src/HOL/Analysis/Infinite_Products.thy
author Manuel Eberl <eberlm@in.tum.de>
Wed, 23 Apr 2025 01:38:06 +0200
changeset 82541 5160b68e78a9
parent 82529 ff4b062aae57
permissions -rw-r--r--
some material on power series and infinite products
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
     1
(*File:      HOL/Analysis/Infinite_Product.thy
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
     2
  Author:    Manuel Eberl & LC Paulson
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     3
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     4
  Basic results about convergence and absolute convergence of infinite products
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     5
  and their connection to summability.
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     6
*)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     7
section \<open>Infinite Products\<close>
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
     8
theory Infinite_Products
68585
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
     9
  imports Topology_Euclidean_Space Complex_Transcendental
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    10
begin
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
    11
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
    12
subsection\<^marker>\<open>tag unimportant\<close> \<open>Preliminaries\<close>
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
    13
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    14
lemma sum_le_prod:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    15
  fixes f :: "'a \<Rightarrow> 'b :: linordered_semidom"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    16
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    17
  shows   "sum f A \<le> (\<Prod>x\<in>A. 1 + f x)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    18
  using assms
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    19
proof (induction A rule: infinite_finite_induct)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    20
  case (insert x A)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    21
  from insert.hyps have "sum f A + f x * (\<Prod>x\<in>A. 1) \<le> (\<Prod>x\<in>A. 1 + f x) + f x * (\<Prod>x\<in>A. 1 + f x)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    22
    by (intro add_mono insert mult_left_mono prod_mono) (auto intro: insert.prems)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    23
  with insert.hyps show ?case by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    24
qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    25
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    26
lemma prod_le_exp_sum:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    27
  fixes f :: "'a \<Rightarrow> real"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    28
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    29
  shows   "prod (\<lambda>x. 1 + f x) A \<le> exp (sum f A)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    30
  using assms
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    31
proof (induction A rule: infinite_finite_induct)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    32
  case (insert x A)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    33
  have "(1 + f x) * (\<Prod>x\<in>A. 1 + f x) \<le> exp (f x) * exp (sum f A)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    34
    using insert.prems by (intro mult_mono insert prod_nonneg exp_ge_add_one_self) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    35
  with insert.hyps show ?case by (simp add: algebra_simps exp_add)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    36
qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    37
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    38
lemma lim_ln_1_plus_x_over_x_at_0: "(\<lambda>x::real. ln (1 + x) / x) \<midarrow>0\<rightarrow> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    39
proof (rule lhopital)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    40
  show "(\<lambda>x::real. ln (1 + x)) \<midarrow>0\<rightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    41
    by (rule tendsto_eq_intros refl | simp)+
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    42
  have "eventually (\<lambda>x::real. x \<in> {-1/2<..<1/2}) (nhds 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    43
    by (rule eventually_nhds_in_open) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    44
  hence *: "eventually (\<lambda>x::real. x \<in> {-1/2<..<1/2}) (at 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    45
    by (rule filter_leD [rotated]) (simp_all add: at_within_def)   
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    46
  show "eventually (\<lambda>x::real. ((\<lambda>x. ln (1 + x)) has_field_derivative inverse (1 + x)) (at x)) (at 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    47
    using * by eventually_elim (auto intro!: derivative_eq_intros simp: field_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    48
  show "eventually (\<lambda>x::real. ((\<lambda>x. x) has_field_derivative 1) (at x)) (at 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    49
    using * by eventually_elim (auto intro!: derivative_eq_intros simp: field_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    50
  show "\<forall>\<^sub>F x in at 0. x \<noteq> 0" by (auto simp: at_within_def eventually_inf_principal)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    51
  show "(\<lambda>x::real. inverse (1 + x) / 1) \<midarrow>0\<rightarrow> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    52
    by (rule tendsto_eq_intros refl | simp)+
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    53
qed auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    54
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
    55
subsection\<open>Definitions and basic properties\<close>
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
    56
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
    57
definition\<^marker>\<open>tag important\<close> raw_has_prod :: "[nat \<Rightarrow> 'a::{t2_space, comm_semiring_1}, nat, 'a] \<Rightarrow> bool" 
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    58
  where "raw_has_prod f M p \<equiv> (\<lambda>n. \<Prod>i\<le>n. f (i+M)) \<longlonglongrightarrow> p \<and> p \<noteq> 0"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    59
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    60
text\<open>The nonzero and zero cases, as in \emph{Complex Analysis} by Joseph Bak and Donald J.Newman, page 241\<close>
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
    61
text\<^marker>\<open>tag important\<close> \<open>%whitespace\<close>
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
    62
definition\<^marker>\<open>tag important\<close>
80914
d97fdabd9e2b standardize mixfix annotations via "isabelle update -a -u mixfix_cartouches" --- to simplify systematic editing;
wenzelm
parents: 80521
diff changeset
    63
  has_prod :: "(nat \<Rightarrow> 'a::{t2_space, comm_semiring_1}) \<Rightarrow> 'a \<Rightarrow> bool" (infixr \<open>has'_prod\<close> 80)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    64
  where "f has_prod p \<equiv> raw_has_prod f 0 p \<or> (\<exists>i q. p = 0 \<and> f i = 0 \<and> raw_has_prod f (Suc i) q)"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    65
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
    66
definition\<^marker>\<open>tag important\<close> convergent_prod :: "(nat \<Rightarrow> 'a :: {t2_space,comm_semiring_1}) \<Rightarrow> bool" where
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    67
  "convergent_prod f \<equiv> \<exists>M p. raw_has_prod f M p"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    68
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
    69
definition\<^marker>\<open>tag important\<close> prodinf :: "(nat \<Rightarrow> 'a::{t2_space, comm_semiring_1}) \<Rightarrow> 'a"
80914
d97fdabd9e2b standardize mixfix annotations via "isabelle update -a -u mixfix_cartouches" --- to simplify systematic editing;
wenzelm
parents: 80521
diff changeset
    70
    (binder \<open>\<Prod>\<close> 10)
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    71
  where "prodinf f = (THE p. f has_prod p)"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    72
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    73
lemmas prod_defs = raw_has_prod_def has_prod_def convergent_prod_def prodinf_def
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    74
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    75
lemma has_prod_subst[trans]: "f = g \<Longrightarrow> g has_prod z \<Longrightarrow> f has_prod z"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    76
  by simp
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    77
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    78
lemma has_prod_cong: "(\<And>n. f n = g n) \<Longrightarrow> f has_prod c \<longleftrightarrow> g has_prod c"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
    79
  by presburger
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
    80
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    81
