src/HOL/Analysis/Infinite_Products.thy
author paulson <lp15@cam.ac.uk>
Tue, 03 Jul 2018 14:46:14 +0100
changeset 68585 1657b9a5dd5d
parent 68527 2f4e2aab190a
child 68586 006da53a8ac1
permissions -rw-r--r--
more on infinite products
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
     1
(*File:      HOL/Analysis/Infinite_Product.thy
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
     2
  Author:    Manuel Eberl & LC Paulson
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     3
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     4
  Basic results about convergence and absolute convergence of infinite products
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     5
  and their connection to summability.
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     6
*)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     7
section \<open>Infinite Products\<close>
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     8
theory Infinite_Products
68585
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
     9
  imports Topology_Euclidean_Space Complex_Transcendental
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    10
begin
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
    11
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
    12
subsection\<open>Preliminaries\<close>
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
    13
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    14
lemma sum_le_prod:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    15
  fixes f :: "'a \<Rightarrow> 'b :: linordered_semidom"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    16
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    17
  shows   "sum f A \<le> (\<Prod>x\<in>A. 1 + f x)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    18
  using assms
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    19
proof (induction A rule: infinite_finite_induct)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    20
  case (insert x A)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    21
  from insert.hyps have "sum f A + f x * (\<Prod>x\<in>A. 1) \<le> (\<Prod>x\<in>A. 1 + f x) + f x * (\<Prod>x\<in>A. 1 + f x)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    22
    by (intro add_mono insert mult_left_mono prod_mono) (auto intro: insert.prems)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    23
  with insert.hyps show ?case by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    24
qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    25
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    26
lemma prod_le_exp_sum:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    27
  fixes f :: "'a \<Rightarrow> real"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    28
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    29
  shows   "prod (\<lambda>x. 1 + f x) A \<le> exp (sum f A)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    30
  using assms
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    31
proof (induction A rule: infinite_finite_induct)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    32
  case (insert x A)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    33
  have "(1 + f x) * (\<Prod>x\<in>A. 1 + f x) \<le> exp (f x) * exp (sum f A)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    34
    using insert.prems by (intro mult_mono insert prod_nonneg exp_ge_add_one_self) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    35
  with insert.hyps show ?case by (simp add: algebra_simps exp_add)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    36
qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    37
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    38
lemma lim_ln_1_plus_x_over_x_at_0: "(\<lambda>x::real. ln (1 + x) / x) \<midarrow>0\<rightarrow> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    39
proof (rule lhopital)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    40
  show "(\<lambda>x::real. ln (1 + x)) \<midarrow>0\<rightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    41
    by (rule tendsto_eq_intros refl | simp)+
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    42
  have "eventually (\<lambda>x::real. x \<in> {-1/2<..<1/2}) (nhds 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    43
    by (rule eventually_nhds_in_open) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    44
  hence *: "eventually (\<lambda>x::real. x \<in> {-1/2<..<1/2}) (at 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    45
    by (rule filter_leD [rotated]) (simp_all add: at_within_def)   
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    46
  show "eventually (\<lambda>x::real. ((\<lambda>x. ln (1 + x)) has_field_derivative inverse (1 + x)) (at x)) (at 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    47
    using * by eventually_elim (auto intro!: derivative_eq_intros simp: field_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    48
  show "eventually (\<lambda>x::real. ((\<lambda>x. x) has_field_derivative 1) (at x)) (at 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    49
    using * by eventually_elim (auto intro!: derivative_eq_intros simp: field_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    50
  show "\<forall>\<^sub>F x in at 0. x \<noteq> 0" by (auto simp: at_within_def eventually_inf_principal)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    51
  show "(\<lambda>x::real. inverse (1 + x) / 1) \<midarrow>0\<rightarrow> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    52
    by (rule tendsto_eq_intros refl | simp)+
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    53
qed auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    54
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
    55
subsection\<open>Definitions and basic properties\<close>
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
    56
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    57
definition raw_has_prod :: "[nat \<Rightarrow> 'a::{t2_space, comm_semiring_1}, nat, 'a] \<Rightarrow> bool" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    58
  where "raw_has_prod f M p \<equiv> (\<lambda>n. \<Prod>i\<le>n. f (i+M)) \<longlonglongrightarrow> p \<and> p \<noteq> 0"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    59
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    60
text\<open>The nonzero and zero cases, as in \emph{Complex Analysis} by Joseph Bak and Donald J.Newman, page 241\<close>
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    61
definition has_prod :: "(nat \<Rightarrow> 'a::{t2_space, comm_semiring_1}) \<Rightarrow> 'a \<Rightarrow> bool" (infixr "has'_prod" 80)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    62
  where "f has_prod p \<equiv> raw_has_prod f 0 p \<or> (\<exists>i q. p = 0 \<and> f i = 0 \<and> raw_has_prod f (Suc i) q)"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    63
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    64
definition convergent_prod :: "(nat \<Rightarrow> 'a :: {t2_space,comm_semiring_1}) \<Rightarrow> bool" where
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    65
  "convergent_prod f \<equiv> \<exists>M p. raw_has_prod f M p"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    66
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    67
definition prodinf :: "(nat \<Rightarrow> 'a::{t2_space, comm_semiring_1}) \<Rightarrow> 'a"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    68
    (binder "\<Prod>" 10)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    69
  where "prodinf f = (THE p. f has_prod p)"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    70
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    71
lemmas prod_defs = raw_has_prod_def has_prod_def convergent_prod_def prodinf_def
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    72
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    73
lemma has_prod_subst[trans]: "f = g \<Longrightarrow> g has_prod z \<Longrightarrow> f has_prod z"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    74
  by simp
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    75
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    76
lemma has_prod_cong: "(\<And>n. f n = g n) \<Longrightarrow> f has_prod c \<longleftrightarrow> g has_prod c"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    77
  by presburger
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    78
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    79
lemma raw_has_prod_nonzero [simp]: "\<not> raw_has_prod f M 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    80
  by (simp add: raw_has_prod_def)
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
    81
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    82
lemma raw_has_prod_eq_0:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    83
  fixes f :: "nat \<Rightarrow> 'a::{semidom,t2_space}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    84
  assumes p: "raw_has_prod f m p" and i: "f i = 0" "i \<ge> m"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    85
  shows "p = 0"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    86
proof -
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    87
  have eq0: "(\<Prod>k\<le>n. f (k+m)) = 0" if "i - m \<le> n" for n
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    88
  proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    89
    have "\<exists>k\<le>n. f (k + m) = 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    90
      using i that by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    91
    then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    92
      by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    93
  qed
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    94
  have "(\<lambda>n. \<Prod>i\<le>n. f (i + m)) \<longlonglongrightarrow> 0"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    95
    by (rule LIMSEQ_offset [where k = "i-m"]) (simp add: eq0)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    96
    with p show ?thesis
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    97
      unfolding raw_has_prod_def
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    98
    using LIMSEQ_unique by blast
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    99
qed
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   100
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
   101
lemma raw_has_prod_Suc: 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
   102
  "raw_has_prod f (Suc M) a \<longleftrightarrow> raw_has_prod (\<lambda>n. f (Suc n)) M a"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
   103
  unfolding raw_has_prod_def by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
   104
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   105
lemma has_prod_0_iff: "f has_prod 0 \<longleftrightarrow> (\<exists>i. f i = 0 \<and> (\<exists>p. raw_has_prod f (Suc i) p))"
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   106
  by (simp add: has_prod_def)
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   107
      
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   108
lemma has_prod_unique2: 
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   109
  fixes f :: "nat \<Rightarrow> 'a::{semidom,t2_space}"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   110
  assumes "f has_prod a" "f has_prod b" shows "a = b"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   111
  using assms
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   112
  by (auto simp: has_prod_def raw_has_prod_eq_0) (meson raw_has_prod_def sequentially_bot tendsto_unique)
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   113
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   114
lemma has_prod_unique:
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   115
  fixes f :: "nat \<Rightarrow> 'a :: {semidom,t2_space}"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   116
  shows "f has_prod s \<Longrightarrow> s = prodinf f"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   117
  by (simp add: has_prod_unique2 prodinf_def the_equality)
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   118
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   119
lemma convergent_prod_altdef:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   120
  fixes f :: "nat \<Rightarrow> 'a :: {t2_space,comm_semiring_1}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   121
  shows "convergent_prod f \<longleftrightarrow> (\<exists>M L. (\<forall>n\<ge>M. f n \<noteq> 0) \<and> (\<lambda>n. \<Prod>i\<le>n. f (i+M)) \<longlonglongrightarrow> L \<and> L \<noteq> 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   122
proof
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   123
  assume "convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   124
  then obtain M L where *: "(\<lambda>n. \<Prod>i\<le>n. f (i+M)) \<longlonglongrightarrow> L" "L \<noteq> 0"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   125
    by (auto simp: prod_defs)
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   126
  have "f i \<noteq> 0" if "i \<ge> M" for i
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   127
  proof
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   128
    assume "f i = 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   129
    have **: "eventually (\<lambda>n. (\<Prod>i\<le>n. f (i+M)) = 0) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   130
      using eventually_ge_at_top[of "i - M"]
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   131
    proof eventually_elim
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   132
      case (elim n)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   133
      with \<open>f i = 0\<close> and \<open>i \<ge> M\<close> show ?case
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   134
        by (auto intro!: bexI[of _ "i - M"] prod_zero)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   135
    qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   136
    have "(\<lambda>n. (\<Prod>i\<le>n. f (i+M))) \<longlonglongrightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   137
      unfolding filterlim_iff
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   138
      by (auto dest!: eventually_nhds_x_imp_x intro!: eventually_mono[OF **])
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   139
    from tendsto_unique[OF _ this *(1)] and *(2)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   140
      show False by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   141
  qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   142
  with * show "(\<exists>M L. (\<forall>n\<ge>M. f n \<noteq> 0) \<and> (\<lambda>n. \<Prod>i\<le>n. f (i+M)) \<longlonglongrightarrow> L \<and> L \<noteq> 0)" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   143
    by blast
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   144
qed (auto simp: prod_defs)
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   145
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
   146
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
   147
subsection\<open>Absolutely convergent products\<close>
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
   148
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   149
definition abs_convergent_prod :: "(nat \<Rightarrow> _) \<Rightarrow> bool" where
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   150
  "abs_convergent_prod f \<longleftrightarrow> convergent_prod (\<lambda>i. 1 + norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   151
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   152
lemma abs_convergent_prodI:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   153
  assumes "convergent (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   154
  shows   "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   155
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   156
  from assms obtain L where L: "(\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1)) \<longlonglongrightarrow> L"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   157
    by (auto simp: convergent_def)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   158
  have "L \<ge> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   159
  proof (rule tendsto_le)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   160
    show "eventually (\<lambda>n. (\<Prod>i\<le>n. 1 + norm (f i - 1)) \<ge> 1) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   161
    proof (intro always_eventually allI)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   162
      fix n
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   163
      have "(\<Prod>i\<le>n. 1 + norm (f i - 1)) \<ge> (\<Prod>i\<le>n. 1)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   164
        by (intro prod_mono) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   165
      thus "(\<Prod>i\<le>n. 1 + norm (f i - 1)) \<ge> 1" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   166
    qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   167
  qed (use L in simp_all)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   168
  hence "L \<noteq> 0" by auto
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   169
  with L show ?thesis unfolding abs_convergent_prod_def prod_defs
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   170
    by (intro exI[of _ "0::nat"] exI[of _ L]) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   171
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   172
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   173
lemma
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   174
  fixes f :: "nat \<Rightarrow> 'a :: {topological_semigroup_mult,t2_space,idom}"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   175
  assumes "convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   176
  shows   convergent_prod_imp_convergent: "convergent (\<lambda>n. \<Prod>i\<le>n. f i)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   177
    and   convergent_prod_to_zero_iff:    "(\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> 0 \<longleftrightarrow> (\<exists>i. f i = 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   178
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   179
  from assms obtain M L 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   180
    where M: "\<And>n. n \<ge> M \<Longrightarrow> f n \<noteq> 0" and "(\<lambda>n. \<Prod>i\<le>n. f (i + M)) \<longlonglongrightarrow> L" and "L \<noteq> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   181
    by (auto simp: convergent_prod_altdef)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   182
  note this(2)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   183
  also have "(\<lambda>n. \<Prod>i\<le>n. f (i + M)) = (\<lambda>n. \<Prod>i=M..M+n. f i)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   184
    by (intro ext prod.reindex_bij_witness[of _ "\<lambda>n. n - M" "\<lambda>n. n + M"]) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   185
  finally have "(\<lambda>n. (\<Prod>i<M. f i) * (\<Prod>i=M..M+n. f i)) \<longlonglongrightarrow> (\<Prod>i<M. f i) * L"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   186
    by (intro tendsto_mult tendsto_const)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   187
  also have "(\<lambda>n. (\<Prod>i<M. f i) * (\<Prod>i=M..M+n. f i)) = (\<lambda>n. (\<Prod>i\<in>{..<M}\<union>{M..M+n}. f i))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   188
    by (subst prod.union_disjoint) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   189
  also have "(\<lambda>n. {..<M} \<union> {M..M+n}) = (\<lambda>n. {..n+M})" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   190
  finally have lim: "(\<lambda>n. prod f {..n}) \<longlonglongrightarrow> prod f {..<M} * L" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   191
    by (rule LIMSEQ_offset)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   192
  thus "convergent (\<lambda>n. \<Prod>i\<le>n. f i)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   193
    by (auto simp: convergent_def)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   194
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   195
  show "(\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> 0 \<longleftrightarrow> (\<exists>i. f i = 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   196
  proof
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   197
    assume "\<exists>i. f i = 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   198
    then obtain i where "f i = 0" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   199
    moreover with M have "i < M" by (cases "i < M") auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   200
    ultimately have "(\<Prod>i<M. f i) = 0" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   201
    with lim show "(\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> 0" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   202
  next
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   203
    assume "(\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   204
    from tendsto_unique[OF _ this lim] and \<open>L \<noteq> 0\<close>
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   205
    show "\<exists>i. f i = 0" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   206
  qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   207
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   208
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   209
lemma convergent_prod_iff_nz_lim:
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   210
  fixes f :: "nat \<Rightarrow> 'a :: {topological_semigroup_mult,t2_space,idom}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   211
  assumes "\<And>i. f i \<noteq> 0"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   212
