src/HOL/SEQ.thy
author hoelzl
Mon, 03 Dec 2012 18:19:08 +0100
changeset 50328 25b1e8686ce0
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child 50331 4b6dc5077e98
permissions -rw-r--r--
tuned proof
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(*  Title:      HOL/SEQ.thy
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    Author:     Jacques D. Fleuriot, University of Cambridge
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    Author:     Lawrence C Paulson
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    Author:     Jeremy Avigad
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    Author:     Brian Huffman
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Convergence of sequences and series.
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*)
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header {* Sequences and Convergence *}
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theory SEQ
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imports Limits RComplete
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begin
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subsection {* Monotone sequences and subsequences *}
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definition
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  monoseq :: "(nat \<Rightarrow> 'a::order) \<Rightarrow> bool" where
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    --{*Definition of monotonicity.
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        The use of disjunction here complicates proofs considerably.
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        One alternative is to add a Boolean argument to indicate the direction.
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        Another is to develop the notions of increasing and decreasing first.*}
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  "monoseq X = ((\<forall>m. \<forall>n\<ge>m. X m \<le> X n) | (\<forall>m. \<forall>n\<ge>m. X n \<le> X m))"
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definition
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  incseq :: "(nat \<Rightarrow> 'a::order) \<Rightarrow> bool" where
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    --{*Increasing sequence*}
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  "incseq X \<longleftrightarrow> (\<forall>m. \<forall>n\<ge>m. X m \<le> X n)"
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definition
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  decseq :: "(nat \<Rightarrow> 'a::order) \<Rightarrow> bool" where
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    --{*Decreasing sequence*}
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  "decseq X \<longleftrightarrow> (\<forall>m. \<forall>n\<ge>m. X n \<le> X m)"
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definition
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  subseq :: "(nat \<Rightarrow> nat) \<Rightarrow> bool" where
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    --{*Definition of subsequence*}
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  "subseq f \<longleftrightarrow> (\<forall>m. \<forall>n>m. f m < f n)"
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lemma incseq_mono: "mono f \<longleftrightarrow> incseq f"
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  unfolding mono_def incseq_def by auto
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lemma incseq_SucI:
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  "(\<And>n. X n \<le> X (Suc n)) \<Longrightarrow> incseq X"
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  using lift_Suc_mono_le[of X]
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  by (auto simp: incseq_def)
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lemma incseqD: "\<And>i j. incseq f \<Longrightarrow> i \<le> j \<Longrightarrow> f i \<le> f j"
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  by (auto simp: incseq_def)
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lemma incseq_SucD: "incseq A \<Longrightarrow> A i \<le> A (Suc i)"
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  using incseqD[of A i "Suc i"] by auto
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lemma incseq_Suc_iff: "incseq f \<longleftrightarrow> (\<forall>n. f n \<le> f (Suc n))"
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  by (auto intro: incseq_SucI dest: incseq_SucD)
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lemma incseq_const[simp, intro]: "incseq (\<lambda>x. k)"
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  unfolding incseq_def by auto
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lemma decseq_SucI:
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  "(\<And>n. X (Suc n) \<le> X n) \<Longrightarrow> decseq X"
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  using order.lift_Suc_mono_le[OF dual_order, of X]
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  by (auto simp: decseq_def)
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lemma decseqD: "\<And>i j. decseq f \<Longrightarrow> i \<le> j \<Longrightarrow> f j \<le> f i"
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  by (auto simp: decseq_def)
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lemma decseq_SucD: "decseq A \<Longrightarrow> A (Suc i) \<le> A i"
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  using decseqD[of A i "Suc i"] by auto
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lemma decseq_Suc_iff: "decseq f \<longleftrightarrow> (\<forall>n. f (Suc n) \<le> f n)"
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  by (auto intro: decseq_SucI dest: decseq_SucD)
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lemma decseq_const[simp, intro]: "decseq (\<lambda>x. k)"
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  unfolding decseq_def by auto
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lemma monoseq_iff: "monoseq X \<longleftrightarrow> incseq X \<or> decseq X"
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  unfolding monoseq_def incseq_def decseq_def ..
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lemma monoseq_Suc:
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  "monoseq X \<longleftrightarrow> (\<forall>n. X n \<le> X (Suc n)) \<or> (\<forall>n. X (Suc n) \<le> X n)"
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  unfolding monoseq_iff incseq_Suc_iff decseq_Suc_iff ..
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lemma monoI1: "\<forall>m. \<forall> n \<ge> m. X m \<le> X n ==> monoseq X"
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by (simp add: monoseq_def)
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lemma monoI2: "\<forall>m. \<forall> n \<ge> m. X n \<le> X m ==> monoseq X"
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by (simp add: monoseq_def)
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lemma mono_SucI1: "\<forall>n. X n \<le> X (Suc n) ==> monoseq X"
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by (simp add: monoseq_Suc)
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lemma mono_SucI2: "\<forall>n. X (Suc n) \<le> X n ==> monoseq X"
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by (simp add: monoseq_Suc)
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lemma monoseq_minus:
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  fixes a :: "nat \<Rightarrow> 'a::ordered_ab_group_add"
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  assumes "monoseq a"
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  shows "monoseq (\<lambda> n. - a n)"
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proof (cases "\<forall> m. \<forall> n \<ge> m. a m \<le> a n")
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  case True
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  hence "\<forall> m. \<forall> n \<ge> m. - a n \<le> - a m" by auto
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  thus ?thesis by (rule monoI2)
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next
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  case False
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  hence "\<forall> m. \<forall> n \<ge> m. - a m \<le> - a n" using `monoseq a`[unfolded monoseq_def] by auto
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  thus ?thesis by (rule monoI1)
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qed
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text{*Subsequence (alternative definition, (e.g. Hoskins)*}
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lemma subseq_Suc_iff: "subseq f = (\<forall>n. (f n) < (f (Suc n)))"
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apply (simp add: subseq_def)
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apply (auto dest!: less_imp_Suc_add)
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apply (induct_tac k)
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apply (auto intro: less_trans)
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done
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text{* for any sequence, there is a monotonic subsequence *}
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lemma seq_monosub:
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  fixes s :: "nat => 'a::linorder"
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  shows "\<exists>f. subseq f \<and> monoseq (\<lambda> n. (s (f n)))"
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proof cases
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  let "?P p n" = "p > n \<and> (\<forall>m\<ge>p. s m \<le> s p)"
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  assume *: "\<forall>n. \<exists>p. ?P p n"
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  def f \<equiv> "nat_rec (SOME p. ?P p 0) (\<lambda>_ n. SOME p. ?P p n)"
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  have f_0: "f 0 = (SOME p. ?P p 0)" unfolding f_def by simp
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  have f_Suc: "\<And>i. f (Suc i) = (SOME p. ?P p (f i))" unfolding f_def nat_rec_Suc ..
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  have P_0: "?P (f 0) 0" unfolding f_0 using *[rule_format] by (rule someI2_ex) auto
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  have P_Suc: "\<And>i. ?P (f (Suc i)) (f i)" unfolding f_Suc using *[rule_format] by (rule someI2_ex) auto
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  then have "subseq f" unfolding subseq_Suc_iff by auto
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  moreover have "monoseq (\<lambda>n. s (f n))" unfolding monoseq_Suc
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  proof (intro disjI2 allI)
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    fix n show "s (f (Suc n)) \<le> s (f n)"
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    proof (cases n)
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      case 0 with P_Suc[of 0] P_0 show ?thesis by auto
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    next
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      case (Suc m)
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      from P_Suc[of n] Suc have "f (Suc m) \<le> f (Suc (Suc m))" by simp
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      with P_Suc Suc show ?thesis by simp
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    qed
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  qed
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  ultimately show ?thesis by auto
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next
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  let "?P p m" = "m < p \<and> s m < s p"
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  assume "\<not> (\<forall>n. \<exists>p>n. (\<forall>m\<ge>p. s m \<le> s p))"
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  then obtain N where N: "\<And>p. p > N \<Longrightarrow> \<exists>m>p. s p < s m" by (force simp: not_le le_less)
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  def f \<equiv> "nat_rec (SOME p. ?P p (Suc N)) (\<lambda>_ n. SOME p. ?P p n)"
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  have f_0: "f 0 = (SOME p. ?P p (Suc N))" unfolding f_def by simp
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  have f_Suc: "\<And>i. f (Suc i) = (SOME p. ?P p (f i))" unfolding f_def nat_rec_Suc ..
