Theory HOL-Probability.Tree_Space
theory Tree_Space
imports "HOL-Analysis.Analysis" "HOL-Library.Tree"
begin
lemma countable_lfp:
assumes step: "⋀Y. countable Y ⟹ countable (F Y)"
and cont: "Order_Continuity.sup_continuous F"
shows "countable (lfp F)"
by(subst sup_continuous_lfp[OF cont])(simp add: countable_funpow[OF step])
lemma countable_lfp_apply:
assumes step: "⋀Y x. (⋀x. countable (Y x)) ⟹ countable (F Y x)"
and cont: "Order_Continuity.sup_continuous F"
shows "countable (lfp F x)"
proof -
{ fix n
have "⋀x. countable ((F ^^ n) bot x)"
by(induct n)(auto intro: step) }
thus ?thesis using cont by(simp add: sup_continuous_lfp)
qed
inductive_set trees :: "'a set ⇒ 'a tree set" for S :: "'a set" where
[intro!]: "Leaf ∈ trees S"
| "l ∈ trees S ⟹ r ∈ trees S ⟹ v ∈ S ⟹ Node l v r ∈ trees S"
lemma Node_in_trees_iff[simp]: "Node l v r ∈ trees S ⟷ (l ∈ trees S ∧ v ∈ S ∧ r ∈ trees S)"
by (subst trees.simps) auto
lemma trees_sub_lfp: "trees S ⊆ lfp (λT. T ∪ {Leaf} ∪ (⋃l∈T. (⋃v∈S. (⋃r∈T. {Node l v r}))))"
proof
have mono: "mono (λT. T ∪ {Leaf} ∪ (⋃l∈T. (⋃v∈S. (⋃r∈T. {Node l v r}))))"
by (auto simp: mono_def)
fix t assume "t ∈ trees S" then show "t ∈ lfp (λT. T ∪ {Leaf} ∪ (⋃l∈T. (⋃v∈S. (⋃r∈T. {Node l v r}))))"
proof induction
case 1 then show ?case
by (subst lfp_unfold[OF mono]) auto
next
case 2 then show ?case
by (subst lfp_unfold[OF mono]) auto
qed
qed
lemma countable_trees: "countable A ⟹ countable (trees A)"
proof (intro countable_subset[OF trees_sub_lfp] countable_lfp
sup_continuous_sup sup_continuous_const sup_continuous_id)
show "sup_continuous (λT. (⋃l∈T. ⋃v∈A. ⋃r∈T. {⟨l, v, r⟩}))"
unfolding sup_continuous_def
proof (intro allI impI equalityI subsetI, goal_cases)
case (1 M t)
then obtain i j :: nat and l x r where "t = Node l x r" "x ∈ A" "l ∈ M i" "r ∈ M j"
by auto
hence "l ∈ M (max i j)" "r ∈ M (max i j)"
using incseqD[OF ‹incseq M›, of i "max i j"] incseqD[OF ‹incseq M›, of j "max i j"] by auto
with ‹t = Node l x r› and ‹x ∈ A› show ?case by auto
qed auto
qed auto
lemma trees_UNIV[simp]: "trees UNIV = UNIV"
proof -
have "t ∈ trees UNIV" for t :: "'a tree"
by (induction t) (auto intro: trees.intros(2))
then show ?thesis by auto
qed
instance tree :: (countable) countable
proof
have "countable (UNIV :: 'a tree set)"
by (subst trees_UNIV[symmetric]) (intro countable_trees[OF countableI_type])
then show "∃to_nat::'a tree ⇒ nat. inj to_nat"
by (auto simp: countable_def)
qed
lemma map_in_trees[intro]: "(⋀x. x ∈ set_tree t ⟹ f x ∈ S) ⟹ map_tree f t ∈ trees S"
by (induction t) (auto intro: trees.intros(2))
primrec trees_cyl :: "'a set tree ⇒ 'a tree set" where
"trees_cyl Leaf = {Leaf} "
