Theory Series
section ‹Infinite Series›
theory Series
imports Limits Inequalities
begin
subsection ‹Definition of infinite summability›
definition sums :: "(nat ⇒ 'a::{topological_space, comm_monoid_add}) ⇒ 'a ⇒ bool"
(infixr "sums" 80)
where "f sums s ⟷ (λn. ∑i<n. f i) ⇢ s"
definition summable :: "(nat ⇒ 'a::{topological_space, comm_monoid_add}) ⇒ bool"
where "summable f ⟷ (∃s. f sums s)"
definition suminf :: "(nat ⇒ 'a::{topological_space, comm_monoid_add}) ⇒ 'a"
(binder "∑" 10)
where "suminf f = (THE s. f sums s)"
text‹Variants of the definition›
lemma sums_def': "f sums s ⟷ (λn. ∑i = 0..n. f i) ⇢ s"
unfolding sums_def
apply (subst filterlim_sequentially_Suc [symmetric])
apply (simp only: lessThan_Suc_atMost atLeast0AtMost)
done
lemma sums_def_le: "f sums s ⟷ (λn. ∑i≤n. f i) ⇢ s"
by (simp add: sums_def' atMost_atLeast0)
lemma bounded_imp_summable:
fixes a :: "nat ⇒ 'a::{conditionally_complete_linorder,linorder_topology,linordered_comm_semiring_strict}"
assumes 0: "⋀n. a n ≥ 0" and bounded: "⋀n. (∑k≤n. a k) ≤ B"
shows "summable a"
proof -
have "bdd_above (range(λn. ∑k≤n. a k))"
by (meson bdd_aboveI2 bounded)
moreover have "incseq (λn. ∑k≤n. a k)"
by (simp add: mono_def "0" sum_mono2)
ultimately obtain s where "(λn. ∑k≤n. a k) ⇢ s"
using LIMSEQ_incseq_SUP by blast
then show ?thesis
by (auto simp: sums_def_le summable_def)
qed
subsection ‹Infinite summability on topological monoids›
lemma sums_subst[trans]: "f = g ⟹ g sums z ⟹ f sums z"
by simp
lemma sums_cong: "(⋀n. f n = g n) ⟹ f sums c ⟷ g sums c"
by presburger
lemma sums_summable: "f sums l ⟹ summable f"
by (simp add: sums_def summable_def, blast)
lemma summable_iff_convergent: "summable f ⟷ convergent (λn. ∑i<n. f i)"
by (simp add: summable_def sums_def convergent_def)
lemma summable_iff_convergent': "summable f ⟷ convergent (λn. sum f {..n})"
by (simp add: convergent_def summable_def sums_def_le)
lemma suminf_eq_lim: "suminf f = lim (λn. ∑i<n. f i)"
by (simp add: suminf_def sums_def lim_def)
lemma sums_zero[simp, intro]: "(λn. 0) sums 0"
unfolding sums_def by simp
lemma summable_zero[simp, intro]: "summable (λn. 0)"
by (rule sums_zero [THEN sums_summable])
lemma sums_group: "f sums s ⟹ 0 < k ⟹ (λn. sum f {n * k ..< n * k + k}) sums s"
apply (simp only: sums_def sum.nat_group tendsto_def eventually_sequentially)
apply (erule all_forward imp_forward exE| assumption)+
by (metis le_square mult.commute mult.left_neutral mult_le_cancel2 mult_le_mono)
lemma suminf_cong: "(⋀n. f n = g n) ⟹ suminf f = suminf g"
by presburger
lemma summable_cong:
fixes f g :: "nat ⇒ 'a::real_normed_vector"
assumes "eventually (λx. f x = g x) sequentially"
shows "summable f = summable g"
proof -
from assms obtain N where N: "∀n≥N. f n = g n"
by (auto simp: eventually_at_top_linorder)
define C where "C = (∑k<N. f k - g k)"
from eventually_ge_at_top[of N]
have "eventually (λn. sum f {..<n} = C + sum g {..<n}) sequentially"
proof eventually_elim
case (elim n)
then have "{..<n} = {..<N} ∪ {N..<n}"
by auto
also have "sum f ... = sum f {..<N} + sum f {N..<n}"
by (intro sum.union_disjoint) auto
also from N have "sum f {N..<n} = sum g {N..<n}"
by (intro sum.cong) simp_all
also have "sum f {..<N} + sum g {N..<n} = C + (sum g {..<N} + sum g {N..<n})"
unfolding C_def by (simp add: algebra_simps sum_subtractf)
also have "sum g {..<N} + sum g {N..<n} = sum g ({..<N} ∪ {N..<n})"
by (intro sum.union_disjoint [symmetric]) auto
also from elim have "{..<N} ∪ {N..<n} = {..<n}"
by auto
finally show "sum f {..<n} = C + sum g {..<n}" .
qed
from convergent_cong[OF this] show ?thesis
by (simp add: summable_iff_convergent convergent_add_const_iff)
qed
lemma sums_finite:
assumes [simp]: "finite N"
and f: "⋀n. n ∉ N ⟹ f n = 0"
shows "f sums (∑n∈N. f n)"
proof -
have eq: "sum f {..<n + Suc (Max N)} = sum f N" for n
by (rule sum.mono_neutral_right) (auto simp: add_increasing less_Suc_eq_le f)
show ?thesis
unfolding sums_def
by (rule LIMSEQ_offset[of _ "Suc (Max N)"])
(simp add: eq atLeast0LessThan del: add_Suc_right)
qed
corollary sums_0: "(⋀n. f n = 0) ⟹ (f sums 0)"
by (metis (no_types) finite.emptyI sum.empty sums_finite)
lemma summable_finite: "finite N ⟹ (⋀n. n ∉ N ⟹ f n = 0) ⟹ summable f"
by (rule sums_summable) (rule sums_finite)
lemma sums_If_finite_set: "finite A ⟹ (λr. if r ∈ A then f r else 0) sums (∑r∈A. f r)"
using sums_finite[of A "(λr. if r ∈ A then f r else 0)"] by simp
lemma summable_If_finite_set[simp, intro]: "finite A ⟹ summable (λr. if r ∈ A then f r else 0)"
by (rule sums_summable) (rule sums_If_finite_set)
lemma sums_If_finite: "finite {r. P r} ⟹ (λr. if P r then f r else 0) sums (∑r | P r. f r)"
using sums_If_finite_set[of "{r. P r}"] by simp
lemma summable_If_finite[simp, intro]: "finite {r. P r} ⟹ summable (λr. if P r then f r else 0)"
by (rule sums_summable) (rule sums_If_finite)
lemma sums_single: "(λr. if r = i then f r else 0) sums f i"
using sums_If_finite[of "λr. r = i"] by simp
lemma summable_single[simp, intro]: "summable (λr. if r = i then f r else 0)"
by (rule sums_summable) (rule sums_single)
context
fixes f :: "nat ⇒ 'a::{t2_space,comm_monoid_add}"
begin
lemma summable_sums[intro]: "summable f ⟹ f sums (suminf f)"
by (simp add: summable_def sums_def suminf_def)
(metis convergent_LIMSEQ_iff convergent_def lim_def)
lemma summable_LIMSEQ: "summable f ⟹ (λn. ∑i<n. f i) ⇢ suminf f"
by (rule summable_sums [unfolded sums_def])
lemma summable_LIMSEQ': "summable f ⟹ (λn. ∑i≤n. f i) ⇢ suminf f"
using sums_def_le by blast
