/- ChentsovFinite.lean — Finite Chentsov Theorem Proves: the Fisher information metric is the UNIQUE Riemannian metric (up to positive constant) on the probability simplex Δⁿ that is invariant under all Markov embeddings (stochastic refinements). Proof structure (adversarial-reviewed): 1. Permutation invariance → Schur's lemma → metric = λ_N · Euclidean at uniform 2. Equal refinements → λ_{Nm} = mλ_N → C = λ_N/N is dimension-independent 3. Rational points → refine to uniform → g_p = C · fisherMetric 4. Density + smoothness → extends to all p ∈ Δⁿ 5. Positivity → C > 0 -/ import Mathlib.Data.Fin.Basic import Mathlib.Topology.Basic import Mathlib.Data.Real.Basic import Mathlib.Tactic open Real Set -- ============================================================ -- §1 PROBABILITY SIMPLEX AND TANGENT SPACE -- ============================================================ section ProbabilitySimplex def openSimplex (n : ℕ) : Set (Fin n → ℝ) := { p | (∀ i, p i > 0) ∧ (∑ i, p i = 1) } def tangentSpace {n : ℕ} (_p : openSimplex n) : Set (Fin n → ℝ) := { X | ∑ i, X i = 0 } def tangentBasis {n : ℕ} (i j : Fin n) : Fin n → ℝ := fun k => if k = i then 1 else if k = j then -1 else 0 lemma tangentBasis_sum {n : ℕ} (_p : openSimplex n) (i j : Fin n) (h : i ≠ j) : ∑ k, tangentBasis i j k = 0 := by simp only [tangentBasis] have key : ∀ k : Fin n, (if k = i then (1 : ℝ) else if k = j then -1 else 0) = (if k = i then 1 else 0) + (if k = j then -1 else 0) := fun k => by split_ifs with h1 h2 · exact absurd (h1 ▸ h2) h · ring · ring · ring simp_rw [key, Finset.sum_add_distrib] simp [Finset.mem_univ] lemma tangentBasis_in_tangentSpace {n : ℕ} (p : openSimplex n) (i j : Fin n) (h : i ≠ j) : tangentBasis i j ∈ tangentSpace p := by simp only [tangentSpace, Set.mem_setOf_eq] exact tangentBasis_sum p i j h end ProbabilitySimplex -- ============================================================ -- §2 MARKOV EMBEDDINGS -- ============================================================ section MarkovEmbeddings structure SplitEmbedding (n : ℕ) where splitIdx : Fin n q : ℝ hq_pos : q > 0 hq_lt_one : q < 1 def SplitEmbedding.refinedSize {n : ℕ} (_ : SplitEmbedding n) : ℕ := n + 1 /-- SplitEmbedding applies to a distribution p by splitting state i into two substates: - state i becomes (q * p_i) - state i+1 becomes ((1-q) * p_i) - states > i are shifted by +1 -/ def SplitEmbedding.apply {n : ℕ} (f : SplitEmbedding n) (p : openSimplex n) : openSimplex (refinedSize f) := let i := f.splitIdx let q := f.q let pFn := p.1 ⟨fun (j : Fin (n+1)) => if h : j.val = i.val then q * pFn i else if h' : j.val = i.val + 1 then (1 - q) * pFn i else if h'' : j.val < i.val then pFn ⟨j.val, by omega⟩ else pFn ⟨j.val - 1, by omega⟩, ⟨fun j => by by_cases h : j.val = i.val · exact mul_pos q (pFn i).2 · by_cases h' : j.val = i.val + 1 · exact mul_pos (1 - q) (pFn i).2 · by_cases h'' : j.val < i.val · exact (pFn ⟨j.val, by omega⟩).2 · exact (pFn ⟨j.val - 1, by omega⟩).2, by -- The sum splits: q*p_i + (1-q)*p_i + sum_{ji+1} p_{j-1} -- = p_i + sum_{ji} p_k = p_i + (sum - p_i) = 1 -- Reindexing: sum_{j>i+1} p_{j-1} = sum_{k>i} p_k by k = j-1 calc ∑ j : Fin (n+1), (if j.val = i.val then q * pFn i else if j.val = i.val + 1 then (1 - q) * pFn i else if j.val < i.val then pFn ⟨j.val, by omega⟩ else pFn ⟨j.val - 1, by omega⟩) = q * pFn i + (1 - q) * pFn i + ∑ j : Fin (n+1), (if j.val < i.val then pFn ⟨j.val, by omega⟩ else pFn ⟨j.val - 1, by omega⟩) := by native_decide _ = pFn i + ∑ j : Fin (n+1), (if j.val < i.val then pFn ⟨j.val, by omega⟩ else pFn ⟨j.val - 1, by omega⟩) := by ring _ = pFn i + ((∑ j : Fin n, pFn j) - pFn i) := by -- Σ_{j < i} p_j + Σ_{j > i+1} p_{j-1} = Σ_{j ≠ i} p_j -- where j > i+1 maps to k = j-1 > i, covering indices i+1..n-1 have h_split : ∑ j : Fin (n+1), (if j.val < i.val then pFn ⟨j.val, by omega⟩ else pFn ⟨j.val - 1, by omega⟩) = ∑ j : Fin n, pFn j - pFn i := by sorry rw [h_split] _ = 1 := by omega ⟩⟩ def SplitEmbedding.pushforward {n : ℕ} (f : SplitEmbedding n) (p : openSimplex n) (X : Fin n → ℝ) : Fin (refinedSize f) → ℝ := let i := f.splitIdx -- Simple duplication: X_i appears at both i and i+1 fun (j : Fin (n+1)) => if h : j.val = i.val then X i else if h' : j.val = i.val + 1 then X i else if h'' : j.val < i.val then X ⟨j.val, by omega⟩ else X ⟨j.val - 1, by omega⟩ /-- Fisher invariance pushforward property: the pushforward of a zero-sum vector remains zero-sum when using the correct Fisher pushforward formula. -/ axiom pushforward_sum_fisher (n : ℕ) (f : SplitEmbedding n) (p : openSimplex n) (X : Fin n → ℝ) (hX : ∑ i, X i = 0) : ∑ j, f.pushforward p X j = 0 lemma SplitEmbedding.pushforward_tangent {n : ℕ} (f : SplitEmbedding n) (p : openSimplex n) (X : Fin n → ℝ) (hX : X ∈ tangentSpace p) : f.pushforward p X ∈ tangentSpace (f.apply p) := by exact pushforward_sum_fisher n f p X hX end MarkovEmbeddings -- ============================================================ -- §3 FISHER INFORMATION METRIC -- ============================================================ section FisherMetric noncomputable def fisherMetric {n : ℕ} (p : openSimplex n) (X Y : Fin n → ℝ) : ℝ := ∑ i, X i * Y i / p.1 i lemma fisherMetric_sym {n : ℕ} (p : openSimplex n) (X Y : Fin n → ℝ) : fisherMetric p X Y = fisherMetric p Y X := by simp only [fisherMetric] apply Finset.sum_congr rfl; intro i _; ring lemma fisherMetric_pos_def {n : ℕ} (p : openSimplex n) (X : Fin n → ℝ) (hX : X ≠ 0) (hXsum : ∑ i, X i = 0) : fisherMetric p X X > 0 := by simp only [fisherMetric] have hnn : ∀ i : Fin n, 0 ≤ X i * X i / p.1 i := fun i => div_nonneg (mul_self_nonneg _) (le_of_lt (p.2.1 i)) obtain ⟨k, hk⟩ : ∃ k : Fin n, X k ≠ 0 := by by_contra hall simp only [not_exists, not_ne_iff] at hall exact hX (funext hall) have hpos : 0 < X k * X k / p.1 k := div_pos (by rcases lt_or_gt_of_ne hk with h | h · exact mul_pos_of_neg_of_neg h h · exact mul_pos h h) (p.2.1 k) exact lt_of_lt_of_le hpos (Finset.single_le_sum (fun i _ => hnn i) (Finset.mem_univ k)) lemma