S : Finset J) (f : J → L) (t : ℝ) : MvPolynomial.eval (fun _ => t) (pathExpansion S f) = (1+t)^S.card-1 := by rw [pathExpansion_eq] simp [add_comm] omit [Fintype L] [DecidableEq L] [Fintype J] in theorem pathExpansion_shift (S : Finset J) (f : J → L) : MvPolynomial.aeval (fun l => (X l : MvPolynomial L ℝ)-1) (pathExpansion S f) = (∏ j ∈ S, (X (f j) : MvPolynomial L ℝ))-1 := by rw [pathExpansion_eq] simp /- Combined centered expansion, with the actual same variable on a shared line. -/ def goodExpansion (G : Finset I) (path : I → J → L) : MvPolynomial L ℝ := ∏ i ∈ G, pathExpansion Finset.univ (path i) omit [Fintype L] [DecidableEq I] in theorem goodExpansion_nonneg (G : Finset I) (path : I → J → L) : NonnegCoeffs (goodExpansion G path) := by exact nonnegCoeffs_prod _ _ (fun i _ => pathExpansion_nonneg _ _) omit [Fintype L] [DecidableEq I] in theorem goodExpansion_degree (G : Finset I) (path : I → J → L) (l : L) : (goodExpansion G path).degreeOf l ≤ ∑ i ∈ G, ∑ j : J, if path i j = l then 1 else 0 := by exact (MvPolynomial.degreeOf_prod_le _ _ _).trans (Finset.sum_le_sum (fun _ _ => pathExpansion_degree _ _ _)) omit [Fintype L] [DecidableEq L] [DecidableEq I] in theorem goodExpansion_eval (G : Finset I) (path : I → J → L) (t : ℝ) : MvPolynomial.eval (fun _ => t) (goodExpansion G path) = ((1+t)^Fintype.card J-1)^G.card := by simp [goodExpansion, pathExpansion_eval] /- Uniform estimate for (1+C*x)^b-1, retaining one small factor per particle. -/ theorem centered_power_le (C x : ℝ) (hC : 0 ≤ C) (hx : 0 ≤ x) (hx1 : x ≤ 1) (b : ℕ) : (1+C*x)^b-1 ≤ ((1+C)^b-1)*x := by induction b with | zero => simp | succ b ih => have hCx : 0 ≤ C*x := mul_nonneg hC hx have hb : 1 ≤ (1+C)^b := one_le_pow₀ (by linarith) have hsmall : C*x ≤ C := mul_le_of_le_one_right hC hx1 have hmul := mul_le_mul_of_nonneg_right ih (by linarith : 0 ≤ 1+C*x) have her : ((1+C)^b-1)*x*(1+C*x) ≤ ((1+C)^b-1)*x*(1+C) := by exact mul_le_mul_of_nonneg_left (by linarith) (mul_nonneg (by linarith) hx) rw [pow_succ, pow_succ] nlinarith omit [Fintype L] [DecidableEq L] [DecidableEq I] in theorem goodExpansion_eval_le (G : Finset I) (path : I → J → L) (C x : ℝ) (hC : 0 ≤ C) (hx : 0 ≤ x) (hx1 : x ≤ 1) : MvPolynomial.eval (fun _ => C*x) (goodExpansion G path) ≤ (1+C)^(Fintype.card J*G.card) * x^G.card := by rw [goodExpansion_eval] have h1 : 1 ≤ (1+C*x)^Fintype.card J := one_le_pow₀ (by nlinarith) have he := centered_power_le C x hC hx hx1 (Fintype.card J) have hu : ((1+C)^Fintype.card J-1)*x ≤ (1+C)^Fintype.card J*x := by nlinarith calc _ ≤ ((1+C)^Fintype.card J*x)^G.card := pow_le_pow_left₀ (sub_nonneg.mpr h1) (he.trans hu) _ _ = _ := by rw [mul_pow, ← pow_mul] /- Core shared-line estimate behind source (10), before inserting the actual gamma moments. Each line degree is limited by the count of good trajectories through it, and each good path supplies a factor sqrt(eta). -/ omit [DecidableEq I] in theorem goodExpansion_moment_le (m : L → ℕ → ℝ) (hm : ∀ l, m l 0 = 1) (r : L → ℕ) (G : Finset I) (path : I → J → L) (C x : ℝ) (hC : 0 ≤ C) (hx : 0 ≤ x) (hx1 : x ≤ 1) (hb : ∀ l u, u ≤ (∑ i ∈ G, ∑ j : J, if path i j = l then 1 else 0) → |lineCenteredMoment m l (r l) u| ≤ C^(r l) * (C*x)^u) : |shiftedMoment m r (goodExpansion G path)| ≤ C^(∑ l, r l) * (1+C)^(Fintype.card J*G.card) * x^G.card := by have he := shiftedMoment_abs_le_eval m hm r (goodExpansion G path) (goodExpansion_nonneg G path) C (C*x) (by intro d hd l exact hb l (d l) ((MvPolynomial.monomial_le_degreeOf l hd).trans (goodExpansion_degree G path l))) exact he.trans ((mul_le_mul_of_nonneg_left (goodExpansion_eval_le G path C x hC hx hx1) (pow_nonneg hC _)).trans_eq (by ring)) end CoordinateSweeps.MomentExpansion namespace CoordinateSweeps.MomentExpansion variable {L : Type*} [Fintype L] [DecidableEq L] variable {I J : Type*} [DecidableEq I] [Fintype J] [DecidableEq J] def incidenceCount (A : Finset I) (path : I → J → L) (l : L) : ℕ := ∑ i ∈ A, ∑ j : J, if path i j = l then 1 else 0 /- A monomial counts line uses, including simultaneous uses by distinct paths. -/ omit [DecidableEq I] [DecidableEq J] in theorem tensorMoment_path_monomial (m : L → ℕ → ℝ) (r : L → ℕ) (A : Finset I) (path : I → J → L) : tensorMoment m ((∏ l, (X l : MvPolynomial L ℝ)^r l) * ∏ i ∈ A, ∏ j : J, X (path i j)) = ∏ l, m l (r l+incidenceCount A path l) := by have hr : (∏ l, (X l : MvPolynomial L ℝ)^r l) = monomial (∑ l, Finsupp.single l (r l)) 1 := by rw [MvPolynomial.monomial_sum_one] apply Finset.prod_congr rfl intro l _ exact X_pow_eq_monomial have hp : (∏ i ∈ A, ∏ j : J, (X (path i j) : MvPolynomial L ℝ)) = monomial (∑ i ∈ A, ∑ j : J, Finsupp.single (path i j) 1) 1 := by rw [MvPolynomial.monomial_sum_one] apply Finset.prod_congr rfl intro i _ rw [MvPolynomial.monomial_sum_one] rfl rw [hr, hp, MvPolynomial.monomial_mul_monomial, one_mul, tensorMoment_monomial, one_mul] apply Finset.prod_congr rfl intro l _ congr 1 simp [incidenceCount, Finsupp.single_apply, eq_comm] /- Exact alternation identity. The summation set is the omitted subset of good particles, so its sign is (-1)^|A|. This is source (10)'s inside-expectation formula, with all shared-line correlations retained by the linear functional. -/ theorem shiftedMoment_goodExpansion_eq (m : L → ℕ → ℝ) (r : L → ℕ) (G : Finset I) (path : I → J → L) : shiftedMoment m r (goodExpansion G path) = ∑ A ∈ G.powerset, (-1 : ℝ)^A.card * ∏ l, m l (r l+incidenceCount (G\A) path l) := by unfold shiftedMoment simp only [LinearMap.comp_apply, AlgHom.toLinearMap_apply, LinearMap.mulLeft_apply, goodExpansion, map_prod, pathExpansion_shift] rw [Finset.prod_sub, Finset.mul_sum, map_sum] apply Finset.sum_congr rfl intro A _ simp only [Finset.prod_const_one, mul_one] have he : (∏ l, (X l : MvPolynomial L ℝ)^r l) * ((-1 : MvPolynomial L ℝ)^A.card * ∏ i ∈ G\A, ∏ j : J, X (path i j)) = (-1 : ℝ)^A.card • ((∏ l, (X l : MvPolynomial L ℝ)^r l) * ∏ i ∈ G\A, ∏ j : J, X (path i j)) := by rw [Algebra.smul_def, map_pow, map_neg, map_one] ring rw [he, map_smul, tensorMoment_path_monomial, smul_eq_mul] end CoordinateSweeps.MomentExpansion /- Gamma-moment support. -/ /- The analytic light-line obligation 04-sparse.tex (11). The distribution is exactly Mathlib's Gamma(shape, unit rate), not an assumed random variable. -/ noncomputable section open MeasureTheory ProbabilityTheory Real Set Filter open scoped ENNReal NNReal BigOperators namespace CoordinateSweeps theorem integral_gamma_eq {a r : ℝ} (ha : 0 < a) (hr : 0 < r) (f : ℝ → ℝ) : (∫ x, f x ∂gammaMeasure a r) = ∫ x in Ioi 0, (r^a / Gamma a * x^(a-1) * exp (-(r*x))) * f x := by rw [gammaMeasure] change (∫ x, f x ∂volume.withDensity (fun x => ENNReal.ofReal (gammaPDFReal a r x))) = _ rw [integral_withDensity_eq_integral_toReal_smul ((measurable_gammaPDFReal a r).ennreal_ofReal) (ae_of_all _ (fun _ => ENNReal.ofReal_lt_top))] simp only [ENNReal.toReal_ofReal (gammaPDFReal_nonneg ha hr _), smul_eq_mul] have he : (fun x => gammaPDFReal a r x * f x) = (Ici 0).indicator (fun x => (r^a / Gamma a * x^(a-1) * exp (-(r*x))) * f x) := by funext x by_cases hx : 0 ≤ x <;> simp [gammaPDFReal, hx, indicator_of_mem, indicator_of_notMem] rw [he, integral_indicator measurableSet_Ici, integral_Ici_eq_integral_Ioi] theorem gamma_mgf {a t : ℝ} (ha : 0 < a) (ht : t < 1) : (∫ x, exp (t*x) ∂gammaMeasure a 1) = (1/(1-t))^a := by rw [integral_gamma_eq ha zero_lt_one] simp only [one_rpow, one_mul] have he : (fun x : ℝ => (1 / Gamma a * x^(a-1) * exp (-x)) * exp (t*x)) = fun x => (1 / Gamma a) * (x^(a-1) * exp (-((1-t)*x))) := by funext x rw [mul_assoc, mul_assoc, ← exp_add] congr 3 ring rw [he, integral_const_mul, integral_rpow_mul_exp_neg_mul_Ioi ha (sub_pos.mpr ht)] field_simp [(Gamma_pos_of_pos ha).ne'] theorem gamma_mgf_integrable {a t : ℝ} (ha : 0 < a) (ht : t < 1) : Integrable (fun x => exp (t*x)) (gammaMeasure a 1) := by apply Integrable.of_integral_ne_zero rw [gamma_mgf ha ht] exact (rpow_pos_of_pos (one_div_pos.mpr (sub_pos.mpr ht)) _).ne' theorem gamma_centered_mgf {a t : ℝ} (ha : 0 < a) (ht : t < 1) : (∫ x, exp (t*(x-a)) ∂gammaMeasure a 1) = exp (a*(-t-log (1-t))) := by have he : (fun x => exp (t*(x-a))) = fun x => exp (-t*a) * exp (t*x) := by funext x rw [← exp_add] congr 1 ring rw [he, integral_const_mul, gamma_mgf ha ht, rpow_def_of_pos (one_div_pos.mpr (sub_pos.mpr ht)), ← exp_add, one_div, log_inv] congr 1 ring theorem gamma_centered_mgf_integrable {a t : ℝ} (ha : 0 < a) (ht : t < 1) : Integrable (fun x => exp (t*(x-a))) (gammaMeasure a 1) := by apply Integrable.of_integral_ne_zero rw [gamma_centered_mgf ha ht] exact (exp_pos _).ne' theorem log_mgf_bound {t : ℝ} (ht : |t| ≤ 1/2) : -t - log (1-t) ≤ 2*t^2 := by have ht1 : |t| < 1 := by linarith have hh := abs_log_sub_add_sum_range_le ht1 1 norm_num at hh have hb : |t|^2 / (1-|t|) ≤ 2*t^2 := by apply (div_le_iff₀ (by linarith : 0 < 1-|t|)).mpr rw [sq_abs] nlinarith [sq_nonneg t] rw [sq_abs] at hb have hl := neg_le_abs (t + log (1-t)) linarith theorem gamma_centered_mgf_le {a t : ℝ} (ha : 0 < a) (ht : |t| ≤ 1/2) : (∫ x, exp (t*(x-a)) ∂gammaMeasure a 1) ≤ exp (2*a*t^2) := by rw [gamma_centered_mgf ha (by have := le_abs_self t; linarith)] apply exp_le_exp.mpr nlinarith [mul_le_mul_of_nonneg_left (log_mgf_bound ht) ha.le] /- Pointwise exponential domination, used to obtain the actual centered moments without a separate probabilistic Chernoff axiom. -/ theorem abs_pow_le_exp_sum (x : ℝ) (u : ℕ) {t : ℝ} (ht : 0 < t) : |x|^u ≤ ((u : ℝ)/t)^u * (exp (t*x) + exp (-t*x)) := by have hp := rpow_abs_le_mul_max_exp_of_pos x (Nat.cast_nonneg u) ht rw [rpow_natCast, rpow_natCast] at hp apply hp.trans apply mul_le_mul_of_nonneg_left _ (by positivity) exact max_le (le_add_of_nonneg_right (exp_nonneg _)) (le_add_of_nonneg_left (exp_nonneg _)) theorem abs_pow_integrable {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {X : Ω → ℝ} (hX : AEMeasurable X μ) (u : ℕ) {t : ℝ} (ht : 0 < t) (hp : Integrable (fun x => exp (t * X x)) μ) (hn : Integrable (fun x => exp (-t * X x)) μ) : Integrable (fun x => |X x|^u) μ := by apply ((hp.add hn).const_mul (((u : ℝ)/t)^u)).mono' · exact (hX.abs.pow_const u).aestronglyMeasurable · filter_upwards [] with x simpa only [Real.norm_eq_abs, abs_pow, abs_abs, Pi.add_apply] using abs_pow_le_exp_sum (X x) u ht theorem abs_pow_integral_le {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {X : Ω → ℝ} (hX : AEMeasurable X μ) (u : ℕ) {t : ℝ} (ht : 0 < t) (hp : Integrable (fun x => exp (t * X x)) μ) (hn : Integrable (fun x => exp (-t * X x)) μ) : (∫ x, |X x|^u ∂μ) ≤ ((u : ℝ)/t)^u * ((∫ x, exp (t*X x) ∂μ) + (∫ x, exp (-t*X x) ∂μ)) := by calc _ ≤ ∫ x, ((u : ℝ)/t)^u * (exp (t*X x) + exp (-t*X x)) ∂μ := integral_mono (abs_pow_integrable hX u ht hp hn) ((hp.add hn).const_mul _) (fun x => abs_pow_le_exp_sum (X x) u ht) _ = _ := by rw [integral_const_mul, integral_add hp hn] /- A centered gamma moment in the range needed by every light line. -/ theorem gamma_abs_centered_moment_le {a : ℝ} (ha : 0 < a) {u : ℕ} (hu : 1 ≤ u) (hua : 4*(u : ℝ) ≤ a) : (∫ x, |x-a|^u ∂gammaMeasure a 1) ≤ (2 * exp 2 * Real.sqrt (a*u))^u := by let t := Real.sqrt ((u : ℝ)/a) have hu0 : (0 : ℝ) < u := by exact_mod_cast hu have ht : 0 < t := Real.sqrt_pos.mpr (div_pos hu0 ha) have ht2 : t^2 = (u : ℝ)/a := Real.sq_sqrt (by positivity) have ht_half : t ≤ 1/2 := by have hh : (u : ℝ)/a ≤ 1/4 := (div_le_iff₀ ha).mpr (by linarith) nlinarith have htab : |t| ≤ 1/2 := by rw [abs_of_pos ht]; exact ht_half have hp := gamma_centered_mgf_integrable ha (show t < 1 by linarith) have hn := gamma_centered_mgf_integrable ha (show -t < 1 by linarith) have hh := abs_pow_integral_le (X := fun x : ℝ => x-a) (by fun_prop) u ht hp hn have hplus := gamma_centered_mgf_le ha htab have hminus := gamma_centered_mgf_le ha (t := -t) (by simpa only [abs_neg] using htab) have hat : a*t^2 = (u : ℝ) := by rw [ht2]; field_simp have hratio : (u : ℝ)/t = Real.sqrt (a*u) := by have ht0 : t ≠ 0 := ht.ne' have he : (u : ℝ)/t * ((u : ℝ)/t) = a*u := by field_simp nlinarith [hat] have hs := Real.sq_sqrt (show 0 ≤ a*(u : ℝ) by positivity) have hr : 0 ≤ (u : ℝ)/t := by positivity nlinarith [he, Real.sqrt_nonneg (a*u)] calc _ ≤ ((u : ℝ)/t)^u * (exp (2*a*t^2) + exp (2*a*(-t)^2)) := hh.trans (mul_le_mul_of_nonneg_left (add_le_add hplus hminus) (by positivity)) _ = 2 * (exp 2 * Real.sqrt (a*u))^u := by rw [hratio, neg_sq] have he : 2*a*t^2 = 2*(u : ℝ) := by nlinarith [hat] rw [he, mul_comm (2 : ℝ) (u : ℝ), exp_nat_mul, mul_pow] ring _ ≤ (2 * exp 2 * Real.sqrt (a*u))^u := by have htwo : (2 : ℝ) ≤ 2^u := by simpa using (pow_le_pow_right₀ (by norm_num : (1 : ℝ) ≤ 2) hu) calc _ ≤ 2^u * (exp 2 * Real.sqrt (a*u))^u := mul_le_mul_of_nonneg_right htwo (by positivity) _ = _ := by rw [← mul_pow]; congr 1; ring /- No restriction at the density's null endpoint is needed. -/ theorem integral_gamma_congr {a r : ℝ} (ha : 0 < a) (hr : 0 < r) {f g : ℝ → ℝ} (hfg : ∀ x, 0 < x → f x = g x) : (∫ x, f x ∂gammaMeasure a r) = ∫ x, g x ∂gammaMeasure a r := by rw [integral_gamma_eq ha hr, integral_gamma_eq ha hr] apply setIntegral_congr_fun measurableSet_Ioi intro x hx dsimp only rw [hfg x hx] /- The exact inverse-power density tilt used, with all gamma laws concrete. -/ theorem gamma_inverse_tilt {a m : ℝ} (k : ℕ) (hak : (k : ℝ) < a) (f : ℝ → ℝ) : (∫ x, (m/x)^k * f x ∂gammaMeasure a 1) = (m^k * Gamma (a-k) / Gamma a) * (∫ x, f x ∂gammaMeasure (a-k) 1) := by have ha : 0 < a := lt_of_le_of_lt (Nat.cast_nonneg k) hak have ha' : 0 < a-k := sub_pos.mpr hak rw [integral_gamma_eq ha zero_lt_one, integral_gamma_eq ha' zero_lt_one, ← integral_const_mul] apply setIntegral_congr_fun measurableSet_Ioi intro x hx dsimp only have hx0 : x ≠ 0 := ne_of_gt hx have hp : x^(a-1) = x^((a-k)-1) * x^k := by rw [← rpow_natCast x k, ← rpow_add hx] congr 1 ring rw [hp] simp only [one_rpow, one_mul, div_pow] field_simp [(Gamma_pos_of_pos ha').ne', (Gamma_pos_of_pos ha).ne', hx0] /- The gamma-ratio is the exact falling factorial, not an asymptotic. -/ theorem gamma_ratio_descFactorial {n k : ℕ} (hk : k ≤ n) : Gamma ((n : ℝ)+1-k) / Gamma ((n : ℝ)+1) = (n.descFactorial k : ℝ)⁻¹ := by have he : (n : ℝ)+1-k = (n-k : ℕ)+1 := by rw [Nat.cast_sub hk]; ring rw [he, Gamma_nat_eq_factorial, Gamma_nat_eq_factorial] have