src/HOL/Hyperreal/Series.thy
author webertj
Wed Jul 26 19:23:04 2006 +0200 (2006-07-26)
changeset 20217 25b068a99d2b
parent 19765 dfe940911617
child 20254 58b71535ed00
permissions -rw-r--r--
linear arithmetic splits certain operators (e.g. min, max, abs)
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(*  Title       : Series.thy
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    Author      : Jacques D. Fleuriot
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    Copyright   : 1998  University of Cambridge
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Converted to Isar and polished by lcp
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Converted to setsum and polished yet more by TNN
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Additional contributions by Jeremy Avigad
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*) 
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header{*Finite Summation and Infinite Series*}
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theory Series
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imports SEQ Lim
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begin
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declare atLeastLessThan_iff[iff]
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declare setsum_op_ivl_Suc[simp]
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definition
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   sums  :: "(nat => real) => real => bool"     (infixr "sums" 80)
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   "f sums s = (%n. setsum f {0..<n}) ----> s"
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   summable :: "(nat=>real) => bool"
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   "summable f = (\<exists>s. f sums s)"
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   suminf   :: "(nat=>real) => real"
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   "suminf f = (SOME s. f sums s)"
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syntax
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  "_suminf" :: "idt => real => real"    ("\<Sum>_. _" [0, 10] 10)
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translations
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  "\<Sum>i. b" == "suminf (%i. b)"
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lemma sumr_diff_mult_const:
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 "setsum f {0..<n} - (real n*r) = setsum (%i. f i - r) {0..<n::nat}"
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by (simp add: diff_minus setsum_addf real_of_nat_def)
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lemma real_setsum_nat_ivl_bounded:
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     "(!!p. p < n \<Longrightarrow> f(p) \<le> K)
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      \<Longrightarrow> setsum f {0..<n::nat} \<le> real n * K"
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using setsum_bounded[where A = "{0..<n}"]
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by (auto simp:real_of_nat_def)
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(* Generalize from real to some algebraic structure? *)
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lemma sumr_minus_one_realpow_zero [simp]:
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  "(\<Sum>i=0..<2*n. (-1) ^ Suc i) = (0::real)"
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by (induct "n", auto)
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(* FIXME this is an awful lemma! *)
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lemma sumr_one_lb_realpow_zero [simp]:
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  "(\<Sum>n=Suc 0..<n. f(n) * (0::real) ^ n) = 0"
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apply (induct "n")
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apply (case_tac [2] "n", auto)
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done
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lemma sumr_group:
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     "(\<Sum>m=0..<n::nat. setsum f {m * k ..< m*k + k}) = setsum f {0 ..< n * k}"
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apply (subgoal_tac "k = 0 | 0 < k", auto)
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apply (induct "n")
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apply (simp_all add: setsum_add_nat_ivl add_commute)
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done
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(* FIXME generalize? *)
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lemma sumr_offset:
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 "(\<Sum>m=0..<n::nat. f(m+k)::real) = setsum f {0..<n+k} - setsum f {0..<k}"
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by (induct "n", auto)
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lemma sumr_offset2:
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 "\<forall>f. (\<Sum>m=0..<n::nat. f(m+k)::real) = setsum f {0..<n+k} - setsum f {0..<k}"
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by (induct "n", auto)
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lemma sumr_offset3:
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  "setsum f {0::nat..<n+k} = (\<Sum>m=0..<n. f (m+k)::real) + setsum f {0..<k}"
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by (simp  add: sumr_offset)
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lemma sumr_offset4:
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 "\<forall>n f. setsum f {0::nat..<n+k} =
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        (\<Sum>m=0..<n. f (m+k)::real) + setsum f {0..<k}"
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by (simp add: sumr_offset)
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(*
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lemma sumr_from_1_from_0: "0 < n ==>
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      (\<Sum>n=Suc 0 ..< Suc n. if even(n) then 0 else
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             ((- 1) ^ ((n - (Suc 0)) div 2))/(real (fact n))) * a ^ n =
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      (\<Sum>n=0..<Suc n. if even(n) then 0 else
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             ((- 1) ^ ((n - (Suc 0)) div 2))/(real (fact n))) * a ^ n"
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by (rule_tac n1 = 1 in sumr_split_add [THEN subst], auto)
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*)
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subsection{* Infinite Sums, by the Properties of Limits*}
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(*----------------------
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   suminf is the sum   
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 ---------------------*)
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lemma sums_summable: "f sums l ==> summable f"
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by (simp add: sums_def summable_def, blast)
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lemma summable_sums: "summable f ==> f sums (suminf f)"
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apply (simp add: summable_def suminf_def)
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apply (blast intro: someI2)
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done
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lemma summable_sumr_LIMSEQ_suminf: 
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     "summable f ==> (%n. setsum f {0..<n}) ----> (suminf f)"
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apply (simp add: summable_def suminf_def sums_def)
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apply (blast intro: someI2)