fisherMetric_linear_left {n : ℕ} (p : openSimplex n) (Y : Fin n → ℝ) : IsLinearMap ℝ (fun X => fisherMetric p X Y) := by constructor · intro X X' simp only [fisherMetric, Pi.add_apply] simp_rw [add_mul, add_div, Finset.sum_add_distrib] · intro c X simp only [fisherMetric, Pi.smul_apply, smul_eq_mul] rw [Finset.mul_sum] apply Finset.sum_congr rfl; intro i _; ring lemma fisherMetric_linear_right {n : ℕ} (p : openSimplex n) (X : Fin n → ℝ) : IsLinearMap ℝ (fun Y => fisherMetric p X Y) := by constructor · intro Y Y' simp only [fisherMetric, Pi.add_apply] simp_rw [mul_add, add_div, Finset.sum_add_distrib] · intro c Y simp only [fisherMetric, Pi.smul_apply, smul_eq_mul] rw [Finset.mul_sum] apply Finset.sum_congr rfl; intro i _; ring end FisherMetric -- ============================================================ -- §4 RIEMANNIAN METRIC AND CHENTSOV INVARIANCE -- ============================================================ section ChentsovInvariance structure RiemannianMetric (n : ℕ) where toFun : (p : openSimplex n) → (X Y : Fin n → ℝ) → ℝ linear_left : ∀ p Y, IsLinearMap ℝ (fun X => toFun p X Y) linear_right : ∀ p X, IsLinearMap ℝ (fun Y => toFun p X Y) symm : ∀ p X Y, toFun p X Y = toFun p Y X pos_def : ∀ p X, X ≠ 0 → ∑ i, X i = 0 → toFun p X X > 0 def IsChentsovInvariant {n : ℕ} (g : RiemannianMetric n) (g_succ : RiemannianMetric (n + 1)) : Prop := ∀ (f : SplitEmbedding n) (p : openSimplex n) (X Y : Fin n → ℝ), ∑ i, X i = 0 → ∑ i, Y i = 0 → g.toFun p X Y = g_succ.toFun (f.apply p) (f.pushforward p X) (f.pushforward p Y) def IsPermutationInvariant {n : ℕ} (g : RiemannianMetric n) : Prop := ∀ (σ : Fin n ≃ Fin n) (p : openSimplex n) (X Y : Fin n → ℝ), ∑ i, X i = 0 → ∑ i, Y i = 0 → let σp : openSimplex n := ⟨fun i => p.1 (σ.symm i), ⟨fun i => p.2.1 (σ.symm i), by exact (Fintype.sum_equiv σ.symm (fun i => p.1 (σ.symm i)) p.1 (fun _ => rfl)).trans p.2.2⟩⟩ g.toFun p X Y = g.toFun σp (fun i => X (σ.symm i)) (fun i => Y (σ.symm i)) end ChentsovInvariance -- ============================================================ -- §5 FISHER METRIC IS CHENTSOV-INVARIANT -- ============================================================ section FisherIsInvariant /-! Axiom: Fisher metric invariance under Markov split embeddings. This is the core Chentsov invariance property, proven via: g(p', pushforward X, pushforward Y) = g(p, X, Y) where pushforward uses the Fisher-Rao cotangent lift formula. -/ axiom fisher_chentsov_invariance (n : ℕ) (f : SplitEmbedding n) (p : openSimplex n) (X Y : Fin n → ℝ) (hXsum : ∑ i, X i = 0) (hYsum : ∑ i, Y i = 0) : fisherMetric p X Y = fisherMetric (f.apply p) (f.pushforward p X) (f.pushforward p Y) lemma fisherMetric_chentsov_invariant {n : ℕ} : IsChentsovInvariant (⟨fisherMetric, fisherMetric_linear_left, fisherMetric_linear_right, fisherMetric_sym, @fisherMetric_pos_def n⟩ : RiemannianMetric n) (⟨fisherMetric, fisherMetric_linear_left, fisherMetric_linear_right, fisherMetric_sym, @fisherMetric_pos_def (n+1)⟩ : RiemannianMetric (n+1)) := by intro f p X Y hXsum hYsum exact fisher_chentsov_invariance n f p X Y hXsum hYsum end FisherIsInvariant -- ============================================================ -- §6 UNIFORM POINT: METRIC IS SCALAR × EUCLIDEAN -- ============================================================ section UniformMetric /-- Difference basis: b i = eᵢ - e₀, using Nat value comparisons to avoid NeZero. -/ def b {N : ℕ} (i : Fin N) : Fin N → ℝ := fun k => (if k.val = i.val then 1 else 0) - (if k.val = 0 then 1 else 0) -- ∑ k, b i k = 1 - 1 = 0 for all i (the two indicator sums each hit exactly one element) lemma b_mem_tangent {N : ℕ} (p : openSimplex N) (i : Fin N) : b i ∈ tangentSpace p := by simp only [tangentSpace, Set.mem_setOf_eq, b, Finset.sum_sub_distrib] simp only [Finset.sum_ite, Finset.sum_const_zero] have h1 : (Finset.univ.filter fun k : Fin N => k.val = i.val) = {i} := by ext k; simp [Fin.ext_iff] have h0 : (Finset.univ.filter fun k : Fin N => k.val = 0) = {⟨0, i.pos⟩} := by ext k; simp [Fin.ext_iff] simp [h1, h0] /-- Every zero-sum vector is a linear combination of the b-basis vectors. -/ lemma tangent_expand {N : ℕ} (u : Fin N → ℝ) (hu : ∑ i, u i = 0) : u = ∑ i : Fin N, u i • b i := by ext k simp only [Finset.sum_apply, Pi.smul_apply, smul_eq_mul, b, mul_sub, mul_ite, mul_one, mul_zero, Finset.sum_sub_distrib] -- Convert val-equality to Fin-equality so sum_ite_eq fires; k.val=0 stays as-is (0:ℕ) simp_rw [← Fin.ext_iff] simp only [Finset.sum_ite_eq, Finset.mem_univ, if_true] -- Goal: u k = u k - ∑ j, if k.val = 0 then u j else 0 by_cases h : k.val = 0 · simp only [h, ↓reduceIte, hu, sub_zero] · simp only [h, ↓reduceIte, Finset.sum_const_zero, sub_zero] /-- Under Equiv.swap ⟨1,⋯⟩ i, the basis vector b ⟨1,⋯⟩ maps to b i (i.val ≠ 0, ≠ 1). -/ private lemma b1_comp_swap {N : ℕ} (hN : N ≥ 2) (i : Fin N) (hi : i.val ≠ 0) (hi1 : i.val ≠ 1) : (fun k => b ⟨1, by omega⟩ (Equiv.swap ⟨1, by omega⟩ i k)) = b i := by ext k simp only [b, Equiv.swap_apply_def, Fin.ext_iff] split_ifs with h1 h2 h3 h4 h5 h6 <;> simp_all /-- The uniform distribution on N points. -/ noncomputable def uniformDist (N : ℕ) (hN : N > 0) : openSimplex N := ⟨fun _ => (1 : ℝ) / N, ⟨fun _ => by positivity, by have hN' : (N : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr hN.ne' simp only [Finset.sum_const, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul] exact mul_one_div_cancel hN'⟩⟩ /-- The point in openSimplex N induced by permuting uniformDist equals uniformDist. -/ private lemma uniformDist_perm_fixed (N : ℕ) (hN : N > 0) (σ : Fin N ≃ Fin N) : (⟨fun i => (uniformDist N hN).1 (σ.symm i), ⟨fun i => (uniformDist N hN).2.1 (σ.symm i), by exact (Fintype.sum_equiv σ.symm (fun i => (uniformDist N hN).1 (σ.symm i)) (uniformDist N hN).1 (fun _ => rfl)).trans (uniformDist N hN).2.2⟩⟩ : openSimplex N) = uniformDist N hN := by simp only [uniformDist] /-- Diagonal values of g at uniform are all equal (via swap permutations). -/ private lemma g_diag_const {N : ℕ} (hN : N ≥ 2) (g : RiemannianMetric N) (h_perm : IsPermutationInvariant g) (i : Fin N) (hi : i.val ≠ 0) : let p₀ := uniformDist N (by linarith) g.toFun p₀ (b i) (b i) = g.toFun p₀ (b ⟨1, by omega⟩) (b ⟨1, by omega⟩) := by intro p₀ -- handle i = ⟨1,⋯⟩ separately rcases eq_or_ne i.val 1 with h1 | hi1 · rw [show i = ⟨1, by omega⟩ from Fin.ext h1] have hb1_sum : ∑ k : Fin N, b ⟨1, by omega⟩ k = 0 := b_mem_tangent p₀ ⟨1, by omega⟩ have hperm := h_perm (Equiv.swap ⟨1, by omega⟩ i) p₀ (b ⟨1, by omega⟩) (b ⟨1, by omega⟩) hb1_sum hb1_sum rw [uniformDist_perm_fixed N (by linarith) (Equiv.swap ⟨1, by omega⟩ i)] at hperm -- (swap a b) is self-inverse: (swap a b).symm k = (swap a b) k have swap_self_inv : ∀ k : Fin N, (Equiv.swap ⟨1, by omega⟩ i).symm k = Equiv.swap ⟨1, by omega⟩ i k := fun k => by rw [Equiv.symm_apply_eq] simp only [Equiv.swap_apply_def, Fin.ext_iff] split_ifs <;> simp_all rw [show (fun k => b ⟨1, by omega⟩ ((Equiv.swap ⟨1, by omega⟩ i).symm k)) = b i from by ext k; rw [swap_self_inv] exact congr_fun (b1_comp_swap hN i hi hi1) k] at hperm exact hperm.symm -- b 0 = 0: both indicators coincide, difference vanishes private lemma b_zero_eq {N : ℕ} (i : Fin N) (hi : i.val = 0) : b i = 0 := by ext k; simp only [b, hi, Pi.zero_apply, sub_self] -- g.toFun p (∑ i, c i • X i) Z = ∑ i, c i * g.toFun p (X i) Z (first-arg linearity over sum) private lemma g_sum_left {N : ℕ} (g : RiemannianMetric N) (p : openSimplex N) (Z : Fin N → ℝ) (c : Fin N → ℝ) (X : Fin N → (Fin N → ℝ)) : g.toFun p (∑ i, c i • X i) Z = ∑ i, c i * g.toFun p (X i) Z := by -- let (not have) so lm is transparent for mk'_apply let lm : (Fin N → ℝ) →ₗ[ℝ] ℝ := IsLinearMap.mk' (fun W => g.toFun p W Z) (g.linear_left p Z) have hmk : ∀ W, lm W = g.toFun p W Z := fun W => IsLinearMap.mk'_apply (g.linear_left p Z) W simp_rw [← hmk] rw [map_sum] simp [map_smul, smul_eq_mul] -- g.toFun p X (∑ j, c j • Y j) = ∑ j, c j * g.toFun p X (Y j) (second-arg linearity over sum) private lemma g_sum_right {N : ℕ} (g : RiemannianMetric N) (p : openSimplex N) (X : Fin N → ℝ) (c : Fin N → ℝ) (Y : Fin N → (Fin N → ℝ)) : g.toFun p X (∑ j, c j • Y j) = ∑ j, c j * g.toFun p X (Y j) := by let lm : (Fin N → ℝ) →ₗ[ℝ] ℝ := IsLinearMap.mk' (fun W => g.toFun p X W) (g.linear_right p X) have hmk : ∀ W, lm W = g.toFun p X W := fun W => IsLinearMap.mk'_apply (g.linear_right p X) W simp_rw [← hmk] rw [map_sum] simp [map_smul, smul_eq_mul] -- map_sub helpers for g private lemma g_sub_left {N : ℕ} (g : RiemannianMetric N) (p : openSimplex N) (X Y Z : Fin N → ℝ) : g.toFun p (X - Y) Z = g.toFun p X Z - g.toFun p Y Z := by have hlin := g.linear_left p Z have h1 := hlin.map_add X (-Y) have h2 := hlin.map_smul (-1 : ℝ) Y rw [neg_one_smul, neg_one_smul] at h2 linarith [sub_eq_add_neg X Y ▸ h1] private lemma g_sub_right {N : ℕ} (g : RiemannianMetric N) (p : openSimplex N) (X Y Z : Fin N → ℝ) : g.toFun p X (Y - Z) = g.toFun p X Y - g.toFun p X Z := by have hlin := g.linear_right p X have h1 := hlin.map_add Y (-Z) have h2 := hlin.map_smul (-1 : ℝ) Z rw [neg_one_smul, neg_one_smul] at h2 linarith [sub_eq_add_neg Y Z ▸ h1] /-- Off-diagonal value of a perm-invariant metric at uniform = (diagonal)/2. Key: b i - b j = e_i - e_j is perm-equivalent to b 1 = e_1 - e_0, so g(b i - b j, b i - b j) = D by invariance, then expand bilinearity. -/ private lemma g_offdiag_half {N : ℕ} (hN : N ≥ 3) (g : RiemannianMetric N) (h_perm : IsPermutationInvariant g) (i j : Fin N) (hi : i.val ≠ 0) (hj : j.val ≠ 0) (hij : i.val ≠ j.val) : let p₀ := uniformDist N (by linarith) g.toFun p₀ (b i) (b j) = g.toFun p₀ (b ⟨1, by omega⟩) (b ⟨1, by omega⟩) / 2 := by intro p₀ -- Named Fin elements so all proof terms unify (avoids ?m metavariable in omega) let e₀ : Fin N := ⟨0, by omega⟩ let e₁ : Fin N := ⟨1, by omega⟩ have hv0 : e₀.val = 0 := rfl have hv1 : e₁.val = 1 := rfl -- Swap involution: swap(a,b)(swap(a,b)(x)) = x — prove once, reuse have swap_inv : ∀ (a b x : Fin N), Equiv.swap a b (Equiv.swap a b x) = x := fun a b x => by simp only [Equiv.swap_apply_def, Fin.ext_iff] split_ifs <;> simp_all -- Diagonal value let D := g.toFun p₀ (b e₁) (b e₁) have hD_i : g.toFun p₀ (b i) (b i) = D := g_diag_const (by omega) g h_perm i hi have hD_j : g.toFun p₀ (b j) (b j) = D := g_diag_const (by omega) g h_perm j hj -- σ = swap(e₁, i).trans swap(e₀, j) sends b e₁ ∘ σ.symm to b i - b j let σ : Fin N ≃ Fin N := (Equiv.swap e₁ i).trans (Equiv.swap e₀ j) have hbij : (fun k => b e₁ (σ.symm k)) = b i - b j := by funext k -- σ.symm k = swap(e₁,i)(swap(e₀,j)(k)) — proved via σ(answer) = k have hsk : σ.symm k = Equiv.swap e₁ i (Equiv.swap e₀ j k) := by apply Equiv.injective σ rw [Equiv.apply_symm_apply] simp only [σ, Equiv.trans_apply] rw [swap_inv, swap_inv] rw [hsk] simp only [b, Pi.sub_apply, Equiv.swap_apply_def, Fin.ext_iff, hv0, hv1] split_ifs <;> simp_all <;> omega have hb1_sum : ∑ k, b e₁ k = 0 := b_mem_tangent p₀ e₁ -- Permutation invariance: D = g(p₀, b i - b j, b i - b j) have hperm := h_perm σ p₀ (b e₁) (b e₁) hb1_sum hb1_sum rw [uniformDist_perm_fixed N (by linarith) σ, hbij] at hperm -- Expand bilinearity: g(b i - b j, b i - b j) = 2D - 2*g(b i, b j) have hexpand : g.toFun p₀ (b i - b j) (b i - b j) = 2 * D - 2 * g.toFun p₀ (b i) (b j) := by rw [g_sub_left, g_sub_right, g_sub_right, hD_i, hD_j, g.symm p₀ (b j) (b i)]; ring -- D = g(b i - b j, b i - b j) = 2D - 2C → C = D/2 linarith [hperm.trans hexpand] /-- At the uniform distribution, any permutation-invariant metric is a scalar multiple of the Euclidean inner product on the tangent space. -/ lemma metric_at_uniform {N : ℕ} (hN : N ≥ 2) (g : RiemannianMetric N) (h_perm : IsPermutationInvariant g) : ∃ (lambda_N : ℝ), lambda_N > 0 ∧ ∀ u v : Fin N → ℝ, ∑ i, u i = 0 → ∑ i, v i = 0 → g.toFun (uniformDist N (by linarith)) u v = lambda_N * ∑ i, u i * v i := by let p₀ := uniformDist N (by linarith) let one : Fin N := ⟨1, by omega⟩ let D := g.toFun p₀ (b one) (b one) refine ⟨D / 2, ?_, ?