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   152
  have P_0: "?P (f 0) (Suc N)"
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   153
    unfolding f_0 some_eq_ex[of "\<lambda>p. ?P p (Suc N)"] using N[of "Suc N"] by auto
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   154
  { fix i have "N < f i \<Longrightarrow> ?P (f (Suc i)) (f i)"
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   155
      unfolding f_Suc some_eq_ex[of "\<lambda>p. ?P p (f i)"] using N[of "f i"] . }
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   156
  note P' = this
8885ba629692 add lemmas for monotone sequences
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   157
  { fix i have "N < f i \<and> ?P (f (Suc i)) (f i)"
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   158
      by (induct i) (insert P_0 P', auto) }
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   159
  then have "subseq f" "monoseq (\<lambda>x. s (f x))"
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   160
    unfolding subseq_Suc_iff monoseq_Suc by (auto simp: not_le intro: less_imp_le)
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   161
  then show ?thesis by auto
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   162
qed
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diff changeset
   163
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   164
lemma seq_suble: assumes sf: "subseq f" shows "n \<le> f n"
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   165
proof(induct n)
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   166
  case 0 thus ?case by simp
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   167
next
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   168
  case (Suc n)
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   169
  from sf[unfolded subseq_Suc_iff, rule_format, of n] Suc.hyps
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   170
  have "n < f (Suc n)" by arith
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   171
  thus ?case by arith
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   172
qed
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   173
50087
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   174
lemma subseq_o: "subseq r \<Longrightarrow> subseq s \<Longrightarrow> subseq (r \<circ> s)"
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   175
  unfolding subseq_def by simp
635d73673b5e regularity of measures, therefore:
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   176
635d73673b5e regularity of measures, therefore:
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   177
lemma subseq_mono: assumes "subseq r" "m < n" shows "r m < r n"
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   178
  using assms by (auto simp: subseq_def)
635d73673b5e regularity of measures, therefore:
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   179
41972
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   180
lemma incseq_imp_monoseq:  "incseq X \<Longrightarrow> monoseq X"
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   181
  by (simp add: incseq_def monoseq_def)
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diff changeset
   182
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   183
lemma decseq_imp_monoseq:  "decseq X \<Longrightarrow> monoseq X"
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   184
  by (simp add: decseq_def monoseq_def)
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diff changeset
   185
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diff changeset
   186
lemma decseq_eq_incseq:
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   187
  fixes X :: "nat \<Rightarrow> 'a::ordered_ab_group_add" shows "decseq X = incseq (\<lambda>n. - X n)" 
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   188
  by (simp add: decseq_def incseq_def)
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diff changeset
   189
50087
635d73673b5e regularity of measures, therefore:
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   190
lemma INT_decseq_offset:
635d73673b5e regularity of measures, therefore:
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   191
  assumes "decseq F"
635d73673b5e regularity of measures, therefore:
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   192
  shows "(\<Inter>i. F i) = (\<Inter>i\<in>{n..}. F i)"
635d73673b5e regularity of measures, therefore:
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   193
proof safe
635d73673b5e regularity of measures, therefore:
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   194
  fix x i assume x: "x \<in> (\<Inter>i\<in>{n..}. F i)"
635d73673b5e regularity of measures, therefore:
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diff changeset
   195
  show "x \<in> F i"
635d73673b5e regularity of measures, therefore:
immler
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   196
  proof cases
635d73673b5e regularity of measures, therefore:
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diff changeset
   197
    from x have "x \<in> F n" by auto
635d73673b5e regularity of measures, therefore:
immler
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diff changeset
   198
    also assume "i \<le> n" with `decseq F` have "F n \<subseteq> F i"
635d73673b5e regularity of measures, therefore:
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diff changeset
   199
      unfolding decseq_def by simp
635d73673b5e regularity of measures, therefore:
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   200
    finally show ?thesis .
635d73673b5e regularity of measures, therefore:
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   201
  qed (insert x, simp)
635d73673b5e regularity of measures, therefore:
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   202
qed auto
635d73673b5e regularity of measures, therefore:
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   203
41972
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   204
subsection {* Defintions of limits *}
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   205
44206
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   206
abbreviation (in topological_space)
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   207
  LIMSEQ :: "[nat \<Rightarrow> 'a, 'a] \<Rightarrow> bool"
41972
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   208
    ("((_)/ ----> (_))" [60, 60] 60) where
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   209
  "X ----> L \<equiv> (X ---> L) sequentially"
8885ba629692 add lemmas for monotone sequences
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   210
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   211
definition
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18da2a87421c generalize constant 'lim' and limit uniqueness theorems to class t2_space
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   212
  lim :: "(nat \<Rightarrow> 'a::t2_space) \<Rightarrow> 'a" where
41972
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   213
    --{*Standard definition of limit using choice operator*}
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   214
  "lim X = (THE L. X ----> L)"
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   215
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   216
definition (in topological_space) convergent :: "(nat \<Rightarrow> 'a) \<Rightarrow> bool" where
41972
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   217
  "convergent X = (\<exists>L. X ----> L)"
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   218
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   219
definition
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   220
  Bseq :: "(nat => 'a::real_normed_vector) => bool" where
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   221
    --{*Standard definition for bounded sequence*}
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   222
  "Bseq X = (\<exists>K>0.\<forall>n. norm (X n) \<le> K)"
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diff changeset
   223
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   224
definition (in metric_space) Cauchy :: "(nat \<Rightarrow> 'a) \<Rightarrow> bool" where
37767
a2b7a20d6ea3 dropped superfluous [code del]s
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   225
  "Cauchy X = (\<forall>e>0. \<exists>M. \<forall>m \<ge> M. \<forall>n \<ge> M. dist (X m) (X n) < e)"
10751
a81ea5d3dd41 separation of HOL-Hyperreal from HOL-Real
paulson
parents:
diff changeset
   226
15082
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   227
22608
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   228
subsection {* Bounded Sequences *}
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   229
26312
e9a65675e5e8 avoid rebinding of existing facts;
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   230
lemma BseqI': assumes K: "\<And>n. norm (X n) \<le> K" shows "Bseq X"
22608
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   231
unfolding Bseq_def
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   232
proof (intro exI conjI allI)
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   233
  show "0 < max K 1" by simp
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   234
next
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   235
  fix n::nat
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   236
  have "norm (X n) \<le> K" by (rule K)
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   237
  thus "norm (X n) \<le> max K 1" by simp
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   238
qed
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   239
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   240
lemma BseqE: "\<lbrakk>Bseq X; \<And>K. \<lbrakk>0 < K; \<forall>n. norm (X n) \<le> K\<rbrakk> \<Longrightarrow> Q\<rbrakk> \<Longrightarrow> Q"
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   241
unfolding Bseq_def by auto
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   242
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   243
lemma BseqI2': assumes K: "\<forall>n\<ge>N. norm (X n) \<le> K" shows "Bseq X"
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   244
proof (rule BseqI')
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   245
  let ?A = "norm ` X ` {..N}"
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   246
  have 1: "finite ?A" by simp
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   247
  fix n::nat
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   248
  show "norm (X n) \<le> max K (Max ?A)"
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   249
  proof (cases rule: linorder_le_cases)
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   250
    assume "n \<ge> N"
092a3353241e add new standard proofs for limits of sequences
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   251
    hence "norm (X n) \<le> K" using K by simp
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   252
    thus "norm (X n) \<le> max K (Max ?A)" by simp
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   253
  next
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   254
    assume "n \<le> N"
092a3353241e add new standard proofs for limits of sequences
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   255
    hence "norm (X n) \<in> ?A" by simp
26757
e775accff967 thms Max_ge, Min_le: dropped superfluous premise
haftmann
parents: 26312
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   256
    with 1 have "norm (X n) \<le> Max ?A" by (rule Max_ge)
22608
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   257
    thus "norm (X n) \<le> max K (Max ?A)" by simp
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   258
  qed
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   259
qed
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   260
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   261
lemma Bseq_ignore_initial_segment: "Bseq X \<Longrightarrow> Bseq (\<lambda>n. X (n + k))"
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   262
unfolding Bseq_def by auto
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   263
092a3353241e add new standard proofs for limits of sequences
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   264
lemma Bseq_offset: "Bseq (\<lambda>n. X (n + k)) \<Longrightarrow> Bseq X"
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   265
apply (erule BseqE)
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e9a65675e5e8 avoid rebinding of existing facts;
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   266
apply (rule_tac N="k" and K="K" in BseqI2')
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   267
apply clarify
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   268
apply (drule_tac x="n - k" in spec, simp)
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   269
done
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   270
31355
3d18766ddc4b limits of inverse using filters
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   271
lemma Bseq_conv_Bfun: "Bseq X \<longleftrightarrow> Bfun X sequentially"
3d18766ddc4b limits of inverse using filters
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   272
unfolding Bfun_def eventually_sequentially
3d18766ddc4b limits of inverse using filters
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   273
apply (rule iffI)
32064
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   274
apply (simp add: Bseq_def)
53ca12ff305d refinement of lattice classes
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   275
apply (auto intro: BseqI2')
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3d18766ddc4b limits of inverse using filters
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   276
done
3d18766ddc4b limits of inverse using filters
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   277
22608
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diff changeset
   278
20696
3b887ad7d196 reorganized subsection headings
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   279
subsection {* Limits of Sequences *}
3b887ad7d196 reorganized subsection headings
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   280
32877
6f09346c7c08 New lemmas connected with the reals and infinite series
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   281
lemma [trans]: "X=Y ==> Y ----> z ==> X ----> z"
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   282
  by simp
6f09346c7c08 New lemmas connected with the reals and infinite series
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   283
36660
1cc4ab4b7ff7 make (X ----> L) an abbreviation for (X ---> L) sequentially
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   284
lemma LIMSEQ_def: "X ----> L = (\<forall>r>0. \<exists>no. \<forall>n\<ge>no. dist (X n) L < r)"
1cc4ab4b7ff7 make (X ----> L) an abbreviation for (X ---> L) sequentially
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   285
unfolding tendsto_iff eventually_sequentially ..
31392
69570155ddf8 replace filters with filter bases
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   286
15082
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   287
lemma LIMSEQ_iff:
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
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   288
  fixes L :: "'a::real_normed_vector"
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   289
  shows "(X ----> L) = (\<forall>r>0. \<exists>no. \<forall>n \<ge> no. norm (X n - L) < r)"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
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   290
unfolding LIMSEQ_def dist_norm ..