lemma raw_has_prod_nonzero [simp]: "\<not> raw_has_prod f M 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    82
  by (simp add: raw_has_prod_def)
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
    83
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    84
lemma raw_has_prod_eq_0:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    85
  fixes f :: "nat \<Rightarrow> 'a::{semidom,t2_space}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    86
  assumes p: "raw_has_prod f m p" and i: "f i = 0" "i \<ge> m"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    87
  shows "p = 0"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    88
proof -
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    89
  have eq0: "(\<Prod>k\<le>n. f (k+m)) = 0" if "i - m \<le> n" for n
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    90
  proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    91
    have "\<exists>k\<le>n. f (k + m) = 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    92
      using i that by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    93
    then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    94
      by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    95
  qed
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    96
  have "(\<lambda>n. \<Prod>i\<le>n. f (i + m)) \<longlonglongrightarrow> 0"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    97
    by (rule LIMSEQ_offset [where k = "i-m"]) (simp add: eq0)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
    98
    with p show ?thesis
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
    99
      unfolding raw_has_prod_def
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   100
    using LIMSEQ_unique by blast
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   101
qed
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   102
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
   103
lemma raw_has_prod_Suc: 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
   104
  "raw_has_prod f (Suc M) a \<longleftrightarrow> raw_has_prod (\<lambda>n. f (Suc n)) M a"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
   105
  unfolding raw_has_prod_def by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
   106
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   107
lemma has_prod_0_iff: "f has_prod 0 \<longleftrightarrow> (\<exists>i. f i = 0 \<and> (\<exists>p. raw_has_prod f (Suc i) p))"
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   108
  by (simp add: has_prod_def)
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   109
      
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   110
lemma has_prod_unique2: 
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   111
  fixes f :: "nat \<Rightarrow> 'a::{semidom,t2_space}"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   112
  assumes "f has_prod a" "f has_prod b" shows "a = b"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   113
  using assms
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   114
  by (auto simp: has_prod_def raw_has_prod_eq_0) (meson raw_has_prod_def sequentially_bot tendsto_unique)
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   115
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   116
lemma has_prod_unique:
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   117
  fixes f :: "nat \<Rightarrow> 'a :: {semidom,t2_space}"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   118
  shows "f has_prod s \<Longrightarrow> s = prodinf f"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   119
  by (simp add: has_prod_unique2 prodinf_def the_equality)
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   120
76722
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   121
lemma has_prod_eq_0_iff:
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   122
  fixes f :: "nat \<Rightarrow> 'a :: {semidom, comm_semiring_1, t2_space}"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   123
  assumes "f has_prod P"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   124
  shows   "P = 0 \<longleftrightarrow> 0 \<in> range f"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   125
proof
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   126
  assume "0 \<in> range f"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   127
  then obtain N where N: "f N = 0"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   128
    by auto
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   129
  have "eventually (\<lambda>n. n > N) at_top"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   130
    by (rule eventually_gt_at_top)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   131
  hence "eventually (\<lambda>n. (\<Prod>k<n. f k) = 0) at_top"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   132
    by eventually_elim (use N in auto)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   133
  hence "(\<lambda>n. \<Prod>k<n. f k) \<longlonglongrightarrow> 0"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   134
    by (simp add: tendsto_eventually)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   135
  moreover have "(\<lambda>n. \<Prod>k<n. f k) \<longlonglongrightarrow> P"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   136
    using assms by (metis N calculation prod_defs(2) raw_has_prod_eq_0 zero_le)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   137
  ultimately show "P = 0"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   138
    using tendsto_unique by force
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   139
qed (use assms in \<open>auto simp: has_prod_def\<close>)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   140
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   141
lemma has_prod_0D:
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   142
  fixes f :: "nat \<Rightarrow> 'a :: {semidom, comm_semiring_1, t2_space}"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   143
  shows "f has_prod 0 \<Longrightarrow> 0 \<in> range f"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   144
  using has_prod_eq_0_iff[of f 0] by auto
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   145
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   146
lemma has_prod_zeroI:
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   147
  fixes f :: "nat \<Rightarrow> 'a :: {semidom, comm_semiring_1, t2_space}"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   148
  assumes "f has_prod P" "f n = 0"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   149
  shows   "P = 0"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   150
  using assms by (auto simp: has_prod_eq_0_iff)  
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   151
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   152
lemma raw_has_prod_in_Reals:
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   153
  assumes "raw_has_prod (complex_of_real \<circ> z) M p"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   154
  shows "p \<in> \<real>"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   155
  using assms by (auto simp: raw_has_prod_def real_lim_sequentially)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   156
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   157
lemma raw_has_prod_of_real_iff: "raw_has_prod (complex_of_real \<circ> z) M (of_real p) \<longleftrightarrow> raw_has_prod z M p"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   158
  by (auto simp: raw_has_prod_def tendsto_of_real_iff simp flip: of_real_prod)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   159
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   160
lemma convergent_prod_of_real_iff: "convergent_prod (complex_of_real \<circ> z) \<longleftrightarrow> convergent_prod z"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   161
  by (smt (verit, best) Reals_cases convergent_prod_def raw_has_prod_in_Reals raw_has_prod_of_real_iff)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
   162
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   163
lemma convergent_prod_altdef:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   164
  fixes f :: "nat \<Rightarrow> 'a :: {t2_space,comm_semiring_1}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   165
  shows "convergent_prod f \<longleftrightarrow> (\<exists>M L. (\<forall>n\<ge>M. f n \<noteq> 0) \<and> (\<lambda>n. \<Prod>i\<le>n. f (i+M)) \<longlonglongrightarrow> L \<and> L \<noteq> 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   166
proof
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   167
  assume "convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   168
  then obtain M L where *: "(\<lambda>n. \<Prod>i\<le>n. f (i+M)) \<longlonglongrightarrow> L" "L \<noteq> 0"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   169
    by (auto simp: prod_defs)
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   170
  have "f i \<noteq> 0" if "i \<ge> M" for i
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   171
  proof
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   172
    assume "f i = 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   173
    have **: "eventually (\<lambda>n. (\<Prod>i\<le>n. f (i+M)) = 0) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   174
