import Mathlib import OAI.Probability.SKBarriers.SpinGlass.DisorderPairs namespace OAI section section noncomputable section open scoped BigOperators Topology open MeasureTheory ProbabilityTheory Filter namespace SK def logPartition {n : ℕ} (β : ℝ) (J : Disorder n) : ℝ := Real.log (partition β J) theorem continuous_logPartition {n : ℕ} (β : ℝ) : Continuous (logPartition (n := n) β) := (continuous_partition β).log (fun J => ne_of_gt (partition_pos β J)) theorem logPartition_hasDerivAt {n : ℕ} (β : ℝ) (J : ℝ → Disorder n) (K : Disorder n) (s : ℝ) (hJ : ∀ x, HasDerivAt (fun t => hamiltonian (J t) x) (hamiltonian K x) s) : HasDerivAt (fun t => logPartition β (J t)) (directionalEnergy β (J s) K) s := by have hp : HasDerivAt (fun t => partition β (J t)) (∑ x : Config n, Real.exp (β * hamiltonian (J s) x) * (β * hamiltonian K x)) s := by exact HasDerivAt.fun_sum (fun x _ => ((hJ x).const_mul β).exp) have hl := hp.log (ne_of_gt (partition_pos β (J s))) have heq : (∑ x : Config n, Real.exp (β * hamiltonian (J s) x) * (β * hamiltonian K x)) / partition β (J s) = directionalEnergy β (J s) K := by simp only [directionalEnergy, gibbs, Finset.sum_div, Finset.mul_sum] apply Finset.sum_congr rfl intro x _ ring rw [heq] at hl exact hl theorem continuous_rotateDisorder (n : ℕ) : Continuous (fun q : ℝ × (Disorder n × Disorder n) => rotateDisorder q.1 q.2) := by unfold rotateDisorder mixDisorder fun_prop theorem rotation_logPartition_hasDerivAt {n : ℕ} (β θ : ℝ) (p : Disorder n × Disorder n) (s : ℝ) : HasDerivAt (fun t => logPartition β (rotateDisorder (θ * t) p).1) (θ * directionalEnergy β (rotateDisorder (θ * s) p).1 (rotateDisorder (θ * s) p).2) s := by have hd : HasDerivAt (fun t => logPartition β (rotateDisorder t p).1) (directionalEnergy β (rotateDisorder (θ * s) p).1 (rotateDisorder (θ * s) p).2) (θ * s) := by apply logPartition_hasDerivAt intro x simp only [rotateDisorder, hamiltonian_mix] exact ((Real.hasDerivAt_cos _).mul_const _).add ((Real.hasDerivAt_sin _).mul_const _) simpa only [Function.comp_def, mul_one, mul_comm] using hd.comp s ((hasDerivAt_id s).const_mul θ) theorem continuous_rotation_path {n : ℕ} (θ : ℝ) (p : Disorder n × Disorder n) : Continuous (fun s : ℝ => rotateDisorder (θ * s) p) := by unfold rotateDisorder mixDisorder fun_prop theorem continuous_rotation_energy {n : ℕ} (β θ : ℝ) (p : Disorder n × Disorder n) : Continuous (fun s : ℝ => directionalEnergy β (rotateDisorder (θ * s) p).1 (rotateDisorder (θ * s) p).2) := (continuous_directionalEnergy β).comp (continuous_rotation_path θ p) theorem rotation_logPartition_integral {n : ℕ} (β θ : ℝ) (p : Disorder n × Disorder n) : logPartition β (rotateDisorder θ p).1 - logPartition β p.1 = ∫ s : ℝ in 0..1, θ * directionalEnergy β (rotateDisorder (θ * s) p).1 (rotateDisorder (θ * s) p).2 := by have hc : Continuous (fun s : ℝ => θ * directionalEnergy β (rotateDisorder (θ * s) p).1 (rotateDisorder (θ * s) p).2) := continuous_const.mul (continuous_rotation_energy β θ p) have h := intervalIntegral.integral_eq_sub_of_hasDerivAt (fun s _ => rotation_logPartition_hasDerivAt β θ p s) (hc.intervalIntegrable 0 1) simpa only [mul_one, mul_zero, rotateDisorder, mixDisorder, Real.cos_zero, Real.sin_zero, zero_smul, one_smul, add_zero] using h.symm def unitIntervalLaw : Measure ℝ := volume.restrict (Set.Ioc 0 1) instance unitIntervalLaw_probability : IsProbabilityMeasure unitIntervalLaw := by constructor simp [unitIntervalLaw] theorem continuous_unitInterval_integrable {f : ℝ → ℝ} (hf : Continuous f) : Integrable f unitIntervalLaw := hf.integrableOn_Icc.mono_set Set.Ioc_subset_Icc_self theorem unitInterval_integral (f : ℝ → ℝ) : (∫ s, f s ∂unitIntervalLaw) = ∫ s : ℝ in 0..1, f s := by rw [intervalIntegral.integral_of_le (by norm_num : (0 : ℝ) ≤ 1)] rfl theorem rotation_exp_jensen {n : ℕ} (β θ ℓ : ℝ) (p : Disorder n × Disorder n) : Real.exp (ℓ * (logPartition β (rotateDisorder θ p).1 - logPartition β p.1)) ≤ ∫ s, Real.exp (ℓ * θ * directionalEnergy β (rotateDisorder (θ * s) p).1 (rotateDisorder (θ * s) p).2) ∂unitIntervalLaw := by have hc : Continuous (fun s : ℝ => ℓ * θ * directionalEnergy β (rotateDisorder (θ * s) p).1 (rotateDisorder (θ * s) p).2) := continuous_const.mul (continuous_rotation_energy β θ p) have h := convexOn_exp.map_integral_le Real.continuous_exp.continuousOn isClosed_univ (ae_of_all _ (fun _ => Set.mem_univ _)) (continuous_unitInterval_integrable hc) (continuous_unitInterval_integrable (Real.continuous_exp.comp hc)) convert h using 2 rw [unitInterval_integral, rotation_logPartition_integral, ← intervalIntegral.integral_const_mul] congr 1 funext s ring theorem rotated_directionalEnergy_exp_integrable {n : ℕ} (β ℓ s : ℝ) : Integrable (fun p : Disorder n × Disorder n => Real.exp (ℓ * directionalEnergy β (rotateDisorder s p).1 (rotateDisorder s p).2)) (disorderPairLaw n) := by have hp := (rotateDisorder_law n s).measurePreserving (rotateDisorderCLM n s).continuous.measurable exact hp.integrable_comp_of_integrable (directionalEnergy_pair_exp_integrable β ℓ) theorem rotated_directionalEnergy_exp_integral_le {n : ℕ} (hn : 0 < n) (β ℓ s : ℝ) : (∫ p : Disorder n × Disorder n, Real.exp (ℓ * directionalEnergy β (rotateDisorder s p).1 (rotateDisorder s p).2) ∂disorderPairLaw n) ≤ Real.exp ((ℓ * β) ^ 2 * ((n : ℝ) - 1) / 4) := by have hm : AEStronglyMeasurable (fun p : Disorder n × Disorder n => Real.exp (ℓ * directionalEnergy β p.1 p.2)) (disorderPairLaw n) := (Real.continuous_exp.comp (continuous_const.mul (continuous_directionalEnergy (n := n) β))).aestronglyMeasurable have heq := (rotateDisorder_law n s).integral_comp (f := fun p => Real.exp (ℓ * directionalEnergy β p.1 p.2)) hm change (∫ p, ((fun q : Disorder n × Disorder n => Real.exp (ℓ * directionalEnergy β q.1 q.2)) ∘ rotateDisorder s) p ∂disorderPairLaw n) ≤ _ rw [heq] exact directionalEnergy_pair_exp_integral_le hn β ℓ def rotationIntegrand {n : ℕ} (β θ ℓ : ℝ) (s : ℝ) (p : Disorder n × Disorder n) : ℝ := Real.exp (ℓ * θ * directionalEnergy β (rotateDisorder (θ * s) p).1 (rotateDisorder (θ * s) p).2) theorem continuous_rotationIntegrand {n : ℕ} (β θ ℓ : ℝ) : Continuous (Function.uncurry (rotationIntegrand (n := n) β θ ℓ)) := by have hm : Continuous (fun q : ℝ × (Disorder n × Disorder n) => (θ * q.1, q.2)) := (continuous_const.mul continuous_fst).prodMk continuous_snd have hr := (continuous_rotateDisorder n).comp hm dsimp only [Function.comp_def] at hr have hd : Continuous (fun q : ℝ × (Disorder n × Disorder n) => directionalEnergy β (rotateDisorder (θ * q.1) q.2).1 (rotateDisorder (θ * q.1) q.2).2) := (continuous_directionalEnergy (n := n) β).comp hr change Continuous (fun q : ℝ × (Disorder n × Disorder n) => Real.exp (ℓ * θ * directionalEnergy β (rotateDisorder (θ * q.1) q.2).1 (rotateDisorder (θ * q.1) q.2).2)) exact Real.continuous_exp.comp (continuous_const.mul hd) theorem rotationIntegrand_integrable {n : ℕ} (hn : 0 < n) (β θ ℓ : ℝ) : Integrable (Function.uncurry (rotationIntegrand (n := n) β θ ℓ)) (unitIntervalLaw.prod (disorderPairLaw n)) := by have hm : AEStronglyMeasurable (Function.uncurry (rotationIntegrand (n := n) β θ ℓ)) (unitIntervalLaw.prod (disorderPairLaw n)) := (continuous_rotationIntegrand (n := n) β θ ℓ).aestronglyMeasurable apply (integrable_prod_iff hm).2 constructor · exact ae_of_all _ (fun s => rotated_directionalEnergy_exp_integrable β (ℓ * θ) (θ * s)) · have hmeas := hm.norm.integral_prod_right' apply (integrable_const (Real.exp ((ℓ * θ * β) ^ 2 * ((n : ℝ) - 1) / 4))).mono' hmeas filter_upwards [] with s have hn0 : 0 ≤ ∫ p, ‖rotationIntegrand β θ ℓ s p‖ ∂disorderPairLaw n := integral_nonneg (fun _ => norm_nonneg _) change |∫ p, ‖rotationIntegrand β θ ℓ s p‖ ∂disorderPairLaw n| ≤ _ rw [abs_of_nonneg hn0] simp only [rotationIntegrand, Real.norm_eq_abs, abs_of_pos (Real.exp_pos _)] exact rotated_directionalEnergy_exp_integral_le hn β (ℓ * θ) (θ * s) theorem rotation_exp_integrable {n : ℕ} (hn : 0 < n) (β θ ℓ : ℝ) : Integrable (fun p : Disorder n × Disorder n => Real.exp (ℓ * (logPartition β (rotateDisorder θ p).1 - logPartition β p.1))) (disorderPairLaw n) := by have hright := (rotationIntegrand_integrable hn β θ ℓ).integral_prod_right have hc : Continuous (fun p : Disorder n × Disorder n => Real.exp (ℓ * (logPartition β (rotateDisorder θ p).1 - logPartition β p.1))) := by apply Real.continuous_exp.comp apply continuous_const.mul exact ((continuous_logPartition β).comp ((rotateDisorderCLM n θ).continuous.fst)).sub ((continuous_logPartition β).comp continuous_fst) apply hright.mono' hc.aestronglyMeasurable filter_upwards [] with p simpa only [Function.uncurry_apply_pair, rotationIntegrand, Real.norm_eq_abs, abs_of_pos (Real.exp_pos _)] using rotation_exp_jensen β θ ℓ p theorem rotation_exp_integral_le {n : ℕ} (hn : 0 < n) (β θ ℓ : ℝ) : (∫ p : Disorder n × Disorder n, Real.exp (ℓ * (logPartition β (rotateDisorder θ p).1 - logPartition β p.1)) ∂disorderPairLaw n) ≤ Real.exp (ℓ ^ 2 * θ ^ 2 * β ^ 2 * ((n : ℝ) - 1) / 4) := by have hf := rotationIntegrand_integrable hn β θ ℓ have hright : Integrable (fun p : Disorder n × Disorder n => ∫ s, rotationIntegrand β θ ℓ s p ∂unitIntervalLaw) (disorderPairLaw n) := hf.integral_prod_right have hc : Continuous (fun p : Disorder n × Disorder n => Real.exp (ℓ * (logPartition β (rotateDisorder θ p).1 - logPartition β p.1))) := by apply Real.continuous_exp.comp apply continuous_const.mul exact ((continuous_logPartition β).comp ((rotateDisorderCLM n θ).continuous.fst)).sub ((continuous_logPartition β).comp continuous_fst) have hleft : Integrable (fun p : Disorder n × Disorder n => Real.exp (ℓ * (logPartition β (rotateDisorder θ p).1 - logPartition β p.1))) (disorderPairLaw n) := by apply hright.mono' hc.aestronglyMeasurable filter_upwards [] with p simpa only [rotationIntegrand, Real.norm_eq_abs, abs_of_pos (Real.exp_pos _)] using rotation_exp_jensen β θ ℓ p calc _ ≤ ∫ p, (∫ s, rotationIntegrand β θ ℓ s p ∂unitIntervalLaw) ∂disorderPairLaw n := integral_mono hleft hright (rotation_exp_jensen β θ ℓ) _ = ∫ s, (∫ p, rotationIntegrand β θ ℓ s p ∂disorderPairLaw n) ∂unitIntervalLaw := (integral_integral_swap hf).symm _ ≤ ∫ _s, Real.exp ((ℓ * θ * β) ^ 2 * ((n : ℝ) - 1) / 4) ∂unitIntervalLaw := integral_mono hf.integral_prod_left (integrable_const _) (fun s => rotated_directionalEnergy_exp_integral_le hn β (ℓ * θ) (θ * s)) _ = _ := by simp only [integral_const, probReal_univ, one_smul] congr 1 ring @[simp] theorem rotateDisorder_pi_div_two_fst {n : ℕ} (p : Disorder n × Disorder n) : (rotateDisorder (Real.pi / 2) p).1 = p.2 := by funext e simp [rotateDisorder, mixDisorder] theorem logPartition_difference_exp_integrable {n : ℕ} (hn : 0 < n) (β ℓ : ℝ) : Integrable (fun p : Disorder n × Disorder n => Real.exp (ℓ * (logPartition β p.2 - logPartition β p.1))) (disorderPairLaw n) := by simpa only [rotateDisorder_pi_div_two_fst] using rotation_exp_integrable hn β (Real.pi / 2) ℓ theorem logPartition_exp_integrable {n : ℕ} (hn : 0 < n) (β ℓ : ℝ) : Integrable (fun J : Disorder n => Real.exp (ℓ * logPartition β J)) (disorderLaw n) := by have hp := logPartition_difference_exp_integrable hn β ℓ obtain ⟨J, hJ⟩ := hp.prod_right_ae.exists have hi := hJ.const_mul (Real.exp (ℓ * logPartition β J)) convert hi using 1 funext K rw [← Real.exp_add] congr 1 ring theorem logPartition_integrable {n : ℕ} (hn : 0 < n) (β : ℝ) : Integrable (logPartition (n := n) β) (disorderLaw n) := by have hp := logPartition_exp_integrable hn β 1 have hm := logPartition_exp_integrable hn β (-1) apply (hp.add hm).mono' (continuous_logPartition β).aestronglyMeasurable