lemma sums_unique: "f sums s ⟹ s = suminf f"
by (metis limI suminf_eq_lim sums_def)
lemma sums_iff: "f sums x ⟷ summable f ∧ suminf f = x"
by (metis summable_sums sums_summable sums_unique)
lemma summable_sums_iff: "summable f ⟷ f sums suminf f"
by (auto simp: sums_iff summable_sums)
lemma sums_unique2: "f sums a ⟹ f sums b ⟹ a = b"
for a b :: 'a
by (simp add: sums_iff)
lemma sums_Uniq: "∃⇩≤⇩1a. f sums a"
for a b :: 'a
by (simp add: sums_unique2 Uniq_def)
lemma suminf_finite:
assumes N: "finite N"
and f: "⋀n. n ∉ N ⟹ f n = 0"
shows "suminf f = (∑n∈N. f n)"
using sums_finite[OF assms, THEN sums_unique] by simp
end
lemma suminf_zero[simp]: "suminf (λn. 0::'a::{t2_space, comm_monoid_add}) = 0"
by (rule sums_zero [THEN sums_unique, symmetric])
subsection ‹Infinite summability on ordered, topological monoids›
lemma sums_le: "(⋀n. f n ≤ g n) ⟹ f sums s ⟹ g sums t ⟹ s ≤ t"
for f g :: "nat ⇒ 'a::{ordered_comm_monoid_add,linorder_topology}"
by (rule LIMSEQ_le) (auto intro: sum_mono simp: sums_def)
context
fixes f :: "nat ⇒ 'a::{ordered_comm_monoid_add,linorder_topology}"
begin
lemma suminf_le: "(⋀n. f n ≤ g n) ⟹ summable f ⟹ summable g ⟹ suminf f ≤ suminf g"
using sums_le by blast
lemma sum_le_suminf:
shows "summable f ⟹ finite I ⟹ (⋀n. n ∈- I ⟹ 0 ≤ f n) ⟹ sum f I ≤ suminf f"
by (rule sums_le[OF _ sums_If_finite_set summable_sums]) auto
lemma suminf_nonneg: "summable f ⟹ (⋀n. 0 ≤ f n) ⟹ 0 ≤ suminf f"
using sum_le_suminf by force
lemma suminf_le_const: "summable f ⟹ (⋀n. sum f {..<n} ≤ x) ⟹ suminf f ≤ x"
by (metis LIMSEQ_le_const2 summable_LIMSEQ)
lemma suminf_eq_zero_iff:
assumes "summable f" and pos: "⋀n. 0 ≤ f n"
shows "suminf f = 0 ⟷ (∀n. f n = 0)"
proof
assume L: "suminf f = 0"
then have f: "(λn. ∑i<n. f i) ⇢ 0"
using summable_LIMSEQ[of f] assms by simp
then have "⋀i. (∑n∈{i}. f n) ≤ 0"
by (metis L ‹summable f› order_refl pos sum.infinite sum_le_suminf)
with pos show "∀n. f n = 0"
by (simp add: order.antisym)
qed (metis suminf_zero fun_eq_iff)
lemma suminf_pos_iff: "summable f ⟹ (⋀n. 0 ≤ f n) ⟹ 0 < suminf f ⟷ (∃i. 0 < f i)"
using sum_le_suminf[of "{}"] suminf_eq_zero_iff by (simp add: less_le)
lemma suminf_pos2:
assumes "summable f" "⋀n. 0 ≤ f n" "0 < f i"
shows "0 < suminf f"
proof -
have "0 < (∑n<Suc i. f n)"
using assms by (intro sum_pos2[where i=i]) auto
also have "… ≤ suminf f"
using assms by (intro sum_le_suminf) auto
finally show ?thesis .
qed
lemma suminf_pos: "summable f ⟹ (⋀n. 0 < f n) ⟹ 0 < suminf f"
by (intro suminf_pos2[where i=0]) (auto intro: less_imp_le)
end
context
fixes f :: "nat ⇒ 'a::{ordered_cancel_comm_monoid_add,linorder_topology}"
begin
lemma sum_less_suminf2:
"summable f ⟹ (⋀m. m≥n ⟹ 0 ≤ f m) ⟹ n ≤ i ⟹ 0 < f i ⟹ sum f {..<n} < suminf f"
using sum_le_suminf[of f "{..< Suc i}"]
and add_strict_increasing[of "f i" "sum f {..<n}" "sum f {..<i}"]
and sum_mono2[of "{..<i}" "{..<n}" f]
by (auto simp: less_imp_le ac_simps)
lemma sum_less_suminf: "summable f ⟹ (⋀m. m≥n ⟹ 0 < f m) ⟹ sum f {..<n} < suminf f"
using sum_less_suminf2[of n n] by (simp add: less_imp_le)
end
lemma summableI_nonneg_bounded:
fixes f :: "nat ⇒ 'a::{ordered_comm_monoid_add,linorder_topology,conditionally_complete_linorder}"
assumes pos[simp]: "⋀n. 0 ≤ f n"
and le: "⋀n. (∑i<n. f i) ≤ x"
shows "summable f"
unfolding summable_def sums_def [abs_def]
proof (rule exI LIMSEQ_incseq_SUP)+
show "bdd_above (range (λn. sum f {..<n}))"
using le by (auto simp: bdd_above_def)
show "incseq (λn. sum f {..<n})"
by (auto simp: mono_def intro!: sum_mono2)
qed
lemma summableI[intro, simp]: "summable f"
for f :: "nat ⇒ 'a::{canonically_ordered_monoid_add,linorder_topology,complete_linorder}"
by (intro summableI_nonneg_bounded[where x=top] zero_le top_greatest)
lemma suminf_eq_SUP_real:
assumes X: "summable X" "⋀i. 0 ≤ X i" shows "suminf X = (SUP i. ∑n<i. X n::real)"
by (intro LIMSEQ_unique[OF summable_LIMSEQ] X LIMSEQ_incseq_SUP)
(auto intro!: bdd_aboveI2[where M="∑i. X i"] sum_le_suminf X monoI sum_mono2)
subsection ‹Infinite summability on topological monoids›
context
fixes f g :: "nat ⇒ 'a::{t2_space,topological_comm_monoid_add}"
begin
lemma sums_Suc:
assumes "(λn. f (Suc n)) sums l"
shows "f sums (l + f 0)"
proof -
have "(λn. (∑i<n. f (Suc i)) + f 0) ⇢ l + f 0"
using assms by (auto intro!: tendsto_add simp: sums_def)
moreover have "(∑i<n. f (Suc i)) + f 0 = (∑i<Suc n. f i)" for n
unfolding lessThan_Suc_eq_insert_0
by (simp add: ac_simps sum.atLeast1_atMost_eq image_Suc_lessThan)
ultimately show ?thesis
by (auto simp: sums_def simp del: sum.lessThan_Suc intro: filterlim_sequentially_Suc[THEN iffD1])
qed
lemma sums_add: "f sums a ⟹ g sums b ⟹ (λn. f n + g n) sums (a + b)"
unfolding sums_def by (simp add: sum.distrib tendsto_add)
lemma summable_add: "summable f ⟹ summable g ⟹ summable (λn. f n + g n)"
unfolding summable_def by (auto intro: sums_add)
lemma suminf_add: "summable f ⟹ summable g ⟹ suminf f + suminf g = (∑n. f n + g n)"
by (intro sums_unique sums_add summable_sums)
end
context
fixes f :: "'i ⇒ nat ⇒ 'a::{t2_space,topological_comm_monoid_add}"
and I :: "'i set"
begin
lemma sums_sum: "(⋀i. i ∈ I ⟹ (f i) sums (x i)) ⟹ (λn. ∑i∈I. f i n) sums (∑i∈I. x i)"
by (induct I rule: infinite_finite_induct) (auto intro!: sums_add)
lemma suminf_sum: "(⋀i. i ∈ I ⟹ summable (f i)) ⟹ (∑n. ∑i∈I. f i n) = (∑i∈I. ∑n. f i n)"
using sums_unique[OF sums_sum, OF summable_sums] by simp
lemma summable_sum: "(⋀i. i ∈ I ⟹ summable (f i)) ⟹ summable (λn. ∑i∈I. f i n)"
using sums_summable[OF sums_sum[OF summable_sums]] .