      using eventually_ge_at_top[of "i - M"]
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   175
    proof eventually_elim
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   176
      case (elim n)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   177
      with \<open>f i = 0\<close> and \<open>i \<ge> M\<close> show ?case
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   178
        by (auto intro!: bexI[of _ "i - M"] prod_zero)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   179
    qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   180
    have "(\<lambda>n. (\<Prod>i\<le>n. f (i+M))) \<longlonglongrightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   181
      unfolding filterlim_iff
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   182
      by (auto dest!: eventually_nhds_x_imp_x intro!: eventually_mono[OF **])
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   183
    from tendsto_unique[OF _ this *(1)] and *(2)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   184
      show False by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   185
  qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   186
  with * show "(\<exists>M L. (\<forall>n\<ge>M. f n \<noteq> 0) \<and> (\<lambda>n. \<Prod>i\<le>n. f (i+M)) \<longlonglongrightarrow> L \<and> L \<noteq> 0)" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   187
    by blast
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   188
qed (auto simp: prod_defs)
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   189
75711
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   190
lemma raw_has_prod_norm:
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   191
  fixes a :: "'a ::real_normed_field"
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   192
  assumes "raw_has_prod f M a"
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   193
  shows "raw_has_prod (\<lambda>n. norm (f n)) M (norm a)"
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   194
  using assms by (auto simp: raw_has_prod_def prod_norm tendsto_norm)
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   195
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   196
lemma has_prod_norm:
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   197
  fixes a :: "'a ::real_normed_field"
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   198
  assumes f: "f has_prod a" 
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   199
  shows "(\<lambda>n. norm (f n)) has_prod (norm a)"
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   200
  using f [unfolded has_prod_def]
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   201
proof (elim disjE exE conjE)
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   202
  assume f0: "raw_has_prod f 0 a"
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   203
  then show "(\<lambda>n. norm (f n)) has_prod norm a"
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   204
    using has_prod_def raw_has_prod_norm by blast
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   205
next
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   206
  fix i p
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   207
  assume "a = 0" and "f i = 0" and p: "raw_has_prod f (Suc i) p"
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   208
  then have "Ex (raw_has_prod (\<lambda>n. norm (f n)) (Suc i))"
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   209
    using raw_has_prod_norm by blast
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   210
  then show ?thesis
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   211
    by (metis \<open>a = 0\<close> \<open>f i = 0\<close> has_prod_0_iff norm_zero)
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   212
qed
32d45952c12d a few new theorems
paulson <lp15@cam.ac.uk>
parents: 73466
diff changeset
   213
82353
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   214
lemma raw_has_prod_imp_nonzero:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   215
  assumes "raw_has_prod f N P" "n \<ge> N"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   216
  shows   "f n \<noteq> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   217
proof
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   218
  assume "f n = 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   219
  from assms(1) have lim: "(\<lambda>m. (\<Prod>k\<le>m. f (k + N))) \<longlonglongrightarrow> P" and "P \<noteq> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   220
    unfolding raw_has_prod_def by blast+
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   221
  have "eventually (\<lambda>m. m \<ge> n - N) at_top"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   222
    by (rule eventually_ge_at_top)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   223
  hence "eventually (\<lambda>m. (\<Prod>k\<le>m. f (k + N)) = 0) at_top"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   224
  proof eventually_elim
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   225
    case (elim m)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   226
    have "f ((n - N) + N) = 0" "n - N \<in> {..m}" "finite {..m}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   227
      using \<open>n \<ge> N\<close> \<open>f n = 0\<close> elim by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   228
    thus "(\<Prod>k\<le>m. f (k + N)) = 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   229
      using prod_zero[of "{..m}" "\<lambda>k. f (k + N)"] by blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   230
  qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   231
  with lim have "P = 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   232
    by (simp add: LIMSEQ_const_iff tendsto_cong)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   233
  thus False
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   234
    using \<open>P \<noteq> 0\<close> by contradiction
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   235
qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   236
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   237
lemma has_prod_imp_tendsto:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   238
  fixes f :: "nat \<Rightarrow> 'a :: {semidom, t2_space}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   239
  assumes "f has_prod P"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   240
  shows   "(\<lambda>n. \<Prod>k\<le>n. f k) \<longlonglongrightarrow> P"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   241
proof (cases "P = 0")
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   242
  case False
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   243
  with assms show ?thesis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   244
    by (auto simp: has_prod_def raw_has_prod_def)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   245
next
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   246
  case True
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   247
  with assms obtain N P' where "f N = 0" "raw_has_prod f (Suc N) P'"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   248
    by (auto simp: has_prod_def)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   249
  thus ?thesis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   250
    using LIMSEQ_prod_0 True \<open>f N = 0\<close> by blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   251
qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   252
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   253
lemma has_prod_imp_tendsto':
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   254
  fixes f :: "nat \<Rightarrow> 'a :: {semidom, t2_space}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   255
  assumes "f has_prod P"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   256
  shows   "(\<lambda>n. \<Prod>k<n. f k) \<longlonglongrightarrow> P"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   257
  using has_prod_imp_tendsto[OF assms] LIMSEQ_lessThan_iff_atMost by blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   258
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   259
lemma has_prod_nonneg:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   260
  assumes "f has_prod P" "\<And>n. f n \<ge> (0::real)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   261
  shows   "P \<ge> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   262
proof (rule tendsto_le)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   263
  show "((\<lambda>n. \<Prod>i\<le>n. f i)) \<longlonglongrightarrow> P"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   264
    using assms(1) by (rule has_prod_imp_tendsto)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   265
  show "(\<lambda>n. 0::real) \<longlonglongrightarrow> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   266
    by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   267
qed (use assms in \<open>auto intro!: always_eventually prod_nonneg\<close>)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   268
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   269
lemma has_prod_pos:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   270
