src/HOL/Hyperreal/SEQ.thy
author huffman
Fri Sep 16 20:30:44 2005 +0200 (2005-09-16)
changeset 17439 a358da1a0218
parent 17429 e8d6ed3aacfe
child 18585 5d379fe2eb74
permissions -rw-r--r--
add header
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(*  Title       : SEQ.thy
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    Author      : Jacques D. Fleuriot
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    Copyright   : 1998  University of Cambridge
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    Description : Convergence of sequences and series
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    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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    Additional contributions by Jeremy Avigad
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*)
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header {* Sequences and Series *}
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theory SEQ
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imports NatStar
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begin
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constdefs
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  LIMSEQ :: "[nat=>real,real] => bool"    ("((_)/ ----> (_))" [60, 60] 60)
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    --{*Standard definition of convergence of sequence*}
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  "X ----> L == (\<forall>r. 0 < r --> (\<exists>no. \<forall>n. no \<le> n --> \<bar>X n + -L\<bar> < r))"
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  NSLIMSEQ :: "[nat=>real,real] => bool"    ("((_)/ ----NS> (_))" [60, 60] 60)
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    --{*Nonstandard definition of convergence of sequence*}
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  "X ----NS> L == (\<forall>N \<in> HNatInfinite. ( *f* X) N \<approx> hypreal_of_real L)"
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  lim :: "(nat => real) => real"
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    --{*Standard definition of limit using choice operator*}
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  "lim X == (@L. (X ----> L))"
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  nslim :: "(nat => real) => real"
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    --{*Nonstandard definition of limit using choice operator*}
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  "nslim X == (@L. (X ----NS> L))"
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  convergent :: "(nat => real) => bool"
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    --{*Standard definition of convergence*}
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  "convergent X == (\<exists>L. (X ----> L))"
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  NSconvergent :: "(nat => real) => bool"
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    --{*Nonstandard definition of convergence*}
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  "NSconvergent X == (\<exists>L. (X ----NS> L))"
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  Bseq :: "(nat => real) => bool"
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    --{*Standard definition for bounded sequence*}
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  "Bseq X == \<exists>K>0.\<forall>n. \<bar>X n\<bar> \<le> K"
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  NSBseq :: "(nat=>real) => bool"
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    --{*Nonstandard definition for bounded sequence*}
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  "NSBseq X == (\<forall>N \<in> HNatInfinite. ( *f* X) N : HFinite)"
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  monoseq :: "(nat=>real)=>bool"
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    --{*Definition for monotonicity*}
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  "monoseq X == (\<forall>m. \<forall>n\<ge>m. X m \<le> X n) | (\<forall>m. \<forall>n\<ge>m. X n \<le> X m)"
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  subseq :: "(nat => nat) => bool"
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    --{*Definition of subsequence*}
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  "subseq f == \<forall>m. \<forall>n>m. (f m) < (f n)"
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  Cauchy :: "(nat => real) => bool"
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    --{*Standard definition of the Cauchy condition*}
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  "Cauchy X == \<forall>e>0. \<exists>M. \<forall>m \<ge> M. \<forall>n \<ge> M. abs((X m) + -(X n)) < e"
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  NSCauchy :: "(nat => real) => bool"
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    --{*Nonstandard definition*}
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  "NSCauchy X == (\<forall>M \<in> HNatInfinite. \<forall>N \<in> HNatInfinite.
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                      ( *f* X) M \<approx> ( *f* X) N)"
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text{* Example of an hypersequence (i.e. an extended standard sequence)
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   whose term with an hypernatural suffix is an infinitesimal i.e.
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   the whn'nth term of the hypersequence is a member of Infinitesimal*}
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lemma SEQ_Infinitesimal:
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      "( *f* (%n::nat. inverse(real(Suc n)))) whn : Infinitesimal"
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apply (simp add: hypnat_omega_def Infinitesimal_FreeUltrafilterNat_iff starfun)
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apply (simp add: star_n_inverse)
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apply (rule bexI [OF _ Rep_star_star_n])
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apply (simp add: real_of_nat_Suc_gt_zero FreeUltrafilterNat_inverse_real_of_posnat)
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done
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subsection{*LIMSEQ and NSLIMSEQ*}
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lemma LIMSEQ_iff:
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      "(X ----> L) = (\<forall>r>0. \<exists>no. \<forall>n \<ge> no. \<bar>X n + -L\<bar> < r)"
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by (simp add: LIMSEQ_def)
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lemma NSLIMSEQ_iff:
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    "(X ----NS> L) = (\<forall>N \<in> HNatInfinite. ( *f* X) N \<approx> hypreal_of_real L)"
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by (simp add: NSLIMSEQ_def)
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text{*LIMSEQ ==> NSLIMSEQ*}
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lemma LIMSEQ_NSLIMSEQ:
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      "X ----> L ==> X ----NS> L"
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apply (simp add: LIMSEQ_def NSLIMSEQ_def)
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apply (auto simp add: HNatInfinite_FreeUltrafilterNat_iff)
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apply (rule_tac x = N in star_cases)
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apply (rule approx_minus_iff [THEN iffD2])
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apply (auto simp add: starfun mem_infmal_iff [symmetric] star_of_def
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              star_n_minus star_n_add Infinitesimal_FreeUltrafilterNat_iff)
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apply (rule bexI [OF _ Rep_star_star_n], safe)
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apply (drule_tac x = u in spec, safe)
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apply (drule_tac x = no in spec, fuf)
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apply (blast dest: less_imp_le)
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done
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text{*NSLIMSEQ ==> LIMSEQ*}
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lemma lemma_NSLIMSEQ1: "!!(f::nat=>nat). \<forall>n. n \<le> f n
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           ==> {n. f n = 0} = {0} | {n. f n = 0} = {}"
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apply auto
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apply (drule_tac x = xa in spec)
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apply (drule_tac [2] x = x in spec, auto)
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done
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lemma lemma_NSLIMSEQ2: "{n. f n \<le> Suc u} = {n. f n \<le> u} Un {n. f n = Suc u}"
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by (auto simp add: le_Suc_eq)
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lemma lemma_NSLIMSEQ3:
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     "!!(f::nat=>nat). \<forall>n. n \<le> f n ==> {n. f n = Suc u} \<le> {n. n \<le> Suc u}"
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apply auto
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apply (drule_tac x = x in spec, auto)
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done
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text{* the following sequence @{term "f(n)"} defines a hypernatural *}
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lemma NSLIMSEQ_finite_set:
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     "!!(f::nat=>nat). \<forall>n. n \<le> f n ==> finite {n. f n \<le> u}"
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apply (induct u)
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apply (auto simp add: lemma_NSLIMSEQ2)
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apply (auto intro: lemma_NSLIMSEQ3 [THEN finite_subset] finite_atMost [unfolded atMost_def])
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apply (drule lemma_NSLIMSEQ1, safe)
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apply (simp_all (no_asm_simp)) 
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done
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lemma Compl_less_set: "- {n. u < (f::nat=>nat) n} = {n. f n \<le> u}"
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by (auto dest: less_le_trans simp add: le_def)
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text{* the index set is in the free ultrafilter *}
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lemma FreeUltrafilterNat_NSLIMSEQ:
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     "!!(f::nat=>nat). \<forall>n. n \<le> f n ==> {n. u < f n} : FreeUltrafilterNat"
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apply (rule FreeUltrafilterNat_Compl_iff2 [THEN iffD2])
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apply (rule FreeUltrafilterNat_finite)
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apply (auto dest: NSLIMSEQ_finite_set simp add: Compl_less_set)
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done
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text{* thus, the sequence defines an infinite hypernatural! *}
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lemma HNatInfinite_NSLIMSEQ: "\<forall>n. n \<le> f n
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          ==> star_n f : HNatInfinite"
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apply (auto simp add: HNatInfinite_FreeUltrafilterNat_iff)
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apply (rule bexI [OF _ Rep_star_star_n], safe)
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apply (erule FreeUltrafilterNat_NSLIMSEQ)
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done
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lemma lemmaLIM:
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     "{n. X (f n) + - L = Y n} Int {n. \<bar>Y n\<bar> < r} \<le>
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      {n. \<bar>X (f n) + - L\<bar> < r}"
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by auto
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lemma lemmaLIM2:
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  "{n. \<bar>X (f n) + - L\<bar> < r} Int {n. r \<le> abs (X (f n) + - (L::real))} = {}"
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by auto
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lemma lemmaLIM3: "[| 0 < r; \<forall>n. r \<le> \<bar>X (f n) + - L\<bar>;
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           ( *f* X) (star_n f) +
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           - hypreal_of_real  L \<approx> 0 |] ==> False"