end
lemma sums_If_finite_set':
fixes f g :: "nat ⇒ 'a::{t2_space,topological_ab_group_add}"
assumes "g sums S" and "finite A" and "S' = S + (∑n∈A. f n - g n)"
shows "(λn. if n ∈ A then f n else g n) sums S'"
proof -
have "(λn. g n + (if n ∈ A then f n - g n else 0)) sums (S + (∑n∈A. f n - g n))"
by (intro sums_add assms sums_If_finite_set)
also have "(λn. g n + (if n ∈ A then f n - g n else 0)) = (λn. if n ∈ A then f n else g n)"
by (simp add: fun_eq_iff)
finally show ?thesis using assms by simp
qed
subsection ‹Infinite summability on real normed vector spaces›
context
fixes f :: "nat ⇒ 'a::real_normed_vector"
begin
lemma sums_Suc_iff: "(λn. f (Suc n)) sums s ⟷ f sums (s + f 0)"
proof -
have "f sums (s + f 0) ⟷ (λi. ∑j<Suc i. f j) ⇢ s + f 0"
by (subst filterlim_sequentially_Suc) (simp add: sums_def)
also have "… ⟷ (λi. (∑j<i. f (Suc j)) + f 0) ⇢ s + f 0"
by (simp add: ac_simps lessThan_Suc_eq_insert_0 image_Suc_lessThan sum.atLeast1_atMost_eq)
also have "… ⟷ (λn. f (Suc n)) sums s"
proof
assume "(λi. (∑j<i. f (Suc j)) + f 0) ⇢ s + f 0"
with tendsto_add[OF this tendsto_const, of "- f 0"] show "(λi. f (Suc i)) sums s"
by (simp add: sums_def)
qed (auto intro: tendsto_add simp: sums_def)
finally show ?thesis ..
qed
lemma summable_Suc_iff: "summable (λn. f (Suc n)) = summable f"
proof
assume "summable f"
then have "f sums suminf f"
by (rule summable_sums)
then have "(λn. f (Suc n)) sums (suminf f - f 0)"
by (simp add: sums_Suc_iff)
then show "summable (λn. f (Suc n))"
unfolding summable_def by blast
qed (auto simp: sums_Suc_iff summable_def)
lemma sums_Suc_imp: "f 0 = 0 ⟹ (λn. f (Suc n)) sums s ⟹ (λn. f n) sums s"
using sums_Suc_iff by simp
end
context
fixes f :: "nat ⇒ 'a::real_normed_vector"
begin
lemma sums_diff: "f sums a ⟹ g sums b ⟹ (λn. f n - g n) sums (a - b)"
unfolding sums_def by (simp add: sum_subtractf tendsto_diff)
lemma summable_diff: "summable f ⟹ summable g ⟹ summable (λn. f n - g n)"
unfolding summable_def by (auto intro: sums_diff)
lemma suminf_diff: "summable f ⟹ summable g ⟹ suminf f - suminf g = (∑n. f n - g n)"
by (intro sums_unique sums_diff summable_sums)
lemma sums_minus: "f sums a ⟹ (λn. - f n) sums (- a)"
unfolding sums_def by (simp add: sum_negf tendsto_minus)
lemma summable_minus: "summable f ⟹ summable (λn. - f n)"
unfolding summable_def by (auto intro: sums_minus)
lemma suminf_minus: "summable f ⟹ (∑n. - f n) = - (∑n. f n)"
by (intro sums_unique [symmetric] sums_minus summable_sums)
lemma sums_iff_shift: "(λi. f (i + n)) sums s ⟷ f sums (s + (∑i<n. f i))"
proof (induct n arbitrary: s)
case 0
then show ?case by simp
next
case (Suc n)
then have "(λi. f (Suc i + n)) sums s ⟷ (λi. f (i + n)) sums (s + f n)"
by (subst sums_Suc_iff) simp
with Suc show ?case
by (simp add: ac_simps)
qed
corollary sums_iff_shift': "(λi. f (i + n)) sums (s - (∑i<n. f i)) ⟷ f sums s"
by (simp add: sums_iff_shift)
lemma sums_zero_iff_shift:
assumes "⋀i. i < n ⟹ f i = 0"
shows "(λi. f (i+n)) sums s ⟷ (λi. f i) sums s"
by (simp add: assms sums_iff_shift)
lemma summable_iff_shift [simp]: "summable (λn. f (n + k)) ⟷ summable f"
by (metis diff_add_cancel summable_def sums_iff_shift [abs_def])
lemma sums_split_initial_segment: "f sums s ⟹ (λi. f (i + n)) sums (s - (∑i<n. f i))"
by (simp add: sums_iff_shift)
lemma summable_ignore_initial_segment: "summable f ⟹ summable (λn. f(n + k))"
by (simp add: summable_iff_shift)
lemma suminf_minus_initial_segment: "summable f ⟹ (∑n. f (n + k)) = (∑n. f n) - (∑i<k. f i)"
by (rule sums_unique[symmetric]) (auto simp: sums_iff_shift)
lemma suminf_split_initial_segment: "summable f ⟹ suminf f = (∑n. f(n + k)) + (∑i<k. f i)"
by (auto simp add: suminf_minus_initial_segment)
lemma suminf_split_head: "summable f ⟹ (∑n. f (Suc n)) = suminf f - f 0"
using suminf_split_initial_segment[of 1] by simp
lemma suminf_exist_split:
fixes r :: real
assumes "0 < r" and "summable f"
shows "∃N. ∀n≥N. norm (∑i. f (i + n)) < r"
proof -
from LIMSEQ_D[OF summable_LIMSEQ[OF ‹summable f›] ‹0 < r›]
obtain N :: nat where "∀ n ≥ N. norm (sum f {..<n} - suminf f) < r"
by auto
then show ?thesis
by (auto simp: norm_minus_commute suminf_minus_initial_segment[OF ‹summable f›])
qed
lemma summable_LIMSEQ_zero:
assumes "summable f" shows "f ⇢ 0"
proof -
have "Cauchy (λn. sum f {..<n})"
using LIMSEQ_imp_Cauchy assms summable_LIMSEQ by blast
then show ?thesis
unfolding Cauchy_iff LIMSEQ_iff
by (metis add.commute add_diff_cancel_right' diff_zero le_SucI sum.lessThan_Suc)
qed
lemma summable_imp_convergent: "summable f ⟹ convergent f"
by (force dest!: summable_LIMSEQ_zero simp: convergent_def)
lemma summable_imp_Bseq: "summable f ⟹ Bseq f"
by (simp add: convergent_imp_Bseq summable_imp_convergent)
end
lemma summable_minus_iff: "summable (λn. - f n) ⟷ summable f"
for f :: "nat ⇒ 'a::real_normed_vector"
by (auto dest: summable_minus)
lemma (in bounded_linear) sums: "(λn. X n) sums a ⟹ (λn. f (X n)) sums (f a)"
unfolding sums_def by (drule tendsto) (simp only: sum)
lemma (in bounded_linear) summable: "summable (λn. X n) ⟹ summable (λn. f (X n))"
unfolding summable_def by (auto intro: sums)
lemma (in bounded_linear) suminf: "summable (λn. X n) ⟹ f (∑n. X n) = (∑n. f (X n))"
by (intro sums_unique sums summable_sums)
lemmas sums_of_real = bounded_linear.sums [OF bounded_linear_of_real]
lemmas summable_of_real = bounded_linear.summable [OF bounded_linear_of_real]
lemmas suminf_of_real = bounded_linear.suminf [OF bounded_linear_of_real]
lemmas sums_scaleR_left = bounded_linear.sums[OF bounded_linear_scaleR_left]
lemmas summable_scaleR_left = bounded_linear.summable[OF bounded_linear_scaleR_left]
lemmas suminf_scaleR_left = bounded_linear.suminf[OF bounded_linear_scaleR_left]
lemmas sums_scaleR_right = bounded_linear.sums[OF bounded_linear_scaleR_right]