  assumes "f has_prod P" "\<And>n. f n > (0::real)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   271
  shows   "P > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   272
proof -
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   273
  have "P \<ge> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   274
    by (rule has_prod_nonneg[OF assms(1)]) (auto intro!: less_imp_le assms(2))
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   275
  moreover have "f n \<noteq> 0" for n
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   276
    using assms(2)[of n] by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   277
  hence "P \<noteq> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   278
    using has_prod_0_iff[of f] assms by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   279
  ultimately show ?thesis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   280
    by linarith
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
   281
qed
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
   282
82541
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
   283
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
   284
subsection\<open>Absolutely convergent products\<close>
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
   285
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
   286
definition\<^marker>\<open>tag important\<close> abs_convergent_prod :: "(nat \<Rightarrow> _) \<Rightarrow> bool" where
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   287
  "abs_convergent_prod f \<longleftrightarrow> convergent_prod (\<lambda>i. 1 + norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   288
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   289
lemma abs_convergent_prodI:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   290
  assumes "convergent (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   291
  shows   "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   292
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   293
  from assms obtain L where L: "(\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1)) \<longlonglongrightarrow> L"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   294
    by (auto simp: convergent_def)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   295
  have "L \<ge> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   296
  proof (rule tendsto_le)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   297
    show "eventually (\<lambda>n. (\<Prod>i\<le>n. 1 + norm (f i - 1)) \<ge> 1) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   298
    proof (intro always_eventually allI)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   299
      fix n
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   300
      have "(\<Prod>i\<le>n. 1 + norm (f i - 1)) \<ge> (\<Prod>i\<le>n. 1)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   301
        by (intro prod_mono) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   302
      thus "(\<Prod>i\<le>n. 1 + norm (f i - 1)) \<ge> 1" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   303
    qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   304
  qed (use L in simp_all)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   305
  hence "L \<noteq> 0" by auto
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   306
  with L show ?thesis unfolding abs_convergent_prod_def prod_defs
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   307
    by (intro exI[of _ "0::nat"] exI[of _ L]) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   308
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   309
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   310
lemma
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   311
  fixes f :: "nat \<Rightarrow> 'a :: {topological_semigroup_mult,t2_space,idom}"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   312
  assumes "convergent_prod f"
73005
83b114a6545f A few more simprules for iff-reasoning
paulson <lp15@cam.ac.uk>
parents: 73004
diff changeset
   313
  shows   convergent_prod_imp_convergent:     "convergent (\<lambda>n. \<Prod>i\<le>n. f i)"
83b114a6545f A few more simprules for iff-reasoning
paulson <lp15@cam.ac.uk>
parents: 73004
diff changeset
   314
    and   convergent_prod_to_zero_iff [simp]: "(\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> 0  \<longleftrightarrow>  (\<exists>i. f i = 0)"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   315
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   316
  from assms obtain M L 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   317
    where M: "\<And>n. n \<ge> M \<Longrightarrow> f n \<noteq> 0" and "(\<lambda>n. \<Prod>i\<le>n. f (i + M)) \<longlonglongrightarrow> L" and "L \<noteq> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   318
    by (auto simp: convergent_prod_altdef)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   319
  note this(2)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   320
  also have "(\<lambda>n. \<Prod>i\<le>n. f (i + M)) = (\<lambda>n. \<Prod>i=M..M+n. f i)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   321
    by (intro ext prod.reindex_bij_witness[of _ "\<lambda>n. n - M" "\<lambda>n. n + M"]) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   322
  finally have "(\<lambda>n. (\<Prod>i<M. f i) * (\<Prod>i=M..M+n. f i)) \<longlonglongrightarrow> (\<Prod>i<M. f i) * L"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   323
    by (intro tendsto_mult tendsto_const)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   324
  also have "(\<lambda>n. (\<Prod>i<M. f i) * (\<Prod>i=M..M+n. f i)) = (\<lambda>n. (\<Prod>i\<in>{..<M}\<union>{M..M+n}. f i))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   325
    by (subst prod.union_disjoint) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   326
  also have "(\<lambda>n. {..<M} \<union> {M..M+n}) = (\<lambda>n. {..n+M})" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   327
  finally have lim: "(\<lambda>n. prod f {..n}) \<longlonglongrightarrow> prod f {..<M} * L" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   328
    by (rule LIMSEQ_offset)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   329
  thus "convergent (\<lambda>n. \<Prod>i\<le>n. f i)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   330
    by (auto simp: convergent_def)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   331
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   332
  show "(\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> 0 \<longleftrightarrow> (\<exists>i. f i = 0)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   333
  proof
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   334
    assume "\<exists>i. f i = 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   335
    then obtain i where "f i = 0" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   336
    moreover with M have "i < M" by (cases "i < M") auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   337
    ultimately have "(\<Prod>i<M. f i) = 0" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   338
    with lim show "(\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> 0" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   339
  next
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   340
    assume "(\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   341
    from tendsto_unique[OF _ this lim] and \<open>L \<noteq> 0\<close>
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   342
    show "\<exists>i. f i = 0" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   343
  qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   344
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   345
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   346
lemma convergent_prod_iff_nz_lim:
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   347
  fixes f :: "nat \<Rightarrow> 'a :: {topological_semigroup_mult,t2_space,idom}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   348
  assumes "\<And>i. f i \<noteq> 0"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   349
  shows "convergent_prod f \<longleftrightarrow> (\<exists>L. (\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> L \<and> L \<noteq> 0)"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   350
    (is "?lhs \<longleftrightarrow> ?rhs")
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   351
proof
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   352
  assume ?lhs then show ?rhs
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   353
    using assms convergentD convergent_prod_imp_convergent convergent_prod_to_zero_iff by blast
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   354
next
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   355
  assume ?rhs then show ?lhs
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   356
    unfolding prod_defs
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   357
    by (rule_tac x=0 in exI) auto
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   358
qed
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   359
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
   360
lemma\<^marker>\<open>tag important\<close> convergent_prod_iff_convergent: 
