| author | nipkow | 
| Thu, 11 Aug 2022 13:23:00 +0200 | |
| changeset 75805 | 3581dcee70db | 
| parent 74791 | 227915e07891 | 
| child 80768 | c7723cc15de8 | 
| permissions | -rw-r--r-- | 
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changeset | 1 | (* | 
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changeset | 2 | Title: HOL/Analysis/Infinite_Set_Sum.thy | 
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changeset | 3 | Author: Manuel Eberl, TU München | 
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changeset | 4 | |
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changeset | 5 | A theory of sums over possible infinite sets. (Only works for absolute summability) | 
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changeset | 6 | *) | 
| 69517 | 7 | section \<open>Sums over Infinite Sets\<close> | 
| 8 | ||
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changeset | 9 | theory Infinite_Set_Sum | 
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changeset | 10 | imports Set_Integral Infinite_Sum | 
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changeset | 11 | begin | 
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changeset | 12 | |
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changeset | 13 | (* | 
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changeset | 14 | WARNING! This file is considered obsolete and will, in the long run, be replaced with | 
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changeset | 15 | the more general "Infinite_Sum". | 
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changeset | 16 | *) | 
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changeset | 17 | |
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changeset | 18 | text \<open>Conflicting notation from \<^theory>\<open>HOL-Analysis.Infinite_Sum\<close>\<close> | 
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changeset | 19 | no_notation Infinite_Sum.abs_summable_on (infixr "abs'_summable'_on" 46) | 
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changeset | 20 | |
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changeset | 21 | (* TODO Move *) | 
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changeset | 22 | lemma sets_eq_countable: | 
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changeset | 23 |   assumes "countable A" "space M = A" "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets M"
 | 
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changeset | 24 | shows "sets M = Pow A" | 
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changeset | 25 | proof (intro equalityI subsetI) | 
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changeset | 26 | fix X assume "X \<in> Pow A" | 
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changeset | 27 |   hence "(\<Union>x\<in>X. {x}) \<in> sets M"
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changeset | 28 | by (intro sets.countable_UN' countable_subset[OF _ assms(1)]) (auto intro!: assms(3)) | 
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changeset | 29 |   also have "(\<Union>x\<in>X. {x}) = X" by auto
 | 
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changeset | 30 | finally show "X \<in> sets M" . | 
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changeset | 31 | next | 
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changeset | 32 | fix X assume "X \<in> sets M" | 
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changeset | 33 | from sets.sets_into_space[OF this] and assms | 
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changeset | 34 | show "X \<in> Pow A" by simp | 
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changeset | 35 | qed | 
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changeset | 36 | |
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changeset | 37 | lemma measure_eqI_countable': | 
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changeset | 38 | assumes spaces: "space M = A" "space N = A" | 
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changeset | 39 |   assumes sets: "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets M" "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets N"
 | 
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changeset | 40 | assumes A: "countable A" | 
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changeset | 41 |   assumes eq: "\<And>a. a \<in> A \<Longrightarrow> emeasure M {a} = emeasure N {a}"
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changeset | 42 | shows "M = N" | 
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changeset | 43 | proof (rule measure_eqI_countable) | 
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changeset | 44 | show "sets M = Pow A" | 
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changeset | 45 | by (intro sets_eq_countable assms) | 
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changeset | 46 | show "sets N = Pow A" | 
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changeset | 47 | by (intro sets_eq_countable assms) | 
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changeset | 48 | qed fact+ | 
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changeset | 49 | |
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changeset | 50 | lemma count_space_PiM_finite: | 
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changeset | 51 | fixes B :: "'a \<Rightarrow> 'b set" | 
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changeset | 52 | assumes "finite A" "\<And>i. countable (B i)" | 
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changeset | 53 | shows "PiM A (\<lambda>i. count_space (B i)) = count_space (PiE A B)" | 
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changeset | 54 | proof (rule measure_eqI_countable') | 
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changeset | 55 | show "space (PiM A (\<lambda>i. count_space (B i))) = PiE A B" | 
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changeset | 56 | by (simp add: space_PiM) | 
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changeset | 57 | show "space (count_space (PiE A B)) = PiE A B" by simp | 
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changeset | 58 | next | 
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changeset | 59 | fix f assume f: "f \<in> PiE A B" | 
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changeset | 60 |   hence "PiE A (\<lambda>x. {f x}) \<in> sets (Pi\<^sub>M A (\<lambda>i. count_space (B i)))"
 | 
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changeset | 61 | by (intro sets_PiM_I_finite assms) auto | 
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changeset | 62 |   also from f have "PiE A (\<lambda>x. {f x}) = {f}"
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changeset | 63 | by (intro PiE_singleton) (auto simp: PiE_def) | 
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changeset | 64 |   finally show "{f} \<in> sets (Pi\<^sub>M A (\<lambda>i. count_space (B i)))" .
 | 
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changeset | 65 | next | 
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changeset | 66 | interpret product_sigma_finite "(\<lambda>i. count_space (B i))" | 
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changeset | 67 | by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable assms) | 
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changeset | 68 | thm sigma_finite_measure_count_space | 
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changeset | 69 | fix f assume f: "f \<in> PiE A B" | 
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changeset | 70 |   hence "{f} = PiE A (\<lambda>x. {f x})"
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changeset | 71 | by (intro PiE_singleton [symmetric]) (auto simp: PiE_def) | 
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changeset | 72 | also have "emeasure (Pi\<^sub>M A (\<lambda>i. count_space (B i))) \<dots> = | 
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changeset | 73 |                (\<Prod>i\<in>A. emeasure (count_space (B i)) {f i})"
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changeset | 74 | using f assms by (subst emeasure_PiM) auto | 
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changeset | 75 | also have "\<dots> = (\<Prod>i\<in>A. 1)" | 
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changeset | 76 | by (intro prod.cong refl, subst emeasure_count_space_finite) (use f in auto) | 
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changeset | 77 |   also have "\<dots> = emeasure (count_space (PiE A B)) {f}"
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changeset | 78 | using f by (subst emeasure_count_space_finite) auto | 
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changeset | 79 |   finally show "emeasure (Pi\<^sub>M A (\<lambda>i. count_space (B i))) {f} =
 | 
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changeset | 80 |                   emeasure (count_space (Pi\<^sub>E A B)) {f}" .
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changeset | 81 | qed (simp_all add: countable_PiE assms) | 
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changeset | 82 | |
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changeset | 83 | |
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changeset | 84 | |
| 70136 | 85 | definition\<^marker>\<open>tag important\<close> abs_summable_on :: | 
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changeset | 86 |     "('a \<Rightarrow> 'b :: {banach, second_countable_topology}) \<Rightarrow> 'a set \<Rightarrow> bool"
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changeset | 87 | (infix "abs'_summable'_on" 50) | 
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changeset | 88 | where | 
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changeset | 89 | "f abs_summable_on A \<longleftrightarrow> integrable (count_space A) f" | 
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changeset | 90 | |
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changeset | 91 | |
| 70136 | 92 | definition\<^marker>\<open>tag important\<close> infsetsum :: | 
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changeset | 93 |     "('a \<Rightarrow> 'b :: {banach, second_countable_topology}) \<Rightarrow> 'a set \<Rightarrow> 'b"
 | 
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changeset | 94 | where | 
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changeset | 95 | "infsetsum f A = lebesgue_integral (count_space A) f" | 
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changeset | 96 | |
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changeset | 97 | syntax (ASCII) | 
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changeset | 98 |   "_infsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
 | 
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changeset | 99 |   ("(3INFSETSUM _:_./ _)" [0, 51, 10] 10)
 | 
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changeset | 100 | syntax | 
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changeset | 101 |   "_infsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
 | 
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changeset | 102 |   ("(2\<Sum>\<^sub>a_\<in>_./ _)" [0, 51, 10] 10)
 | 
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changeset | 103 | translations \<comment> \<open>Beware of argument permutation!\<close> | 
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changeset | 104 | "\<Sum>\<^sub>ai\<in>A. b" \<rightleftharpoons> "CONST infsetsum (\<lambda>i. b) A" | 
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changeset | 105 | |
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changeset | 106 | syntax (ASCII) | 
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changeset | 107 |   "_uinfsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
 | 
| 66526 | 108 |   ("(3INFSETSUM _:_./ _)" [0, 51, 10] 10)
 | 
| 109 | syntax | |
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changeset | 110 |   "_uinfsetsum" :: "pttrn \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
 | 
| 66526 | 111 |   ("(2\<Sum>\<^sub>a_./ _)" [0, 10] 10)
 | 
| 112 | translations \<comment> \<open>Beware of argument permutation!\<close> | |
| 113 | "\<Sum>\<^sub>ai. b" \<rightleftharpoons> "CONST infsetsum (\<lambda>i. b) (CONST UNIV)" | |
| 114 | ||
| 115 | syntax (ASCII) | |
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changeset | 116 |   "_qinfsetsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a::{banach, second_countable_topology}"
 | 
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changeset | 117 |   ("(3INFSETSUM _ |/ _./ _)" [0, 0, 10] 10)
 | 
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changeset | 118 | syntax | 
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changeset | 119 |   "_qinfsetsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a::{banach, second_countable_topology}"
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changeset | 120 |   ("(2\<Sum>\<^sub>a_ | (_)./ _)" [0, 0, 10] 10)
 | 
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changeset | 121 | translations | 
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changeset | 122 |   "\<Sum>\<^sub>ax|P. t" => "CONST infsetsum (\<lambda>x. t) {x. P}"
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changeset | 123 | |
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changeset | 124 | print_translation \<open> | 
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changeset | 125 | let | 
| 69597 | 126 | fun sum_tr' [Abs (x, Tx, t), Const (\<^const_syntax>\<open>Collect\<close>, _) $ Abs (y, Ty, P)] = | 
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changeset | 127 | if x <> y then raise Match | 
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changeset | 128 | else | 
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changeset | 129 | let | 
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changeset | 130 | val x' = Syntax_Trans.mark_bound_body (x, Tx); | 
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changeset | 131 | val t' = subst_bound (x', t); | 
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changeset | 132 | val P' = subst_bound (x', P); | 
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changeset | 133 | in | 
| 69597 | 134 | Syntax.const \<^syntax_const>\<open>_qinfsetsum\<close> $ Syntax_Trans.mark_bound_abs (x, Tx) $ P' $ t' | 
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changeset | 135 | end | 
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changeset | 136 | | sum_tr' _ = raise Match; | 
| 69597 | 137 | in [(\<^const_syntax>\<open>infsetsum\<close>, K sum_tr')] end | 
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changeset | 138 | \<close> | 
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changeset | 139 | |
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changeset | 140 | |
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changeset | 141 | lemma restrict_count_space_subset: | 
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changeset | 142 | "A \<subseteq> B \<Longrightarrow> restrict_space (count_space B) A = count_space A" | 
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changeset | 143 | by (subst restrict_count_space) (simp_all add: Int_absorb2) | 
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changeset | 144 | |
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changeset | 145 | lemma abs_summable_on_restrict: | 
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changeset | 146 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, second_countable_topology}"
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changeset | 147 | assumes "A \<subseteq> B" | 
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changeset | 148 | shows "f abs_summable_on A \<longleftrightarrow> (\<lambda>x. indicator A x *\<^sub>R f x) abs_summable_on B" | 
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changeset | 149 | proof - | 
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changeset | 150 | have "count_space A = restrict_space (count_space B) A" | 
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changeset | 151 | by (rule restrict_count_space_subset [symmetric]) fact+ | 
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changeset | 152 | also have "integrable \<dots> f \<longleftrightarrow> set_integrable (count_space B) A f" | 
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changeset | 153 | by (simp add: integrable_restrict_space set_integrable_def) | 
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changeset | 154 | finally show ?thesis | 
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changeset | 155 | unfolding abs_summable_on_def set_integrable_def . | 
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changeset | 156 | qed | 
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changeset | 157 | |
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changeset | 158 | lemma abs_summable_on_altdef: "f abs_summable_on A \<longleftrightarrow> set_integrable (count_space UNIV) A f" | 
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changeset | 159 | unfolding abs_summable_on_def set_integrable_def | 
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changeset | 160 | by (metis (no_types) inf_top.right_neutral integrable_restrict_space restrict_count_space sets_UNIV) | 
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changeset | 161 | |
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changeset | 162 | lemma abs_summable_on_altdef': | 