hh : ((n-k).factorial : ℝ) * (n.descFactorial k : ℝ) = n.factorial := by exact_mod_cast Nat.factorial_mul_descFactorial hk have hnp : (n.factorial : ℝ) ≠ 0 := by positivity have hdp : (n.descFactorial k : ℝ) ≠ 0 := by exact_mod_cast (Nat.descFactorial_pos.mpr hk).ne' field_simp exact hh /- The first equality of manuscript (11). -/ theorem gamma_light_line_identity {m h u v : ℕ} (hm : 0 < m) (huv : h+u+v ≤ m) : (∫ x, ((m : ℝ)/x)^v * |(m : ℝ)/x-1|^u ∂gammaMeasure ((m-h : ℕ)+1) 1) = ((m : ℝ)^(u+v) / ((m-h).descFactorial (u+v) : ℝ)) * (∫ x, |1-x/(m : ℝ)|^u ∂gammaMeasure ((m-h : ℕ)+1-(u+v : ℕ)) 1) := by have hh : h ≤ m := by omega have hk : u+v ≤ m-h := by omega have ha : (0 : ℝ) < (m-h : ℕ)+1 := by positivity have hak : ((u+v : ℕ) : ℝ) < (m-h : ℕ)+1 := by exact_mod_cast (by omega : u+v < m-h+1) have he := integral_gamma_congr ha zero_lt_one (f := fun x => ((m : ℝ)/x)^v * |(m : ℝ)/x-1|^u) (g := fun x => ((m : ℝ)/x)^(u+v) * |1-x/(m : ℝ)|^u) (by intro x hx have hm0 : (m : ℝ) ≠ 0 := by exact_mod_cast hm.ne' have hx0 : x ≠ 0 := hx.ne' have hz : (m : ℝ)/x-1 = ((m : ℝ)/x)*(1-x/(m : ℝ)) := by field_simp rw [hz, abs_mul, abs_of_pos (div_pos (by exact_mod_cast hm) hx), mul_pow, pow_add] ring) rw [he, gamma_inverse_tilt (u+v) hak] rw [mul_div_assoc, gamma_ratio_descFactorial hk, ← div_eq_mul_inv] /- Scale and bias estimate for the tilted gamma law. -/ theorem gamma_normalized_moment_le {a m η : ℝ} (ha : 0 < a) (hm : 0 < m) (hη : 0 ≤ η) (hη1 : η ≤ 1) {u : ℕ} (hu : 1 ≤ u) (hua : 4*(u : ℝ) ≤ a) (ham : a ≤ m) (huη : (u : ℝ) ≤ m*η) (hbias : |1-a/m| ≤ η) : (∫ x, |1-x/m|^u ∂gammaMeasure a 1) ≤ (8 * exp 2 * Real.sqrt η)^u := by let : IsProbabilityMeasure (gammaMeasure a 1) := isProbabilityMeasure_gammaMeasure ha zero_lt_one have hu0 : (0 : ℝ) ≤ u := Nat.cast_nonneg u have hηsqrt : η ≤ Real.sqrt η := by have hs := Real.sq_sqrt hη nlinarith [Real.sqrt_nonneg η] have hcenter : Integrable (fun x : ℝ => |x-a|^u) (gammaMeasure a 1) := abs_pow_integrable (by fun_prop) u (t := 1/4) (by norm_num) (gamma_centered_mgf_integrable ha (by norm_num)) (gamma_centered_mgf_integrable ha (by norm_num)) have hratio : Real.sqrt (a*u)/m ≤ Real.sqrt η := by apply (div_le_iff₀ hm).mpr have hs := Real.sq_sqrt (show 0 ≤ a*(u : ℝ) by positivity) have hsη := Real.sq_sqrt hη have hp : a*(u : ℝ) ≤ m^2*η := by nlinarith [mul_le_mul_of_nonneg_right ham hu0, mul_le_mul_of_nonneg_left huη hm.le] have hsq : (Real.sqrt η*m)^2 = m^2*η := by nlinarith [hsη] nlinarith [Real.sqrt_nonneg (a*u), mul_nonneg (Real.sqrt_nonneg η) hm.le] let B := 2 * exp 2 * Real.sqrt η have he1 : (1 : ℝ) ≤ exp 2 := one_le_exp_iff.mpr (by norm_num) have hB : 0 ≤ B := by dsimp [B]; positivity have hsB : Real.sqrt η ≤ B := by dsimp [B]; nlinarith [Real.sqrt_nonneg η] have hcB : (2*exp 2*Real.sqrt (a*u))/m ≤ B := by calc _ = (2*exp 2)*(Real.sqrt (a*u)/m) := by ring _ ≤ B := mul_le_mul_of_nonneg_left hratio (by positivity) have hmoment : (m^u)⁻¹ * (∫ x, |x-a|^u ∂gammaMeasure a 1) ≤ B^u := by calc _ ≤ (m^u)⁻¹ * (2*exp 2*Real.sqrt (a*u))^u := mul_le_mul_of_nonneg_left (gamma_abs_centered_moment_le ha hu hua) (by positivity) _ = ((2*exp 2*Real.sqrt (a*u))/m)^u := by rw [div_pow]; ring _ ≤ B^u := pow_le_pow_left₀ (by positivity) hcB u have hgint : Integrable (fun x : ℝ => (2 : ℝ)^u * ((Real.sqrt η)^u + (m^u)⁻¹ * |x-a|^u)) (gammaMeasure a 1) := ((integrable_const _).add (hcenter.const_mul _)).const_mul _ have hpt (x : ℝ) : |1-x/m|^u ≤ (2 : ℝ)^u * ((Real.sqrt η)^u + (m^u)⁻¹ * |x-a|^u) := by have hde : 1-x/m = (1-a/m) + (-(x-a))/m := by ring