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AutoSamplingTheory.TechnicalLemmas.Measure.ReplacementCompetitorQuadraticCost

3 named declarations scanned from AutoSamplingTheory/TechnicalLemmas/Measure/ReplacementCompetitorQuadraticCost.lean.

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theorem AutoSamplingTheory.TechnicalLemmas.Measure.ReplacementCompetitorQuadraticCost.integrable_ambient_of_remainder_removed Partial Not mapped

- Integrability of the unchanged remainder and removed block implies integrability of the reconstructed ambient measure.

theorem integrable_ambient_of_remainder_removed
    (ambient remainder removed : FiniteMeasure (E × E))
    (hdecomp : ambient = remainder + removed)
    (hrem : Integrable realQuadraticCost (remainder : Measure (E × E)))
    (hremoved : Integrable realQuadraticCost (removed : Measure (E × E))) :
    Integrable realQuadraticCost (ambient : Measure (E × E)) := by
  rw [hdecomp]
  exact integrable_add_measure.2 ⟨hrem, hremoved⟩

/-- Integrability of the unchanged remainder and replacement block implies
integrability of the global replacement competitor. -/
theorem AutoSamplingTheory.TechnicalLemmas.Measure.ReplacementCompetitorQuadraticCost.integrable_replacementCompetitor Partial Not mapped

- Integrability of the unchanged remainder and replacement block implies integrability of the global replacement competitor.

theorem integrable_replacementCompetitor
    (remainder replacement : FiniteMeasure (E × E))
    (hrem : Integrable realQuadraticCost (remainder : Measure (E × E)))
    (hreplacement : Integrable realQuadraticCost (replacement : Measure (E × E))) :
    Integrable realQuadraticCost
      (replacementCompetitor remainder replacement : Measure (E × E)) := by
  unfold replacementCompetitor
  exact integrable_add_measure.2 ⟨hrem, hreplacement⟩

/-- A strict cost improvement on the removed/replacement part remains strict
after the same remainder is added to both sides. -/
theorem AutoSamplingTheory.TechnicalLemmas.Measure.ReplacementCompetitorQuadraticCost.integral_replacementCompetitor_lt_ambient Partial Not mapped

- A strict cost improvement on the removed/replacement part remains strict after the same remainder is added to both sides.

theorem integral_replacementCompetitor_lt_ambient
    (ambient remainder removed replacement : FiniteMeasure (E × E))
    (hdecomp : ambient = remainder + removed)
    (hrem : Integrable realQuadraticCost (remainder : Measure (E × E)))
    (hremoved : Integrable realQuadraticCost (removed : Measure (E × E)))
    (hreplacement : Integrable realQuadraticCost (replacement : Measure (E × E)))
    (hcost :
      (∫ z, realQuadraticCost z ∂(replacement : Measure (E × E))) <
        ∫ z, realQuadraticCost z ∂(removed : Measure (E × E))) :
    (∫ z, realQuadraticCost z
        ∂(replacementCompetitor remainder replacement : Measure (E × E))) <
      ∫ z, realQuadraticCost z ∂(ambient : Measure (E × E)) := by
  calc
    (∫ z, realQuadraticCost z
        ∂(replacementCompetitor remainder replacement : Measure (E × E))) =
        (∫ z, realQuadraticCost z ∂(remainder : Measure (E × E))) +
          ∫ z, realQuadraticCost z ∂(replacement : Measure (E × E)) := by
      unfold replacementCompetitor
      exact integral_add_measure hrem hreplacement
    _ < (∫ z, realQuadraticCost z ∂(remainder : Measure (E × E))) +
        ∫ z, realQuadraticCost z ∂(removed : Measure (E × E)) :=
      add_lt_add_left hcost _
    _ = ∫ z, realQuadraticCost z
        ∂((remainder + removed : FiniteMeasure (E × E)) : Measure (E × E)) := by
      exact (integral_add_measure hrem hremoved).symm
    _ = ∫ z, realQuadraticCost z ∂(ambient : Measure (E × E)) := by
      rw [← hdecomp]

end

end ReplacementCompetitorQuadraticCost
end Measure
end TechnicalLemmas
end AutoSamplingTheory