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changeset | 163 | "A \<subseteq> B \<Longrightarrow> f abs_summable_on A \<longleftrightarrow> set_integrable (count_space B) A f" | 
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changeset | 164 | unfolding abs_summable_on_def set_integrable_def | 
| 71633 | 165 | by (metis (no_types) Pow_iff abs_summable_on_def inf.orderE integrable_restrict_space restrict_count_space_subset sets_count_space space_count_space) | 
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changeset | 166 | |
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changeset | 167 | lemma abs_summable_on_norm_iff [simp]: | 
| 66526 | 168 | "(\<lambda>x. norm (f x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on A" | 
| 169 | by (simp add: abs_summable_on_def integrable_norm_iff) | |
| 170 | ||
| 171 | lemma abs_summable_on_normI: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. norm (f x)) abs_summable_on A" | |
| 172 | by simp | |
| 173 | ||
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changeset | 174 | lemma abs_summable_complex_of_real [simp]: "(\<lambda>n. complex_of_real (f n)) abs_summable_on A \<longleftrightarrow> f abs_summable_on A" | 
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changeset | 175 | by (simp add: abs_summable_on_def complex_of_real_integrable_eq) | 
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changeset | 176 | |
| 66526 | 177 | lemma abs_summable_on_comparison_test: | 
| 178 | assumes "g abs_summable_on A" | |
| 179 | assumes "\<And>x. x \<in> A \<Longrightarrow> norm (f x) \<le> norm (g x)" | |
| 180 | shows "f abs_summable_on A" | |
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changeset | 181 | using assms Bochner_Integration.integrable_bound[of "count_space A" g f] | 
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changeset | 182 | unfolding abs_summable_on_def by (auto simp: AE_count_space) | 
| 66526 | 183 | |
| 184 | lemma abs_summable_on_comparison_test': | |
| 185 | assumes "g abs_summable_on A" | |
| 186 | assumes "\<And>x. x \<in> A \<Longrightarrow> norm (f x) \<le> g x" | |
| 187 | shows "f abs_summable_on A" | |
| 188 | proof (rule abs_summable_on_comparison_test[OF assms(1), of f]) | |
| 189 | fix x assume "x \<in> A" | |
| 190 | with assms(2) have "norm (f x) \<le> g x" . | |
| 191 | also have "\<dots> \<le> norm (g x)" by simp | |
| 192 | finally show "norm (f x) \<le> norm (g x)" . | |
| 193 | qed | |
| 194 | ||
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changeset | 195 | lemma abs_summable_on_cong [cong]: | 
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changeset | 196 | "(\<And>x. x \<in> A \<Longrightarrow> f x = g x) \<Longrightarrow> A = B \<Longrightarrow> (f abs_summable_on A) \<longleftrightarrow> (g abs_summable_on B)" | 
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changeset | 197 | unfolding abs_summable_on_def by (intro integrable_cong) auto | 
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changeset | 198 | |
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changeset | 199 | lemma abs_summable_on_cong_neutral: | 
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changeset | 200 | assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x = 0" | 
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changeset | 201 | assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x = 0" | 
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changeset | 202 | assumes "\<And>x. x \<in> A \<inter> B \<Longrightarrow> f x = g x" | 
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changeset | 203 | shows "f abs_summable_on A \<longleftrightarrow> g abs_summable_on B" | 
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changeset | 204 | unfolding abs_summable_on_altdef set_integrable_def using assms | 
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changeset | 205 | by (intro Bochner_Integration.integrable_cong refl) | 
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changeset | 206 | (auto simp: indicator_def split: if_splits) | 
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changeset | 207 | |
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changeset | 208 | lemma abs_summable_on_restrict': | 
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changeset | 209 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, second_countable_topology}"
 | 
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changeset | 210 | assumes "A \<subseteq> B" | 
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changeset | 211 | shows "f abs_summable_on A \<longleftrightarrow> (\<lambda>x. if x \<in> A then f x else 0) abs_summable_on B" | 
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changeset | 212 | by (subst abs_summable_on_restrict[OF assms]) (intro abs_summable_on_cong, auto) | 
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changeset | 213 | |
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changeset | 214 | lemma abs_summable_on_nat_iff: | 
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changeset | 215 | "f abs_summable_on (A :: nat set) \<longleftrightarrow> summable (\<lambda>n. if n \<in> A then norm (f n) else 0)" | 
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changeset | 216 | proof - | 
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changeset | 217 | have "f abs_summable_on A \<longleftrightarrow> summable (\<lambda>x. norm (if x \<in> A then f x else 0))" | 
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changeset | 218 | by (subst abs_summable_on_restrict'[of _ UNIV]) | 
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changeset | 219 | (simp_all add: abs_summable_on_def integrable_count_space_nat_iff) | 
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changeset | 220 | also have "(\<lambda>x. norm (if x \<in> A then f x else 0)) = (\<lambda>x. if x \<in> A then norm (f x) else 0)" | 
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changeset | 221 | by auto | 
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changeset | 222 | finally show ?thesis . | 
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changeset | 223 | qed | 
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changeset | 224 | |
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changeset | 225 | lemma abs_summable_on_nat_iff': | 
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changeset | 226 | "f abs_summable_on (UNIV :: nat set) \<longleftrightarrow> summable (\<lambda>n. norm (f n))" | 
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changeset | 227 | by (subst abs_summable_on_nat_iff) auto | 
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changeset | 228 | |
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changeset | 229 | lemma nat_abs_summable_on_comparison_test: | 
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changeset | 230 |   fixes f :: "nat \<Rightarrow> 'a :: {banach, second_countable_topology}"
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changeset | 231 | assumes "g abs_summable_on I" | 
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changeset | 232 | assumes "\<And>n. \<lbrakk>n\<ge>N; n \<in> I\<rbrakk> \<Longrightarrow> norm (f n) \<le> g n" | 
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changeset | 233 | shows "f abs_summable_on I" | 
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changeset | 234 | using assms by (fastforce simp add: abs_summable_on_nat_iff intro: summable_comparison_test') | 
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changeset | 235 | |
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changeset | 236 | lemma abs_summable_comparison_test_ev: | 
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changeset | 237 | assumes "g abs_summable_on I" | 
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changeset | 238 | assumes "eventually (\<lambda>x. x \<in> I \<longrightarrow> norm (f x) \<le> g x) sequentially" | 
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changeset | 239 | shows "f abs_summable_on I" | 
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changeset | 240 | by (metis (no_types, lifting) nat_abs_summable_on_comparison_test eventually_at_top_linorder assms) | 
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changeset | 241 | |
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changeset | 242 | lemma abs_summable_on_Cauchy: | 
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changeset | 243 | "f abs_summable_on (UNIV :: nat set) \<longleftrightarrow> (\<forall>e>0. \<exists>N. \<forall>m\<ge>N. \<forall>n. (\<Sum>x = m..<n. norm (f x)) < e)" | 
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changeset | 244 | by (simp add: abs_summable_on_nat_iff' summable_Cauchy sum_nonneg) | 
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changeset | 245 | |
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changeset | 246 | lemma abs_summable_on_finite [simp]: "finite A \<Longrightarrow> f abs_summable_on A" | 
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changeset | 247 | unfolding abs_summable_on_def by (rule integrable_count_space) | 
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changeset | 248 | |
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changeset | 249 | lemma abs_summable_on_empty [simp, intro]: "f abs_summable_on {}"
 | 
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changeset | 250 | by simp | 
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changeset | 251 | |
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changeset | 252 | lemma abs_summable_on_subset: | 
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changeset | 253 | assumes "f abs_summable_on B" and "A \<subseteq> B" | 
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changeset | 254 | shows "f abs_summable_on A" | 
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changeset | 255 | unfolding abs_summable_on_altdef | 
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changeset | 256 | by (rule set_integrable_subset) (insert assms, auto simp: abs_summable_on_altdef) | 
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changeset | 257 | |
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changeset | 258 | lemma abs_summable_on_union [intro]: | 
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changeset | 259 | assumes "f abs_summable_on A" and "f abs_summable_on B" | 
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changeset | 260 | shows "f abs_summable_on (A \<union> B)" | 
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changeset | 261 | using assms unfolding abs_summable_on_altdef by (intro set_integrable_Un) auto | 
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changeset | 262 | |
| 66526 | 263 | lemma abs_summable_on_insert_iff [simp]: | 
| 264 | "f abs_summable_on insert x A \<longleftrightarrow> f abs_summable_on A" | |
| 265 | proof safe | |
| 266 | assume "f abs_summable_on insert x A" | |
| 267 | thus "f abs_summable_on A" | |
| 268 | by (rule abs_summable_on_subset) auto | |
| 269 | next | |
| 270 | assume "f abs_summable_on A" | |
| 271 |   from abs_summable_on_union[OF this, of "{x}"]
 | |
| 272 | show "f abs_summable_on insert x A" by simp | |
| 273 | qed | |
| 274 | ||
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changeset | 275 | lemma abs_summable_sum: | 
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changeset | 276 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B" | 
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changeset | 277 | shows "(\<lambda>y. \<Sum>x\<in>A. f x y) abs_summable_on B" | 
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changeset | 278 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_sum) | 
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changeset | 279 | |
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changeset | 280 | lemma abs_summable_Re: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. Re (f x)) abs_summable_on A" | 
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changeset | 281 | by (simp add: abs_summable_on_def) | 
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changeset | 282 | |
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changeset | 283 | lemma abs_summable_Im: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. Im (f x)) abs_summable_on A" | 
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changeset | 284 | by (simp add: abs_summable_on_def) | 
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changeset | 285 | |
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changeset | 286 | lemma abs_summable_on_finite_diff: | 
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changeset | 287 | assumes "f abs_summable_on A" "A \<subseteq> B" "finite (B - A)" | 
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changeset | 288 | shows "f abs_summable_on B" | 
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changeset | 289 | proof - | 
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changeset | 290 | have "f abs_summable_on (A \<union> (B - A))" | 
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changeset | 291 | by (intro abs_summable_on_union assms abs_summable_on_finite) | 
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changeset | 292 | also from assms have "A \<union> (B - A) = B" by blast | 
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changeset | 293 | finally show ?thesis . | 
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changeset | 294 | qed | 
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changeset | 295 | |
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changeset | 296 | lemma abs_summable_on_reindex_bij_betw: | 
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changeset | 297 | assumes "bij_betw g A B" | 
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changeset | 298 | shows "(\<lambda>x. f (g x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on B" | 
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changeset | 299 | proof - | 
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changeset | 300 | have *: "count_space B = distr (count_space A) (count_space B) g" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 301 | by (rule distr_bij_count_space [symmetric]) fact | 
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changeset | 302 | show ?thesis unfolding abs_summable_on_def | 
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changeset | 303 | by (subst *, subst integrable_distr_eq[of _ _ "count_space B"]) | 
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changeset | 304 | (insert assms, auto simp: bij_betw_def) | 
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changeset | 305 | qed | 
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changeset | 306 | |
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changeset | 307 | lemma abs_summable_on_reindex: | 
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changeset | 308 | assumes "(\<lambda>x. f (g x)) abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 309 | shows "f abs_summable_on (g ` A)" | 
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changeset | 310 | proof - | 
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changeset | 311 | define g' where "g' = inv_into A g" | 
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changeset | 312 | from assms have "(\<lambda>x. f (g x)) abs_summable_on (g' ` g ` A)" | 
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changeset | 313 | by (rule abs_summable_on_subset) (auto simp: g'_def inv_into_into) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 314 | also have "?this \<longleftrightarrow> (\<lambda>x. f (g (g' x))) abs_summable_on (g ` A)" unfolding g'_def | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 315 | by (intro abs_summable_on_reindex_bij_betw [symmetric] inj_on_imp_bij_betw inj_on_inv_into) auto | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 316 | also have "\<dots> \<longleftrightarrow> f abs_summable_on (g ` A)" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 317 | by (intro abs_summable_on_cong refl) (auto simp: g'_def f_inv_into_f) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 318 | finally show ?thesis . | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 319 | qed | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 320 | |
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changeset | 321 | lemma abs_summable_on_reindex_iff: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 322 | "inj_on g A \<Longrightarrow> (\<lambda>x. f (g x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on (g ` A)" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 323 | by (intro abs_summable_on_reindex_bij_betw inj_on_imp_bij_betw) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 324 | |
| 66526 | 325 | lemma abs_summable_on_Sigma_project2: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 326 | fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 327 | assumes "f abs_summable_on (Sigma A B)" "x \<in> A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 328 | shows "(\<lambda>y. f (x, y)) abs_summable_on (B x)" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 329 | proof - | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 330 |   from assms(2) have "f abs_summable_on (Sigma {x} B)"
 | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 331 | by (intro abs_summable_on_subset [OF assms(1)]) auto | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 332 |   also have "?this \<longleftrightarrow> (\<lambda>z. f (x, snd z)) abs_summable_on (Sigma {x} B)"
 | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 333 | by (rule abs_summable_on_cong) auto | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 334 |   finally have "(\<lambda>y. f (x, y)) abs_summable_on (snd ` Sigma {x} B)"
 | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 335 | by (rule abs_summable_on_reindex) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 336 |   also have "snd ` Sigma {x} B = B x"
 | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 337 | using assms by (auto simp: image_iff) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 338 | finally show ?thesis . | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 339 | qed | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 340 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 341 | lemma abs_summable_on_Times_swap: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 342 | "f abs_summable_on A \<times> B \<longleftrightarrow> (\<lambda>(x,y). f (y,x)) abs_summable_on B \<times> A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 343 | proof - | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 344 | have bij: "bij_betw (\<lambda>(x,y). (y,x)) (B \<times> A) (A \<times> B)" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 345 | by (auto simp: bij_betw_def inj_on_def) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 346 | show ?thesis | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 347 | by (subst abs_summable_on_reindex_bij_betw[OF bij, of f, symmetric]) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 348 | (simp_all add: case_prod_unfold) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 349 | qed | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 350 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 351 | lemma abs_summable_on_0 [simp, intro]: "(\<lambda>_. 0) abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 352 | by (simp add: abs_summable_on_def) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 353 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 354 | lemma abs_summable_on_uminus [intro]: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 355 | "f abs_summable_on A \<Longrightarrow> (\<lambda>x. -f x) abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 356 | unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_minus) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 357 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 358 | lemma abs_summable_on_add [intro]: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 359 | assumes "f abs_summable_on A" and "g abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 360 | shows "(\<lambda>x. f x + g x) abs_summable_on A" | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 361 | using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_add) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 362 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 363 | lemma abs_summable_on_diff [intro]: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 364 | assumes "f abs_summable_on A" and "g abs_summable_on A" | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 365 | shows "(\<lambda>x. f x - g x) abs_summable_on A" | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 366 | using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_diff) | 
| 
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changeset | 367 | |
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changeset | 368 | lemma abs_summable_on_scaleR_left [intro]: | 
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changeset | 369 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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changeset | 370 | shows "(\<lambda>x. f x *\<^sub>R c) abs_summable_on A" | 
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changeset | 371 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_left) | 
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changeset | 372 | |
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changeset | 373 | lemma abs_summable_on_scaleR_right [intro]: | 
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changeset | 374 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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changeset | 375 | shows "(\<lambda>x. c *\<^sub>R f x) abs_summable_on A" | 
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changeset | 376 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_right) | 
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changeset | 377 | |
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changeset | 378 | lemma abs_summable_on_cmult_right [intro]: | 
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changeset | 379 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_algebra, second_countable_topology}"
 | 
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changeset | 380 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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changeset | 381 | shows "(\<lambda>x. c * f x) abs_summable_on A" | 
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changeset | 382 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_right) | 
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changeset | 383 | |
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changeset | 384 | lemma abs_summable_on_cmult_left [intro]: | 
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changeset | 385 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_algebra, second_countable_topology}"
 | 
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changeset | 386 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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changeset | 387 | shows "(\<lambda>x. f x * c) abs_summable_on A" | 
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changeset | 388 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_left) | 
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changeset | 389 | |
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changeset | 390 | lemma abs_summable_on_prod_PiE: | 
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changeset | 391 |   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c :: {real_normed_field,banach,second_countable_topology}"
 | 
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changeset | 392 | assumes finite: "finite A" and countable: "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | 
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changeset | 393 | assumes summable: "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B x" | 
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changeset | 394 | shows "(\<lambda>g. \<Prod>x\<in>A. f x (g x)) abs_summable_on PiE A B" | 
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changeset | 395 | proof - | 
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changeset | 396 |   define B' where "B' = (\<lambda>x. if x \<in> A then B x else {})"
 | 
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changeset | 397 | from assms have [simp]: "countable (B' x)" for x | 
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changeset | 398 | by (auto simp: B'_def) | 
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changeset | 399 | then interpret product_sigma_finite "count_space \<circ> B'" | 
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changeset | 400 | unfolding o_def by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable) | 
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changeset | 401 | from assms have "integrable (PiM A (count_space \<circ> B')) (\<lambda>g. \<Prod>x\<in>A. f x (g x))" | 
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changeset | 402 | by (intro product_integrable_prod) (auto simp: abs_summable_on_def B'_def) | 
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changeset | 403 | also have "PiM A (count_space \<circ> B') = count_space (PiE A B')" | 
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changeset | 404 | unfolding o_def using finite by (intro count_space_PiM_finite) simp_all | 
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changeset | 405 | also have "PiE A B' = PiE A B" by (intro PiE_cong) (simp_all add: B'_def) | 
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changeset | 406 | finally show ?thesis by (simp add: abs_summable_on_def) | 
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changeset | 407 | qed | 
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changeset | 408 | |
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changeset | 409 | |
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changeset | 410 | |
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changeset | 411 | lemma not_summable_infsetsum_eq: | 
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changeset | 412 | "\<not>f abs_summable_on A \<Longrightarrow> infsetsum f A = 0" | 
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changeset | 413 | by (simp add: abs_summable_on_def infsetsum_def not_integrable_integral_eq) | 
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changeset | 414 | |
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changeset | 415 | lemma infsetsum_altdef: | 
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changeset | 416 | "infsetsum f A = set_lebesgue_integral (count_space UNIV) A f" | 
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changeset | 417 | unfolding set_lebesgue_integral_def | 
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changeset | 418 | by (subst integral_restrict_space [symmetric]) | 
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changeset | 419 | (auto simp: restrict_count_space_subset infsetsum_def) | 
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changeset | 420 | |
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changeset | 421 | lemma infsetsum_altdef': | 
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changeset | 422 | "A \<subseteq> B \<Longrightarrow> infsetsum f A = set_lebesgue_integral (count_space B) A f" | 
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changeset | 423 | unfolding set_lebesgue_integral_def | 
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changeset | 424 | by (subst integral_restrict_space [symmetric]) | 
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changeset | 425 | (auto simp: restrict_count_space_subset infsetsum_def) | 
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changeset | 426 | |
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changeset | 427 | lemma nn_integral_conv_infsetsum: | 
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changeset | 428 | assumes "f abs_summable_on A" "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0" | 
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changeset | 429 | shows "nn_integral (count_space A) f = ennreal (infsetsum f A)" | 
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changeset | 430 | using assms unfolding infsetsum_def abs_summable_on_def | 
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changeset | 431 | by (subst nn_integral_eq_integral) auto | 
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changeset | 432 | |
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changeset | 433 | lemma infsetsum_conv_nn_integral: | 
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changeset | 434 | assumes "nn_integral (count_space A) f \<noteq> \<infinity>" "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0" | 
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changeset | 435 | shows "infsetsum f A = enn2real (nn_integral (count_space A) f)" | 
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changeset | 436 | unfolding infsetsum_def using assms | 
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changeset | 437 | by (subst integral_eq_nn_integral) auto | 
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changeset | 438 | |
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changeset | 439 | lemma infsetsum_cong [cong]: | 
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changeset | 440 | "(\<And>x. x \<in> A \<Longrightarrow> f x = g x) \<Longrightarrow> A = B \<Longrightarrow> infsetsum f A = infsetsum g B" | 
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changeset | 441 | unfolding infsetsum_def by (intro Bochner_Integration.integral_cong) auto | 
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changeset | 442 | |
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changeset | 443 | lemma infsetsum_0 [simp]: "infsetsum (\<lambda>_. 0) A = 0" | 
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changeset | 444 | by (simp add: infsetsum_def) | 
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changeset | 445 | |
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changeset | 446 | lemma infsetsum_all_0: "(\<And>x. x \<in> A \<Longrightarrow> f x = 0) \<Longrightarrow> infsetsum f A = 0" | 
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changeset | 447 | by simp | 
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changeset | 448 | |
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changeset | 449 | lemma infsetsum_nonneg: "(\<And>x. x \<in> A \<Longrightarrow> f x \<ge> (0::real)) \<Longrightarrow> infsetsum f A \<ge> 0" | 
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changeset | 450 | unfolding infsetsum_def by (rule Bochner_Integration.integral_nonneg) auto | 
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changeset | 451 | |
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changeset | 452 | lemma sum_infsetsum: | 
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changeset | 453 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B" | 
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changeset | 454 | shows "(\<Sum>x\<in>A. \<Sum>\<^sub>ay\<in>B. f x y) = (\<Sum>\<^sub>ay\<in>B. \<Sum>x\<in>A. f x y)" | 
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changeset | 455 | using assms by (simp add: infsetsum_def abs_summable_on_def Bochner_Integration.integral_sum) | 
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changeset | 456 | |
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changeset | 457 | lemma Re_infsetsum: "f abs_summable_on A \<Longrightarrow> Re (infsetsum f A) = (\<Sum>\<^sub>ax\<in>A. Re (f x))" | 
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changeset | 458 | by (simp add: infsetsum_def abs_summable_on_def) | 
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changeset | 459 | |
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changeset | 460 | lemma Im_infsetsum: "f abs_summable_on A \<Longrightarrow> Im (infsetsum f A) = (\<Sum>\<^sub>ax\<in>A. Im (f x))" | 
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changeset | 461 | by (simp add: infsetsum_def abs_summable_on_def) | 
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changeset | 462 | |
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changeset | 463 | lemma infsetsum_of_real: | 
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changeset | 464 | shows "infsetsum (\<lambda>x. of_real (f x) | 
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changeset | 465 |            :: 'a :: {real_normed_algebra_1,banach,second_countable_topology,real_inner}) A =
 | 
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changeset | 466 | of_real (infsetsum f A)" | 
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changeset | 467 | unfolding infsetsum_def | 
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changeset | 468 | by (rule integral_bounded_linear'[OF bounded_linear_of_real bounded_linear_inner_left[of 1]]) auto | 
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changeset | 469 | |
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changeset | 470 | lemma infsetsum_finite [simp]: "finite A \<Longrightarrow> infsetsum f A = (\<Sum>x\<in>A. f x)" | 
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changeset | 471 | by (simp add: infsetsum_def lebesgue_integral_count_space_finite) | 
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changeset | 472 | |
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changeset | 473 | lemma infsetsum_nat: | 
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changeset | 474 | assumes "f abs_summable_on A" | 
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changeset | 475 | shows "infsetsum f A = (\<Sum>n. if n \<in> A then f n else 0)" | 
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changeset | 476 | proof - | 
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changeset | 477 | from assms have "infsetsum f A = (\<Sum>n. indicator A n *\<^sub>R f n)" | 
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 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 478 | unfolding infsetsum_altdef abs_summable_on_altdef set_lebesgue_integral_def set_integrable_def | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 479 | by (subst integral_count_space_nat) auto | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 480 | also have "(\<lambda>n. indicator A n *\<^sub>R f n) = (\<lambda>n. if n \<in> A then f n else 0)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 481 | by auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 482 | finally show ?thesis . | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 483 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 484 | |