  shows "convergent_prod f \<longleftrightarrow> (\<exists>L. (\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> L \<and> L \<noteq> 0)"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   213
    (is "?lhs \<longleftrightarrow> ?rhs")
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   214
proof
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   215
  assume ?lhs then show ?rhs
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   216
    using assms convergentD convergent_prod_imp_convergent convergent_prod_to_zero_iff by blast
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   217
next
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   218
  assume ?rhs then show ?lhs
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   219
    unfolding prod_defs
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   220
    by (rule_tac x=0 in exI) auto
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   221
qed
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   222
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   223
lemma convergent_prod_iff_convergent: 
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   224
  fixes f :: "nat \<Rightarrow> 'a :: {topological_semigroup_mult,t2_space,idom}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   225
  assumes "\<And>i. f i \<noteq> 0"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   226
  shows "convergent_prod f \<longleftrightarrow> convergent (\<lambda>n. \<Prod>i\<le>n. f i) \<and> lim (\<lambda>n. \<Prod>i\<le>n. f i) \<noteq> 0"
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   227
  by (force simp: convergent_prod_iff_nz_lim assms convergent_def limI)
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   228
68527
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   229
lemma bounded_imp_convergent_prod:
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   230
  fixes a :: "nat \<Rightarrow> real"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   231
  assumes 1: "\<And>n. a n \<ge> 1" and bounded: "\<And>n. (\<Prod>i\<le>n. a i) \<le> B"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   232
  shows "convergent_prod a"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   233
proof -
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   234
  have "bdd_above (range(\<lambda>n. \<Prod>i\<le>n. a i))"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   235
    by (meson bdd_aboveI2 bounded)
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   236
  moreover have "incseq (\<lambda>n. \<Prod>i\<le>n. a i)"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   237
    unfolding mono_def by (metis 1 prod_mono2 atMost_subset_iff dual_order.trans finite_atMost zero_le_one)
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   238
  ultimately obtain p where p: "(\<lambda>n. \<Prod>i\<le>n. a i) \<longlonglongrightarrow> p"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   239
    using LIMSEQ_incseq_SUP by blast
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   240
  then have "p \<noteq> 0"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   241
    by (metis "1" not_one_le_zero prod_ge_1 LIMSEQ_le_const)
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   242
  with 1 p show ?thesis
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   243
    by (metis convergent_prod_iff_nz_lim not_one_le_zero)
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   244
qed
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   245
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   246
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   247
lemma abs_convergent_prod_altdef:
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   248
  fixes f :: "nat \<Rightarrow> 'a :: {one,real_normed_vector}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   249
  shows  "abs_convergent_prod f \<longleftrightarrow> convergent (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   250
proof
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   251
  assume "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   252
  thus "convergent (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   253
    by (auto simp: abs_convergent_prod_def intro!: convergent_prod_imp_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   254
qed (auto intro: abs_convergent_prodI)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   255
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   256
lemma weierstrass_prod_ineq:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   257
  fixes f :: "'a \<Rightarrow> real" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   258
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<in> {0..1}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   259
  shows   "1 - sum f A \<le> (\<Prod>x\<in>A. 1 - f x)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   260
  using assms
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   261
proof (induction A rule: infinite_finite_induct)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   262
  case (insert x A)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   263
  from insert.hyps and insert.prems 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   264
    have "1 - sum f A + f x * (\<Prod>x\<in>A. 1 - f x) \<le> (\<Prod>x\<in>A. 1 - f x) + f x * (\<Prod>x\<in>A. 1)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   265
    by (intro insert.IH add_mono mult_left_mono prod_mono) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   266
  with insert.hyps show ?case by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   267
qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   268
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   269
lemma norm_prod_minus1_le_prod_minus1:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   270
  fixes f :: "nat \<Rightarrow> 'a :: {real_normed_div_algebra,comm_ring_1}"  
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   271
  shows "norm (prod (\<lambda>n. 1 + f n) A - 1) \<le> prod (\<lambda>n. 1 + norm (f n)) A - 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   272
proof (induction A rule: infinite_finite_induct)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   273
  case (insert x A)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   274
  from insert.hyps have 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   275
    "norm ((\<Prod>n\<in>insert x A. 1 + f n) - 1) = 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   276
       norm ((\<Prod>n\<in>A. 1 + f n) - 1 + f x * (\<Prod>n\<in>A. 1 + f n))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   277
    by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   278
  also have "\<dots> \<le> norm ((\<Prod>n\<in>A. 1 + f n) - 1) + norm (f x * (\<Prod>n\<in>A. 1 + f n))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   279
    by (rule norm_triangle_ineq)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   280
  also have "norm (f x * (\<Prod>n\<in>A. 1 + f n)) = norm (f x) * (\<Prod>x\<in>A. norm (1 + f x))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   281
    by (simp add: prod_norm norm_mult)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   282
  also have "(\<Prod>x\<in>A. norm (1 + f x)) \<le> (\<Prod>x\<in>A. norm (1::'a) + norm (f x))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   283
    by (intro prod_mono norm_triangle_ineq ballI conjI) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   284
  also have "norm (1::'a) = 1" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   285
  also note insert.IH
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   286
  also have "(\<Prod>n\<in>A. 1 + norm (f n)) - 1 + norm (f x) * (\<Prod>x\<in>A. 1 + norm (f x)) =
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   287
             (\<Prod>n\<in>insert x A. 1 + norm (f n)) - 1"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   288
    using insert.hyps by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   289
  finally show ?case by - (simp_all add: mult_left_mono)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   290
qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   291
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   292
lemma convergent_prod_imp_ev_nonzero:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   293
  fixes f :: "nat \<Rightarrow> 'a :: {t2_space,comm_semiring_1}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   294
  assumes "convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   295
  shows   "eventually (\<lambda>n. f n \<noteq> 0) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   296
  using assms by (auto simp: eventually_at_top_linorder convergent_prod_altdef)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   297
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   298
lemma convergent_prod_imp_LIMSEQ:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   299
  fixes f :: "nat \<Rightarrow> 'a :: {real_normed_field}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   300
  assumes "convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   301
  shows   "f \<longlonglongrightarrow> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   302
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   303
  from assms obtain M L where L: "(\<lambda>n. \<Prod>i\<le>n. f (i+M)) \<longlonglongrightarrow> L" "\<And>n. n \<ge> M \<Longrightarrow> f n \<noteq> 0" "L \<noteq> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   304
    by (auto simp: convergent_prod_altdef)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   305
  hence L': "(\<lambda>n. \<Prod>i\<le>Suc n. f (i+M)) \<longlonglongrightarrow> L" by (subst filterlim_sequentially_Suc)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   306
  have "(\<lambda>n. (\<Prod>i\<le>Suc n. f (i+M)) / (\<Prod>i\<le>n. f (i+M))) \<longlonglongrightarrow> L / L"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   307
    using L L' by (intro tendsto_divide) simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   308
  also from L have "L / L = 1" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   309
  also have "(\<lambda>n. (\<Prod>i\<le>Suc n. f (i+M)) / (\<Prod>i\<le>n. f (i+M))) = (\<lambda>n. f (n + Suc M))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   310
    using assms L by (auto simp: fun_eq_iff atMost_Suc)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   311
  finally show ?thesis by (rule LIMSEQ_offset)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   312
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   313
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   314
lemma abs_convergent_prod_imp_summable:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   315
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_div_algebra"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   316
  assumes "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   317
  shows "summable (\<lambda>i. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   318
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   319
  from assms have "convergent (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   320
    unfolding abs_convergent_prod_def by (rule convergent_prod_imp_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   321
  then obtain L where L: "(\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1)) \<longlonglongrightarrow> L"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   322
    unfolding convergent_def by blast
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   323
  have "convergent (\<lambda>n. \<Sum>i\<le>n. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   324
  proof (rule Bseq_monoseq_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   325
    have "eventually (\<lambda>n. (\<Prod>i\<le>n. 1 + norm (f i - 1)) < L + 1) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   326
      using L(1) by (rule order_tendstoD) simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   327
    hence "\<forall>\<^sub>F x in sequentially. norm (\<Sum>i\<le>x. norm (f i - 1)) \<le> L + 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   328
    proof eventually_elim
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   329
      case (elim n)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   330
      have "norm (\<Sum>i\<le>n. norm (f i - 1)) = (\<Sum>i\<le>n. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   331
        unfolding real_norm_def by (intro abs_of_nonneg sum_nonneg) simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   332
      also have "\<dots> \<le> (\<Prod>i\<le>n. 1 + norm (f i - 1))" by (rule sum_le_prod) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   333
      also have "\<dots> < L + 1" by (rule elim)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   334
      finally show ?case by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   335
    qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   336
    thus "Bseq (\<lambda>n. \<Sum>i\<le>n. norm (f i - 1))" by (rule BfunI)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   337
  next
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   338
    show "monoseq (\<lambda>n. \<Sum>i\<le>n. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   339
      by (rule mono_SucI1) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   340
  qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   341
  thus "summable (\<lambda>i. norm (f i - 1))" by (simp add: summable_iff_convergent')
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   342
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   343
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   344
lemma summable_imp_abs_convergent_prod:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   345
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_div_algebra"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   346
  assumes "summable (\<lambda>i. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   347
  shows   "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   348
proof (intro abs_convergent_prodI Bseq_monoseq_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   349
  show "monoseq (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   350
    by (intro mono_SucI1) 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   351
       (auto simp: atMost_Suc algebra_simps intro!: mult_nonneg_nonneg prod_nonneg)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   352
next
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   353
  show "Bseq (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   354
  proof (rule Bseq_eventually_mono)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   355
    show "eventually (\<lambda>n. norm (\<Prod>i\<le>n. 1 + norm (f i - 1)) \<le> 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   356
            norm (exp (\<Sum>i\<le>n. norm (f i - 1)))) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   357
      by (intro always_eventually allI) (auto simp: abs_prod exp_sum intro!: prod_mono)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   358
  next
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   359
    from assms have "(\<lambda>n. \<Sum>i\<le>n. norm (f i - 1)) \<longlonglongrightarrow> (\<Sum>i. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   360
      using sums_def_le by blast
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   361
    hence "(\<lambda>n. exp (\<Sum>i\<le>n. norm (f i - 1))) \<longlonglongrightarrow> exp (\<Sum>i. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   362
      by (rule tendsto_exp)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   363
    hence "convergent (\<lambda>n. exp (\<Sum>i\<le>n. norm (f i - 1)))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   364
      by (rule convergentI)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   365
    thus "Bseq (\<lambda>n. exp (\<Sum>i\<le>n. norm (f i - 1)))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   366
      by (rule convergent_imp_Bseq)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   367
  qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   368
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   369
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   370
lemma abs_convergent_prod_conv_summable:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   371
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_div_algebra"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   372
  shows "abs_convergent_prod f \<longleftrightarrow> summable (\<lambda>i. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   373
  by (blast intro: abs_convergent_prod_imp_summable summable_imp_abs_convergent_prod)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   374
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   375
lemma abs_convergent_prod_imp_LIMSEQ:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   376
  fixes f :: "nat \<Rightarrow> 'a :: {comm_ring_1,real_normed_div_algebra}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   377
  assumes "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   378
  shows   "f \<longlonglongrightarrow> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   379
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   380
  from assms have "summable (\<lambda>n. norm (f n - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   381
    by (rule abs_convergent_prod_imp_summable)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   382
  from summable_LIMSEQ_zero[OF this] have "(\<lambda>n. f n - 1) \<longlonglongrightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   383
    by (simp add: tendsto_norm_zero_iff)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   384
  from tendsto_add[OF this tendsto_const[of 1]] show ?thesis by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   385
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   386
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   387
lemma abs_convergent_prod_imp_ev_nonzero:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   388
  fixes f :: "nat \<Rightarrow> 'a :: {comm_ring_1,real_normed_div_algebra}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   389
  assumes "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   390
  shows   "eventually (\<lambda>n. f n \<noteq> 0) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   391
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   392
  from assms have "f \<longlonglongrightarrow> 1" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   393
    by (rule abs_convergent_prod_imp_LIMSEQ)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   394
  hence "eventually (\<lambda>n. dist (f n) 1 < 1) at_top"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   395
    by (auto simp: tendsto_iff)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   396
  thus ?thesis by eventually_elim auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   397
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   398
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   399
lemma convergent_prod_offset:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   400
  assumes "convergent_prod (\<lambda>n. f (n + m))"  
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   401
  shows   "convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   402
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   403
  from assms obtain M L where "(\<lambda>n. \<Prod>k\<le>n. f (k + (M + m))) \<longlonglongrightarrow> L" "L \<noteq> 0"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   404
    by (auto simp: prod_defs add.assoc)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   405
  thus "convergent_prod f" 
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   406
    unfolding prod_defs by blast
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   407
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   408
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   409
lemma abs_convergent_prod_offset:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   410
  assumes "abs_convergent_prod (\<lambda>n. f (n + m))"  
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   411
  shows   "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   412
  using assms unfolding abs_convergent_prod_def by (rule convergent_prod_offset)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   413
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
   414
subsection\<open>Ignoring initial segments\<close>
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
   415
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   416
lemma raw_has_prod_ignore_initial_segment:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   417
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   418
  assumes "raw_has_prod f M p" "N \<ge> M"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   419
  obtains q where  "raw_has_prod f N q"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   420
proof -
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   421
  have p: "(\<lambda>n. \<Prod>k\<le>n. f (k + M)) \<longlonglongrightarrow> p" and "p \<noteq> 0" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   422
    using assms by (auto simp: raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   423
  then have nz: "\<And>n. n \<ge> M \<Longrightarrow> f n \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   424
    using assms by (auto simp: raw_has_prod_eq_0)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   425
  define C where "C = (\<Prod>k<N-M. f (k + M))"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   426
  from nz have [simp]: "C \<noteq> 0" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   427
    by (auto simp: C_def)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   428
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   429