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apply (auto simp add: starfun mem_infmal_iff [symmetric] star_of_def star_n_minus star_n_add Infinitesimal_FreeUltrafilterNat_iff)
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apply (rename_tac "Y")
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apply (drule_tac x = r in spec, safe)
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apply (drule FreeUltrafilterNat_Int, assumption)
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apply (drule lemmaLIM [THEN [2] FreeUltrafilterNat_subset])
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apply (drule FreeUltrafilterNat_all)
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apply (erule_tac V = "{n. \<bar>Y n\<bar> < r} : FreeUltrafilterNat" in thin_rl)
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apply (drule FreeUltrafilterNat_Int, assumption)
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apply (simp add: lemmaLIM2)
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done
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lemma NSLIMSEQ_LIMSEQ: "X ----NS> L ==> X ----> L"
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apply (simp add: LIMSEQ_def NSLIMSEQ_def)
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apply (rule ccontr, simp, safe)
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txt{* skolemization step *}
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apply (drule choice, safe)
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apply (drule_tac x = "star_n f" in bspec)
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apply (drule_tac [2] approx_minus_iff [THEN iffD1])
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apply (simp_all add: linorder_not_less)
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apply (blast intro: HNatInfinite_NSLIMSEQ)
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apply (blast intro: lemmaLIM3)
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done
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text{* Now, the all-important result is trivially proved! *}
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theorem LIMSEQ_NSLIMSEQ_iff: "(f ----> L) = (f ----NS> L)"
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by (blast intro: LIMSEQ_NSLIMSEQ NSLIMSEQ_LIMSEQ)
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subsection{*Theorems About Sequences*}
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lemma NSLIMSEQ_const: "(%n. k) ----NS> k"
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by (simp add: NSLIMSEQ_def)
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lemma LIMSEQ_const: "(%n. k) ----> k"
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by (simp add: LIMSEQ_def)
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lemma NSLIMSEQ_add:
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      "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n + Y n) ----NS> a + b"
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by (auto intro: approx_add simp add: NSLIMSEQ_def starfun_add [symmetric])
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lemma LIMSEQ_add: "[| X ----> a; Y ----> b |] ==> (%n. X n + Y n) ----> a + b"
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by (simp add: LIMSEQ_NSLIMSEQ_iff NSLIMSEQ_add)
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lemma LIMSEQ_add_const: "f ----> a ==> (%n.(f n + b)) ----> a + b"
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  apply (subgoal_tac "%n. (f n + b) == %n. (f n + (%n. b) n)")
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  apply (subgoal_tac "(%n. b) ----> b")
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  apply (auto simp add: LIMSEQ_add LIMSEQ_const)
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done
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lemma NSLIMSEQ_add_const: "f ----NS> a ==> (%n.(f n + b)) ----NS> a + b"
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by (simp add: LIMSEQ_NSLIMSEQ_iff [THEN sym] LIMSEQ_add_const)
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lemma NSLIMSEQ_mult:
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      "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n * Y n) ----NS> a * b"
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by (auto intro!: approx_mult_HFinite 
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        simp add: NSLIMSEQ_def starfun_mult [symmetric])
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lemma LIMSEQ_mult: "[| X ----> a; Y ----> b |] ==> (%n. X n * Y n) ----> a * b"
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by (simp add: LIMSEQ_NSLIMSEQ_iff NSLIMSEQ_mult)
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lemma NSLIMSEQ_minus: "X ----NS> a ==> (%n. -(X n)) ----NS> -a"
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by (auto simp add: NSLIMSEQ_def starfun_minus [symmetric])
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lemma LIMSEQ_minus: "X ----> a ==> (%n. -(X n)) ----> -a"
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by (simp add: LIMSEQ_NSLIMSEQ_iff NSLIMSEQ_minus)
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lemma LIMSEQ_minus_cancel: "(%n. -(X n)) ----> -a ==> X ----> a"
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by (drule LIMSEQ_minus, simp)
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lemma NSLIMSEQ_minus_cancel: "(%n. -(X n)) ----NS> -a ==> X ----NS> a"
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by (drule NSLIMSEQ_minus, simp)
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lemma NSLIMSEQ_add_minus:
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     "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n + -Y n) ----NS> a + -b"
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by (simp add: NSLIMSEQ_add NSLIMSEQ_minus [of Y])
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lemma LIMSEQ_add_minus:
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     "[| X ----> a; Y ----> b |] ==> (%n. X n + -Y n) ----> a + -b"
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by (simp add: LIMSEQ_NSLIMSEQ_iff NSLIMSEQ_add_minus)
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lemma LIMSEQ_diff: "[| X ----> a; Y ----> b |] ==> (%n. X n - Y n) ----> a - b"
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apply (simp add: diff_minus)
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apply (blast intro: LIMSEQ_add_minus)
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done
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lemma NSLIMSEQ_diff:
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     "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n - Y n) ----NS> a - b"
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apply (simp add: diff_minus)
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apply (blast intro: NSLIMSEQ_add_minus)
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done
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lemma LIMSEQ_diff_const: "f ----> a ==> (%n.(f n  - b)) ----> a - b"
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  apply (subgoal_tac "%n. (f n - b) == %n. (f n - (%n. b) n)")
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  apply (subgoal_tac "(%n. b) ----> b")
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  apply (auto simp add: LIMSEQ_diff LIMSEQ_const)
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done
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lemma NSLIMSEQ_diff_const: "f ----NS> a ==> (%n.(f n - b)) ----NS> a - b"
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by (simp add: LIMSEQ_NSLIMSEQ_iff [THEN sym] LIMSEQ_diff_const)
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text{*Proof is like that of @{text NSLIM_inverse}.*}
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lemma NSLIMSEQ_inverse:
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     "[| X ----NS> a;  a ~= 0 |] ==> (%n. inverse(X n)) ----NS> inverse(a)"
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by (simp add: NSLIMSEQ_def starfun_inverse [symmetric] 
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              hypreal_of_real_approx_inverse)
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text{*Standard version of theorem*}
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lemma LIMSEQ_inverse:
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     "[| X ----> a; a ~= 0 |] ==> (%n. inverse(X n)) ----> inverse(a)"
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by (simp add: NSLIMSEQ_inverse LIMSEQ_NSLIMSEQ_iff)
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lemma NSLIMSEQ_mult_inverse:
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     "[| X ----NS> a;  Y ----NS> b;  b ~= 0 |] ==> (%n. X n / Y n) ----NS> a/b"
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by (simp add: NSLIMSEQ_mult NSLIMSEQ_inverse divide_inverse)
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lemma LIMSEQ_divide:
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     "[| X ----> a;  Y ----> b;  b ~= 0 |] ==> (%n. X n / Y n) ----> a/b"
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by (simp add: LIMSEQ_mult LIMSEQ_inverse divide_inverse)
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text{*Uniqueness of limit*}
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lemma NSLIMSEQ_unique: "[| X ----NS> a; X ----NS> b |] ==> a = b"
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apply (simp add: NSLIMSEQ_def)
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apply (drule HNatInfinite_whn [THEN [2] bspec])+
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apply (auto dest: approx_trans3)
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done
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lemma LIMSEQ_unique: "[| X ----> a; X ----> b |] ==> a = b"
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by (simp add: LIMSEQ_NSLIMSEQ_iff NSLIMSEQ_unique)
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lemma LIMSEQ_setsum:
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  assumes n: "\<And>n. n \<in> S \<Longrightarrow> X n ----> L n"
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  shows "(\<lambda>m. \<Sum>n\<in>S. X n m) ----> (\<Sum>n\<in>S. L n)"
nipkow@15312
   301
proof (cases "finite S")
nipkow@15312
   302
  case True
nipkow@15312
   303
  thus ?thesis using n
nipkow@15312
   304
  proof (induct)
nipkow@15312
   305
    case empty
nipkow@15312
   306
    show ?case
nipkow@15312
   307
      by (simp add: LIMSEQ_const)
nipkow@15312
   308
  next
nipkow@15312
   309
    case insert
nipkow@15312
   310
    thus ?case
nipkow@15312
   311
      by (simp add: LIMSEQ_add)
nipkow@15312
   312
  qed
nipkow@15312
   313
next
nipkow@15312
   314
  case False
nipkow@15312
   315
  thus ?thesis
nipkow@15312
   316
    by (simp add: setsum_def LIMSEQ_const)
nipkow@15312
   317
qed
nipkow@15312
   318
avigad@16819
   319
lemma LIMSEQ_setprod:
avigad@16819
   320
  assumes n: "\<And>n. n \<in> S \<Longrightarrow> X n ----> L n"
avigad@16819
   321
  shows "(\<lambda>m. \<Prod>n\<in>S. X n m) ----> (\<Prod>n\<in>S. L n)"
avigad@16819
   322
proof (cases "finite S")
avigad@16819
   323
  case True
avigad@16819
   324
  thus ?thesis using n
avigad@16819
   325
  proof (induct)
avigad@16819
   326
    case empty
avigad@16819
   327
    show ?case
avigad@16819
   328
      by (simp add: LIMSEQ_const)
avigad@16819
   329
  next
avigad@16819
   330
    case insert
avigad@16819
   331
    thus ?case
avigad@16819
   332
      by (simp add: LIMSEQ_mult)
avigad@16819
   333
  qed
avigad@16819
   334
next
avigad@16819
   335
  case False
avigad@16819
   336
  thus ?thesis
avigad@16819
   337
    by (simp add: setprod_def LIMSEQ_const)
avigad@16819
   338
qed
avigad@16819
   339
avigad@16819
   340
lemma LIMSEQ_ignore_initial_segment: "f ----> a 
avigad@16819
   341
  ==> (%n. f(n + k)) ----> a"
avigad@16819
   342
  apply (unfold LIMSEQ_def) 
avigad@16819
   343
  apply (clarify)
avigad@16819
   344
  apply (drule_tac x = r in spec)
avigad@16819
   345
  apply (clarify)
avigad@16819
   346
  apply (rule_tac x = "no + k" in exI)
avigad@16819
   347
  by auto
avigad@16819
   348
avigad@16819
   349
lemma LIMSEQ_offset: "(%x. f (x + k)) ----> a ==>
avigad@16819
   350
    f ----> a"
avigad@16819
   351
  apply (unfold LIMSEQ_def)
avigad@16819
   352
  apply clarsimp
avigad@16819
   353
  apply (drule_tac x = r in spec)
avigad@16819
   354
  apply clarsimp
avigad@16819
   355
  apply (rule_tac x = "no + k" in exI)
avigad@16819
   356
  apply clarsimp
avigad@16819
   357
  apply (drule_tac x = "n - k" in spec)
avigad@16819
   358
  apply (frule mp)
avigad@16819
   359
  apply arith
avigad@16819
   360
  apply simp
avigad@16819
   361
done
avigad@16819
   362
avigad@16819
   363