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   361
  fixes f :: "nat \<Rightarrow> 'a :: {topological_semigroup_mult,t2_space,idom}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   362
  assumes "\<And>i. f i \<noteq> 0"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   363
  shows "convergent_prod f \<longleftrightarrow> convergent (\<lambda>n. \<Prod>i\<le>n. f i) \<and> lim (\<lambda>n. \<Prod>i\<le>n. f i) \<noteq> 0"
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   364
  by (force simp: convergent_prod_iff_nz_lim assms convergent_def limI)
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   365
68527
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   366
lemma bounded_imp_convergent_prod:
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   367
  fixes a :: "nat \<Rightarrow> real"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   368
  assumes 1: "\<And>n. a n \<ge> 1" and bounded: "\<And>n. (\<Prod>i\<le>n. a i) \<le> B"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   369
  shows "convergent_prod a"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   370
proof -
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   371
  have "bdd_above (range(\<lambda>n. \<Prod>i\<le>n. a i))"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   372
    by (meson bdd_aboveI2 bounded)
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   373
  moreover have "incseq (\<lambda>n. \<Prod>i\<le>n. a i)"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   374
    unfolding mono_def by (metis 1 prod_mono2 atMost_subset_iff dual_order.trans finite_atMost zero_le_one)
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   375
  ultimately obtain p where p: "(\<lambda>n. \<Prod>i\<le>n. a i) \<longlonglongrightarrow> p"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   376
    using LIMSEQ_incseq_SUP by blast
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   377
  then have "p \<noteq> 0"
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   378
    by (metis "1" not_one_le_zero prod_ge_1 LIMSEQ_le_const)
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   379
  with 1 p show ?thesis
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   380
    by (metis convergent_prod_iff_nz_lim not_one_le_zero)
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   381
qed
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 68517
diff changeset
   382
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   383
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   384
lemma abs_convergent_prod_altdef:
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   385
  fixes f :: "nat \<Rightarrow> 'a :: {one,real_normed_vector}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   386
  shows  "abs_convergent_prod f \<longleftrightarrow> convergent (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   387
proof
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   388
  assume "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   389
  thus "convergent (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   390
    by (auto simp: abs_convergent_prod_def intro!: convergent_prod_imp_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   391
qed (auto intro: abs_convergent_prodI)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   392
69529
4ab9657b3257 capitalize proper names in lemma names
nipkow
parents: 68651
diff changeset
   393
lemma Weierstrass_prod_ineq:
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   394
  fixes f :: "'a \<Rightarrow> real" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   395
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<in> {0..1}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   396
  shows   "1 - sum f A \<le> (\<Prod>x\<in>A. 1 - f x)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   397
  using assms
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   398
proof (induction A rule: infinite_finite_induct)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   399
  case (insert x A)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   400
  from insert.hyps and insert.prems 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   401
    have "1 - sum f A + f x * (\<Prod>x\<in>A. 1 - f x) \<le> (\<Prod>x\<in>A. 1 - f x) + f x * (\<Prod>x\<in>A. 1)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   402
    by (intro insert.IH add_mono mult_left_mono prod_mono) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   403
  with insert.hyps show ?case by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   404
qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   405
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   406
lemma norm_prod_minus1_le_prod_minus1:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   407
  fixes f :: "nat \<Rightarrow> 'a :: {real_normed_div_algebra,comm_ring_1}"  
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   408
  shows "norm (prod (\<lambda>n. 1 + f n) A - 1) \<le> prod (\<lambda>n. 1 + norm (f n)) A - 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   409
proof (induction A rule: infinite_finite_induct)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   410
  case (insert x A)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   411
  from insert.hyps have 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   412
    "norm ((\<Prod>n\<in>insert x A. 1 + f n) - 1) = 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   413
       norm ((\<Prod>n\<in>A. 1 + f n) - 1 + f x * (\<Prod>n\<in>A. 1 + f n))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   414
    by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   415
  also have "\<dots> \<le> norm ((\<Prod>n\<in>A. 1 + f n) - 1) + norm (f x * (\<Prod>n\<in>A. 1 + f n))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   416
    by (rule norm_triangle_ineq)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   417
  also have "norm (f x * (\<Prod>n\<in>A. 1 + f n)) = norm (f x) * (\<Prod>x\<in>A. norm (1 + f x))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   418
    by (simp add: prod_norm norm_mult)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   419
  also have "(\<Prod>x\<in>A. norm (1 + f x)) \<le> (\<Prod>x\<in>A. norm (1::'a) + norm (f x))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   420
    by (intro prod_mono norm_triangle_ineq ballI conjI) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   421
  also have "norm (1::'a) = 1" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   422
  also note insert.IH
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   423
  also have "(\<Prod>n\<in>A. 1 + norm (f n)) - 1 + norm (f x) * (\<Prod>x\<in>A. 1 + norm (f x)) =
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   424
             (\<Prod>n\<in>insert x A. 1 + norm (f n)) - 1"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   425
    using insert.hyps by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   426
  finally show ?case by - (simp_all add: mult_left_mono)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   427
qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   428
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   429
lemma convergent_prod_imp_ev_nonzero:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   430
  fixes f :: "nat \<Rightarrow> 'a :: {t2_space,comm_semiring_1}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   431
  assumes "convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   432
  shows   "eventually (\<lambda>n. f n \<noteq> 0) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   433
  using assms by (auto simp: eventually_at_top_linorder convergent_prod_altdef)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   434
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   435
lemma convergent_prod_imp_LIMSEQ:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   436
  fixes f :: "nat \<Rightarrow> 'a :: {real_normed_field}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   437
  assumes "convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   438
  shows   "f \<longlonglongrightarrow> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   439
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   440
  from assms obtain M L where L: "(\<lambda>n. \<Prod>i\<le>n. f (i+M)) \<longlonglongrightarrow> L" "\<And>n. n \<ge> M \<Longrightarrow> f n \<noteq> 0" "L \<noteq> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   441
    by (auto simp: convergent_prod_altdef)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   442
  hence L': "(\<lambda>n. \<Prod>i\<le>Suc n. f (i+M)) \<longlonglongrightarrow> L" by (subst filterlim_sequentially_Suc)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   443
  have "(\<lambda>n. (\<Prod>i\<le>Suc n. f (i+M)) / (\<Prod>i\<le>n. f (i+M))) \<longlonglongrightarrow> L / L"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   444
    using L L' by (intro tendsto_divide) simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   445
  also from L have "L / L = 1" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   446
  also have "(\<lambda>n. (\<Prod>i\<le>Suc n. f (i+M)) / (\<Prod>i\<le>n. f (i+M))) = (\<lambda>n. f (n + Suc M))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   447
