OAI/Analysis/Brenier/Sections.lean
45 declarations, 0 contain sorry, 0 declared as axioms
- def
OAI.Problem358.AffineSlice.fiberline 16Source documentation
A vertical affine section of a set in a product vector space.
def fiber (K : Set (U × V)) (p : U) : Set V := (fun y => (p, y)) ⁻¹' K …
- theorem
OAI.Problem358.AffineSlice.isClosed_fiberline 19 - theorem
OAI.Problem358.AffineSlice.fiber_subset_projectionline 23 - theorem
OAI.Problem358.AffineSlice.isCompact_fiberline 27 - theorem
OAI.Problem358.AffineSlice.continuousAt_fiberMeasureline 37Source documentation
Fiber volume is continuous at every prefix whose fiber crosses the interior. This supplies the density-continuity step of triangular uniform parametrization.
theorem continuousAt_fiberMeasure {K : Set (U × V)} (hK : IsCompact K) (hconv : Convex ℝ K) {p : U} (hp : ∃ y : V, (p, y) ∈ interior K) : ContinuousAt (fun q => μ (fiber K q)) p := by …Mentions: OAI.Problem358.AffineSlice.fiber
- theorem
OAI.Problem358.AffineSlice.continuousAt_fiberMeasureRealline 66Source documentation
The same slice-volume continuity in real, rather than extended-real, values.
theorem continuousAt_fiberMeasureReal {K : Set (U × V)} (hK : IsCompact K) (hconv : Convex ℝ K) {p : U} (hp : ∃ y : V, (p, y) ∈ interior K) : ContinuousAt (fun q => μ.real (fiber K q)) p := by …Mentions: OAI.Problem358.AffineSlice.fiber
- theorem
OAI.Problem358.AffineSlice.fiberMeasure_posline 75Source documentation
A fiber crossing the interior has positive volume.
theorem fiberMeasure_pos {K : Set (U × V)} {p : U} (hp : ∃ y : V, (p, y) ∈ interior K) : 0 < μ (fiber K p) := by …Mentions: OAI.Problem358.AffineSlice.fiber
- theorem
OAI.Problem358.AffineSlice.fiberMeasureReal_posline 85Source documentation
Positivity survives conversion to real for compact fibers.
theorem fiberMeasureReal_pos {K : Set (U × V)} (hK : IsCompact K) {p : U} (hp : ∃ y : V, (p, y) ∈ interior K) : 0 < μ.real (fiber K p) := by …Mentions: OAI.Problem358.AffineSlice.fiber
- def
OAI.Problem358.SectionMeasure.fiberline 103Source documentation
The fiber of a product set over its first coordinate.
def fiber {A B : Type*} (U : Set (A × B)) (a : A) : Set B := … - theorem
OAI.Problem358.SectionMeasure.fiber_nonempty_iffline 107Source documentation
A fiber is nonempty exactly when its prefix belongs to the projection.
theorem fiber_nonempty_iff {A B : Type*} (U : Set (A × B)) (a : A) : (fiber U a).Nonempty ↔ a ∈ Prod.fst '' U := by …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.isOpen_fiberline 118Source documentation
Fibers of open sets are open.
theorem isOpen_fiber {A B : Type*} [TopologicalSpace A] [TopologicalSpace B] {U : Set (A × B)} (hU : IsOpen U) (a : A) : IsOpen (fiber U a) := …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.isOpen_projectionline 123Source documentation
Prefix domains of open sets are open.
theorem isOpen_projection {A B : Type*} [TopologicalSpace A] [TopologicalSpace B] {U : Set (A × B)} (hU : IsOpen U) : IsOpen (Prod.fst '' U) := … - theorem
OAI.Problem358.SectionMeasure.fiber_measure_pos_iffline 128Source documentation
Open fibers have positive mass exactly on the prefix domain.
theorem fiber_measure_pos_iff {A B : Type*} [TopologicalSpace A] [TopologicalSpace B] [MeasurableSpace B] (ν : Measure B) [Measure.IsOpenPosMeasure ν] {U : Set (A × B)} (hU : IsOpen U) (a : A) : 0 < ν (fiber U a) ↔ a ∈ Prod.fst '' U := by …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.fiber_measure_ne_top_of_subset_compactline 136Source documentation
A compact ambient envelope bounds every fiber by the same compact projection.
