import Mathlib import OAI.Probability.SKBarriers.Model namespace OAI section section noncomputable section open scoped BigOperators Topology open MeasureTheory ProbabilityTheory Filter namespace SK def MainStatement (β : ℝ) : Prop := Tendsto (continuousBadMass β) atTop (𝓝 1) ∧ Tendsto (discreteBadMass β) atTop (𝓝 1) def overlap {n : ℕ} (x y : Config n) : ℝ := (∑ i : Fin n, spin (x i) * spin (y i)) / n def flip {n : ℕ} (x : Config n) : Config n := fun i => !(x i) @[simp] theorem spin_not (b : Bool) : spin (!b) = -spin b := by cases b <;> norm_num [spin] @[simp] theorem spin_sq (b : Bool) : spin b ^ 2 = 1 := by cases b <;> norm_num [spin] @[simp] theorem flip_flip {n : ℕ} (x : Config n) : flip (flip x) = x := by funext i simp [flip] @[simp] theorem hamiltonian_flip {n : ℕ} (J : Disorder n) (x : Config n) : hamiltonian J (flip x) = hamiltonian J x := by simp [hamiltonian, flip] @[simp] theorem gibbs_flip {n : ℕ} (β : ℝ) (J : Disorder n) (x : Config n) : gibbs β J (flip x) = gibbs β J x := by simp [gibbs] theorem partition_pos {n : ℕ} (β : ℝ) (J : Disorder n) : 0 < partition β J := by unfold partition exact Finset.sum_pos (fun x _ => Real.exp_pos _) Finset.univ_nonempty theorem gibbs_pos {n : ℕ} (β : ℝ) (J : Disorder n) (x : Config n) : 0 < gibbs β J x := by exact div_pos (Real.exp_pos _) (partition_pos β J) theorem gibbs_sum {n : ℕ} (β : ℝ) (J : Disorder n) : ∑ x : Config n, gibbs β J x = 1 := by simp only [gibbs, ← Finset.sum_div] exact div_self (ne_of_gt (partition_pos β J)) @[simp] theorem overlap_flip_right {n : ℕ} (x y : Config n) : overlap x (flip y) = -overlap x y := by simp [overlap, flip, Finset.sum_neg_distrib, neg_div] theorem overlap_comm {n : ℕ} (x y : Config n) : overlap x y = overlap y x := by simp only [overlap, mul_comm] instance disorderLaw_probability (n : ℕ) : IsProbabilityMeasure (disorderLaw n) := by unfold disorderLaw infer_instance theorem disorder_coordinate_law {n : ℕ} (e : Edge n) : HasLaw (fun J : Disorder n => J e) (gaussianReal 0 1) (disorderLaw n) := by exact (measurePreserving_eval (fun _ : Edge n => gaussianReal 0 1) e).hasLaw theorem disorder_coordinate_gaussian {n : ℕ} (e : Edge n) : HasGaussianLaw (fun J : Disorder n => J e) (disorderLaw n) := (disorder_coordinate_law e).hasGaussianLaw theorem disorder_independent (n : ℕ) : iIndepFun (fun e (J : Disorder n) => J e) (disorderLaw n) := by exact iIndepFun_pi (fun _ => aemeasurable_id) theorem disorder_gaussian (n : ℕ) : HasGaussianLaw (fun J : Disorder n => J) (disorderLaw n) := (disorder_independent n).hasGaussianLaw disorder_coordinate_gaussian theorem hamiltonian_gaussian {n : ℕ} (x : Config n) : HasGaussianLaw (fun J : Disorder n => hamiltonian J x) (disorderLaw n) := by have h : HasGaussianLaw (fun J : Disorder n => fun e : Edge n => J e * spin (x e.val.1) * spin (x e.val.2)) (disorderLaw n) := by have hi : iIndepFun (fun e (J : Disorder n) => J e * spin (x e.val.1) * spin (x e.val.2)) (disorderLaw n) := by exact iIndepFun_pi (μ := fun _ : Edge n => gaussianReal 0 1) (X := fun e z => z * spin (x e.val.1) * spin (x e.val.2)) (fun _ => by fun_prop) apply hi.hasGaussianLaw intro e convert (disorder_coordinate_gaussian e).fun_smul (spin (x e.val.1) * spin (x e.val.2)) using 1 simp only [smul_eq_mul] funext J ring simpa only [hamiltonian, smul_eq_mul, div_eq_mul_inv, mul_comm] using h.fun_sum.fun_smul (Real.sqrt n)⁻¹ theorem hamiltonian_integrable {n : ℕ} (x : Config n) : Integrable (fun J : Disorder n => hamiltonian J x) (disorderLaw n) := (hamiltonian_gaussian x).integrable theorem disorder_mean_zero {n : ℕ} (e : Edge n) : ∫ J : Disorder n, J e ∂disorderLaw n = 0 := by rw [disorderLaw, integral_eval] exact integral_id_gaussianReal theorem hamiltonian_mean_zero {n : ℕ} (x : Config n) : ∫ J : Disorder n, hamiltonian J x ∂disorderLaw n = 0 := by simp only [hamiltonian, div_eq_mul_inv] rw [integral_mul_const, integral_finsetSum] · simp only [integral_mul_const, disorder_mean_zero, zero_mul, Finset.sum_const_zero] · intro e _ exact ((disorder_coordinate_gaussian e).integrable.mul_const _).mul_const _ theorem disorder_covariance {n : ℕ} (e f : Edge n) : cov[fun J : Disorder n => J e, fun J : Disorder n => J f; disorderLaw n] = if e = f then 1 else 0 := by classical by_cases hef : e = f · subst f rw [covariance_self (disorder_coordinate_gaussian e).aemeasurable, (disorder_coordinate_law e).variance_eq] simp · rw [(disorder_independent n).indepFun hef |>.covariance_eq_zero (disorder_coordinate_gaussian e).memLp_two (disorder_coordinate_gaussian f).memLp_two] simp [hef] theorem hamiltonian_covariance_edges {n : ℕ} (x y : Config n) : cov[fun J : Disorder n => hamiltonian J x, fun J : Disorder n => hamiltonian J y; disorderLaw n] = (∑ e : Edge n, spin (x e.val.1) * spin (x e.val.2) * (spin (y e.val.1) * spin (y e.val.2))) / n := by classical simp only [hamiltonian, div_eq_mul_inv, covariance_mul_const_left, covariance_mul_const_right] rw [covariance_fun_sum_fun_sum] · simp only [covariance_mul_const_left, covariance_mul_const_right, disorder_covariance] have hsum : (∑ e : Edge n, ∑ f : Edge n, (if e = f then (1 : ℝ) else 0) * spin (x e.val.1) * spin (x e.val.2) * spin (y f.val.1) * spin (y f.val.2)) = ∑ e : Edge n, spin (x e.val.1) * spin (x e.val.2) * (spin (y e.val.1) * spin (y e.val.2)) := by apply Finset.sum_congr rfl intro e _ rw [Finset.sum_eq_single e] · simp [mul_assoc] · intro f _ hfe simp [Ne.symm hfe] · simp rw [hsum] rw [mul_assoc, ← mul_inv, ← pow_two, Real.sq_sqrt (Nat.cast_nonneg n)] · intro e exact ((disorder_coordinate_gaussian e).memLp_two.mul_const _).mul_const _ · intro e exact ((disorder_coordinate_gaussian e).memLp_two.mul_const _).mul_const _ theorem sum_edges {n : ℕ} (f : Fin n × Fin n → ℝ) : (∑ e : Edge n, f e.val) = ∑ i : Fin n, ∑ j : Fin n, if i < j then f (i, j) else 0 := by classical rw [← Finset.sum_subtype (Finset.univ.filter (fun p : Fin n × Fin n => p.1 < p.2)) (by simp) f] rw [Finset.sum_filter, Fintype.sum_prod_type] theorem sum_sq_eq_edges {n : ℕ} (a : Fin n → ℝ) : (∑ i, a i) ^ 2 = (∑ i, (a i) ^ 2) + 2 * ∑ e : Edge n, a e.val.1 * a e.val.2 := by classical rw [sum_edges (fun p : Fin n × Fin n => a p.1 * a p.2), pow_two, Fintype.sum_mul_sum] have hsplit (i j : Fin n) : a i * a j = (if i = j then a i ^ 2 else 0) + (if i < j then a i * a j else 0) + (if j < i then a i * a j else 0) := by rcases lt_trichotomy i j with h | h | h · simp [h, ne_of_lt h, not_lt_of_ge h.le] · subst j simp [pow_two] · simp [h, ne_of_gt h, not_lt_of_ge h.le] have hsum : (∑ i : Fin n, ∑ j : Fin n, a i * a j) = ∑ i : Fin n, ∑ j : Fin n, ((if i = j then a i ^ 2 else 0) + (if i < j then a i * a j else 0) + (if j < i then a i * a j else 0)) := by apply Finset.sum_congr rfl intro i _ apply Finset.sum_congr rfl intro j _ exact hsplit i j rw [hsum] simp only [Finset.sum_add_distrib] have hd : (∑ i : Fin n, ∑ j : Fin n, if i = j then a i ^ 2 else 0) = ∑ i, a i ^ 2 := by simp have hs : (∑ i : Fin n, ∑ j : Fin n, if j < i then a i * a j else 0) = ∑ i : Fin n, ∑ j : Fin n, if i < j then a i * a j else 0 := by rw [Finset.sum_comm] simp only [mul_comm] rw [hd, hs] ring theorem overlap_self {n : ℕ} (hn : 0 < n) (x : Config n) : overlap x x = 1 := by simp only [overlap, ← pow_two, spin_sq, Finset.sum_const, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul, mul_one] exact