Complete Lean source

AutoSamplingTheory/TechnicalLemmas/Measure/ReplacementCompetitorQuadraticCost.lean — full module with imports and context
Download module (.lean)
import AutoSamplingTheory.TechnicalLemmas.Measure.PermutedReplacementQuadraticCost
import AutoSamplingTheory.TechnicalLemmas.Measure.ReplacementCompetitor
import Mathlib.MeasureTheory.Integral.Bochner.Basic

/-!
# Quadratic cost bookkeeping for a replacement competitor

Once an ambient finite measure is decomposed as `remainder + removed`, replacing
`removed` by a strictly cheaper finite block preserves the same strict cost
improvement after adding back the unchanged remainder.  This module isolates
that purely additive fact and packages the integrability of the ambient and
replacement competitor.
-/

namespace AutoSamplingTheory
namespace TechnicalLemmas
namespace Measure
namespace ReplacementCompetitorQuadraticCost

open MeasureTheory
open PermutedReplacementQuadraticCost ReplacementCompetitor

noncomputable section

variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
  [MeasurableSpace E] [BorelSpace E] [SecondCountableTopology E]

/-- Integrability of the unchanged remainder and removed block implies
integrability of the reconstructed ambient measure. -/
theorem integrable_ambient_of_remainder_removed
    (ambient remainder removed : FiniteMeasure (E × E))
    (hdecomp : ambient = remainder + removed)
    (hrem : Integrable realQuadraticCost (remainder : Measure (E × E)))
    (hremoved : Integrable realQuadraticCost (removed : Measure (E × E))) :
    Integrable realQuadraticCost (ambient : Measure (E × E)) := by
  rw [hdecomp]
  exact integrable_add_measure.2 ⟨hrem, hremoved⟩

/-- Integrability of the unchanged remainder and replacement block implies
integrability of the global replacement competitor. -/
theorem integrable_replacementCompetitor
    (remainder replacement : FiniteMeasure (E × E))
    (hrem : Integrable realQuadraticCost (remainder : Measure (E × E)))
    (hreplacement : Integrable realQuadraticCost (replacement : Measure (E × E))) :
    Integrable realQuadraticCost
      (replacementCompetitor remainder replacement : Measure (E × E)) := by
  unfold replacementCompetitor
  exact integrable_add_measure.2 ⟨hrem, hreplacement⟩

/-- A strict cost improvement on the removed/replacement part remains strict
after the same remainder is added to both sides. -/
theorem integral_replacementCompetitor_lt_ambient
    (ambient remainder removed replacement : FiniteMeasure (E × E))
    (hdecomp : ambient = remainder + removed)
    (hrem : Integrable realQuadraticCost (remainder : Measure (E × E)))
    (hremoved : Integrable realQuadraticCost (removed : Measure (E × E)))
    (hreplacement : Integrable realQuadraticCost (replacement : Measure (E × E)))
    (hcost :
      (∫ z, realQuadraticCost z ∂(replacement : Measure (E × E))) <
        ∫ z, realQuadraticCost z ∂(removed : Measure (E × E))) :
    (∫ z, realQuadraticCost z
        ∂(replacementCompetitor remainder replacement : Measure (E × E))) <
      ∫ z, realQuadraticCost z ∂(ambient : Measure (E × E)) := by
  calc
    (∫ z, realQuadraticCost z
        ∂(replacementCompetitor remainder replacement : Measure (E × E))) =
        (∫ z, realQuadraticCost z ∂(remainder : Measure (E × E))) +
          ∫ z, realQuadraticCost z ∂(replacement : Measure (E × E)) := by
      unfold replacementCompetitor
      exact integral_add_measure hrem hreplacement
    _ < (∫ z, realQuadraticCost z ∂(remainder : Measure (E × E))) +
        ∫ z, realQuadraticCost z ∂(removed : Measure (E × E)) :=
      add_lt_add_left hcost _
    _ = ∫ z, realQuadraticCost z
        ∂((remainder + removed : FiniteMeasure (E × E)) : Measure (E × E)) := by
      exact (integral_add_measure hrem hremoved).symm
    _ = ∫ z, realQuadraticCost z ∂(ambient : Measure (E × E)) := by
      rw [← hdecomp]

end

end ReplacementCompetitorQuadraticCost
end Measure
end TechnicalLemmas
end AutoSamplingTheory