Documentation

LeanPool.Superdiffusion.Algsuperdiff.Section3.Provider.MultiscaleEstimate.MultiscaleAbsorptionCore

MultiscaleAbsorptionCore #

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

Provider: the absorption calculus of p.multiscale.estimate #

It carries nothing about the buckle's five terms; it carries only the three calculi the final absorption runs on.

1. The two-lane envelope calculus #

TwoLaneEnvelope mu X A1 A2 says that the nonnegative observable X is dominated almost surely by a sum U + V of two nonnegative measurable observables carrying the squared-display Orlicz profiles Gamma_1 and Gamma_{1/4} at the scales A1, A2. It is the shape in which every one of the buckle's five terms arrives, and the shape in which they add.

The two nonnegativity fields are carried by choice, not by necessity. This module adds through Provider.Orlicz.isBigOWith_gammaSigma_add, whose hypotheses include nonnegativity and measurability of both summands, and carrying them in the package is cheaper than re-deriving them at each of the five terms. The fields are inert downstream, but they are what force isBigOWith_max_zero, the max-truncations of of_envelope / of_isTwoTermBigOWith, and the hU0/hV0 plumbing.

The real obstruction to using Probability.IsTwoTermBigOWith as the carrier is a.e. versus pointwise domination — that relation demands Measurable X and forall omega, X omega <= Y omega + Z omega, while the buckle's five terms dominate only almost surely — and not nonnegativity.

The calculus is closed under: weakening of both scales (mono_scales), almost-sure domination (of_ae_le), addition (add), multiplication by a nonnegative constant (const_mul), and it is generated by a single Gamma_1 tail (of_isBigOWith_gammaOne), by a deterministic constant (of_le_const), by a raw measurable-and-tailed dominating pair (of_envelope) and by any proved Probability.IsTwoTermBigOWith at the squared profiles (of_isTwoTermBigOWith).

2. The square-root buckle's two amplitude identities #

sqrt_ordinaryLaneAmplitude and sqrt_rareLaneAmplitude evaluate the square roots of the two normal forms

    A1 = K1 . (s^{-1})^2 . (eps^2 E^2 cgamma) ,
    A2 = K2 . (s^{-1})^4 . (eps^2 exp(-2 E^{-3} cgamma^{-1}))

in closed form. Under the eps^2 normalization of the squared display these are exactly the two frozen amplitudes of Frozen/Section3/MultiscaleEstimate.lean at Cms := sqrt K, and — this is the point of the eps^2 normalization — the refinement clause is free: sqrt A1 = sqrt K1 . eps . E . s^{-1} . sqrt cgamma already has the refinement amplitude's shape, so no s <= Cms eps hypothesis is ever consumed. The two comparisons are sqrtOrdinaryLane_le_frozen (main lane) and sqrtOrdinaryLane_le_refinement (the second conjunct); the rare lane's is sqrtRareLane_le_frozen.

Nearby statements elsewhere carry only the special cases K = 1, s^{-1} = 1, or fix the lane constants homLaneOrdinaryConst / homLaneRareConst. Since the assembled display needs the free constant throughout, this module proves the free-constant versions and routes the lanes through them.

3. The absorption calculus #

Three lemmas absorb the buckle's two non-lane tail families into the two normal forms, using only the frozen root's own window binders cstar^{-1} eps^{-Cms} <= E and cgamma <= (E^{-1})^{10} and the freedom to choose Cms after every dimensional constant:

The deterministic remainder has NO absorption lemma of its own in this module. Its three summands cgamma^2 h^2, cgamma^2 s^{-2} and cgamma^2 E^4 |log cgamma|^4 are absorbed in the consumer, by remainderGap_le, remainderScale_le and remainderLog_le of MultiscaleAbsorptionArith. What this module supplies them is three window facts: gamma_le_epsSq (cgamma <= (3/2)^{10} eps^2, consumed by the first two), sqrt_gamma_mul_sq_le (sqrt cgamma . E^2 <= (3/2)^3 eps^2) and sqrt_mul_abs_log_pow_four_le (sqrt x . |log x|^4 <= 384, the k = 4 case of the elementary x^k e^{-x} <= k!), the last two consumed by remainderLog_le.

Finally, le_rpow_neg_fifth turns the frozen root's cgamma <= (E^{-1})^{10} into the bad-event producer's fifth-root gate E <= cgamma^{-1/5}. Countable-series measurability in the consumer uses Mathlib's Measurable.tsum, without nonnegativity or summability premises.

1. The two-lane envelope calculus #

The squared display's envelope package. X is almost surely dominated by U + V with U, V nonnegative, measurable, and carrying the squared profiles Gamma_1 at scale A1 and Gamma_{1/4} at scale A2.

