Tree_Space.thy

(*  Title:      HOL/Probability/Tree_Space.thy
    Author:     Johannes Hölzl, CMU *)

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 "(λψ. value (f ψ)) ∈ 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 ψ assume "ψ ∈ space (restrict_space B (?C t Leaf))"
      then show "rec_tree (l ψ) (n ψ) (t ψ) = l ψ"
        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 = "λψ. ?N (ψ, left (t ψ), value (t ψ), right (t ψ),
        rec_tree (l ψ) (n ψ) (left (t ψ)), rec_tree (l ψ) (n ψ) (right (t ψ)))"
    show ?case
    proof (rule measurable_cong[THEN iffD2])
      fix ψ assume "ψ ∈ space (restrict_space B (?C t (Node ls u rs)))"
      then show "rec_tree (l ψ) (n ψ) (t ψ) = ?F ψ"
        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