Documentation

PFR.TauFunctional

The tau functional #

Definition of the tau functional and basic facts

Main definitions: #

Main results #

structure refPackage (Ω₀₁ : Type u_1) (Ω₀₂ : Type u_2) [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] (G : Type uG) [MeasurableSpace G] :
Type (max (max uG u_1) u_2)

A structure that packages all the fixed information in the main argument. In this way, when defining the τ functional, we will only only need to refer to the package once in the notation instead of stating the reference spaces, the reference measures and the reference random variables.

The η parameter has now been incorporated into the package, in preparation for being able to manipulate the package.

  • X₀₁ : Ω₀₁G

    The first variable in a package.

  • X₀₂ : Ω₀₂G

    The second variable in a package.

  • hmeas1 : Measurable self.X₀₁
  • hmeas2 : Measurable self.X₀₂
  • η :
  • hη : 0 < self
  • hη' : 8 * self 1
Instances For
    theorem refPackage.hmeas1 {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [MeasurableSpace G] (self : refPackage Ω₀₁ Ω₀₂ G) :
    Measurable self.X₀₁
    theorem refPackage.hmeas2 {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [MeasurableSpace G] (self : refPackage Ω₀₁ Ω₀₂ G) :
    Measurable self.X₀₂
    theorem refPackage. {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [MeasurableSpace G] (self : refPackage Ω₀₁ Ω₀₂ G) :
    0 < self
    theorem refPackage.hη' {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [MeasurableSpace G] (self : refPackage Ω₀₁ Ω₀₂ G) :
    8 * self 1
    noncomputable def tau {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [AddCommGroup G] [MeasurableSpace G] (p : refPackage Ω₀₁ Ω₀₂ G) {Ω₁ : Type u_7} {Ω₂ : Type u_8} [MeasurableSpace Ω₁] [MeasurableSpace Ω₂] (X₁ : Ω₁G) (X₂ : Ω₂G) (μ₁ : MeasureTheory.Measure Ω₁) (μ₂ : MeasureTheory.Measure Ω₂) :

    If $X_1,X_2$ are two $G$-valued random variables, then $$ \tau[X_1; X_2] := d[X_1; X_2] + \eta d[X^0_1; X_1] + \eta d[X^0_2; X_2].$$ Here, $X^0_1$ and $X^0_2$ are two random variables fixed once and for all in most of the argument. To lighten notation, We package X^0_1 and X^0_2 in a single object named p.

    We denote it as τ[X₁ ; μ₁ # X₂ ; μ₂ | p] where p is a fixed package containing the information of the reference random variables. When the measurable spaces have a canonical measure , we can use τ[X₁ # X₂ | p]

    Equations
    • τ[X₁ ; μ₁ # X₂ ; μ₂ | p] = d[X₁ ; μ₁ # X₂ ; μ₂] + p * d[p.X₀₁ ; MeasureTheory.volume # X₁ ; μ₁] + p * d[p.X₀₂ ; MeasureTheory.volume # X₂ ; μ₂]
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      If $X_1,X_2$ are two $G$-valued random variables, then $$ \tau[X_1; X_2] := d[X_1; X_2] + \eta d[X^0_1; X_1] + \eta d[X^0_2; X_2].$$ Here, $X^0_1$ and $X^0_2$ are two random variables fixed once and for all in most of the argument. To lighten notation, We package X^0_1 and X^0_2 in a single object named p.

      We denote it as τ[X₁ ; μ₁ # X₂ ; μ₂ | p] where p is a fixed package containing the information of the reference random variables. When the measurable spaces have a canonical measure , we can use τ[X₁ # X₂ | p]

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          If $X_1,X_2$ are two $G$-valued random variables, then $$ \tau[X_1; X_2] := d[X_1; X_2] + \eta d[X^0_1; X_1] + \eta d[X^0_2; X_2].$$ Here, $X^0_1$ and $X^0_2$ are two random variables fixed once and for all in most of the argument. To lighten notation, We package X^0_1 and X^0_2 in a single object named p.

          We denote it as τ[X₁ ; μ₁ # X₂ ; μ₂ | p] where p is a fixed package containing the information of the reference random variables. When the measurable spaces have a canonical measure , we can use τ[X₁ # X₂ | p]

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            Pretty printer defined by notation3 command.

