teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
le_rdist_of_phiMinimizes
PFR.RhoFunctional · PFR/RhoFunctional.lean:1207 to 1232
Mathematical statement
Exact Lean statement
lemma le_rdist_of_phiMinimizes (h_min : phiMinimizes X₁ X₂ η A ℙ)
{Ω₁ Ω₂ : Type*} [MeasurableSpace Ω₁]
[MeasurableSpace Ω₂] {μ₁ : Measure Ω₁} {μ₂ : Measure Ω₂}
[IsProbabilityMeasure μ₁] [IsProbabilityMeasure μ₂]
{X₁' : Ω₁ → G} {X₂' : Ω₂ → G} (hX₁' : Measurable X₁') (hX₂' : Measurable X₂') :
d[X₁ # X₂] - η * (ρ[X₁' ; μ₁ # A] - ρ[X₁ # A]) - η * (ρ[X₂' ; μ₂ # A] - ρ[X₂ # A])
≤ d[X₁' ; μ₁ # X₂' ; μ₂]Complete declaration
Lean source
Full Lean sourceLean 4
lemma le_rdist_of_phiMinimizes (h_min : phiMinimizes X₁ X₂ η A ℙ) {Ω₁ Ω₂ : Type*} [MeasurableSpace Ω₁] [MeasurableSpace Ω₂] {μ₁ : Measure Ω₁} {μ₂ : Measure Ω₂} [IsProbabilityMeasure μ₁] [IsProbabilityMeasure μ₂] {X₁' : Ω₁ → G} {X₂' : Ω₂ → G} (hX₁' : Measurable X₁') (hX₂' : Measurable X₂') : d[X₁ # X₂] - η * (ρ[X₁' ; μ₁ # A] - ρ[X₁ # A]) - η * (ρ[X₂' ; μ₂ # A] - ρ[X₂ # A]) ≤ d[X₁' ; μ₁ # X₂' ; μ₂] := by let Ω' : Type uG := G × G have : IsProbabilityMeasure (Measure.map X₁' μ₁) := isProbabilityMeasure_map hX₁'.aemeasurable have : IsProbabilityMeasure (Measure.map X₂' μ₂) := isProbabilityMeasure_map hX₂'.aemeasurable let m : Measure Ω' := (Measure.map X₁' μ₁).prod (Measure.map X₂' μ₂) have m_prob : IsProbabilityMeasure m := by infer_instance let _ : MeasureSpace Ω' := ⟨m⟩ have hP : (ℙ : Measure Ω') = m := rfl let Y₁ : G × G → G := Prod.fst let Y₂ : G × G → G := Prod.snd have : phi X₁ X₂ η A ℙ ≤ phi Y₁ Y₂ η A ℙ := h_min _ _ _ _ m_prob measurable_fst measurable_snd have Id₁ : IdentDistrib Y₁ X₁' ℙ μ₁ := ⟨measurable_fst.aemeasurable, hX₁'.aemeasurable, by simp [Y₁, hP, m]⟩ have Id₂ : IdentDistrib Y₂ X₂' ℙ μ₂ := ⟨measurable_snd.aemeasurable, hX₂'.aemeasurable, by simp [Y₂, hP, m]⟩ have I : d[Y₁ # Y₂] = d[X₁' ; μ₁ # X₂' ; μ₂] := Id₁.rdist_congr Id₂ have J : ρ[Y₁ # A] = ρ[X₁' ; μ₁ # A] := rho_eq_of_identDistrib Id₁ have K : ρ[Y₂ # A] = ρ[X₂' ; μ₂ # A] := rho_eq_of_identDistrib Id₂ simp only [phi, I, J, K] at this linarith