| "trees_cyl (Node l v r) = (⋃l'∈trees_cyl l. (⋃v'∈v. (⋃r'∈trees_cyl r. {Node l' v' r'})))"
definition tree_sigma :: "'a measure ⇒ 'a tree measure"
where
"tree_sigma M = sigma (trees (space M)) (trees_cyl ` trees (sets M))"
lemma Node_in_trees_cyl: "Node l' v' r' ∈ trees_cyl t ⟷
(∃l v r. t = Node l v r ∧ l' ∈ trees_cyl l ∧ r' ∈ trees_cyl r ∧ v' ∈ v)"
by (cases t) auto
lemma trees_cyl_sub_trees:
assumes "t ∈ trees A" "A ⊆ Pow B" shows "trees_cyl t ⊆ trees B"
using assms(1)
proof induction
case (2 l v r) with ‹A ⊆ Pow B› show ?case
by (auto intro!: trees.intros(2))
qed auto
lemma trees_cyl_sets_in_space: "trees_cyl ` trees (sets M) ⊆ Pow (trees (space M))"
using trees_cyl_sub_trees[OF _ sets.space_closed, of _ M] by auto
lemma space_tree_sigma: "space (tree_sigma M) = trees (space M)"
unfolding tree_sigma_def by (rule space_measure_of_conv)
lemma sets_tree_sigma_eq: "sets (tree_sigma M) = sigma_sets (trees (space M)) (trees_cyl ` trees (sets M))"
unfolding tree_sigma_def by (rule sets_measure_of) (rule trees_cyl_sets_in_space)
lemma Leaf_in_space_tree_sigma [measurable, simp, intro]: "Leaf ∈ space (tree_sigma M)"
by (auto simp: space_tree_sigma)
lemma Leaf_in_tree_sigma [measurable, simp, intro]: "{Leaf} ∈ sets (tree_sigma M)"
unfolding sets_tree_sigma_eq
by (rule sigma_sets.Basic) (auto intro: trees.intros(2) image_eqI[where x=Leaf])
lemma trees_cyl_map_treeI: "t ∈ trees_cyl (map_tree (λx. A) t)" if *: "t ∈ trees A"
using * by induction auto
lemma trees_cyl_map_in_sets:
"(⋀x. x ∈ set_tree t ⟹ f x ∈ sets M) ⟹ trees_cyl (map_tree f t) ∈ sets (tree_sigma M)"
by (subst sets_tree_sigma_eq) auto
lemma Node_in_tree_sigma:
assumes L: "X ∈ sets (M ⨂⇩M (tree_sigma M ⨂⇩M tree_sigma M))"
shows "{Node l v r | l v r. (v, l, r) ∈ X} ∈ sets (tree_sigma M)"
proof -
let ?E = "λs::unit tree. trees_cyl (map_tree (λ_. space M) s)"
have 1: "countable (range ?E)"
by (intro countable_image countableI_type)
have 2: "trees_cyl ` trees (sets M) ⊆ Pow (space (tree_sigma M))"
using trees_cyl_sets_in_space[of M] by (simp add: space_tree_sigma)
have 3: "sets (tree_sigma M) = sigma_sets (space (tree_sigma M)) (trees_cyl ` trees (sets M))"
unfolding sets_tree_sigma_eq by (simp add: space_tree_sigma)
have 4: "(⋃s. ?E s) = space (tree_sigma M)"
proof (safe; clarsimp simp: space_tree_sigma)
fix t s assume "t ∈ trees_cyl (map_tree (λ_::unit. space M) s)"
then show "t ∈ trees (space M)"
by (induction s arbitrary: t) auto
next
fix t assume "t ∈ trees (space M)"
then show "∃t'. t ∈ ?E t'"
by (intro exI[of _ "map_tree (λ_. ()) t"])
(auto simp: tree.map_comp comp_def intro: trees_cyl_map_treeI)
qed
have 5: "range ?E ⊆ trees_cyl ` trees (sets M)" by auto