filter_upwards [] with J rw [Real.norm_eq_abs, abs_le] constructor · have h := Real.add_one_le_exp (-logPartition β J) have he := Real.exp_pos (1 * logPartition β J) simp only [Pi.add_apply, one_mul, neg_one_mul] at * linarith · have h := Real.add_one_le_exp (logPartition β J) have he := Real.exp_pos (-1 * logPartition β J) simp only [Pi.add_apply, one_mul, neg_one_mul] at * linarith theorem logPartition_centered_exp_jensen {n : ℕ} (hn : 0 < n) (β ℓ : ℝ) (J : Disorder n) : Real.exp (ℓ * (logPartition β J - ∫ K, logPartition β K ∂disorderLaw n)) ≤ ∫ K, Real.exp (ℓ * (logPartition β J - logPartition β K)) ∂disorderLaw n := by have hl : Integrable (fun K : Disorder n => ℓ * (logPartition β J - logPartition β K)) (disorderLaw n) := ((integrable_const _).sub (logPartition_integrable hn β)).const_mul ℓ have he : Integrable (fun K : Disorder n => Real.exp (ℓ * (logPartition β J - logPartition β K))) (disorderLaw n) := by have h := (logPartition_exp_integrable hn β (-ℓ)).const_mul (Real.exp (ℓ * logPartition β J)) convert h using 1 funext K rw [← Real.exp_add] congr 1 ring have hj := convexOn_exp.map_integral_le Real.continuous_exp.continuousOn isClosed_univ (ae_of_all _ (fun _ => Set.mem_univ _)) hl he convert hj using 2 rw [integral_const_mul, integral_sub (integrable_const _) (logPartition_integrable hn β)] simp theorem logPartition_centered_exp_integrable {n : ℕ} (hn : 0 < n) (β ℓ : ℝ) : Integrable (fun J : Disorder n => Real.exp (ℓ * (logPartition β J - ∫ K, logPartition β K ∂disorderLaw n))) (disorderLaw n) := by have h := (logPartition_exp_integrable hn β ℓ).const_mul (Real.exp (-ℓ * ∫ K, logPartition β K ∂disorderLaw n)) convert h using 1 funext J rw [← Real.exp_add] congr 1 ring theorem logPartition_centered_exp_integral_le {n : ℕ} (hn : 0 < n) (β ℓ : ℝ) : (∫ J : Disorder n, Real.exp (ℓ * (logPartition β J - ∫ K, logPartition β K ∂disorderLaw n)) ∂disorderLaw n) ≤ Real.exp (ℓ ^ 2 * Real.pi ^ 2 * β ^ 2 * ((n : ℝ) - 1) / 16) := by have hf : Integrable (fun p : Disorder n × Disorder n => Real.exp (ℓ * (logPartition β p.1 - logPartition β p.2))) (disorderPairLaw n) := by convert logPartition_difference_exp_integrable hn β (-ℓ) using 1 funext p congr 1 ring calc _ ≤ ∫ J, (∫ K, Real.exp (ℓ * (logPartition β J - logPartition β K)) ∂disorderLaw n) ∂disorderLaw n := integral_mono (logPartition_centered_exp_integrable hn β ℓ) hf.integral_prod_left (logPartition_centered_exp_jensen hn β ℓ) _ = ∫ p : Disorder n × Disorder n, Real.exp ((-ℓ) * (logPartition β (rotateDisorder (Real.pi / 2) p).1 - logPartition β p.1)) ∂disorderPairLaw n := by rw [← integral_prod _ hf] apply integral_congr_ae filter_upwards [] with p rw [rotateDisorder_pi_div_two_fst] congr 1 ring _ ≤ Real.exp ((-ℓ) ^ 2 * (Real.pi / 2) ^ 2 * β ^ 2 * ((n : ℝ) - 1) / 4) := rotation_exp_integral_le hn β (Real.pi / 2) (-ℓ) _ = _ := by congr 1; ring end SK end end end end OAI