  from p have "(\<lambda>i. \<Prod>k\<le>i + (N-M). f (k + M)) \<longlonglongrightarrow> p" 
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   430
    by (rule LIMSEQ_ignore_initial_segment)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   431
  also have "(\<lambda>i. \<Prod>k\<le>i + (N-M). f (k + M)) = (\<lambda>n. C * (\<Prod>k\<le>n. f (k + N)))"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   432
  proof (rule ext, goal_cases)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   433
    case (1 n)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   434
    have "{..n+(N-M)} = {..<(N-M)} \<union> {(N-M)..n+(N-M)}" by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   435
    also have "(\<Prod>k\<in>\<dots>. f (k + M)) = C * (\<Prod>k=(N-M)..n+(N-M). f (k + M))"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   436
      unfolding C_def by (rule prod.union_disjoint) auto
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   437
    also have "(\<Prod>k=(N-M)..n+(N-M). f (k + M)) = (\<Prod>k\<le>n. f (k + (N-M) + M))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   438
      by (intro ext prod.reindex_bij_witness[of _ "\<lambda>k. k + (N-M)" "\<lambda>k. k - (N-M)"]) auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   439
    finally show ?case
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   440
      using \<open>N \<ge> M\<close> by (simp add: add_ac)
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   441
  qed
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   442
  finally have "(\<lambda>n. C * (\<Prod>k\<le>n. f (k + N)) / C) \<longlonglongrightarrow> p / C"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   443
    by (intro tendsto_divide tendsto_const) auto
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   444
  hence "(\<lambda>n. \<Prod>k\<le>n. f (k + N)) \<longlonglongrightarrow> p / C" by simp
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   445
  moreover from \<open>p \<noteq> 0\<close> have "p / C \<noteq> 0" by simp
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   446
  ultimately show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   447
    using raw_has_prod_def that by blast 
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   448
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   449
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   450
corollary convergent_prod_ignore_initial_segment:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   451
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   452
  assumes "convergent_prod f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   453
  shows   "convergent_prod (\<lambda>n. f (n + m))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   454
  using assms
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   455
  unfolding convergent_prod_def 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   456
  apply clarify
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   457
  apply (erule_tac N="M+m" in raw_has_prod_ignore_initial_segment)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   458
  apply (auto simp add: raw_has_prod_def add_ac)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   459
  done
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   460
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   461
corollary convergent_prod_ignore_nonzero_segment:
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   462
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_field"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   463
  assumes f: "convergent_prod f" and nz: "\<And>i. i \<ge> M \<Longrightarrow> f i \<noteq> 0"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   464
  shows "\<exists>p. raw_has_prod f M p"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   465
  using convergent_prod_ignore_initial_segment [OF f]
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   466
  by (metis convergent_LIMSEQ_iff convergent_prod_iff_convergent le_add_same_cancel2 nz prod_defs(1) zero_order(1))
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   467
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   468
corollary abs_convergent_prod_ignore_initial_segment:
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   469
  assumes "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   470
  shows   "abs_convergent_prod (\<lambda>n. f (n + m))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   471
  using assms unfolding abs_convergent_prod_def 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   472
  by (rule convergent_prod_ignore_initial_segment)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   473
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   474
lemma abs_convergent_prod_imp_convergent_prod:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   475
  fixes f :: "nat \<Rightarrow> 'a :: {real_normed_div_algebra,complete_space,comm_ring_1}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   476
  assumes "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   477
  shows   "convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   478
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   479
  from assms have "eventually (\<lambda>n. f n \<noteq> 0) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   480
    by (rule abs_convergent_prod_imp_ev_nonzero)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   481
  then obtain N where N: "f n \<noteq> 0" if "n \<ge> N" for n 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   482
    by (auto simp: eventually_at_top_linorder)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   483
  let ?P = "\<lambda>n. \<Prod>i\<le>n. f (i + N)" and ?Q = "\<lambda>n. \<Prod>i\<le>n. 1 + norm (f (i + N) - 1)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   484
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   485
  have "Cauchy ?P"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   486
  proof (rule CauchyI', goal_cases)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   487
    case (1 \<epsilon>)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   488
    from assms have "abs_convergent_prod (\<lambda>n. f (n + N))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   489
      by (rule abs_convergent_prod_ignore_initial_segment)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   490
    hence "Cauchy ?Q"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   491
      unfolding abs_convergent_prod_def
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   492
      by (intro convergent_Cauchy convergent_prod_imp_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   493
    from CauchyD[OF this 1] obtain M where M: "norm (?Q m - ?Q n) < \<epsilon>" if "m \<ge> M" "n \<ge> M" for m n
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   494
      by blast
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   495
    show ?case
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   496
    proof (rule exI[of _ M], safe, goal_cases)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   497
      case (1 m n)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   498
      have "dist (?P m) (?P n) = norm (?P n - ?P m)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   499
        by (simp add: dist_norm norm_minus_commute)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   500
      also from 1 have "{..n} = {..m} \<union> {m<..n}" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   501
      hence "norm (?P n - ?P m) = norm (?P m * (\<Prod>k\<in>{m<..n}. f (k + N)) - ?P m)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   502
        by (subst prod.union_disjoint [symmetric]) (auto simp: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   503
      also have "\<dots> = norm (?P m * ((\<Prod>k\<in>{m<..n}. f (k + N)) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   504
        by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   505
      also have "\<dots> = (\<Prod>k\<le>m. norm (f (k + N))) * norm ((\<Prod>k\<in>{m<..n}. f (k + N)) - 1)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   506
        by (simp add: norm_mult prod_norm)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   507
      also have "\<dots> \<le> ?Q m * ((\<Prod>k\<in>{m<..n}. 1 + norm (f (k + N) - 1)) - 1)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   508
        using norm_prod_minus1_le_prod_minus1[of "\<lambda>k. f (k + N) - 1" "{m<..n}"]
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   509
              norm_triangle_ineq[of 1 "f k - 1" for k]
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   510
        by (intro mult_mono prod_mono ballI conjI norm_prod_minus1_le_prod_minus1 prod_nonneg) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   511
      also have "\<dots> = ?Q m * (\<Prod>k\<in>{m<..n}. 1 + norm (f (k + N) - 1)) - ?Q m"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   512
        by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   513
      also have "?Q m * (\<Prod>k\<in>{m<..n}. 1 + norm (f (k + N) - 1)) = 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   514
                   (\<Prod>k\<in>{..m}\<union>{m<..n}. 1 + norm (f (k + N) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   515
        by (rule prod.union_disjoint [symmetric]) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   516
      also from 1 have "{..m}\<union>{m<..n} = {..n}" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   517
      also have "?Q n - ?Q m \<le> norm (?Q n - ?Q m)" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   518
      also from 1 have "\<dots> < \<epsilon>" by (intro M) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   519
      finally show ?case .
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   520
    qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   521
  qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   522
  hence conv: "convergent ?P" by (rule Cauchy_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   523
  then obtain L where L: "?P \<longlonglongrightarrow> L"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   524
    by (auto simp: convergent_def)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   525
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   526
  have "L \<noteq> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   527
  proof
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   528
    assume [simp]: "L = 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   529
    from tendsto_norm[OF L] have limit: "(\<lambda>n. \<Prod>k\<le>n. norm (f (k + N))) \<longlonglongrightarrow> 0" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   530
      by (simp add: prod_norm)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   531
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   532
    from assms have "(\<lambda>n. f (n + N)) \<longlonglongrightarrow> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   533
      by (intro abs_convergent_prod_imp_LIMSEQ abs_convergent_prod_ignore_initial_segment)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   534
    hence "eventually (\<lambda>n. norm (f (n + N) - 1) < 1) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   535
      by (auto simp: tendsto_iff dist_norm)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   536
    then obtain M0 where M0: "norm (f (n + N) - 1) < 1" if "n \<ge> M0" for n
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   537
      by (auto simp: eventually_at_top_linorder)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   538
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   539
    {
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   540
      fix M assume M: "M \<ge> M0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   541
      with M0 have M: "norm (f (n + N) - 1) < 1" if "n \<ge> M" for n using that by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   542
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   543
      have "(\<lambda>n. \<Prod>k\<le>n. 1 - norm (f (k+M+N) - 1)) \<longlonglongrightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   544
      proof (rule tendsto_sandwich)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   545
        show "eventually (\<lambda>n. (\<Prod>k\<le>n. 1 - norm (f (k+M+N) - 1)) \<ge> 0) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   546
          using M by (intro always_eventually prod_nonneg allI ballI) (auto intro: less_imp_le)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   547
        have "norm (1::'a) - norm (f (i + M + N) - 1) \<le> norm (f (i + M + N))" for i
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   548
          using norm_triangle_ineq3[of "f (i + M + N)" 1] by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   549
        thus "eventually (\<lambda>n. (\<Prod>k\<le>n. 1 - norm (f (k+M+N) - 1)) \<le> (\<Prod>k\<le>n. norm (f (k+M+N)))) at_top"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   550
          using M by (intro always_eventually allI prod_mono ballI conjI) (auto intro: less_imp_le)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   551
        
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   552
        define C where "C = (\<Prod>k<M. norm (f (k + N)))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   553
        from N have [simp]: "C \<noteq> 0" by (auto simp: C_def)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   554
        from L have "(\<lambda>n. norm (\<Prod>k\<le>n+M. f (k + N))) \<longlonglongrightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   555
          by (intro LIMSEQ_ignore_initial_segment) (simp add: tendsto_norm_zero_iff)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   556
        also have "(\<lambda>n. norm (\<Prod>k\<le>n+M. f (k + N))) = (\<lambda>n. C * (\<Prod>k\<le>n. norm (f (k + M + N))))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   557
        proof (rule ext, goal_cases)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   558
          case (1 n)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   559
          have "{..n+M} = {..<M} \<union> {M..n+M}" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   560
          also have "norm (\<Prod>k\<in>\<dots>. f (k + N)) = C * norm (\<Prod>k=M..n+M. f (k + N))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   561
            unfolding C_def by (subst prod.union_disjoint) (auto simp: norm_mult prod_norm)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   562
          also have "(\<Prod>k=M..n+M. f (k + N)) = (\<Prod>k\<le>n. f (k + N + M))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   563
            by (intro prod.reindex_bij_witness[of _ "\<lambda>i. i + M" "\<lambda>i. i - M"]) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   564
          finally show ?case by (simp add: add_ac prod_norm)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   565
        qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   566
        finally have "(\<lambda>n. C * (\<Prod>k\<le>n. norm (f (k + M + N))) / C) \<longlonglongrightarrow> 0 / C"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   567
          by (intro tendsto_divide tendsto_const) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   568
        thus "(\<lambda>n. \<Prod>k\<le>n. norm (f (k + M + N))) \<longlonglongrightarrow> 0" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   569
      qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   570
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   571
      have "1 - (\<Sum>i. norm (f (i + M + N) - 1)) \<le> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   572
      proof (rule tendsto_le)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   573
        show "eventually (\<lambda>n. 1 - (\<Sum>k\<le>n. norm (f (k+M+N) - 1)) \<le> 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   574
                                (\<Prod>k\<le>n. 1 - norm (f (k+M+N) - 1))) at_top"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   575
          using M by (intro always_eventually allI weierstrass_prod_ineq) (auto intro: less_imp_le)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   576
        show "(\<lambda>n. \<Prod>k\<le>n. 1 - norm (f (k+M+N) - 1)) \<longlonglongrightarrow> 0" by fact
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   577
        show "(\<lambda>n. 1 - (\<Sum>k\<le>n. norm (f (k + M + N) - 1)))
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   578
                  \<longlonglongrightarrow> 1 - (\<Sum>i. norm (f (i + M + N) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   579
          by (intro tendsto_intros summable_LIMSEQ' summable_ignore_initial_segment 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   580
                abs_convergent_prod_imp_summable assms)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   581
      qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   582
      hence "(\<Sum>i. norm (f (i + M + N) - 1)) \<ge> 1" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   583
      also have "\<dots> + (\<Sum>i<M. norm (f (i + N) - 1)) = (\<Sum>i. norm (f (i + N) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   584
        by (intro suminf_split_initial_segment [symmetric] summable_ignore_initial_segment
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   585
              abs_convergent_prod_imp_summable assms)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   586
      finally have "1 + (\<Sum>i<M. norm (f (i + N) - 1)) \<le> (\<Sum>i. norm (f (i + N) - 1))" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   587
    } note * = this
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   588
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   589
    have "1 + (\<Sum>i. norm (f (i + N) - 1)) \<le> (\<Sum>i. norm (f (i + N) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   590
    proof (rule tendsto_le)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   591
      show "(\<lambda>M. 1 + (\<Sum>i<M. norm (f (i + N) - 1))) \<longlonglongrightarrow> 1 + (\<Sum>i. norm (f (i + N) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   592
        by (intro tendsto_intros summable_LIMSEQ summable_ignore_initial_segment 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   593
                abs_convergent_prod_imp_summable assms)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   594
      show "eventually (\<lambda>M. 1 + (\<Sum>i<M. norm (f (i + N) - 1)) \<le> (\<Sum>i. norm (f (i + N) - 1))) at_top"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   595
        using eventually_ge_at_top[of M0] by eventually_elim (use * in auto)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   596
    qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   597
    thus False by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   598
  qed
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   599
  with L show ?thesis by (auto simp: prod_defs)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   600
qed
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   601
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
   602
subsection\<open>More elementary properties\<close>
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
   603
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   604
lemma raw_has_prod_cases:
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   605
  fixes f :: "nat \<Rightarrow> 'a :: {idom,topological_semigroup_mult,t2_space}"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   606
  assumes "raw_has_prod f M p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   607
  obtains i where "i<M" "f i = 0" | p where "raw_has_prod f 0 p"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   608
proof -
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   609
  have "(\<lambda>n. \<Prod>i\<le>n. f (i + M)) \<longlonglongrightarrow> p" "p \<noteq> 0"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   610
    using assms unfolding raw_has_prod_def by blast+
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   611
  then have "(\<lambda>n. prod f {..<M} * (\<Prod>i\<le>n. f (i + M))) \<longlonglongrightarrow> prod f {..<M} * p"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   612
    by (metis tendsto_mult_left)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   613
  moreover have "prod f {..<M} * (\<Prod>i\<le>n. f (i + M)) = prod f {..n+M}" for n
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   614
  proof -
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   615
    have "{..n+M} = {..<M} \<union> {M..n+M}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   616
      by auto
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   617
    then have "prod f {..n+M} = prod f {..<M} * prod f {M..n+M}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   618
      by simp (subst prod.union_disjoint; force)
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   619
    also have "\<dots> = prod f {..<M} * (\<Prod>i\<le>n. f (i + M))"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   620
      by (metis (mono_tags, lifting) add.left_neutral atMost_atLeast0 prod_shift_bounds_cl_nat_ivl)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   621
    finally show ?thesis by metis
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   622
  qed
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   623
  ultimately have "(\<lambda>n. prod f {..n}) \<longlonglongrightarrow> prod f {..<M} * p"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   624
    by (auto intro: LIMSEQ_offset [where k=M])
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   625
  then have "raw_has_prod f 0 (prod f {..<M} * p)" if "\<forall>i<M. f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   626
    using \<open>p \<noteq> 0\<close> assms that by (auto simp: raw_has_prod_def)