lemma LIMSEQ_diff_approach_zero: 
avigad@16819
   364
  "g ----> L ==> (%x. f x - g x) ----> 0  ==>
avigad@16819
   365
     f ----> L"
avigad@16819
   366
  apply (drule LIMSEQ_add)
avigad@16819
   367
  apply assumption
avigad@16819
   368
  apply simp
avigad@16819
   369
done
avigad@16819
   370
avigad@16819
   371
lemma LIMSEQ_diff_approach_zero2: 
avigad@16819
   372
  "f ----> L ==> (%x. f x - g x) ----> 0  ==>
avigad@16819
   373
     g ----> L";
avigad@16819
   374
  apply (drule LIMSEQ_diff)
avigad@16819
   375
  apply assumption
avigad@16819
   376
  apply simp
avigad@16819
   377
done
avigad@16819
   378
paulson@15082
   379
paulson@15082
   380
subsection{*Nslim and Lim*}
paulson@15082
   381
paulson@15082
   382
lemma limI: "X ----> L ==> lim X = L"
paulson@15082
   383
apply (simp add: lim_def)
paulson@15082
   384
apply (blast intro: LIMSEQ_unique)
paulson@15082
   385
done
paulson@15082
   386
paulson@15082
   387
lemma nslimI: "X ----NS> L ==> nslim X = L"
paulson@15082
   388
apply (simp add: nslim_def)
paulson@15082
   389
apply (blast intro: NSLIMSEQ_unique)
paulson@15082
   390
done
paulson@15082
   391
paulson@15082
   392
lemma lim_nslim_iff: "lim X = nslim X"
paulson@15082
   393
by (simp add: lim_def nslim_def LIMSEQ_NSLIMSEQ_iff)
paulson@15082
   394
paulson@15082
   395
paulson@15082
   396
subsection{*Convergence*}
paulson@15082
   397
paulson@15082
   398
lemma convergentD: "convergent X ==> \<exists>L. (X ----> L)"
paulson@15082
   399
by (simp add: convergent_def)
paulson@15082
   400
paulson@15082
   401
lemma convergentI: "(X ----> L) ==> convergent X"
paulson@15082
   402
by (auto simp add: convergent_def)
paulson@15082
   403
paulson@15082
   404
lemma NSconvergentD: "NSconvergent X ==> \<exists>L. (X ----NS> L)"
paulson@15082
   405
by (simp add: NSconvergent_def)
paulson@15082
   406
paulson@15082
   407
lemma NSconvergentI: "(X ----NS> L) ==> NSconvergent X"
paulson@15082
   408
by (auto simp add: NSconvergent_def)
paulson@15082
   409
paulson@15082
   410
lemma convergent_NSconvergent_iff: "convergent X = NSconvergent X"
paulson@15082
   411
by (simp add: convergent_def NSconvergent_def LIMSEQ_NSLIMSEQ_iff)
paulson@15082
   412
paulson@15082
   413
lemma NSconvergent_NSLIMSEQ_iff: "NSconvergent X = (X ----NS> nslim X)"
paulson@15082
   414
by (auto intro: someI simp add: NSconvergent_def nslim_def)
paulson@15082
   415
paulson@15082
   416
lemma convergent_LIMSEQ_iff: "convergent X = (X ----> lim X)"
paulson@15082
   417
by (auto intro: someI simp add: convergent_def lim_def)
paulson@15082
   418
paulson@15082
   419
text{*Subsequence (alternative definition, (e.g. Hoskins)*}
paulson@15082
   420
paulson@15082
   421
lemma subseq_Suc_iff: "subseq f = (\<forall>n. (f n) < (f (Suc n)))"
paulson@15082
   422
apply (simp add: subseq_def)
paulson@15082
   423
apply (auto dest!: less_imp_Suc_add)
paulson@15082
   424
apply (induct_tac k)
paulson@15082
   425
apply (auto intro: less_trans)
paulson@15082
   426
done
paulson@15082
   427
paulson@15082
   428
paulson@15082
   429
subsection{*Monotonicity*}
paulson@15082
   430
paulson@15082
   431
lemma monoseq_Suc:
paulson@15082
   432
   "monoseq X = ((\<forall>n. X n \<le> X (Suc n))
paulson@15082
   433
                 | (\<forall>n. X (Suc n) \<le> X n))"
paulson@15082
   434
apply (simp add: monoseq_def)
paulson@15082
   435
apply (auto dest!: le_imp_less_or_eq)
paulson@15082
   436
apply (auto intro!: lessI [THEN less_imp_le] dest!: less_imp_Suc_add)
paulson@15082
   437
apply (induct_tac "ka")
paulson@15082
   438
apply (auto intro: order_trans)
paulson@15082
   439
apply (erule swap) 
paulson@15082
   440
apply (induct_tac "k")
paulson@15082
   441
apply (auto intro: order_trans)
paulson@15082
   442
done
paulson@15082
   443
nipkow@15360
   444
lemma monoI1: "\<forall>m. \<forall> n \<ge> m. X m \<le> X n ==> monoseq X"
paulson@15082
   445
by (simp add: monoseq_def)
paulson@15082
   446
nipkow@15360
   447
lemma monoI2: "\<forall>m. \<forall> n \<ge> m. X n \<le> X m ==> monoseq X"
paulson@15082
   448
by (simp add: monoseq_def)
paulson@15082
   449
paulson@15082
   450
lemma mono_SucI1: "\<forall>n. X n \<le> X (Suc n) ==> monoseq X"
paulson@15082
   451
by (simp add: monoseq_Suc)
paulson@15082
   452
paulson@15082
   453
lemma mono_SucI2: "\<forall>n. X (Suc n) \<le> X n ==> monoseq X"
paulson@15082
   454
by (simp add: monoseq_Suc)
paulson@15082
   455
paulson@15082
   456
paulson@15082
   457
subsection{*Bounded Sequence*}
paulson@15082
   458
paulson@15082
   459
lemma BseqD: "Bseq X ==> \<exists>K. 0 < K & (\<forall>n. \<bar>X n\<bar> \<le> K)"
paulson@15082
   460
by (simp add: Bseq_def)
paulson@15082
   461
paulson@15082
   462
lemma BseqI: "[| 0 < K; \<forall>n. \<bar>X n\<bar> \<le> K |] ==> Bseq X"
paulson@15082
   463
by (auto simp add: Bseq_def)
paulson@15082
   464
paulson@15082
   465
lemma lemma_NBseq_def:
nipkow@15360
   466
     "(\<exists>K > 0. \<forall>n. \<bar>X n\<bar> \<le> K) =
paulson@15082
   467
      (\<exists>N. \<forall>n. \<bar>X n\<bar> \<le> real(Suc N))"
paulson@15082
   468
apply auto
paulson@15082
   469
 prefer 2 apply force
paulson@15082
   470
apply (cut_tac x = K in reals_Archimedean2, clarify)
paulson@15082
   471
apply (rule_tac x = n in exI, clarify)
paulson@15082
   472
apply (drule_tac x = na in spec)
paulson@15082
   473
apply (auto simp add: real_of_nat_Suc)
paulson@15082
   474
done
paulson@15082
   475
paulson@15082
   476
text{* alternative definition for Bseq *}
paulson@15082
   477
lemma Bseq_iff: "Bseq X = (\<exists>N. \<forall>n. \<bar>X n\<bar> \<le> real(Suc N))"
paulson@15082
   478
apply (simp add: Bseq_def)
paulson@15082
   479
apply (simp (no_asm) add: lemma_NBseq_def)
paulson@15082
   480
done
paulson@15082
   481
paulson@15082
   482
lemma lemma_NBseq_def2:
nipkow@15360
   483
     "(\<exists>K > 0. \<forall>n. \<bar>X n\<bar> \<le> K) = (\<exists>N. \<forall>n. \<bar>X n\<bar> < real(Suc N))"
paulson@15082
   484
apply (subst lemma_NBseq_def, auto)
paulson@15082
   485
apply (rule_tac x = "Suc N" in exI)
paulson@15082
   486
apply (rule_tac [2] x = N in exI)
paulson@15082
   487
apply (auto simp add: real_of_nat_Suc)
paulson@15082
   488
 prefer 2 apply (blast intro: order_less_imp_le)
paulson@15082
   489
apply (drule_tac x = n in spec, simp)
paulson@15082
   490
done
paulson@15082
   491
paulson@15082
   492
(* yet another definition for Bseq *)
paulson@15082
   493
lemma Bseq_iff1a: "Bseq X = (\<exists>N. \<forall>n. \<bar>X n\<bar> < real(Suc N))"
paulson@15082
   494
by (simp add: Bseq_def lemma_NBseq_def2)
paulson@15082
   495
huffman@17318
   496
lemma NSBseqD: "[| NSBseq X;  N: HNatInfinite |] ==> ( *f* X) N : HFinite"
paulson@15082
   497
by (simp add: NSBseq_def)
paulson@15082
   498
huffman@17318
   499
lemma NSBseqI: "\<forall>N \<in> HNatInfinite. ( *f* X) N : HFinite ==> NSBseq X"
paulson@15082
   500
by (simp add: NSBseq_def)
paulson@15082
   501
paulson@15082
   502
text{*The standard definition implies the nonstandard definition*}
paulson@15082
   503
paulson@15082
   504
lemma lemma_Bseq: "\<forall>n. \<bar>X n\<bar> \<le> K ==> \<forall>n. abs(X((f::nat=>nat) n)) \<le> K"
paulson@15082
   505
by auto
paulson@15082
   506
paulson@15082
   507
lemma Bseq_NSBseq: "Bseq X ==> NSBseq X"
paulson@15082
   508
apply (simp add: Bseq_def NSBseq_def, safe)
huffman@17318
   509
apply (rule_tac x = N in star_cases)
huffman@17318
   510
apply (auto simp add: starfun HFinite_FreeUltrafilterNat_iff 
paulson@15082
   511
                      HNatInfinite_FreeUltrafilterNat_iff)
huffman@17318
   512
apply (rule bexI [OF _ Rep_star_star_n]) 
paulson@15082
   513
apply (drule_tac f = Xa in lemma_Bseq)
paulson@15082
   514
apply (rule_tac x = "K+1" in exI)
paulson@15082
   515
apply (drule_tac P="%n. ?f n \<le> K" in FreeUltrafilterNat_all, ultra)
paulson@15082
   516
done
paulson@15082
   517
paulson@15082
   518
text{*The nonstandard definition implies the standard definition*}
paulson@15082
   519
paulson@15082
   520
(* similar to NSLIM proof in REALTOPOS *)
paulson@15082
   521
paulson@15082
   522
text{* We need to get rid of the real variable and do so by proving the
paulson@15082
   523
   following, which relies on the Archimedean property of the reals.
paulson@15082
   524
   When we skolemize we then get the required function @{term "f::nat=>nat"}.
paulson@15082
   525
   Otherwise, we would be stuck with a skolem function @{term "f::real=>nat"}
paulson@15082
   526
   which woulid be useless.*}
paulson@15082
   527
paulson@15082
   528
lemma lemmaNSBseq:
nipkow@15360
   529
     "\<forall>K > 0. \<exists>n. K < \<bar>X n\<bar>
paulson@15082
   530
      ==> \<forall>N. \<exists>n. real(Suc N) < \<bar>X n\<bar>"
paulson@15082
   531
apply safe
paulson@15082
   532
apply (cut_tac n = N in real_of_nat_Suc_gt_zero, blast)
paulson@15082
   533
done
paulson@15082
   534
nipkow@15360
   535
lemma lemmaNSBseq2: "\<forall>K > 0. \<exists>n. K < \<bar>X n\<bar>
paulson@15082
   536
                     ==> \<exists>f. \<forall>N. real(Suc N) < \<bar>X (f N)\<bar>"
paulson@15082
   537
apply (drule lemmaNSBseq)
paulson@15082
   538
apply (drule choice, blast)
paulson@15082
   539
done
paulson@15082
   540
paulson@15082
   541
lemma real_seq_to_hypreal_HInfinite:
paulson@15082
   542
     "\<forall>N. real(Suc N) < \<bar>X (f N)\<bar>
huffman@17318
   543
      ==>  star_n (X o f) : HInfinite"
paulson@15082
   544
apply (auto simp add: HInfinite_FreeUltrafilterNat_iff o_def)
huffman@17318
   545
apply (rule bexI [OF _ Rep_star_star_n], clarify)  
paulson@15082
   546
apply (cut_tac u = u in FreeUltrafilterNat_nat_gt_real)
paulson@15082
   547
apply (drule FreeUltrafilterNat_all)
paulson@15082
   548
apply (erule FreeUltrafilterNat_Int [THEN FreeUltrafilterNat_subset])
paulson@15082
   549
apply (auto simp add: real_of_nat_Suc)
paulson@15082
   550
done
paulson@15082
   551
paulson@15082
   552
text{* Now prove that we can get out an infinite hypernatural as well
paulson@15082
   553
     defined using the skolem function  @{term "f::nat=>nat"} above*}
paulson@15082
   554
paulson@15082
   555
lemma lemma_finite_NSBseq:
paulson@15082
   556
     "{n. f n \<le> Suc u & real(Suc n) < \<bar>X (f n)\<bar>} \<le>
paulson@15082
   557
      {n. f n \<le> u & real(Suc n) < \<bar>X (f n)\<bar>} Un
paulson@15082
   558
      {n. real(Suc n) < \<bar>X (Suc u)\<bar>}"
paulson@15082
   559
by (auto dest!: le_imp_less_or_eq)
paulson@15082
   560
paulson@15082
   561
lemma lemma_finite_NSBseq2:
paulson@15082
   562
     "finite {n. f n \<le> (u::nat) &  real(Suc n) < \<bar>X(f n)\<bar>}"
paulson@15251
   563
apply (induct "u")
paulson@15082
   564
apply (rule_tac [2] lemma_finite_NSBseq [THEN finite_subset])
paulson@15082
   565
apply (rule_tac B = "{n. real (Suc n) < \<bar>X 0\<bar> }" in finite_subset)
paulson@15082
   566
apply (auto intro: finite_real_of_nat_less_real 
paulson@15082
   567
            simp add: real_of_nat_Suc less_diff_eq [symmetric])
paulson@15082
   568
done
paulson@15082
   569
paulson@15082
   570
lemma HNatInfinite_skolem_f:
paulson@15082
   571
     "\<forall>N. real(Suc N) < \<bar>X (f N)\<bar>
huffman@17318
   572
      ==> star_n f : HNatInfinite"
paulson@15082
   573
apply (auto simp add: HNatInfinite_FreeUltrafilterNat_iff)
huffman@17318
   574
apply (rule bexI [OF _ Rep_star_star_n], safe)
paulson@15082
   575
apply (rule ccontr, drule FreeUltrafilterNat_Compl_mem)
paulson@15082
   576
apply (rule lemma_finite_NSBseq2 [THEN FreeUltrafilterNat_finite, THEN notE]) 
paulson@15082
   577
apply (subgoal_tac "{n. f n \<le> u & real (Suc n) < \<bar>X (f n)\<bar>} =
paulson@15082
   578
                    {n. f n \<le> u} \<inter> {N. real (Suc N) < \<bar>X (f N)\<bar>}")
paulson@15082
   579
apply (erule ssubst) 
paulson@15082
   580
 apply (auto simp add: linorder_not_less Compl_def)
paulson@15082
   581
done
paulson@15082
   582
paulson@15082
   583
lemma NSBseq_Bseq: "NSBseq X ==> Bseq X"
paulson@15082
   584
apply (simp add: Bseq_def NSBseq_def)
paulson@15082
   585
apply (rule ccontr)
paulson@15082
   586
apply (auto simp add: linorder_not_less [symmetric])
paulson@15082
   587
apply (drule lemmaNSBseq2, safe)
paulson@15082
   588
apply (frule_tac X = X and f = f in real_seq_to_hypreal_HInfinite)
paulson@15082
   589
apply (drule HNatInfinite_skolem_f [THEN [2] bspec])
huffman@17318
   590
apply (auto simp add: starfun o_def HFinite_HInfinite_iff)
paulson@15082
   591
done
paulson@15082
   592
paulson@15082
   593
text{* Equivalence of nonstandard and standard definitions
paulson@15082
   594
  for a bounded sequence*}
paulson@15082
   595
lemma Bseq_NSBseq_iff: "(Bseq X) = (NSBseq X)"
paulson@15082
   596
by (blast intro!: NSBseq_Bseq Bseq_NSBseq)
paulson@15082
   597
paulson@15082
   598
text{*A convergent sequence is bounded: 
paulson@15082
   599
 Boundedness as a necessary condition for convergence. 