div_self (Nat.cast_ne_zero.mpr hn.ne') theorem hamiltonian_covariance {n : ℕ} (hn : 0 < n) (x y : Config n) : cov[fun J : Disorder n => hamiltonian J x, fun J : Disorder n => hamiltonian J y; disorderLaw n] = ((n : ℝ) * overlap x y ^ 2 - 1) / 2 := by rw [hamiltonian_covariance_edges] have hs := sum_sq_eq_edges (fun i => spin (x i) * spin (y i)) have hd : (∑ i : Fin n, (spin (x i) * spin (y i)) ^ 2) = (n : ℝ) := by simp [mul_pow] rw [hd] at hs have he : (∑ e : Edge n, spin (x e.val.1) * spin (x e.val.2) * (spin (y e.val.1) * spin (y e.val.2))) = ((∑ i : Fin n, spin (x i) * spin (y i)) ^ 2 - n) / 2 := by have hr : (∑ e : Edge n, spin (x e.val.1) * spin (x e.val.2) * (spin (y e.val.1) * spin (y e.val.2))) = ∑ e : Edge n, (spin (x e.val.1) * spin (y e.val.1)) * (spin (x e.val.2) * spin (y e.val.2)) := by apply Finset.sum_congr rfl intro e _ ring rw [hr] linarith rw [he, overlap] have hn' : (n : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr hn.ne' field_simp [hn'] theorem disorder_linear_gaussian {n : ℕ} (a : Edge n → ℝ) : HasGaussianLaw (fun J : Disorder n => ∑ e, a e * J e) (disorderLaw n) := by simpa only [sum_apply, smul_apply, ContinuousLinearMap.proj_apply, smul_eq_mul] using (disorder_gaussian n).map_fun (∑ e : Edge n, a e • (ContinuousLinearMap.proj e : Disorder n →L[ℝ] ℝ)) theorem hamiltonian_add_gaussian {n : ℕ} (x y : Config n) : HasGaussianLaw (fun J : Disorder n => hamiltonian J x + hamiltonian J y) (disorderLaw n) := by convert disorder_linear_gaussian (fun e : Edge n => (spin (x e.val.1) * spin (x e.val.2) + spin (y e.val.1) * spin (y e.val.2)) / Real.sqrt n) using 1 funext J simp only [hamiltonian, div_eq_mul_inv, Finset.sum_mul] rw [← Finset.sum_add_distrib] apply Finset.sum_congr rfl intro e _ ring theorem hamiltonian_variance {n : ℕ} (hn : 0 < n) (x : Config n) : Var[fun J : Disorder n => hamiltonian J x; disorderLaw n] = ((n : ℝ) - 1) / 2 := by rw [← covariance_self (hamiltonian_gaussian x).aemeasurable, hamiltonian_covariance hn, overlap_self hn] ring theorem gaussian_exp_integral {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {X : Ω → ℝ} (hX : HasGaussianLaw X μ) (t : ℝ) : (∫ ω, Real.exp (t * X ω) ∂μ) = Real.exp ((∫ ω, X ω ∂μ) * t + Var[X; μ] * t ^ 2 / 2) := by change mgf X μ t = _ rw [mgf_gaussianReal ⟨hX.aemeasurable, hX.map_eq_gaussianReal⟩, Real.coe_toNNReal _ (variance_nonneg X μ)] theorem gaussian_exp_integrable {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {X : Ω → ℝ} (hX : HasGaussianLaw X μ) (t : ℝ) : Integrable (fun ω => Real.exp (t * X ω)) μ := by have := hX.isProbabilityMeasure rw [← mgf_pos_iff, mgf_gaussianReal ⟨hX.aemeasurable, hX.map_eq_gaussianReal⟩] exact Real.exp_pos _ theorem hamiltonian_exp_integral {n : ℕ} (hn : 0 < n) (x : Config n) (t : ℝ) : (∫ J : Disorder n, Real.exp (t * hamiltonian J x) ∂disorderLaw n) = Real.exp (t ^ 2 * ((n : ℝ) - 1) / 4) := by rw [gaussian_exp_integral (hamiltonian_gaussian x), hamiltonian_mean_zero, hamiltonian_variance hn] congr 1 ring theorem hamiltonian_add_exp_integral {n : ℕ} (hn : 0 < n) (x y : Config n) (t : ℝ) : (∫ J : Disorder n, Real.exp (t * (hamiltonian J x + hamiltonian J y)) ∂disorderLaw n) = Real.exp (t ^ 2 * ((n : ℝ) - 1) / 2 + t ^ 2 * ((n : ℝ) * overlap x y ^ 2 - 1) / 2) := by rw [gaussian_exp_integral (hamiltonian_add_gaussian x y), integral_add (hamiltonian_integrable x) (hamiltonian_integrable y), hamiltonian_mean_zero, hamiltonian_mean_zero, variance_fun_add (hamiltonian_gaussian x).memLp_two (hamiltonian_gaussian y).memLp_two, hamiltonian_variance hn, hamiltonian_variance hn, hamiltonian_covariance hn] congr 1 ring end SK end end end end OAI