Documentation

Graphon.CutDistance

Cut Distance for Graphons #

This file defines the cut distance (also called cut metric) between graphons, which is the fundamental metric for graphon convergence theory.

Main definitions #

Main results #

Implementation notes #

The cut distance is defined as an infimum over measure-preserving maps. In general, one needs to consider maps from a common probability space to both graphons.

The cut distance is a pseudometric: δ□(U, W) = 0 does not imply U = W, but rather that U and W are weakly isomorphic (differ only by measure-preserving reparametrization).

References #

Rectangle integral of difference #

noncomputable def Graphon.rectIntegralDiff {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} (U W : Graphon α μ) (S T : Set α) :

The integral of the difference of two graphons over a measurable rectangle S × T.

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    Rectangle integral of difference equals difference of rectangle integrals.

    Cut norm of difference #

    noncomputable def Graphon.cutNormDiff {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} (U W : Graphon α μ) :

    The cut norm of the difference of two graphons.

    ‖U - W‖_□ = sup_{S,T measurable} |∫_{S×T} (U - W)|

    Since graphons take values in [0,1], their difference takes values in [-1,1].

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      Cut norm difference is non-negative.

      Helper: absolute value of rectangle integral difference is bounded by 1.

      Rectangle integral difference is bounded by cut norm difference.

      Cut norm difference with self is zero.

      Cut norm difference is symmetric.

      Cut norm difference is bounded by 1.

      Since U, W ∈ [0,1], we have U - W ∈ [-1,1], so |∫(U-W)| ≤ μ(S×T) ≤ 1.

      Rectangle integral difference satisfies the triangle inequality.

      Cut norm difference satisfies the triangle inequality.

      Weighted integrals of differences #

      theorem Graphon.abs_weighted_integral_diff_indicator_le {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] (U W : Graphon α μ) (S T : Set α) (hS : MeasurableSet S) (hT : MeasurableSet T) :
      | (x : α), (y : α), S.indicator (fun (x : α) => 1) x * T.indicator (fun (x : α) => 1) y * (U.toAEEqFun (x, y) - W.toAEEqFun (x, y)) μ μ| U.cutNormDiff W

      Weighted integral of graphon difference bounded by cut norm difference (indicator case).

      For measurable sets S, T: |∫∫ 1_S(x) 1_T(y) (U(x,y) - W(x,y)) dμ(x) dμ(y)| ≤ ‖U - W‖_□

      This follows directly from the cut norm definition.

      theorem Graphon.abs_weighted_integral_diff_le {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] (U W : Graphon α μ) (f g : α) (hf_meas : Measurable f) (hg_meas : Measurable g) (hf_bound : ∀ (x : α), f x Set.Icc 0 1) (hg_bound : ∀ (x : α), g x Set.Icc 0 1) :
      | (x : α), (y : α), f x * g y * (U.toAEEqFun (x, y) - W.toAEEqFun (x, y)) μ μ| U.cutNormDiff W

      General weighted integral of graphon difference bounded by cut norm difference.

      For f, g : α → [0, 1] measurable and graphons U, W: |∫∫ f(x) g(y) (U(x,y) - W(x,y)) dμ(x) dμ(y)| ≤ ‖U - W‖_□

      Uses nested layer cake: first on f (reducing to indicator case), then on g. This is Lemma 10.21 in Lovász [2012].

      Cut distance #

      noncomputable def Graphon.cutDistance {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] (U W : Graphon α μ) :

      The cut distance between two graphons on the same probability space.

      δ□(U, W) = inf_{φ,ψ} ‖U^φ - W^ψ‖_□

      where the infimum is over all measure-preserving maps φ, ψ : α → α.

      Design note: This two-sided definition reparametrizes BOTH graphons, making symmetry trivial by construction (swap φ and ψ). This matches the standard definition in Lovász which uses measure-preserving maps from a common probability space to both graphon spaces.

      The one-sided definition inf_φ ‖U - W^φ‖_□ requires [StandardBorelSpace α] to prove symmetry (via invertibility of measure-preserving maps). The two-sided definition avoids this requirement while giving the same value on standard Borel spaces.

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      • One or more equations did not get rendered due to their size.
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        Cut distance is non-negative.

        theorem Graphon.cutDistance_set_nonempty {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] (U W : Graphon α μ) :
        {d : | ∃ (φ : αα) (ψ : αα) ( : MeasureTheory.MeasurePreserving φ μ μ) ( : MeasureTheory.MeasurePreserving ψ μ μ), d = (U.pullback φ ).cutNormDiff (W.pullback ψ )}.Nonempty

        The set defining cut distance is nonempty (identity maps always work).