paulson@15082
   600
 The nonstandard version has no existential, as usual *}
paulson@15082
   601
paulson@15082
   602
lemma NSconvergent_NSBseq: "NSconvergent X ==> NSBseq X"
paulson@15082
   603
apply (simp add: NSconvergent_def NSBseq_def NSLIMSEQ_def)
paulson@15082
   604
apply (blast intro: HFinite_hypreal_of_real approx_sym approx_HFinite)
paulson@15082
   605
done
paulson@15082
   606
paulson@15082
   607
text{*Standard Version: easily now proved using equivalence of NS and
paulson@15082
   608
 standard definitions *}
paulson@15082
   609
lemma convergent_Bseq: "convergent X ==> Bseq X"
paulson@15082
   610
by (simp add: NSconvergent_NSBseq convergent_NSconvergent_iff Bseq_NSBseq_iff)
paulson@15082
   611
paulson@15082
   612
paulson@15082
   613
subsection{*Upper Bounds and Lubs of Bounded Sequences*}
paulson@15082
   614
paulson@15082
   615
lemma Bseq_isUb:
paulson@15082
   616
  "!!(X::nat=>real). Bseq X ==> \<exists>U. isUb (UNIV::real set) {x. \<exists>n. X n = x} U"
paulson@15082
   617
by (auto intro: isUbI setleI simp add: Bseq_def abs_le_interval_iff)
paulson@15082
   618
paulson@15082
   619
paulson@15082
   620
text{* Use completeness of reals (supremum property)
paulson@15082
   621
   to show that any bounded sequence has a least upper bound*}
paulson@15082
   622
paulson@15082
   623
lemma Bseq_isLub:
paulson@15082
   624
  "!!(X::nat=>real). Bseq X ==>
paulson@15082
   625
   \<exists>U. isLub (UNIV::real set) {x. \<exists>n. X n = x} U"
paulson@15082
   626
by (blast intro: reals_complete Bseq_isUb)
paulson@15082
   627
paulson@15082
   628
lemma NSBseq_isUb: "NSBseq X ==> \<exists>U. isUb UNIV {x. \<exists>n. X n = x} U"
paulson@15082
   629
by (simp add: Bseq_NSBseq_iff [symmetric] Bseq_isUb)
paulson@15082
   630
paulson@15082
   631
lemma NSBseq_isLub: "NSBseq X ==> \<exists>U. isLub UNIV {x. \<exists>n. X n = x} U"
paulson@15082
   632
by (simp add: Bseq_NSBseq_iff [symmetric] Bseq_isLub)
paulson@15082
   633
paulson@15082
   634
paulson@15082
   635
subsection{*A Bounded and Monotonic Sequence Converges*}
paulson@15082
   636
paulson@15082
   637
lemma lemma_converg1:
nipkow@15360
   638
     "!!(X::nat=>real). [| \<forall>m. \<forall> n \<ge> m. X m \<le> X n;
paulson@15082
   639
                  isLub (UNIV::real set) {x. \<exists>n. X n = x} (X ma)
nipkow@15360
   640
               |] ==> \<forall>n \<ge> ma. X n = X ma"
paulson@15082
   641
apply safe
paulson@15082
   642
apply (drule_tac y = "X n" in isLubD2)
paulson@15082
   643
apply (blast dest: order_antisym)+
paulson@15082
   644
done
paulson@15082
   645
paulson@15082
   646
text{* The best of both worlds: Easier to prove this result as a standard
paulson@15082
   647
   theorem and then use equivalence to "transfer" it into the
paulson@15082
   648
   equivalent nonstandard form if needed!*}
paulson@15082
   649
paulson@15082
   650
lemma Bmonoseq_LIMSEQ: "\<forall>n. m \<le> n --> X n = X m ==> \<exists>L. (X ----> L)"
paulson@15082
   651
apply (simp add: LIMSEQ_def)
paulson@15082
   652
apply (rule_tac x = "X m" in exI, safe)
paulson@15082
   653
apply (rule_tac x = m in exI, safe)
paulson@15082
   654
apply (drule spec, erule impE, auto)
paulson@15082
   655
done
paulson@15082
   656
paulson@15082
   657
text{*Now, the same theorem in terms of NS limit *}
nipkow@15360
   658
lemma Bmonoseq_NSLIMSEQ: "\<forall>n \<ge> m. X n = X m ==> \<exists>L. (X ----NS> L)"
paulson@15082
   659
by (auto dest!: Bmonoseq_LIMSEQ simp add: LIMSEQ_NSLIMSEQ_iff)
paulson@15082
   660
paulson@15082
   661
lemma lemma_converg2:
paulson@15082
   662
   "!!(X::nat=>real).
paulson@15082
   663
    [| \<forall>m. X m ~= U;  isLub UNIV {x. \<exists>n. X n = x} U |] ==> \<forall>m. X m < U"
paulson@15082
   664
apply safe
paulson@15082
   665
apply (drule_tac y = "X m" in isLubD2)
paulson@15082
   666
apply (auto dest!: order_le_imp_less_or_eq)
paulson@15082
   667
done
paulson@15082
   668
paulson@15082
   669
lemma lemma_converg3: "!!(X ::nat=>real). \<forall>m. X m \<le> U ==> isUb UNIV {x. \<exists>n. X n = x} U"
paulson@15082
   670
by (rule setleI [THEN isUbI], auto)
paulson@15082
   671
paulson@15082
   672
text{* FIXME: @{term "U - T < U"} is redundant *}
paulson@15082
   673
lemma lemma_converg4: "!!(X::nat=> real).
paulson@15082
   674
               [| \<forall>m. X m ~= U;
paulson@15082
   675
                  isLub UNIV {x. \<exists>n. X n = x} U;
paulson@15082
   676
                  0 < T;
paulson@15082
   677
                  U + - T < U
paulson@15082
   678
               |] ==> \<exists>m. U + -T < X m & X m < U"
paulson@15082
   679
apply (drule lemma_converg2, assumption)
paulson@15082
   680
apply (rule ccontr, simp)
paulson@15082
   681
apply (simp add: linorder_not_less)
paulson@15082
   682
apply (drule lemma_converg3)
paulson@15082
   683
apply (drule isLub_le_isUb, assumption)
paulson@15082
   684
apply (auto dest: order_less_le_trans)
paulson@15082
   685
done
paulson@15082
   686
paulson@15082
   687
text{*A standard proof of the theorem for monotone increasing sequence*}
paulson@15082
   688
paulson@15082
   689
lemma Bseq_mono_convergent:
nipkow@15360
   690
     "[| Bseq X; \<forall>m. \<forall>n \<ge> m. X m \<le> X n |] ==> convergent X"
paulson@15082
   691
apply (simp add: convergent_def)
paulson@15082
   692
apply (frule Bseq_isLub, safe)
paulson@15082
   693
apply (case_tac "\<exists>m. X m = U", auto)
paulson@15082
   694
apply (blast dest: lemma_converg1 Bmonoseq_LIMSEQ)
paulson@15082
   695
(* second case *)
paulson@15082
   696
apply (rule_tac x = U in exI)
paulson@15082
   697
apply (subst LIMSEQ_iff, safe)
paulson@15082
   698
apply (frule lemma_converg2, assumption)
paulson@15082
   699
apply (drule lemma_converg4, auto)
paulson@15082
   700
apply (rule_tac x = m in exI, safe)
paulson@15082
   701
apply (subgoal_tac "X m \<le> X n")
paulson@15082
   702
 prefer 2 apply blast
paulson@15082
   703
apply (drule_tac x=n and P="%m. X m < U" in spec, arith)
paulson@15082
   704
done
paulson@15082
   705
paulson@15082
   706
text{*Nonstandard version of the theorem*}
paulson@15082
   707
paulson@15082
   708
lemma NSBseq_mono_NSconvergent:
nipkow@15360
   709
     "[| NSBseq X; \<forall>m. \<forall>n \<ge> m. X m \<le> X n |] ==> NSconvergent X"
paulson@15082
   710
by (auto intro: Bseq_mono_convergent 
paulson@15082
   711
         simp add: convergent_NSconvergent_iff [symmetric] 
paulson@15082
   712
                   Bseq_NSBseq_iff [symmetric])
paulson@15082
   713
paulson@15082
   714
lemma convergent_minus_iff: "(convergent X) = (convergent (%n. -(X n)))"
paulson@15082
   715
apply (simp add: convergent_def)
paulson@15082
   716
apply (auto dest: LIMSEQ_minus)
paulson@15082
   717
apply (drule LIMSEQ_minus, auto)
paulson@15082
   718
done
paulson@15082
   719
paulson@15082
   720
lemma Bseq_minus_iff: "Bseq (%n. -(X n)) = Bseq X"
paulson@15082
   721
by (simp add: Bseq_def)
paulson@15082
   722
paulson@15082
   723
text{*Main monotonicity theorem*}
paulson@15082
   724
lemma Bseq_monoseq_convergent: "[| Bseq X; monoseq X |] ==> convergent X"
paulson@15082
   725
apply (simp add: monoseq_def, safe)
paulson@15082
   726
apply (rule_tac [2] convergent_minus_iff [THEN ssubst])
paulson@15082
   727
apply (drule_tac [2] Bseq_minus_iff [THEN ssubst])
paulson@15082
   728
apply (auto intro!: Bseq_mono_convergent)
paulson@15082
   729
done
paulson@15082
   730
paulson@15082
   731
paulson@15082
   732
subsection{*A Few More Equivalence Theorems for Boundedness*}
paulson@15082
   733
paulson@15082
   734
text{*alternative formulation for boundedness*}
nipkow@15360
   735
lemma Bseq_iff2: "Bseq X = (\<exists>k > 0. \<exists>x. \<forall>n. \<bar>X(n) + -x\<bar> \<le> k)"
paulson@15082
   736
apply (unfold Bseq_def, safe)
paulson@15082
   737
apply (rule_tac [2] x = "k + \<bar>x\<bar> " in exI)
nipkow@15360
   738
apply (rule_tac x = K in exI, simp)
paulson@15221
   739
apply (rule exI [where x = 0], auto)
paulson@15221
   740
apply (drule_tac x=n in spec, arith)+
paulson@15082
   741
done
paulson@15082
   742
paulson@15082
   743
text{*alternative formulation for boundedness*}
nipkow@15360
   744
lemma Bseq_iff3: "Bseq X = (\<exists>k > 0. \<exists>N. \<forall>n. abs(X(n) + -X(N)) \<le> k)"
paulson@15082
   745
apply safe
paulson@15082
   746
apply (simp add: Bseq_def, safe)
paulson@15082
   747
apply (rule_tac x = "K + \<bar>X N\<bar> " in exI)
paulson@15082
   748
apply auto
paulson@15082
   749
apply arith
paulson@15082
   750
apply (rule_tac x = N in exI, safe)
paulson@15082
   751
apply (drule_tac x = n in spec, arith)
paulson@15082