lemmas summable_scaleR_right = bounded_linear.summable[OF bounded_linear_scaleR_right]
lemmas suminf_scaleR_right = bounded_linear.suminf[OF bounded_linear_scaleR_right]
lemma summable_const_iff: "summable (λ_. c) ⟷ c = 0"
for c :: "'a::real_normed_vector"
proof -
have "¬ summable (λ_. c)" if "c ≠ 0"
proof -
from that have "filterlim (λn. of_nat n * norm c) at_top sequentially"
by (subst mult.commute)
(auto intro!: filterlim_tendsto_pos_mult_at_top filterlim_real_sequentially)
then have "¬ convergent (λn. norm (∑k<n. c))"
by (intro filterlim_at_infinity_imp_not_convergent filterlim_at_top_imp_at_infinity)
(simp_all add: sum_constant_scaleR)
then show ?thesis
unfolding summable_iff_convergent using convergent_norm by blast
qed
then show ?thesis by auto
qed
subsection ‹Infinite summability on real normed algebras›
context
fixes f :: "nat ⇒ 'a::real_normed_algebra"
begin
lemma sums_mult: "f sums a ⟹ (λn. c * f n) sums (c * a)"
by (rule bounded_linear.sums [OF bounded_linear_mult_right])
lemma summable_mult: "summable f ⟹ summable (λn. c * f n)"
by (rule bounded_linear.summable [OF bounded_linear_mult_right])
lemma suminf_mult: "summable f ⟹ suminf (λn. c * f n) = c * suminf f"
by (rule bounded_linear.suminf [OF bounded_linear_mult_right, symmetric])
lemma sums_mult2: "f sums a ⟹ (λn. f n * c) sums (a * c)"
by (rule bounded_linear.sums [OF bounded_linear_mult_left])
lemma summable_mult2: "summable f ⟹ summable (λn. f n * c)"
by (rule bounded_linear.summable [OF bounded_linear_mult_left])
lemma suminf_mult2: "summable f ⟹ suminf f * c = (∑n. f n * c)"
by (rule bounded_linear.suminf [OF bounded_linear_mult_left])
end
lemma sums_mult_iff:
fixes f :: "nat ⇒ 'a::{real_normed_algebra,field}"
assumes "c ≠ 0"
shows "(λn. c * f n) sums (c * d) ⟷ f sums d"
using sums_mult[of f d c] sums_mult[of "λn. c * f n" "c * d" "inverse c"]
by (force simp: field_simps assms)
lemma sums_mult2_iff:
fixes f :: "nat ⇒ 'a::{real_normed_algebra,field}"
assumes "c ≠ 0"
shows "(λn. f n * c) sums (d * c) ⟷ f sums d"
using sums_mult_iff[OF assms, of f d] by (simp add: mult.commute)
lemma sums_of_real_iff:
"(λn. of_real (f n) :: 'a::real_normed_div_algebra) sums of_real c ⟷ f sums c"
by (simp add: sums_def of_real_sum[symmetric] tendsto_of_real_iff del: of_real_sum)
subsection ‹Infinite summability on real normed fields›
context
fixes c :: "'a::real_normed_field"
begin
lemma sums_divide: "f sums a ⟹ (λn. f n / c) sums (a / c)"
by (rule bounded_linear.sums [OF bounded_linear_divide])
lemma summable_divide: "summable f ⟹ summable (λn. f n / c)"
by (rule bounded_linear.summable [OF bounded_linear_divide])
lemma suminf_divide: "summable f ⟹ suminf (λn. f n / c) = suminf f / c"
by (rule bounded_linear.suminf [OF bounded_linear_divide, symmetric])
lemma summable_inverse_divide: "summable (inverse ∘ f) ⟹ summable (λn. c / f n)"
by (auto dest: summable_mult [of _ c] simp: field_simps)
lemma sums_mult_D: "(λn. c * f n) sums a ⟹ c ≠ 0 ⟹ f sums (a/c)"
using sums_mult_iff by fastforce
lemma summable_mult_D: "summable (λn. c * f n) ⟹ c ≠ 0 ⟹ summable f"
by (auto dest: summable_divide)
text ‹Sum of a geometric progression.›
lemma geometric_sums:
assumes "norm c < 1"
shows "(λn. c^n) sums (1 / (1 - c))"
proof -
have neq_0: "c - 1 ≠ 0"
using assms by auto
then have "(λn. c ^ n / (c - 1) - 1 / (c - 1)) ⇢ 0 / (c - 1) - 1 / (c - 1)"
by (intro tendsto_intros assms)
then have "(λn. (c ^ n - 1) / (c - 1)) ⇢ 1 / (1 - c)"
by (simp add: nonzero_minus_divide_right [OF neq_0] diff_divide_distrib)
with neq_0 show "(λn. c ^ n) sums (1 / (1 - c))"
by (simp add: sums_def geometric_sum)
qed
lemma summable_geometric: "norm c < 1 ⟹ summable (λn. c^n)"
by (rule geometric_sums [THEN sums_summable])
lemma suminf_geometric: "norm c < 1 ⟹ suminf (λn. c^n) = 1 / (1 - c)"
by (rule sums_unique[symmetric]) (rule geometric_sums)
lemma summable_geometric_iff [simp]: "summable (λn. c ^ n) ⟷ norm c < 1"
proof
assume "summable (λn. c ^ n :: 'a :: real_normed_field)"
then have "(λn. norm c ^ n) ⇢ 0"
by (simp add: norm_power [symmetric] tendsto_norm_zero_iff summable_LIMSEQ_zero)
from order_tendstoD(2)[OF this zero_less_one] obtain n where "norm c ^ n < 1"
by (auto simp: eventually_at_top_linorder)
then show "norm c < 1" using one_le_power[of "norm c" n]
by (cases "norm c ≥ 1") (linarith, simp)
qed (rule summable_geometric)
end
text ‹Biconditional versions for constant factors›
context
fixes c :: "'a::real_normed_field"
begin
lemma summable_cmult_iff [simp]: "summable (λn. c * f n) ⟷ c=0 ∨ summable f"
proof -
have "⟦summable (λn. c * f n); c ≠ 0⟧ ⟹ summable f"
using summable_mult_D by blast
then show ?thesis
by (auto simp: summable_mult)
qed
lemma summable_divide_iff [simp]: "summable (λn. f n / c) ⟷ c=0 ∨ summable f"
proof -
have "⟦summable (λn. f n / c); c ≠ 0⟧ ⟹ summable f"
by (auto dest: summable_divide [where c = "1/c"])
then show ?thesis
by (auto simp: summable_divide)
qed
end
lemma power_half_series: "(λn. (1/2::real)^Suc n) sums 1"
proof -
have 2: "(λn. (1/2::real)^n) sums 2"
using geometric_sums [of "1/2::real"] by auto
have "(λn. (1/2::real)^Suc n) = (λn. (1 / 2) ^ n / 2)"
by (simp add: mult.commute)
then show ?thesis
using sums_divide [OF 2, of 2] by simp
qed
subsection ‹Telescoping›
lemma telescope_sums:
fixes c :: "'a::real_normed_vector"
assumes "f ⇢ c"
shows "(λn. f (Suc n) - f n) sums (c - f 0)"
unfolding sums_def
proof (subst filterlim_sequentially_Suc [symmetric])
have "(λn. ∑k<Suc n. f (Suc k) - f k) = (λn. f (Suc n) - f 0)"
by (simp add: lessThan_Suc_atMost atLeast0AtMost [symmetric] sum_Suc_diff)
also have "… ⇢ c - f 0"
by (intro tendsto_diff LIMSEQ_Suc[OF assms] tendsto_const)
finally show "(λn. ∑n<Suc n. f (Suc n) - f n) ⇢ c - f 0" .