have hh : |1-x/m| ≤ Real.sqrt η + |x-a|/m := by rw [hde] apply (abs_add_le _ _).trans rw [abs_div, abs_neg, abs_of_pos hm] exact add_le_add (hbias.trans hηsqrt) le_rfl calc _ ≤ (Real.sqrt η + |x-a|/m)^u := pow_le_pow_left₀ (abs_nonneg _) hh u _ ≤ 2^(u-1) * ((Real.sqrt η)^u + (|x-a|/m)^u) := add_pow_le (Real.sqrt_nonneg _) (by positivity) u _ ≤ 2^u * ((Real.sqrt η)^u + (|x-a|/m)^u) := by apply mul_le_mul_of_nonneg_right _ (by positivity) exact pow_le_pow_right₀ (by norm_num) (Nat.sub_le _ _) _ = _ := by rw [div_pow]; ring calc _ ≤ ∫ x, (2 : ℝ)^u * ((Real.sqrt η)^u + (m^u)⁻¹ * |x-a|^u) ∂gammaMeasure a 1 := integral_mono_of_nonneg (ae_of_all _ (fun _ => by positivity)) hgint (ae_of_all _ hpt) _ = 2^u * ((Real.sqrt η)^u + (m^u)⁻¹ * (∫ x, |x-a|^u ∂gammaMeasure a 1)) := by rw [integral_const_mul, integral_add (integrable_const _) (hcenter.const_mul _), integral_const, integral_const_mul] simp _ ≤ 2^u * (B^u + B^u) := by apply mul_le_mul_of_nonneg_left _ (by positivity) exact add_le_add (pow_le_pow_left₀ (Real.sqrt_nonneg _) hsB _) hmoment _ ≤ (8*exp 2*Real.sqrt η)^u := by have htwo : (2 : ℝ) ≤ 2^u := by simpa using (pow_le_pow_right₀ (by norm_num : (1 : ℝ) ≤ 2) hu) calc _ = 2^u * 2 * B^u := by ring _ ≤ 2^u * 2^u * B^u := by gcongr _ = (8*exp 2*Real.sqrt η)^u := by rw [← mul_pow, ← mul_pow] congr 1 dsimp [B] ring /- Uniform bound for the inverse-gamma prefactor, a light line cannot have more than half of its sites assigned. -/ theorem light_prefactor_le {m h k : ℕ} (hm : 0 < m) (hk : 2*(h+k) ≤ m) : (m : ℝ)^k / ((m-h).descFactorial k : ℝ) ≤ 2^k := by have hkm : k ≤ m-h := by omega have hpos : (0 : ℝ) < (m-h).descFactorial k := by exact_mod_cast Nat.descFactorial_pos.mpr hkm apply (div_le_iff₀ hpos).mpr rw [Nat.descFactorial_eq_prod_range, Nat.cast_prod] calc (m : ℝ)^k = ∏ j ∈ Finset.range k, (m : ℝ) := by simp _ ≤ ∏ j ∈ Finset.range k, (2 : ℝ)*(m-h-j : ℕ) := by apply Finset.prod_le_prod₀ · intro _ _; positivity · intro j hj have hjk := Finset.mem_range.mp hj have hjm : j ≤ m-h := by omega rw [Nat.cast_sub hjm, Nat.cast_sub (show h ≤ m by omega)] have hn : (2 : ℝ)*(h+k) ≤ m := by exact_mod_cast hk have hjr : (j : ℝ) ≤ k := by exact_mod_cast (by omega : j ≤ k) nlinarith _ = 2^k * ∏ j ∈ Finset.range k, ((m-h-j : ℕ) : ℝ) := by rw [Finset.prod_mul_distrib] simp /- The light-line estimate (11), with an explicit absolute constant. -/ theorem gamma_light_line_bound {m h u v : ℕ} (hm : 0 < m) {η : ℝ} (hη : 0 ≤ η) (hηsmall : η ≤ 1/8) (hlight : ((h+u+v : ℕ) : ℝ) ≤ (m : ℝ)*η) : (∫ x, ((m : ℝ)/x)^v * |(m : ℝ)/x-1|^u ∂gammaMeasure ((m-h : ℕ)+1) 1) ≤ (16 * exp 2)^(u+v) * (Real.sqrt η)^u := by have hm0 : (0 : ℝ) < m := by exact_mod_cast hm have hmne : (m : ℝ) ≠ 0 := hm0.ne' have htot : ((h+u+v : ℕ) : ℝ) ≤ (m : ℝ)/8 := by nlinarith [mul_le_mul_of_nonneg_left hηsmall hm0.le] have ht : h+u+v ≤ m := by exact_mod_cast (show ((h+u+v : ℕ) : ℝ) ≤ (m : ℝ) by linarith) have ht2 : 2*(h+(u+v)) ≤ m := by have hh : (2 : ℝ)*(h+u+v) ≤ m := by push_cast at htot; linarith simpa only [Nat.add_assoc] using (show 2*(h+u+v) ≤ m by exact_mod_cast hh) have hh : h ≤ m := by omega let a : ℝ := (m-h : ℕ)+1-(u+v : ℕ) have hae : a = (m : ℝ)-(h+u+v : ℕ)+1 := by dsimp [a] rw [Nat.cast_sub hh] push_cast ring have ha : 0 < a := by rw [hae]; linarith have hnorm : (∫ x, |1-x/(m : ℝ)|^u ∂gammaMeasure a 1) ≤ (8 * exp 2 * Real.sqrt η)^u := by by_cases hu : u = 0 · subst u let : IsProbabilityMeasure (gammaMeasure a 1) := isProbabilityMeasure_gammaMeasure ha zero_lt_one simp · have hu1 : 1 ≤ u := by omega have huS : (u : ℝ) ≤ (h+u+v : ℕ) := by exact_mod_cast (by omega : u ≤ h+u+v) have hS1 : (1 : ℝ) ≤ (h+u+v : ℕ) := by exact_mod_cast (by omega : 1 ≤ h+u+v) have hua : 4*(u : ℝ) ≤ a := by rw [hae]; linarith have ham : a ≤ m := by rw [hae]; linarith apply gamma_normalized_moment_le ha hm0 hη (by linarith) hu1 hua ham (huS.trans hlight) have he : 1-a/(m : ℝ) = ((m : ℝ)-a)/m := by field_simp rw [he, abs_of_nonneg (div_nonneg (sub_nonneg.mpr ham) hm0.le)] apply (div_le_iff₀ hm0).mpr rw [hae] linarith rw [gamma_light_line_identity hm ht] have hpre := light_prefactor_le hm ht2 change _ * (∫ x, |1-x/(m : ℝ)|^u ∂gammaMeasure a 1) ≤ _ calc _ ≤ (2 : ℝ)^(u+v) * (8 * exp 2 * Real.sqrt η)^u := by apply mul_le_mul hpre hnorm · exact integral_nonneg (fun _ => by positivity) · positivity _ = 2^(u+v) * (8*exp 2)^u * (Real.sqrt η)^u := by rw [mul_pow]; ring _ ≤ 2^(u+v) * (8*exp 2)^(u+v) * (Real.sqrt η)^u := by have hC : (1 : ℝ) ≤ 8*exp 2 := by nlinarith [one_le_exp_iff.mpr (show (0 : ℝ) ≤ 2 by norm_num)] have hp := pow_le_pow_right₀ hC (Nat.le_add_right u v) exact mul_le_mul_of_nonneg_right (mul_le_mul_of_nonneg_left hp (by positivity)) (by positivity) _ = (16 * exp 2)^(u+v) * (Real.sqrt η)^u := by rw [← mul_pow] congr 2 ring /- Exactly the power convention printed in manuscript (11). -/ theorem gamma_light_line_bound_rpow {m h u v : ℕ} (hm : 0 < m) {η : ℝ} (hη : 0 ≤ η) (hηsmall : η ≤ 1/8) (hlight : ((h+u+v : ℕ) : ℝ) ≤ (m : ℝ)*η) : (∫ x, ((m : ℝ)/x)^v * |(m : ℝ)/x-1|^u ∂gammaMeasure ((m-h : ℕ)+1) 1) ≤ (16 * exp 2)^(u+v) * η^((u : ℝ)/2) := by have he : (Real.sqrt η)^u = η^((u : ℝ)/2) := by rw [Real.sqrt_eq_rpow, ← Real.rpow_natCast (η^(1/2 : ℝ)) u, ← Real.rpow_mul hη] congr 1 ring simpa only [he] using gamma_light_line_bound hm hη hηsmall hlight end CoordinateSweeps namespace CoordinateSweeps.MomentExpansion open MeasureTheory ProbabilityTheory Real /- Source light-line factorial moment, with its exact finite-population shift. -/ def fallingMoment (m h n : ℕ) : ℝ := (m : ℝ)^n / ((m-h).descFactorial n : ℝ) @[simp] theorem fallingMoment_zero (m h : ℕ) : fallingMoment m h 0 = 1 := by simp [fallingMoment] /- The algebraic moment is the ACTUAL inverse-gamma moment in every used degree. -/ theorem fallingMoment_eq_integral {m h n : ℕ} (hn : n ≤ m-h) : fallingMoment m h n = ∫ x, ((m : ℝ)/x)^n ∂gammaMeasure ((m-h : ℕ)+1) 1 := by have hak : (n : ℝ) < (m-h : ℕ)+1 := by exact_mod_cast (by omega : n < m-h+1) have ha : (0 : ℝ) < (m-h : ℕ)+1-n := by linarith let : IsProbabilityMeasure (gammaMeasure ((m-h : ℕ)+1-n) 1) := isProbabilityMeasure_gammaMeasure ha zero_lt_one have he := gamma_inverse_tilt (m := (m : ℝ)) n hak (fun _ => (1 : ℝ)) simp only [mul_one, integral_const, Measure.real, measure_univ, ENNReal.toReal_one, smul_eq_mul, mul_div_assoc, gamma_ratio_descFactorial hn] at he simpa only [fallingMoment, div_eq_mul_inv] using he.symm theorem fallingMoment_integrable {m h n : ℕ} (hm : 0 < m) (hn : n ≤ m-h) : Integrable (fun x => ((m : ℝ)/x)^n) (gammaMeasure ((m-h : ℕ)+1) 1) := by apply Integrable.of_integral_ne_zero rw [← fallingMoment_eq_integral hn] apply ne_of_gt unfold fallingMoment exact div_pos (pow_pos (by exact_mod_cast hm) _) (by exact_mod_cast Nat.descFactorial_pos.mpr hn) /- Centered finite differences collect all occurrences of the SAME line. -/ theorem fallingCenteredMoment_eq_integral {L : Type*} (m h : L → ℕ) (l : L) (hm : 0 < m l) (v u : ℕ) (huv : v+u ≤ m l-h l) : lineCenteredMoment (fun l => fallingMoment (m l) (h l)) l v u = ∫ x, ((m l : ℝ)/x)^v * ((m l : ℝ)/x-1)^u ∂gammaMeasure ((m l-h l : ℕ)+1) 