theorem fiber_measure_ne_top_of_subset_compact {A B : Type*} [TopologicalSpace A] [TopologicalSpace B] [MeasurableSpace B] (ν : Measure B) [IsFiniteMeasureOnCompacts ν] {U K : Set (A × B)} (hK : IsCompact K) (hUK : U ⊆ K) (a : A) : ν (fiber U a) ≠ ∞ := by …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.fiber_measure_toReal_posline 147Source documentation
Conditional section densities are strictly positive and finite on the prefix domain.
theorem fiber_measure_toReal_pos {A B : Type*} [TopologicalSpace A] [TopologicalSpace B] [MeasurableSpace B] (ν : Measure B) [Measure.IsOpenPosMeasure ν] [IsFiniteMeasureOnCompacts ν] {U K : Set (A × B)} (hU : IsOpen U) (hK : IsCompact K) (hUK : U ⊆ K) {a : A} (ha : a ∈ Prod.fst '' U) : 0 < (ν (fiber U a)).toReal := by …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.convex_fiberline 157Source documentation
Every fiber of a convex product set is convex.
theorem convex_fiber {A B : Type*} [AddCommMonoid A] [AddCommMonoid B] [Module ℝ A] [Module ℝ B] {U : Set (A × B)} (hU : Convex ℝ U) (a : A) : Convex ℝ (fiber U a) := by …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.convex_projectionline 165Source documentation
Projecting a convex product set preserves convexity.
theorem convex_projection {A B : Type*} [AddCommMonoid A] [AddCommMonoid B] [Module ℝ A] [Module ℝ B] {U : Set (A × B)} (hU : Convex ℝ U) : Convex ℝ (Prod.fst '' U) := … - theorem
OAI.Problem358.SectionMeasure.eq_Ioo_csInf_csSup_of_open_convexline 171Source documentation
A nonempty bounded open convex subset of the real line is its endpoint interval.
theorem eq_Ioo_csInf_csSup_of_open_convex {S : Set ℝ} (hS : IsOpen S) (hc : Convex ℝ S) (hne : S.Nonempty) (hl : BddBelow S) (hu : BddAbove S) : S = Ioo (sInf S) (sSup S) := by … - theorem
OAI.Problem358.SectionMeasure.exists_fiber_eq_Iooline 193Source documentation
Nonempty scalar fibers of a bounded open convex set are bounded open intervals.
theorem exists_fiber_eq_Ioo {A : Type*} [TopologicalSpace A] [AddCommMonoid A] [Module ℝ A] {U K : Set (A × ℝ)} (hU : IsOpen U) (hc : Convex ℝ U) (hK : IsCompact K) (hUK : U ⊆ K) {a : A} (ha : a ∈ Prod.fst '' U) : ∃ l r : ℝ, l < r ∧ fiber U a = Ioo l r := by …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.measurable_fiber_measureline 211Source documentation
Section volume is a measurable function of its prefix.
theorem measurable_fiber_measure {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] (ν : Measure B) [SFinite ν] {U : Set (A × B)} (hU : MeasurableSet U) : Measurable (fun a => ν (fiber U a)) := …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.measurable_fiber_measure_toRealline 217Source documentation
Real-valued section volume is measurable, including the zero extension outside the projection.
theorem measurable_fiber_measure_toReal {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] (ν : Measure B) [SFinite ν] {U : Set (A × B)} (hU : MeasurableSet U) : Measurable (fun a => (ν (fiber U a)).toReal) := …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.lintegral_fiber_measureline 224Source documentation
Tonelli's recursion for section volumes.
theorem lintegral_fiber_measure {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] (μ : Measure A) (ν : Measure B) [SFinite ν] {U : Set (A × B)} (hU : MeasurableSet U) : (∫⁻ a, ν (fiber U a) ∂μ) = (μ.prod ν) U := …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.integral_fiber_measure_toRealline 231Source documentation
Finite section mass gives the real-valued recursion used by conditional densities.
theorem integral_fiber_measure_toReal {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] (μ : Measure A) (ν : Measure B) [SFinite ν] {U : Set (A × B)} (hU : MeasurableSet U) (hfin : (μ.prod ν) U ≠ ∞) : (∫ a, (ν (fiber U a)).toReal ∂μ) = ((μ.prod ν) U).toReal := by …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.integral_normalized_fiber_measureline 241Source documentation
A positive finite section mass normalizes its conditional section density to one.