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 485 | lemma infsetsum_nat': | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 486 | assumes "f abs_summable_on UNIV" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 487 | shows "infsetsum f UNIV = (\<Sum>n. f n)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 488 | using assms by (subst infsetsum_nat) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 489 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 490 | lemma sums_infsetsum_nat: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 491 | assumes "f abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 492 | shows "(\<lambda>n. if n \<in> A then f n else 0) sums infsetsum f A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 493 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 494 | from assms have "summable (\<lambda>n. if n \<in> A then norm (f n) else 0)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 495 | by (simp add: abs_summable_on_nat_iff) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 496 | also have "(\<lambda>n. if n \<in> A then norm (f n) else 0) = (\<lambda>n. norm (if n \<in> A then f n else 0))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 497 | by auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 498 | finally have "summable (\<lambda>n. if n \<in> A then f n else 0)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 499 | by (rule summable_norm_cancel) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 500 | with assms show ?thesis | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 501 | by (auto simp: sums_iff infsetsum_nat) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 502 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 503 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 504 | lemma sums_infsetsum_nat': | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 505 | assumes "f abs_summable_on UNIV" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 506 | shows "f sums infsetsum f UNIV" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 507 | using sums_infsetsum_nat [OF assms] by simp | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 508 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 509 | lemma infsetsum_Un_disjoint: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 510 |   assumes "f abs_summable_on A" "f abs_summable_on B" "A \<inter> B = {}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 511 | shows "infsetsum f (A \<union> B) = infsetsum f A + infsetsum f B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 512 | using assms unfolding infsetsum_altdef abs_summable_on_altdef | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 513 | by (subst set_integral_Un) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 514 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 515 | lemma infsetsum_Diff: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 516 | assumes "f abs_summable_on B" "A \<subseteq> B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 517 | shows "infsetsum f (B - A) = infsetsum f B - infsetsum f A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 518 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 519 | have "infsetsum f ((B - A) \<union> A) = infsetsum f (B - A) + infsetsum f A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 520 | using assms(2) by (intro infsetsum_Un_disjoint abs_summable_on_subset[OF assms(1)]) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 521 | also from assms(2) have "(B - A) \<union> A = B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 522 | by auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 523 | ultimately show ?thesis | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 524 | by (simp add: algebra_simps) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 525 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 526 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 527 | lemma infsetsum_Un_Int: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 528 | assumes "f abs_summable_on (A \<union> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 529 | shows "infsetsum f (A \<union> B) = infsetsum f A + infsetsum f B - infsetsum f (A \<inter> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 530 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 531 | have "A \<union> B = A \<union> (B - A \<inter> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 532 | by auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 533 | also have "infsetsum f \<dots> = infsetsum f A + infsetsum f (B - A \<inter> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 534 | by (intro infsetsum_Un_disjoint abs_summable_on_subset[OF assms]) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 535 | also have "infsetsum f (B - A \<inter> B) = infsetsum f B - infsetsum f (A \<inter> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 536 | by (intro infsetsum_Diff abs_summable_on_subset[OF assms]) auto | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 537 | finally show ?thesis | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 538 | by (simp add: algebra_simps) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 539 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 540 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 541 | lemma infsetsum_reindex_bij_betw: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 542 | assumes "bij_betw g A B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 543 | shows "infsetsum (\<lambda>x. f (g x)) A = infsetsum f B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 544 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 545 | have *: "count_space B = distr (count_space A) (count_space B) g" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 546 | by (rule distr_bij_count_space [symmetric]) fact | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 547 | show ?thesis unfolding infsetsum_def | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 548 | by (subst *, subst integral_distr[of _ _ "count_space B"]) | 
| 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 549 | (insert assms, auto simp: bij_betw_def) | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 550 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 551 | |
| 68651 | 552 | theorem infsetsum_reindex: | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 553 | assumes "inj_on g A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 554 | shows "infsetsum f (g ` A) = infsetsum (\<lambda>x. f (g x)) A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 555 | by (intro infsetsum_reindex_bij_betw [symmetric] inj_on_imp_bij_betw assms) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 556 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 557 | lemma infsetsum_cong_neutral: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 558 | assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x = 0" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 559 | assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x = 0" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 560 | assumes "\<And>x. x \<in> A \<inter> B \<Longrightarrow> f x = g x" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 561 | shows "infsetsum f A = infsetsum g B" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 562 | unfolding infsetsum_altdef set_lebesgue_integral_def using assms | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 563 | by (intro Bochner_Integration.integral_cong refl) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 564 | (auto simp: indicator_def split: if_splits) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 565 | |
| 66526 | 566 | lemma infsetsum_mono_neutral: | 
| 567 | fixes f g :: "'a \<Rightarrow> real" | |
| 568 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 569 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 570 | assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x \<le> 0" | |
| 571 | assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x \<ge> 0" | |
| 572 | shows "infsetsum f A \<le> infsetsum g B" | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 573 | using assms unfolding infsetsum_altdef set_lebesgue_integral_def abs_summable_on_altdef set_integrable_def | 
| 66526 | 574 | by (intro Bochner_Integration.integral_mono) (auto simp: indicator_def) | 
| 575 | ||
| 576 | lemma infsetsum_mono_neutral_left: | |
| 577 | fixes f g :: "'a \<Rightarrow> real" | |
| 578 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 579 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 580 | assumes "A \<subseteq> B" | |
| 581 | assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x \<ge> 0" | |
| 582 | shows "infsetsum f A \<le> infsetsum g B" | |
| 583 | using \<open>A \<subseteq> B\<close> by (intro infsetsum_mono_neutral assms) auto | |
| 584 | ||
| 585 | lemma infsetsum_mono_neutral_right: | |
| 586 | fixes f g :: "'a \<Rightarrow> real" | |
| 587 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 588 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 589 | assumes "B \<subseteq> A" | |
| 590 | assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x \<le> 0" | |
| 591 | shows "infsetsum f A \<le> infsetsum g B" | |
| 592 | using \<open>B \<subseteq> A\<close> by (intro infsetsum_mono_neutral assms) auto | |
| 593 | ||
| 594 | lemma infsetsum_mono: | |
| 595 | fixes f g :: "'a \<Rightarrow> real" | |
| 596 | assumes "f abs_summable_on A" and "g abs_summable_on A" | |
| 597 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 598 | shows "infsetsum f A \<le> infsetsum g A" | |
| 599 | by (intro infsetsum_mono_neutral assms) auto | |
| 600 | ||
| 601 | lemma norm_infsetsum_bound: | |
| 602 | "norm (infsetsum f A) \<le> infsetsum (\<lambda>x. norm (f x)) A" | |
| 603 | unfolding abs_summable_on_def infsetsum_def | |
| 604 | by (rule Bochner_Integration.integral_norm_bound) | |
| 605 | ||
| 68651 | 606 | theorem infsetsum_Sigma: | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 607 | fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 608 | assumes [simp]: "countable A" and "\<And>i. countable (B i)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 609 | assumes summable: "f abs_summable_on (Sigma A B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 610 | shows "infsetsum f (Sigma A B) = infsetsum (\<lambda>x. infsetsum (\<lambda>y. f (x, y)) (B x)) A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 611 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 612 | define B' where "B' = (\<Union>i\<in>A. B i)" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 613 | have [simp]: "countable B'" | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 614 | unfolding B'_def by (intro countable_UN assms) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 615 | interpret pair_sigma_finite "count_space A" "count_space B'" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 616 | by (intro pair_sigma_finite.intro sigma_finite_measure_count_space_countable) fact+ | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 617 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 618 | have "integrable (count_space (A \<times> B')) (\<lambda>z. indicator (Sigma A B) z *\<^sub>R f z)" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 619 | using summable | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 620 | by (metis (mono_tags, lifting) abs_summable_on_altdef abs_summable_on_def integrable_cong integrable_mult_indicator set_integrable_def sets_UNIV) | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 621 | also have "?this \<longleftrightarrow> integrable (count_space A \<Otimes>\<^sub>M count_space B') (\<lambda>(x, y). indicator (B x) y *\<^sub>R f (x, y))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 622 | by (intro Bochner_Integration.integrable_cong) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 623 | (auto simp: pair_measure_countable indicator_def split: if_splits) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 624 | finally have integrable: \<dots> . | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 625 | |
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 626 | have "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f (x, y)) (B x)) A = | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 627 | (\<integral>x. infsetsum (\<lambda>y. f (x, y)) (B x) \<partial>count_space A)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 628 | unfolding infsetsum_def by simp | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 629 | also have "\<dots> = (\<integral>x. \<integral>y. indicator (B x) y *\<^sub>R f (x, y) \<partial>count_space B' \<partial>count_space A)" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 630 | proof (rule Bochner_Integration.integral_cong [OF refl]) | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 631 | show "\<And>x. x \<in> space (count_space A) \<Longrightarrow> | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 632 | (\<Sum>\<^sub>ay\<in>B x. f (x, y)) = LINT y|count_space B'. indicat_real (B x) y *\<^sub>R f (x, y)" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 633 | using infsetsum_altdef'[of _ B'] | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 634 | unfolding set_lebesgue_integral_def B'_def | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 635 | by auto | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 636 | qed | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 637 | also have "\<dots> = (\<integral>(x,y). indicator (B x) y *\<^sub>R f (x, y) \<partial>(count_space A \<Otimes>\<^sub>M count_space B'))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 638 | by (subst integral_fst [OF integrable]) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 639 | also have "\<dots> = (\<integral>z. indicator (Sigma A B) z *\<^sub>R f z \<partial>count_space (A \<times> B'))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 640 | by (intro Bochner_Integration.integral_cong) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 641 | (auto simp: pair_measure_countable indicator_def split: if_splits) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 642 | also have "\<dots> = infsetsum f (Sigma A B)" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 643 | unfolding set_lebesgue_integral_def [symmetric] | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 644 | by (rule infsetsum_altdef' [symmetric]) (auto simp: B'_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 645 | finally show ?thesis .. | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 646 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 647 | |
| 66526 | 648 | lemma infsetsum_Sigma': | 
| 649 | fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set" | |
| 650 | assumes [simp]: "countable A" and "\<And>i. countable (B i)" | |
| 651 | assumes summable: "(\<lambda>(x,y). f x y) abs_summable_on (Sigma A B)" | |
| 652 | shows "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f x y) (B x)) A = infsetsum (\<lambda>(x,y). f x y) (Sigma A B)" | |
| 653 | using assms by (subst infsetsum_Sigma) auto | |
| 654 | ||
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 655 | lemma infsetsum_Times: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 656 | fixes A :: "'a set" and B :: "'b set" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 657 | assumes [simp]: "countable A" and "countable B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 658 | assumes summable: "f abs_summable_on (A \<times> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 659 | shows "infsetsum f (A \<times> B) = infsetsum (\<lambda>x. infsetsum (\<lambda>y. f (x, y)) B) A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 660 | using assms by (subst infsetsum_Sigma) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 661 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 662 | lemma infsetsum_Times': | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 663 | fixes A :: "'a set" and B :: "'b set" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 664 |   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c :: {banach, second_countable_topology}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 665 | assumes [simp]: "countable A" and [simp]: "countable B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 666 | assumes summable: "(\<lambda>(x,y). f x y) abs_summable_on (A \<times> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 667 | shows "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f x y) B) A = infsetsum (\<lambda>(x,y). f x y) (A \<times> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 668 | using assms by (subst infsetsum_Times) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 669 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 670 | lemma infsetsum_swap: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 671 | fixes A :: "'a set" and B :: "'b set" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 672 |   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c :: {banach, second_countable_topology}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 673 | assumes [simp]: "countable A" and [simp]: "countable B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 674 | assumes summable: "(\<lambda>(x,y). f x y) abs_summable_on A \<times> B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 675 | shows "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f x y) B) A = infsetsum (\<lambda>y. infsetsum (\<lambda>x. f x y) A) B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 676 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 677 | from summable have summable': "(\<lambda>(x,y). f y x) abs_summable_on B \<times> A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 678 | by (subst abs_summable_on_Times_swap) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 679 | have bij: "bij_betw (\<lambda>(x, y). (y, x)) (B \<times> A) (A \<times> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 680 | by (auto simp: bij_betw_def inj_on_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 681 | have "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f x y) B) A = infsetsum (\<lambda>(x,y). f x y) (A \<times> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 682 | using summable by (subst infsetsum_Times) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 683 | also have "\<dots> = infsetsum (\<lambda>(x,y). f y x) (B \<times> A)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 684 | by (subst infsetsum_reindex_bij_betw[OF bij, of "\<lambda>(x,y). f x y", symmetric]) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 685 | (simp_all add: case_prod_unfold) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 686 | also have "\<dots> = infsetsum (\<lambda>y. infsetsum (\<lambda>x. f x y) A) B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 687 | using summable' by (subst infsetsum_Times) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 688 | finally show ?thesis . | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 689 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 690 | |