Probability.IsCommonEventTwoTermBigOWith is the closest existing shape — two witnesses, two profiles, one almost-sure domination event — but it is indexed over a family, which these five terms are not. Probability.IsTwoTermBigOWith cannot serve as the carrier either, because it demands Measurable X and X omega <= Y omega + Z omega pointwise, whereas the buckle's terms dominate only almost surely; nonnegativity is not the obstruction (see §1 of the module docstring).

Equations
  • One or more equations did not get rendered due to their size.
Instances For

    A constant observable below a nonnegative scale has that scale.

    Provider.Tail.isBigOWith_gammaSigma_const is the same statement with the two hypotheses in the other order, but it is not in this module's import closure, so the three-line fact is proved here rather than imported.

    The zero observable has every nonnegative scale. This spelling delegates to the common zero-tail lemma used by the envelope constructors.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.isBigOWith_max_zero {Omega : Type u_1} [MeasurableSpace Omega] {mu : MeasureTheory.Measure Omega} {Psi : ℝ → ℝ} {Y : Omega → ℝ} {A : ℝ} (hA : 0 < A) (hY : HCPolySupport.IndependentSums.IsBigOWith mu Psi Y A) :
    HCPolySupport.IndependentSums.IsBigOWith mu Psi (fun (omega : Omega) => max (Y omega) 0) A

    The max (Y omega) 0 compatibility spelling of the common positive-part tail estimate.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.TwoLaneEnvelope.mono_scales {Omega : Type u_1} [MeasurableSpace Omega] {mu : MeasureTheory.Measure Omega} [MeasureTheory.IsFiniteMeasure mu] {X : Omega → ℝ} {A1 A2 B1 B2 : ℝ} (h : TwoLaneEnvelope mu X A1 A2) (h1 : A1 ≤ B1) (h2 : A2 ≤ B2) :
    TwoLaneEnvelope mu X B1 B2

    The envelope calculus is monotone in both scales.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.TwoLaneEnvelope.of_ae_le {Omega : Type u_1} [MeasurableSpace Omega] {mu : MeasureTheory.Measure Omega} {X X' : Omega → ℝ} {A1 A2 : ℝ} (h : TwoLaneEnvelope mu X A1 A2) (hle : ∀ᵐ (omega : Omega) ∂mu, X' omega ≤ X omega) :
    TwoLaneEnvelope mu X' A1 A2

    An almost-sure minorant inherits the envelope.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.TwoLaneEnvelope.add {Omega : Type u_1} [MeasurableSpace Omega] {mu : MeasureTheory.Measure Omega} [MeasureTheory.IsFiniteMeasure mu] {X X' : Omega → ℝ} {A1 A2 B1 B2 : ℝ} (hA1 : 0 ≤ A1) (hA2 : 0 ≤ A2) (hB1 : 0 ≤ B1) (hB2 : 0 ≤ B2) (h : TwoLaneEnvelope mu X A1 A2) (h' : TwoLaneEnvelope mu X' B1 B2) :
    TwoLaneEnvelope mu (fun (omega : Omega) => X omega + X' omega) (HCPolySupport.IndependentSums.gammaTriangleConst 1 * (A1 + B1)) (HCPolySupport.IndependentSums.gammaTriangleConst (1 / 4) * (A2 + B2))

    The envelope calculus is closed under addition, at the two Orlicz triangle constants of the squared display.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.TwoLaneEnvelope.const_mul {Omega : Type u_1} [MeasurableSpace Omega] {mu : MeasureTheory.Measure Omega} {X : Omega → ℝ} {A1 A2 c : ℝ} (hc : 0 ≤ c) (h : TwoLaneEnvelope mu X A1 A2) :
    TwoLaneEnvelope mu (fun (omega : Omega) => c * X omega) (c * A1) (c * A2)

    The envelope calculus is closed under multiplication by a nonnegative constant.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.TwoLaneEnvelope.of_isBigOWith_gammaOne {Omega : Type u_1} [MeasurableSpace Omega] {mu : MeasureTheory.Measure Omega} {U : Omega → ℝ} {A1 A2 : ℝ} (hUm : Measurable U) (hU0 : ∀ (omega : Omega), 0 ≤ U omega) (hUt : HCPolySupport.IndependentSums.IsBigOWith mu (HCPolySupport.IndependentSums.gammaSigma 1) U A1) (hA2 : 0 ≤ A2) :
    TwoLaneEnvelope mu U A1 A2

    A single Gamma_1 tail on a nonnegative measurable observable is an envelope, with an empty rare lane.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.TwoLaneEnvelope.of_le_const {Omega : Type u_1} [MeasurableSpace Omega] {mu : MeasureTheory.Measure Omega} {X : Omega → ℝ} {A1 A2 c : ℝ} (hc : 0 ≤ c) (hcA : c ≤ A1) (hA2 : 0 ≤ A2) (hle : ∀ᵐ (omega : Omega) ∂mu, X omega ≤ c) :
    TwoLaneEnvelope mu X A1 A2

