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LeanPool.Superdiffusion.Algsuperdiff.Process.Trajectory.HitExitChaining

HitExitChaining #

Ported from scottnarmstrong/Superdiffusion at 7f20476385d4af418f110303085ad0740c9eba46. Module imports, support namespace and local option directives adapted for Lean Pool.

Chaining a hit with the subsequent exit #

This module builds one restart step from two successive events: first hit a member of a countable family of closed sets, then exit the corresponding open enlargement. Entrance into a closed set D is represented by the exit time from the open complement Dᶜ. This closedness is essential: entrance times of general open sets need not be stopping times for the raw canonical filtration, and a continuous path first entering an open set need only land in its closure.

Accordingly, the union of the small sets is assumed closed and the enlarged sets V' i are open; each individual V i need only be measurable, the intended use being closed sets with V i ⊆ V' i. Closedness of the union is deliberately a separate hypothesis; it does not follow for an arbitrary infinite family. At a finite hitting time the path lies in the selected V i itself, not merely its closure. Reaching a cemetery point outside an enlargement counts as an exit.

Public declarations:

noncomputable def Algsuperdiff.Process.ContinuousPath.hitTime {alpha : Type u_1} [PseudoMetricSpace alpha] (D : Set alpha) (omega : MarkovProcess.ContinuousPath alpha) :

The first entrance time into D, represented as the exit time from its complement.

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    noncomputable def Algsuperdiff.Process.ContinuousPath.familyIndex {alpha : Type u_1} (V : ℕ → Set alpha) (a : alpha) :

    The least member of a countable family containing a, with value zero off the union.

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      noncomputable def Algsuperdiff.Process.ContinuousPath.hitExitTime {alpha : Type u_1} [PseudoMetricSpace alpha] (V V' : ℕ → Set alpha) (omega : MarkovProcess.ContinuousPath alpha) :

      First hit the closed family, then exit the open enlargement selected at the hitting state.

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      • One or more equations did not get rendered due to their size.
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        theorem Algsuperdiff.Process.ContinuousPath.measurable_familyIndex {alpha : Type u_1} [MeasurableSpace alpha] (V : ℕ → Set alpha) (hV : ∀ (i : ℕ), MeasurableSet (V i)) :

        The least-index selector of a measurable countable family is measurable.

        theorem Algsuperdiff.Process.ContinuousPath.familyIndex_mem_of_mem_iUnion {alpha : Type u_1} (V : ℕ → Set alpha) {a : alpha} (ha : a ∈ ⋃ (i : ℕ), V i) :
        a ∈ V (familyIndex V a)

        A point in the union belongs to the family member selected by familyIndex.

        theorem Algsuperdiff.Process.ContinuousPath.coordinate_hitTime_mem {alpha : Type u_1} [PseudoMetricSpace alpha] (D : Set alpha) (hD : IsClosed D) (omega : MarkovProcess.ContinuousPath alpha) (hfin : hitTime D omega ≠ ⊤) :
        omega (WithTop.untopD 0 (hitTime D omega)) ∈ D

        At a finite entrance time into a closed set, the path lies in that set.

        theorem Algsuperdiff.Process.ContinuousPath.isStoppingTime_hitExitTime {alpha : Type u_1} [PseudoMetricSpace alpha] [MeasurableSpace alpha] [SecondCountableTopology alpha] [BorelSpace alpha] (V V' : ℕ → Set alpha) (hVmeasurable : ∀ (i : ℕ), MeasurableSet (V i)) (hDclosed : IsClosed (⋃ (i : ℕ), V i)) (hV'open : ∀ (i : ℕ), IsOpen (V' i)) :

        The composite hit-then-exit rule is a stopping time when the hit sets are measurable with a closed union and each enlargement is open.

        theorem Algsuperdiff.Process.ContinuousPath.visited_before_iterated_subset {alpha : Type u_1} [PseudoMetricSpace alpha] (V V' : ℕ → Set alpha) (K : ℕ) (hoverlap : ∀ (i : ℕ), ∃ (s : Finset ℕ), s.card ≤ K ∧ ∀ (j : ℕ), (V j ∩ V' i).Nonempty → j ∈ s) (k : ℕ) (omega : MarkovProcess.ContinuousPath alpha) :
        ∃ (s : Finset ℕ), s.card ≤ k * K ∧ ∀ (j : ℕ), (∃ (t : NNReal), ↑t < iteratedStoppingTime (hitExitTime V V') k omega ∧ omega t ∈ V j) → j ∈ s

        The hit sets visited before the first k composite cycles fit in a finite set of at most k * K indices when each selected enlargement meets at most K hit sets.

        theorem Algsuperdiff.Process.ContinuousPath.iteratedStoppingTime_hitExit_le_exitTime_of_visits {alpha : Type u_1} [PseudoMetricSpace alpha] (V V' : ℕ → Set alpha) (U : Set alpha) (omega : MarkovProcess.ContinuousPath alpha) (K D N : ℕ) (hoverlap : ∀ (i : ℕ), ∃ (s : Finset ℕ), s.card ≤ K ∧ ∀ (j : ℕ), (V j ∩ V' i).Nonempty → j ∈ s) (hvisits : ∃ (s : Finset ℕ), D ≤ s.card ∧ ∀ i ∈ s, ∃ (t : NNReal), ↑t < MarkovProcess.ContinuousPath.exitTime U omega ∧ omega t ∈ V i) (hcount : N * K < D) :

        If a path visits more distinct hit sets than N overlap blocks can contain before leaving U, then its first N hit-then-exit cycles finish before that exit.