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              theorem continuous_tau_restrict_probabilityMeasure {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] {G : Type uG} [AddCommGroup G] [Fintype G] [MeasurableSpace G] (p : refPackage Ω₀₁ Ω₀₂ G) [TopologicalSpace G] [DiscreteTopology G] [BorelSpace G] :
              Continuous fun (μ : MeasureTheory.ProbabilityMeasure G × MeasureTheory.ProbabilityMeasure G) => τ[id ; μ.1 # id ; μ.2 | p]
              theorem ProbabilityTheory.IdentDistrib.tau_eq {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [AddCommGroup G] [MeasurableSpace G] (p : refPackage Ω₀₁ Ω₀₂ G) {Ω₁ : Type u_3} {Ω₂ : Type u_4} {Ω'₁ : Type u_5} {Ω'₂ : Type u_6} [MeasurableSpace Ω₁] [MeasurableSpace Ω₂] [MeasurableSpace Ω'₁] [MeasurableSpace Ω'₂] {μ₁ : MeasureTheory.Measure Ω₁} {μ₂ : MeasureTheory.Measure Ω₂} {μ'₁ : MeasureTheory.Measure Ω'₁} {μ'₂ : MeasureTheory.Measure Ω'₂} {X₁ : Ω₁G} {X₂ : Ω₂G} {X'₁ : Ω'₁G} {X'₂ : Ω'₂G} (h₁ : ProbabilityTheory.IdentDistrib X₁ X'₁ μ₁ μ'₁) (h₂ : ProbabilityTheory.IdentDistrib X₂ X'₂ μ₂ μ'₂) :
              τ[X₁ ; μ₁ # X₂ ; μ₂ | p] = τ[X'₁ ; μ'₁ # X'₂ ; μ'₂ | p]

              If $X'_1, X'_2$ are copies of $X_1,X_2$, then $\tau[X'_1;X'_2] = \tau[X_1;X_2]$.

              def tau_minimizes {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [AddCommGroup G] [MeasurableSpace G] (p : refPackage Ω₀₁ Ω₀₂ G) {Ω : Type u_7} [MeasureTheory.MeasureSpace Ω] (X₁ : ΩG) (X₂ : ΩG) :

              Property recording the fact that two random variables minimize the tau functional. Expressed in terms of measures on the group to avoid quantifying over all spaces, but this implies comparison with any pair of random variables, see Lemma is_tau_min.

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                theorem ProbabilityTheory.IdentDistrib.tau_minimizes {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [AddCommGroup G] [MeasurableSpace G] (p : refPackage Ω₀₁ Ω₀₂ G) {Ω : Type u_7} {Ω' : Type u_8} [MeasureTheory.MeasureSpace Ω] [MeasureTheory.MeasureSpace Ω'] {X₁ : ΩG} {X₂ : ΩG} {X₁' : Ω'G} {X₂' : Ω'G} (h₁ : ProbabilityTheory.IdentDistrib X₁ X₁' MeasureTheory.volume MeasureTheory.volume) (h₂ : ProbabilityTheory.IdentDistrib X₂ X₂' MeasureTheory.volume MeasureTheory.volume) :
                tau_minimizes p X₁ X₂ tau_minimizes p X₁' X₂'

                If $X'_1, X'_2$ are copies of $X_1,X_2$, then $X_1, X_2$ minimize $\tau$ iff $X_1', X_2'$ do.

                theorem tau_min_exists_measure {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] {G : Type uG} [AddCommGroup G] [Fintype G] [MeasurableSpace G] (p : refPackage Ω₀₁ Ω₀₂ G) [MeasurableSingletonClass G] :
                ∃ (μ : MeasureTheory.Measure G × MeasureTheory.Measure G), MeasureTheory.IsProbabilityMeasure μ.1 MeasureTheory.IsProbabilityMeasure μ.2 ∀ (ν₁ ν₂ : MeasureTheory.Measure G), MeasureTheory.IsProbabilityMeasure ν₁MeasureTheory.IsProbabilityMeasure ν₂τ[id ; μ.1 # id ; μ.2 | p] τ[id ; ν₁ # id ; ν₂ | p]

                A pair of measures minimizing $\tau$ exists.

                theorem tau_minimizer_exists {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] {G : Type uG} [AddCommGroup G] [Fintype G] [MeasurableSpace G] (p : refPackage Ω₀₁ Ω₀₂ G) [MeasurableSingletonClass G] :
                ∃ (Ω : Type uG) ( : MeasureTheory.MeasureSpace Ω) (X₁ : ΩG) (X₂ : ΩG), Measurable X₁ Measurable X₂ MeasureTheory.IsProbabilityMeasure MeasureTheory.volume tau_minimizes p X₁ X₂

                A pair of random variables minimizing $τ$ exists.