let ?P = "{A × B | A B. A ∈ trees_cyl ` trees (sets M) ∧ B ∈ trees_cyl ` trees (sets M)}"
have P: "sets (tree_sigma M ⨂⇩M tree_sigma M) = sets (sigma (space (tree_sigma M) × space (tree_sigma M)) ?P)"
by (rule sets_pair_eq[OF 2 3 1 5 4 2 3 1 5 4])
have "sets (M ⨂⇩M (tree_sigma M ⨂⇩M tree_sigma M)) =
sets (sigma (space M × space (tree_sigma M ⨂⇩M tree_sigma M)) {A × BC | A BC. A ∈ sets M ∧ BC ∈ ?P})"
proof (rule sets_pair_eq)
show "sets M ⊆ Pow (space M)" "sets M = sigma_sets (space M) (sets M)"
by (auto simp: sets.sigma_sets_eq sets.space_closed)
show "countable {space M}" "{space M} ⊆ sets M" "⋃{space M} = space M"
by auto
show "?P ⊆ Pow (space (tree_sigma M ⨂⇩M tree_sigma M))"
using trees_cyl_sets_in_space[of M]
by (auto simp: space_pair_measure space_tree_sigma subset_eq)
then show "sets (tree_sigma M ⨂⇩M tree_sigma M) =
sigma_sets (space (tree_sigma M ⨂⇩M tree_sigma M)) ?P"
by (subst P, subst sets_measure_of) (auto simp: space_tree_sigma space_pair_measure)
show "countable ((λ(a, b). a × b) ` (range ?E × range ?E))"
by (intro countable_image countable_SIGMA countableI_type)
show "(λ(a, b). a × b) ` (range ?E × range ?E) ⊆ ?P"
by auto
qed (insert 4, auto simp: space_pair_measure space_tree_sigma set_eq_iff)
also have "… = sigma_sets (space M × trees (space M) × trees (space M))
{A × BC |A BC. A ∈ sets M ∧ BC ∈ {A × B |A B.
A ∈ trees_cyl ` trees (sets M) ∧ B ∈ trees_cyl ` trees (sets M)}}"
(is "_ = sigma_sets ?X ?Y") using sets.space_closed[of M] trees_cyl_sub_trees[of _ "sets M" "space M"]
by (subst sets_measure_of)
(auto simp: space_pair_measure space_tree_sigma)
also have "?Y = {A × trees_cyl B × trees_cyl C | A B C. A ∈ sets M ∧
B ∈ trees (sets M) ∧ C ∈ trees (sets M)}" by blast
finally have "X ∈ sigma_sets (space M × trees (space M) × trees (space M))
{A × trees_cyl B × trees_cyl C | A B C. A ∈ sets M ∧ B ∈ trees (sets M) ∧ C ∈ trees (sets M) }"
using assms by blast
then show ?thesis
proof induction
case (Basic A')
then obtain A B C where "A' = A × trees_cyl B × trees_cyl C"
and *: "A ∈ sets M" "B ∈ trees (sets M)" "C ∈ trees (sets M)"
by auto
then have "{Node l v r |l v r. (v, l, r) ∈ A'} = trees_cyl (Node B A C)"
by auto
then show ?case
by (auto simp del: trees_cyl.simps simp: sets_tree_sigma_eq intro!: sigma_sets.Basic *)
next
case Empty show ?case by auto
next
case (Compl A)
have "{Node l v r |l v r. (v, l, r) ∈ space M × trees (space M) × trees (space M) - A} =
(space (tree_sigma M) - {Node l v r |l v r. (v, l, r) ∈ A}) - {Leaf}"
by (auto simp: space_tree_sigma elim: trees.cases)
also have "… ∈ sets (tree_sigma M)"
by (intro sets.Diff Compl) auto
finally show ?case .