    using assms L by (auto simp: fun_eq_iff atMost_Suc)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   448
  finally show ?thesis by (rule LIMSEQ_offset)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   449
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   450
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   451
lemma abs_convergent_prod_imp_summable:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   452
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_div_algebra"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   453
  assumes "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   454
  shows "summable (\<lambda>i. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   455
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   456
  from assms have "convergent (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   457
    unfolding abs_convergent_prod_def by (rule convergent_prod_imp_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   458
  then obtain L where L: "(\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1)) \<longlonglongrightarrow> L"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   459
    unfolding convergent_def by blast
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   460
  have "convergent (\<lambda>n. \<Sum>i\<le>n. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   461
  proof (rule Bseq_monoseq_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   462
    have "eventually (\<lambda>n. (\<Prod>i\<le>n. 1 + norm (f i - 1)) < L + 1) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   463
      using L(1) by (rule order_tendstoD) simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   464
    hence "\<forall>\<^sub>F x in sequentially. norm (\<Sum>i\<le>x. norm (f i - 1)) \<le> L + 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   465
    proof eventually_elim
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   466
      case (elim n)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   467
      have "norm (\<Sum>i\<le>n. norm (f i - 1)) = (\<Sum>i\<le>n. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   468
        unfolding real_norm_def by (intro abs_of_nonneg sum_nonneg) simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   469
      also have "\<dots> \<le> (\<Prod>i\<le>n. 1 + norm (f i - 1))" by (rule sum_le_prod) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   470
      also have "\<dots> < L + 1" by (rule elim)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   471
      finally show ?case by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   472
    qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   473
    thus "Bseq (\<lambda>n. \<Sum>i\<le>n. norm (f i - 1))" by (rule BfunI)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   474
  next
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   475
    show "monoseq (\<lambda>n. \<Sum>i\<le>n. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   476
      by (rule mono_SucI1) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   477
  qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   478
  thus "summable (\<lambda>i. norm (f i - 1))" by (simp add: summable_iff_convergent')
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   479
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   480
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   481
lemma summable_imp_abs_convergent_prod:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   482
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_div_algebra"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   483
  assumes "summable (\<lambda>i. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   484
  shows   "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   485
proof (intro abs_convergent_prodI Bseq_monoseq_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   486
  show "monoseq (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   487
    by (intro mono_SucI1) 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   488
       (auto simp: atMost_Suc algebra_simps intro!: mult_nonneg_nonneg prod_nonneg)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   489
next
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   490
  show "Bseq (\<lambda>n. \<Prod>i\<le>n. 1 + norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   491
  proof (rule Bseq_eventually_mono)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   492
    show "eventually (\<lambda>n. norm (\<Prod>i\<le>n. 1 + norm (f i - 1)) \<le> 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   493
            norm (exp (\<Sum>i\<le>n. norm (f i - 1)))) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   494
      by (intro always_eventually allI) (auto simp: abs_prod exp_sum intro!: prod_mono)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   495
  next
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   496
    from assms have "(\<lambda>n. \<Sum>i\<le>n. norm (f i - 1)) \<longlonglongrightarrow> (\<Sum>i. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   497
      using sums_def_le by blast
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   498
    hence "(\<lambda>n. exp (\<Sum>i\<le>n. norm (f i - 1))) \<longlonglongrightarrow> exp (\<Sum>i. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   499
      by (rule tendsto_exp)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   500
    hence "convergent (\<lambda>n. exp (\<Sum>i\<le>n. norm (f i - 1)))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   501
      by (rule convergentI)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   502
    thus "Bseq (\<lambda>n. exp (\<Sum>i\<le>n. norm (f i - 1)))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   503
      by (rule convergent_imp_Bseq)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   504
  qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   505
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   506
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 68616
diff changeset
   507
theorem abs_convergent_prod_conv_summable:
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   508
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_div_algebra"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   509
  shows "abs_convergent_prod f \<longleftrightarrow> summable (\<lambda>i. norm (f i - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   510
  by (blast intro: abs_convergent_prod_imp_summable summable_imp_abs_convergent_prod)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   511
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   512
lemma abs_convergent_prod_imp_LIMSEQ:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   513
  fixes f :: "nat \<Rightarrow> 'a :: {comm_ring_1,real_normed_div_algebra}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   514
  assumes "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   515
  shows   "f \<longlonglongrightarrow> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   516
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   517
  from assms have "summable (\<lambda>n. norm (f n - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   518
    by (rule abs_convergent_prod_imp_summable)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   519
  from summable_LIMSEQ_zero[OF this] have "(\<lambda>n. f n - 1) \<longlonglongrightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   520
    by (simp add: tendsto_norm_zero_iff)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   521
  from tendsto_add[OF this tendsto_const[of 1]] show ?thesis by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   522
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   523
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   524
lemma abs_convergent_prod_imp_ev_nonzero:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   525
  fixes f :: "nat \<Rightarrow> 'a :: {comm_ring_1,real_normed_div_algebra}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   526
  assumes "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   527
  shows   "eventually (\<lambda>n. f n \<noteq> 0) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   528
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   529
  from assms have "f \<longlonglongrightarrow> 1" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   530
    by (rule abs_convergent_prod_imp_LIMSEQ)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   531
  hence "eventually (\<lambda>n. dist (f n) 1 < 1) at_top"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   532
    by (auto simp: tendsto_iff)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   533
  thus ?thesis by eventually_elim auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   534
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   535
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
   536
subsection\<^marker>\<open>tag unimportant\<close> \<open>Ignoring initial segments\<close>
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 68616
diff changeset
   537
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   538
lemma convergent_prod_offset:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   539