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   627
  then show thesis
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   628
    using that by blast
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   629
qed
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   630
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   631
corollary convergent_prod_offset_0:
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   632
  fixes f :: "nat \<Rightarrow> 'a :: {idom,topological_semigroup_mult,t2_space}"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   633
  assumes "convergent_prod f" "\<And>i. f i \<noteq> 0"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   634
  shows "\<exists>p. raw_has_prod f 0 p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   635
  using assms convergent_prod_def raw_has_prod_cases by blast
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   636
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   637
lemma prodinf_eq_lim:
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   638
  fixes f :: "nat \<Rightarrow> 'a :: {idom,topological_semigroup_mult,t2_space}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   639
  assumes "convergent_prod f" "\<And>i. f i \<noteq> 0"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   640
  shows "prodinf f = lim (\<lambda>n. \<Prod>i\<le>n. f i)"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   641
  using assms convergent_prod_offset_0 [OF assms]
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   642
  by (simp add: prod_defs lim_def) (metis (no_types) assms(1) convergent_prod_to_zero_iff)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   643
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   644
lemma has_prod_one[simp, intro]: "(\<lambda>n. 1) has_prod 1"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   645
  unfolding prod_defs by auto
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   646
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   647
lemma convergent_prod_one[simp, intro]: "convergent_prod (\<lambda>n. 1)"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   648
  unfolding prod_defs by auto
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   649
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   650
lemma prodinf_cong: "(\<And>n. f n = g n) \<Longrightarrow> prodinf f = prodinf g"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   651
  by presburger
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   652
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   653
lemma convergent_prod_cong:
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   654
  fixes f g :: "nat \<Rightarrow> 'a::{field,topological_semigroup_mult,t2_space}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   655
  assumes ev: "eventually (\<lambda>x. f x = g x) sequentially" and f: "\<And>i. f i \<noteq> 0" and g: "\<And>i. g i \<noteq> 0"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   656
  shows "convergent_prod f = convergent_prod g"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   657
proof -
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   658
  from assms obtain N where N: "\<forall>n\<ge>N. f n = g n"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   659
    by (auto simp: eventually_at_top_linorder)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   660
  define C where "C = (\<Prod>k<N. f k / g k)"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   661
  with g have "C \<noteq> 0"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   662
    by (simp add: f)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   663
  have *: "eventually (\<lambda>n. prod f {..n} = C * prod g {..n}) sequentially"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   664
    using eventually_ge_at_top[of N]
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   665
  proof eventually_elim
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   666
    case (elim n)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   667
    then have "{..n} = {..<N} \<union> {N..n}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   668
      by auto
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   669
    also have "prod f \<dots> = prod f {..<N} * prod f {N..n}"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   670
      by (intro prod.union_disjoint) auto
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   671
    also from N have "prod f {N..n} = prod g {N..n}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   672
      by (intro prod.cong) simp_all
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   673
    also have "prod f {..<N} * prod g {N..n} = C * (prod g {..<N} * prod g {N..n})"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   674
      unfolding C_def by (simp add: g prod_dividef)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   675
    also have "prod g {..<N} * prod g {N..n} = prod g ({..<N} \<union> {N..n})"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   676
      by (intro prod.union_disjoint [symmetric]) auto
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   677
    also from elim have "{..<N} \<union> {N..n} = {..n}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   678
      by auto                                                                    
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   679
    finally show "prod f {..n} = C * prod g {..n}" .
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   680
  qed
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   681
  then have cong: "convergent (\<lambda>n. prod f {..n}) = convergent (\<lambda>n. C * prod g {..n})"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   682
    by (rule convergent_cong)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   683
  show ?thesis
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   684
  proof
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   685
    assume cf: "convergent_prod f"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   686
    then have "\<not> (\<lambda>n. prod g {..n}) \<longlonglongrightarrow> 0"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   687
      using tendsto_mult_left * convergent_prod_to_zero_iff f filterlim_cong by fastforce
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   688
    then show "convergent_prod g"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   689
      by (metis convergent_mult_const_iff \<open>C \<noteq> 0\<close> cong cf convergent_LIMSEQ_iff convergent_prod_iff_convergent convergent_prod_imp_convergent g)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   690
  next
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   691
    assume cg: "convergent_prod g"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   692
    have "\<exists>a. C * a \<noteq> 0 \<and> (\<lambda>n. prod g {..n}) \<longlonglongrightarrow> a"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   693
      by (metis (no_types) \<open>C \<noteq> 0\<close> cg convergent_prod_iff_nz_lim divide_eq_0_iff g nonzero_mult_div_cancel_right)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   694
    then show "convergent_prod f"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   695
      using "*" tendsto_mult_left filterlim_cong
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   696
      by (fastforce simp add: convergent_prod_iff_nz_lim f)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   697
  qed
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   698
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   699
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   700
lemma has_prod_finite:
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   701
  fixes f :: "nat \<Rightarrow> 'a::{semidom,t2_space}"
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   702
  assumes [simp]: "finite N"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   703
    and f: "\<And>n. n \<notin> N \<Longrightarrow> f n = 1"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   704
  shows "f has_prod (\<Prod>n\<in>N. f n)"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   705
proof -
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   706
  have eq: "prod f {..n + Suc (Max N)} = prod f N" for n
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   707
  proof (rule prod.mono_neutral_right)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   708
    show "N \<subseteq> {..n + Suc (Max N)}"
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   709
      by (auto simp: le_Suc_eq trans_le_add2)
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   710
    show "\<forall>i\<in>{..n + Suc (Max N)} - N. f i = 1"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   711
      using f by blast
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   712
  qed auto
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   713
  show ?thesis
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   714
  proof (cases "\<forall>n\<in>N. f n \<noteq> 0")
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   715
    case True
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   716
    then have "prod f N \<noteq> 0"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   717
      by simp
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   718
    moreover have "(\<lambda>n. prod f {..n}) \<longlonglongrightarrow> prod f N"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   719
      by (rule LIMSEQ_offset[of _ "Suc (Max N)"]) (simp add: eq atLeast0LessThan del: add_Suc_right)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   720
    ultimately show ?thesis
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   721
      by (simp add: raw_has_prod_def has_prod_def)
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   722
  next
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   723
    case False
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   724
    then obtain k where "k \<in> N" "f k = 0"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   725
      by auto
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   726
    let ?Z = "{n \<in> N. f n = 0}"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   727
    have maxge: "Max ?Z \<ge> n" if "f n = 0" for n
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   728
      using Max_ge [of ?Z] \<open>finite N\<close> \<open>f n = 0\<close>
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   729
      by (metis (mono_tags) Collect_mem_eq f finite_Collect_conjI mem_Collect_eq zero_neq_one)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   730
    let ?q = "prod f {Suc (Max ?Z)..Max N}"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   731
    have [simp]: "?q \<noteq> 0"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   732
      using maxge Suc_n_not_le_n le_trans by force
68076
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   733
    have eq: "(\<Prod>i\<le>n + Max N. f (Suc (i + Max ?Z))) = ?q" for n
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   734
    proof -
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   735
      have "(\<Prod>i\<le>n + Max N. f (Suc (i + Max ?Z))) = prod f {Suc (Max ?Z)..n + Max N + Suc (Max ?Z)}" 
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   736
      proof (rule prod.reindex_cong [where l = "\<lambda>i. i + Suc (Max ?Z)", THEN sym])
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   737
        show "{Suc (Max ?Z)..n + Max N + Suc (Max ?Z)} = (\<lambda>i. i + Suc (Max ?Z)) ` {..n + Max N}"
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   738
          using le_Suc_ex by fastforce
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   739
      qed (auto simp: inj_on_def)
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   740
      also have "\<dots> = ?q"
68076
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   741
        by (rule prod.mono_neutral_right)
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   742
           (use Max.coboundedI [OF \<open>finite N\<close>] f in \<open>force+\<close>)
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   743
      finally show ?thesis .
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   744
    qed
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   745
    have q: "raw_has_prod f (Suc (Max ?Z)) ?q"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   746
    proof (simp add: raw_has_prod_def)
68076
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   747
      show "(\<lambda>n. \<Prod>i\<le>n. f (Suc (i + Max ?Z))) \<longlonglongrightarrow> ?q"
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   748
        by (rule LIMSEQ_offset[of _ "(Max N)"]) (simp add: eq)
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   749
    qed
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   750
    show ?thesis
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   751
      unfolding has_prod_def
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   752
    proof (intro disjI2 exI conjI)      
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   753
      show "prod f N = 0"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   754
        using \<open>f k = 0\<close> \<open>k \<in> N\<close> \<open>finite N\<close> prod_zero by blast
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   755
      show "f (Max ?Z) = 0"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   756
        using Max_in [of ?Z] \<open>finite N\<close> \<open>f k = 0\<close> \<open>k \<in> N\<close> by auto
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   757
    qed (use q in auto)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   758
  qed
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   759
qed
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   760
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   761
corollary has_prod_0:
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   762
  fixes f :: "nat \<Rightarrow> 'a::{semidom,t2_space}"
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   763
  assumes "\<And>n. f n = 1"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   764
  shows "f has_prod 1"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   765
  by (simp add: assms has_prod_cong)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   766
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   767
lemma prodinf_zero[simp]: "prodinf (\<lambda>n. 1::'a::real_normed_field) = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   768
  using has_prod_unique by force
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   769
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   770
lemma convergent_prod_finite:
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   771
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   772
  assumes "finite N" "\<And>n. n \<notin> N \<Longrightarrow> f n = 1"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   773
  shows "convergent_prod f"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   774
proof -
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   775
  have "\<exists>n p. raw_has_prod f n p"
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   776
    using assms has_prod_def has_prod_finite by blast
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   777
  then show ?thesis
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   778
    by (simp add: convergent_prod_def)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   779
qed
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   780
68127
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   781
lemma has_prod_If_finite_set:
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   782
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   783
  shows "finite A \<Longrightarrow> (\<lambda>r. if r \<in> A then f r else 1) has_prod (\<Prod>r\<in>A. f r)"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   784
  using has_prod_finite[of A "(\<lambda>r. if r \<in> A then f r else 1)"]
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   785
  by simp
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   786
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   787
lemma has_prod_If_finite:
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   788
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   789
  shows "finite {r. P r} \<Longrightarrow> (\<lambda>r. if P r then f r else 1) has_prod (\<Prod>r | P r. f r)"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   790
  using has_prod_If_finite_set[of "{r. P r}"] by simp
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   791
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   792
lemma convergent_prod_If_finite_set[simp, intro]:
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   793
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   794
  shows "finite A \<Longrightarrow> convergent_prod (\<lambda>r. if r \<in> A then f r else 1)"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   795
  by (simp add: convergent_prod_finite)
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   796
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   797
lemma convergent_prod_If_finite[simp, intro]:
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   798
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   799
  shows "finite {r. P r} \<Longrightarrow> convergent_prod (\<lambda>r. if P r then f r else 1)"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   800
  using convergent_prod_def has_prod_If_finite has_prod_def by fastforce
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   801
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   802
lemma has_prod_single:
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   803
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   804
  shows "(\<lambda>r. if r = i then f r else 1) has_prod f i"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   805
  using has_prod_If_finite[of "\<lambda>r. r = i"] by simp
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   806
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   807
context
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   808
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_field"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   809
begin
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   810
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   811
lemma convergent_prod_imp_has_prod: 
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   812
  assumes "convergent_prod f"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   813
  shows "\<exists>p. f has_prod p"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   814
proof -
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   815
  obtain M p where p: "raw_has_prod f M p"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   816
    using assms convergent_prod_def by blast
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   817
  then have "p \<noteq> 0"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   818
    using raw_has_prod_nonzero by blast
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   819
  with p have fnz: "f i \<noteq> 0" if "i \<ge> M" for i
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   820
    using raw_has_prod_eq_0 that by blast
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   821
  define C where "C = (\<Prod>n<M. f n)"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   822
  show ?thesis
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   823
  proof (cases "\<forall>n\<le>M. f n \<noteq> 0")
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   824
    case True
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   825
    then have "C \<noteq> 0"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   826
      by (simp add: C_def)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   827
    then show ?thesis
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   828
      by (meson True assms convergent_prod_offset_0 fnz has_prod_def nat_le_linear)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   829
  next
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   830
    case False
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   831
    let ?N = "GREATEST n. f n = 0"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   832
    have 0: "f ?N = 0"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   833
      using fnz False
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   834
      by (metis (mono_tags, lifting) GreatestI_ex_nat nat_le_linear)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   835
    have "f i \<noteq> 0" if "i > ?N" for i
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   836
      by (metis (mono_tags, lifting) Greatest_le_nat fnz leD linear that)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   837
    then have "\<exists>p. raw_has_prod f (Suc ?N) p"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   838
      using assms by (auto simp: intro!: convergent_prod_ignore_nonzero_segment)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   839
    then show ?thesis
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   840
      unfolding has_prod_def using 0 by blast
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   841
  qed
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   842
qed
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   843
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   844
lemma convergent_prod_has_prod [intro]:
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   845
  shows "convergent_prod f \<Longrightarrow> f has_prod (prodinf f)"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   846
  unfolding prodinf_def
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   847
  by (metis convergent_prod_imp_has_prod has_prod_unique theI')
