import Mathlib import OAI.Probability.SKBarriers.Hierarchy.TimeChainSplit namespace OAI section noncomputable section open scoped NNReal Topology BigOperators open MeasureTheory ProbabilityTheory Filter Set namespace SK.Analytic @[simp] theorem chainDuration_append (l r : List (ℝ × ℝ≥0)) : chainDuration (l++r)=chainDuration l+chainDuration r := by simp [chainDuration] theorem TimeChainModels.append {α : ℝ → ℝ} {s : ℝ} {l r : List (ℝ × ℝ≥0)} (hl : TimeChainModels α s l) (hr : TimeChainModels α (s+chainDuration l) r) : TimeChainModels α s (l++r) := by induction l generalizing s with | nil => simpa only [chainDuration_nil,NNReal.coe_zero,add_zero,List.nil_append] using hr | cons p l ih => rcases p with ⟨m,t⟩ rcases hl with ⟨hc,hl⟩ exact ⟨hc,ih hl (by simpa only [chainDuration_cons,NNReal.coe_add,add_assoc] using hr)⟩ def partitionTimeChain (n : ℕ) (q : Fin (n+1) → ℝ) (hq : Monotone q) (m : Fin n → ℝ) : List (ℝ × ℝ≥0) := List.ofFn (fun i : Fin n => (m i,NNReal.mk (q i.succ-q i.castSucc) (sub_nonneg.mpr (hq (Fin.castSucc_le_succ i))))) theorem partitionTimeChain_cons (n : ℕ) (q : Fin (n+2) → ℝ) (hq : Monotone q) (m : Fin (n+1) → ℝ) : partitionTimeChain (n+1) q hq m = (m 0,NNReal.mk (q 1-q 0) (sub_nonneg.mpr (hq (Fin.zero_le _)))):: partitionTimeChain n (fun i => q i.succ) (fun _ _ h => hq (Fin.succ_le_succ_iff.mpr h)) (fun i => m i.succ) := by simp only [partitionTimeChain,List.ofFn_succ] rfl theorem partitionTimeChain_duration (n : ℕ) (q : Fin (n+1) → ℝ) (hq : Monotone q) (m : Fin n → ℝ) : (chainDuration (partitionTimeChain n q hq m):ℝ)=q (Fin.last n)-q 0 := by simp only [partitionTimeChain,chainDuration,List.map_ofFn,List.sum_ofFn, NNReal.coe_sum,NNReal.coe_mk,Function.comp_apply,Finset.sum_sub_distrib] have H₁ := Fin.sum_univ_succ q have H₂ := Fin.sum_univ_castSucc q linarith theorem partitionTimeChain_models (n : ℕ) (q : Fin (n+1) → ℝ) (hq : Monotone q) (m : Fin n → ℝ) {α : ℝ → ℝ} (hc : ∀ i : Fin n, ∀ z∈Ico (q i.castSucc) (q i.succ), α z=m i) : TimeChainModels α (q 0) (partitionTimeChain n q hq m) := by induction n with | zero => trivial | succ n ih => simp only [partitionTimeChain,List.ofFn_succ,TimeChainModels,NNReal.coe_mk] constructor · intro z hz apply hc 0 z simpa only [Fin.castSucc_zero,Fin.succ_zero_eq_one,add_sub_cancel] using hz · have H := ih (fun i => q i.succ) (fun _ _ h => hq (Fin.succ_le_succ_iff.mpr h)) (fun i => m i.succ) (fun i z hz => hc i.succ z hz) simpa only [partitionTimeChain,Fin.succ_zero_eq_one,Fin.castSucc_zero,Fin.succ_castSucc,add_sub_cancel] using H end SK.Analytic end end end OAI