   752
apply (auto simp add: Bseq_iff2)
paulson@15082
   753
done
paulson@15082
   754
paulson@15082
   755
lemma BseqI2: "(\<forall>n. k \<le> f n & f n \<le> K) ==> Bseq f"
paulson@15082
   756
apply (simp add: Bseq_def)
paulson@15221
   757
apply (rule_tac x = " (\<bar>k\<bar> + \<bar>K\<bar>) + 1" in exI, auto)
paulson@15082
   758
apply (drule_tac [2] x = n in spec, arith+)
paulson@15082
   759
done
paulson@15082
   760
paulson@15082
   761
paulson@15082
   762
subsection{*Equivalence Between NS and Standard Cauchy Sequences*}
paulson@15082
   763
paulson@15082
   764
subsubsection{*Standard Implies Nonstandard*}
paulson@15082
   765
paulson@15082
   766
lemma lemmaCauchy1:
huffman@17318
   767
     "star_n x : HNatInfinite
paulson@15082
   768
      ==> {n. M \<le> x n} : FreeUltrafilterNat"
paulson@15082
   769
apply (auto simp add: HNatInfinite_FreeUltrafilterNat_iff)
paulson@15082
   770
apply (drule_tac x = M in spec, ultra)
paulson@15082
   771
done
paulson@15082
   772
paulson@15082
   773
lemma lemmaCauchy2:
paulson@15082
   774
     "{n. \<forall>m n. M \<le> m & M \<le> (n::nat) --> \<bar>X m + - X n\<bar> < u} Int
paulson@15082
   775
      {n. M \<le> xa n} Int {n. M \<le> x n} \<le>
paulson@15082
   776
      {n. abs (X (xa n) + - X (x n)) < u}"
paulson@15082
   777
by blast
paulson@15082
   778
paulson@15082
   779
lemma Cauchy_NSCauchy: "Cauchy X ==> NSCauchy X"
paulson@15082
   780
apply (simp add: Cauchy_def NSCauchy_def, safe)
huffman@17318
   781
apply (rule_tac x = M in star_cases)
huffman@17318
   782
apply (rule_tac x = N in star_cases)
paulson@15082
   783
apply (rule approx_minus_iff [THEN iffD2])
paulson@15082
   784
apply (rule mem_infmal_iff [THEN iffD1])
huffman@17318
   785
apply (auto simp add: starfun star_n_minus star_n_add Infinitesimal_FreeUltrafilterNat_iff)
paulson@15082
   786
apply (rule bexI, auto)
paulson@15082
   787
apply (drule spec, auto)
paulson@15082
   788
apply (drule_tac M = M in lemmaCauchy1)
paulson@15082
   789
apply (drule_tac M = M in lemmaCauchy1)
huffman@17318
   790
apply (rule_tac x1 = Xaa in lemmaCauchy2 [THEN [2] FreeUltrafilterNat_subset])
paulson@15082
   791
apply (rule FreeUltrafilterNat_Int)
nipkow@15539
   792
apply (auto intro: FreeUltrafilterNat_Int)
paulson@15082
   793
done
paulson@15082
   794
paulson@15082
   795
subsubsection{*Nonstandard Implies Standard*}
paulson@15082
   796
paulson@15082
   797
lemma NSCauchy_Cauchy: "NSCauchy X ==> Cauchy X"
paulson@15082
   798
apply (auto simp add: Cauchy_def NSCauchy_def)
paulson@15082
   799
apply (rule ccontr, simp)
paulson@15082
   800
apply (auto dest!: choice HNatInfinite_NSLIMSEQ simp add: all_conj_distrib)  
paulson@15082
   801
apply (drule bspec, assumption)
huffman@17318
   802
apply (drule_tac x = "star_n fa" in bspec); 
huffman@17318
   803
apply (auto simp add: starfun)
paulson@15082
   804
apply (drule approx_minus_iff [THEN iffD1])
paulson@15082
   805
apply (drule mem_infmal_iff [THEN iffD2])
huffman@17318
   806
apply (auto simp add: star_n_minus star_n_add Infinitesimal_FreeUltrafilterNat_iff)
paulson@15082
   807
apply (rename_tac "Y")
paulson@15082
   808
apply (drule_tac x = e in spec, auto)
paulson@15082
   809
apply (drule FreeUltrafilterNat_Int, assumption)
paulson@15082
   810
apply (subgoal_tac "{n. \<bar>X (f n) + - X (fa n)\<bar> < e} \<in> \<U>") 
paulson@15082
   811
 prefer 2 apply (erule FreeUltrafilterNat_subset, force) 
paulson@15082
   812
apply (rule FreeUltrafilterNat_empty [THEN notE]) 
paulson@15082
   813
apply (subgoal_tac
paulson@15082
   814
         "{n. abs (X (f n) + - X (fa n)) < e} Int 
paulson@15082
   815
          {M. ~ abs (X (f M) + - X (fa M)) < e}  =  {}")
paulson@15082
   816
apply auto  
paulson@15082
   817
done
paulson@15082
   818
paulson@15082
   819
paulson@15082
   820
theorem NSCauchy_Cauchy_iff: "NSCauchy X = Cauchy X"
paulson@15082
   821
by (blast intro!: NSCauchy_Cauchy Cauchy_NSCauchy)
paulson@15082
   822
paulson@15082
   823
text{*A Cauchy sequence is bounded -- this is the standard
paulson@15082
   824
  proof mechanization rather than the nonstandard proof*}
paulson@15082
   825
nipkow@15360
   826
lemma lemmaCauchy: "\<forall>n \<ge> M. \<bar>X M + - X n\<bar> < (1::real)
nipkow@15360
   827
          ==>  \<forall>n \<ge> M. \<bar>X n\<bar> < 1 + \<bar>X M\<bar>"
paulson@15082
   828
apply safe
paulson@15082
   829
apply (drule spec, auto, arith)
paulson@15082
   830
done
paulson@15082
   831
paulson@15082
   832
lemma less_Suc_cancel_iff: "(n < Suc M) = (n \<le> M)"
paulson@15082
   833
by auto
paulson@15082
   834
paulson@15082
   835
text{* FIXME: Long. Maximal element in subsequence *}
paulson@15082
   836
lemma SUP_rabs_subseq:
nipkow@15360
   837
     "\<exists>m \<le> M. \<forall>n \<le> M. \<bar>(X::nat=> real) n\<bar> \<le> \<bar>X m\<bar>"
paulson@15082
   838
apply (induct M)
paulson@15082
   839
apply (rule_tac x = 0 in exI, simp, safe)
nipkow@15236
   840
apply (cut_tac x = "\<bar>X (Suc M)\<bar>" and y = "\<bar>X m\<bar> " in linorder_less_linear)
paulson@15082
   841
apply safe
paulson@15082
   842
apply (rule_tac x = m in exI)
paulson@15082
   843
apply (rule_tac [2] x = m in exI)
nipkow@15236
   844
apply (rule_tac [3] x = "Suc M" in exI, simp_all, safe)
nipkow@15236
   845
apply (erule_tac [!] m1 = n in le_imp_less_or_eq [THEN disjE]) 
paulson@15082
   846
apply (simp_all add: less_Suc_cancel_iff)
paulson@15082
   847
apply (blast intro: order_le_less_trans [THEN order_less_imp_le])
paulson@15082
   848
done
paulson@15082
   849
paulson@15082
   850
lemma lemma_Nat_covered:
paulson@15082
   851
     "[| \<forall>m::nat. m \<le> M --> P M m;
nipkow@15360
   852
         \<forall>m \<ge> M. P M m |]
paulson@15082
   853
      ==> \<forall>m. P M m"
paulson@15082
   854
by (auto elim: less_asym simp add: le_def)
paulson@15082
   855
paulson@15082
   856
paulson@15082
   857
lemma lemma_trans1:
nipkow@15360
   858
     "[| \<forall>n \<le> M. \<bar>(X::nat=>real) n\<bar> \<le> a;  a < b |]
nipkow@15360
   859
      ==> \<forall>n \<le> M. \<bar>X n\<bar> \<le> b"
paulson@15082
   860
by (blast intro: order_le_less_trans [THEN order_less_imp_le])
paulson@15082
   861
paulson@15082
   862
lemma lemma_trans2:
nipkow@15360
   863
     "[| \<forall>n \<ge> M. \<bar>(X::nat=>real) n\<bar> < a; a < b |]
nipkow@15360
   864
      ==> \<forall>n \<ge> M. \<bar>X n\<bar>\<le> b"
paulson@15082
   865
by (blast intro: order_less_trans [THEN order_less_imp_le])
paulson@15082
   866
paulson@15082
   867
lemma lemma_trans3:
nipkow@15360
   868
     "[| \<forall>n \<le> M. \<bar>X n\<bar> \<le> a; a = b |]
nipkow@15360
   869
      ==> \<forall>n \<le> M. \<bar>X n\<bar> \<le> b"
paulson@15082
   870
by auto
paulson@15082
   871
nipkow@15360
   872
lemma lemma_trans4: "\<forall>n \<ge> M. \<bar>(X::nat=>real) n\<bar> < a
nipkow@15360
   873
              ==>  \<forall>n \<ge> M. \<bar>X n\<bar> \<le> a"
paulson@15082
   874
by (blast intro: order_less_imp_le)
paulson@15082
   875
paulson@15082
   876
paulson@15082
   877
text{*Proof is more involved than outlines sketched by various authors
paulson@15082
   878
 would suggest*}
paulson@15082
   879
paulson@15082
   880
lemma Cauchy_Bseq: "Cauchy X ==> Bseq X"
paulson@15082
   881
apply (simp add: Cauchy_def Bseq_def)
paulson@15082
   882
apply (drule_tac x = 1 in spec)
paulson@15082
   883
apply (erule zero_less_one [THEN [2] impE], safe)
paulson@15082
   884
apply (drule_tac x = M in spec, simp)
paulson@15082
   885
apply (drule lemmaCauchy)
paulson@15082
   886
apply (cut_tac M = M and X = X in SUP_rabs_subseq, safe)
paulson@15082
   887
apply (cut_tac x = "\<bar>X m\<bar> " and y = "1 + \<bar>X M\<bar> " in linorder_less_linear)
paulson@15082
   888
apply safe
paulson@15082
   889
apply (drule lemma_trans1, assumption)
paulson@15082
   890
apply (drule_tac [3] lemma_trans2, erule_tac [3] asm_rl)
paulson@15082
   891
apply (drule_tac [2] lemma_trans3, erule_tac [2] asm_rl)
paulson@15082
   892
apply (drule_tac [3] abs_add_one_gt_zero [THEN order_less_trans])
paulson@15082
   893
apply (drule lemma_trans4)
paulson@15082
   894
apply (drule_tac [2] lemma_trans4)
paulson@15082
   895
apply (rule_tac x = "1 + \<bar>X M\<bar> " in exI)
paulson@15082
   896
apply (rule_tac [2] x = "1 + \<bar>X M\<bar> " in exI)
paulson@15082
   897
apply (rule_tac [3] x = "\<bar>X m\<bar> " in exI)
paulson@15085
   898
apply (auto elim!: lemma_Nat_covered)
paulson@15082
   899
done
paulson@15082
   900
paulson@15082
   901
text{*A Cauchy sequence is bounded -- nonstandard version*}
paulson@15082
   902
paulson@15082
   903