theorem integral_normalized_fiber_measure {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] (μ : Measure A) (ν : Measure B) [SFinite ν] {U : Set (A × B)} (hU : MeasurableSet U) (hfin : (μ.prod ν) U ≠ ∞) (hpos : 0 < ((μ.prod ν) U).toReal) : (∫ a, (ν (fiber U a)).toReal / ((μ.prod ν) U).toReal ∂μ) = 1 := by …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMarginal.map_fst_withDensityline 259Source documentation
Integrating a product density over the second coordinate computes its actual first marginal.
theorem map_fst_withDensity (q : A × B → ℝ≥0∞) (hq : Measurable q) : Measure.map Prod.fst ((μ.prod ν).withDensity q) = μ.withDensity (fun a => ∫⁻ b, q (a, b) ∂ν) := by … - theorem
OAI.Problem358.SectionMarginal.map_fst_restrictline 275Source documentation
A body restricted from a product measure has section-volume density in its first marginal. This remains valid for zero and infinite total body measure.
theorem map_fst_restrict (U : Set (A × B)) (hU : MeasurableSet U) : Measure.map Prod.fst ((μ.prod ν).restrict U) = μ.withDensity (fun a => ν {b | (a, b) ∈ U}) := by … - theorem
OAI.Problem358.SectionMarginal.map_fst_normalized_restrictline 292Source documentation
The normalized body law has the common total-volume normalization, rather than a separate normalization of each prefix.
theorem map_fst_normalized_restrict (U : Set (A × B)) (hU : MeasurableSet U) : Measure.map Prod.fst (((μ.prod ν) U)⁻¹ • (μ.prod ν).restrict U) = ((μ.prod ν) U)⁻¹ • μ.withDensity (fun a => ν {b | (a, b) ∈ U}) := by … - theorem
OAI.Problem358.SectionMarginal.lintegral_sectionsline 298Source documentation
Section masses integrate to the total body mass.
theorem lintegral_sections (U : Set (A × B)) (hU : MeasurableSet U) : (∫⁻ a, ν {b | (a, b) ∈ U} ∂μ) = (μ.prod ν) U := … - def
OAI.Problem358.SectionMass.massline 314Source documentation
The mass of a vertical section of a set.
def mass {X Y : Type*} [MeasurableSpace Y] (ν : Measure Y) (U : Set (X × Y)) (x : X) : ℝ≥0∞ := … - lemma
OAI.Problem358.SectionMass.measurable_massline 318 - lemma
OAI.Problem358.SectionMass.measurable_mass_toRealline 323 - lemma
OAI.Problem358.SectionMass.positive_iff_mem_projectionline 328 - lemma
OAI.Problem358.SectionMass.isOpen_positive_massline 341 - lemma
OAI.Problem358.SectionMass.isCompact_fiberline 352Source documentation
Compact ambient sets have compact vertical sections, in arbitrary factors.
lemma isCompact_fiber {X Y : Type*} [TopologicalSpace X] [T2Space X] [TopologicalSpace Y] {K : Set (X × Y)} (hK : IsCompact K) (x : X) : IsCompact (Prod.mk x ⁻¹' K) := by … - lemma
OAI.Problem358.SectionMass.mass_lt_top_of_compactline 370 - lemma
OAI.Problem358.SectionMass.interior_mass_pos_lt_topline 379Source documentation
On the projection of the interior of a compact body, its section density is strictly positive and finite. These are the denominators of conditional densities.
lemma interior_mass_pos_lt_top {X Y : Type*} [TopologicalSpace X] [T2Space X] [TopologicalSpace Y] [MeasurableSpace Y] (ν : Measure Y) [Measure.IsOpenPosMeasure ν] [IsLocallyFiniteMeasure ν] {K : Set (X × Y)} (hK : IsCompact K) {x : X} (hx : x ∈ Prod.fst '' interior K) : 0 < mass ν (interior K) x ∧ mass ν (interior K) x ≤ mass ν K x ∧ mass ν K x < ∞ := by …Mentions: OAI.Problem358.SectionMass.mass
- lemma
OAI.Problem358.SectionMass.convex_positive_massline 392Source documentation
The positivity domain of section masses of an open convex set is convex.
lemma convex_positive_mass {X Y : Type*} [NormedAddCommGroup X] [NormedSpace ℝ X] [NormedAddCommGroup Y] [NormedSpace ℝ Y] [MeasurableSpace Y] (ν : Measure Y) [Measure.IsOpenPosMeasure ν] {U : Set (X × Y)} (hU : IsOpen U) (hc : Convex ℝ U) : Convex ℝ {x | 0 < mass ν U x} := by …Mentions: OAI.Problem358.SectionMass.mass
- lemma
OAI.Problem358.SectionMass.mass_prodline 405Source documentation
Successive section masses satisfy the exact Tonelli recursion.
