OAI/Probability/SLE/Gauge/CoverChangeOfLaw.lean

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6 declarations, 0 contain sorry, 0 declared as axioms

The finite-stop change of measure in the missed-cell estimate of prop:dense-cover-upper, An explicit exact Hausdorff gauge for SLE.

A conditional approach estimate is the hypothesis for the conditioning and change-of-law steps.

  1. theorem OAI.SLEExactGauge.setLIntegral_eq_mul_normalizedDensity line 22

    Source documentation

    Restricting a normalized density to an event exactly recovers its unnormalized integral. No measurability of the density is needed here.

    theorem setLIntegral_eq_mul_normalizedDensity
        {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω)
        (w : Ω → ℝ) {a : ℝ} (ha : 0 < a) {A : Set Ω} (hA : MeasurableSet A) :
        (∫⁻ ω in A, ENNReal.ofReal (w ω) ∂P) =
          ENNReal.ofReal a *
            P.withDensity (fun ω => ENNReal.ofReal (w ω / a)) A := by
    …
  2. theorem OAI.SLEExactGauge.finiteCenteredLaw_event_identity line 37

    Source documentation

    The precise event identity for the finite centered law, at a fixed logarithmic conformal-radius stop.

    theorem finiteCenteredLaw_event_identity
        {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ)
        (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ)
        (G : Ω → ℝ≥0 → ℂ → ℂ) (z : ℂ) (hz : z ∈ upperHalfPlane)
        (u : ℝ) {A : Set Ω} (hA : MeasurableSet A) :
        (∫⁻ ω in A, ENNReal.ofReal
          (stoppedGreen κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) z u) ∂P) =
          ENNReal.ofReal (initialGreen κ z) * finiteCenteredLaw P κ B γ G z u A :=
    …

    Mentions: OAI.SLEExactGauge.upperHalfPlane, OAI.SLEExactGauge.stoppedGreen, OAI.SLEExactGauge.initialGreen, OAI.SLEExactGauge.finiteCenteredLaw

  3. theorem OAI.SLEExactGauge.measure_le_setLIntegral_of_conditional_approach line 49

    Source documentation

    A conditional approach bound can be integrated on any event determined by the conditioning sigma algebra. The smaller event need not be measurable.

    theorem measure_le_setLIntegral_of_conditional_approach
        {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P]
        (m : MeasurableSpace Ω) (hm : m ≤ mΩ)
        {E V A : Set Ω} (hV : MeasurableSet[mΩ] V) (hA : MeasurableSet[m] A)
        (hE : E ⊆ V ∩ A) (W : Ω → ℝ≥0∞) (K : ℝ≥0∞) (hK : K ≠ ∞)
        (happroach : ∀ᵐ ω ∂P, ω ∈ A →
          P⁻[V.indicator (fun _ => 1) | m] ω ≤ K * W ω) :
        P E ≤ K * ∫⁻ ω in A, W ω ∂P := by
    …
  4. theorem OAI.SLEExactGauge.finiteCenteredLaw_missed_cell_bound line 72

    Source documentation

    Transfer a visited cell with no candidate from the original law to a finite centered law. A is the adapted failure event and V the visit event. The displayed conditional approach bound is the only probabilistic estimate assumed by this reduction.

    theorem finiteCenteredLaw_missed_cell_bound
        {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P]
        (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ)
        (G : Ω → ℝ≥0 → ℂ → ℂ) (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ)
        (m : MeasurableSpace Ω) (hm : m ≤ mΩ)
        {E V A : Set Ω} (hV : MeasurableSet[mΩ] V) (hA : MeasurableSet[m] A)
        (hE : E ⊆ V ∩ A) (C r p : ℝ)
        (happroach : ∀ᵐ ω ∂P, ω ∈ A →
          P⁻[V.indicator (fun _ => 1) | m] ω ≤ ENNReal.ofReal (C * r ^ p) *
            ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ * B t ω)
              (γ ω) (G ω) z u)) :
        P E ≤ ENNReal.ofReal (C * r ^ p) * ENNReal.ofReal (initialGreen κ z) *
    …

    Mentions: OAI.SLEExactGauge.upperHalfPlane, OAI.SLEExactGauge.stoppedGreen, OAI.SLEExactGauge.initialGreen

  5. theorem OAI.SLEExactGauge.finiteCenteredLaw_missed_cell_bound_of_failure_bound line 94

    Source documentation

    Any tilted-law failure estimate, in particular the stretched exponential bound from repeated adapted tests, gives the corresponding missed-cell bound.

    theorem finiteCenteredLaw_missed_cell_bound_of_failure_bound
        {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P]
        (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ)
        (G : Ω → ℝ≥0 → ℂ → ℂ) (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ)
        (m : MeasurableSpace Ω) (hm : m ≤ mΩ)
        {E V A : Set Ω} (hV : MeasurableSet[mΩ] V) (hA : MeasurableSet[m] A)
        (hE : E ⊆ V ∩ A) (C r p : ℝ) (ε : ℝ≥0∞)
        (happroach : ∀ᵐ ω ∂P, ω ∈ A →
          P⁻[V.indicator (fun _ => 1) | m] ω ≤ ENNReal.ofReal (C * r ^ p) *
            ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ * B t ω)
              (γ ω) (G ω) z u))
        (hfailure : @finiteCenteredLaw Ω mΩ P κ B γ G z u A ≤ ε) :
    …

    Mentions: OAI.SLEExactGauge.upperHalfPlane, OAI.SLEExactGauge.stoppedGreen, OAI.SLEExactGauge.finiteCenteredLaw

  6. theorem OAI.SLEExactGauge.finiteCenteredLaw_adapted_failures_bound line 113

    Source documentation

    The failure probability is a product bound under the centered law; no independence assumption is used.

    theorem finiteCenteredLaw_adapted_failures_bound
        {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P]
        {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P)
        (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8)
        (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ)
        (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness
          (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω))
        (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u)
        (filtration : Filtration ℕ mΩ) (failure : ℕ → Set Ω)
        (hmeas : ∀ n, MeasurableSet[filtration (n + 1)] (failure n))
        (q : ℝ≥0∞)
        (hstep : ∀ n (A : Set Ω), MeasurableSet[filtration n] A →
    …

    Mentions: OAI.SLEExactGauge.IsCapacityTwoWitness, OAI.SLEExactGauge.upperHalfPlane