        Cut distance of a graphon to itself is zero.

        Cut distance is bounded by cut norm difference (using identity maps).

        Cut distance is bounded by 1.

        Scoping: the former exists_common_extension monolith was unprovable as stated #

        See docs/rokhlin-scoping.md. The old monolithic Rokhlin stub bundled three conjuncts, two of which are false as written; it has now been deleted and replaced by four corrected, consumer-shaped cores (exists_common_coupling_maps, cutNormDiff_pullback_le, exists_controlled_cell_alignment in this file; exists_mpEquiv_cutNormDiff_lt_add in Graphon/Overlay.lean, whose overlay proof needs the downstream regularity lemma), each a standard consequence of the atomless standard-Borel measure-isomorphism theorem. All four are now proved (campaigns R2 + R3). The two lemmas below certify the "measure-obvious" necessity facts that forced those corrections; the historical counterexamples:

        theorem Graphon.mp_align_forces_equal_measure {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] {e : α ≃ᵐ α} (he : MeasureTheory.MeasurePreserving (⇑e) μ μ) {S T : Set α} (hT : MeasurableSet T) (h1 : μ (S \ e ⁻¹' T) = 0) (h2 : μ (e ⁻¹' T \ S) = 0) :
        μ S = μ T

        Refutation support (conjunct 2). A measure-preserving e that aligns S with T symmetrically (μ(S \ e⁻¹T) = 0 and μ(e⁻¹T \ S) = 0) forces μ S = μ T. Hence partition alignment is impossible unless the two partitions have matching cell measures.

        theorem Graphon.mp_maps_into_forces_measure_le {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] {e : α ≃ᵐ α} (he : MeasureTheory.MeasurePreserving (⇑e) μ μ) {S T : Set α} (hT : MeasurableSet T) (h : ∀ᵐ (x : α) μ, x Se x T) :
        μ S μ T

        Refutation support (conjunct 3). If a measure-preserving e maps S a.e. into T, then μ S ≤ μ T. For injective cell families whose measures sum to the whole space this forces equality; with atoms present, equal measures are not enough to realize the map (see the scoping note above), which is why the corrected cell-alignment lemma assumes [NullSingletonClass μ].

        theorem Graphon.MeasurePreserving.exists_common_coupling_maps {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] [StandardBorelSpace α] [MeasureTheory.NullSingletonClass μ] (ψ₁ : αα) (hψ₁ : MeasureTheory.MeasurePreserving ψ₁ μ μ) (φ₂ : αα) (hφ₂ : MeasureTheory.MeasurePreserving φ₂ μ μ) :
        ∃ (χ₁ : αα) (χ₂ : αα) (_ : MeasureTheory.MeasurePreserving χ₁ μ μ) (_ : MeasureTheory.MeasurePreserving χ₂ μ μ), ψ₁ χ₁ =ᵐ[μ] φ₂ χ₂

        Common coupling of two measure-preserving maps (corrected Rokhlin consequence 1). Given measure-preserving maps ψ₁, φ₂ : α → α on an atomless standard Borel probability space, there are measure-preserving maps χ₁, χ₂ : α → α with ψ₁ ∘ χ₁ =ᵐ φ₂ ∘ χ₂.

        This replaces the false exists_common_extension_maps: demanding χ₁, χ₂ be bijections is unprovable (take ψ₁ = id, φ₂ = doubling — a bijection cannot equal an essentially 2-to-1 map a.e.; see the scoping note). The honest statement is a coupling: build the relatively-independent joining of ψ₁, φ₂ over their common factor on α × α, then re-type it onto α via the measure-isomorphism theorem — which needs [NullSingletonClass μ]. Interface for cutDistance_triangle (used together with the pullback contraction cutNormDiff_pullback_le, since χ₁, χ₂ are maps, not measure-preserving bijections).