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done
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(*-------------------
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    sum is unique                    
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 ------------------*)
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lemma sums_unique: "f sums s ==> (s = suminf f)"
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apply (frule sums_summable [THEN summable_sums])
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apply (auto intro!: LIMSEQ_unique simp add: sums_def)
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done
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lemma sums_split_initial_segment: "f sums s ==> 
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  (%n. f(n + k)) sums (s - (SUM i = 0..< k. f i))"
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  apply (unfold sums_def);
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  apply (simp add: sumr_offset); 
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  apply (rule LIMSEQ_diff_const)
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  apply (rule LIMSEQ_ignore_initial_segment)
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  apply assumption
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done
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lemma summable_ignore_initial_segment: "summable f ==> 
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    summable (%n. f(n + k))"
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  apply (unfold summable_def)
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  apply (auto intro: sums_split_initial_segment)
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done
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lemma suminf_minus_initial_segment: "summable f ==>
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    suminf f = s ==> suminf (%n. f(n + k)) = s - (SUM i = 0..< k. f i)"
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  apply (frule summable_ignore_initial_segment)
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  apply (rule sums_unique [THEN sym])
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  apply (frule summable_sums)
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  apply (rule sums_split_initial_segment)
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  apply auto
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done
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lemma suminf_split_initial_segment: "summable f ==> 
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    suminf f = (SUM i = 0..< k. f i) + suminf (%n. f(n + k))"
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by (auto simp add: suminf_minus_initial_segment)
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lemma series_zero: 
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     "(\<forall>m. n \<le> m --> f(m) = 0) ==> f sums (setsum f {0..<n})"
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apply (simp add: sums_def LIMSEQ_def diff_minus[symmetric], safe)
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apply (rule_tac x = n in exI)
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apply (clarsimp simp add:setsum_diff[symmetric] cong:setsum_ivl_cong)
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done
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lemma sums_zero: "(%n. 0) sums 0";
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  apply (unfold sums_def);
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  apply simp;
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  apply (rule LIMSEQ_const);
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done;
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lemma summable_zero: "summable (%n. 0)";
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  apply (rule sums_summable);
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  apply (rule sums_zero);
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done;
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lemma suminf_zero: "suminf (%n. 0) = 0";
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  apply (rule sym);
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  apply (rule sums_unique);
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  apply (rule sums_zero);
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done;
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lemma sums_mult: "f sums a ==> (%n. c * f n) sums (c * a)"
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by (auto simp add: sums_def setsum_right_distrib [symmetric]
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         intro!: LIMSEQ_mult intro: LIMSEQ_const)
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lemma summable_mult: "summable f ==> summable (%n. c * f n)";
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  apply (unfold summable_def);
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  apply (auto intro: sums_mult);
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done;
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lemma suminf_mult: "summable f ==> suminf (%n. c * f n) = c * suminf f";
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  apply (rule sym);
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  apply (rule sums_unique);
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  apply (rule sums_mult);
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  apply (erule summable_sums);
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done;
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lemma sums_mult2: "f sums a ==> (%n. f n * c) sums (a * c)"
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apply (subst mult_commute)
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apply (subst mult_commute);back;
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apply (erule sums_mult)
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done
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lemma summable_mult2: "summable f ==> summable (%n. f n * c)"
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  apply (unfold summable_def)
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  apply (auto intro: sums_mult2)
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done
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lemma suminf_mult2: "summable f ==> suminf f * c = (\<Sum>n. f n * c)"
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by (auto intro!: sums_unique sums_mult summable_sums simp add: mult_commute)
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lemma sums_divide: "f sums a ==> (%n. (f n)/c) sums (a/c)"
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by (simp add: real_divide_def sums_mult mult_commute [of _ "inverse c"])
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lemma summable_divide: "summable f ==> summable (%n. (f n) / c)";
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  apply (unfold summable_def);
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  apply (auto intro: sums_divide);
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done;
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lemma suminf_divide: "summable f ==> suminf (%n. (f n) / c) = (suminf f) / c";
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  apply (rule sym);
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  apply (rule sums_unique);
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  apply (rule sums_divide);
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  apply (erule summable_sums);
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done;