  assumes "convergent_prod (\<lambda>n. f (n + m))"  
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   540
  shows   "convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   541
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   542
  from assms obtain M L where "(\<lambda>n. \<Prod>k\<le>n. f (k + (M + m))) \<longlonglongrightarrow> L" "L \<noteq> 0"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   543
    by (auto simp: prod_defs add.assoc)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   544
  thus "convergent_prod f" 
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   545
    unfolding prod_defs by blast
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   546
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   547
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   548
lemma abs_convergent_prod_offset:
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   549
  assumes "abs_convergent_prod (\<lambda>n. f (n + m))"  
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   550
  shows   "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   551
  using assms unfolding abs_convergent_prod_def by (rule convergent_prod_offset)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   552
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
   553
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   554
lemma raw_has_prod_ignore_initial_segment:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   555
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   556
  assumes "raw_has_prod f M p" "N \<ge> M"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   557
  obtains q where  "raw_has_prod f N q"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   558
proof -
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   559
  have p: "(\<lambda>n. \<Prod>k\<le>n. f (k + M)) \<longlonglongrightarrow> p" and "p \<noteq> 0" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   560
    using assms by (auto simp: raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   561
  then have nz: "\<And>n. n \<ge> M \<Longrightarrow> f n \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   562
    using assms by (auto simp: raw_has_prod_eq_0)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   563
  define C where "C = (\<Prod>k<N-M. f (k + M))"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   564
  from nz have [simp]: "C \<noteq> 0" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   565
    by (auto simp: C_def)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   566
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   567
  from p have "(\<lambda>i. \<Prod>k\<le>i + (N-M). f (k + M)) \<longlonglongrightarrow> p" 
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   568
    by (rule LIMSEQ_ignore_initial_segment)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   569
  also have "(\<lambda>i. \<Prod>k\<le>i + (N-M). f (k + M)) = (\<lambda>n. C * (\<Prod>k\<le>n. f (k + N)))"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   570
  proof (rule ext, goal_cases)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   571
    case (1 n)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   572
    have "{..n+(N-M)} = {..<(N-M)} \<union> {(N-M)..n+(N-M)}" by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   573
    also have "(\<Prod>k\<in>\<dots>. f (k + M)) = C * (\<Prod>k=(N-M)..n+(N-M). f (k + M))"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   574
      unfolding C_def by (rule prod.union_disjoint) auto
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   575
    also have "(\<Prod>k=(N-M)..n+(N-M). f (k + M)) = (\<Prod>k\<le>n. f (k + (N-M) + M))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   576
      by (intro ext prod.reindex_bij_witness[of _ "\<lambda>k. k + (N-M)" "\<lambda>k. k - (N-M)"]) auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   577
    finally show ?case
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   578
      using \<open>N \<ge> M\<close> by (simp add: add_ac)
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   579
  qed
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   580
  finally have "(\<lambda>n. C * (\<Prod>k\<le>n. f (k + N)) / C) \<longlonglongrightarrow> p / C"
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   581
    by (intro tendsto_divide tendsto_const) auto
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   582
  hence "(\<lambda>n. \<Prod>k\<le>n. f (k + N)) \<longlonglongrightarrow> p / C" by simp
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   583
  moreover from \<open>p \<noteq> 0\<close> have "p / C \<noteq> 0" by simp
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   584
  ultimately show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   585
    using raw_has_prod_def that by blast 
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   586
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   587
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
   588
corollary\<^marker>\<open>tag unimportant\<close> convergent_prod_ignore_initial_segment:
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   589
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   590
  assumes "convergent_prod f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   591
  shows   "convergent_prod (\<lambda>n. f (n + m))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   592
  using assms
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   593
  unfolding convergent_prod_def 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   594
  apply clarify
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   595
  apply (erule_tac N="M+m" in raw_has_prod_ignore_initial_segment)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   596
  apply (auto simp add: raw_has_prod_def add_ac)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   597
  done
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   598
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
   599
corollary\<^marker>\<open>tag unimportant\<close> convergent_prod_ignore_nonzero_segment:
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   600
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_field"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   601
  assumes f: "convergent_prod f" and nz: "\<And>i. i \<ge> M \<Longrightarrow> f i \<noteq> 0"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   602
  shows "\<exists>p. raw_has_prod f M p"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   603
  using convergent_prod_ignore_initial_segment [OF f]
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   604
  by (metis convergent_LIMSEQ_iff convergent_prod_iff_convergent le_add_same_cancel2 nz prod_defs(1) zero_order(1))
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   605
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
   606
corollary\<^marker>\<open>tag unimportant\<close> abs_convergent_prod_ignore_initial_segment:
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   607
  assumes "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   608
  shows   "abs_convergent_prod (\<lambda>n. f (n + m))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   609
  using assms unfolding abs_convergent_prod_def 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   610
  by (rule convergent_prod_ignore_initial_segment)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   611
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 68616
diff changeset
   612
subsection\<open>More elementary properties\<close>
Manuel Eberl <eberlm@in.tum.de>
parents: 68616
diff changeset
   613
Manuel Eberl <eberlm@in.tum.de>
parents: 68616
diff changeset
   614
theorem abs_convergent_prod_imp_convergent_prod:
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   615
  fixes f :: "nat \<Rightarrow> 'a :: {real_normed_div_algebra,complete_space,comm_ring_1}"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   616
  assumes "abs_convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   617
  shows   "convergent_prod f"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   618
proof -
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   619
  from assms have "eventually (\<lambda>n. f n \<noteq> 0) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   620
    by (rule abs_convergent_prod_imp_ev_nonzero)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   621
  then obtain N where N: "f n \<noteq> 0" if "n \<ge> N" for n 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   622
    by (auto simp: eventually_at_top_linorder)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   623
  let ?P = "\<lambda>n. \<Prod>i\<le>n. f (i + N)" and ?Q = "\<lambda>n. \<Prod>i\<le>n. 1 + norm (f (i + N) - 1)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   624
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   625
  have "Cauchy ?P"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   626
  proof (rule CauchyI', goal_cases)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   627
    case (1 \<epsilon>)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   628
    from assms have "abs_convergent_prod (\<lambda>n. f (n + N))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   629