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   291
33271
7be66dee1a5a New theory Probability, which contains a development of measure theory
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   292
lemma LIMSEQ_iff_nz: "X ----> L = (\<forall>r>0. \<exists>no>0. \<forall>n\<ge>no. dist (X n) L < r)"
36660
1cc4ab4b7ff7 make (X ----> L) an abbreviation for (X ---> L) sequentially
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parents: 36657
diff changeset
   293
  unfolding LIMSEQ_def by (metis Suc_leD zero_less_Suc)
33271
7be66dee1a5a New theory Probability, which contains a development of measure theory
paulson
parents: 33042
diff changeset
   294
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
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   295
lemma metric_LIMSEQ_I:
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
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   296
  "(\<And>r. 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. dist (X n) L < r) \<Longrightarrow> X ----> L"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
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   297
by (simp add: LIMSEQ_def)
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   298
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
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   299
lemma metric_LIMSEQ_D:
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   300
  "\<lbrakk>X ----> L; 0 < r\<rbrakk> \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. dist (X n) L < r"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
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   301
by (simp add: LIMSEQ_def)
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6c3276a2735b conversion of SEQ.ML to Isar script
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diff changeset
   302
20751
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   303
lemma LIMSEQ_I:
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
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   304
  fixes L :: "'a::real_normed_vector"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   305
  shows "(\<And>r. 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r) \<Longrightarrow> X ----> L"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   306
by (simp add: LIMSEQ_iff)
20751
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   307
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   308
lemma LIMSEQ_D:
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   309
  fixes L :: "'a::real_normed_vector"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   310
  shows "\<lbrakk>X ----> L; 0 < r\<rbrakk> \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   311
by (simp add: LIMSEQ_iff)
20751
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   312
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   313
lemma LIMSEQ_const_iff:
44205
18da2a87421c generalize constant 'lim' and limit uniqueness theorems to class t2_space
huffman
parents: 44194
diff changeset
   314
  fixes k l :: "'a::t2_space"
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   315
  shows "(\<lambda>n. k) ----> l \<longleftrightarrow> k = l"
44205
18da2a87421c generalize constant 'lim' and limit uniqueness theorems to class t2_space
huffman
parents: 44194
diff changeset
   316
  using trivial_limit_sequentially by (rule tendsto_const_iff)
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   317
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   318
lemma LIMSEQ_ignore_initial_segment:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   319
  "f ----> a \<Longrightarrow> (\<lambda>n. f (n + k)) ----> a"
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   320
apply (rule topological_tendstoI)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   321
apply (drule (2) topological_tendstoD)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   322
apply (simp only: eventually_sequentially)
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   323
apply (erule exE, rename_tac N)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   324
apply (rule_tac x=N in exI)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   325
apply simp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   326
done
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   327
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   328
lemma LIMSEQ_offset:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   329
  "(\<lambda>n. f (n + k)) ----> a \<Longrightarrow> f ----> a"
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   330
apply (rule topological_tendstoI)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   331
apply (drule (2) topological_tendstoD)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   332
apply (simp only: eventually_sequentially)
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   333
apply (erule exE, rename_tac N)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   334
apply (rule_tac x="N + k" in exI)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   335
apply clarify
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   336
apply (drule_tac x="n - k" in spec)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   337
apply (simp add: le_diff_conv2)
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   338
done
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   339
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   340
lemma LIMSEQ_Suc: "f ----> l \<Longrightarrow> (\<lambda>n. f (Suc n)) ----> l"
30082
43c5b7bfc791 make more proofs work whether or not One_nat_def is a simp rule
huffman
parents: 29803
diff changeset
   341
by (drule_tac k="Suc 0" in LIMSEQ_ignore_initial_segment, simp)
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   342
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   343
lemma LIMSEQ_imp_Suc: "(\<lambda>n. f (Suc n)) ----> l \<Longrightarrow> f ----> l"
30082
43c5b7bfc791 make more proofs work whether or not One_nat_def is a simp rule
huffman
parents: 29803
diff changeset
   344
by (rule_tac k="Suc 0" in LIMSEQ_offset, simp)
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   345
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   346
lemma LIMSEQ_Suc_iff: "(\<lambda>n. f (Suc n)) ----> l = f ----> l"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   347
by (blast intro: LIMSEQ_imp_Suc LIMSEQ_Suc)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   348
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   349
lemma LIMSEQ_linear: "\<lbrakk> X ----> x ; l > 0 \<rbrakk> \<Longrightarrow> (\<lambda> n. X (n * l)) ----> x"
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   350
  unfolding tendsto_def eventually_sequentially
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   351
  by (metis div_le_dividend div_mult_self1_is_m le_trans nat_mult_commute)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   352
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   353
lemma LIMSEQ_unique:
44205
18da2a87421c generalize constant 'lim' and limit uniqueness theorems to class t2_space
huffman
parents: 44194
diff changeset
   354
  fixes a b :: "'a::t2_space"
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   355
  shows "\<lbrakk>X ----> a; X ----> b\<rbrakk> \<Longrightarrow> a = b"
44205
18da2a87421c generalize constant 'lim' and limit uniqueness theorems to class t2_space
huffman
parents: 44194
diff changeset
   356
  using trivial_limit_sequentially by (rule tendsto_unique)
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   357
32877
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   358
lemma increasing_LIMSEQ:
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   359
  fixes f :: "nat \<Rightarrow> real"
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   360
  assumes inc: "!!n. f n \<le> f (Suc n)"
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   361
      and bdd: "!!n. f n \<le> l"
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   362
      and en: "!!e. 0 < e \<Longrightarrow> \<exists>n. l \<le> f n + e"
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   363
  shows "f ----> l"
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   364
proof (auto simp add: LIMSEQ_def)
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   365
  fix e :: real
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   366
  assume e: "0 < e"
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   367
  then obtain N where "l \<le> f N + e/2"
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   368
    by (metis half_gt_zero e en that)
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   369
  hence N: "l < f N + e" using e
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   370
    by simp
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   371
  { fix k
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   372
    have [simp]: "!!n. \<bar>f n - l\<bar> = l - f n"
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   373
      by (simp add: bdd) 
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   374
    have "\<bar>f (N+k) - l\<bar> < e"
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   375
    proof (induct k)
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   376
      case 0 show ?case using N
32960
69916a850301 eliminated hard tabulators, guessing at each author's individual tab-width;
wenzelm
parents: 32877
diff changeset
   377
        by simp   
32877
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   378
    next
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   379
      case (Suc k) thus ?case using N inc [of "N+k"]
32960
69916a850301 eliminated hard tabulators, guessing at each author's individual tab-width;
wenzelm
parents: 32877
diff changeset
   380
        by simp
32877
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   381
    qed 
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   382
  } note 1 = this
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   383
  { fix n
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   384
    have "N \<le> n \<Longrightarrow> \<bar>f n - l\<bar> < e" using 1 [of "n-N"]
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   385
      by simp 
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   386
  } note [intro] = this
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   387
  show " \<exists>no. \<forall>n\<ge>no. dist (f n) l < e"
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   388
    by (auto simp add: dist_real_def) 
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   389
  qed
6f09346c7c08 New lemmas connected with the reals and infinite series
paulson
parents: 32707
diff changeset
   390
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   391
lemma Bseq_inverse_lemma:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   392
  fixes x :: "'a::real_normed_div_algebra"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   393
  shows "\<lbrakk>r \<le> norm x; 0 < r\<rbrakk> \<Longrightarrow> norm (inverse x) \<le> inverse r"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   394
apply (subst nonzero_norm_inverse, clarsimp)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   395
apply (erule (1) le_imp_inverse_le)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   396
done
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   397
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   398
lemma Bseq_inverse:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   399
  fixes a :: "'a::real_normed_div_algebra"
31355
3d18766ddc4b limits of inverse using filters
huffman
parents: 31353
diff changeset
   400
  shows "\<lbrakk>X ----> a; a \<noteq> 0\<rbrakk> \<Longrightarrow> Bseq (\<lambda>n. inverse (X n))"
36660
1cc4ab4b7ff7 make (X ----> L) an abbreviation for (X ---> L) sequentially
huffman
parents: 36657
diff changeset
   401
unfolding Bseq_conv_Bfun by (rule Bfun_inverse)
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   402
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   403
lemma LIMSEQ_diff_approach_zero:
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   404
  fixes L :: "'a::real_normed_vector"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   405
  shows "g ----> L ==> (%x. f x - g x) ----> 0 ==> f ----> L"
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   406
  by (drule (1) tendsto_add, simp)
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   407
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   408
lemma LIMSEQ_diff_approach_zero2:
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   409
  fixes L :: "'a::real_normed_vector"
35292
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   410
  shows "f ----> L ==> (%x. f x - g x) ----> 0 ==> g ----> L"
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   411
  by (drule (1) tendsto_diff, simp)
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   412
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   413
text{*An unbounded sequence's inverse tends to 0*}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   414
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   415
lemma LIMSEQ_inverse_zero:
22974
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   416
  "\<forall>r::real. \<exists>N. \<forall>n\<ge>N. r < X n \<Longrightarrow> (\<lambda>n. inverse (X n)) ----> 0"
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   417
apply (rule LIMSEQ_I)
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   418
apply (drule_tac x="inverse r" in spec, safe)
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   419
apply (rule_tac x="N" in exI, safe)
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   420
apply (drule_tac x="n" in spec, safe)
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   421
apply (frule positive_imp_inverse_positive)
22974
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   422
apply (frule (1) less_imp_inverse_less)
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   423
apply (subgoal_tac "0 < X n", simp)
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   424
apply (erule (1) order_less_trans)
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   425
done
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   426
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   427
text{*The sequence @{term "1/n"} tends to 0 as @{term n} tends to infinity*}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   428
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   429
lemma LIMSEQ_inverse_real_of_nat: "(%n. inverse(real(Suc n))) ----> 0"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   430
apply (rule LIMSEQ_inverse_zero, safe)
22974
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   431
apply (cut_tac x = r in reals_Archimedean2)
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   432
apply (safe, rule_tac x = n in exI)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   433
apply (auto simp add: real_of_nat_Suc)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   434
done
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   435
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   436
text{*The sequence @{term "r + 1/n"} tends to @{term r} as @{term n} tends to
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   437
infinity is now easily proved*}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   438
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   439