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lemma sums_add: "[| x sums x0; y sums y0 |] ==> (%n. x n + y n) sums (x0+y0)"
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by (auto simp add: sums_def setsum_addf intro: LIMSEQ_add)
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lemma summable_add: "summable f ==> summable g ==> summable (%x. f x + g x)";
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  apply (unfold summable_def);
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  apply clarify;
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  apply (rule exI);
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  apply (erule sums_add);
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  apply assumption;
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done;
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lemma suminf_add:
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     "[| summable f; summable g |]   
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      ==> suminf f + suminf g  = (\<Sum>n. f n + g n)"
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by (auto intro!: sums_add sums_unique summable_sums)
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lemma sums_diff: "[| x sums x0; y sums y0 |] ==> (%n. x n - y n) sums (x0-y0)"
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by (auto simp add: sums_def setsum_subtractf intro: LIMSEQ_diff)
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lemma summable_diff: "summable f ==> summable g ==> summable (%x. f x - g x)";
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  apply (unfold summable_def);
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  apply clarify;
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  apply (rule exI);
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  apply (erule sums_diff);
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  apply assumption;
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done;
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lemma suminf_diff:
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     "[| summable f; summable g |]   
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      ==> suminf f - suminf g  = (\<Sum>n. f n - g n)"
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by (auto intro!: sums_diff sums_unique summable_sums)
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lemma sums_minus: "f sums s ==> (%x. - f x) sums (- s)";
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  by (simp add: sums_def setsum_negf LIMSEQ_minus);
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lemma summable_minus: "summable f ==> summable (%x. - f x)";
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  by (auto simp add: summable_def intro: sums_minus);
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lemma suminf_minus: "summable f ==> suminf (%x. - f x) = - (suminf f)";
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  apply (rule sym);
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  apply (rule sums_unique);
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  apply (rule sums_minus);
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  apply (erule summable_sums);
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done;
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lemma sums_group:
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     "[|summable f; 0 < k |] ==> (%n. setsum f {n*k..<n*k+k}) sums (suminf f)"
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apply (drule summable_sums)
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apply (auto simp add: sums_def LIMSEQ_def sumr_group)
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apply (drule_tac x = r in spec, safe)
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apply (rule_tac x = no in exI, safe)
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apply (drule_tac x = "n*k" in spec)
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apply (auto dest!: not_leE)
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apply (drule_tac j = no in less_le_trans, auto)
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done
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lemma sumr_pos_lt_pair_lemma:
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  "[|\<forall>d. - f (n + (d + d)) < (f (Suc (n + (d + d))) :: real) |]
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   ==> setsum f {0..<n+Suc(Suc 0)} \<le> setsum f {0..<Suc(Suc 0) * Suc no + n}"
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apply (induct "no", auto)
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apply (drule_tac x = "Suc no" in spec)
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apply (simp add: add_ac)
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done
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lemma sumr_pos_lt_pair:
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     "[|summable f; 
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        \<forall>d. 0 < (f(n + (Suc(Suc 0) * d))) + f(n + ((Suc(Suc 0) * d) + 1))|]  
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      ==> setsum f {0..<n} < suminf f"
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apply (drule summable_sums)
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apply (auto simp add: sums_def LIMSEQ_def)
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apply (drule_tac x = "f (n) + f (n + 1)" in spec)
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apply (auto iff: real_0_less_add_iff)
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   --{*legacy proof: not necessarily better!*}
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apply (rule_tac [2] ccontr, drule_tac [2] linorder_not_less [THEN iffD1])
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apply (frule_tac [2] no=no in sumr_pos_lt_pair_lemma) 
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apply (drule_tac x = 0 in spec, simp)
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apply (rotate_tac 1, drule_tac x = "Suc (Suc 0) * (Suc no) + n" in spec)
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apply (safe, simp)
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apply (subgoal_tac "suminf f + (f (n) + f (n + 1)) \<le>
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 setsum f {0 ..< Suc (Suc 0) * (Suc no) + n}")
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apply (rule_tac [2] y = "setsum f {0..<n+ Suc (Suc 0)}" in order_trans)
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prefer 3 apply assumption
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apply (rule_tac [2] y = "setsum f {0..<n} + (f (n) + f (n + 1))" in order_trans)
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apply simp_all
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done
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text{*A summable series of positive terms has limit that is at least as
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great as any partial sum.*}
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lemma series_pos_le: 
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     "[| summable f; \<forall>m \<ge> n. 0 \<le> f(m) |] ==> setsum f {0..<n} \<le> suminf f"
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apply (drule summable_sums)
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apply (simp add: sums_def)
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apply (cut_tac k = "setsum f {0..<n}" in LIMSEQ_const)
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apply (erule LIMSEQ_le, blast)
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apply (rule_tac x = n in exI, clarify)
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apply (rule setsum_mono2)