        theorem Graphon.MeasurePreserving.exists_controlled_cell_alignment {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] [StandardBorelSpace α] [MeasureTheory.NullSingletonClass μ] (P Q : MeasurablePartition α μ) {k : } (ι_S ι_T : Fin kSet α) (hS : ∀ (i : Fin k), ι_S i P.parts) (hT : ∀ (i : Fin k), ι_T i Q.parts) (hS_inj : Function.Injective ι_S) (hT_inj : Function.Injective ι_T) (h_meas : ∀ (i : Fin k), μ (ι_S i) = μ (ι_T i)) :
        ∃ (e : α ≃ᵐ α) (_ : MeasureTheory.MeasurePreserving (⇑e) μ μ), ∀ (i : Fin k), ∀ᵐ (x : α) μ, x ι_S ie x ι_T i

        Controlled cell alignment (corrected Rokhlin consequence 3). Given injective indexed families of cells from two partitions with matching measures, over an atomless standard Borel probability space, there is a measure-preserving bijection mapping each cell ι_S i a.e. into ι_T i.

        This is the honest, true form of the third conjunct of the old exists_common_extension stub: it adds [NullSingletonClass μ] (necessary — see the atom counterexample in the scoping note and mp_maps_into_forces_measure_le) and is now a standalone obligation resting only on the measure-isomorphism theorem (campaign phase R1), not on the unprovable monolithic stub. It is the sole cell-matching interface used by the inverse-counting route.

        Cut norm difference is invariant under applying the same MeasurableEquiv to both graphons.

        If e : α ≃ᵐ α is measure-preserving, then ‖U^e − W^e‖□ = ‖U − W‖

        The key insight: applying bijectivity of e, the sup over measurable S, T of |∫{S×T} (U^e − W^e)| equals the sup over measurable S', T' (images under e) of |∫{S'×T'} (U − W)|, which ranges over all measurable sets.

        Pullback contracts the cut norm. For a measure-preserving map φ (not necessarily a bijection), ‖U^φ − W^φ‖_□ ≤ ‖U − W‖_□.

        Unlike cutNormDiff_pullback_measurableEquiv (equality, for bijections), this only requires φ to be measure-preserving. Proof idea: writing the rectangle integrals of the pulled-back kernels via the disintegration of μ along φ, each indicator 1_S becomes the conditional probability E[1_S ∣ φ] ∈ [0,1], so the pulled-back cut norm is a weighted cut norm with [0,1]-weights, which the cut norm dominates (abs_weighted_integral_diff_le). This is the map-level companion the corrected coupling triangle needs; it rests on the standard-Borel disintegration (campaign phase R1/R2).

        Cut distance from a graphon to its pullback by a MP bijection is zero.

        For any graphon V and measure-preserving bijection e, δ□(V, V^e) = 0.

        Proof: Use φ = id and ψ = e⁻¹ as witnesses in the cutDistance infimum. Then V^id = V and (V^e)^{e⁻¹} = V^{e ∘ e⁻¹} = V^id = V, so ‖V − V‖_□ = 0.

        theorem Graphon.cutDistance_lt_add_of_pos {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} [MeasureTheory.IsProbabilityMeasure μ] (U W : Graphon α μ) {ε : } ( : 0 < ε) :
        ∃ (φ : αα) (ψ : αα) ( : MeasureTheory.MeasurePreserving φ μ μ) ( : MeasureTheory.MeasurePreserving ψ μ μ), (U.pullback φ ).cutNormDiff (W.pullback ψ ) < U.cutDistance W + ε

        For any ε > 0, there exist measure-preserving maps achieving cutDistance + ε.

        Triangle inequality for cut distance on standard Borel spaces.

        δ□(U, W) ≤ δ□(U, V) + δ□(V, W)

        This is the key property making cut distance a pseudometric.

        Proof: For any ε > 0:

        1. Choose (φ₁, ψ₁) with ‖U^φ₁ − V^ψ₁‖_□ < d(U,V) + ε
        2. Choose (φ₂, ψ₂) with ‖V^φ₂ − W^ψ₂‖_□ < d(V,W) + ε
        3. By Rokhlin's theorem, align ψ₁ and φ₂ via bijections χ₁, χ₂
        4. Compose maps and use cutNormDiff_triangle to get d(U,W) ≤ d(U,V) + d(V,W) + 2ε
        5. Take ε → 0.

        Depends on: MeasurePreserving.exists_common_coupling_maps (corrected coupling, needs [NullSingletonClass μ]) and cutNormDiff_pullback_le (pullback contraction).

        Cut distance is symmetric.

        δ□(U, W) = δ□(W, U)

        With the two-sided definition, this is immediate by swapping φ and ψ and using the symmetry of cutNormDiff. No StandardBorelSpace needed!