lemma LIMSEQ_inverse_real_of_nat_add:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   440
     "(%n. r + inverse(real(Suc n))) ----> r"
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   441
  using tendsto_add [OF tendsto_const LIMSEQ_inverse_real_of_nat] by auto
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   442
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   443
lemma LIMSEQ_inverse_real_of_nat_add_minus:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   444
     "(%n. r + -inverse(real(Suc n))) ----> r"
44710
9caf6883f1f4 remove redundant lemmas about LIMSEQ
huffman
parents: 44568
diff changeset
   445
  using tendsto_add [OF tendsto_const
9caf6883f1f4 remove redundant lemmas about LIMSEQ
huffman
parents: 44568
diff changeset
   446
    tendsto_minus [OF LIMSEQ_inverse_real_of_nat]] by auto
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   447
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   448
lemma LIMSEQ_inverse_real_of_nat_add_minus_mult:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   449
     "(%n. r*( 1 + -inverse(real(Suc n)))) ----> r"
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   450
  using tendsto_mult [OF tendsto_const
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   451
    LIMSEQ_inverse_real_of_nat_add_minus [of 1]]
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   452
  by auto
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   453
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   454
lemma LIMSEQ_le_const:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   455
  "\<lbrakk>X ----> (x::real); \<exists>N. \<forall>n\<ge>N. a \<le> X n\<rbrakk> \<Longrightarrow> a \<le> x"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   456
apply (rule ccontr, simp only: linorder_not_le)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   457
apply (drule_tac r="a - x" in LIMSEQ_D, simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   458
apply clarsimp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   459
apply (drule_tac x="max N no" in spec, drule mp, rule le_maxI1)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   460
apply (drule_tac x="max N no" in spec, drule mp, rule le_maxI2)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   461
apply simp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   462
done
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   463
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   464
lemma LIMSEQ_le_const2:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   465
  "\<lbrakk>X ----> (x::real); \<exists>N. \<forall>n\<ge>N. X n \<le> a\<rbrakk> \<Longrightarrow> x \<le> a"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   466
apply (subgoal_tac "- a \<le> - x", simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   467
apply (rule LIMSEQ_le_const)
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   468
apply (erule tendsto_minus)
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   469
apply simp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   470
done
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   471
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   472
lemma LIMSEQ_le:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   473
  "\<lbrakk>X ----> x; Y ----> y; \<exists>N. \<forall>n\<ge>N. X n \<le> Y n\<rbrakk> \<Longrightarrow> x \<le> (y::real)"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   474
apply (subgoal_tac "0 \<le> y - x", simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   475
apply (rule LIMSEQ_le_const)
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   476
apply (erule (1) tendsto_diff)
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   477
apply (simp add: le_diff_eq)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   478
done
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   479
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   480
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   481
subsection {* Convergence *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   482
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   483
lemma limI: "X ----> L ==> lim X = L"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   484
apply (simp add: lim_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   485
apply (blast intro: LIMSEQ_unique)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   486
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   487
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   488
lemma convergentD: "convergent X ==> \<exists>L. (X ----> L)"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   489
by (simp add: convergent_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   490
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   491
lemma convergentI: "(X ----> L) ==> convergent X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   492
by (auto simp add: convergent_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   493
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   494
lemma convergent_LIMSEQ_iff: "convergent X = (X ----> lim X)"
20682
cecff1f51431 define constants with THE instead of SOME
huffman
parents: 20653
diff changeset
   495
by (auto intro: theI LIMSEQ_unique simp add: convergent_def lim_def)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   496
36625
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   497
lemma convergent_const: "convergent (\<lambda>n. c)"
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   498
  by (rule convergentI, rule tendsto_const)
36625
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   499
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   500
lemma convergent_add:
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   501
  fixes X Y :: "nat \<Rightarrow> 'a::real_normed_vector"
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   502
  assumes "convergent (\<lambda>n. X n)"
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   503
  assumes "convergent (\<lambda>n. Y n)"
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   504
  shows "convergent (\<lambda>n. X n + Y n)"
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   505
  using assms unfolding convergent_def by (fast intro: tendsto_add)
36625
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   506
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   507
lemma convergent_setsum:
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   508
  fixes X :: "'a \<Rightarrow> nat \<Rightarrow> 'b::real_normed_vector"
36647
edc381bf7200 Removed unnecessary assumption
hoelzl
parents: 36625
diff changeset
   509
  assumes "\<And>i. i \<in> A \<Longrightarrow> convergent (\<lambda>n. X i n)"
36625
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   510
  shows "convergent (\<lambda>n. \<Sum>i\<in>A. X i n)"
36647
edc381bf7200 Removed unnecessary assumption
hoelzl
parents: 36625
diff changeset
   511
proof (cases "finite A")
36650
d65f07abfa7c fixed proof (cf. edc381bf7200);
wenzelm
parents: 36647
diff changeset
   512
  case True from this and assms show ?thesis
36647
edc381bf7200 Removed unnecessary assumption
hoelzl
parents: 36625
diff changeset
   513
    by (induct A set: finite) (simp_all add: convergent_const convergent_add)
edc381bf7200 Removed unnecessary assumption
hoelzl
parents: 36625
diff changeset
   514
qed (simp add: convergent_const)
36625
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   515
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   516
lemma (in bounded_linear) convergent:
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   517
  assumes "convergent (\<lambda>n. X n)"
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   518
  shows "convergent (\<lambda>n. f (X n))"
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   519
  using assms unfolding convergent_def by (fast intro: tendsto)
36625
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   520
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   521
lemma (in bounded_bilinear) convergent:
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   522
  assumes "convergent (\<lambda>n. X n)" and "convergent (\<lambda>n. Y n)"
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   523
  shows "convergent (\<lambda>n. X n ** Y n)"
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   524
  using assms unfolding convergent_def by (fast intro: tendsto)
36625
2ba6525f9905 add lemmas about convergent
huffman
parents: 35748
diff changeset
   525
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   526
lemma convergent_minus_iff:
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   527
  fixes X :: "nat \<Rightarrow> 'a::real_normed_vector"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   528
  shows "convergent X \<longleftrightarrow> convergent (\<lambda>n. - X n)"
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   529
apply (simp add: convergent_def)
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   530
apply (auto dest: tendsto_minus)
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   531
apply (drule tendsto_minus, auto)
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   532
done
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   533
32707
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   534
lemma lim_le:
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   535
  fixes x :: real
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   536
  assumes f: "convergent f" and fn_le: "!!n. f n \<le> x"
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   537
  shows "lim f \<le> x"
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   538
proof (rule classical)
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   539
  assume "\<not> lim f \<le> x"
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   540
  hence 0: "0 < lim f - x" by arith
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   541
  have 1: "f----> lim f"
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   542
    by (metis convergent_LIMSEQ_iff f) 
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   543
  thus ?thesis
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   544
    proof (simp add: LIMSEQ_iff)
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   545
      assume "\<forall>r>0. \<exists>no. \<forall>n\<ge>no. \<bar>f n - lim f\<bar> < r"
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   546
      hence "\<exists>no. \<forall>n\<ge>no. \<bar>f n - lim f\<bar> < lim f - x"
32960
69916a850301 eliminated hard tabulators, guessing at each author's individual tab-width;
wenzelm
parents: 32877
diff changeset
   547
        by (metis 0)
32707
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   548
      from this obtain no where "\<forall>n\<ge>no. \<bar>f n - lim f\<bar> < lim f - x"
32960
69916a850301 eliminated hard tabulators, guessing at each author's individual tab-width;
wenzelm
parents: 32877
diff changeset
   549
        by blast
32707
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   550
      thus "lim f \<le> x"
37887
2ae085b07f2f diff_minus subsumes diff_def
haftmann
parents: 37767
diff changeset
   551
        by (metis 1 LIMSEQ_le_const2 fn_le)
32707
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   552
    qed
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   553
qed
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   554
41367
1b65137d598c generalized monoseq, decseq and incseq; simplified proof for seq_monosub
hoelzl
parents: 40811
diff changeset
   555
lemma monoseq_le:
1b65137d598c generalized monoseq, decseq and incseq; simplified proof for seq_monosub
hoelzl
parents: 40811
diff changeset
   556
  fixes a :: "nat \<Rightarrow> real"
1b65137d598c generalized monoseq, decseq and incseq; simplified proof for seq_monosub
hoelzl
parents: 40811
diff changeset
   557
  assumes "monoseq a" and "a ----> x"
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   558
  shows "((\<forall> n. a n \<le> x) \<and> (\<forall>m. \<forall>n\<ge>m. a m \<le> a n)) \<or> 
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   559
         ((\<forall> n. x \<le> a n) \<and> (\<forall>m. \<forall>n\<ge>m. a n \<le> a m))"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   560
proof -
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   561
  { fix x n fix a :: "nat \<Rightarrow> real"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   562
    assume "a ----> x" and "\<forall> m. \<forall> n \<ge> m. a m \<le> a n"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   563
    hence monotone: "\<And> m n. m \<le> n \<Longrightarrow> a m \<le> a n" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   564
    have "a n \<le> x"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   565
    proof (rule ccontr)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   566
      assume "\<not> a n \<le> x" hence "x < a n" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   567
      hence "0 < a n - x" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   568
      from `a ----> x`[THEN LIMSEQ_D, OF this]
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   569
      obtain no where "\<And>n'. no \<le> n' \<Longrightarrow> norm (a n' - x) < a n - x" by blast
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   570
      hence "norm (a (max no n) - x) < a n - x" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   571
      moreover
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   572
      { fix n' have "n \<le> n' \<Longrightarrow> x < a n'" using monotone[where m=n and n=n'] and `x < a n` by auto }
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   573
      hence "x < a (max no n)" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   574
      ultimately
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   575
      have "a (max no n) < a n" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   576
      with monotone[where m=n and n="max no n"]
32436
10cd49e0c067 Turned "x <= y ==> sup x y = y" (and relatives) into simp rules
nipkow
parents: 32064
diff changeset
   577
      show False by (auto simp:max_def split:split_if_asm)
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   578
    qed
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   579
  } note top_down = this
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   580
  { fix x n m fix a :: "nat \<Rightarrow> real"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   581
    assume "a ----> x" and "monoseq a" and "a m < x"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   582
    have "a n \<le> x \<and> (\<forall> m. \<forall> n \<ge> m. a m \<le> a n)"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   583
    proof (cases "\<forall> m. \<forall> n \<ge> m. a m \<le> a n")
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   584
      case True with top_down and `a ----> x` show ?thesis by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   585
    next
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   586
      case False with `monoseq a`[unfolded monoseq_def] have "\<forall> m. \<forall> n \<ge> m. - a m \<le> - a n" by auto
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   587
      hence "- a m \<le> - x" using top_down[OF tendsto_minus[OF `a ----> x`]] by blast
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   588
      hence False using `a m < x` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   589
      thus ?thesis ..
