teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
phi_min_exists
PFR.RhoFunctional · PFR/RhoFunctional.lean:1160 to 1192
Source documentation
There exists a -minimizer.
Exact Lean statement
lemma phi_min_exists (hA : A.Nonempty) : ∃ (μ : Measure (G × G)), IsProbabilityMeasure μ ∧
phiMinimizes Prod.fst Prod.snd η A μComplete declaration
Lean source
Full Lean sourceLean 4
lemma phi_min_exists (hA : A.Nonempty) : ∃ (μ : Measure (G × G)), IsProbabilityMeasure μ ∧ phiMinimizes Prod.fst Prod.snd η A μ := by let _i : TopologicalSpace G := (⊥ : TopologicalSpace G) have : DiscreteTopology G := ⟨rfl⟩ let iG : Inhabited G := ⟨0⟩ have T : Continuous (fun (μ : ProbabilityMeasure (G × G)) ↦ phi Prod.fst Prod.snd η A μ) := by apply continuous_iff_continuousAt.2 (fun μ ↦ ?_) apply Tendsto.add · apply tendsto_rdist_probabilityMeasure continuous_fst continuous_snd tendsto_id apply Tendsto.const_mul apply Tendsto.add · apply tendsto_rho_probabilityMeasure continuous_fst hA tendsto_id · apply tendsto_rho_probabilityMeasure continuous_snd hA tendsto_id obtain ⟨μ, _, hμ⟩ := @IsCompact.exists_isMinOn ℝ (ProbabilityMeasure (G × G)) _ _ _ _ Set.univ isCompact_univ ⟨default, trivial⟩ _ T.continuousOn refine ⟨μ, by infer_instance, ?_⟩ intro Ω' mΩ' X' Y' hP hX' hY' let ν : Measure (G × G) := Measure.map (⟨X', Y'⟩) ℙ have : IsProbabilityMeasure ν := isProbabilityMeasure_map (by fun_prop) let ν' : ProbabilityMeasure (G × G) := ⟨ν, this⟩ have : phi Prod.fst Prod.snd η A ↑μ ≤ phi Prod.fst Prod.snd η A ↑ν' := hμ (mem_univ _) apply this.trans_eq have h₁ : IdentDistrib Prod.fst X' (ν' : Measure (G × G)) ℙ := by refine ⟨measurable_fst.aemeasurable, hX'.aemeasurable, ?_⟩ simp only [ProbabilityMeasure.coe_mk, ν', ν] rw [Measure.map_map measurable_fst (by fun_prop)] rfl have h₂ : IdentDistrib Prod.snd Y' (ν' : Measure (G × G)) ℙ := by refine ⟨measurable_snd.aemeasurable, hY'.aemeasurable, ?_⟩ simp only [ProbabilityMeasure.coe_mk, ν', ν] rw [Measure.map_map measurable_snd (by fun_prop)] rfl simp [phi, h₁.rdist_congr h₂, rho_eq_of_identDistrib h₁, rho_eq_of_identDistrib h₂]