qed
lemma telescope_sums':
fixes c :: "'a::real_normed_vector"
assumes "f ⇢ c"
shows "(λn. f n - f (Suc n)) sums (f 0 - c)"
using sums_minus[OF telescope_sums[OF assms]] by (simp add: algebra_simps)
lemma telescope_summable:
fixes c :: "'a::real_normed_vector"
assumes "f ⇢ c"
shows "summable (λn. f (Suc n) - f n)"
using telescope_sums[OF assms] by (simp add: sums_iff)
lemma telescope_summable':
fixes c :: "'a::real_normed_vector"
assumes "f ⇢ c"
shows "summable (λn. f n - f (Suc n))"
using summable_minus[OF telescope_summable[OF assms]] by (simp add: algebra_simps)
subsection ‹Infinite summability on Banach spaces›
text ‹Cauchy-type criterion for convergence of series (c.f. Harrison).›
lemma summable_Cauchy: "summable f ⟷ (∀e>0. ∃N. ∀m≥N. ∀n. norm (sum f {m..<n}) < e)" (is "_ = ?rhs")
for f :: "nat ⇒ 'a::banach"
proof
assume f: "summable f"
show ?rhs
proof clarify
fix e :: real
assume "0 < e"
then obtain M where M: "⋀m n. ⟦m≥M; n≥M⟧ ⟹ norm (sum f {..<m} - sum f {..<n}) < e"
using f by (force simp add: summable_iff_convergent Cauchy_convergent_iff [symmetric] Cauchy_iff)
have "norm (sum f {m..<n}) < e" if "m ≥ M" for m n
proof (cases m n rule: linorder_class.le_cases)
assume "m ≤ n"
then show ?thesis
by (metis (mono_tags, opaque_lifting) M atLeast0LessThan order_trans sum_diff_nat_ivl that zero_le)
next
assume "n ≤ m"
then show ?thesis
by (simp add: ‹0 < e›)
qed
then show "∃N. ∀m≥N. ∀n. norm (sum f {m..<n}) < e"
by blast
qed
next
assume r: ?rhs
then show "summable f"
unfolding summable_iff_convergent Cauchy_convergent_iff [symmetric] Cauchy_iff
proof clarify
fix e :: real
assume "0 < e"
with r obtain N where N: "⋀m n. m ≥ N ⟹ norm (sum f {m..<n}) < e"
by blast
have "norm (sum f {..<m} - sum f {..<n}) < e" if "m≥N" "n≥N" for m n
proof (cases m n rule: linorder_class.le_cases)
assume "m ≤ n"
then show ?thesis
by (metis N finite_lessThan lessThan_minus_lessThan lessThan_subset_iff norm_minus_commute sum_diff ‹m≥N›)
next
assume "n ≤ m"
then show ?thesis
by (metis N finite_lessThan lessThan_minus_lessThan lessThan_subset_iff sum_diff ‹n≥N›)
qed
then show "∃M. ∀m≥M. ∀n≥M. norm (sum f {..<m} - sum f {..<n}) < e"
by blast
qed
qed
lemma summable_Cauchy':
fixes f :: "nat ⇒ 'a :: banach"
assumes ev: "eventually (λm. ∀n≥m. norm (sum f {m..<n}) ≤ g m) sequentially"
assumes g0: "g ⇢ 0"
shows "summable f"
proof (subst summable_Cauchy, intro allI impI, goal_cases)
case (1 e)
then have "∀⇩F x in sequentially. g x < e"
using g0 order_tendstoD(2) by blast
with ev have "eventually (λm. ∀n. norm (sum f {m..<n}) < e) at_top"
proof eventually_elim
case (elim m)
show ?case
proof
fix n
from elim show "norm (sum f {m..<n}) < e"
by (cases "n ≥ m") auto
qed
qed
thus ?case by (auto simp: eventually_at_top_linorder)
qed
context
fixes f :: "nat ⇒ 'a::banach"
begin
text ‹Absolute convergence imples normal convergence.›
lemma summable_norm_cancel: "summable (λn. norm (f n)) ⟹ summable f"
unfolding summable_Cauchy
apply (erule all_forward imp_forward ex_forward | assumption)+
apply (fastforce simp add: order_le_less_trans [OF norm_sum] order_le_less_trans [OF abs_ge_self])
done
lemma summable_norm: "summable (λn. norm (f n)) ⟹ norm (suminf f) ≤ (∑n. norm (f n))"
by (auto intro: LIMSEQ_le tendsto_norm summable_norm_cancel summable_LIMSEQ norm_sum)
text ‹Comparison tests.›
lemma summable_comparison_test:
assumes fg: "∃N. ∀n≥N. norm (f n) ≤ g n" and g: "summable g"
shows "summable f"
proof -
obtain N where N: "⋀n. n≥N ⟹ norm (f n) ≤ g n"
using assms by blast
show ?thesis
proof (clarsimp simp add: summable_Cauchy)
fix e :: real
assume "0 < e"
then obtain Ng where Ng: "⋀m n. m ≥ Ng ⟹ norm (sum g {m..<n}) < e"
using g by (fastforce simp: summable_Cauchy)
with N have "norm (sum f {m..<n}) < e" if "m≥max N Ng" for m n
proof -
have "norm (sum f {m..<n}) ≤ sum g {m..<n}"
using N that by (force intro: sum_norm_le)
also have "... ≤ norm (sum g {m..<n})"
by simp
also have "... < e"
using Ng that by auto
finally show ?thesis .