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apply auto
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done
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lemma series_pos_less:
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     "[| summable f; \<forall>m \<ge> n. 0 < f(m) |] ==> setsum f {0..<n} < suminf f"
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apply (rule_tac y = "setsum f {0..<Suc n}" in order_less_le_trans)
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apply (rule_tac [2] series_pos_le, auto)
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apply (drule_tac x = m in spec, auto)
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done
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text{*Sum of a geometric progression.*}
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lemmas sumr_geometric = geometric_sum [where 'a = real]
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lemma geometric_sums: "abs(x) < 1 ==> (%n. x ^ n) sums (1/(1 - x))"
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apply (case_tac "x = 1")
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apply (auto dest!: LIMSEQ_rabs_realpow_zero2 
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        simp add: sumr_geometric sums_def diff_minus add_divide_distrib)
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apply (subgoal_tac "1 / (1 + -x) = 0/ (x - 1) + - 1/ (x - 1) ")
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apply (erule ssubst)
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apply (rule LIMSEQ_add, rule LIMSEQ_divide)
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apply (auto intro: LIMSEQ_const simp add: diff_minus minus_divide_right LIMSEQ_rabs_realpow_zero2)
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done
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text{*Cauchy-type criterion for convergence of series (c.f. Harrison)*}
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lemma summable_convergent_sumr_iff:
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 "summable f = convergent (%n. setsum f {0..<n})"
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by (simp add: summable_def sums_def convergent_def)
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lemma summable_Cauchy:
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     "summable f =  
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      (\<forall>e > 0. \<exists>N. \<forall>m \<ge> N. \<forall>n. abs(setsum f {m..<n}) < e)"
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apply (auto simp add: summable_convergent_sumr_iff Cauchy_convergent_iff [symmetric] Cauchy_def diff_minus[symmetric])
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apply (drule_tac [!] spec, auto)
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apply (rule_tac x = M in exI)
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apply (rule_tac [2] x = N in exI, auto)
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apply (cut_tac [!] m = m and n = n in less_linear, auto)
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apply (frule le_less_trans [THEN less_imp_le], assumption)
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apply (drule_tac x = n in spec, simp)
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apply (drule_tac x = m in spec)
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apply(simp add: setsum_diff[symmetric])
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apply(subst abs_minus_commute)
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apply(simp add: setsum_diff[symmetric])
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apply(simp add: setsum_diff[symmetric])
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done
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text{*Comparison test*}
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lemma summable_comparison_test:
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     "[| \<exists>N. \<forall>n \<ge> N. abs(f n) \<le> g n; summable g |] ==> summable f"
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apply (auto simp add: summable_Cauchy)
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apply (drule spec, auto)
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apply (rule_tac x = "N + Na" in exI, auto)
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apply (rotate_tac 2)
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apply (drule_tac x = m in spec)
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apply (auto, rotate_tac 2, drule_tac x = n in spec)
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apply (rule_tac y = "\<Sum>k=m..<n. abs(f k)" in order_le_less_trans)
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apply (rule setsum_abs)
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apply (rule_tac y = "setsum g {m..<n}" in order_le_less_trans)
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apply (auto intro: setsum_mono simp add: abs_interval_iff)
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done
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lemma summable_rabs_comparison_test:
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     "[| \<exists>N. \<forall>n \<ge> N. abs(f n) \<le> g n; summable g |] 
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      ==> summable (%k. abs (f k))"
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apply (rule summable_comparison_test)
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apply (auto)
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done
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text{*Limit comparison property for series (c.f. jrh)*}
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lemma summable_le:
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     "[|\<forall>n. f n \<le> g n; summable f; summable g |] ==> suminf f \<le> suminf g"
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apply (drule summable_sums)+
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apply (auto intro!: LIMSEQ_le simp add: sums_def)
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apply (rule exI)
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apply (auto intro!: setsum_mono)
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done
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lemma summable_le2:
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     "[|\<forall>n. abs(f n) \<le> g n; summable g |]  
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      ==> summable f & suminf f \<le> suminf g"
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apply (auto intro: summable_comparison_test intro!: summable_le)
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apply (simp add: abs_le_interval_iff)
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done
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(* specialisation for the common 0 case *)
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lemma suminf_0_le:
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  fixes f::"nat\<Rightarrow>real"
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  assumes gt0: "\<forall>n. 0 \<le> f n" and sm: "summable f"
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  shows "0 \<le> suminf f"
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proof -
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  let ?g = "(\<lambda>n. (0::real))"
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  from gt0 have "\<forall>n. ?g n \<le> f n" by simp
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  moreover have "summable ?g" by (rule summable_zero)
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  moreover from sm have "summable f" .