| 68651 | 691 | theorem abs_summable_on_Sigma_iff: | 
| 66526 | 692 | assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 693 | shows "f abs_summable_on Sigma A B \<longleftrightarrow> | 
| 66526 | 694 | (\<forall>x\<in>A. (\<lambda>y. f (x, y)) abs_summable_on B x) \<and> | 
| 695 | ((\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x)) abs_summable_on A)" | |
| 696 | proof safe | |
| 697 | define B' where "B' = (\<Union>x\<in>A. B x)" | |
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 698 | have [simp]: "countable B'" | 
| 66526 | 699 | unfolding B'_def using assms by auto | 
| 700 | interpret pair_sigma_finite "count_space A" "count_space B'" | |
| 701 | by (intro pair_sigma_finite.intro sigma_finite_measure_count_space_countable) fact+ | |
| 702 |   {
 | |
| 703 | assume *: "f abs_summable_on Sigma A B" | |
| 704 | thus "(\<lambda>y. f (x, y)) abs_summable_on B x" if "x \<in> A" for x | |
| 705 | using that by (rule abs_summable_on_Sigma_project2) | |
| 706 | ||
| 707 | have "set_integrable (count_space (A \<times> B')) (Sigma A B) (\<lambda>z. norm (f z))" | |
| 708 | using abs_summable_on_normI[OF *] | |
| 709 | by (subst abs_summable_on_altdef' [symmetric]) (auto simp: B'_def) | |
| 710 | also have "count_space (A \<times> B') = count_space A \<Otimes>\<^sub>M count_space B'" | |
| 711 | by (simp add: pair_measure_countable) | |
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 712 | finally have "integrable (count_space A) | 
| 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 713 | (\<lambda>x. lebesgue_integral (count_space B') | 
| 66526 | 714 | (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R norm (f (x, y))))" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 715 | unfolding set_integrable_def by (rule integrable_fst') | 
| 66526 | 716 | also have "?this \<longleftrightarrow> integrable (count_space A) | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 717 | (\<lambda>x. lebesgue_integral (count_space B') | 
| 66526 | 718 | (\<lambda>y. indicator (B x) y *\<^sub>R norm (f (x, y))))" | 
| 719 | by (intro integrable_cong refl) (simp_all add: indicator_def) | |
| 720 | also have "\<dots> \<longleftrightarrow> integrable (count_space A) (\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x))" | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 721 | unfolding set_lebesgue_integral_def [symmetric] | 
| 66526 | 722 | by (intro integrable_cong refl infsetsum_altdef' [symmetric]) (auto simp: B'_def) | 
| 723 | also have "\<dots> \<longleftrightarrow> (\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x)) abs_summable_on A" | |
| 724 | by (simp add: abs_summable_on_def) | |
| 725 | finally show \<dots> . | |
| 726 | } | |
| 727 |   {
 | |
| 728 | assume *: "\<forall>x\<in>A. (\<lambda>y. f (x, y)) abs_summable_on B x" | |
| 729 | assume "(\<lambda>x. \<Sum>\<^sub>ay\<in>B x. norm (f (x, y))) abs_summable_on A" | |
| 730 | also have "?this \<longleftrightarrow> (\<lambda>x. \<integral>y\<in>B x. norm (f (x, y)) \<partial>count_space B') abs_summable_on A" | |
| 731 | by (intro abs_summable_on_cong refl infsetsum_altdef') (auto simp: B'_def) | |
| 732 | also have "\<dots> \<longleftrightarrow> (\<lambda>x. \<integral>y. indicator (Sigma A B) (x, y) *\<^sub>R norm (f (x, y)) \<partial>count_space B') | |
| 733 | abs_summable_on A" (is "_ \<longleftrightarrow> ?h abs_summable_on _") | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 734 | unfolding set_lebesgue_integral_def | 
| 66526 | 735 | by (intro abs_summable_on_cong) (auto simp: indicator_def) | 
| 736 | also have "\<dots> \<longleftrightarrow> integrable (count_space A) ?h" | |
| 737 | by (simp add: abs_summable_on_def) | |
| 738 | finally have **: \<dots> . | |
| 739 | ||
| 740 | have "integrable (count_space A \<Otimes>\<^sub>M count_space B') (\<lambda>z. indicator (Sigma A B) z *\<^sub>R f z)" | |
| 741 | proof (rule Fubini_integrable, goal_cases) | |
| 742 | case 3 | |
| 743 |       {
 | |
| 744 | fix x assume x: "x \<in> A" | |
| 745 | with * have "(\<lambda>y. f (x, y)) abs_summable_on B x" | |
| 746 | by blast | |
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 747 | also have "?this \<longleftrightarrow> integrable (count_space B') | 
| 66526 | 748 | (\<lambda>y. indicator (B x) y *\<^sub>R f (x, y))" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 749 | unfolding set_integrable_def [symmetric] | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 750 | using x by (intro abs_summable_on_altdef') (auto simp: B'_def) | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 751 | also have "(\<lambda>y. indicator (B x) y *\<^sub>R f (x, y)) = | 
| 66526 | 752 | (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))" | 
| 753 | using x by (auto simp: indicator_def) | |
| 754 | finally have "integrable (count_space B') | |
| 755 | (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))" . | |
| 756 | } | |
| 757 | thus ?case by (auto simp: AE_count_space) | |
| 758 | qed (insert **, auto simp: pair_measure_countable) | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 759 | moreover have "count_space A \<Otimes>\<^sub>M count_space B' = count_space (A \<times> B')" | 
| 66526 | 760 | by (simp add: pair_measure_countable) | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 761 | moreover have "set_integrable (count_space (A \<times> B')) (Sigma A B) f \<longleftrightarrow> | 
| 66526 | 762 | f abs_summable_on Sigma A B" | 
| 763 | by (rule abs_summable_on_altdef' [symmetric]) (auto simp: B'_def) | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 764 | ultimately show "f abs_summable_on Sigma A B" | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 765 | by (simp add: set_integrable_def) | 
| 66526 | 766 | } | 
| 767 | qed | |
| 768 | ||
| 769 | lemma abs_summable_on_Sigma_project1: | |
| 770 | assumes "(\<lambda>(x,y). f x y) abs_summable_on Sigma A B" | |
| 771 | assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | |
| 772 | shows "(\<lambda>x. infsetsum (\<lambda>y. norm (f x y)) (B x)) abs_summable_on A" | |
| 773 | using assms by (subst (asm) abs_summable_on_Sigma_iff) auto | |
| 774 | ||
| 775 | lemma abs_summable_on_Sigma_project1': | |
| 776 | assumes "(\<lambda>(x,y). f x y) abs_summable_on Sigma A B" | |
| 777 | assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | |
| 778 | shows "(\<lambda>x. infsetsum (\<lambda>y. f x y) (B x)) abs_summable_on A" | |
| 779 | by (intro abs_summable_on_comparison_test' [OF abs_summable_on_Sigma_project1[OF assms]] | |
| 780 | norm_infsetsum_bound) | |
| 781 | ||
| 68651 | 782 | theorem infsetsum_prod_PiE: | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 783 |   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c :: {real_normed_field,banach,second_countable_topology}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 784 | assumes finite: "finite A" and countable: "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 785 | assumes summable: "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B x" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 786 | shows "infsetsum (\<lambda>g. \<Prod>x\<in>A. f x (g x)) (PiE A B) = (\<Prod>x\<in>A. infsetsum (f x) (B x))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 787 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 788 |   define B' where "B' = (\<lambda>x. if x \<in> A then B x else {})"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 789 | from assms have [simp]: "countable (B' x)" for x | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 790 | by (auto simp: B'_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 791 | then interpret product_sigma_finite "count_space \<circ> B'" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 792 | unfolding o_def by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 793 | have "infsetsum (\<lambda>g. \<Prod>x\<in>A. f x (g x)) (PiE A B) = | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 794 | (\<integral>g. (\<Prod>x\<in>A. f x (g x)) \<partial>count_space (PiE A B))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 795 | by (simp add: infsetsum_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 796 | also have "PiE A B = PiE A B'" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 797 | by (intro PiE_cong) (simp_all add: B'_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 798 | hence "count_space (PiE A B) = count_space (PiE A B')" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 799 | by simp | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 800 | also have "\<dots> = PiM A (count_space \<circ> B')" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 801 | unfolding o_def using finite by (intro count_space_PiM_finite [symmetric]) simp_all | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 802 | also have "(\<integral>g. (\<Prod>x\<in>A. f x (g x)) \<partial>\<dots>) = (\<Prod>x\<in>A. infsetsum (f x) (B' x))" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 803 | by (subst product_integral_prod) | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 804 | (insert summable finite, simp_all add: infsetsum_def B'_def abs_summable_on_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 805 | also have "\<dots> = (\<Prod>x\<in>A. infsetsum (f x) (B x))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 806 | by (intro prod.cong refl) (simp_all add: B'_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 807 | finally show ?thesis . | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 808 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 809 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 810 | lemma infsetsum_uminus: "infsetsum (\<lambda>x. -f x) A = -infsetsum f A" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 811 | unfolding infsetsum_def abs_summable_on_def | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 812 | by (rule Bochner_Integration.integral_minus) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 813 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 814 | lemma infsetsum_add: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 815 | assumes "f abs_summable_on A" and "g abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 816 | shows "infsetsum (\<lambda>x. f x + g x) A = infsetsum f A + infsetsum g A" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 817 | using assms unfolding infsetsum_def abs_summable_on_def | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 818 | by (rule Bochner_Integration.integral_add) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 819 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 820 | lemma infsetsum_diff: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 821 | assumes "f abs_summable_on A" and "g abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 822 | shows "infsetsum (\<lambda>x. f x - g x) A = infsetsum f A - infsetsum g A" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 823 | using assms unfolding infsetsum_def abs_summable_on_def | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 824 | by (rule Bochner_Integration.integral_diff) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 825 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 826 | lemma infsetsum_scaleR_left: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 827 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 828 | shows "infsetsum (\<lambda>x. f x *\<^sub>R c) A = infsetsum f A *\<^sub>R c" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 829 | using assms unfolding infsetsum_def abs_summable_on_def | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 830 | by (rule Bochner_Integration.integral_scaleR_left) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 831 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 832 | lemma infsetsum_scaleR_right: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 833 | "infsetsum (\<lambda>x. c *\<^sub>R f x) A = c *\<^sub>R infsetsum f A" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 834 | unfolding infsetsum_def abs_summable_on_def | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 835 | by (subst Bochner_Integration.integral_scaleR_right) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 836 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 837 | lemma infsetsum_cmult_left: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 838 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_algebra, second_countable_topology}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 839 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 840 | shows "infsetsum (\<lambda>x. f x * c) A = infsetsum f A * c" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 841 | using assms unfolding infsetsum_def abs_summable_on_def | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 842 | by (rule Bochner_Integration.integral_mult_left) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 843 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 844 | lemma infsetsum_cmult_right: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 845 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_algebra, second_countable_topology}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 846 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 847 | shows "infsetsum (\<lambda>x. c * f x) A = c * infsetsum f A" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 848 | using assms unfolding infsetsum_def abs_summable_on_def | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 849 | by (rule Bochner_Integration.integral_mult_right) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 850 | |
| 66526 | 851 | lemma infsetsum_cdiv: | 
| 852 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_field, second_countable_topology}"
 | |
| 853 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | |
| 854 | shows "infsetsum (\<lambda>x. f x / c) A = infsetsum f A / c" | |
| 855 | using assms unfolding infsetsum_def abs_summable_on_def by auto | |
| 856 | ||
| 857 | ||
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 858 | (* TODO Generalise with bounded_linear *) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 859 | |
| 66526 | 860 | lemma | 
| 861 |   fixes f :: "'a \<Rightarrow> 'c :: {banach, real_normed_field, second_countable_topology}"
 | |
| 862 | assumes [simp]: "countable A" and [simp]: "countable B" | |
| 863 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 864 | shows abs_summable_on_product: "(\<lambda>(x,y). f x * g y) abs_summable_on A \<times> B" | |
| 865 | and infsetsum_product: "infsetsum (\<lambda>(x,y). f x * g y) (A \<times> B) = | |
| 866 | infsetsum f A * infsetsum g B" | |
| 867 | proof - | |
| 868 | from assms show "(\<lambda>(x,y). f x * g y) abs_summable_on A \<times> B" | |
| 869 | by (subst abs_summable_on_Sigma_iff) | |
| 870 | (auto intro!: abs_summable_on_cmult_right simp: norm_mult infsetsum_cmult_right) | |
| 871 | with assms show "infsetsum (\<lambda>(x,y). f x * g y) (A \<times> B) = infsetsum f A * infsetsum g B" | |
| 872 | by (subst infsetsum_Sigma) | |
| 873 | (auto simp: infsetsum_cmult_left infsetsum_cmult_right) | |
| 874 | qed | |
| 875 | ||
| 74475 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 876 | lemma abs_summable_finite_sumsI: | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 877 | assumes "\<And>F. finite F \<Longrightarrow> F\<subseteq>S \<Longrightarrow> sum (\<lambda>x. norm (f x)) F \<le> B" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 878 | shows "f abs_summable_on S" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 879 | proof - | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 880 |   have main: "f abs_summable_on S \<and> infsetsum (\<lambda>x. norm (f x)) S \<le> B" if \<open>B \<ge> 0\<close> and \<open>S \<noteq> {}\<close>
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 881 | proof - | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 882 | define M normf where "M = count_space S" and "normf x = ennreal (norm (f x))" for x | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 883 | have "sum normf F \<le> ennreal B" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 884 | if "finite F" and "F \<subseteq> S" and | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 885 | "\<And>F. finite F \<Longrightarrow> F \<subseteq> S \<Longrightarrow> (\<Sum>i\<in>F. ennreal (norm (f i))) \<le> ennreal B" and | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 886 | "ennreal 0 \<le> ennreal B" for F | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 887 | using that unfolding normf_def[symmetric] by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 888 | hence normf_B: "finite F \<Longrightarrow> F\<subseteq>S \<Longrightarrow> sum normf F \<le> ennreal B" for F | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 889 | using assms[THEN ennreal_leI] | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 890 | by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 891 | have "integral\<^sup>S M g \<le> B" if "simple_function M g" and "g \<le> normf" for g | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 892 | proof - | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 893 | define gS where "gS = g ` S" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 894 | have "finite gS" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 895 | using that unfolding gS_def M_def simple_function_count_space by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 896 |       have "gS \<noteq> {}" unfolding gS_def using \<open>S \<noteq> {}\<close> by auto