qed
then show "∃N. ∀m≥N. ∀n. norm (sum f {m..<n}) < e"
by blast
qed
qed
lemma summable_comparison_test_ev:
"eventually (λn. norm (f n) ≤ g n) sequentially ⟹ summable g ⟹ summable f"
by (rule summable_comparison_test) (auto simp: eventually_at_top_linorder)
text ‹A better argument order.›
lemma summable_comparison_test': "summable g ⟹ (⋀n. n ≥ N ⟹ norm (f n) ≤ g n) ⟹ summable f"
by (rule summable_comparison_test) auto
subsection ‹The Ratio Test›
lemma summable_ratio_test:
assumes "c < 1" "⋀n. n ≥ N ⟹ norm (f (Suc n)) ≤ c * norm (f n)"
shows "summable f"
proof (cases "0 < c")
case True
show "summable f"
proof (rule summable_comparison_test)
show "∃N'. ∀n≥N'. norm (f n) ≤ (norm (f N) / (c ^ N)) * c ^ n"
proof (intro exI allI impI)
fix n
assume "N ≤ n"
then show "norm (f n) ≤ (norm (f N) / (c ^ N)) * c ^ n"
proof (induct rule: inc_induct)
case base
with True show ?case by simp
next
case (step m)
have "norm (f (Suc m)) / c ^ Suc m * c ^ n ≤ norm (f m) / c ^ m * c ^ n"
using ‹0 < c› ‹c < 1› assms(2)[OF ‹N ≤ m›] by (simp add: field_simps)
with step show ?case by simp
qed
qed
show "summable (λn. norm (f N) / c ^ N * c ^ n)"
using ‹0 < c› ‹c < 1› by (intro summable_mult summable_geometric) simp
qed
next
case False
have "f (Suc n) = 0" if "n ≥ N" for n
proof -
from that have "norm (f (Suc n)) ≤ c * norm (f n)"
by (rule assms(2))
also have "… ≤ 0"
using False by (simp add: not_less mult_nonpos_nonneg)
finally show ?thesis
by auto
qed
then show "summable f"
by (intro sums_summable[OF sums_finite, of "{.. Suc N}"]) (auto simp: not_le Suc_less_eq2)
qed
end
text ‹Relations among convergence and absolute convergence for power series.›
lemma Abel_lemma:
fixes a :: "nat ⇒ 'a::real_normed_vector"
assumes r: "0 ≤ r"
and r0: "r < r0"
and M: "⋀n. norm (a n) * r0^n ≤ M"
shows "summable (λn. norm (a n) * r^n)"
proof (rule summable_comparison_test')
show "summable (λn. M * (r / r0) ^ n)"
using assms by (auto simp add: summable_mult summable_geometric)
show "norm (norm (a n) * r ^ n) ≤ M * (r / r0) ^ n" for n
using r r0 M [of n] dual_order.order_iff_strict
by (fastforce simp add: abs_mult field_simps)
qed
text ‹Summability of geometric series for real algebras.›
lemma complete_algebra_summable_geometric:
fixes x :: "'a::{real_normed_algebra_1,banach}"
assumes "norm x < 1"
shows "summable (λn. x ^ n)"
proof (rule summable_comparison_test)
show "∃N. ∀n≥N. norm (x ^ n) ≤ norm x ^ n"
by (simp add: norm_power_ineq)
from assms show "summable (λn. norm x ^ n)"
by (simp add: summable_geometric)
qed
subsection ‹Cauchy Product Formula›
text ‹
Proof based on Analysis WebNotes: Chapter 07, Class 41
🌐‹http://www.math.unl.edu/~webnotes/classes/class41/prp77.htm›
›
lemma Cauchy_product_sums:
fixes a b :: "nat ⇒ 'a::{real_normed_algebra,banach}"
assumes a: "summable (λk. norm (a k))"
and b: "summable (λk. norm (b k))"
shows "(λk. ∑i≤k. a i * b (k - i)) sums ((∑k. a k) * (∑k. b k))"
proof -
let ?S1 = "λn::nat. {..<n} × {..<n}"
let ?S2 = "λn::nat. {(i,j). i + j < n}"
have S1_mono: "⋀m n. m ≤ n ⟹ ?S1 m ⊆ ?S1 n" by auto
have S2_le_S1: "⋀n. ?S2 n ⊆ ?S1 n" by auto
have S1_le_S2: "⋀n. ?S1 (n div 2) ⊆ ?S2 n" by auto
have finite_S1: "⋀n. finite (?S1 n)" by simp
with S2_le_S1 have finite_S2: "⋀n. finite (?S2 n)" by (rule finite_subset)
let ?g = "λ(i,j). a i * b j"
let ?f = "λ(i,j). norm (a i) * norm (b j)"
have f_nonneg: "⋀x. 0 ≤ ?f x" by auto
then have norm_sum_f: "⋀A. norm (sum ?f A) = sum ?f A"
unfolding real_norm_def
by (simp only: abs_of_nonneg sum_nonneg [rule_format])
have "(λn. (∑k<n. a k) * (∑k<n. b k)) ⇢ (∑k. a k) * (∑k. b k)"
by (intro tendsto_mult summable_LIMSEQ summable_norm_cancel [OF a] summable_norm_cancel [OF b])
then have 1: "(λn. sum ?g (?S1 n)) ⇢ (∑k. a k) * (∑k. b k)"
by (simp only: sum_product sum.Sigma [rule_format] finite_lessThan)
have "(λn. (∑k<n. norm (a k)) * (∑k<n. norm (b k))) ⇢ (∑k. norm (a k)) * (∑k. norm (b k))"
using a b by (intro tendsto_mult summable_LIMSEQ)
then have "(λn. sum ?f (?S1 n)) ⇢ (∑k. norm (a k)) * (∑k. norm (b k))"
by (simp only: sum_product sum.Sigma [rule_format] finite_lessThan)
then have "convergent (λn. sum ?f (?S1 n))"
by (rule convergentI)
then have Cauchy: "Cauchy (λn. sum ?f (?S1 n))"
by (rule convergent_Cauchy)
have "Zfun (λn. sum ?f (?S1 n - ?S2 n)) sequentially"
proof (rule ZfunI, simp only: eventually_sequentially norm_sum_f)
fix r :: real
assume r: "0 < r"
from CauchyD [OF Cauchy r] obtain N
where "∀m≥N. ∀n≥N. norm (sum ?f (?S1 m) - sum ?f (?S1 n)) < r" ..
then have "⋀m n. N ≤ n ⟹ n ≤ m ⟹ norm (sum ?f (?S1 m - ?S1 n)) < r"
by (simp only: sum_diff finite_S1 S1_mono)
then have N: "⋀m n. N ≤ n ⟹ n ≤ m ⟹ sum ?f (?S1 m - ?S1 n) < r"
by (simp only: norm_sum_f)
show "∃N. ∀n≥N. sum ?f (?S1 n - ?S2 n) < r"
proof (intro exI allI impI)
fix n
assume "2 * N ≤ n"
then have n: "N ≤ n div 2" by simp
have "sum ?f (?S1 n - ?S2 n) ≤ sum ?f (?S1 n - ?S1 (n div 2))"
by (intro sum_mono2 finite_Diff finite_S1 f_nonneg Diff_mono subset_refl S1_le_S2)
also have "… < r"
using n div_le_dividend by (rule N)
finally show "sum ?f (?S1 n - ?S2 n) < r" .