next
case (Union I)
have *: "{Node l v r |l v r. (v, l, r) ∈ ⋃(I ` UNIV)} =
(⋃i. {Node l v r |l v r. (v, l, r) ∈ I i})" by auto
show ?case unfolding * using Union(2) by (intro sets.countable_UN) auto
qed
qed
lemma measurable_left[measurable]: "left ∈ tree_sigma M →⇩M tree_sigma M"
proof (rule measurableI)
show "t ∈ space (tree_sigma M) ⟹ left t ∈ space (tree_sigma M)" for t
by (cases t) (auto simp: space_tree_sigma)
fix A assume A: "A ∈ sets (tree_sigma M)"
from sets.sets_into_space[OF this]
have *: "left -` A ∩ space (tree_sigma M) =
(if Leaf ∈ A then {Leaf} else {}) ∪
{Node a v r | a v r. (v, a, r) ∈ space M × A × space (tree_sigma M)}"
by (auto simp: space_tree_sigma elim: trees.cases)
show "left -` A ∩ space (tree_sigma M) ∈ sets (tree_sigma M)"
unfolding * using A by (intro sets.Un Node_in_tree_sigma pair_measureI) auto
qed
lemma measurable_right[measurable]: "right ∈ tree_sigma M →⇩M tree_sigma M"
proof (rule measurableI)
show "t ∈ space (tree_sigma M) ⟹ right t ∈ space (tree_sigma M)" for t
by (cases t) (auto simp: space_tree_sigma)
fix A assume A: "A ∈ sets (tree_sigma M)"
from sets.sets_into_space[OF this]
have *: "right -` A ∩ space (tree_sigma M) =
(if Leaf ∈ A then {Leaf} else {}) ∪
{Node l v a | l v a. (v, l, a) ∈ space M × space (tree_sigma M) × A}"
by (auto simp: space_tree_sigma elim: trees.cases)
show "right -` A ∩ space (tree_sigma M) ∈ sets (tree_sigma M)"
unfolding * using A by (intro sets.Un Node_in_tree_sigma pair_measureI) auto
qed
lemma measurable_value': "value ∈ restrict_space (tree_sigma M) (-{Leaf}) →⇩M M"
proof (rule measurableI)
show "t ∈ space (restrict_space (tree_sigma M) (- {Leaf})) ⟹ value t ∈ space M" for t
by (cases t) (auto simp: space_restrict_space space_tree_sigma)
fix A assume A: "A ∈ sets M"
from sets.sets_into_space[OF this]
have "value -` A ∩ space (restrict_space (tree_sigma M) (- {Leaf})) =
{Node l a r | l a r. (a, l, r) ∈ A × space (tree_sigma M) × space (tree_sigma M)}"
by (auto simp: space_tree_sigma space_restrict_space elim: trees.cases)
also have "… ∈ sets (tree_sigma M)"
using A by (intro sets.Un Node_in_tree_sigma pair_measureI) auto
finally show "value -` A ∩ space (restrict_space (tree_sigma M) (- {Leaf})) ∈
sets (restrict_space (tree_sigma M) (- {Leaf}))"
by (auto simp: sets_restrict_space_iff space_restrict_space)
qed
lemma measurable_value[measurable (raw)]:
assumes "f ∈ X →⇩M tree_sigma M"
and "⋀x. x ∈ space X ⟹ f x ≠ Leaf"
shows "(λω. value (f ω)) ∈ X →⇩M M"
proof -
from assms have "f ∈ X →⇩M restrict_space (tree_sigma M) (- {Leaf})"
by (intro measurable_restrict_space2) auto
from this and measurable_value' show ?thesis by (rule measurable_compose)
