import Mathlib import OAI.Probability.SKBarriers.Calculus.ParameterAlgebra namespace OAI section section noncomputable section open scoped BigOperators open MeasureTheory ProbabilityTheory Filter namespace SK.Analytic theorem ParamExpGrowth.weakSmul {P E F : Type} [NormedAddCommGroup P] [NormedAddCommGroup E] [Norm F] [SMul ℝ F] {f : P × E → ℝ} {g : P × E → F} (hf : ParamExpGrowth f) (hg : ParamExpGrowth g) (hn : ∀ z, 0 ≤ ‖g z‖) (hm : ∀ z, ‖f z • g z‖ ≤ ‖f z‖*‖g z‖) : ParamExpGrowth (fun z => f z • g z) := by apply (hf.norm.mul (hg.weakNorm hn)).of_norm_le zero_le_one intro z rw [one_mul,Real.norm_eq_abs,abs_mul,abs_of_nonneg (norm_nonneg (f z)),abs_of_nonneg (hn z)] exact hm z section ParameterProduct variable {P E : Type} [NormedAddCommGroup P] [NormedSpace ℝ P] [NormedAddCommGroup E] [NormedSpace ℝ E] theorem ParamSmooth.mul {f g : P × E → ℝ} (hf : ParamSmooth f) (hg : ParamSmooth g) : ParamSmooth (fun z => f z*g z) := by have hd := hf.1.differentiable (by norm_num) have he := hg.1.differentiable (by norm_num) have hdd := (hf.1.fderiv_right (m := 1) (by norm_num)).differentiable (by norm_num) have hee := (hg.1.fderiv_right (m := 1) (by norm_num)).differentiable (by norm_num) have h₁ : fderiv ℝ (fun z => f z*g z) = fun z => f z • fderiv ℝ g z+g z • fderiv ℝ f z := by funext z exact ((hd z).hasFDerivAt.fun_mul (he z).hasFDerivAt).fderiv have h₂ : fderiv ℝ (fderiv ℝ (fun z => f z*g z)) = fun z => (f z • fderiv ℝ (fderiv ℝ g) z+(fderiv ℝ f z).smulRight (fderiv ℝ g z))+ (g z • fderiv ℝ (fderiv ℝ f) z+(fderiv ℝ g z).smulRight (fderiv ℝ f z)) := by rw [h₁] funext z exact (((hd z).hasFDerivAt.fun_smul (hee z).hasFDerivAt).fun_add ((he z).hasFDerivAt.fun_smul (hdd z).hasFDerivAt)).fderiv refine ⟨hf.1.mul hg.1,hf.2.1.mul hg.2.1,?_,?_⟩ · rw [h₁] exact (hf.2.1.smul hg.2.2.1).add (hg.2.1.smul hf.2.2.1) · rw [h₂] exact ((hf.2.1.weakSmul hg.2.2.2 (fun _ => ContinuousLinearMap.opNorm_nonneg _) (fun _ => ContinuousLinearMap.opNorm_smul_le _ _)).weakAdd (hf.2.2.1.smulRight hg.2.2.1) (fun _ => ContinuousLinearMap.opNorm_add_le _ _)).weakAdd ((hg.2.1.weakSmul hf.2.2.2 (fun _ => ContinuousLinearMap.opNorm_nonneg _) (fun _ => ContinuousLinearMap.opNorm_smul_le _ _)).weakAdd (hg.2.2.1.smulRight hf.2.2.1) (fun _ => ContinuousLinearMap.opNorm_add_le _ _)) (fun _ => ContinuousLinearMap.opNorm_add_le _ _) theorem ParamSmooth.const_mul {f : P × E → ℝ} (hf : ParamSmooth f) (c : ℝ) : ParamSmooth (fun z => c*f z) := (paramSmooth_const c).mul hf theorem ParamSmooth.gaussian_integral {f : P × (E × ℝ) → ℝ} (hf : ParamSmooth f) : ParamSmooth (fun z : P × E => ∫ y, f (z.1,(z.2,y)) ∂gaussianReal 0 1) := by have h := param_gaussian_smooth f hf.1 hf.2.1 hf.2.2.1 hf.2.2.2 exact ⟨h.1,hf.2.1.gaussian_integral,h.2⟩ end ParameterProduct end SK.Analytic end end end end OAI