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   848
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   849
lemma convergent_prod_LIMSEQ:
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   850
  shows "convergent_prod f \<Longrightarrow> (\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> prodinf f"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   851
  by (metis convergent_LIMSEQ_iff convergent_prod_has_prod convergent_prod_imp_convergent 
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   852
      convergent_prod_to_zero_iff raw_has_prod_eq_0 has_prod_def prodinf_eq_lim zero_le)
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   853
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   854
lemma has_prod_iff: "f has_prod x \<longleftrightarrow> convergent_prod f \<and> prodinf f = x"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   855
proof
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   856
  assume "f has_prod x"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   857
  then show "convergent_prod f \<and> prodinf f = x"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   858
    apply safe
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   859
    using convergent_prod_def has_prod_def apply blast
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   860
    using has_prod_unique by blast
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   861
qed auto
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   862
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   863
lemma convergent_prod_has_prod_iff: "convergent_prod f \<longleftrightarrow> f has_prod prodinf f"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   864
  by (auto simp: has_prod_iff convergent_prod_has_prod)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   865
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   866
lemma prodinf_finite:
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   867
  assumes N: "finite N"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   868
    and f: "\<And>n. n \<notin> N \<Longrightarrow> f n = 1"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   869
  shows "prodinf f = (\<Prod>n\<in>N. f n)"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   870
  using has_prod_finite[OF assms, THEN has_prod_unique] by simp
68127
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   871
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   872
end
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   873
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   874
subsection \<open>Infinite products on ordered, topological monoids\<close>
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   875
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   876
lemma LIMSEQ_prod_0: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   877
  fixes f :: "nat \<Rightarrow> 'a::{semidom,topological_space}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   878
  assumes "f i = 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   879
  shows "(\<lambda>n. prod f {..n}) \<longlonglongrightarrow> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   880
proof (subst tendsto_cong)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   881
  show "\<forall>\<^sub>F n in sequentially. prod f {..n} = 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   882
  proof
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   883
    show "prod f {..n} = 0" if "n \<ge> i" for n
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   884
      using that assms by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   885
  qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   886
qed auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   887
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   888
lemma LIMSEQ_prod_nonneg: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   889
  fixes f :: "nat \<Rightarrow> 'a::{linordered_semidom,linorder_topology}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   890
  assumes 0: "\<And>n. 0 \<le> f n" and a: "(\<lambda>n. prod f {..n}) \<longlonglongrightarrow> a"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   891
  shows "a \<ge> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   892
  by (simp add: "0" prod_nonneg LIMSEQ_le_const [OF a])
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   893
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   894
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   895
context
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   896
  fixes f :: "nat \<Rightarrow> 'a::{linordered_semidom,linorder_topology}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   897
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   898
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   899
lemma has_prod_le:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   900
  assumes f: "f has_prod a" and g: "g has_prod b" and le: "\<And>n. 0 \<le> f n \<and> f n \<le> g n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   901
  shows "a \<le> b"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   902
proof (cases "a=0 \<or> b=0")
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   903
  case True
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   904
  then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   905
  proof
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   906
    assume [simp]: "a=0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   907
    have "b \<ge> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   908
    proof (rule LIMSEQ_prod_nonneg)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   909
      show "(\<lambda>n. prod g {..n}) \<longlonglongrightarrow> b"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   910
        using g by (auto simp: has_prod_def raw_has_prod_def LIMSEQ_prod_0)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   911
    qed (use le order_trans in auto)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   912
    then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   913
      by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   914
  next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   915
    assume [simp]: "b=0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   916
    then obtain i where "g i = 0"    
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   917
      using g by (auto simp: prod_defs)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   918
    then have "f i = 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   919
      using antisym le by force
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   920
    then have "a=0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   921
      using f by (auto simp: prod_defs LIMSEQ_prod_0 LIMSEQ_unique)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   922
    then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   923
      by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   924
  qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   925
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   926
  case False
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   927
  then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   928
    using assms
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   929
    unfolding has_prod_def raw_has_prod_def
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   930
    by (force simp: LIMSEQ_prod_0 intro!: LIMSEQ_le prod_mono)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   931
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   932
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   933
lemma prodinf_le: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   934
  assumes f: "f has_prod a" and g: "g has_prod b" and le: "\<And>n. 0 \<le> f n \<and> f n \<le> g n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   935
  shows "prodinf f \<le> prodinf g"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   936
  using has_prod_le [OF assms] has_prod_unique f g  by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   937
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   938
end
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   939
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   940
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   941
lemma prod_le_prodinf: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   942
  fixes f :: "nat \<Rightarrow> 'a::{linordered_idom,linorder_topology}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   943
  assumes "f has_prod a" "\<And>i. 0 \<le> f i" "\<And>i. i\<ge>n \<Longrightarrow> 1 \<le> f i"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   944
  shows "prod f {..<n} \<le> prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   945
  by(rule has_prod_le[OF has_prod_If_finite_set]) (use assms has_prod_unique in auto)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   946
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   947
lemma prodinf_nonneg:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   948
  fixes f :: "nat \<Rightarrow> 'a::{linordered_idom,linorder_topology}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   949
  assumes "f has_prod a" "\<And>i. 1 \<le> f i" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   950
  shows "1 \<le> prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   951
  using prod_le_prodinf[of f a 0] assms
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   952
  by (metis order_trans prod_ge_1 zero_le_one)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   953
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   954
lemma prodinf_le_const:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   955
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   956
  assumes "convergent_prod f" "\<And>n. prod f {..<n} \<le> x" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   957
  shows "prodinf f \<le> x"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   958
  by (metis lessThan_Suc_atMost assms convergent_prod_LIMSEQ LIMSEQ_le_const2)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   959
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   960
lemma prodinf_eq_one_iff: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   961
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   962
  assumes f: "convergent_prod f" and ge1: "\<And>n. 1 \<le> f n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   963
  shows "prodinf f = 1 \<longleftrightarrow> (\<forall>n. f n = 1)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   964
proof
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   965
  assume "prodinf f = 1" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   966
  then have "(\<lambda>n. \<Prod>i<n. f i) \<longlonglongrightarrow> 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   967
    using convergent_prod_LIMSEQ[of f] assms by (simp add: LIMSEQ_lessThan_iff_atMost)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   968
  then have "\<And>i. (\<Prod>n\<in>{i}. f n) \<le> 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   969
  proof (rule LIMSEQ_le_const)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   970
    have "1 \<le> prod f n" for n
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   971
      by (simp add: ge1 prod_ge_1)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   972
    have "prod f {..<n} = 1" for n
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   973
      by (metis \<open>\<And>n. 1 \<le> prod f n\<close> \<open>prodinf f = 1\<close> antisym f convergent_prod_has_prod ge1 order_trans prod_le_prodinf zero_le_one)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   974
    then have "(\<Prod>n\<in>{i}. f n) \<le> prod f {..<n}" if "n \<ge> Suc i" for i n
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   975
      by (metis mult.left_neutral order_refl prod.cong prod.neutral_const prod_lessThan_Suc)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   976
    then show "\<exists>N. \<forall>n\<ge>N. (\<Prod>n\<in>{i}. f n) \<le> prod f {..<n}" for i
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   977
      by blast      
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   978
  qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   979
  with ge1 show "\<forall>n. f n = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   980
    by (auto intro!: antisym)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   981
qed (metis prodinf_zero fun_eq_iff)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   982
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   983
lemma prodinf_pos_iff:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   984
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   985
  assumes "convergent_prod f" "\<And>n. 1 \<le> f n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   986
  shows "1 < prodinf f \<longleftrightarrow> (\<exists>i. 1 < f i)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   987
  using prod_le_prodinf[of f 1] prodinf_eq_one_iff
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   988
  by (metis convergent_prod_has_prod assms less_le prodinf_nonneg)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   989
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   990
lemma less_1_prodinf2:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   991
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   992
  assumes "convergent_prod f" "\<And>n. 1 \<le> f n" "1 < f i"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   993
  shows "1 < prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   994
proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   995
  have "1 < (\<Prod>n<Suc i. f n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   996
    using assms  by (intro less_1_prod2[where i=i]) auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   997
  also have "\<dots> \<le> prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   998
    by (intro prod_le_prodinf) (use assms order_trans zero_le_one in \<open>blast+\<close>)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   999
  finally show ?thesis .
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1000
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1001
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1002
lemma less_1_prodinf:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1003
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1004
  shows "\<lbrakk>convergent_prod f; \<And>n. 1 < f n\<rbrakk> \<Longrightarrow> 1 < prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1005
  by (intro less_1_prodinf2[where i=1]) (auto intro: less_imp_le)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1006
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1007
lemma prodinf_nonzero:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1008
  fixes f :: "nat \<Rightarrow> 'a :: {idom,topological_semigroup_mult,t2_space}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1009
  assumes "convergent_prod f" "\<And>i. f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1010
  shows "prodinf f \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1011
  by (metis assms convergent_prod_offset_0 has_prod_unique raw_has_prod_def has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1012
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1013
lemma less_0_prodinf:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1014
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1015
  assumes f: "convergent_prod f" and 0: "\<And>i. f i > 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1016
  shows "0 < prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1017
proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1018
  have "prodinf f \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1019
    by (metis assms less_irrefl prodinf_nonzero)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1020
  moreover have "0 < (\<Prod>n<i. f n)" for i
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1021
    by (simp add: 0 prod_pos)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1022
  then have "prodinf f \<ge> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1023
    using convergent_prod_LIMSEQ [OF f] LIMSEQ_prod_nonneg 0 less_le by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1024
  ultimately show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1025
    by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1026
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1027
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1028
lemma prod_less_prodinf2:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1029
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1030
  assumes f: "convergent_prod f" and 1: "\<And>m. m\<ge>n \<Longrightarrow> 1 \<le> f m" and 0: "\<And>m. 0 < f m" and i: "n \<le> i" "1 < f i"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1031
  shows "prod f {..<n} < prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1032
proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1033
  have "prod f {..<n} \<le> prod f {..<i}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1034
    by (rule prod_mono2) (use assms less_le in auto)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1035
  then have "prod f {..<n} < f i * prod f {..<i}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1036
    using mult_less_le_imp_less[of 1 "f i" "prod f {..<n}" "prod f {..<i}"] assms
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1037
    by (simp add: prod_pos)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1038
  moreover have "prod f {..<Suc i} \<le> prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1039
    using prod_le_prodinf[of f _ "Suc i"]
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1040
    by (meson "0" "1" Suc_leD convergent_prod_has_prod f \<open>n \<le> i\<close> le_trans less_eq_real_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1041
  ultimately show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1042
    by (metis le_less_trans mult.commute not_le prod_lessThan_Suc)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1043
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1044
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1045
lemma prod_less_prodinf:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1046
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1047
  assumes f: "convergent_prod f" and 1: "\<And>m. m\<ge>n \<Longrightarrow> 1 < f m" and 0: "\<And>m. 0 < f m" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1048
  shows "prod f {..<n} < prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1049
  by (meson "0" "1" f le_less prod_less_prodinf2)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1050
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1051
lemma raw_has_prodI_bounded:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1052
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1053
  assumes pos: "\<And>n. 1 \<le> f n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1054
    and le: "\<And>n. (\<Prod>i<n. f i) \<le> x"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1055
  shows "\<exists>p. raw_has_prod f 0 p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1056
  unfolding raw_has_prod_def add_0_right
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1057
proof (rule exI LIMSEQ_incseq_SUP conjI)+
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1058
  show "bdd_above (range (\<lambda>n. prod f {..n}))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1059
    by (metis bdd_aboveI2 le lessThan_Suc_atMost)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1060
  then have "(SUP i. prod f {..i}) > 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1061
    by (metis UNIV_I cSUP_upper less_le_trans pos prod_pos zero_less_one)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1062
  then show "(SUP i. prod f {..i}) \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1063
    by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1064
  show "incseq (\<lambda>n. prod f {..n})"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1065
    using pos order_trans [OF zero_le_one] by (auto simp: mono_def intro!: prod_mono2)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1066
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1067
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1068
lemma convergent_prodI_nonneg_bounded:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1069
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1070
  assumes "\<And>n. 1 \<le> f n" "\<And>n. (\<Prod>i<n. f i) \<le> x"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1071
  shows "convergent_prod f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1072
  using convergent_prod_def raw_has_prodI_bounded [OF assms] by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1073
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1074
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1075
subsection \<open>Infinite products on topological spaces\<close>
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1076
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1077
context
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1078
  fixes f g :: "nat \<Rightarrow> 'a::{t2_space,topological_semigroup_mult,idom}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1079
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1080
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1081
lemma raw_has_prod_mult: "\<lbrakk>raw_has_prod f M a; raw_has_prod g M b\<rbrakk> \<Longrightarrow> raw_has_prod (\<lambda>n. f n * g n) M (a * b)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1082
  by (force simp add: prod.distrib tendsto_mult raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1083
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1084