    A deterministic bound is an envelope.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.TwoLaneEnvelope.of_envelope {Omega : Type u_1} [MeasurableSpace Omega] {mu : MeasureTheory.Measure Omega} {X U V : Omega → ℝ} {A1 A2 : ℝ} (hA1 : 0 < A1) (hA2 : 0 < A2) (hUm : Measurable U) (hVm : Measurable V) (hUt : HCPolySupport.IndependentSums.IsBigOWith mu (HCPolySupport.IndependentSums.gammaSigma 1) U A1) (hVt : HCPolySupport.IndependentSums.IsBigOWith mu (HCPolySupport.IndependentSums.gammaSigma (1 / 4)) V A2) (hle : ∀ᵐ (omega : Omega) ∂mu, X omega ≤ U omega + V omega) :
    TwoLaneEnvelope mu X A1 A2

    A raw envelope pair — measurable, tailed, almost surely dominating — is an envelope package: truncating both members at zero costs nothing, because both scales are positive.

    Every proved two-term bound at the squared display's profiles is an envelope: its witnesses are truncated at zero, which costs nothing because both scales are positive.

    2. The square-root buckle's amplitude normal forms #

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.sqrt_ordinaryLaneAmplitude {K s eps Ev gam : ℝ} (hK : 0 ≤ K) (hs : 0 < s) (heps : 0 ≤ eps) (hEv : 0 ≤ Ev) :
    √(K * (s⁻¹ ^ 2 * (eps ^ 2 * Ev ^ 2 * gam))) = √K * eps * Ev * s⁻¹ * √gam

    The ordinary lane's normal form, in closed form.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.sqrt_rareLaneAmplitude {K s eps X : ℝ} (hK : 0 ≤ K) (hs : 0 < s) (heps : 0 ≤ eps) :
    √(K * (s⁻¹ ^ 4 * (eps ^ 2 * Real.exp (-(2 * X))))) = √K * eps * s⁻¹ ^ 2 * Real.exp (-X)

    The rare lane's normal form, in closed form.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.sqrtOrdinaryLane_le_frozen {K Cms s eps Ev gam : ℝ} (hK : 0 ≤ K) (hs : 0 < s) (heps0 : 0 ≤ eps) (heps1 : eps ≤ 1) (hEv : 0 ≤ Ev) (hCms : √K ≤ Cms) :
    √(K * (s⁻¹ ^ 2 * (eps ^ 2 * Ev ^ 2 * gam))) ≤ Cms * Ev * s⁻¹ * √(eps * gam)

    The frozen root's ordinary amplitude, reached from the normal form.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.sqrtOrdinaryLane_le_refinement {K Cms s eps Ev gam : ℝ} (hK : 0 ≤ K) (hs : 0 < s) (heps0 : 0 ≤ eps) (hEv : 0 ≤ Ev) (hCms : √K ≤ Cms) :
    √(K * (s⁻¹ ^ 2 * (eps ^ 2 * Ev ^ 2 * gam))) ≤ Cms * eps * Ev * s⁻¹ * √gam

    The frozen root's refinement amplitude, reached from the SAME normal form — this is what the eps^2 normalization buys: the second conjunct costs nothing.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.sqrtRareLane_le_frozen {K Cms s eps X : ℝ} (hK : 0 ≤ K) (hs : 0 < s) (heps0 : 0 ≤ eps) (hCms : √K ≤ Cms) :
    √(K * (s⁻¹ ^ 4 * (eps ^ 2 * Real.exp (-(2 * X))))) ≤ Cms * eps * s⁻¹ ^ 2 * Real.exp (-X)

    The frozen root's rare amplitude, reached from the normal form.

    3. The absorption calculus #

    The elementary x^k e^{-x} <= k!. The only other copy here, HomogenizationLanes.pow_mul_exp_neg_le, is private; the derivation from mathlib's Real.pow_div_factorial_le_exp is the same.

    The quadratic decay of the exponential, in the form the two exponential lanes consume.

