teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
condRho_sum_le
PFR.RhoFunctional · PFR/RhoFunctional.lean:1711 to 1759
Source documentation
For independent random variables over , define , , . Then
\le \frac{1}{2}(d[Y_1;Y_2]+d[Y_3;Y_4]+d[Y_1;Y_3]+d[Y_2;Y_4]).$$Exact Lean statement
lemma condRho_sum_le {Y₁ Y₂ Y₃ Y₄ : Ω → G}
(hY₁ : Measurable Y₁) (hY₂ : Measurable Y₂) (hY₃ : Measurable Y₃) (hY₄ : Measurable Y₄)
(h_indep : iIndepFun ![Y₁, Y₂, Y₃, Y₄]) (hA : A.Nonempty) :
ρ[Y₁ + Y₂ | ⟨Y₁ + Y₃, Y₁ + Y₂ + Y₃ + Y₄⟩ # A] + ρ[Y₁ + Y₃ | ⟨Y₁ + Y₂, Y₁ + Y₂ + Y₃ + Y₄⟩ # A] -
(ρ[Y₁ # A] + ρ[Y₂ # A] + ρ[Y₃ # A] + ρ[Y₄ # A]) / 2 ≤
(d[Y₁ # Y₂] + d[Y₃ # Y₄] + d[Y₁ # Y₃] + d[Y₂ # Y₄]) / 2Complete declaration
Lean source
Full Lean sourceLean 4
lemma condRho_sum_le {Y₁ Y₂ Y₃ Y₄ : Ω → G} (hY₁ : Measurable Y₁) (hY₂ : Measurable Y₂) (hY₃ : Measurable Y₃) (hY₄ : Measurable Y₄) (h_indep : iIndepFun ![Y₁, Y₂, Y₃, Y₄]) (hA : A.Nonempty) : ρ[Y₁ + Y₂ | ⟨Y₁ + Y₃, Y₁ + Y₂ + Y₃ + Y₄⟩ # A] + ρ[Y₁ + Y₃ | ⟨Y₁ + Y₂, Y₁ + Y₂ + Y₃ + Y₄⟩ # A] - (ρ[Y₁ # A] + ρ[Y₂ # A] + ρ[Y₃ # A] + ρ[Y₄ # A]) / 2 ≤ (d[Y₁ # Y₂] + d[Y₃ # Y₄] + d[Y₁ # Y₃] + d[Y₂ # Y₄]) / 2 := by set S := Y₁ + Y₂ + Y₃ + Y₄ set T₁ := Y₁ + Y₂ set T₂ := Y₁ + Y₃ set T₁' := Y₃ + Y₄ set T₂' := Y₂ + Y₄ have J : ρ[T₁ | ⟨T₂, S⟩ # A] ≤ (ρ[Y₁ # A] + ρ[Y₂ # A] + ρ[Y₃ # A] + ρ[Y₄ # A]) / 4 + (d[Y₁ # Y₂] + d[Y₃ # Y₄] + d[Y₁ # Y₃] + d[Y₂ # Y₄]) / 8 + (d[Y₁ + Y₂ # Y₃ + Y₄] + I[Y₁ + Y₂ : Y₁ + Y₃ | Y₁ + Y₂ + Y₃ + Y₄] + d[Y₁ | Y₁ + Y₃ # Y₂ | Y₂ + Y₄]) / 4 := new_gen_ineq hY₁ hY₂ hY₃ hY₄ h_indep hA have J' : ρ[T₂ | ⟨T₁, Y₁ + Y₃ + Y₂ + Y₄⟩ # A] ≤ (ρ[Y₁ # A] + ρ[Y₃ # A] + ρ[Y₂ # A] + ρ[Y₄ # A]) / 4 + (d[Y₁ # Y₃] + d[Y₂ # Y₄] + d[Y₁ # Y₂] + d[Y₃ # Y₄]) / 8 + (d[Y₁ + Y₃ # Y₂ + Y₄] + I[Y₁ + Y₃ : Y₁ + Y₂|Y₁ + Y₃ + Y₂ + Y₄] + d[Y₁ | Y₁ + Y₂ # Y₃ | Y₃ + Y₄]) / 4 := new_gen_ineq hY₁ hY₃ hY₂ hY₄ h_indep.reindex_four_acbd hA have : Y₁ + Y₃ + Y₂ + Y₄ = S := by simp only [S]; abel rw [this] at J' have : d[Y₁ + Y₂ # Y₃ + Y₄] + I[Y₁ + Y₂ : Y₁ + Y₃ | Y₁ + Y₂ + Y₃ + Y₄] + d[Y₁ | Y₁ + Y₃ # Y₂ | Y₂ + Y₄] + d[Y₁ + Y₃ # Y₂ + Y₄] + I[Y₁ + Y₃ : Y₁ + Y₂|S] + d[Y₁ | Y₁ + Y₂ # Y₃ | Y₃ + Y₄] = (d[Y₁ # Y₂] + d[Y₃ # Y₄]) + (d[Y₁ # Y₃] + d[Y₂ # Y₄]) := by have K : Y₁ + Y₃ + Y₂ + Y₄ = S := by simp only [S]; abel have K' : I[Y₁ + Y₃ : Y₁ + Y₂|Y₁ + Y₂ + Y₃ + Y₄] = I[Y₁ + Y₃ : Y₃ + Y₄|Y₁ + Y₂ + Y₃ + Y₄] := by have : Measurable (Y₁ + Y₃) := by fun_prop rw [condMutualInfo_comm this (by fun_prop), condMutualInfo_comm this (by fun_prop)] have B := condMutualInfo_of_inj_map (X := Y₃ + Y₄) (Y := Y₁ + Y₃) (Z := Y₁ + Y₂ + Y₃ + Y₄) (by fun_prop) (by fun_prop) (by fun_prop) (fun a b ↦ a - b) (fun a ↦ sub_right_injective) (μ := ℙ) convert B with g simp have K'' : I[Y₁ + Y₂ : Y₁ + Y₃|Y₁ + Y₂ + Y₃ + Y₄] = I[Y₁ + Y₂ : Y₂ + Y₄|Y₁ + Y₂ + Y₃ + Y₄] := by have : Measurable (Y₁ + Y₂) := by fun_prop rw [condMutualInfo_comm this (by fun_prop), condMutualInfo_comm this (by fun_prop)] have B := condMutualInfo_of_inj_map (X := Y₂ + Y₄) (Y := Y₁ + Y₂) (Z := Y₁ + Y₂ + Y₃ + Y₄) (by fun_prop) (by fun_prop) (by fun_prop) (fun a b ↦ a - b) (fun a ↦ sub_right_injective) (μ := ℙ) convert B with g simp abel rw [sum_of_rdist_eq_char_2' Y₁ Y₂ Y₃ Y₄ h_indep hY₁ hY₂ hY₃ hY₄, sum_of_rdist_eq_char_2' Y₁ Y₃ Y₂ Y₄ h_indep.reindex_four_acbd hY₁ hY₃ hY₂ hY₄, K, K', K''] abel linarith