lemma has_prod_mult_nz: "\<lbrakk>f has_prod a; g has_prod b; a \<noteq> 0; b \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>n. f n * g n) has_prod (a * b)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1085
  by (simp add: raw_has_prod_mult has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1086
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1087
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1088
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1089
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1090
context
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1091
  fixes f g :: "nat \<Rightarrow> 'a::real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1092
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1093
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1094
lemma has_prod_mult:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1095
  assumes f: "f has_prod a" and g: "g has_prod b"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1096
  shows "(\<lambda>n. f n * g n) has_prod (a * b)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1097
  using f [unfolded has_prod_def]
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1098
proof (elim disjE exE conjE)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1099
  assume f0: "raw_has_prod f 0 a"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1100
  show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1101
    using g [unfolded has_prod_def]
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1102
  proof (elim disjE exE conjE)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1103
    assume g0: "raw_has_prod g 0 b"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1104
    with f0 show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1105
      by (force simp add: has_prod_def prod.distrib tendsto_mult raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1106
  next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1107
    fix j q
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1108
    assume "b = 0" and "g j = 0" and q: "raw_has_prod g (Suc j) q"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1109
    obtain p where p: "raw_has_prod f (Suc j) p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1110
      using f0 raw_has_prod_ignore_initial_segment by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1111
    then have "Ex (raw_has_prod (\<lambda>n. f n * g n) (Suc j))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1112
      using q raw_has_prod_mult by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1113
    then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1114
      using \<open>b = 0\<close> \<open>g j = 0\<close> has_prod_0_iff by fastforce
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1115
  qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1116
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1117
  fix i p
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1118
  assume "a = 0" and "f i = 0" and p: "raw_has_prod f (Suc i) p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1119
  show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1120
    using g [unfolded has_prod_def]
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1121
  proof (elim disjE exE conjE)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1122
    assume g0: "raw_has_prod g 0 b"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1123
    obtain q where q: "raw_has_prod g (Suc i) q"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1124
      using g0 raw_has_prod_ignore_initial_segment by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1125
    then have "Ex (raw_has_prod (\<lambda>n. f n * g n) (Suc i))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1126
      using raw_has_prod_mult p by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1127
    then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1128
      using \<open>a = 0\<close> \<open>f i = 0\<close> has_prod_0_iff by fastforce
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1129
  next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1130
    fix j q
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1131
    assume "b = 0" and "g j = 0" and q: "raw_has_prod g (Suc j) q"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1132
    obtain p' where p': "raw_has_prod f (Suc (max i j)) p'"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1133
      by (metis raw_has_prod_ignore_initial_segment max_Suc_Suc max_def p)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1134
    moreover
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1135
    obtain q' where q': "raw_has_prod g (Suc (max i j)) q'"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1136
      by (metis raw_has_prod_ignore_initial_segment max.cobounded2 max_Suc_Suc q)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1137
    ultimately show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1138
      using \<open>b = 0\<close> by (simp add: has_prod_def) (metis \<open>f i = 0\<close> \<open>g j = 0\<close> raw_has_prod_mult max_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1139
  qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1140
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1141
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1142
lemma convergent_prod_mult:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1143
  assumes f: "convergent_prod f" and g: "convergent_prod g"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1144
  shows "convergent_prod (\<lambda>n. f n * g n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1145
  unfolding convergent_prod_def
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1146
proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1147
  obtain M p N q where p: "raw_has_prod f M p" and q: "raw_has_prod g N q"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1148
    using convergent_prod_def f g by blast+
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1149
  then obtain p' q' where p': "raw_has_prod f (max M N) p'" and q': "raw_has_prod g (max M N) q'"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1150
    by (meson raw_has_prod_ignore_initial_segment max.cobounded1 max.cobounded2)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1151
  then show "\<exists>M p. raw_has_prod (\<lambda>n. f n * g n) M p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1152
    using raw_has_prod_mult by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1153
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1154
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1155
lemma prodinf_mult: "convergent_prod f \<Longrightarrow> convergent_prod g \<Longrightarrow> prodinf f * prodinf g = (\<Prod>n. f n * g n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1156
  by (intro has_prod_unique has_prod_mult convergent_prod_has_prod)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1157
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1158
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1159
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1160
context
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1161
  fixes f :: "'i \<Rightarrow> nat \<Rightarrow> 'a::real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1162
    and I :: "'i set"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1163
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1164
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1165
lemma has_prod_prod: "(\<And>i. i \<in> I \<Longrightarrow> (f i) has_prod (x i)) \<Longrightarrow> (\<lambda>n. \<Prod>i\<in>I. f i n) has_prod (\<Prod>i\<in>I. x i)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1166
  by (induct I rule: infinite_finite_induct) (auto intro!: has_prod_mult)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1167
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1168
lemma prodinf_prod: "(\<And>i. i \<in> I \<Longrightarrow> convergent_prod (f i)) \<Longrightarrow> (\<Prod>n. \<Prod>i\<in>I. f i n) = (\<Prod>i\<in>I. \<Prod>n. f i n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1169
  using has_prod_unique[OF has_prod_prod, OF convergent_prod_has_prod] by simp
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1170
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1171
lemma convergent_prod_prod: "(\<And>i. i \<in> I \<Longrightarrow> convergent_prod (f i)) \<Longrightarrow> convergent_prod (\<lambda>n. \<Prod>i\<in>I. f i n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1172
  using convergent_prod_has_prod_iff has_prod_prod prodinf_prod by force
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1173
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1174
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1175
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1176
subsection \<open>Infinite summability on real normed fields\<close>
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1177
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1178
context
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1179
  fixes f :: "nat \<Rightarrow> 'a::real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1180
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1181
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1182
lemma raw_has_prod_Suc_iff: "raw_has_prod f M (a * f M) \<longleftrightarrow> raw_has_prod (\<lambda>n. f (Suc n)) M a \<and> f M \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1183
proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1184
  have "raw_has_prod f M (a * f M) \<longleftrightarrow> (\<lambda>i. \<Prod>j\<le>Suc i. f (j+M)) \<longlonglongrightarrow> a * f M \<and> a * f M \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1185
    by (subst LIMSEQ_Suc_iff) (simp add: raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1186
  also have "\<dots> \<longleftrightarrow> (\<lambda>i. (\<Prod>j\<le>i. f (Suc j + M)) * f M) \<longlonglongrightarrow> a * f M \<and> a * f M \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1187
    by (simp add: ac_simps atMost_Suc_eq_insert_0 image_Suc_atMost prod_atLeast1_atMost_eq lessThan_Suc_atMost)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1188
  also have "\<dots> \<longleftrightarrow> raw_has_prod (\<lambda>n. f (Suc n)) M a \<and> f M \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1189
  proof safe
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1190
    assume tends: "(\<lambda>i. (\<Prod>j\<le>i. f (Suc j + M)) * f M) \<longlonglongrightarrow> a * f M" and 0: "a * f M \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1191
    with tendsto_divide[OF tends tendsto_const, of "f M"]    
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1192
    show "raw_has_prod (\<lambda>n. f (Suc n)) M a"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1193
      by (simp add: raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1194
  qed (auto intro: tendsto_mult_right simp:  raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1195
  finally show ?thesis .
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1196
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1197
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1198
lemma has_prod_Suc_iff:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1199
  assumes "f 0 \<noteq> 0" shows "(\<lambda>n. f (Suc n)) has_prod a \<longleftrightarrow> f has_prod (a * f 0)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1200
proof (cases "a = 0")
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1201
  case True
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1202
  then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1203
  proof (simp add: has_prod_def, safe)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1204
    fix i x
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1205
    assume "f (Suc i) = 0" and "raw_has_prod (\<lambda>n. f (Suc n)) (Suc i) x"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1206
    then obtain y where "raw_has_prod f (Suc (Suc i)) y"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1207
      by (metis (no_types) raw_has_prod_eq_0 Suc_n_not_le_n raw_has_prod_Suc_iff raw_has_prod_ignore_initial_segment raw_has_prod_nonzero linear)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1208
    then show "\<exists>i. f i = 0 \<and> Ex (raw_has_prod f (Suc i))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1209
      using \<open>f (Suc i) = 0\<close> by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1210
  next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1211
    fix i x
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1212
    assume "f i = 0" and x: "raw_has_prod f (Suc i) x"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1213
    then obtain j where j: "i = Suc j"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1214
      by (metis assms not0_implies_Suc)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1215
    moreover have "\<exists> y. raw_has_prod (\<lambda>n. f (Suc n)) i y"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1216
      using x by (auto simp: raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1217
    then show "\<exists>i. f (Suc i) = 0 \<and> Ex (raw_has_prod (\<lambda>n. f (Suc n)) (Suc i))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1218
      using \<open>f i = 0\<close> j by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1219
  qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1220
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1221
  case False
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1222
  then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1223
    by (auto simp: has_prod_def raw_has_prod_Suc_iff assms)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1224
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1225
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1226
lemma convergent_prod_Suc_iff:
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1227
  shows "convergent_prod (\<lambda>n. f (Suc n)) = convergent_prod f"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1228
proof
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1229
  assume "convergent_prod f"
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1230
  then obtain M L where M_nz:"\<forall>n\<ge>M. f n \<noteq> 0" and 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1231
        M_L:"(\<lambda>n. \<Prod>i\<le>n. f (i + M)) \<longlonglongrightarrow> L" and "L \<noteq> 0" 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1232
    unfolding convergent_prod_altdef by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1233
  have "(\<lambda>n. \<Prod>i\<le>n. f (Suc (i + M))) \<longlonglongrightarrow> L / f M"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1234
  proof -
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1235
    have "(\<lambda>n. \<Prod>i\<in>{0..Suc n}. f (i + M)) \<longlonglongrightarrow> L"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1236
      using M_L 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1237
      apply (subst (asm) LIMSEQ_Suc_iff[symmetric]) 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1238
      using atLeast0AtMost by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1239
    then have "(\<lambda>n. f M * (\<Prod>i\<in>{0..n}. f (Suc (i + M)))) \<longlonglongrightarrow> L"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1240
      apply (subst (asm) prod.atLeast0_atMost_Suc_shift)
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1241
      by simp
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1242
    then have "(\<lambda>n. (\<Prod>i\<in>{0..n}. f (Suc (i + M)))) \<longlonglongrightarrow> L/f M"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1243
      apply (drule_tac tendsto_divide)
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1244
      using M_nz[rule_format,of M,simplified] by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1245
    then show ?thesis unfolding atLeast0AtMost .
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1246
  qed
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1247
  then show "convergent_prod (\<lambda>n. f (Suc n))" unfolding convergent_prod_altdef
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1248
    apply (rule_tac exI[where x=M])
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1249
    apply (rule_tac exI[where x="L/f M"])
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1250
    using M_nz \<open>L\<noteq>0\<close> by auto
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1251
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1252
  assume "convergent_prod (\<lambda>n. f (Suc n))"
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1253
  then obtain M where "\<exists>L. (\<forall>n\<ge>M. f (Suc n) \<noteq> 0) \<and> (\<lambda>n. \<Prod>i\<le>n. f (Suc (i + M))) \<longlonglongrightarrow> L \<and> L \<noteq> 0"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1254
    unfolding convergent_prod_altdef by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1255
  then show "convergent_prod f" unfolding convergent_prod_altdef
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1256
    apply (rule_tac exI[where x="Suc M"])
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1257
    using Suc_le_D by auto
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1258
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1259
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1260
lemma raw_has_prod_inverse: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1261
  assumes "raw_has_prod f M a" shows "raw_has_prod (\<lambda>n. inverse (f n)) M (inverse a)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1262
  using assms unfolding raw_has_prod_def by (auto dest: tendsto_inverse simp: prod_inversef [symmetric])
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1263
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1264
lemma has_prod_inverse: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1265
  assumes "f has_prod a" shows "(\<lambda>n. inverse (f n)) has_prod (inverse a)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1266
using assms raw_has_prod_inverse unfolding has_prod_def by auto 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1267
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1268
lemma convergent_prod_inverse:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1269
  assumes "convergent_prod f" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1270
  shows "convergent_prod (\<lambda>n. inverse (f n))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1271
  using assms unfolding convergent_prod_def  by (blast intro: raw_has_prod_inverse elim: )
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1272
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1273
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1274
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1275
context 
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1276
  fixes f :: "nat \<Rightarrow> 'a::real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1277
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1278
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1279
lemma raw_has_prod_Suc_iff': "raw_has_prod f M a \<longleftrightarrow> raw_has_prod (\<lambda>n. f (Suc n)) M (a / f M) \<and> f M \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1280
  by (metis raw_has_prod_eq_0 add.commute add.left_neutral raw_has_prod_Suc_iff raw_has_prod_nonzero le_add1 nonzero_mult_div_cancel_right times_divide_eq_left)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1281
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1282
lemma has_prod_divide: "f has_prod a \<Longrightarrow> g has_prod b \<Longrightarrow> (\<lambda>n. f n / g n) has_prod (a / b)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1283
  unfolding divide_inverse by (intro has_prod_inverse has_prod_mult)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1284
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1285
lemma convergent_prod_divide:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1286
  assumes f: "convergent_prod f" and g: "convergent_prod g"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1287
  shows "convergent_prod (\<lambda>n. f n / g n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1288
  using f g has_prod_divide has_prod_iff by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1289
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1290
lemma prodinf_divide: "convergent_prod f \<Longrightarrow> convergent_prod g \<Longrightarrow> prodinf f / prodinf g = (\<Prod>n. f n / g n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1291
  by (intro has_prod_unique has_prod_divide convergent_prod_has_prod)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1292
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1293
lemma prodinf_inverse: "convergent_prod f \<Longrightarrow> (\<Prod>n. inverse (f n)) = inverse (\<Prod>n. f n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1294
  by (intro has_prod_unique [symmetric] has_prod_inverse convergent_prod_has_prod)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1295
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1296
lemma has_prod_Suc_imp: 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1297
  assumes "(\<lambda>n. f (Suc n)) has_prod a"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1298
  shows "f has_prod (a * f 0)"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1299
proof -
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1300
  have "f has_prod (a * f 0)" when "raw_has_prod (\<lambda>n. f (Suc n)) 0 a" 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1301
    apply (cases "f 0=0")
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1302
    using that unfolding has_prod_def raw_has_prod_Suc 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1303