qed
lemma measurable_Node [measurable]:
"(λ(l,x,r). Node l x r) ∈ tree_sigma M ⨂⇩M M ⨂⇩M tree_sigma M →⇩M tree_sigma M"
proof (rule measurable_sigma_sets)
show "sets (tree_sigma M) = sigma_sets (trees (space M)) (trees_cyl ` trees (sets M))"
by (simp add: sets_tree_sigma_eq)
show "trees_cyl ` trees (sets M) ⊆ Pow (trees (space M))"
by (rule trees_cyl_sets_in_space)
show "(λ(l, x, r). ⟨l, x, r⟩) ∈ space (tree_sigma M ⨂⇩M M ⨂⇩M tree_sigma M) → trees (space M)"
by (auto simp: space_pair_measure space_tree_sigma)
fix A assume t: "A ∈ trees_cyl ` trees (sets M)"
then obtain t where t: "t ∈ trees (sets M)" "A = trees_cyl t" by auto
show "(λ(l, x, r). ⟨l, x, r⟩) -` A ∩
space (tree_sigma M ⨂⇩M M ⨂⇩M tree_sigma M)
∈ sets (tree_sigma M ⨂⇩M M ⨂⇩M tree_sigma M)"
proof (cases t)
case Leaf
have "(λ(l, x, r). ⟨l, x, r⟩) -` {Leaf :: 'a tree} = {}" by auto
with Leaf show ?thesis using t by simp
next
case (Node l B r)
hence "(λ(l, x, r). ⟨l, x, r⟩) -` A ∩ space (tree_sigma M ⨂⇩M M ⨂⇩M tree_sigma M) =
trees_cyl l × B × trees_cyl r"
using t and Node and trees_cyl_sub_trees[of _ "sets M" "space M"]
by (auto simp: space_pair_measure space_tree_sigma
dest: sets.sets_into_space[of _ M])
thus ?thesis using t and Node
by (auto intro!: pair_measureI simp: sets_tree_sigma_eq)
qed
qed
lemma measurable_Node' [measurable (raw)]:
assumes [measurable]: "l ∈ B →⇩M tree_sigma A"
assumes [measurable]: "x ∈ B →⇩M A"
assumes [measurable]: "r ∈ B →⇩M tree_sigma A"
shows "(λy. Node (l y) (x y) (r y)) ∈ B →⇩M tree_sigma A"
proof -
have "(λy. Node (l y) (x y) (r y)) = (λ(a,b,c). Node a b c) ∘ (λy. (l y, x y, r y))"
by (simp add: o_def)
also have "… ∈ B →⇩M tree_sigma A"
by (intro measurable_comp[OF _ measurable_Node]) simp_all
finally show ?thesis .
qed
lemma measurable_rec_tree[measurable (raw)]:
assumes t: "t ∈ B →⇩M tree_sigma M"
assumes l: "l ∈ B →⇩M A"
assumes n: "(λ(x, l, v, r, al, ar). n x l v r al ar) ∈
(B ⨂⇩M tree_sigma M ⨂⇩M M ⨂⇩M tree_sigma M ⨂⇩M A ⨂⇩M A) →⇩M A" (is "?N ∈ ?M →⇩M A")
shows "(λx. rec_tree (l x) (n x) (t x)) ∈ B →⇩M A"
proof (rule measurable_piecewise_restrict)
let ?C = "λt. λs::unit tree. t -` trees_cyl (map_tree (λ_. space M) s)"
show "countable (range (?C t))" by (intro countable_image countableI_type)
show "space B ⊆ (⋃s. ?C t s)"
proof (safe; clarsimp)
fix x assume x: "x ∈ space B" have "t x ∈ trees (space M)"
using t[THEN measurable_space, OF x] by (simp add: space_tree_sigma)
then show "∃xa::unit tree. t x ∈ trees_cyl (map_tree (λ_. space M) xa)"
by (intro exI[of _ "map_tree (λ_. ()) (t x)"])
(simp add: tree.map_comp comp_def trees_cyl_map_treeI)
qed
fix Ω assume "Ω ∈ range (?C t)"