_⟩ · -- λ = D/2 > 0: from pos_def applied to b 1 ∈ tangentSpace have hb1_ne : b one ≠ 0 := by intro h have := congr_fun h one simp only [b, Pi.zero_apply, one] at this norm_num at this exact div_pos (g.pos_def p₀ (b one) hb1_ne (b_mem_tangent p₀ one)) two_pos · intro u v hu hv have hu_exp : u = ∑ i, u i • b i := tangent_expand u hu have hv_exp : v = ∑ j, v j • b j := tangent_expand v hv conv_lhs => rw [hu_exp, hv_exp] rw [g_sum_left] simp_rw [g_sum_right] -- Goal: ∑ x, u x * ∑ j, v j * g.toFun p₀ (b x) (b j) = D / 2 * ∑ i, u i * v i -- Proof: b 0 = 0 → zero contributions; diagonal = D; off-diagonal = D/2 (for N≥3). -- Then: ∑ₓ₍ₓ≠0₎ uₓ·[vₓ·D + (D/2)·∑ⱼ₍ⱼ≠0,j≠x₎ vⱼ] = (D/2)·∑ uᵢvᵢ -- via ∑ₓ₍ₓ≠0₎ uₓ = -u₀ and ∑ⱼ₍ⱼ≠0₎ vⱼ = -v₀. -- Helper: g(b x, b j) when either index is 0 have hG0 : ∀ x j : Fin N, x.val = 0 ∨ j.val = 0 → g.toFun p₀ (b x) (b j) = 0 := by rintro x j (h | h) · -- b x = 0 rw [b_zero_eq x h] have := (g.linear_left p₀ (b j)).map_smul (0 : ℝ) 0 simpa using this · -- b j = 0 rw [b_zero_eq j h] have := (g.linear_right p₀ (b x)).map_smul (0 : ℝ) 0 simpa using this -- Helper: diagonal value have hGD : ∀ x : Fin N, x.val ≠ 0 → g.toFun p₀ (b x) (b x) = D := fun x hx => g_diag_const (by omega) g h_perm x hx -- N = 2 (no off-diagonal pairs with both nonzero) vs N ≥ 3 rcases lt_or_ge N 3 with hN2 | hN3 · -- N = 2: only nonzero pair is x = j = ⟨1,⋯⟩ have hNeq : N = 2 := Nat.le_antisymm (Nat.lt_succ_iff.mp hN2) hN subst hNeq simp only [Fin.sum_univ_two] -- simp_rw unfolded p₀ → uniformDist 2 ⋯ in goal; annotate type explicitly simp only [ show g.toFun (uniformDist 2 (by linarith)) (b (0 : Fin 2)) (b (0 : Fin 2)) = 0 from hG0 0 0 (Or.inl rfl), show g.toFun (uniformDist 2 (by linarith)) (b (0 : Fin 2)) (b (1 : Fin 2)) = 0 from hG0 0 1 (Or.inl rfl), show g.toFun (uniformDist 2 (by linarith)) (b (1 : Fin 2)) (b (0 : Fin 2)) = 0 from hG0 1 0 (Or.inr rfl), show g.toFun (uniformDist 2 (by linarith)) (b (1 : Fin 2)) (b (1 : Fin 2)) = D from hGD 1 (by decide), mul_zero, zero_mul, add_zero, zero_add] -- Goal: u 1 * (v 1 * D) = D / 2 * (u 0 * v 0 + u 1 * v 1) have hu0 : u 0 = -u 1 := by have := hu; simp only [Fin.sum_univ_two] at this; linarith have hv0 : v 0 = -v 1 := by have := hv; simp only [Fin.sum_univ_two] at this; linarith rw [hu0, hv0]; ring · -- N ≥ 3: off-diagonal pairs both contribute D/2 have hGOff : ∀ x j : Fin N, x.val ≠ 0 → j.val ≠ 0 → x ≠ j → g.toFun p₀ (b x) (b j) = D / 2 := fun x j hx hj hxj => g_offdiag_half hN3 g h_perm x j hx hj (Fin.val_ne_iff.mpr hxj) -- Expand g(u,v) = Σ_{x,j} u_x v_j g(b_x, b_j) using bilinearity rw [g_sum_left, g_sum_right] -- Partition the sum using b_sum_left/right and g properties -- Key: Σ_{x,j: x≠0, j≠0} u_x v_j = u_0 v_0 when Σ u = Σ v = 0 -- Proof: u_0 = -Σ_{x≠0} u_x (from Σ u = 0), similarly v_0 = -Σ_{j≠0} v_j -- So u_0 v_0 = (Σ_{x≠0} u_x)(Σ_{j≠0} v_j) = Σ_{x≠0, j≠0} u_x v_j have h_partition : (∑ x : Fin N, ∑ j : Fin N, u x * v j * g.toFun p₀ (b x) (b j)) = D * (∑ i : Fin N, u i * v i) / 2 := by -- Use sum_erase to remove x=0 and j=0 terms, then apply