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   590
    qed
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   591
  } note when_decided = this
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   592
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   593
  show ?thesis
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   594
  proof (cases "\<exists> m. a m \<noteq> x")
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   595
    case True then obtain m where "a m \<noteq> x" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   596
    show ?thesis
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   597
    proof (cases "a m < x")
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   598
      case True with when_decided[OF `a ----> x` `monoseq a`, where m2=m]
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   599
      show ?thesis by blast
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   600
    next
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   601
      case False hence "- a m < - x" using `a m \<noteq> x` by auto
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   602
      with when_decided[OF tendsto_minus[OF `a ----> x`] monoseq_minus[OF `monoseq a`], where m2=m]
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   603
      show ?thesis by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   604
    qed
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   605
  qed auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   606
qed
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   607
30730
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   608
lemma LIMSEQ_subseq_LIMSEQ:
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   609
  "\<lbrakk> X ----> L; subseq f \<rbrakk> \<Longrightarrow> (X o f) ----> L"
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   610
apply (rule topological_tendstoI)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   611
apply (drule (2) topological_tendstoD)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   612
apply (simp only: eventually_sequentially)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   613
apply (clarify, rule_tac x=N in exI, clarsimp)
30730
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   614
apply (blast intro: seq_suble le_trans dest!: spec) 
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   615
done
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   616
44208
1d2bf1f240ac generalize lemma convergent_subseq_convergent
huffman
parents: 44206
diff changeset
   617
lemma convergent_subseq_convergent:
1d2bf1f240ac generalize lemma convergent_subseq_convergent
huffman
parents: 44206
diff changeset
   618
  "\<lbrakk>convergent X; subseq f\<rbrakk> \<Longrightarrow> convergent (X o f)"
1d2bf1f240ac generalize lemma convergent_subseq_convergent
huffman
parents: 44206
diff changeset
   619
  unfolding convergent_def by (auto intro: LIMSEQ_subseq_LIMSEQ)
1d2bf1f240ac generalize lemma convergent_subseq_convergent
huffman
parents: 44206
diff changeset
   620
1d2bf1f240ac generalize lemma convergent_subseq_convergent
huffman
parents: 44206
diff changeset
   621
30196
6ffaa79c352c Moved a few theorems about monotonic sequences from Fundamental_Theorem_Algebra to SEQ.thy
chaieb
parents: 30082
diff changeset
   622
subsection {* Bounded Monotonic Sequences *}
6ffaa79c352c Moved a few theorems about monotonic sequences from Fundamental_Theorem_Algebra to SEQ.thy
chaieb
parents: 30082
diff changeset
   623
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   624
text{*Bounded Sequence*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   625
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   626
lemma BseqD: "Bseq X ==> \<exists>K. 0 < K & (\<forall>n. norm (X n) \<le> K)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   627
by (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   628
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   629
lemma BseqI: "[| 0 < K; \<forall>n. norm (X n) \<le> K |] ==> Bseq X"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   630
by (auto simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   631
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   632
lemma lemma_NBseq_def:
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   633
     "(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) =
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   634
      (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"
32064
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   635
proof auto
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   636
  fix K :: real
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   637
  from reals_Archimedean2 obtain n :: nat where "K < real n" ..
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   638
  then have "K \<le> real (Suc n)" by auto
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   639
  assume "\<forall>m. norm (X m) \<le> K"
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   640
  have "\<forall>m. norm (X m) \<le> real (Suc n)"
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   641
  proof
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   642
    fix m :: 'a
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   643
    from `\<forall>m. norm (X m) \<le> K` have "norm (X m) \<le> K" ..
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   644
    with `K \<le> real (Suc n)` show "norm (X m) \<le> real (Suc n)" by auto
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   645
  qed
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   646
  then show "\<exists>N. \<forall>n. norm (X n) \<le> real (Suc N)" ..
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   647
next
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   648
  fix N :: nat
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   649
  have "real (Suc N) > 0" by (simp add: real_of_nat_Suc)
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   650
  moreover assume "\<forall>n. norm (X n) \<le> real (Suc N)"
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   651
  ultimately show "\<exists>K>0. \<forall>n. norm (X n) \<le> K" by blast
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   652
qed
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   653
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   654
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   655
text{* alternative definition for Bseq *}
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   656
lemma Bseq_iff: "Bseq X = (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   657
apply (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   658
apply (simp (no_asm) add: lemma_NBseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   659
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   660
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   661
lemma lemma_NBseq_def2:
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   662
     "(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   663
apply (subst lemma_NBseq_def, auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   664
apply (rule_tac x = "Suc N" in exI)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   665
apply (rule_tac [2] x = N in exI)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   666
apply (auto simp add: real_of_nat_Suc)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   667
 prefer 2 apply (blast intro: order_less_imp_le)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   668
apply (drule_tac x = n in spec, simp)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   669
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   670
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   671
(* yet another definition for Bseq *)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   672
lemma Bseq_iff1a: "Bseq X = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   673
by (simp add: Bseq_def lemma_NBseq_def2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   674
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   675
subsubsection{*Upper Bounds and Lubs of Bounded Sequences*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   676
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   677
lemma Bseq_isUb:
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   678
  "!!(X::nat=>real). Bseq X ==> \<exists>U. isUb (UNIV::real set) {x. \<exists>n. X n = x} U"
22998
97e1f9c2cc46 avoid using redundant lemmas from RealDef.thy
huffman
parents: 22974
diff changeset
   679
by (auto intro: isUbI setleI simp add: Bseq_def abs_le_iff)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   680
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   681
text{* Use completeness of reals (supremum property)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   682
   to show that any bounded sequence has a least upper bound*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   683
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   684
lemma Bseq_isLub:
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   685
  "!!(X::nat=>real). Bseq X ==>
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   686
   \<exists>U. isLub (UNIV::real set) {x. \<exists>n. X n = x} U"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   687
by (blast intro: reals_complete Bseq_isUb)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   688
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   689
subsubsection{*A Bounded and Monotonic Sequence Converges*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   690
44714
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   691
(* TODO: delete *)
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   692
(* FIXME: one use in NSA/HSEQ.thy *)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   693
lemma Bmonoseq_LIMSEQ: "\<forall>n. m \<le> n --> X n = X m ==> \<exists>L. (X ----> L)"
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36660
diff changeset
   694
unfolding tendsto_def eventually_sequentially
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   695
apply (rule_tac x = "X m" in exI, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   696
apply (rule_tac x = m in exI, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   697
apply (drule spec, erule impE, auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   698
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   699
44714
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   700
text {* A monotone sequence converges to its least upper bound. *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   701
44714
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   702
lemma isLub_mono_imp_LIMSEQ:
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   703
  fixes X :: "nat \<Rightarrow> real"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   704
  assumes u: "isLub UNIV {x. \<exists>n. X n = x} u" (* FIXME: use 'range X' *)
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   705
  assumes X: "\<forall>m n. m \<le> n \<longrightarrow> X m \<le> X n"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   706
  shows "X ----> u"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   707
proof (rule LIMSEQ_I)
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   708
  have 1: "\<forall>n. X n \<le> u"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   709
    using isLubD2 [OF u] by auto
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   710
  have "\<forall>y. (\<forall>n. X n \<le> y) \<longrightarrow> u \<le> y"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   711
    using isLub_le_isUb [OF u] by (auto simp add: isUb_def setle_def)
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   712
  hence 2: "\<forall>y<u. \<exists>n. y < X n"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   713
    by (metis not_le)
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   714
  fix r :: real assume "0 < r"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   715
  hence "u - r < u" by simp
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   716
  hence "\<exists>m. u - r < X m" using 2 by simp
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   717
  then obtain m where "u - r < X m" ..