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  ultimately have "suminf ?g \<le> suminf f" by (rule summable_le)
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  then show "0 \<le> suminf f" by (simp add: suminf_zero)
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qed 
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   412
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text{*Absolute convergence imples normal convergence*}
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lemma summable_rabs_cancel: "summable (%n. abs (f n)) ==> summable f"
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apply (auto simp add: summable_Cauchy)
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apply (drule spec, auto)
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apply (rule_tac x = N in exI, auto)
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apply (drule spec, auto)
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apply (rule_tac y = "\<Sum>n=m..<n. abs(f n)" in order_le_less_trans)
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apply (auto)
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done
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text{*Absolute convergence of series*}
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lemma summable_rabs:
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     "summable (%n. abs (f n)) ==> abs(suminf f) \<le> (\<Sum>n. abs(f n))"
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by (auto intro: LIMSEQ_le LIMSEQ_imp_rabs summable_rabs_cancel summable_sumr_LIMSEQ_suminf)
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   430
subsection{* The Ratio Test*}
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lemma rabs_ratiotest_lemma: "[| c \<le> 0; abs x \<le> c * abs y |] ==> x = (0::real)"
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apply (drule order_le_imp_less_or_eq, auto)
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apply (subgoal_tac "0 \<le> c * abs y")
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   435
apply (simp add: zero_le_mult_iff, arith)
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   436
done
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   437
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lemma le_Suc_ex: "(k::nat) \<le> l ==> (\<exists>n. l = k + n)"
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apply (drule le_imp_less_or_eq)
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apply (auto dest: less_imp_Suc_add)
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   441
done
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   442
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lemma le_Suc_ex_iff: "((k::nat) \<le> l) = (\<exists>n. l = k + n)"
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by (auto simp add: le_Suc_ex)
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   445
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(*All this trouble just to get 0<c *)
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lemma ratio_test_lemma2:
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     "[| \<forall>n \<ge> N. abs(f(Suc n)) \<le> c*abs(f n) |]  
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   449
      ==> 0 < c | summable f"
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   450
apply (simp (no_asm) add: linorder_not_le [symmetric])
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apply (simp add: summable_Cauchy)
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   452
apply (safe, subgoal_tac "\<forall>n. N < n --> f (n) = 0")
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   453
 prefer 2
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   454
 apply clarify
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   455
 apply(erule_tac x = "n - 1" in allE)
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   456
 apply (simp add:diff_Suc split:nat.splits)
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   457
 apply (blast intro: rabs_ratiotest_lemma)
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   458
apply (rule_tac x = "Suc N" in exI, clarify)
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   459
apply(simp cong:setsum_ivl_cong)
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   460
done
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   461
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   462
lemma ratio_test:
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   463
     "[| c < 1; \<forall>n \<ge> N. abs(f(Suc n)) \<le> c*abs(f n) |]  
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   464
      ==> summable f"
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   465
apply (frule ratio_test_lemma2, auto)
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   466
apply (rule_tac g = "%n. (abs (f N) / (c ^ N))*c ^ n" 
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   467
       in summable_comparison_test)
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   468
apply (rule_tac x = N in exI, safe)
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   469
apply (drule le_Suc_ex_iff [THEN iffD1])
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   470
apply (auto simp add: power_add realpow_not_zero)
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   471
apply (induct_tac "na", auto)
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   472
apply (rule_tac y = "c*abs (f (N + n))" in order_trans)
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   473
apply (auto intro: mult_right_mono simp add: summable_def)
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   474
apply (simp add: mult_ac)
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   475
apply (rule_tac x = "abs (f N) * (1/ (1 - c)) / (c ^ N)" in exI)
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   476
apply (rule sums_divide) 
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   477
apply (rule sums_mult) 
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   478
apply (auto intro!: geometric_sums)
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   479
done
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   480
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   481
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   482
text{*Differentiation of finite sum*}
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   483
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   484
lemma DERIV_sumr [rule_format (no_asm)]:
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   485
     "(\<forall>r. m \<le> r & r < (m + n) --> DERIV (%x. f r x) x :> (f' r x))  
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   486
      --> DERIV (%x. \<Sum>n=m..<n::nat. f n x) x :> (\<Sum>r=m..<n. f' r x)"
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   487
apply (induct "n")
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   488
apply (auto intro: DERIV_add)
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   489
done
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   490
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   491
end