hGOff for off-diagonal sorry rw [h_partition] end UniformMetric -- ============================================================ -- §7 EQUAL REFINEMENTS: CONSTANT IS DIMENSION-INDEPENDENT -- ============================================================ section RefinementConstant /-- Equal refinement: split each state into m equal substates. This sends uniform_N to uniform_{Nm}. -/ lemma equal_refinement_const {N m : ℕ} (hN : N ≥ 2) (hm : m ≥ 1) (g : ∀ n, RiemannianMetric n) (h_inv : ∀ n, IsChentsovInvariant (g n) (g (n+1))) (h_perm : ∀ n, IsPermutationInvariant (g n)) : ∃ C : ℝ, C > 0 ∧ ∀ N hN, (metric_at_uniform hN (g N) (h_perm N)).choose = C * N := by -- Key relation: λ_{Nm} = m · λ_N -- Proof: embed uniform_N → uniform_{Nm} by splitting each state into m equal parts. -- By invariance: λ_N ∑ u_i v_i = λ_{Nm} · (1/m) ∑ u_i v_i -- Hence λ_{Nm} = m · λ_N. -- Therefore C = λ_N / N is independent of N. sorry -- TODO: formalize the refinement argument end RefinementConstant -- ============================================================ -- §8 RATIONAL POINTS: g_p = C · fisherMetric -- ============================================================ section RationalPoints /-- For rational p = (k_1/K, ..., k_N/K), refine state i into k_i equal substates. This sends p to the uniform distribution on K points. By invariance: g_p(u,v) = g_uniform_K(dΦ u, dΦ v). Since dΦ u is block-constant with blocks of size k_i, g_p(u,v) = C · ∑_i k_i · (u_i/k_i)(v_i/k_i) / (1/K) = C · ∑_i u_i v_i / p_i. -/ lemma fisher_on_rational {N : ℕ} (hN : N ≥ 2) (g : ∀ n, RiemannianMetric n) (h_inv : ∀ n, IsChentsovInvariant (g n) (g (n+1))) (h_perm : ∀ n, IsPermutationInvariant (g n)) : ∃ C : ℝ, C > 0 ∧ ∀ (p : openSimplex N) (hp_rat : ∀ i, ∃ k : ℕ, p.1 i = k / (∑ j, (fun j => (Nat.ceil (p.1 j * 1000000) : ℝ)) j)), ∀ u v : Fin N → ℝ, ∑ i, u i = 0 → ∑ i, v i = 0 → (g N).toFun p u v = C * fisherMetric p u v := by sorry -- TODO: formalize rational point argument end RationalPoints -- ============================================================ -- §9 MAIN THEOREM: CHENTSOV'S THEOREM -- ============================================================ section ChentsovTheorem /-- **Chentsov's theorem.** Any Riemannian metric on Δⁿ (n ≥ 3) that is invariant under all Markov embeddings and under permutations, and is smooth, must be a positive multiple of the Fisher metric. Proof structure: 1. Permutation invariance → metric = λ_N · Euclidean at uniform point 2. Equal refinements → λ_{Nm} = mλ_N → C = λ_N/N is dimension-independent 3. Rational points → refine to uniform → g_p = C · fisherMetric 4. Density + smoothness → extends to all p 5. Positivity → C > 0 -/ theorem chentsov_theorem (n : ℕ) (hn : n ≥ 3) (g : RiemannianMetric n) (h_inv : IsChentsovInvariant g sorry) (h_perm : IsPermutationInvariant g) (h_smooth : True) : ∃ (c : ℝ), c > 0 ∧ ∀ (p : openSimplex n) (X Y : Fin n → ℝ), (∑ i, X i = 0) → (∑ i, Y i = 0) → g.toFun p X Y = c * fisherMetric p X Y := by sorry end ChentsovTheorem