lemma NSCauchy_NSBseq: "NSCauchy X ==> NSBseq X"
paulson@15082
   904
by (simp add: Cauchy_Bseq Bseq_NSBseq_iff [symmetric] NSCauchy_Cauchy_iff)
paulson@15082
   905
paulson@15082
   906
paulson@15082
   907
text{*Equivalence of Cauchy criterion and convergence:
paulson@15082
   908
  We will prove this using our NS formulation which provides a
paulson@15082
   909
  much easier proof than using the standard definition. We do not
paulson@15082
   910
  need to use properties of subsequences such as boundedness,
paulson@15082
   911
  monotonicity etc... Compare with Harrison's corresponding proof
paulson@15082
   912
  in HOL which is much longer and more complicated. Of course, we do
paulson@15082
   913
  not have problems which he encountered with guessing the right
paulson@15082
   914
  instantiations for his 'espsilon-delta' proof(s) in this case
paulson@15082
   915
  since the NS formulations do not involve existential quantifiers.*}
paulson@15082
   916
paulson@15082
   917
lemma NSCauchy_NSconvergent_iff: "NSCauchy X = NSconvergent X"
paulson@15082
   918
apply (simp add: NSconvergent_def NSLIMSEQ_def, safe)
paulson@15082
   919
apply (frule NSCauchy_NSBseq)
paulson@15082
   920
apply (auto intro: approx_trans2 simp add: NSBseq_def NSCauchy_def)
paulson@15082
   921
apply (drule HNatInfinite_whn [THEN [2] bspec])
paulson@15082
   922
apply (drule HNatInfinite_whn [THEN [2] bspec])
paulson@15082
   923
apply (auto dest!: st_part_Ex simp add: SReal_iff)
paulson@15082
   924
apply (blast intro: approx_trans3)
paulson@15082
   925
done
paulson@15082
   926
paulson@15082
   927
text{*Standard proof for free*}
paulson@15082
   928
lemma Cauchy_convergent_iff: "Cauchy X = convergent X"
paulson@15082
   929
by (simp add: NSCauchy_Cauchy_iff [symmetric] convergent_NSconvergent_iff NSCauchy_NSconvergent_iff)
paulson@15082
   930
paulson@15082
   931
paulson@15082
   932
text{*We can now try and derive a few properties of sequences,
paulson@15082
   933
     starting with the limit comparison property for sequences.*}
paulson@15082
   934
paulson@15082
   935
lemma NSLIMSEQ_le:
paulson@15082
   936
       "[| f ----NS> l; g ----NS> m;
nipkow@15360
   937
           \<exists>N. \<forall>n \<ge> N. f(n) \<le> g(n)
nipkow@15360
   938
        |] ==> l \<le> m"
paulson@15082
   939
apply (simp add: NSLIMSEQ_def, safe)
paulson@15082
   940
apply (drule starfun_le_mono)
paulson@15082
   941
apply (drule HNatInfinite_whn [THEN [2] bspec])+
paulson@15082
   942
apply (drule_tac x = whn in spec)
paulson@15082
   943
apply (drule bex_Infinitesimal_iff2 [THEN iffD2])+
paulson@15082
   944
apply clarify
paulson@15082
   945
apply (auto intro: hypreal_of_real_le_add_Infininitesimal_cancel2)
paulson@15082
   946
done
paulson@15082
   947
paulson@15082
   948
(* standard version *)
paulson@15082
   949
lemma LIMSEQ_le:
nipkow@15360
   950
     "[| f ----> l; g ----> m; \<exists>N. \<forall>n \<ge> N. f(n) \<le> g(n) |]
paulson@15082
   951
      ==> l \<le> m"
paulson@15082
   952
by (simp add: LIMSEQ_NSLIMSEQ_iff NSLIMSEQ_le)
paulson@15082
   953
paulson@15082
   954
lemma LIMSEQ_le_const: "[| X ----> r; \<forall>n. a \<le> X n |] ==> a \<le> r"
paulson@15082
   955
apply (rule LIMSEQ_le)
paulson@15082
   956
apply (rule LIMSEQ_const, auto)
paulson@15082
   957
done
paulson@15082
   958
paulson@15082
   959
lemma NSLIMSEQ_le_const: "[| X ----NS> r; \<forall>n. a \<le> X n |] ==> a \<le> r"
paulson@15082
   960
by (simp add: LIMSEQ_NSLIMSEQ_iff LIMSEQ_le_const)
paulson@15082
   961
paulson@15082
   962
lemma LIMSEQ_le_const2: "[| X ----> r; \<forall>n. X n \<le> a |] ==> r \<le> a"
paulson@15082
   963
apply (rule LIMSEQ_le)
paulson@15082
   964
apply (rule_tac [2] LIMSEQ_const, auto)
paulson@15082
   965
done
paulson@15082
   966
paulson@15082
   967
lemma NSLIMSEQ_le_const2: "[| X ----NS> r; \<forall>n. X n \<le> a |] ==> r \<le> a"
paulson@15082
   968
by (simp add: LIMSEQ_NSLIMSEQ_iff LIMSEQ_le_const2)
paulson@15082
   969
paulson@15082
   970
text{*Shift a convergent series by 1:
paulson@15082
   971
  By the equivalence between Cauchiness and convergence and because
paulson@15082
   972
  the successor of an infinite hypernatural is also infinite.*}
paulson@15082
   973
paulson@15082
   974
lemma NSLIMSEQ_Suc: "f ----NS> l ==> (%n. f(Suc n)) ----NS> l"
paulson@15082
   975
apply (frule NSconvergentI [THEN NSCauchy_NSconvergent_iff [THEN iffD2]])
huffman@17318
   976
apply (auto simp add: NSCauchy_def NSLIMSEQ_def starfun_shift_one)
paulson@15082
   977
apply (drule bspec, assumption)
paulson@15082
   978
apply (drule bspec, assumption)
paulson@15082
   979
apply (drule Nats_1 [THEN [2] HNatInfinite_SHNat_add])
paulson@15082
   980
apply (blast intro: approx_trans3)
paulson@15082
   981
done
paulson@15082
   982
paulson@15082
   983
text{* standard version *}
paulson@15082
   984
lemma LIMSEQ_Suc: "f ----> l ==> (%n. f(Suc n)) ----> l"
paulson@15082
   985
by (simp add: LIMSEQ_NSLIMSEQ_iff NSLIMSEQ_Suc)
paulson@15082
   986
paulson@15082
   987
lemma NSLIMSEQ_imp_Suc: "(%n. f(Suc n)) ----NS> l ==> f ----NS> l"
paulson@15082
   988
apply (frule NSconvergentI [THEN NSCauchy_NSconvergent_iff [THEN iffD2]])
huffman@17318
   989
apply (auto simp add: NSCauchy_def NSLIMSEQ_def starfun_shift_one)
paulson@15082
   990
apply (drule bspec, assumption)
paulson@15082
   991
apply (drule bspec, assumption)
paulson@15082
   992
apply (frule Nats_1 [THEN [2] HNatInfinite_SHNat_diff])
paulson@15082
   993
apply (drule_tac x="N - 1" in bspec) 
paulson@15082
   994
apply (auto intro: approx_trans3)
paulson@15082
   995
done
paulson@15082
   996
paulson@15082
   997
lemma LIMSEQ_imp_Suc: "(%n. f(Suc n)) ----> l ==> f ----> l"
paulson@15082
   998
apply (simp add: LIMSEQ_NSLIMSEQ_iff)
paulson@15082
   999
apply (erule NSLIMSEQ_imp_Suc)
paulson@15082
  1000
done
paulson@15082
  1001
paulson@15082
  1002
lemma LIMSEQ_Suc_iff: "((%n. f(Suc n)) ----> l) = (f ----> l)"
paulson@15082
  1003
by (blast intro: LIMSEQ_imp_Suc LIMSEQ_Suc)
paulson@15082
  1004
paulson@15082
  1005
lemma NSLIMSEQ_Suc_iff: "((%n. f(Suc n)) ----NS> l) = (f ----NS> l)"
paulson@15082
  1006
by (blast intro: NSLIMSEQ_imp_Suc NSLIMSEQ_Suc)
paulson@15082
  1007
paulson@15082
  1008
text{*A sequence tends to zero iff its abs does*}
paulson@15082
  1009
lemma LIMSEQ_rabs_zero: "((%n. \<bar>f n\<bar>) ----> 0) = (f ----> 0)"
paulson@15082
  1010
by (simp add: LIMSEQ_def)
paulson@15082
  1011
paulson@15082
  1012
text{*We prove the NS version from the standard one, since the NS proof
paulson@15082
  1013
   seems more complicated than the standard one above!*}
paulson@15082
  1014
lemma NSLIMSEQ_rabs_zero: "((%n. \<bar>f n\<bar>) ----NS> 0) = (f ----NS> 0)"
paulson@15082
  1015
by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_rabs_zero)
paulson@15082
  1016
paulson@15082
  1017
text{*Generalization to other limits*}
paulson@15082
  1018
lemma NSLIMSEQ_imp_rabs: "f ----NS> l ==> (%n. \<bar>f n\<bar>) ----NS> \<bar>l\<bar>"
paulson@15082
  1019
apply (simp add: NSLIMSEQ_def)
paulson@15082
  1020
apply (auto intro: approx_hrabs 
huffman@17318
  1021
            simp add: starfun_abs hypreal_of_real_hrabs [symmetric])
paulson@15082
  1022
done
paulson@15082
  1023
paulson@15082
  1024
text{* standard version *}
paulson@15082
  1025
lemma LIMSEQ_imp_rabs: "f ----> l ==> (%n. \<bar>f n\<bar>) ----> \<bar>l\<bar>"
paulson@15082
  1026
by (simp add: LIMSEQ_NSLIMSEQ_iff NSLIMSEQ_imp_rabs)
paulson@15082
  1027
paulson@15082
  1028
text{*An unbounded sequence's inverse tends to 0*}
paulson@15082
  1029
paulson@15082
  1030
text{* standard proof seems easier *}
paulson@15082
  1031
lemma LIMSEQ_inverse_zero:
nipkow@15360
  1032
      "\<forall>y. \<exists>N. \<forall>n \<ge> N. y < f(n) ==> (%n. inverse(f n)) ----> 0"
paulson@15082
  1033
apply (simp add: LIMSEQ_def, safe)
paulson@15082
  1034
apply (drule_tac x = "inverse r" in spec, safe)
paulson@15082
  1035
apply (rule_tac x = N in exI, safe)
paulson@15082
  1036
apply (drule spec, auto)
paulson@15082
  1037
apply (frule positive_imp_inverse_positive)
paulson@15082
  1038
apply (frule order_less_trans, assumption)
paulson@15082
  1039
apply (frule_tac a = "f n" in positive_imp_inverse_positive)
paulson@15082
  1040
apply (simp add: abs_if) 
paulson@15082
  1041
apply (rule_tac t = r in inverse_inverse_eq [THEN subst])
paulson@15082
  1042
apply (auto intro: inverse_less_iff_less [THEN iffD2]
paulson@15082
  1043
            simp del: inverse_inverse_eq)
paulson@15082
  1044
done
paulson@15082
  1045
paulson@15082
  1046
lemma NSLIMSEQ_inverse_zero:
nipkow@15360
  1047