lemma mass_prod {X Y Z : Type*} [MeasurableSpace X] [MeasurableSpace Y] [MeasurableSpace Z] (ν : Measure Y) (ρ : Measure Z) [SFinite ρ] {U : Set (X × (Y × Z))} (hU : MeasurableSet U) (x : X) : mass (ν.prod ρ) U x = ∫⁻ y, ρ {z | (x, (y, z)) ∈ U} ∂ν := by …Mentions: OAI.Problem358.SectionMass.mass
- lemma
OAI.Problem358.SectionMass.interior_mass_toReal_posline 413 - theorem
OAI.Problem358.SectionMeasure.upperSemicontinuous_fiber_infline 434Source documentation
The lower endpoint of a nonempty open scalar fiber is upper semicontinuous in its prefix. No convexity is needed for this regularity statement.
theorem upperSemicontinuous_fiber_inf {A : Type*} [TopologicalSpace A] {U : Set (A × ℝ)} (hU : IsOpen U) (hb : ∀ a ∈ Prod.fst '' U, BddBelow (fiber U a)) : UpperSemicontinuous (fun a : Prod.fst '' U => sInf (fiber U a.val)) := by …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.lowerSemicontinuous_fiber_supline 458Source documentation
The upper endpoint is lower semicontinuous on the valid-prefix domain.
theorem lowerSemicontinuous_fiber_sup {A : Type*} [TopologicalSpace A] {U : Set (A × ℝ)} (hU : IsOpen U) (hb : ∀ a ∈ Prod.fst '' U, BddAbove (fiber U a)) : LowerSemicontinuous (fun a : Prod.fst '' U => sSup (fiber U a.val)) := by …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.measurable_fiber_infline 482Source documentation
Lower scalar-section endpoints are Borel functions of their valid prefix.
theorem measurable_fiber_inf {A : Type*} [TopologicalSpace A] [MeasurableSpace A] [OpensMeasurableSpace A] {U : Set (A × ℝ)} (hU : IsOpen U) (hb : ∀ a ∈ Prod.fst '' U, BddBelow (fiber U a)) : Measurable (fun a : Prod.fst '' U => sInf (fiber U a.val)) := …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.measurable_fiber_supline 490Source documentation
Upper scalar-section endpoints are Borel functions of their valid prefix.
theorem measurable_fiber_sup {A : Type*} [TopologicalSpace A] [MeasurableSpace A] [OpensMeasurableSpace A] {U : Set (A × ℝ)} (hU : IsOpen U) (hb : ∀ a ∈ Prod.fst '' U, BddAbove (fiber U a)) : Measurable (fun a : Prod.fst '' U => sSup (fiber U a.val)) := …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.exists_measurable_fiber_endpointsline 499Source documentation
A bounded open convex region has a measurably varying interval description of all of its nonempty scalar sections.
theorem exists_measurable_fiber_endpoints {A : Type*} [TopologicalSpace A] [MeasurableSpace A] [OpensMeasurableSpace A] [AddCommMonoid A] [Module ℝ A] {U K : Set (A × ℝ)} (hU : IsOpen U) (hc : Convex ℝ U) (hK : IsCompact K) (hUK : U ⊆ K) : ∃ l r : (Prod.fst '' U) → ℝ, Measurable l ∧ Measurable r ∧ ∀ a, l a < r a ∧ fiber U a.val = Ioo (l a) (r a) := by …Mentions: OAI.Problem358.SectionMeasure.fiber
- theorem
OAI.Problem358.SectionMeasure.exists_measurable_projected_fiber_endpointsline 525Source documentation
The scalar projection of each remaining multidimensional section has measurable interval endpoints. This is the support interval for conditional quantiles.
theorem exists_measurable_projected_fiber_endpoints {A B : Type*} [TopologicalSpace A] [TopologicalSpace B] [MeasurableSpace A] [OpensMeasurableSpace A] [AddCommMonoid A] [Module ℝ A] [AddCommMonoid B] [Module ℝ B] {U K : Set ((A × ℝ) × B)} (hU : IsOpen U) (hc : Convex ℝ U) (hK : IsCompact K) (hUK : U ⊆ K) : ∃ l r : (Prod.fst '' (Prod.fst '' U)) → ℝ, Measurable l ∧ Measurable r ∧ ∀ a, l a < r a ∧ {t | ∃ b, ((a.val, t), b) ∈ U} = Ioo (l a) (r a) := by …