    by (auto simp add: raw_has_prod_Suc_iff)
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1304
  moreover have "f has_prod (a * f 0)" when 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1305
    "(\<exists>i q. a = 0 \<and> f (Suc i) = 0 \<and> raw_has_prod (\<lambda>n. f (Suc n)) (Suc i) q)" 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1306
  proof -
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1307
    from that 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1308
    obtain i q where "a = 0" "f (Suc i) = 0" "raw_has_prod (\<lambda>n. f (Suc n)) (Suc i) q"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1309
      by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1310
    then show ?thesis unfolding has_prod_def 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1311
      by (auto intro!:exI[where x="Suc i"] simp:raw_has_prod_Suc)
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1312
  qed
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1313
  ultimately show "f has_prod (a * f 0)" using assms unfolding has_prod_def by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1314
qed
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1315
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1316
lemma has_prod_iff_shift: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1317
  assumes "\<And>i. i < n \<Longrightarrow> f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1318
  shows "(\<lambda>i. f (i + n)) has_prod a \<longleftrightarrow> f has_prod (a * (\<Prod>i<n. f i))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1319
  using assms
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1320
proof (induct n arbitrary: a)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1321
  case 0
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1322
  then show ?case by simp
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1323
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1324
  case (Suc n)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1325
  then have "(\<lambda>i. f (Suc i + n)) has_prod a \<longleftrightarrow> (\<lambda>i. f (i + n)) has_prod (a * f n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1326
    by (subst has_prod_Suc_iff) auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1327
  with Suc show ?case
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1328
    by (simp add: ac_simps)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1329
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1330
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1331
corollary has_prod_iff_shift':
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1332
  assumes "\<And>i. i < n \<Longrightarrow> f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1333
  shows "(\<lambda>i. f (i + n)) has_prod (a / (\<Prod>i<n. f i)) \<longleftrightarrow> f has_prod a"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1334
  by (simp add: assms has_prod_iff_shift)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1335
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1336
lemma has_prod_one_iff_shift:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1337
  assumes "\<And>i. i < n \<Longrightarrow> f i = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1338
  shows "(\<lambda>i. f (i+n)) has_prod a \<longleftrightarrow> (\<lambda>i. f i) has_prod a"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1339
  by (simp add: assms has_prod_iff_shift)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1340
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1341
lemma convergent_prod_iff_shift:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1342
  shows "convergent_prod (\<lambda>i. f (i + n)) \<longleftrightarrow> convergent_prod f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1343
  apply safe
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1344
  using convergent_prod_offset apply blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1345
  using convergent_prod_ignore_initial_segment convergent_prod_def by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1346
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1347
lemma has_prod_split_initial_segment:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1348
  assumes "f has_prod a" "\<And>i. i < n \<Longrightarrow> f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1349
  shows "(\<lambda>i. f (i + n)) has_prod (a / (\<Prod>i<n. f i))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1350
  using assms has_prod_iff_shift' by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1351
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1352
lemma prodinf_divide_initial_segment:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1353
  assumes "convergent_prod f" "\<And>i. i < n \<Longrightarrow> f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1354
  shows "(\<Prod>i. f (i + n)) = (\<Prod>i. f i) / (\<Prod>i<n. f i)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1355
  by (rule has_prod_unique[symmetric]) (auto simp: assms has_prod_iff_shift)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1356
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1357
lemma prodinf_split_initial_segment:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1358
  assumes "convergent_prod f" "\<And>i. i < n \<Longrightarrow> f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1359
  shows "prodinf f = (\<Prod>i. f (i + n)) * (\<Prod>i<n. f i)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1360
  by (auto simp add: assms prodinf_divide_initial_segment)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1362
lemma prodinf_split_head:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1363
  assumes "convergent_prod f" "f 0 \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1364
  shows "(\<Prod>n. f (Suc n)) = prodinf f / f 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1365
  using prodinf_split_initial_segment[of 1] assms by simp
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1366
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1367
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1368
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1369
context 
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1370
  fixes f :: "nat \<Rightarrow> 'a::real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1371
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1372
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1373
lemma convergent_prod_inverse_iff: "convergent_prod (\<lambda>n. inverse (f n)) \<longleftrightarrow> convergent_prod f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1374
  by (auto dest: convergent_prod_inverse)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1375
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1376
lemma convergent_prod_const_iff:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1377
  fixes c :: "'a :: {real_normed_field}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1378
  shows "convergent_prod (\<lambda>_. c) \<longleftrightarrow> c = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1379
proof
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1380
  assume "convergent_prod (\<lambda>_. c)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1381
  then show "c = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1382
    using convergent_prod_imp_LIMSEQ LIMSEQ_unique by blast 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1383
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1384
  assume "c = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1385
  then show "convergent_prod (\<lambda>_. c)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1386
    by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1387
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1388
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1389
lemma has_prod_power: "f has_prod a \<Longrightarrow> (\<lambda>i. f i ^ n) has_prod (a ^ n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1390
  by (induction n) (auto simp: has_prod_mult)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1391
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1392
lemma convergent_prod_power: "convergent_prod f \<Longrightarrow> convergent_prod (\<lambda>i. f i ^ n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1393
  by (induction n) (auto simp: convergent_prod_mult)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1394
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1395
lemma prodinf_power: "convergent_prod f \<Longrightarrow> prodinf (\<lambda>i. f i ^ n) = prodinf f ^ n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1396
  by (metis has_prod_unique convergent_prod_imp_has_prod has_prod_power)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1397
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1398
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1399
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1400
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1401
subsection\<open>Exponentials and logarithms\<close>
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1402
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1403
context 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1404
  fixes f :: "nat \<Rightarrow> 'a::{real_normed_field,banach}"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1405
begin
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1406
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1407
lemma sums_imp_has_prod_exp: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1408
  assumes "f sums s"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1409
  shows "raw_has_prod (\<lambda>i. exp (f i)) 0 (exp s)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1410
  using assms continuous_on_exp [of UNIV "\<lambda>x::'a. x"]
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1411
  using continuous_on_tendsto_compose [of UNIV exp "(\<lambda>n. sum f {..n})" s]
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1412
  by (simp add: prod_defs sums_def_le exp_sum)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1413
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1414
lemma convergent_prod_exp: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1415
  assumes "summable f"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1416
  shows "convergent_prod (\<lambda>i. exp (f i))"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1417
  using sums_imp_has_prod_exp assms unfolding summable_def convergent_prod_def  by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1418
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1419
lemma prodinf_exp: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1420
  assumes "summable f"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1421
  shows "prodinf (\<lambda>i. exp (f i)) = exp (suminf f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1422
proof -
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1423
  have "f sums suminf f"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1424
    using assms by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1425
  then have "(\<lambda>i. exp (f i)) has_prod exp (suminf f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1426
    by (simp add: has_prod_def sums_imp_has_prod_exp)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1427
  then show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1428
    by (rule has_prod_unique [symmetric])
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1429
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1430
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1431
end
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1432
68585
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1433
lemma convergent_prod_iff_summable_real:
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1434
  fixes a :: "nat \<Rightarrow> real"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1435
  assumes "\<And>n. a n > 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1436
  shows "convergent_prod (\<lambda>k. 1 + a k) \<longleftrightarrow> summable a" (is "?lhs = ?rhs")
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1437
proof
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1438
  assume ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1439
  then obtain p where "raw_has_prod (\<lambda>k. 1 + a k) 0 p"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1440
    by (metis assms add_less_same_cancel2 convergent_prod_offset_0 not_one_less_zero)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1441
  then have to_p: "(\<lambda>n. \<Prod>k\<le>n. 1 + a k) \<longlonglongrightarrow> p"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1442
    by (auto simp: raw_has_prod_def)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1443
  moreover have le: "(\<Sum>k\<le>n. a k) \<le> (\<Prod>k\<le>n. 1 + a k)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1444
    by (rule sum_le_prod) (use assms less_le in force)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1445
  have "(\<Prod>k\<le>n. 1 + a k) \<le> p" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1446
  proof (rule incseq_le [OF _ to_p])
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1447
    show "incseq (\<lambda>n. \<Prod>k\<le>n. 1 + a k)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1448
      using assms by (auto simp: mono_def order.strict_implies_order intro!: prod_mono2)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1449
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1450
  with le have "(\<Sum>k\<le>n. a k) \<le> p" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1451
    by (metis order_trans)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1452
  with assms bounded_imp_summable show ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1453
    by (metis not_less order.asym)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1454
next
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1455
  assume R: ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1456
  have "(\<Prod>k\<le>n. 1 + a k) \<le> exp (suminf a)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1457
  proof -
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1458
    have "(\<Prod>k\<le>n. 1 + a k) \<le> exp (\<Sum>k\<le>n. a k)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1459
      by (rule prod_le_exp_sum) (use assms less_le in force)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1460
    moreover have "exp (\<Sum>k\<le>n. a k) \<le> exp (suminf a)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1461
      unfolding exp_le_cancel_iff
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1462
      by (meson sum_le_suminf R assms finite_atMost less_eq_real_def)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1463
    ultimately show ?thesis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1464
      by (meson order_trans)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1465
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1466
  then obtain L where L: "(\<lambda>n. \<Prod>k\<le>n. 1 + a k) \<longlonglongrightarrow> L"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1467
    by (metis assms bounded_imp_convergent_prod convergent_prod_iff_nz_lim le_add_same_cancel1 le_add_same_cancel2 less_le not_le zero_le_one)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1468
  moreover have "L \<noteq> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1469
  proof
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1470
    assume "L = 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1471
    with L have "(\<lambda>n. \<Prod>k\<le>n. 1 + a k) \<longlonglongrightarrow> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1472
      by simp
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1473
    moreover have "(\<Prod>k\<le>n. 1 + a k) > 1" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1474
      by (simp add: assms less_1_prod)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1475
    ultimately show False
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1476
      by (meson Lim_bounded2 not_one_le_zero less_imp_le)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1477
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1478
  ultimately show ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1479
    using assms convergent_prod_iff_nz_lim
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1480
    by (metis add_less_same_cancel1 less_le not_le zero_less_one)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1481
qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1482
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1483
lemma exp_suminf_prodinf_real:
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1484
  fixes f :: "nat \<Rightarrow> real"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1485
  assumes ge0:"\<And>n. f n \<ge> 0" and ac: "abs_convergent_prod (\<lambda>n. exp (f n))"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1486
  shows "prodinf (\<lambda>i. exp (f i)) = exp (suminf f)"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1487
proof -
68517
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1488
  have "summable f"
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1489
    using ac unfolding abs_convergent_prod_conv_summable
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1490
  proof (elim summable_comparison_test')
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1491
    fix n
68517
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1492
    have "\<bar>f n\<bar> = f n"
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1493
      by (simp add: ge0)
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1494
    also have "\<dots> \<le> exp (f n) - 1"
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1495
      by (metis diff_diff_add exp_ge_add_one_self ge_iff_diff_ge_0)
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1496
    finally show "norm (f n) \<le> norm (exp (f n) - 1)"
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1497
      by simp
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1498
  qed
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1499
  then show ?thesis
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1500
    by (simp add: prodinf_exp)
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1501
qed
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1502
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1503
lemma has_prod_imp_sums_ln_real: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1504
  fixes f :: "nat \<Rightarrow> real"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1505
  assumes "raw_has_prod f 0 p" and 0: "\<And>x. f x > 0"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1506
  shows "(\<lambda>i. ln (f i)) sums (ln p)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1507
proof -
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1508
  have "p > 0"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1509
    using assms unfolding prod_defs by (metis LIMSEQ_prod_nonneg less_eq_real_def)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1510
  then show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1511
  using assms continuous_on_ln [of "{0<..}" "\<lambda>x. x"]
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1512
  using continuous_on_tendsto_compose [of "{0<..}" ln "(\<lambda>n. prod f {..n})" p]
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1513
  by (auto simp: prod_defs sums_def_le ln_prod order_tendstoD)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1514
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1515
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1516
lemma summable_ln_real: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1517
  fixes f :: "nat \<Rightarrow> real"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1518
  assumes f: "convergent_prod f" and 0: "\<And>x. f x > 0"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1519
  shows "summable (\<lambda>i. ln (f i))"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1520
proof -
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1521
  obtain M p where "raw_has_prod f M p"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1522
    using f convergent_prod_def by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1523
  then consider i where "i<M" "f i = 0" | p where "raw_has_prod f 0 p"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1524
    using raw_has_prod_cases by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1525
  then show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1526
  proof cases
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1527
    case 1
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1528
    with 0 show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1529
      by (metis less_irrefl)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1530
  next
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1531
    case 2
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1532
    then show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1533
      using "0" has_prod_imp_sums_ln_real summable_def by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1534
  qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1535
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1536
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1537
lemma suminf_ln_real: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1538
  fixes f :: "nat \<Rightarrow> real"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1539
  assumes f: "convergent_prod f" and 0: "\<And>x. f x > 0"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1540
  shows "suminf (\<lambda>i. ln (f i)) = ln (prodinf f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1541
proof -
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1542