                theorem is_tau_min {Ω : Type u_7} {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [AddCommGroup G] [MeasurableSpace G] (p : refPackage Ω₀₁ Ω₀₂ G) {Ω'₁ : Type u_5} {Ω'₂ : Type u_6} [MeasureTheory.MeasureSpace Ω] [hΩ₁ : MeasureTheory.MeasureSpace Ω'₁] [hΩ₂ : MeasureTheory.MeasureSpace Ω'₂] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] {X₁ : ΩG} {X₂ : ΩG} {X'₁ : Ω'₁G} {X'₂ : Ω'₂G} (h : tau_minimizes p X₁ X₂) (h1 : Measurable X'₁) (h2 : Measurable X'₂) :
                τ[X₁ # X₂ | p] τ[X'₁ # X'₂ | p]
                theorem distance_ge_of_min {Ω : Type u_7} {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [AddCommGroup G] [MeasurableSpace G] (p : refPackage Ω₀₁ Ω₀₂ G) {Ω'₁ : Type u_5} {Ω'₂ : Type u_6} [MeasureTheory.MeasureSpace Ω] [hΩ₁ : MeasureTheory.MeasureSpace Ω'₁] [hΩ₂ : MeasureTheory.MeasureSpace Ω'₂] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] {X₁ : ΩG} {X₂ : ΩG} {X'₁ : Ω'₁G} {X'₂ : Ω'₂G} (h : tau_minimizes p X₁ X₂) (h1 : Measurable X'₁) (h2 : Measurable X'₂) :
                d[X₁ # X₂] - p * (d[p.X₀₁ # X'₁] - d[p.X₀₁ # X₁]) - p * (d[p.X₀₂ # X'₂] - d[p.X₀₂ # X₂]) d[X'₁ # X'₂]

                Let X₁ and X₂ be tau-minimizers associated to p, with $d[X_1,X_2]=k$, then $$ d[X'_1;X'_2] \geq k - \eta (d[X^0_1;X'_1] - d[X^0_1;X_1] ) - \eta (d[X^0_2;X'_2] - d[X^0_2;X_2] )$$ for any $G$-valued random variables $X'_1,X'_2$.

                theorem distance_ge_of_min' {Ω : Type u_9} {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [AddCommGroup G] [MeasurableSpace G] (p : refPackage Ω₀₁ Ω₀₂ G) [MeasureTheory.MeasureSpace Ω] {X₁ : ΩG} {X₂ : ΩG} {Ω'₁ : Type u_7} {Ω'₂ : Type u_8} (h : tau_minimizes p X₁ X₂) [MeasurableSpace Ω'₁] [MeasurableSpace Ω'₂] {μ : MeasureTheory.Measure Ω'₁} {μ' : MeasureTheory.Measure Ω'₂} [MeasureTheory.IsProbabilityMeasure μ] [MeasureTheory.IsProbabilityMeasure μ'] {X'₁ : Ω'₁G} {X'₂ : Ω'₂G} (h1 : Measurable X'₁) (h2 : Measurable X'₂) :
                d[X₁ # X₂] - p * (d[p.X₀₁ ; MeasureTheory.volume # X'₁ ; μ] - d[p.X₀₁ # X₁]) - p * (d[p.X₀₂ ; MeasureTheory.volume # X'₂ ; μ'] - d[p.X₀₂ # X₂]) d[X'₁ ; μ # X'₂ ; μ']

                Version of distance_ge_of_min with the measures made explicit.

                theorem condRuzsaDistance_ge_of_min {Ω : Type u_9} {Ω₀₁ : Type u_1} {Ω₀₂ : Type u_2} [MeasureTheory.MeasureSpace Ω₀₁] [MeasureTheory.MeasureSpace Ω₀₂] {G : Type uG} [AddCommGroup G] [Fintype G] [MeasurableSpace G] (p : refPackage Ω₀₁ Ω₀₂ G) {Ω'₁ : Type u_5} {Ω'₂ : Type u_6} [MeasureTheory.MeasureSpace Ω] [hΩ₁ : MeasureTheory.MeasureSpace Ω'₁] [hΩ₂ : MeasureTheory.MeasureSpace Ω'₂] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] [MeasureTheory.IsProbabilityMeasure MeasureTheory.volume] {X₁ : ΩG} {X₂ : ΩG} {X'₁ : Ω'₁G} {X'₂ : Ω'₂G} {S : Type u_7} {T : Type u_8} [MeasurableSingletonClass G] [Fintype S] [MeasurableSpace S] [MeasurableSingletonClass S] [Fintype T] [MeasurableSpace T] [MeasurableSingletonClass T] (h : tau_minimizes p X₁ X₂) (h1 : Measurable X'₁) (h2 : Measurable X'₂) (Z : Ω'₁S) (W : Ω'₂T) (hZ : Measurable Z) (hW : Measurable W) :
                d[X₁ # X₂] - p * (d[p.X₀₁ # X'₁ | Z] - d[p.X₀₁ # X₁]) - p * (d[p.X₀₂ # X'₂ | W] - d[p.X₀₂ # X₂]) d[X'₁ | Z # X'₂ | W]

                For any $G$-valued random variables $X'_1,X'_2$ and random variables $Z,W$, one can lower bound $d[X'_1|Z;X'_2|W]$ by $$k - \eta (d[X^0_1;X'_1|Z] - d[X^0_1;X_1] ) - \eta (d[X^0_2;X'_2|W] - d[X^0_2;X_2] ).$$