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   718
  with X have "\<forall>n\<ge>m. u - r < X n"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   719
    by (fast intro: less_le_trans)
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   720
  hence "\<exists>m. \<forall>n\<ge>m. u - r < X n" ..
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   721
  thus "\<exists>m. \<forall>n\<ge>m. norm (X n - u) < r"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   722
    using 1 by (simp add: diff_less_eq add_commute)
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   723
qed
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   724
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   725
text{*A standard proof of the theorem for monotone increasing sequence*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   726
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   727
lemma Bseq_mono_convergent:
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   728
     "[| Bseq X; \<forall>m. \<forall>n \<ge> m. X m \<le> X n |] ==> convergent (X::nat=>real)"
44714
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   729
proof -
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   730
  assume "Bseq X"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   731
  then obtain u where u: "isLub UNIV {x. \<exists>n. X n = x} u"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   732
    using Bseq_isLub by fast
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   733
  assume "\<forall>m n. m \<le> n \<longrightarrow> X m \<le> X n"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   734
  with u have "X ----> u"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   735
    by (rule isLub_mono_imp_LIMSEQ)
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   736
  thus "convergent X"
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   737
    by (rule convergentI)
a8990b5d7365 simplify proof of Bseq_mono_convergent
huffman
parents: 44710
diff changeset
   738
qed
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   739
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   740
lemma Bseq_minus_iff: "Bseq (%n. -(X n)) = Bseq X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   741
by (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   742
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   743
text{*Main monotonicity theorem*}
41367
1b65137d598c generalized monoseq, decseq and incseq; simplified proof for seq_monosub
hoelzl
parents: 40811
diff changeset
   744
lemma Bseq_monoseq_convergent: "[| Bseq X; monoseq X |] ==> convergent (X::nat\<Rightarrow>real)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   745
apply (simp add: monoseq_def, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   746
apply (rule_tac [2] convergent_minus_iff [THEN ssubst])
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   747
apply (drule_tac [2] Bseq_minus_iff [THEN ssubst])
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   748
apply (auto intro!: Bseq_mono_convergent)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   749
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   750
30730
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   751
subsubsection{*Increasing and Decreasing Series*}
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   752
41367
1b65137d598c generalized monoseq, decseq and incseq; simplified proof for seq_monosub
hoelzl
parents: 40811
diff changeset
   753
lemma incseq_le:
1b65137d598c generalized monoseq, decseq and incseq; simplified proof for seq_monosub
hoelzl
parents: 40811
diff changeset
   754
  fixes X :: "nat \<Rightarrow> real"
1b65137d598c generalized monoseq, decseq and incseq; simplified proof for seq_monosub
hoelzl
parents: 40811
diff changeset
   755
  assumes inc: "incseq X" and lim: "X ----> L" shows "X n \<le> L"
30730
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   756
  using monoseq_le [OF incseq_imp_monoseq [OF inc] lim]
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   757
proof
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   758
  assume "(\<forall>n. X n \<le> L) \<and> (\<forall>m n. m \<le> n \<longrightarrow> X m \<le> X n)"
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   759
  thus ?thesis by simp
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   760
next
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   761
  assume "(\<forall>n. L \<le> X n) \<and> (\<forall>m n. m \<le> n \<longrightarrow> X n \<le> X m)"
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   762
  hence const: "(!!m n. m \<le> n \<Longrightarrow> X n = X m)" using inc
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   763
    by (auto simp add: incseq_def intro: order_antisym)
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   764
  have X: "!!n. X n = X 0"
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   765
    by (blast intro: const [of 0]) 
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   766
  have "X = (\<lambda>n. X 0)"
44568
e6f291cb5810 discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents: 44313
diff changeset
   767
    by (blast intro: X)
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   768
  hence "L = X 0" using tendsto_const [of "X 0" sequentially]
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   769
    by (auto intro: LIMSEQ_unique lim)
30730
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   770
  thus ?thesis
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   771
    by (blast intro: eq_refl X)
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   772
qed
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   773
41367
1b65137d598c generalized monoseq, decseq and incseq; simplified proof for seq_monosub
hoelzl
parents: 40811
diff changeset
   774
lemma decseq_le:
1b65137d598c generalized monoseq, decseq and incseq; simplified proof for seq_monosub
hoelzl
parents: 40811
diff changeset
   775
  fixes X :: "nat \<Rightarrow> real" assumes dec: "decseq X" and lim: "X ----> L" shows "L \<le> X n"
30730
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   776
proof -
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   777
  have inc: "incseq (\<lambda>n. - X n)" using dec
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   778
    by (simp add: decseq_eq_incseq)
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   779
  have "- X n \<le> - L" 
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
   780
    by (blast intro: incseq_le [OF inc] tendsto_minus lim) 
30730
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   781
  thus ?thesis
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   782
    by simp
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   783
qed
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   784
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   785
subsubsection{*A Few More Equivalence Theorems for Boundedness*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   786
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   787
text{*alternative formulation for boundedness*}
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   788
lemma Bseq_iff2: "Bseq X = (\<exists>k > 0. \<exists>x. \<forall>n. norm (X(n) + -x) \<le> k)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   789
apply (unfold Bseq_def, safe)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   790
apply (rule_tac [2] x = "k + norm x" in exI)
15360
300e09825d8b Added "ALL x > y" and relatives.
nipkow
parents: 15312
diff changeset
   791
apply (rule_tac x = K in exI, simp)
15221
8412cfdf3287 tweaking of arithmetic proofs
paulson
parents: 15140
diff changeset
   792
apply (rule exI [where x = 0], auto)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   793
apply (erule order_less_le_trans, simp)
37887
2ae085b07f2f diff_minus subsumes diff_def
haftmann
parents: 37767
diff changeset
   794
apply (drule_tac x=n in spec, fold diff_minus)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   795
apply (drule order_trans [OF norm_triangle_ineq2])
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   796
apply simp
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   797
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   798
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   799
text{*alternative formulation for boundedness*}
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   800
lemma Bseq_iff3: "Bseq X = (\<exists>k > 0. \<exists>N. \<forall>n. norm(X(n) + -X(N)) \<le> k)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   801
apply safe
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   802
apply (simp add: Bseq_def, safe)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   803
apply (rule_tac x = "K + norm (X N)" in exI)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   804
apply auto
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   805
apply (erule order_less_le_trans, simp)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   806
apply (rule_tac x = N in exI, safe)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   807
apply (drule_tac x = n in spec)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   808
apply (rule order_trans [OF norm_triangle_ineq], simp)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   809
apply (auto simp add: Bseq_iff2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   810
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   811
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   812
lemma BseqI2: "(\<forall>n. k \<le> f n & f n \<le> (K::real)) ==> Bseq f"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   813
apply (simp add: Bseq_def)
15221
8412cfdf3287 tweaking of arithmetic proofs
paulson
parents: 15140
diff changeset
   814
apply (rule_tac x = " (\<bar>k\<bar> + \<bar>K\<bar>) + 1" in exI, auto)
20217
25b068a99d2b linear arithmetic splits certain operators (e.g. min, max, abs)
webertj
parents: 19765
diff changeset
   815
apply (drule_tac x = n in spec, arith)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   816
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   817
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   818
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   819
subsection {* Cauchy Sequences *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   820
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   821
lemma metric_CauchyI:
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   822
  "(\<And>e. 0 < e \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (X m) (X n) < e) \<Longrightarrow> Cauchy X"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   823
by (simp add: Cauchy_def)
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   824
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   825
lemma metric_CauchyD:
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   826
  "\<lbrakk>Cauchy X; 0 < e\<rbrakk> \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (X m) (X n) < e"
20751
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   827
by (simp add: Cauchy_def)
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   828
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   829
lemma Cauchy_iff:
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   830
  fixes X :: "nat \<Rightarrow> 'a::real_normed_vector"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   831
  shows "Cauchy X \<longleftrightarrow> (\<forall>e>0. \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e)"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   832
unfolding Cauchy_def dist_norm ..