  have "f has_prod prodinf f"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1543
    by (simp add: f has_prod_iff)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1544
  then have "raw_has_prod f 0 (prodinf f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1545
    by (metis "0" has_prod_def less_irrefl)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1546
  then have "(\<lambda>i. ln (f i)) sums ln (prodinf f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1547
    using "0" has_prod_imp_sums_ln_real by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1548
  then show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1549
    by (rule sums_unique [symmetric])
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1550
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1551
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1552
lemma prodinf_exp_real: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1553
  fixes f :: "nat \<Rightarrow> real"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1554
  assumes f: "convergent_prod f" and 0: "\<And>x. f x > 0"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1555
  shows "prodinf f = exp (suminf (\<lambda>i. ln (f i)))"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1556
  by (simp add: "0" f less_0_prodinf suminf_ln_real)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1557
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1558
68585
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1559
lemma Ln_prodinf_complex:
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1560
  fixes z :: "nat \<Rightarrow> complex"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1561
  assumes z: "\<And>j. z j \<noteq> 0" and \<xi>: "\<xi> \<noteq> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1562
  shows "((\<lambda>n. \<Prod>j\<le>n. z j) \<longlonglongrightarrow> \<xi>) \<longleftrightarrow> (\<exists>k. (\<lambda>n. (\<Sum>j\<le>n. Ln (z j))) \<longlonglongrightarrow> Ln \<xi> + of_int k * (of_real(2*pi) * \<i>))" (is "?lhs = ?rhs")
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1563
proof
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1564
  assume L: ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1565
  have pnz: "(\<Prod>j\<le>n. z j) \<noteq> 0" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1566
    using z by auto
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1567
  define \<Theta> where "\<Theta> \<equiv> Arg \<xi> + 2*pi"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1568
  then have "\<Theta> > pi"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1569
    using Arg_def mpi_less_Im_Ln by fastforce
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1570
  have \<xi>_eq: "\<xi> = cmod \<xi> * exp (\<i> * \<Theta>)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1571
    using Arg_def Arg_eq \<xi> unfolding \<Theta>_def by (simp add: algebra_simps exp_add)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1572
  define \<theta> where "\<theta> \<equiv> \<lambda>n. THE t. is_Arg (\<Prod>j\<le>n. z j) t \<and> t \<in> {\<Theta>-pi<..\<Theta>+pi}"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1573
  have uniq: "\<exists>!s. is_Arg (\<Prod>j\<le>n. z j) s \<and> s \<in> {\<Theta>-pi<..\<Theta>+pi}" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1574
    using Argument_exists_unique [OF pnz] by metis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1575
  have \<theta>: "is_Arg (\<Prod>j\<le>n. z j) (\<theta> n)" and \<theta>_interval: "\<theta> n \<in> {\<Theta>-pi<..\<Theta>+pi}" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1576
    unfolding \<theta>_def
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1577
    using theI' [OF uniq] by metis+
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1578
  have \<theta>_pos: "\<And>j. \<theta> j > 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1579
    using \<theta>_interval \<open>\<Theta> > pi\<close> by simp (meson diff_gt_0_iff_gt less_trans)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1580
  have "(\<Prod>j\<le>n. z j) = cmod (\<Prod>j\<le>n. z j) * exp (\<i> * \<theta> n)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1581
    using \<theta> by (auto simp: is_Arg_def)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1582
  then have eq: "(\<lambda>n. \<Prod>j\<le>n. z j) = (\<lambda>n. cmod (\<Prod>j\<le>n. z j) * exp (\<i> * \<theta> n))"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1583
    by simp
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1584
  then have "(\<lambda>n. (cmod (\<Prod>j\<le>n. z j)) * exp (\<i> * (\<theta> n))) \<longlonglongrightarrow> \<xi>"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1585
    using L by force
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1586
  then obtain k where k: "(\<lambda>j. \<theta> j - of_int (k j) * (2 * pi)) \<longlonglongrightarrow> \<Theta>"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1587
    using L by (subst (asm) \<xi>_eq) (auto simp add: eq z \<xi> polar_convergence)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1588
  moreover have "\<forall>\<^sub>F n in sequentially. k n = 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1589
  proof -
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1590
    have *: "kj = 0" if "dist (vj - real_of_int kj * 2) V < 1" "vj \<in> {V - 1<..V + 1}" for kj vj V
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1591
      using that  by (auto simp: dist_norm)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1592
    have "\<forall>\<^sub>F j in sequentially. dist (\<theta> j - of_int (k j) * (2 * pi)) \<Theta> < pi"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1593
      using tendstoD [OF k] pi_gt_zero by blast
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1594
    then show ?thesis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1595
    proof (rule eventually_mono)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1596
      fix j
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1597
      assume d: "dist (\<theta> j - real_of_int (k j) * (2 * pi)) \<Theta> < pi"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1598
      show "k j = 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1599
        by (rule * [of "\<theta> j/pi" _ "\<Theta>/pi"])
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1600
           (use \<theta>_interval [of j] d in \<open>simp_all add: divide_simps dist_norm\<close>)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1601
    qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1602
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1603
  ultimately have \<theta>to\<Theta>: "\<theta> \<longlonglongrightarrow> \<Theta>"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1604
    apply (simp only: tendsto_def)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1605
    apply (erule all_forward imp_forward asm_rl)+
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1606
    apply (drule (1) eventually_conj)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1607
    apply (auto elim: eventually_mono)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1608
    done
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1609
  then have to0: "(\<lambda>n. \<bar>\<theta> (Suc n) - \<theta> n\<bar>) \<longlonglongrightarrow> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1610
    by (metis (full_types) diff_self filterlim_sequentially_Suc tendsto_diff tendsto_rabs_zero)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1611
  have "\<exists>k. Im (\<Sum>j\<le>n. Ln (z j)) - of_int k * (2*pi) = \<theta> n" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1612
  proof (rule is_Arg_exp_diff_2pi)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1613
    show "is_Arg (exp (\<Sum>j\<le>n. Ln (z j))) (\<theta> n)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1614
      using pnz \<theta> by (simp add: is_Arg_def exp_sum prod_norm)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1615
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1616
  then have "\<exists>k. (\<Sum>j\<le>n. Im (Ln (z j))) = \<theta> n + of_int k * (2*pi)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1617
    by (simp add: algebra_simps)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1618
  then obtain k where k: "\<And>n. (\<Sum>j\<le>n. Im (Ln (z j))) = \<theta> n + of_int (k n) * (2*pi)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1619
    by metis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1620
  obtain K where "\<forall>\<^sub>F n in sequentially. k n = K"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1621
  proof -
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1622
    have k_le: "(2*pi) * \<bar>k (Suc n) - k n\<bar> \<le> \<bar>\<theta> (Suc n) - \<theta> n\<bar> + \<bar>Im (Ln (z (Suc n)))\<bar>" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1623
    proof -
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1624
      have "(\<Sum>j\<le>Suc n. Im (Ln (z j))) - (\<Sum>j\<le>n. Im (Ln (z j))) = Im (Ln (z (Suc n)))"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1625
        by simp
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1626
      then show ?thesis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1627
        using k [of "Suc n"] k [of n] by (auto simp: abs_if algebra_simps)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1628
    qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1629
    have "z \<longlonglongrightarrow> 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1630
      using L \<xi> convergent_prod_iff_nz_lim z by (blast intro: convergent_prod_imp_LIMSEQ)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1631
    with z have "(\<lambda>n. Ln (z n)) \<longlonglongrightarrow> Ln 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1632
      using isCont_tendsto_compose [OF continuous_at_Ln] nonpos_Reals_one_I by blast
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1633
    then have "(\<lambda>n. Ln (z n)) \<longlonglongrightarrow> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1634
      by simp
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1635
    then have "(\<lambda>n. \<bar>Im (Ln (z (Suc n)))\<bar>) \<longlonglongrightarrow> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1636
      by (metis LIMSEQ_unique \<open>z \<longlonglongrightarrow> 1\<close> continuous_at_Ln filterlim_sequentially_Suc isCont_tendsto_compose nonpos_Reals_one_I tendsto_Im tendsto_rabs_zero_iff zero_complex.simps(2))
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1637
    then have "\<forall>\<^sub>F n in sequentially. \<bar>Im (Ln (z (Suc n)))\<bar> < 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1638
      by (simp add: order_tendsto_iff)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1639
    moreover have "\<forall>\<^sub>F n in sequentially. \<bar>\<theta> (Suc n) - \<theta> n\<bar> < 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1640
      using to0 by (simp add: order_tendsto_iff)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1641
    ultimately have "\<forall>\<^sub>F n in sequentially. (2*pi) * \<bar>k (Suc n) - k n\<bar> < 1 + 1" 
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1642
    proof (rule eventually_elim2) 
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1643
      fix n 
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1644
      assume "\<bar>Im (Ln (z (Suc n)))\<bar> < 1" and "\<bar>\<theta> (Suc n) - \<theta> n\<bar> < 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1645
      with k_le [of n] show "2 * pi * real_of_int \<bar>k (Suc n) - k n\<bar> < 1 + 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1646
        by linarith
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1647
    qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1648
    then have "\<forall>\<^sub>F n in sequentially. real_of_int\<bar>k (Suc n) - k n\<bar> < 1" 
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1649
    proof (rule eventually_mono)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1650
      fix n :: "nat"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1651
      assume "2 * pi * \<bar>k (Suc n) - k n\<bar> < 1 + 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1652
      then have "\<bar>k (Suc n) - k n\<bar> < 2 / (2*pi)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1653
        by (simp add: field_simps)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1654
      also have "... < 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1655
        using pi_ge_two by auto
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1656
      finally show "real_of_int \<bar>k (Suc n) - k n\<bar> < 1" .
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1657
    qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1658
  then obtain N where N: "\<And>n. n\<ge>N \<Longrightarrow> \<bar>k (Suc n) - k n\<bar> = 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1659
    using eventually_sequentially less_irrefl of_int_abs by fastforce
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1660
  have "k (N+i) = k N" for i
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1661
  proof (induction i)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1662
    case (Suc i)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1663
    with N [of "N+i"] show ?case
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1664
      by auto
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1665
  qed simp
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1666
  then have "\<And>n. n\<ge>N \<Longrightarrow> k n = k N"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1667
    using le_Suc_ex by auto
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1668
  then show ?thesis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1669
    by (force simp add: eventually_sequentially intro: that)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1670
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1671
  with \<theta>to\<Theta> have "(\<lambda>n. (\<Sum>j\<le>n. Im (Ln (z j)))) \<longlonglongrightarrow> \<Theta> + of_int K * (2*pi)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1672
    by (simp add: k tendsto_add tendsto_mult Lim_eventually)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1673
  moreover have "(\<lambda>n. (\<Sum>k\<le>n. Re (Ln (z k)))) \<longlonglongrightarrow> Re (Ln \<xi>)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1674
    using assms continuous_imp_tendsto [OF isCont_ln tendsto_norm [OF L]]
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1675
    by (simp add: o_def flip: prod_norm ln_prod)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1676
  ultimately show ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1677
    by (rule_tac x="K+1" in exI) (auto simp: tendsto_complex_iff \<Theta>_def Arg_def assms algebra_simps)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1678
next
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1679
  assume ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1680
  then obtain r where r: "(\<lambda>n. (\<Sum>k\<le>n. Ln (z k))) \<longlonglongrightarrow> Ln \<xi> + of_int r * (of_real(2*pi) * \<i>)" ..
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1681
  have "(\<lambda>n. exp (\<Sum>k\<le>n. Ln (z k))) \<longlonglongrightarrow> \<xi>"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1682
    using assms continuous_imp_tendsto [OF isCont_exp r] exp_integer_2pi [of r]
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1683
    by (simp add: o_def exp_add algebra_simps)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1684
  moreover have "exp (\<Sum>k\<le>n. Ln (z k)) = (\<Prod>k\<le>n. z k)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1685
    by (simp add: exp_sum add_eq_0_iff assms)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1686
  ultimately show ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1687
    by auto
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1688
qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1689
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1690
text\<open>Prop 17.2 of Bak and Newman, Complex Analysis, p.242\<close>
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1691
proposition convergent_prod_iff_summable_complex:
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1692
  fixes z :: "nat \<Rightarrow> complex"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1693
  assumes "\<And>k. z k \<noteq> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1694
  shows "convergent_prod (\<lambda>k. z k) \<longleftrightarrow> summable (\<lambda>k. Ln (z k))" (is "?lhs = ?rhs")
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1695
proof
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1696
  assume ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1697
  then obtain p where p: "(\<lambda>n. \<Prod>k\<le>n. z k) \<longlonglongrightarrow> p" and "p \<noteq> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1698
    using convergent_prod_LIMSEQ prodinf_nonzero add_eq_0_iff assms by fastforce
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1699
  then show ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1700
    using Ln_prodinf_complex assms
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1701
    by (auto simp: prodinf_nonzero summable_def sums_def_le)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1702
next
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1703
  assume R: ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1704
  have "(\<Prod>k\<le>n. z k) = exp (\<Sum>k\<le>n. Ln (z k))" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1705
    by (simp add: exp_sum add_eq_0_iff assms)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1706
  then have "(\<lambda>n. \<Prod>k\<le>n. z k) \<longlonglongrightarrow> exp (suminf (\<lambda>k. Ln (z k)))"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1707
    using continuous_imp_tendsto [OF isCont_exp summable_LIMSEQ' [OF R]] by (simp add: o_def)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1708
  then show ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1709
    by (subst convergent_prod_iff_convergent) (auto simp: convergent_def tendsto_Lim assms add_eq_0_iff)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1710
qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1711
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1712
subsection\<open>Embeddings from the reals into some complete real normed field\<close>
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1713
68426
e0b5f2d14bf9 fixed a name clash
paulson <lp15@cam.ac.uk>
parents: 68424
diff changeset
  1714
lemma tendsto_eq_of_real_lim:
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1715
  assumes "(\<lambda>n. of_real (f n) :: 'a::{complete_space,real_normed_field}) \<longlonglongrightarrow> q"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1716
  shows "q = of_real (lim f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1717
proof -
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1718
  have "convergent (\<lambda>n. of_real (f n) :: 'a)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1719
    using assms convergent_def by blast 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1720
  then have "convergent f"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1721
    unfolding convergent_def
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1722
    by (simp add: convergent_eq_Cauchy Cauchy_def)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1723
  then show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1724
    by (metis LIMSEQ_unique assms convergentD sequentially_bot tendsto_Lim tendsto_of_real)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1725
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1726
68426
e0b5f2d14bf9 fixed a name clash
paulson <lp15@cam.ac.uk>
parents: 68424
diff changeset
  1727
lemma tendsto_eq_of_real:
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1728
  assumes "(\<lambda>n. of_real (f n) :: 'a::{complete_space,real_normed_field}) \<longlonglongrightarrow> q"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1729
  obtains r where "q = of_real r"
68426
e0b5f2d14bf9 fixed a name clash
paulson <lp15@cam.ac.uk>
parents: 68424
diff changeset
  1730
  using tendsto_eq_of_real_lim assms by blast
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1731
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1732
lemma has_prod_of_real_iff:
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1733
  "(\<lambda>n. of_real (f n) :: 'a::{complete_space,real_normed_field}) has_prod of_real c \<longleftrightarrow> f has_prod c"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1734
  (is "?lhs = ?rhs")
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1735
proof
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1736
  assume ?lhs
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1737
  then show ?rhs
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1738
    apply (auto simp: prod_defs LIMSEQ_prod_0 tendsto_of_real_iff simp flip: of_real_prod)
68426
e0b5f2d14bf9 fixed a name clash
paulson <lp15@cam.ac.uk>
parents: 68424
diff changeset
  1739
    using tendsto_eq_of_real
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1740
    by (metis of_real_0 tendsto_of_real_iff)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1741
next
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1742
  assume ?rhs
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1743
  with tendsto_of_real_iff show ?lhs
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1744
    by (fastforce simp: prod_defs simp flip: of_real_prod)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1745
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1746
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1747
end