qed
qed
then have "Zfun (λn. sum ?g (?S1 n - ?S2 n)) sequentially"
apply (rule Zfun_le [rule_format])
apply (simp only: norm_sum_f)
apply (rule order_trans [OF norm_sum sum_mono])
apply (auto simp add: norm_mult_ineq)
done
then have 2: "(λn. sum ?g (?S1 n) - sum ?g (?S2 n)) ⇢ 0"
unfolding tendsto_Zfun_iff diff_0_right
by (simp only: sum_diff finite_S1 S2_le_S1)
with 1 have "(λn. sum ?g (?S2 n)) ⇢ (∑k. a k) * (∑k. b k)"
by (rule Lim_transform2)
then show ?thesis
by (simp only: sums_def sum.triangle_reindex)
qed
lemma Cauchy_product:
fixes a b :: "nat ⇒ 'a::{real_normed_algebra,banach}"
assumes "summable (λk. norm (a k))"
and "summable (λk. norm (b k))"
shows "(∑k. a k) * (∑k. b k) = (∑k. ∑i≤k. a i * b (k - i))"
using assms by (rule Cauchy_product_sums [THEN sums_unique])
lemma summable_Cauchy_product:
fixes a b :: "nat ⇒ 'a::{real_normed_algebra,banach}"
assumes "summable (λk. norm (a k))"
and "summable (λk. norm (b k))"
shows "summable (λk. ∑i≤k. a i * b (k - i))"
using Cauchy_product_sums[OF assms] by (simp add: sums_iff)
subsection ‹Series on \<^typ>‹real›s›
lemma summable_norm_comparison_test:
"∃N. ∀n≥N. norm (f n) ≤ g n ⟹ summable g ⟹ summable (λn. norm (f n))"
by (rule summable_comparison_test) auto
lemma summable_rabs_comparison_test: "∃N. ∀n≥N. ¦f n¦ ≤ g n ⟹ summable g ⟹ summable (λn. ¦f n¦)"
for f :: "nat ⇒ real"
by (rule summable_comparison_test) auto
lemma summable_rabs_cancel: "summable (λn. ¦f n¦) ⟹ summable f"
for f :: "nat ⇒ real"
by (rule summable_norm_cancel) simp
lemma summable_rabs: "summable (λn. ¦f n¦) ⟹ ¦suminf f¦ ≤ (∑n. ¦f n¦)"
for f :: "nat ⇒ real"
by (fold real_norm_def) (rule summable_norm)
lemma summable_zero_power [simp]: "summable (λn. 0 ^ n :: 'a::{comm_ring_1,topological_space})"
proof -
have "(λn. 0 ^ n :: 'a) = (λn. if n = 0 then 0^0 else 0)"
by (intro ext) (simp add: zero_power)
moreover have "summable …" by simp
ultimately show ?thesis by simp
qed
lemma summable_zero_power' [simp]: "summable (λn. f n * 0 ^ n :: 'a::{ring_1,topological_space})"
proof -
have "(λn. f n * 0 ^ n :: 'a) = (λn. if n = 0 then f 0 * 0^0 else 0)"
by (intro ext) (simp add: zero_power)
moreover have "summable …" by simp
ultimately show ?thesis by simp
qed
lemma summable_power_series:
fixes z :: real
assumes le_1: "⋀i. f i ≤ 1"
and nonneg: "⋀i. 0 ≤ f i"
and z: "0 ≤ z" "z < 1"
shows "summable (λi. f i * z^i)"
proof (rule summable_comparison_test[OF _ summable_geometric])
show "norm z < 1"
using z by (auto simp: less_imp_le)
show "⋀n. ∃N. ∀na≥N. norm (f na * z ^ na) ≤ z ^ na"
using z
by (auto intro!: exI[of _ 0] mult_left_le_one_le simp: abs_mult nonneg power_abs less_imp_le le_1)
qed
lemma summable_0_powser: "summable (λn. f n * 0 ^ n :: 'a::real_normed_div_algebra)"
proof -
have A: "(λn. f n * 0 ^ n) = (λn. if n = 0 then f n else 0)"
by (intro ext) auto
then show ?thesis
by (subst A) simp_all
qed
lemma summable_powser_split_head:
"summable (λn. f (Suc n) * z ^ n :: 'a::real_normed_div_algebra) = summable (λn. f n * z ^ n)"
proof -
have "summable (λn. f (Suc n) * z ^ n) ⟷ summable (λn. f (Suc n) * z ^ Suc n)"
(is "?lhs ⟷ ?rhs")
proof
show ?rhs if ?lhs
using summable_mult2[OF that, of z]
by (simp add: power_commutes algebra_simps)
show ?lhs if ?rhs
using summable_mult2[OF that, of "inverse z"]
by (cases "z ≠ 0", subst (asm) power_Suc2) (simp_all add: algebra_simps)
qed
also have "… ⟷ summable (λn. f n * z ^ n)" by (rule summable_Suc_iff)
finally show ?thesis .
qed
lemma summable_powser_ignore_initial_segment:
fixes f :: "nat ⇒ 'a :: real_normed_div_algebra"
shows "summable (λn. f (n + m) * z ^ n) ⟷ summable (λn. f n * z ^ n)"
proof (induction m)
case (Suc m)
have "summable (λn. f (n + Suc m) * z ^ n) = summable (λn. f (Suc n + m) * z ^ n)"
by simp
also have "… = summable (λn. f (n + m) * z ^ n)"
by (rule summable_powser_split_head)
also have "… = summable (λn. f n * z ^ n)"
by (rule Suc.IH)
finally show ?case .
qed simp_all
lemma powser_split_head:
fixes f :: "nat ⇒ 'a::{real_normed_div_algebra,banach}"
assumes "summable (λn. f n * z ^ n)"
shows "suminf (λn. f n * z ^ n) = f 0 + suminf (λn. f (Suc n) * z ^ n) * z"
and "suminf (λn. f (Suc n) * z ^ n) * z = suminf (λn. f n * z ^ n) - f 0"
and "summable (λn. f (Suc n) * z ^ n)"
proof -
from assms show "summable (λn. f (Suc n) * z ^ n)"
by (subst summable_powser_split_head)
from suminf_mult2[OF this, of z]
have "(∑n. f (Suc n) * z ^ n) * z = (∑n. f (Suc n) * z ^ Suc n)"
by (simp add: power_commutes algebra_simps)
also from assms have "… = suminf (λn. f n * z ^ n) - f 0"
by (subst suminf_split_head) simp_all
finally show "suminf (λn. f n * z ^ n) = f 0 + suminf (λn. f (Suc n) * z ^ n) * z"
by simp
then show "suminf (λn. f (Suc n) * z ^ n) * z = suminf (λn. f n * z ^ n) - f 0"
by simp
qed
lemma summable_partial_sum_bound:
fixes f :: "nat ⇒ 'a :: banach"
and e :: real
assumes summable: "summable f"
and e: "e > 0"
obtains N where "⋀m n. m ≥ N ⟹ norm (∑k=m..n. f k) < e"
proof -
from summable have "Cauchy (λn. ∑k<n. f k)"
by (simp add: Cauchy_convergent_iff summable_iff_convergent)
from CauchyD [OF this e] obtain N
where N: "⋀m n. m ≥ N ⟹ n ≥ N ⟹ norm ((∑k<m. f k) - (∑k<n. f k)) < e"
by blast
have "norm (∑k=m..n. f k) < e" if m: "m ≥ N" for m n
proof (cases "n ≥ m")
case True
with m have "norm ((∑k<Suc n. f k) - (∑k<m. f k)) < e"
by (intro N) simp_all
also from True have "(∑k<Suc n. f k) - (∑k<m. f k) = (∑k=m..n. f k)"
by (subst sum_diff [symmetric]) (simp_all add: sum.last_plus)
finally show ?thesis .
next
case False
with e show ?thesis by simp_all
qed
then show ?thesis by (rule that)
qed
lemma powser_sums_if:
"(λn. (if n = m then (1 :: 'a::{ring_1,topological_space}) else 0) * z^n) sums z^m"
proof -
have "(λn. (if n = m then 1 else 0) * z^n) = (λn. if n = m then z^n else 0)"
by (intro ext) auto
then show ?thesis
by (simp add: sums_single)
qed
lemma
fixes f :: "nat ⇒ real"
assumes "summable f"
and "inj g"
and pos: "⋀x. 0 ≤ f x"
shows summable_reindex: "summable (f ∘ g)"
and suminf_reindex_mono: "suminf (f ∘ g) ≤ suminf f"
and suminf_reindex: "(⋀x. x ∉ range g ⟹ f x = 0) ⟹ suminf (f ∘ g) = suminf f"
proof -
from ‹inj g› have [simp]: "⋀A. inj_on g A"
by (rule subset_inj_on) simp
have smaller: "∀n. (∑i<n. (f ∘ g) i) ≤ suminf f"
proof
fix n
have "∀ n' ∈ (g ` {..<n}). n' < Suc (Max (g ` {..<n}))"
by (metis Max_ge finite_imageI finite_lessThan not_le not_less_eq)
then obtain m where n: "⋀n'. n' < n ⟹ g n' < m"
by blast
have "(∑i<n. f (g i)) = sum f (g ` {..<n})"
by (simp add: sum.reindex)
also have "… ≤ (∑i<m. f i)"
by (rule sum_mono2) (auto simp add: pos n[rule_format])
also have "… ≤ suminf f"
using ‹summable f›
by (rule sum_le_suminf) (simp_all add: pos)
finally show "(∑i<n. (f ∘ g) i) ≤ suminf f"
by simp
qed
have "incseq (λn. ∑i<n. (f ∘ g) i)"
by (rule incseq_SucI) (auto simp add: pos)
then obtain L where L: "(λ n. ∑i<n. (f ∘ g) i) ⇢ L"
using smaller by(rule incseq_convergent)
then have "(f ∘ g) sums L"
by (simp add: sums_def)
then show "summable (f ∘ g)"
by (auto simp add: sums_iff)
then have "(λn. ∑i<n. (f ∘ g) i) ⇢ suminf (f ∘ g)"
by (rule summable_LIMSEQ)
then show le: "suminf (f ∘ g) ≤ suminf f"
by(rule LIMSEQ_le_const2)(blast intro: smaller[rule_format])
assume f: "⋀x. x ∉ range g ⟹ f x = 0"
from ‹summable f› have "suminf f ≤ suminf (f ∘ g)"
proof (rule suminf_le_const)
fix n
have "∀ n' ∈ (g -` {..<n}). n' < Suc (Max (g -` {..<n}))"
by(auto intro: Max_ge simp add: finite_vimageI less_Suc_eq_le)
then obtain m where n: "⋀n'. g n' < n ⟹ n' < m"
by blast
have "(∑i<n. f i) = (∑i∈{..<n} ∩ range g. f i)"
using f by(auto intro: sum.mono_neutral_cong_right)
also have "… = (∑i∈g -` {..<n}. (f ∘ g) i)"
by (rule sum.reindex_cong[where l=g])(auto)
also have "… ≤ (∑i<m. (f ∘ g) i)"
by (rule sum_mono2)(auto simp add: pos n)
also have "… ≤ suminf (f ∘ g)"
using ‹summable (f ∘ g)› by (rule sum_le_suminf) (simp_all add: pos)
finally show "sum f {..<n} ≤ suminf (f ∘ g)" .