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   833
35292
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   834
lemma Cauchy_iff2:
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   835
     "Cauchy X =
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   836
      (\<forall>j. (\<exists>M. \<forall>m \<ge> M. \<forall>n \<ge> M. \<bar>X m - X n\<bar> < inverse(real (Suc j))))"
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   837
apply (simp add: Cauchy_iff, auto)
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   838
apply (drule reals_Archimedean, safe)
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   839
apply (drule_tac x = n in spec, auto)
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   840
apply (rule_tac x = M in exI, auto)
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   841
apply (drule_tac x = m in spec, simp)
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   842
apply (drule_tac x = na in spec, auto)
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   843
done
e4a431b6d9b7 Replaced Integration by Multivariate-Analysis/Real_Integration
hoelzl
parents: 35216
diff changeset
   844
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   845
lemma CauchyI:
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   846
  fixes X :: "nat \<Rightarrow> 'a::real_normed_vector"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   847
  shows "(\<And>e. 0 < e \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e) \<Longrightarrow> Cauchy X"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   848
by (simp add: Cauchy_iff)
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   849
20751
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   850
lemma CauchyD:
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   851
  fixes X :: "nat \<Rightarrow> 'a::real_normed_vector"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   852
  shows "\<lbrakk>Cauchy X; 0 < e\<rbrakk> \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   853
by (simp add: Cauchy_iff)
20751
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   854
30730
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   855
lemma Cauchy_subseq_Cauchy:
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   856
  "\<lbrakk> Cauchy X; subseq f \<rbrakk> \<Longrightarrow> Cauchy (X o f)"
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   857
apply (auto simp add: Cauchy_def)
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   858
apply (drule_tac x=e in spec, clarify)
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   859
apply (rule_tac x=M in exI, clarify)
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   860
apply (blast intro: le_trans [OF _ seq_suble] dest!: spec)
30730
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   861
done
4d3565f2cb0e New theorems mostly concerning infinite series.
paulson
parents: 30273
diff changeset
   862
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   863
subsubsection {* Cauchy Sequences are Bounded *}
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   864
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   865
text{*A Cauchy sequence is bounded -- this is the standard
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   866
  proof mechanization rather than the nonstandard proof*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   867
20563
44eda2314aab replace (x + - y) with (x - y)
huffman
parents: 20552
diff changeset
   868
lemma lemmaCauchy: "\<forall>n \<ge> M. norm (X M - X n) < (1::real)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   869
          ==>  \<forall>n \<ge> M. norm (X n :: 'a::real_normed_vector) < 1 + norm (X M)"
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   870
apply (clarify, drule spec, drule (1) mp)
20563
44eda2314aab replace (x + - y) with (x - y)
huffman
parents: 20552
diff changeset
   871
apply (simp only: norm_minus_commute)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   872
apply (drule order_le_less_trans [OF norm_triangle_ineq2])
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   873
apply simp
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   874
done
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   875
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   876
lemma Cauchy_Bseq: "Cauchy X ==> Bseq X"
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   877
apply (simp add: Cauchy_iff)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   878
apply (drule spec, drule mp, rule zero_less_one, safe)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   879
apply (drule_tac x="M" in spec, simp)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   880
apply (drule lemmaCauchy)
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   881
apply (rule_tac k="M" in Bseq_offset)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   882
apply (simp add: Bseq_def)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   883
apply (rule_tac x="1 + norm (X M)" in exI)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   884
apply (rule conjI, rule order_less_le_trans [OF zero_less_one], simp)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   885
apply (simp add: order_less_imp_le)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   886
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   887
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   888
subsubsection {* Cauchy Sequences are Convergent *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   889
44206
5e4a1664106e locale-ize some constant definitions, so complete_space can inherit from metric_space
huffman
parents: 44205
diff changeset
   890
class complete_space = metric_space +
33042
ddf1f03a9ad9 curried union as canonical list operation
haftmann
parents: 32960
diff changeset
   891
  assumes Cauchy_convergent: "Cauchy X \<Longrightarrow> convergent X"
20830
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
   892
33042
ddf1f03a9ad9 curried union as canonical list operation
haftmann
parents: 32960
diff changeset
   893
class banach = real_normed_vector + complete_space
31403
0baaad47cef2 class complete_space
huffman
parents: 31392
diff changeset
   894
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   895
theorem LIMSEQ_imp_Cauchy:
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   896
  assumes X: "X ----> a" shows "Cauchy X"
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   897
proof (rule metric_CauchyI)
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   898
  fix e::real assume "0 < e"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   899
  hence "0 < e/2" by simp
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   900
  with X have "\<exists>N. \<forall>n\<ge>N. dist (X n) a < e/2" by (rule metric_LIMSEQ_D)
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   901
  then obtain N where N: "\<forall>n\<ge>N. dist (X n) a < e/2" ..
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   902
  show "\<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. dist (X m) (X n) < e"
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   903
  proof (intro exI allI impI)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   904
    fix m assume "N \<le> m"
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   905
    hence m: "dist (X m) a < e/2" using N by fast
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   906
    fix n assume "N \<le> n"
31336
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   907
    hence n: "dist (X n) a < e/2" using N by fast
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   908
    have "dist (X m) (X n) \<le> dist (X m) a + dist (X n) a"
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   909
      by (rule dist_triangle2)
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   910
    also from m n have "\<dots> < e" by simp
e17f13cd1280 generalize constants in SEQ.thy to class metric_space
huffman
parents: 31017
diff changeset
   911
    finally show "dist (X m) (X n) < e" .
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   912
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   913
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   914
20691
53cbea20e4d9 add lemma convergent_Cauchy
huffman
parents: 20685
diff changeset
   915
lemma convergent_Cauchy: "convergent X \<Longrightarrow> Cauchy X"
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   916
unfolding convergent_def
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   917
by (erule exE, erule LIMSEQ_imp_Cauchy)
20691
53cbea20e4d9 add lemma convergent_Cauchy
huffman
parents: 20685
diff changeset
   918
31403
0baaad47cef2 class complete_space
huffman
parents: 31392
diff changeset
   919
lemma Cauchy_convergent_iff:
0baaad47cef2 class complete_space
huffman
parents: 31392
diff changeset
   920
  fixes X :: "nat \<Rightarrow> 'a::complete_space"
0baaad47cef2 class complete_space
huffman
parents: 31392
diff changeset
   921
  shows "Cauchy X = convergent X"
0baaad47cef2 class complete_space
huffman
parents: 31392
diff changeset
   922
by (fast intro: Cauchy_convergent convergent_Cauchy)
0baaad47cef2 class complete_space
huffman
parents: 31392
diff changeset
   923
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   924
text {*
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   925
Proof that Cauchy sequences converge based on the one from
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   926
http://pirate.shu.edu/~wachsmut/ira/numseq/proofs/cauconv.html
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   927
*}
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   928
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   929
text {*
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   930
  If sequence @{term "X"} is Cauchy, then its limit is the lub of
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   931
  @{term "{r::real. \<exists>N. \<forall>n\<ge>N. r < X n}"}
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   932
*}
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   933
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   934
lemma isUb_UNIV_I: "(\<And>y. y \<in> S \<Longrightarrow> y \<le> u) \<Longrightarrow> isUb UNIV S u"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   935
by (simp add: isUbI setleI)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   936
27681
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
   937
locale real_Cauchy =
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   938
  fixes X :: "nat \<Rightarrow> real"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   939
  assumes X: "Cauchy X"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   940
  fixes S :: "real set"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   941
  defines S_def: "S \<equiv> {x::real. \<exists>N. \<forall>n\<ge>N. x < X n}"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   942
27681
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
   943
lemma real_CauchyI:
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
   944
  assumes "Cauchy X"
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
   945
  shows "real_Cauchy X"
28823
dcbef866c9e2 tuned unfold_locales invocation
haftmann
parents: 28562
diff changeset
   946
  proof qed (fact assms)
27681
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
   947
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   948
lemma (in real_Cauchy) mem_S: "\<forall>n\<ge>N. x < X n \<Longrightarrow> x \<in> S"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   949
by (unfold S_def, auto)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   950
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   951
lemma (in real_Cauchy) bound_isUb:
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   952
  assumes N: "\<forall>n\<ge>N. X n < x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   953
  shows "isUb UNIV S x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   954
proof (rule isUb_UNIV_I)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   955
  fix y::real assume "y \<in> S"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   956
  hence "\<exists>M. \<forall>n\<ge>M. y < X n"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   957
    by (simp add: S_def)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   958
  then obtain M where "\<forall>n\<ge>M. y < X n" ..