        A one-step discounted exit bound on every hitting set controls the composite hit-then-exit rule from every starting point.

        theorem Algsuperdiff.Process.SubMarkovKernelSemigroup.IsConservative.lintegral_exp_neg_exitTime_le_rho_pow_hitExit_of_cover {alpha : Type u_1} [MetricSpace alpha] [CompleteSpace alpha] [MeasurableSpace alpha] [BorelSpace alpha] [SecondCountableTopology alpha] [Nonempty alpha] [LocallyCompactSpace alpha] (P : MarkovProcess.SubMarkovKernelSemigroup alpha) (hP : P.IsConservative) (hFeller : P.IsFellerKernelSemigroup) (hK : P.KolmogorovRegular hP) (V V' : ℕ → Set alpha) (hVmeasurable : ∀ (i : ℕ), MeasurableSet (V i)) (hDclosed : IsClosed (⋃ (i : ℕ), V i)) (hV'open : ∀ (i : ℕ), IsOpen (V' i)) (U : Set alpha) (lam : ℝ) (hlam : 0 < lam) (rho : ENNReal) (hrho : rho ≠ ⊤) (hone : ∀ (i : ℕ), ∀ z ∈ V i, ∫⁻ (eta : MarkovProcess.ContinuousPath alpha), ContinuousPath.discountedStoppingWeight lam (MarkovProcess.ContinuousPath.exitTime (V' i)) eta ∂(MarkovProcess.SubMarkovKernelSemigroup.IsConservative.continuousProcess P hP) z ≤ rho) (N : ℕ) (x : alpha) (hcover : ∀ᵐ (omega : MarkovProcess.ContinuousPath alpha) ∂(MarkovProcess.SubMarkovKernelSemigroup.IsConservative.continuousProcess P hP) x, MarkovProcess.ContinuousPath.exitTime U omega < ⊤ → ContinuousPath.iteratedStoppingTime (ContinuousPath.hitExitTime V V') N omega ≤ MarkovProcess.ContinuousPath.exitTime U omega) :

        The general exit-time chaining estimate specialized to the composite hit-then-exit rule. The geometric comparison with the terminal exit time is supplied directly, guarded by exitTime U omega < ⊤: paths that never leave U are unconstrained.

        theorem Algsuperdiff.Process.SubMarkovKernelSemigroup.IsConservative.lintegral_exp_neg_exitTime_le_rho_pow_hitExit {alpha : Type u_1} [MetricSpace alpha] [CompleteSpace alpha] [MeasurableSpace alpha] [BorelSpace alpha] [SecondCountableTopology alpha] [Nonempty alpha] [LocallyCompactSpace alpha] (P : MarkovProcess.SubMarkovKernelSemigroup alpha) (hP : P.IsConservative) (hFeller : P.IsFellerKernelSemigroup) (hK : P.KolmogorovRegular hP) (V V' : ℕ → Set alpha) (hVmeasurable : ∀ (i : ℕ), MeasurableSet (V i)) (hDclosed : IsClosed (⋃ (i : ℕ), V i)) (hV'open : ∀ (i : ℕ), IsOpen (V' i)) (U : Set alpha) (lam : ℝ) (hlam : 0 < lam) (rho : ENNReal) (hrho : rho ≠ ⊤) (hone : ∀ (i : ℕ), ∀ z ∈ V i, ∫⁻ (eta : MarkovProcess.ContinuousPath alpha), ContinuousPath.discountedStoppingWeight lam (MarkovProcess.ContinuousPath.exitTime (V' i)) eta ∂(MarkovProcess.SubMarkovKernelSemigroup.IsConservative.continuousProcess P hP) z ≤ rho) (K D N : ℕ) (x : alpha) (hoverlap : ∀ (i : ℕ), ∃ (s : Finset ℕ), s.card ≤ K ∧ ∀ (j : ℕ), (V j ∩ V' i).Nonempty → j ∈ s) (hvisits : ∀ᵐ (omega : MarkovProcess.ContinuousPath alpha) ∂(MarkovProcess.SubMarkovKernelSemigroup.IsConservative.continuousProcess P hP) x, MarkovProcess.ContinuousPath.exitTime U omega < ⊤ → ∃ (s : Finset ℕ), D ≤ s.card ∧ ∀ i ∈ s, ∃ (t : NNReal), ↑t < MarkovProcess.ContinuousPath.exitTime U omega ∧ omega t ∈ V i) (hcount : N * K < D) :

        Composite hit-then-exit chaining bound. If each selected enlargement meets at most K hit sets and almost every path visits at least D explicitly listed hit sets strictly before leaving U, then N * K < D turns the one-cycle estimate into a rho ^ N terminal-exit estimate.

        The visits premise is guarded by exitTime U omega < ⊤, so it asks nothing of paths that never leave U. Because almost every path starts at x, a starting point outside U leaves at time 0; no visit time is then strictly earlier, the guarded premise forces D = 0, and hcount fails. The conclusion is therefore vacuous unless x ∈ U.