qed
with le show "suminf (f ∘ g) = suminf f"
by (rule antisym)
qed
lemma sums_mono_reindex:
assumes subseq: "strict_mono g"
and zero: "⋀n. n ∉ range g ⟹ f n = 0"
shows "(λn. f (g n)) sums c ⟷ f sums c"
unfolding sums_def
proof
assume lim: "(λn. ∑k<n. f k) ⇢ c"
have "(λn. ∑k<n. f (g k)) = (λn. ∑k<g n. f k)"
proof
fix n :: nat
from subseq have "(∑k<n. f (g k)) = (∑k∈g`{..<n}. f k)"
by (subst sum.reindex) (auto intro: strict_mono_imp_inj_on)
also from subseq have "… = (∑k<g n. f k)"
by (intro sum.mono_neutral_left ballI zero)
(auto simp: strict_mono_less strict_mono_less_eq)
finally show "(∑k<n. f (g k)) = (∑k<g n. f k)" .
qed
also from LIMSEQ_subseq_LIMSEQ[OF lim subseq] have "… ⇢ c"
by (simp only: o_def)
finally show "(λn. ∑k<n. f (g k)) ⇢ c" .
next
assume lim: "(λn. ∑k<n. f (g k)) ⇢ c"
define g_inv where "g_inv n = (LEAST m. g m ≥ n)" for n
from filterlim_subseq[OF subseq] have g_inv_ex: "∃m. g m ≥ n" for n
by (auto simp: filterlim_at_top eventually_at_top_linorder)
then have g_inv: "g (g_inv n) ≥ n" for n
unfolding g_inv_def by (rule LeastI_ex)
have g_inv_least: "m ≥ g_inv n" if "g m ≥ n" for m n
using that unfolding g_inv_def by (rule Least_le)
have g_inv_least': "g m < n" if "m < g_inv n" for m n
using that g_inv_least[of n m] by linarith
have "(λn. ∑k<n. f k) = (λn. ∑k<g_inv n. f (g k))"
proof
fix n :: nat
{
fix k
assume k: "k ∈ {..<n} - g`{..<g_inv n}"
have "k ∉ range g"
proof (rule notI, elim imageE)
fix l
assume l: "k = g l"
have "g l < g (g_inv n)"
by (rule less_le_trans[OF _ g_inv]) (use k l in simp_all)
with subseq have "l < g_inv n"
by (simp add: strict_mono_less)
with k l show False
by simp
qed
then have "f k = 0"
by (rule zero)
}
with g_inv_least' g_inv have "(∑k<n. f k) = (∑k∈g`{..<g_inv n}. f k)"
by (intro sum.mono_neutral_right) auto
also from subseq have "… = (∑k<g_inv n. f (g k))"
using strict_mono_imp_inj_on by (subst sum.reindex) simp_all
finally show "(∑k<n. f k) = (∑k<g_inv n. f (g k))" .
qed
also {
fix K n :: nat
assume "g K ≤ n"
also have "n ≤ g (g_inv n)"
by (rule g_inv)
finally have "K ≤ g_inv n"
using subseq by (simp add: strict_mono_less_eq)
}
then have "filterlim g_inv at_top sequentially"
by (auto simp: filterlim_at_top eventually_at_top_linorder)
with lim have "(λn. ∑k<g_inv n. f (g k)) ⇢ c"
by (rule filterlim_compose)
finally show "(λn. ∑k<n. f k) ⇢ c" .
qed
lemma summable_mono_reindex:
assumes subseq: "strict_mono g"
and zero: "⋀n. n ∉ range g ⟹ f n = 0"
shows "summable (λn. f (g n)) ⟷ summable f"
using sums_mono_reindex[of g f, OF assms] by (simp add: summable_def)
lemma suminf_mono_reindex:
fixes f :: "nat ⇒ 'a::{t2_space,comm_monoid_add}"
assumes "strict_mono g" "⋀n. n ∉ range g ⟹ f n = 0"
shows "suminf (λn. f (g n)) = suminf f"
proof (cases "summable f")
case True
with sums_mono_reindex [of g f, OF assms]
and summable_mono_reindex [of g f, OF assms]
show ?thesis
by (simp add: sums_iff)
next
case False
then have "¬(∃c. f sums c)"
unfolding summable_def by blast
then have "suminf f = The (λ_. False)"
by (simp add: suminf_def)
moreover from False have "¬ summable (λn. f (g n))"
using summable_mono_reindex[of g f, OF assms] by simp
then have "¬(∃c. (λn. f (g n)) sums c)"
unfolding summable_def by blast
then have "suminf (λn. f (g n)) = The (λ_. False)"
by (simp add: suminf_def)
ultimately show ?thesis by simp
qed
lemma summable_bounded_partials:
fixes f :: "nat ⇒ 'a :: {real_normed_vector,complete_space}"
assumes bound: "eventually (λx0. ∀a≥x0. ∀b>a. norm (sum f {a<..b}) ≤ g a) sequentially"
assumes g: "g ⇢ 0"
shows "summable f" unfolding summable_iff_convergent'
proof (intro Cauchy_convergent CauchyI', goal_cases)
case (1 ε)
with g have "eventually (λx. ¦g x¦ < ε) sequentially"
by (auto simp: tendsto_iff)
from eventually_conj[OF this bound] obtain x0 where x0:
"⋀x. x ≥ x0 ⟹ ¦g x¦ < ε" "⋀a b. x0 ≤ a ⟹ a < b ⟹ norm (sum f {a<..b}) ≤ g a"
unfolding eventually_at_top_linorder by auto
show ?case
proof (intro exI[of _ x0] allI impI)
fix m n assume mn: "x0 ≤ m" "m < n"
have "dist (sum f {..m}) (sum f {..n}) = norm (sum f {..n} - sum f {..m})"
by (simp add: dist_norm norm_minus_commute)
also have "sum f {..n} - sum f {..m} = sum f ({..n} - {..m})"
using mn by (intro Groups_Big.sum_diff [symmetric]) auto
also have "{..n} - {..m} = {m<..n}" using mn by auto
also have "norm (sum f {m<..n}) ≤ g m" using mn by (intro x0) auto
also have "… ≤ ¦g m¦" by simp
also have "… < ε" using mn by (intro x0) auto
finally show "dist (sum f {..m}) (sum f {..n}) < ε" .
qed
qed
end