then obtain s :: "unit tree" where Ω: "Ω = ?C t s" by auto
then show "Ω ∩ space B ∈ sets B"
by (safe intro!: measurable_sets[OF t] trees_cyl_map_in_sets)
show "(λx. rec_tree (l x) (n x) (t x)) ∈ restrict_space B Ω →⇩M A"
unfolding Ω using t
proof (induction s arbitrary: t)
case Leaf
show ?case
proof (rule measurable_cong[THEN iffD2])
fix ω assume "ω ∈ space (restrict_space B (?C t Leaf))"
then show "rec_tree (l ω) (n ω) (t ω) = l ω"
by (auto simp: space_restrict_space)
next
show "l ∈ restrict_space B (?C t Leaf) →⇩M A"
using l by (rule measurable_restrict_space1)
qed
next
case (Node ls u rs)
let ?F = "λω. ?N (ω, left (t ω), value (t ω), right (t ω),
rec_tree (l ω) (n ω) (left (t ω)), rec_tree (l ω) (n ω) (right (t ω)))"
show ?case
proof (rule measurable_cong[THEN iffD2])
fix ω assume "ω ∈ space (restrict_space B (?C t (Node ls u rs)))"
then show "rec_tree (l ω) (n ω) (t ω) = ?F ω"
by (auto simp: space_restrict_space)
next
show "?F ∈ (restrict_space B (?C t (Node ls u rs))) →⇩M A"
apply (intro measurable_compose[OF _ n] measurable_Pair[rotated])
subgoal
apply (rule measurable_restrict_mono[OF Node(2)])
apply (rule measurable_compose[OF Node(3) measurable_right])
by auto
subgoal
apply (rule measurable_restrict_mono[OF Node(1)])
apply (rule measurable_compose[OF Node(3) measurable_left])
by auto
subgoal
by (rule measurable_restrict_space1)
(rule measurable_compose[OF Node(3) measurable_right])
subgoal
apply (rule measurable_compose[OF _ measurable_value'])
apply (rule measurable_restrict_space3[OF Node(3)])
by auto
subgoal
by (rule measurable_restrict_space1)
(rule measurable_compose[OF Node(3) measurable_left])
by (rule measurable_restrict_space1) auto
qed
qed
qed
lemma measurable_case_tree [measurable (raw)]:
assumes "t ∈ B →⇩M tree_sigma M"
assumes "l ∈ B →⇩M A"
assumes "(λ(x, l, v, r). n x l v r)
∈ B ⨂⇩M tree_sigma M ⨂⇩M M ⨂⇩M tree_sigma M →⇩M A"
shows "(λx. case_tree (l x) (n x) (t x)) ∈ B →⇩M (A :: 'a measure)"
proof -
define n' where "n' = (λx l v r (_::'a) (_::'a). n x l v r)"
have "(λx. case_tree (l x) (n x) (t x)) = (λx. rec_tree (l x) (n' x) (t x))"
(is "_ = (λx. rec_tree _ (?n' x) _)") by (rule ext) (auto split: tree.splits simp: n'_def)
also have "… ∈ B →⇩M A"
proof (rule measurable_rec_tree)
have "(λ(x, l, v, r, al, ar). n' x l v r al ar) =
(λ(x,l,v,r). n x l v r) ∘ (λ(x,l,v,r,al,ar). (x,l,v,r))"
by (simp add: n'_def o_def case_prod_unfold)
also have "… ∈ B ⨂⇩M tree_sigma M ⨂⇩M M ⨂⇩M tree_sigma M ⨂⇩M A ⨂⇩M A →⇩M A"
using assms(3) by measurable
finally show "(λ(x, l, v, r, al, ar). n' x l v r al ar) ∈ …" .
qed (insert assms, simp_all)
finally show ?thesis .
qed
hide_const (open) left
hide_const (open) right
end