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 897 |       define part where "part r = g -` {r} \<inter> S" for r
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 898 | have r_finite: "r < \<infinity>" if "r : gS" for r | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 899 | using \<open>g \<le> normf\<close> that unfolding gS_def le_fun_def normf_def apply auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 900 | using ennreal_less_top neq_top_trans top.not_eq_extremum by blast | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 901 |       define B' where "B' r = (SUP F\<in>{F. finite F \<and> F\<subseteq>part r}. sum normf F)" for r
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 902 | have B'fin: "B' r < \<infinity>" for r | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 903 | proof - | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 904 |         have "B' r \<le> (SUP F\<in>{F. finite F \<and> F\<subseteq>part r}. sum normf F)"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 905 | unfolding B'_def | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 906 | by (metis (mono_tags, lifting) SUP_least SUP_upper) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 907 | also have "\<dots> \<le> B" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 908 | using normf_B unfolding part_def | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 909 | by (metis (no_types, lifting) Int_subset_iff SUP_least mem_Collect_eq) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 910 | also have "\<dots> < \<infinity>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 911 | by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 912 | finally show ?thesis by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 913 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 914 | have sumB': "sum B' gS \<le> ennreal B + \<epsilon>" if "\<epsilon>>0" for \<epsilon> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 915 | proof - | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 916 | define N \<epsilon>N where "N = card gS" and "\<epsilon>N = \<epsilon> / N" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 917 | have "N > 0" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 918 |           unfolding N_def using \<open>gS\<noteq>{}\<close> \<open>finite gS\<close>
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 919 | by (simp add: card_gt_0_iff) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 920 | from \<epsilon>N_def that have "\<epsilon>N > 0" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 921 | by (simp add: ennreal_of_nat_eq_real_of_nat ennreal_zero_less_divide) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 922 | have c1: "\<exists>y. B' r \<le> sum normf y + \<epsilon>N \<and> finite y \<and> y \<subseteq> part r" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 923 | if "B' r = 0" for r | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 924 | using that by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 925 | have c2: "\<exists>y. B' r \<le> sum normf y + \<epsilon>N \<and> finite y \<and> y \<subseteq> part r" if "B' r \<noteq> 0" for r | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 926 | proof- | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 927 | have "B' r - \<epsilon>N < B' r" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 928 | using B'fin \<open>0 < \<epsilon>N\<close> ennreal_between that by fastforce | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 929 |           have "B' r - \<epsilon>N < Sup (sum normf ` {F. finite F \<and> F \<subseteq> part r}) \<Longrightarrow>
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 930 | \<exists>F. B' r - \<epsilon>N \<le> sum normf F \<and> finite F \<and> F \<subseteq> part r" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 931 | by (metis (no_types, lifting) leD le_cases less_SUP_iff mem_Collect_eq) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 932 | hence "B' r - \<epsilon>N < B' r \<Longrightarrow> \<exists>F. B' r - \<epsilon>N \<le> sum normf F \<and> finite F \<and> F \<subseteq> part r" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 933 | by (subst (asm) (2) B'_def) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 934 | then obtain F where "B' r - \<epsilon>N \<le> sum normf F" and "finite F" and "F \<subseteq> part r" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 935 | using \<open>B' r - \<epsilon>N < B' r\<close> by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 936 | thus "\<exists>F. B' r \<le> sum normf F + \<epsilon>N \<and> finite F \<and> F \<subseteq> part r" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 937 | by (metis add.commute ennreal_minus_le_iff) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 938 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 939 | have "\<forall>x. \<exists>y. B' x \<le> sum normf y + \<epsilon>N \<and> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 940 | finite y \<and> y \<subseteq> part x" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 941 | using c1 c2 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 942 | by blast | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 943 | hence "\<exists>F. \<forall>x. B' x \<le> sum normf (F x) + \<epsilon>N \<and> finite (F x) \<and> F x \<subseteq> part x" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 944 | by metis | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 945 | then obtain F where F: "sum normf (F r) + \<epsilon>N \<ge> B' r" and Ffin: "finite (F r)" and Fpartr: "F r \<subseteq> part r" for r | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 946 | using atomize_elim by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 947 | have w1: "finite gS" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 948 | by (simp add: \<open>finite gS\<close>) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 949 | have w2: "\<forall>i\<in>gS. finite (F i)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 950 | by (simp add: Ffin) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 951 | have False | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 952 |           if "\<And>r. F r \<subseteq> g -` {r} \<and> F r \<subseteq> S"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 953 | and "i \<in> gS" and "j \<in> gS" and "i \<noteq> j" and "x \<in> F i" and "x \<in> F j" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 954 | for i j x | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 955 | by (metis subsetD that(1) that(4) that(5) that(6) vimage_singleton_eq) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 956 |         hence w3: "\<forall>i\<in>gS. \<forall>j\<in>gS. i \<noteq> j \<longrightarrow> F i \<inter> F j = {}"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 957 | using Fpartr[unfolded part_def] by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 958 | have w4: "sum normf (\<Union> (F ` gS)) + \<epsilon> = sum normf (\<Union> (F ` gS)) + \<epsilon>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 959 | by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 960 | have "sum B' gS \<le> (\<Sum>r\<in>gS. sum normf (F r) + \<epsilon>N)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 961 | using F by (simp add: sum_mono) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 962 | also have "\<dots> = (\<Sum>r\<in>gS. sum normf (F r)) + (\<Sum>r\<in>gS. \<epsilon>N)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 963 | by (simp add: sum.distrib) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 964 | also have "\<dots> = (\<Sum>r\<in>gS. sum normf (F r)) + (card gS * \<epsilon>N)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 965 | by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 966 | also have "\<dots> = (\<Sum>r\<in>gS. sum normf (F r)) + \<epsilon>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 967 | unfolding \<epsilon>N_def N_def[symmetric] using \<open>N>0\<close> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 968 | by (simp add: ennreal_times_divide mult.commute mult_divide_eq_ennreal) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 969 | also have "\<dots> = sum normf (\<Union> (F ` gS)) + \<epsilon>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 970 | using w1 w2 w3 w4 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 971 | by (subst sum.UNION_disjoint[symmetric]) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 972 | also have "\<dots> \<le> B + \<epsilon>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 973 | using \<open>finite gS\<close> normf_B add_right_mono Ffin Fpartr unfolding part_def | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 974 |           by (simp add: \<open>gS \<noteq> {}\<close> cSUP_least)          
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 975 | finally show ?thesis | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 976 | by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 977 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 978 | hence sumB': "sum B' gS \<le> B" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 979 | using ennreal_le_epsilon ennreal_less_zero_iff by blast | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 980 | have "\<forall>r. \<exists>y. r \<in> gS \<longrightarrow> B' r = ennreal y" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 981 | using B'fin less_top_ennreal by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 982 | hence "\<exists>B''. \<forall>r. r \<in> gS \<longrightarrow> B' r = ennreal (B'' r)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 983 | by (rule_tac choice) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 984 | then obtain B'' where B'': "B' r = ennreal (B'' r)" if "r \<in> gS" for r | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 985 | by atomize_elim | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 986 | have cases[case_names zero finite infinite]: "P" if "r=0 \<Longrightarrow> P" and "finite (part r) \<Longrightarrow> P" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 987 | and "infinite (part r) \<Longrightarrow> r\<noteq>0 \<Longrightarrow> P" for P r | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 988 | using that by metis | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 989 | have emeasure_B': "r * emeasure M (part r) \<le> B' r" if "r : gS" for r | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 990 | proof (cases rule:cases[of r]) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 991 | case zero | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 992 | thus ?thesis by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 993 | next | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 994 | case finite | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 995 | have s1: "sum g F \<le> sum normf F" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 996 |           if "F \<in> {F. finite F \<and> F \<subseteq> part r}"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 997 | for F | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 998 | using \<open>g \<le> normf\<close> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 999 | by (simp add: le_fun_def sum_mono) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1000 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1001 | have "r * of_nat (card (part r)) = r * (\<Sum>x\<in>part r. 1)" by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1002 | also have "\<dots> = (\<Sum>x\<in>part r. r)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1003 | using mult.commute by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1004 | also have "\<dots> = (\<Sum>x\<in>part r. g x)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1005 | unfolding part_def by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1006 |         also have "\<dots> \<le> (SUP F\<in>{F. finite F \<and> F\<subseteq>part r}. sum g F)"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1007 | using finite | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1008 | by (simp add: Sup_upper) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1009 | also have "\<dots> \<le> B' r" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1010 | unfolding B'_def | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1011 | using s1 SUP_subset_mono by blast | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1012 | finally have "r * of_nat (card (part r)) \<le> B' r" by assumption | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1013 | thus ?thesis | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1014 | unfolding M_def | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1015 | using part_def finite by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1016 | next | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1017 | case infinite | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1018 | from r_finite[OF \<open>r : gS\<close>] obtain r' where r': "r = ennreal r'" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1019 | using ennreal_cases by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1020 | with infinite have "r' > 0" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1021 | using ennreal_less_zero_iff not_gr_zero by blast | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1022 | obtain N::nat where N:"N > B / r'" and "real N > 0" apply atomize_elim | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1023 | using reals_Archimedean2 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1024 | by (metis less_trans linorder_neqE_linordered_idom) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1025 | obtain F where "finite F" and "card F = N" and "F \<subseteq> part r" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1026 | using infinite(1) infinite_arbitrarily_large by blast | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1027 | from \<open>F \<subseteq> part r\<close> have "F \<subseteq> S" unfolding part_def by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1028 | have "B < r * N" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1029 | unfolding r' ennreal_of_nat_eq_real_of_nat | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1030 | using N \<open>0 < r'\<close> \<open>B \<ge> 0\<close> r' | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1031 | by (metis enn2real_ennreal enn2real_less_iff ennreal_less_top ennreal_mult' less_le mult_less_cancel_left_pos nonzero_mult_div_cancel_left times_divide_eq_right) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1032 | also have "r * N = (\<Sum>x\<in>F. r)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1033 | using \<open>card F = N\<close> by (simp add: mult.commute) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1034 | also have "(\<Sum>x\<in>F. r) = (\<Sum>x\<in>F. g x)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1035 | using \<open>F \<subseteq> part r\<close> part_def sum.cong subsetD by fastforce | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1036 | also have "(\<Sum>x\<in>F. g x) \<le> (\<Sum>x\<in>F. ennreal (norm (f x)))" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1037 | by (metis (mono_tags, lifting) \<open>g \<le> normf\<close> \<open>normf \<equiv> \<lambda>x. ennreal (norm (f x))\<close> le_fun_def | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1038 | sum_mono) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1039 | also have "(\<Sum>x\<in>F. ennreal (norm (f x))) \<le> B" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1040 | using \<open>F \<subseteq> S\<close> \<open>finite F\<close> \<open>normf \<equiv> \<lambda>x. ennreal (norm (f x))\<close> normf_B by blast | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1041 | finally have "B < B" by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1042 | thus ?thesis by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1043 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1044 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1045 | have "integral\<^sup>S M g = (\<Sum>r \<in> gS. r * emeasure M (part r))" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1046 | unfolding simple_integral_def gS_def M_def part_def by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1047 | also have "\<dots> \<le> (\<Sum>r \<in> gS. B' r)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1048 | by (simp add: emeasure_B' sum_mono) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1049 | also have "\<dots> \<le> B" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1050 | using sumB' by blast | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1051 | finally show ?thesis by assumption | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1052 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1053 | hence int_leq_B: "integral\<^sup>N M normf \<le> B" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1054 | unfolding nn_integral_def by (metis (no_types, lifting) SUP_least mem_Collect_eq) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1055 | hence "integral\<^sup>N M normf < \<infinity>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1056 | using le_less_trans