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   959
  hence "y < X (max M N)" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   960
  also have "\<dots> < x" using N by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   961
  finally show "y \<le> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   962
    by (rule order_less_imp_le)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   963
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   964
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   965
lemma (in real_Cauchy) isLub_ex: "\<exists>u. isLub UNIV S u"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   966
proof (rule reals_complete)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   967
  obtain N where "\<forall>m\<ge>N. \<forall>n\<ge>N. norm (X m - X n) < 1"
32064
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   968
    using CauchyD [OF X zero_less_one] by auto
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   969
  hence N: "\<forall>n\<ge>N. norm (X n - X N) < 1" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   970
  show "\<exists>x. x \<in> S"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   971
  proof
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   972
    from N have "\<forall>n\<ge>N. X N - 1 < X n"
32707
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   973
      by (simp add: abs_diff_less_iff)
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   974
    thus "X N - 1 \<in> S" by (rule mem_S)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   975
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   976
  show "\<exists>u. isUb UNIV S u"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   977
  proof
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   978
    from N have "\<forall>n\<ge>N. X n < X N + 1"
32707
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   979
      by (simp add: abs_diff_less_iff)
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   980
    thus "isUb UNIV S (X N + 1)"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   981
      by (rule bound_isUb)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   982
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   983
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   984
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   985
lemma (in real_Cauchy) isLub_imp_LIMSEQ:
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   986
  assumes x: "isLub UNIV S x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   987
  shows "X ----> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   988
proof (rule LIMSEQ_I)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   989
  fix r::real assume "0 < r"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   990
  hence r: "0 < r/2" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   991
  obtain N where "\<forall>n\<ge>N. \<forall>m\<ge>N. norm (X n - X m) < r/2"
32064
53ca12ff305d refinement of lattice classes
haftmann
parents: 31588
diff changeset
   992
    using CauchyD [OF X r] by auto
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   993
  hence "\<forall>n\<ge>N. norm (X n - X N) < r/2" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   994
  hence N: "\<forall>n\<ge>N. X N - r/2 < X n \<and> X n < X N + r/2"
32707
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
   995
    by (simp only: real_norm_def abs_diff_less_iff)
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   996
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   997
  from N have "\<forall>n\<ge>N. X N - r/2 < X n" by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   998
  hence "X N - r/2 \<in> S" by (rule mem_S)
23482
2f4be6844f7c tuned and used field_simps
nipkow
parents: 23477
diff changeset
   999
  hence 1: "X N - r/2 \<le> x" using x isLub_isUb isUbD by fast
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1000
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1001
  from N have "\<forall>n\<ge>N. X n < X N + r/2" by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1002
  hence "isUb UNIV S (X N + r/2)" by (rule bound_isUb)
23482
2f4be6844f7c tuned and used field_simps
nipkow
parents: 23477
diff changeset
  1003
  hence 2: "x \<le> X N + r/2" using x isLub_le_isUb by fast
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1004
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1005
  show "\<exists>N. \<forall>n\<ge>N. norm (X n - x) < r"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1006
  proof (intro exI allI impI)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1007
    fix n assume n: "N \<le> n"
23482
2f4be6844f7c tuned and used field_simps
nipkow
parents: 23477
diff changeset
  1008
    from N n have "X n < X N + r/2" and "X N - r/2 < X n" by simp+
2f4be6844f7c tuned and used field_simps
nipkow
parents: 23477
diff changeset
  1009
    thus "norm (X n - x) < r" using 1 2
32707
836ec9d0a0c8 New lemmas involving the real numbers, especially limits and series
paulson
parents: 32436
diff changeset
  1010
      by (simp add: abs_diff_less_iff)
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1011
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1012
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1013
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1014
lemma (in real_Cauchy) LIMSEQ_ex: "\<exists>x. X ----> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1015
proof -
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1016
  obtain x where "isLub UNIV S x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1017
    using isLub_ex by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1018
  hence "X ----> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1019
    by (rule isLub_imp_LIMSEQ)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1020
  thus ?thesis ..
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1021
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1022
20830
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1023
lemma real_Cauchy_convergent:
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1024
  fixes X :: "nat \<Rightarrow> real"
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1025
  shows "Cauchy X \<Longrightarrow> convergent X"
27681
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
  1026
unfolding convergent_def
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
  1027
by (rule real_Cauchy.LIMSEQ_ex)
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
  1028
 (rule real_CauchyI)
20830
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1029
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1030
instance real :: banach
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1031
by intro_classes (rule real_Cauchy_convergent)
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1032
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1033
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
  1034
subsection {* Power Sequences *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1035
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1036
text{*The sequence @{term "x^n"} tends to 0 if @{term "0\<le>x"} and @{term
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1037
"x<1"}.  Proof will use (NS) Cauchy equivalence for convergence and
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1038
  also fact that bounded and monotonic sequence converges.*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1039
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1040
lemma Bseq_realpow: "[| 0 \<le> (x::real); x \<le> 1 |] ==> Bseq (%n. x ^ n)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1041
apply (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1042
apply (rule_tac x = 1 in exI)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1043
apply (simp add: power_abs)
22974
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
  1044
apply (auto dest: power_mono)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1045
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1046
41367
1b65137d598c generalized monoseq, decseq and incseq; simplified proof for seq_monosub
hoelzl
parents: 40811
diff changeset
  1047
lemma monoseq_realpow: fixes x :: real shows "[| 0 \<le> x; x \<le> 1 |] ==> monoseq (%n. x ^ n)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1048
apply (clarify intro!: mono_SucI2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1049
apply (cut_tac n = n and N = "Suc n" and a = x in power_decreasing, auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1050
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1051
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1052
lemma convergent_realpow:
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1053
  "[| 0 \<le> (x::real); x \<le> 1 |] ==> convergent (%n. x ^ n)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1054
by (blast intro!: Bseq_monoseq_convergent Bseq_realpow monoseq_realpow)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1055
22628
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1056
lemma LIMSEQ_inverse_realpow_zero_lemma:
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1057
  fixes x :: real
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1058
  assumes x: "0 \<le> x"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1059
  shows "real n * x + 1 \<le> (x + 1) ^ n"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1060
apply (induct n)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1061
apply simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1062
apply simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1063
apply (rule order_trans)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1064
prefer 2
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1065
apply (erule mult_left_mono)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1066
apply (rule add_increasing [OF x], simp)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1067
apply (simp add: real_of_nat_Suc)
23477
f4b83f03cac9 tuned and renamed group_eq_simps and ring_eq_simps
nipkow
parents: 23127
diff changeset
  1068
apply (simp add: ring_distribs)
22628
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1069
apply (simp add: mult_nonneg_nonneg x)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1070
done
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1071
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1072
lemma LIMSEQ_inverse_realpow_zero:
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1073
  "1 < (x::real) \<Longrightarrow> (\<lambda>n. inverse (x ^ n)) ----> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1074
proof (rule LIMSEQ_inverse_zero [rule_format])
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1075
  fix y :: real
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1076
  assume x: "1 < x"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1077
  hence "0 < x - 1" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1078
  hence "\<forall>y. \<exists>N::nat. y < real N * (x - 1)"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1079
    by (rule reals_Archimedean3)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1080
  hence "\<exists>N::nat. y < real N * (x - 1)" ..
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1081
  then obtain N::nat where "y < real N * (x - 1)" ..
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1082
  also have "\<dots> \<le> real N * (x - 1) + 1" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1083
  also have "\<dots> \<le> (x - 1 + 1) ^ N"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1084
    by (rule LIMSEQ_inverse_realpow_zero_lemma, cut_tac x, simp)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1085
  also have "\<dots> = x ^ N" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1086
  finally have "y < x ^ N" .
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1087
  hence "\<forall>n\<ge>N. y < x ^ n"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1088
    apply clarify
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1089
    apply (erule order_less_le_trans)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1090
    apply (erule power_increasing)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1091
    apply (rule order_less_imp_le [OF x])
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1092
    done
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1093
  thus "\<exists>N. \<forall>n\<ge>N. y < x ^ n" ..
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1094
qed
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1095
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1096
lemma LIMSEQ_realpow_zero:
22628
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1097
  "\<lbrakk>0 \<le> (x::real); x < 1\<rbrakk> \<Longrightarrow> (\<lambda>n. x ^ n) ----> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1098
proof (cases)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1099
  assume "x = 0"
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
  1100
  hence "(\<lambda>n. x ^ Suc n) ----> 0" by (simp add: tendsto_const)
22628
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1101
  thus ?thesis by (rule LIMSEQ_imp_Suc)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1102
next
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1103
  assume "0 \<le> x" and "x \<noteq> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1104
  hence x0: "0 < x" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1105
  assume x1: "x < 1"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1106
  from x0 x1 have "1 < inverse x"
36776
c137ae7673d3 remove a couple of redundant lemmas; simplify some proofs
huffman
parents: 36663
diff changeset
  1107
    by (rule one_less_inverse)
22628
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1108
  hence "(\<lambda>n. inverse (inverse x ^ n)) ----> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1109
    by (rule LIMSEQ_inverse_realpow_zero)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1110
  thus ?thesis by (simp add: power_inverse)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1111
qed
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1112
20685
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1113
lemma LIMSEQ_power_zero:
31017
2c227493ea56 stripped class recpower further
haftmann
parents: 30730
diff changeset
  1114
  fixes x :: "'a::{real_normed_algebra_1}"
20685
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1115
  shows "norm x < 1 \<Longrightarrow> (\<lambda>n. x ^ n) ----> 0"
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1116
apply (drule LIMSEQ_realpow_zero [OF norm_ge_zero])
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
  1117
apply (simp only: tendsto_Zfun_iff, erule Zfun_le)
22974
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
  1118
apply (simp add: power_abs norm_power_ineq)
20685
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1119
done
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1120
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1121
lemma LIMSEQ_divide_realpow_zero:
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1122
  "1 < (x::real) ==> (%n. a / (x ^ n)) ----> 0"
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
  1123
using tendsto_mult [OF tendsto_const [of a]
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
  1124
  LIMSEQ_realpow_zero [of "inverse x"]]
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1125
apply (auto simp add: divide_inverse power_inverse)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1126
apply (simp add: inverse_eq_divide pos_divide_less_eq)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1127
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1128
15102
04b0e943fcc9 new simprules Int_subset_iff and Un_subset_iff
paulson
parents: 15085
diff changeset
  1129
text{*Limit of @{term "c^n"} for @{term"\<bar>c\<bar> < 1"}*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1130
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1131
lemma LIMSEQ_rabs_realpow_zero: "\<bar>c\<bar> < (1::real) ==> (%n. \<bar>c\<bar> ^ n) ----> 0"
20685
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1132
by (rule LIMSEQ_realpow_zero [OF abs_ge_zero])
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1133
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1134
lemma LIMSEQ_rabs_realpow_zero2: "\<bar>c\<bar> < (1::real) ==> (%n. c ^ n) ----> 0"
44313
d81d57979771 SEQ.thy: legacy theorem names
huffman
parents: 44282
diff changeset
  1135
apply (rule tendsto_rabs_zero_cancel)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1136
apply (auto intro: LIMSEQ_rabs_realpow_zero simp add: power_abs)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1137
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1138
10751
a81ea5d3dd41 separation of HOL-Hyperreal from HOL-Real
paulson
parents:
diff changeset
  1139
end