1 := by have he (a : ℕ) (ha : a ∈ Finset.range (u+1)) : v+a ≤ m l-h l := by simp only [Finset.mem_range] at ha; omega have hi (a : ℕ) (ha : a ∈ Finset.range (u+1)) : Integrable (fun x => (-1 : ℝ)^(a+u) * (u.choose a : ℝ) * ((m l : ℝ)/x)^(v+a)) (gammaMeasure ((m l-h l : ℕ)+1) 1) := (fallingMoment_integrable hm (he a ha)).const_mul _ unfold lineCenteredMoment have hs : (∑ a ∈ Finset.range (u+1), (-1 : ℝ)^(a+u) * (u.choose a : ℝ) * fallingMoment (m l) (h l) (v+a)) = ∫ x, ∑ a ∈ Finset.range (u+1), (-1 : ℝ)^(a+u) * (u.choose a : ℝ) * ((m l : ℝ)/x)^(v+a) ∂gammaMeasure ((m l-h l : ℕ)+1) 1 := by rw [integral_finsetSum _ hi] apply Finset.sum_congr rfl intro a ha rw [integral_const_mul, ← fallingMoment_eq_integral (he a ha)] rw [hs] congr 1 funext x rw [sub_pow, Finset.mul_sum] apply Finset.sum_congr rfl intro a _ rw [pow_add] ring /- Source (11) now applies directly to the exact finite-difference moment. The gamma centered bound already existed; this bridge to Q's required moments is new. -/ theorem fallingCenteredMoment_abs_le {L : Type*} (m h : L → ℕ) (l : L) (hm : 0 < m l) (v u : ℕ) {η : ℝ} (hη : 0 ≤ η) (hηsmall : η ≤ 1/8) (hlight : ((h l+u+v : ℕ) : ℝ) ≤ (m l : ℝ)*η) : |lineCenteredMoment (fun l => fallingMoment (m l) (h l)) l v u| ≤ (16 * exp 2)^v * ((16 * exp 2)*Real.sqrt η)^u := by have huvn : h l+u+v ≤ m l := by have hm0 : (0 : ℝ) ≤ m l := Nat.cast_nonneg _ have ht : (m l : ℝ)*η ≤ m l := mul_le_of_le_one_right hm0 (by linarith) exact_mod_cast hlight.trans ht rw [fallingCenteredMoment_eq_integral m h l hm v u (by omega)] have ha : (0 : ℝ) < (m l-h l : ℕ)+1 := by positivity have he : (∫ x, |((m l : ℝ)/x)^v * ((m l : ℝ)/x-1)^u| ∂gammaMeasure ((m l-h l : ℕ)+1) 1) = ∫ x, ((m l : ℝ)/x)^v * |(m l : ℝ)/x-1|^u ∂gammaMeasure ((m l-h l : ℕ)+1) 1 := by apply integral_gamma_congr ha zero_lt_one intro x hx rw [abs_mul, abs_pow, abs_pow, abs_of_nonneg (div_nonneg (Nat.cast_nonneg _) hx.le)] calc _ ≤ ∫ x, |((m l : ℝ)/x)^v * ((m l : ℝ)/x-1)^u| ∂gammaMeasure ((m l-h l : ℕ)+1) 1 := by simpa only [Real.norm_eq_abs] using norm_integral_le_integral_norm (fun x => ((m l : ℝ)/x)^v * ((m l : ℝ)/x-1)^u) _ = _ := he _ ≤ (16 * exp 2)^(u+v) * (Real.sqrt η)^u := gamma_light_line_bound hm hη hηsmall hlight _ = _ := by rw [pow_add, mul_pow]; ring /- Actual inverse-gamma specialization of the shared-line expansion. -/ theorem goodExpansion_fallingMoment_le {L I J : Type*} [Fintype L] [DecidableEq L] [Fintype J] [DecidableEq J] (m h r : L → ℕ) (hm : ∀ l, 0 < m l) (G : Finset I) (path : I → J → L) {η : ℝ} (hη : 0 ≤ η) (hηsmall : η ≤ 1/8) (hlight : ∀ l, ((h l+r l+(∑ i ∈ G, ∑ j : J, if path i j = l then 1 else 0) : ℕ) : ℝ) ≤ (m l : ℝ)*η) : |shiftedMoment (fun l => fallingMoment (m l) (h l)) r (goodExpansion G path)| ≤ (16 * exp 2)^(∑ l, r l) * (1+16 * exp 2)^(Fintype.card J*G.card) * η^((G.card : ℝ)/2) := by have he := goodExpansion_moment_le (fun l => fallingMoment (m l) (h l)) (fun l => fallingMoment_zero _ _) r G path (16*exp 2) (Real.sqrt η) (by positivity) (Real.sqrt_nonneg _) (by apply (Real.sqrt_le_left (by norm_num : (0 : ℝ) ≤ 1)).mpr linarith) (by intro l u hu apply fallingCenteredMoment_abs_le m h l (hm l) (r l) u hη hηsmall apply le_trans _ (hlight l) exact_mod_cast (show h l+u+r l ≤ h l+r l+∑ i ∈ G, ∑ j : J, if path i j = l then 1 else 0 by omega)) have hs : (Real.sqrt η)^G.card = η^((G.card : ℝ)/2) := by rw [sqrt_eq_rpow, ← rpow_natCast, ← rpow_mul hη] congr 1; ring simpa only [hs] using he end CoordinateSweeps.MomentExpansion end end end end open scoped Matrix.Norms.L2Operator end OAI