by fastforce | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1057 | hence "integrable M f" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1058 | unfolding M_def normf_def by (rule integrableI_bounded[rotated], simp) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1059 | hence v1: "f abs_summable_on S" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1060 | unfolding abs_summable_on_def M_def by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1061 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1062 | have "(\<lambda>x. norm (f x)) abs_summable_on S" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1063 | using v1 Infinite_Set_Sum.abs_summable_on_norm_iff[where A = S and f = f] | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1064 | by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1065 | moreover have "0 \<le> norm (f x)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1066 | if "x \<in> S" for x | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1067 | by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1068 | moreover have "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>count_space S) \<le> ennreal B" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1069 | using M_def \<open>normf \<equiv> \<lambda>x. ennreal (norm (f x))\<close> int_leq_B by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1070 | ultimately have "ennreal (\<Sum>\<^sub>ax\<in>S. norm (f x)) \<le> ennreal B" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1071 | by (simp add: nn_integral_conv_infsetsum) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1072 | hence v2: "(\<Sum>\<^sub>ax\<in>S. norm (f x)) \<le> B" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1073 | by (subst ennreal_le_iff[symmetric], simp add: assms \<open>B \<ge> 0\<close>) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1074 | show ?thesis | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1075 | using v1 v2 by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1076 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1077 | then show "f abs_summable_on S" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1078 | by (metis abs_summable_on_finite assms empty_subsetI finite.emptyI sum_clauses(1)) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1079 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1080 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1081 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1082 | lemma infsetsum_nonneg_is_SUPREMUM_ennreal: | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1083 | fixes f :: "'a \<Rightarrow> real" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1084 | assumes summable: "f abs_summable_on A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1085 | and fnn: "\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1086 |   shows "ennreal (infsetsum f A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1087 | proof - | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1088 | have sum_F_A: "sum f F \<le> infsetsum f A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1089 |     if "F \<in> {F. finite F \<and> F \<subseteq> A}" 
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1090 | for F | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1091 | proof- | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1092 | from that have "finite F" and "F \<subseteq> A" by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1093 | from \<open>finite F\<close> have "sum f F = infsetsum f F" by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1094 | also have "\<dots> \<le> infsetsum f A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1095 | proof (rule infsetsum_mono_neutral_left) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1096 | show "f abs_summable_on F" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1097 | by (simp add: \<open>finite F\<close>) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1098 | show "f abs_summable_on A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1099 | by (simp add: local.summable) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1100 | show "f x \<le> f x" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1101 | if "x \<in> F" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1102 | for x :: 'a | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1103 | by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1104 | show "F \<subseteq> A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1105 | by (simp add: \<open>F \<subseteq> A\<close>) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1106 | show "0 \<le> f x" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1107 | if "x \<in> A - F" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1108 | for x :: 'a | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1109 | using that fnn by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1110 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1111 | finally show ?thesis by assumption | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1112 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1113 |   hence geq: "ennreal (infsetsum f A) \<ge> (SUP F\<in>{G. finite G \<and> G \<subseteq> A}. (ennreal (sum f F)))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1114 | by (meson SUP_least ennreal_leI) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1115 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1116 | define fe where "fe x = ennreal (f x)" for x | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1117 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1118 | have sum_f_int: "infsetsum f A = \<integral>\<^sup>+ x. fe x \<partial>(count_space A)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1119 | unfolding infsetsum_def fe_def | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1120 | proof (rule nn_integral_eq_integral [symmetric]) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1121 | show "integrable (count_space A) f" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1122 | using abs_summable_on_def local.summable by blast | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1123 | show "AE x in count_space A. 0 \<le> f x" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1124 | using fnn by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1125 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1126 |   also have "\<dots> = (SUP g \<in> {g. finite (g`A) \<and> g \<le> fe}. integral\<^sup>S (count_space A) g)"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1127 | unfolding nn_integral_def simple_function_count_space by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1128 |   also have "\<dots> \<le> (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1129 | proof (rule Sup_least) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1130 |     fix x assume "x \<in> integral\<^sup>S (count_space A) ` {g. finite (g ` A) \<and> g \<le> fe}"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1131 | then obtain g where xg: "x = integral\<^sup>S (count_space A) g" and fin_gA: "finite (g`A)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1132 | and g_fe: "g \<le> fe" by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1133 |     define F where "F = {z:A. g z \<noteq> 0}"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1134 | hence "F \<subseteq> A" by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1135 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1136 |     have fin: "finite {z:A. g z = t}" if "t \<noteq> 0" for t
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1137 | proof (rule ccontr) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1138 |       assume inf: "infinite {z:A. g z = t}"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1139 | hence tgA: "t \<in> g ` A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1140 | by (metis (mono_tags, lifting) image_eqI not_finite_existsD) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1141 |       have "x = (\<Sum>x \<in> g ` A. x * emeasure (count_space A) (g -` {x} \<inter> A))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1142 | unfolding xg simple_integral_def space_count_space by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1143 |       also have "\<dots> \<ge> (\<Sum>x \<in> {t}. x * emeasure (count_space A) (g -` {x} \<inter> A))" (is "_ \<ge> \<dots>")
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1144 | proof (rule sum_mono2) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1145 | show "finite (g ` A)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1146 | by (simp add: fin_gA) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1147 |         show "{t} \<subseteq> g ` A"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1148 | by (simp add: tgA) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1149 |         show "0 \<le> b * emeasure (count_space A) (g -` {b} \<inter> A)"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1150 |           if "b \<in> g ` A - {t}"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1151 | for b :: ennreal | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1152 | using that | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1153 | by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1154 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1155 |       also have "\<dots> = t * emeasure (count_space A) (g -` {t} \<inter> A)"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1156 | by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1157 | also have "\<dots> = t * \<infinity>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1158 | proof (subst emeasure_count_space_infinite) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1159 |         show "g -` {t} \<inter> A \<subseteq> A"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1160 | by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1161 |         have "{a \<in> A. g a = t} = {a \<in> g -` {t}. a \<in> A}"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1162 | by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1163 |         thus "infinite (g -` {t} \<inter> A)"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1164 | by (metis (full_types) Int_def inf) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1165 | show "t * \<infinity> = t * \<infinity>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1166 | by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1167 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1168 | also have "\<dots> = \<infinity>" using \<open>t \<noteq> 0\<close> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1169 | by (simp add: ennreal_mult_eq_top_iff) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1170 | finally have x_inf: "x = \<infinity>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1171 | using neq_top_trans by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1172 | have "x = integral\<^sup>S (count_space A) g" by (fact xg) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1173 | also have "\<dots> = integral\<^sup>N (count_space A) g" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1174 | by (simp add: fin_gA nn_integral_eq_simple_integral) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1175 | also have "\<dots> \<le> integral\<^sup>N (count_space A) fe" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1176 | using g_fe | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1177 | by (simp add: le_funD nn_integral_mono) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1178 | also have "\<dots> < \<infinity>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1179 | by (metis sum_f_int ennreal_less_top infinity_ennreal_def) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1180 | finally have x_fin: "x < \<infinity>" by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1181 | from x_inf x_fin show False by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1182 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1183 |     have F: "F = (\<Union>t\<in>g`A-{0}. {z\<in>A. g z = t})"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1184 | unfolding F_def by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1185 | hence "finite F" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1186 | unfolding F using fin_gA fin by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1187 | have "x = integral\<^sup>N (count_space A) g" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1188 | unfolding xg | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1189 | by (simp add: fin_gA nn_integral_eq_simple_integral) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1190 | also have "\<dots> = set_nn_integral (count_space UNIV) A g" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1191 | by (simp add: nn_integral_restrict_space[symmetric] restrict_count_space) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1192 | also have "\<dots> = set_nn_integral (count_space UNIV) F g" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1193 | proof - | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1194 |       have "\<forall>a. g a * (if a \<in> {a \<in> A. g a \<noteq> 0} then 1 else 0) = g a * (if a \<in> A then 1 else 0)"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1195 | by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1196 | hence "(\<integral>\<^sup>+ a. g a * (if a \<in> A then 1 else 0) \<partial>count_space UNIV) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1197 |            = (\<integral>\<^sup>+ a. g a * (if a \<in> {a \<in> A. g a \<noteq> 0} then 1 else 0) \<partial>count_space UNIV)"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1198 | by presburger | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1199 | thus ?thesis unfolding F_def indicator_def | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1200 | using mult.right_neutral mult_zero_right nn_integral_cong | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1201 | by (simp add: of_bool_def) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1202 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1203 | also have "\<dots> = integral\<^sup>N (count_space F) g" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1204 | by (simp add: nn_integral_restrict_space[symmetric] restrict_count_space) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1205 | also have "\<dots> = sum g F" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1206 | using \<open>finite F\<close> by (rule nn_integral_count_space_finite) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1207 | also have "sum g F \<le> sum fe F" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1208 | using g_fe unfolding le_fun_def | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1209 | by (simp add: sum_mono) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1210 |     also have "\<dots> \<le> (SUP F \<in> {G. finite G \<and> G \<subseteq> A}. (sum fe F))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1211 | using \<open>finite F\<close> \<open>F\<subseteq>A\<close> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1212 | by (simp add: SUP_upper) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1213 |     also have "\<dots> = (SUP F \<in> {F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1214 | proof (rule SUP_cong [OF refl]) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1215 | have "finite x \<Longrightarrow> x \<subseteq> A \<Longrightarrow> (\<Sum>x\<in>x. ennreal (f x)) = ennreal (sum f x)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1216 | for x | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1217 | by (metis fnn subsetCE sum_ennreal) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1218 | thus "sum fe x = ennreal (sum f x)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1219 |         if "x \<in> {G. finite G \<and> G \<subseteq> A}"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1220 | for x :: "'a set" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1221 | using that unfolding fe_def by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1222 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1223 | finally show "x \<le> \<dots>" by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1224 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1225 |   finally have leq: "ennreal (infsetsum f A) \<le> (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1226 | by assumption | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1227 | from leq geq show ?thesis by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1228 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1229 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1230 | lemma infsetsum_nonneg_is_SUPREMUM_ereal: | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1231 | fixes f :: "'a \<Rightarrow> real" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1232 | assumes summable: "f abs_summable_on A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1233 | and fnn: "\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1234 |   shows "ereal (infsetsum f A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ereal (sum f F)))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1235 | proof - | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1236 | have "ereal (infsetsum f A) = enn2ereal (ennreal (infsetsum f A))" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1237 | by (simp add: fnn infsetsum_nonneg) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1238 |   also have "\<dots> = enn2ereal (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. ennreal (sum f F))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1239 | apply (subst infsetsum_nonneg_is_SUPREMUM_ennreal) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1240 | using fnn by (auto simp add: local.summable) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1241 |   also have "\<dots> = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ereal (sum f F)))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1242 | proof (simp add: image_def Sup_ennreal.rep_eq) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1243 |     have "0 \<le> Sup {y. \<exists>x. (\<exists>xa. finite xa \<and> xa \<subseteq> A \<and> x = ennreal (sum f xa)) \<and>