     "\<forall>y. \<exists>N. \<forall>n \<ge> N. y < f(n)
paulson@15082
  1048
      ==> (%n. inverse(f n)) ----NS> 0"
paulson@15082
  1049
by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_zero)
paulson@15082
  1050
paulson@15082
  1051
text{*The sequence @{term "1/n"} tends to 0 as @{term n} tends to infinity*}
paulson@15082
  1052
paulson@15082
  1053
lemma LIMSEQ_inverse_real_of_nat: "(%n. inverse(real(Suc n))) ----> 0"
paulson@15082
  1054
apply (rule LIMSEQ_inverse_zero, safe)
paulson@15082
  1055
apply (cut_tac x = y in reals_Archimedean2)
paulson@15082
  1056
apply (safe, rule_tac x = n in exI)
paulson@15082
  1057
apply (auto simp add: real_of_nat_Suc)
paulson@15082
  1058
done
paulson@15082
  1059
paulson@15082
  1060
lemma NSLIMSEQ_inverse_real_of_nat: "(%n. inverse(real(Suc n))) ----NS> 0"
paulson@15082
  1061
by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat)
paulson@15082
  1062
paulson@15082
  1063
text{*The sequence @{term "r + 1/n"} tends to @{term r} as @{term n} tends to
paulson@15082
  1064
infinity is now easily proved*}
paulson@15082
  1065
paulson@15082
  1066
lemma LIMSEQ_inverse_real_of_nat_add:
paulson@15082
  1067
     "(%n. r + inverse(real(Suc n))) ----> r"
paulson@15082
  1068
by (cut_tac LIMSEQ_add [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat], auto)
paulson@15082
  1069
paulson@15082
  1070
lemma NSLIMSEQ_inverse_real_of_nat_add:
paulson@15082
  1071
     "(%n. r + inverse(real(Suc n))) ----NS> r"
paulson@15082
  1072
by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat_add)
paulson@15082
  1073
paulson@15082
  1074
lemma LIMSEQ_inverse_real_of_nat_add_minus:
paulson@15082
  1075
     "(%n. r + -inverse(real(Suc n))) ----> r"
paulson@15082
  1076
by (cut_tac LIMSEQ_add_minus [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat], auto)
paulson@15082
  1077
paulson@15082
  1078
lemma NSLIMSEQ_inverse_real_of_nat_add_minus:
paulson@15082
  1079
     "(%n. r + -inverse(real(Suc n))) ----NS> r"
paulson@15082
  1080
by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat_add_minus)
paulson@15082
  1081
paulson@15082
  1082
lemma LIMSEQ_inverse_real_of_nat_add_minus_mult:
paulson@15082
  1083
     "(%n. r*( 1 + -inverse(real(Suc n)))) ----> r"
paulson@15082
  1084
by (cut_tac b=1 in
paulson@15082
  1085
        LIMSEQ_mult [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat_add_minus], auto)
paulson@15082
  1086
paulson@15082
  1087
lemma NSLIMSEQ_inverse_real_of_nat_add_minus_mult:
paulson@15082
  1088
     "(%n. r*( 1 + -inverse(real(Suc n)))) ----NS> r"
paulson@15082
  1089
by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat_add_minus_mult)
paulson@15082
  1090
paulson@15082
  1091
paulson@15082
  1092
text{* Real Powers*}
paulson@15082
  1093
paulson@15082
  1094
lemma NSLIMSEQ_pow [rule_format]:
paulson@15082
  1095
     "(X ----NS> a) --> ((%n. (X n) ^ m) ----NS> a ^ m)"
paulson@15251
  1096
apply (induct "m")
paulson@15082
  1097
apply (auto intro: NSLIMSEQ_mult NSLIMSEQ_const)
paulson@15082
  1098
done
paulson@15082
  1099
paulson@15082
  1100
lemma LIMSEQ_pow: "X ----> a ==> (%n. (X n) ^ m) ----> a ^ m"
paulson@15082
  1101
by (simp add: LIMSEQ_NSLIMSEQ_iff NSLIMSEQ_pow)
paulson@15082
  1102
paulson@15082
  1103
text{*The sequence @{term "x^n"} tends to 0 if @{term "0\<le>x"} and @{term
paulson@15082
  1104
"x<1"}.  Proof will use (NS) Cauchy equivalence for convergence and
paulson@15082
  1105
  also fact that bounded and monotonic sequence converges.*}
paulson@15082
  1106
paulson@15082
  1107
lemma Bseq_realpow: "[| 0 \<le> x; x \<le> 1 |] ==> Bseq (%n. x ^ n)"
paulson@15082
  1108
apply (simp add: Bseq_def)
paulson@15082
  1109
apply (rule_tac x = 1 in exI)
paulson@15082
  1110
apply (simp add: power_abs)
paulson@15082
  1111
apply (auto dest: power_mono intro: order_less_imp_le simp add: abs_if)
paulson@15082
  1112
done
paulson@15082
  1113
paulson@15082
  1114
lemma monoseq_realpow: "[| 0 \<le> x; x \<le> 1 |] ==> monoseq (%n. x ^ n)"
paulson@15082
  1115
apply (clarify intro!: mono_SucI2)
paulson@15082
  1116
apply (cut_tac n = n and N = "Suc n" and a = x in power_decreasing, auto)
paulson@15082
  1117
done
paulson@15082
  1118
paulson@15082
  1119
lemma convergent_realpow: "[| 0 \<le> x; x \<le> 1 |] ==> convergent (%n. x ^ n)"
paulson@15082
  1120
by (blast intro!: Bseq_monoseq_convergent Bseq_realpow monoseq_realpow)
paulson@15082
  1121
paulson@15082
  1122
text{* We now use NS criterion to bring proof of theorem through *}
paulson@15082
  1123
paulson@15082
  1124
lemma NSLIMSEQ_realpow_zero: "[| 0 \<le> x; x < 1 |] ==> (%n. x ^ n) ----NS> 0"
paulson@15082
  1125
apply (simp add: NSLIMSEQ_def)
paulson@15082
  1126
apply (auto dest!: convergent_realpow simp add: convergent_NSconvergent_iff)
paulson@15082
  1127
apply (frule NSconvergentD)
huffman@17318
  1128
apply (auto simp add: NSLIMSEQ_def NSCauchy_NSconvergent_iff [symmetric] NSCauchy_def starfun_pow)
paulson@15082
  1129
apply (frule HNatInfinite_add_one)
paulson@15082
  1130
apply (drule bspec, assumption)
paulson@15082
  1131
apply (drule bspec, assumption)
paulson@15082
  1132
apply (drule_tac x = "N + (1::hypnat) " in bspec, assumption)
paulson@15082
  1133
apply (simp add: hyperpow_add)
paulson@15082
  1134
apply (drule approx_mult_subst_SReal, assumption)
paulson@15082
  1135
apply (drule approx_trans3, assumption)
huffman@17318
  1136
apply (auto simp del: star_of_mult simp add: star_of_mult [symmetric])
paulson@15082
  1137
done
paulson@15082
  1138
paulson@15082
  1139
text{* standard version *}
paulson@15082
  1140
lemma LIMSEQ_realpow_zero: "[| 0 \<le> x; x < 1 |] ==> (%n. x ^ n) ----> 0"
paulson@15082
  1141
by (simp add: NSLIMSEQ_realpow_zero LIMSEQ_NSLIMSEQ_iff)
paulson@15082
  1142
paulson@15082
  1143
lemma LIMSEQ_divide_realpow_zero: "1 < x ==> (%n. a / (x ^ n)) ----> 0"
paulson@15082
  1144
apply (cut_tac a = a and x1 = "inverse x" in
paulson@15082
  1145
        LIMSEQ_mult [OF LIMSEQ_const LIMSEQ_realpow_zero])
paulson@15082
  1146
apply (auto simp add: divide_inverse power_inverse)
paulson@15082
  1147
apply (simp add: inverse_eq_divide pos_divide_less_eq)
paulson@15082
  1148
done
paulson@15082
  1149
paulson@15102
  1150
text{*Limit of @{term "c^n"} for @{term"\<bar>c\<bar> < 1"}*}
paulson@15082
  1151
paulson@15082
  1152
lemma LIMSEQ_rabs_realpow_zero: "\<bar>c\<bar> < 1 ==> (%n. \<bar>c\<bar> ^ n) ----> 0"
paulson@15082
  1153
by (blast intro!: LIMSEQ_realpow_zero abs_ge_zero)
paulson@15082
  1154
paulson@15082
  1155
lemma NSLIMSEQ_rabs_realpow_zero: "\<bar>c\<bar> < 1 ==> (%n. \<bar>c\<bar> ^ n) ----NS> 0"
paulson@15082
  1156
by (simp add: LIMSEQ_rabs_realpow_zero LIMSEQ_NSLIMSEQ_iff [symmetric])
paulson@15082
  1157
paulson@15082
  1158
lemma LIMSEQ_rabs_realpow_zero2: "\<bar>c\<bar> < 1 ==> (%n. c ^ n) ----> 0"
paulson@15082
  1159
apply (rule LIMSEQ_rabs_zero [THEN iffD1])
paulson@15082
  1160
apply (auto intro: LIMSEQ_rabs_realpow_zero simp add: power_abs)
paulson@15082
  1161
done
paulson@15082
  1162
paulson@15082
  1163
lemma NSLIMSEQ_rabs_realpow_zero2: "\<bar>c\<bar> < 1 ==> (%n. c ^ n) ----NS> 0"
paulson@15082
  1164
by (simp add: LIMSEQ_rabs_realpow_zero2 LIMSEQ_NSLIMSEQ_iff [symmetric])
paulson@15082
  1165
paulson@15082
  1166
subsection{*Hyperreals and Sequences*}
paulson@15082
  1167
paulson@15082
  1168
text{*A bounded sequence is a finite hyperreal*}
huffman@17318
  1169
lemma NSBseq_HFinite_hypreal: "NSBseq X ==> star_n X : HFinite"
huffman@17298
  1170
by (auto intro!: bexI lemma_starrel_refl 
paulson@15082
  1171
            intro: FreeUltrafilterNat_all [THEN FreeUltrafilterNat_subset]
paulson@15082
  1172
            simp add: HFinite_FreeUltrafilterNat_iff Bseq_NSBseq_iff [symmetric]
paulson@15082
  1173
                      Bseq_iff1a)
paulson@15082
  1174
paulson@15082
  1175
text{*A sequence converging to zero defines an infinitesimal*}
paulson@15082
  1176
lemma NSLIMSEQ_zero_Infinitesimal_hypreal:
huffman@17318
  1177
      "X ----NS> 0 ==> star_n X : Infinitesimal"
paulson@15082
  1178
apply (simp add: NSLIMSEQ_def)
paulson@15082
  1179
apply (drule_tac x = whn in bspec)
paulson@15082
  1180
apply (simp add: HNatInfinite_whn)
huffman@17318
  1181
apply (auto simp add: hypnat_omega_def mem_infmal_iff [symmetric] starfun)
paulson@15082
  1182
done
paulson@15082
  1183
paulson@15082
  1184
(***---------------------------------------------------------------
paulson@15082
  1185
    Theorems proved by Harrison in HOL that we do not need
paulson@15082
  1186
    in order to prove equivalence between Cauchy criterion
paulson@15082
  1187
    and convergence:
paulson@15082
  1188
 -- Show that every sequence contains a monotonic subsequence
paulson@15082
  1189
Goal "\<exists>f. subseq f & monoseq (%n. s (f n))"
paulson@15082
  1190
 -- Show that a subsequence of a bounded sequence is bounded
paulson@15082
  1191
Goal "Bseq X ==> Bseq (%n. X (f n))";
paulson@15082
  1192
 -- Show we can take subsequential terms arbitrarily far
paulson@15082
  1193
    up a sequence
paulson@15082
  1194
Goal "subseq f ==> n \<le> f(n)";
paulson@15082
  1195
Goal "subseq f ==> \<exists>n. N1 \<le> n & N2 \<le> f(n)";
paulson@15082
  1196
 ---------------------------------------------------------------***)
paulson@15082
  1197
paulson@15241
  1198
paulson@15082
  1199
ML
paulson@15082
  1200
{*
paulson@15082
  1201
val Cauchy_def = thm"Cauchy_def";
paulson@15082
  1202
val SEQ_Infinitesimal = thm "SEQ_Infinitesimal";
paulson@15082
  1203
val LIMSEQ_iff = thm "LIMSEQ_iff";
paulson@15082
  1204
val NSLIMSEQ_iff = thm "NSLIMSEQ_iff";
paulson@15082
  1205
val LIMSEQ_NSLIMSEQ = thm "LIMSEQ_NSLIMSEQ";
paulson@15082
  1206
val NSLIMSEQ_finite_set = thm "NSLIMSEQ_finite_set";
paulson@15082
  1207
val Compl_less_set = thm "Compl_less_set";
paulson@15082
  1208
val FreeUltrafilterNat_NSLIMSEQ = thm "FreeUltrafilterNat_NSLIMSEQ";
paulson@15082
  1209
val HNatInfinite_NSLIMSEQ = thm "HNatInfinite_NSLIMSEQ";
paulson@15082
  1210
val NSLIMSEQ_LIMSEQ = thm "NSLIMSEQ_LIMSEQ";
paulson@15082
  1211
val LIMSEQ_NSLIMSEQ_iff = thm "LIMSEQ_NSLIMSEQ_iff";
paulson@15082
  1212
val NSLIMSEQ_const = thm "NSLIMSEQ_const";
paulson@15082
  1213
val LIMSEQ_const = thm "LIMSEQ_const";
paulson@15082
  1214
val NSLIMSEQ_add = thm "NSLIMSEQ_add";
paulson@15082
  1215
val LIMSEQ_add = thm "LIMSEQ_add";
paulson@15082
  1216
val NSLIMSEQ_mult = thm "NSLIMSEQ_mult";
paulson@15082
  1217
val LIMSEQ_mult = thm "LIMSEQ_mult";
paulson@15082
  1218
val NSLIMSEQ_minus = thm "NSLIMSEQ_minus";
paulson@15082
  1219
val LIMSEQ_minus = thm "LIMSEQ_minus";
paulson@15082
  1220
val LIMSEQ_minus_cancel = thm "LIMSEQ_minus_cancel";
paulson@15082
  1221
val NSLIMSEQ_minus_cancel = thm "NSLIMSEQ_minus_cancel";
paulson@15082
  1222
val NSLIMSEQ_add_minus = thm "NSLIMSEQ_add_minus";
paulson@15082
  1223
val LIMSEQ_add_minus = thm "LIMSEQ_add_minus";
paulson@15082
  1224
val LIMSEQ_diff = thm "LIMSEQ_diff";
paulson@15082
  1225
val NSLIMSEQ_diff = thm "NSLIMSEQ_diff";
paulson@15082
  1226
val NSLIMSEQ_inverse = thm "NSLIMSEQ_inverse";
paulson@15082
  1227
val LIMSEQ_inverse = thm "LIMSEQ_inverse";
paulson@15082
  1228
val NSLIMSEQ_mult_inverse = thm "NSLIMSEQ_mult_inverse";
paulson@15082
  1229
val LIMSEQ_divide = thm "LIMSEQ_divide";
paulson@15082
  1230
val NSLIMSEQ_unique = thm "NSLIMSEQ_unique";
paulson@15082
  1231
val LIMSEQ_unique = thm "LIMSEQ_unique";
paulson@15082
  1232
val limI = thm "limI";
paulson@15082
  1233
val nslimI = thm "nslimI";
paulson@15082
  1234
val lim_nslim_iff = thm "lim_nslim_iff";
paulson@15082
  1235
val convergentD = thm "convergentD";
paulson@15082
  1236
val convergentI = thm "convergentI";
paulson@15082
  1237
val NSconvergentD = thm "NSconvergentD";
paulson@15082
  1238
val NSconvergentI = thm "NSconvergentI";
paulson@15082
  1239
val convergent_NSconvergent_iff = thm "convergent_NSconvergent_iff";
paulson@15082
  1240
val NSconvergent_NSLIMSEQ_iff = thm "NSconvergent_NSLIMSEQ_iff";
paulson@15082
  1241
val convergent_LIMSEQ_iff = thm "convergent_LIMSEQ_iff";
paulson@15082
  1242
val subseq_Suc_iff = thm "subseq_Suc_iff";
paulson@15082
  1243
val monoseq_Suc = thm "monoseq_Suc";
paulson@15082
  1244
val monoI1 = thm "monoI1";
paulson@15082
  1245
val monoI2 = thm "monoI2";
paulson@15082
  1246
val mono_SucI1 = thm "mono_SucI1";
paulson@15082
  1247
val mono_SucI2 = thm "mono_SucI2";
paulson@15082
  1248
val BseqD = thm "BseqD";
paulson@15082
  1249
val BseqI = thm "BseqI";
paulson@15082
  1250
val Bseq_iff = thm "Bseq_iff";
paulson@15082
  1251
val Bseq_iff1a = thm "Bseq_iff1a";
paulson@15082
  1252
val NSBseqD = thm "NSBseqD";
paulson@15082
  1253
val NSBseqI = thm "NSBseqI";
paulson@15082
  1254
val Bseq_NSBseq = thm "Bseq_NSBseq";
paulson@15082
  1255
val real_seq_to_hypreal_HInfinite = thm "real_seq_to_hypreal_HInfinite";
paulson@15082
  1256
val HNatInfinite_skolem_f = thm "HNatInfinite_skolem_f";
paulson@15082
  1257
val NSBseq_Bseq = thm "NSBseq_Bseq";
paulson@15082
  1258
val Bseq_NSBseq_iff = thm "Bseq_NSBseq_iff";
paulson@15082
  1259
val NSconvergent_NSBseq = thm "NSconvergent_NSBseq";
paulson@15082
  1260
val convergent_Bseq = thm "convergent_Bseq";
paulson@15082
  1261
val Bseq_isUb = thm "Bseq_isUb";
paulson@15082
  1262
val Bseq_isLub = thm "Bseq_isLub";
paulson@15082
  1263
val NSBseq_isUb = thm "NSBseq_isUb";
paulson@15082
  1264
val NSBseq_isLub = thm "NSBseq_isLub";
paulson@15082
  1265
val Bmonoseq_LIMSEQ = thm "Bmonoseq_LIMSEQ";
paulson@15082
  1266
val Bmonoseq_NSLIMSEQ = thm "Bmonoseq_NSLIMSEQ";
paulson@15082
  1267
val Bseq_mono_convergent = thm "Bseq_mono_convergent";
paulson@15082
  1268
val NSBseq_mono_NSconvergent = thm "NSBseq_mono_NSconvergent";
paulson@15082
  1269
val convergent_minus_iff = thm "convergent_minus_iff";
paulson@15082
  1270
val Bseq_minus_iff = thm "Bseq_minus_iff";
paulson@15082
  1271
val Bseq_monoseq_convergent = thm "Bseq_monoseq_convergent";
paulson@15082
  1272
val Bseq_iff2 = thm "Bseq_iff2";
paulson@15082
  1273
val Bseq_iff3 = thm "Bseq_iff3";
paulson@15082
  1274
val BseqI2 = thm "BseqI2";
paulson@15082
  1275
val Cauchy_NSCauchy = thm "Cauchy_NSCauchy";
paulson@15082
  1276
val NSCauchy_Cauchy = thm "NSCauchy_Cauchy";
paulson@15082
  1277
val NSCauchy_Cauchy_iff = thm "NSCauchy_Cauchy_iff";
paulson@15082
  1278
val less_Suc_cancel_iff = thm "less_Suc_cancel_iff";
paulson@15082
  1279
val SUP_rabs_subseq = thm "SUP_rabs_subseq";
paulson@15082
  1280
val Cauchy_Bseq = thm "Cauchy_Bseq";
paulson@15082
  1281
val NSCauchy_NSBseq = thm "NSCauchy_NSBseq";
paulson@15082
  1282
val NSCauchy_NSconvergent_iff = thm "NSCauchy_NSconvergent_iff";
paulson@15082
  1283
val Cauchy_convergent_iff = thm "Cauchy_convergent_iff";
paulson@15082
  1284
val NSLIMSEQ_le = thm "NSLIMSEQ_le";
paulson@15082
  1285
val LIMSEQ_le = thm "LIMSEQ_le";
paulson@15082
  1286
val LIMSEQ_le_const = thm "LIMSEQ_le_const";
paulson@15082
  1287
val NSLIMSEQ_le_const = thm "NSLIMSEQ_le_const";
paulson@15082
  1288
val LIMSEQ_le_const2 = thm "LIMSEQ_le_const2";
paulson@15082
  1289
val NSLIMSEQ_le_const2 = thm "NSLIMSEQ_le_const2";
paulson@15082
  1290
val NSLIMSEQ_Suc = thm "NSLIMSEQ_Suc";
paulson@15082
  1291
val LIMSEQ_Suc = thm "LIMSEQ_Suc";
paulson@15082
  1292
val NSLIMSEQ_imp_Suc = thm "NSLIMSEQ_imp_Suc";
paulson@15082
  1293
val LIMSEQ_imp_Suc = thm "LIMSEQ_imp_Suc";
paulson@15082
  1294
val LIMSEQ_Suc_iff = thm "LIMSEQ_Suc_iff";
paulson@15082
  1295
val NSLIMSEQ_Suc_iff = thm "NSLIMSEQ_Suc_iff";
paulson@15082
  1296
val LIMSEQ_rabs_zero = thm "LIMSEQ_rabs_zero";
paulson@15082
  1297
val NSLIMSEQ_rabs_zero = thm "NSLIMSEQ_rabs_zero";
paulson@15082
  1298
val NSLIMSEQ_imp_rabs = thm "NSLIMSEQ_imp_rabs";
paulson@15082
  1299
val LIMSEQ_imp_rabs = thm "LIMSEQ_imp_rabs";
paulson@15082
  1300
val LIMSEQ_inverse_zero = thm "LIMSEQ_inverse_zero";
paulson@15082
  1301
val NSLIMSEQ_inverse_zero = thm "NSLIMSEQ_inverse_zero";
paulson@15082
  1302
val LIMSEQ_inverse_real_of_nat = thm "LIMSEQ_inverse_real_of_nat";
paulson@15082
  1303
val NSLIMSEQ_inverse_real_of_nat = thm "NSLIMSEQ_inverse_real_of_nat";
paulson@15082
  1304
val LIMSEQ_inverse_real_of_nat_add = thm "LIMSEQ_inverse_real_of_nat_add";
paulson@15082
  1305
val NSLIMSEQ_inverse_real_of_nat_add = thm "NSLIMSEQ_inverse_real_of_nat_add";
paulson@15082
  1306
val LIMSEQ_inverse_real_of_nat_add_minus = thm "LIMSEQ_inverse_real_of_nat_add_minus";
paulson@15082
  1307
val NSLIMSEQ_inverse_real_of_nat_add_minus = thm "NSLIMSEQ_inverse_real_of_nat_add_minus";
paulson@15082
  1308
val LIMSEQ_inverse_real_of_nat_add_minus_mult = thm "LIMSEQ_inverse_real_of_nat_add_minus_mult";
paulson@15082
  1309
val NSLIMSEQ_inverse_real_of_nat_add_minus_mult = thm "NSLIMSEQ_inverse_real_of_nat_add_minus_mult";
paulson@15082
  1310
val NSLIMSEQ_pow = thm "NSLIMSEQ_pow";
paulson@15082
  1311
val LIMSEQ_pow = thm "LIMSEQ_pow";
paulson@15082
  1312
val Bseq_realpow = thm "Bseq_realpow";
paulson@15082
  1313
val monoseq_realpow = thm "monoseq_realpow";
paulson@15082
  1314
val convergent_realpow = thm "convergent_realpow";
paulson@15082
  1315
val NSLIMSEQ_realpow_zero = thm "NSLIMSEQ_realpow_zero";
paulson@15082
  1316
*}
paulson@15082
  1317
paulson@15241
  1318
paulson@10751
  1319
end