    The other copies of exp(-x) <= 2/x^2 (both named exp_neg_le_two_div_sq, at the 2 / x^2 spelling) are private, so the fact is re-derived here.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.window_inv_pow_le {eps Cms E : ℝ} (heps0 : 0 < eps) (heps1 : eps ≤ 1) (hE : 0 < E) (hfloor : 2 / 3 * eps ^ (-Cms) ≤ E) (n k : ℕ) (hk : ↑k ≤ ↑n * Cms) :
    E⁻¹ ^ n ≤ (3 / 2) ^ n * eps ^ k

    The window utility. Under the frozen root's own window binder, every negative power of E is a power of eps, as soon as Cms has been chosen large enough.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.absorb_window_poly {cstarInv eps Cms E Q p K1 : ℝ} (hQ : 0 ≤ Q) (hcs : 0 ≤ cstarInv) (heps0 : 0 < eps) (heps1 : eps ≤ 1) (hCms : 2 + p ≤ Cms) (hQK : Q ≤ K1 * E) (hwin : cstarInv * eps ^ (-Cms) ≤ E) :
    Q * cstarInv * eps ^ (-p) ≤ K1 * (eps ^ 2 * E ^ 2)

    The polynomial absorption. A dimensional constant Q times the window's own cstar^{-1} and any negative power eps^{-p} is absorbed into K1 eps^2 E^2 as soon as 2 + p <= Cms and Q <= K1 E.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.absorb_window_exp {eps Cms E gam a Q K1 : ℝ} (hQ : 0 ≤ Q) (ha : 0 < a) (hE : 0 < E) (hgam : 0 < gam) (heps0 : 0 < eps) (heps1 : eps ≤ 1) (hgammaE : gam ≤ E⁻¹ ^ 10) (hCms : 2 ≤ 8 * Cms) (hfloor : 2 / 3 * eps ^ (-Cms) ≤ E) (hK : 2 * Q * a⁻¹ ^ 2 * (3 / 2) ^ 8 ≤ K1) :
    Q * Real.exp (-(a * E⁻¹ ^ 2 * gam⁻¹)) ≤ K1 * (eps ^ 2 * E ^ 2 * gam)

    The exponential absorption, ordinary lane. The bad lane's printed rate exp(-(c E^{-2} cgamma^{-1})) is polynomially smaller than the frozen root's own eps^2 E^2 cgamma.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.absorb_window_exp_rare {eps Cms E gam a Q K2 : ℝ} (hQ : 0 ≤ Q) (ha : 0 < a) (hE : 0 < E) (hgam : 0 < gam) (heps0 : 0 < eps) (heps1 : eps ≤ 1) (hgammaE : gam ≤ E⁻¹ ^ 10) (hEa : 4 / a ≤ E) (hCms : 2 ≤ 16 * Cms) (hfloor : 2 / 3 * eps ^ (-Cms) ≤ E) (hK : 8 * Q * a⁻¹ ^ 2 * (3 / 2) ^ 16 ≤ K2) :
    Q * Real.exp (-(a * E⁻¹ ^ 2 * gam⁻¹)) ≤ K2 * (eps ^ 2 * Real.exp (-(2 * E⁻¹ ^ 3 * gam⁻¹)))

    The exponential absorption, rare lane. The bad lane's Gamma_{2/7} rate exp(-(Ccg^{-1} E^{-2} cgamma^{-1})) clears the frozen root's own exp(-(2 E^{-3} cgamma^{-1})) as soon as 4/a <= E.

    The elementary sqrt x . |log x|^4 <= 384 on (0,1], the k = 4 case of pow_mul_exp_neg_le'.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.gamma_le_epsSq {eps Cms E gam : ℝ} (heps0 : 0 < eps) (heps1 : eps ≤ 1) (hE : 0 < E) (hfloor : 2 / 3 * eps ^ (-Cms) ≤ E) (hCms : 2 ≤ 10 * Cms) (hgammaE : gam ≤ E⁻¹ ^ 10) :
    gam ≤ (3 / 2) ^ 10 * eps ^ 2

    cgamma is below eps^2 on the window.

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.sqrt_gamma_mul_sq_le {eps Cms E gam : ℝ} (heps0 : 0 < eps) (heps1 : eps ≤ 1) (hE : 0 < E) (hfloor : 2 / 3 * eps ^ (-Cms) ≤ E) (hCms : 2 ≤ 3 * Cms) (hgammaE : gam ≤ E⁻¹ ^ 10) :
    √gam * E ^ 2 ≤ (3 / 2) ^ 3 * eps ^ 2

    sqrt cgamma . E^2 is below eps^2 on the window: this is the remainder term's E^4 |log cgamma|^4 summand's home.

    Two re-derived siblings #

    theorem Algsuperdiff.Section3.Provider.MultiscaleEstimate.le_rpow_neg_fifth {Ev gam : ℝ} (hE : 1 ≤ Ev) (hgam : 0 < gam) (hgammaE : gam ≤ Ev⁻¹ ^ 10) :
    Ev ≤ gam ^ (-(1 / 5))

    The frozen root's smallness gate implies the bad-event producer's own fifth-root gate. The sibling Provider.BadEvents.le_rpow_neg_fifth_of_gamma_le_inv_pow_ten is private, so the same derivation is repeated here.