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1244 | y = enn2ereal x}" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1245 | by (metis (mono_tags, lifting) Sup_upper empty_subsetI ennreal_0 finite.emptyI | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1246 | mem_Collect_eq sum.empty zero_ennreal.rep_eq) | 
| 74791 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1247 | moreover have "(\<exists>x. (\<exists>y. finite y \<and> y \<subseteq> A \<and> x = ennreal (sum f y)) \<and> y = enn2ereal x) = | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1248 | (\<exists>x. finite x \<and> x \<subseteq> A \<and> y = ereal (sum f x))" for y | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1249 | proof - | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1250 | have "(\<exists>x. (\<exists>y. finite y \<and> y \<subseteq> A \<and> x = ennreal (sum f y)) \<and> y = enn2ereal x) \<longleftrightarrow> | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1251 | (\<exists>X x. finite X \<and> X \<subseteq> A \<and> x = ennreal (sum f X) \<and> y = enn2ereal x)" | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1252 | by blast | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1253 | also have "\<dots> \<longleftrightarrow> (\<exists>X. finite X \<and> X \<subseteq> A \<and> y = ereal (sum f X))" | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1254 | by (rule arg_cong[of _ _ Ex]) | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1255 | (auto simp: fun_eq_iff intro!: enn2ereal_ennreal sum_nonneg enn2ereal_ennreal[symmetric] fnn) | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1256 | finally show ?thesis . | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1257 | qed | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1258 |     hence "Sup {y. \<exists>x. (\<exists>y. finite y \<and> y \<subseteq> A \<and> x = ennreal (sum f y)) \<and> y = enn2ereal x} =
 | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1259 |            Sup {y. \<exists>x. finite x \<and> x \<subseteq> A \<and> y = ereal (sum f x)}"
 | 
| 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1260 | by simp | 
| 74475 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1261 |     ultimately show "max 0 (Sup {y. \<exists>x. (\<exists>xa. finite xa \<and> xa \<subseteq> A \<and> x
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1262 | = ennreal (sum f xa)) \<and> y = enn2ereal x}) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1263 |          = Sup {y. \<exists>x. finite x \<and> x \<subseteq> A \<and> y = ereal (sum f x)}"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1264 | by linarith | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1265 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1266 | finally show ?thesis | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1267 | by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1268 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1269 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1270 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1271 | text \<open>The following theorem relates \<^const>\<open>Infinite_Set_Sum.abs_summable_on\<close> with \<^const>\<open>Infinite_Sum.abs_summable_on\<close>. | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1272 | Note that while this theorem expresses an equivalence, the notion on the lhs is more general | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1273 | nonetheless because it applies to a wider range of types. (The rhs requires second-countable | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1274 | Banach spaces while the lhs is well-defined on arbitrary real vector spaces.)\<close> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1275 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1276 | lemma abs_summable_equivalent: \<open>Infinite_Sum.abs_summable_on f A \<longleftrightarrow> f abs_summable_on A\<close> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1277 | proof (rule iffI) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1278 | define n where \<open>n x = norm (f x)\<close> for x | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1279 | assume \<open>n summable_on A\<close> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1280 | then have \<open>sum n F \<le> infsum n A\<close> if \<open>finite F\<close> and \<open>F\<subseteq>A\<close> for F | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1281 | using that by (auto simp flip: infsum_finite simp: n_def[abs_def] intro!: infsum_mono_neutral) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1282 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1283 | then show \<open>f abs_summable_on A\<close> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1284 | by (auto intro!: abs_summable_finite_sumsI simp: n_def) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1285 | next | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1286 | define n where \<open>n x = norm (f x)\<close> for x | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1287 | assume \<open>f abs_summable_on A\<close> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1288 | then have \<open>n abs_summable_on A\<close> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1289 | by (simp add: \<open>f abs_summable_on A\<close> n_def) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1290 | then have \<open>sum n F \<le> infsetsum n A\<close> if \<open>finite F\<close> and \<open>F\<subseteq>A\<close> for F | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1291 | using that by (auto simp flip: infsetsum_finite simp: n_def[abs_def] intro!: infsetsum_mono_neutral) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1292 | then show \<open>n summable_on A\<close> | 
| 74791 
227915e07891
more material for HOL-Analysis.Infinite_Sum
 Manuel Eberl <manuel@pruvisto.org> parents: 
74642diff
changeset | 1293 | apply (rule_tac nonneg_bdd_above_summable_on) | 
| 74475 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1294 | by (auto simp add: n_def bdd_above_def) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1295 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1296 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1297 | lemma infsetsum_infsum: | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1298 | assumes "f abs_summable_on A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1299 | shows "infsetsum f A = infsum f A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1300 | proof - | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1301 | have conv_sum_norm[simp]: "(\<lambda>x. norm (f x)) summable_on A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1302 | using abs_summable_equivalent assms by blast | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1303 | have "norm (infsetsum f A - infsum f A) \<le> \<epsilon>" if "\<epsilon>>0" for \<epsilon> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1304 | proof - | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1305 | define \<delta> where "\<delta> = \<epsilon>/2" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1306 | with that have [simp]: "\<delta> > 0" by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1307 | obtain F1 where F1A: "F1 \<subseteq> A" and finF1: "finite F1" and leq_eps: "infsetsum (\<lambda>x. norm (f x)) (A-F1) \<le> \<delta>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1308 | proof - | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1309 |       have sum_SUP: "ereal (infsetsum (\<lambda>x. norm (f x)) A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. ereal (sum (\<lambda>x. norm (f x)) F))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1310 | (is "_ = ?SUP") | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1311 | apply (rule infsetsum_nonneg_is_SUPREMUM_ereal) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1312 | using assms by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1313 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1314 |       have "(SUP F\<in>{F. finite F \<and> F \<subseteq> A}. ereal (\<Sum>x\<in>F. norm (f x))) - ereal \<delta>
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1315 |             < (SUP i\<in>{F. finite F \<and> F \<subseteq> A}. ereal (\<Sum>x\<in>i. norm (f x)))"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1316 | using \<open>\<delta>>0\<close> | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1317 | by (metis diff_strict_left_mono diff_zero ereal_less_eq(3) ereal_minus(1) not_le sum_SUP) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1318 |       then obtain F where "F\<in>{F. finite F \<and> F \<subseteq> A}" and "ereal (sum (\<lambda>x. norm (f x)) F) > ?SUP - ereal (\<delta>)"
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1319 | by (meson less_SUP_iff) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1320 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1321 | hence "sum (\<lambda>x. norm (f x)) F > infsetsum (\<lambda>x. norm (f x)) A - (\<delta>)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1322 | unfolding sum_SUP[symmetric] by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1323 | hence "\<delta> > infsetsum (\<lambda>x. norm (f x)) (A-F)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1324 | proof (subst infsetsum_Diff) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1325 | show "(\<lambda>x. norm (f x)) abs_summable_on A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1326 | if "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - \<delta> < (\<Sum>x\<in>F. norm (f x))" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1327 | using that | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1328 | by (simp add: assms) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1329 | show "F \<subseteq> A" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1330 | if "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - \<delta> < (\<Sum>x\<in>F. norm (f x))" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1331 |           using that \<open>F \<in> {F. finite F \<and> F \<subseteq> A}\<close> by blast 
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1332 | show "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - (\<Sum>\<^sub>ax\<in>F. norm (f x)) < \<delta>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1333 | if "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - \<delta> < (\<Sum>x\<in>F. norm (f x))" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1334 |           using that \<open>F \<in> {F. finite F \<and> F \<subseteq> A}\<close> by auto 
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1335 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1336 | thus ?thesis using that | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1337 | apply atomize_elim | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1338 |         using \<open>F \<in> {F. finite F \<and> F \<subseteq> A}\<close> less_imp_le by blast
 | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1339 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1340 | obtain F2 where F2A: "F2 \<subseteq> A" and finF2: "finite F2" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1341 | and dist: "dist (sum (\<lambda>x. norm (f x)) F2) (infsum (\<lambda>x. norm (f x)) A) \<le> \<delta>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1342 | apply atomize_elim | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1343 | by (metis \<open>0 < \<delta>\<close> conv_sum_norm infsum_finite_approximation) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1344 | have leq_eps': "infsum (\<lambda>x. norm (f x)) (A-F2) \<le> \<delta>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1345 | apply (subst infsum_Diff) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1346 | using finF2 F2A dist by (auto simp: dist_norm) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1347 | define F where "F = F1 \<union> F2" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1348 | have FA: "F \<subseteq> A" and finF: "finite F" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1349 | unfolding F_def using F1A F2A finF1 finF2 by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1350 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1351 | have "(\<Sum>\<^sub>ax\<in>A - (F1 \<union> F2). norm (f x)) \<le> (\<Sum>\<^sub>ax\<in>A - F1. norm (f x))" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1352 | apply (rule infsetsum_mono_neutral_left) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1353 | using abs_summable_on_subset assms by fastforce+ | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1354 | hence leq_eps: "infsetsum (\<lambda>x. norm (f x)) (A-F) \<le> \<delta>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1355 | unfolding F_def | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1356 | using leq_eps by linarith | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1357 | have "infsum (\<lambda>x. norm (f x)) (A - (F1 \<union> F2)) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1358 | \<le> infsum (\<lambda>x. norm (f x)) (A - F2)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1359 | apply (rule infsum_mono_neutral) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1360 | using finF by (auto simp add: finF2 summable_on_cofin_subset F_def) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1361 | hence leq_eps': "infsum (\<lambda>x. norm (f x)) (A-F) \<le> \<delta>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1362 | unfolding F_def | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1363 | by (rule order.trans[OF _ leq_eps']) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1364 | have "norm (infsetsum f A - infsetsum f F) = norm (infsetsum f (A-F))" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1365 | apply (subst infsetsum_Diff [symmetric]) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1366 | by (auto simp: FA assms) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1367 | also have "\<dots> \<le> infsetsum (\<lambda>x. norm (f x)) (A-F)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1368 | using norm_infsetsum_bound by blast | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1369 | also have "\<dots> \<le> \<delta>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1370 | using leq_eps by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1371 | finally have diff1: "norm (infsetsum f A - infsetsum f F) \<le> \<delta>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1372 | by assumption | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1373 | have "norm (infsum f A - infsum f F) = norm (infsum f (A-F))" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1374 | apply (subst infsum_Diff [symmetric]) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1375 | by (auto simp: assms abs_summable_summable finF FA) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1376 | also have "\<dots> \<le> infsum (\<lambda>x. norm (f x)) (A-F)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1377 | by (simp add: finF summable_on_cofin_subset norm_infsum_bound) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1378 | also have "\<dots> \<le> \<delta>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1379 | using leq_eps' by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1380 | finally have diff2: "norm (infsum f A - infsum f F) \<le> \<delta>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1381 | by assumption | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1382 | |
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1383 | have x1: "infsetsum f F = infsum f F" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1384 | using finF by simp | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1385 | have "norm (infsetsum f A - infsum f A) \<le> norm (infsetsum f A - infsetsum f F) + norm (infsum f A - infsum f F)" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1386 | apply (rule_tac norm_diff_triangle_le) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1387 | apply auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1388 | by (simp_all add: x1 norm_minus_commute) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1389 | also have "\<dots> \<le> \<epsilon>" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1390 | using diff1 diff2 \<delta>_def by linarith | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1391 | finally show ?thesis | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1392 | by assumption | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1393 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1394 | hence "norm (infsetsum f A - infsum f A) = 0" | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1395 | by (meson antisym_conv1 dense_ge norm_not_less_zero) | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1396 | thus ?thesis | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1397 | by auto | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1398 | qed | 
| 
409ca22dee4c
new notion of infinite sums in HOL-Analysis, ordering on complex numbers
 eberlm <eberlm@in.tum.de> parents: 
71633diff
changeset | 1399 | |
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 1400 | end |