      by (rule abs_convergent_prod_ignore_initial_segment)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   630
    hence "Cauchy ?Q"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   631
      unfolding abs_convergent_prod_def
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   632
      by (intro convergent_Cauchy convergent_prod_imp_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   633
    from CauchyD[OF this 1] obtain M where M: "norm (?Q m - ?Q n) < \<epsilon>" if "m \<ge> M" "n \<ge> M" for m n
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   634
      by blast
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   635
    show ?case
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   636
    proof (rule exI[of _ M], safe, goal_cases)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   637
      case (1 m n)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   638
      have "dist (?P m) (?P n) = norm (?P n - ?P m)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   639
        by (simp add: dist_norm norm_minus_commute)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   640
      also from 1 have "{..n} = {..m} \<union> {m<..n}" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   641
      hence "norm (?P n - ?P m) = norm (?P m * (\<Prod>k\<in>{m<..n}. f (k + N)) - ?P m)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   642
        by (subst prod.union_disjoint [symmetric]) (auto simp: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   643
      also have "\<dots> = norm (?P m * ((\<Prod>k\<in>{m<..n}. f (k + N)) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   644
        by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   645
      also have "\<dots> = (\<Prod>k\<le>m. norm (f (k + N))) * norm ((\<Prod>k\<in>{m<..n}. f (k + N)) - 1)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   646
        by (simp add: norm_mult prod_norm)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   647
      also have "\<dots> \<le> ?Q m * ((\<Prod>k\<in>{m<..n}. 1 + norm (f (k + N) - 1)) - 1)"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   648
        using norm_prod_minus1_le_prod_minus1[of "\<lambda>k. f (k + N) - 1" "{m<..n}"]
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   649
              norm_triangle_ineq[of 1 "f k - 1" for k]
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   650
        by (intro mult_mono prod_mono ballI conjI norm_prod_minus1_le_prod_minus1 prod_nonneg) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   651
      also have "\<dots> = ?Q m * (\<Prod>k\<in>{m<..n}. 1 + norm (f (k + N) - 1)) - ?Q m"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   652
        by (simp add: algebra_simps)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   653
      also have "?Q m * (\<Prod>k\<in>{m<..n}. 1 + norm (f (k + N) - 1)) = 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   654
                   (\<Prod>k\<in>{..m}\<union>{m<..n}. 1 + norm (f (k + N) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   655
        by (rule prod.union_disjoint [symmetric]) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   656
      also from 1 have "{..m}\<union>{m<..n} = {..n}" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   657
      also have "?Q n - ?Q m \<le> norm (?Q n - ?Q m)" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   658
      also from 1 have "\<dots> < \<epsilon>" by (intro M) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   659
      finally show ?case .
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   660
    qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   661
  qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   662
  hence conv: "convergent ?P" by (rule Cauchy_convergent)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   663
  then obtain L where L: "?P \<longlonglongrightarrow> L"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   664
    by (auto simp: convergent_def)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   665
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   666
  have "L \<noteq> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   667
  proof
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   668
    assume [simp]: "L = 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   669
    from tendsto_norm[OF L] have limit: "(\<lambda>n. \<Prod>k\<le>n. norm (f (k + N))) \<longlonglongrightarrow> 0" 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   670
      by (simp add: prod_norm)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   671
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   672
    from assms have "(\<lambda>n. f (n + N)) \<longlonglongrightarrow> 1"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   673
      by (intro abs_convergent_prod_imp_LIMSEQ abs_convergent_prod_ignore_initial_segment)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   674
    hence "eventually (\<lambda>n. norm (f (n + N) - 1) < 1) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   675
      by (auto simp: tendsto_iff dist_norm)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   676
    then obtain M0 where M0: "norm (f (n + N) - 1) < 1" if "n \<ge> M0" for n
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   677
      by (auto simp: eventually_at_top_linorder)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   678
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   679
    {
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   680
      fix M assume M: "M \<ge> M0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   681
      with M0 have M: "norm (f (n + N) - 1) < 1" if "n \<ge> M" for n using that by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   682
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   683
      have "(\<lambda>n. \<Prod>k\<le>n. 1 - norm (f (k+M+N) - 1)) \<longlonglongrightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   684
      proof (rule tendsto_sandwich)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   685
        show "eventually (\<lambda>n. (\<Prod>k\<le>n. 1 - norm (f (k+M+N) - 1)) \<ge> 0) sequentially"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   686
          using M by (intro always_eventually prod_nonneg allI ballI) (auto intro: less_imp_le)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   687
        have "norm (1::'a) - norm (f (i + M + N) - 1) \<le> norm (f (i + M + N))" for i
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   688
          using norm_triangle_ineq3[of "f (i + M + N)" 1] by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   689
        thus "eventually (\<lambda>n. (\<Prod>k\<le>n. 1 - norm (f (k+M+N) - 1)) \<le> (\<Prod>k\<le>n. norm (f (k+M+N)))) at_top"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   690
          using M by (intro always_eventually allI prod_mono ballI conjI) (auto intro: less_imp_le)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   691
        
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   692
        define C where "C = (\<Prod>k<M. norm (f (k + N)))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   693
        from N have [simp]: "C \<noteq> 0" by (auto simp: C_def)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   694
        from L have "(\<lambda>n. norm (\<Prod>k\<le>n+M. f (k + N))) \<longlonglongrightarrow> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   695
          by (intro LIMSEQ_ignore_initial_segment) (simp add: tendsto_norm_zero_iff)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   696
        also have "(\<lambda>n. norm (\<Prod>k\<le>n+M. f (k + N))) = (\<lambda>n. C * (\<Prod>k\<le>n. norm (f (k + M + N))))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   697
        proof (rule ext, goal_cases)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   698
          case (1 n)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   699
          have "{..n+M} = {..<M} \<union> {M..n+M}" by auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   700
          also have "norm (\<Prod>k\<in>\<dots>. f (k + N)) = C * norm (\<Prod>k=M..n+M. f (k + N))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   701
            unfolding C_def by (subst prod.union_disjoint) (auto simp: norm_mult prod_norm)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   702
          also have "(\<Prod>k=M..n+M. f (k + N)) = (\<Prod>k\<le>n. f (k + N + M))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   703
            by (intro prod.reindex_bij_witness[of _ "\<lambda>i. i + M" "\<lambda>i. i - M"]) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   704
          finally show ?case by (simp add: add_ac prod_norm)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   705
        qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   706
        finally have "(\<lambda>n. C * (\<Prod>k\<le>n. norm (f (k + M + N))) / C) \<longlonglongrightarrow> 0 / C"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   707
          by (intro tendsto_divide tendsto_const) auto
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   708
        thus "(\<lambda>n. \<Prod>k\<le>n. norm (f (k + M + N))) \<longlonglongrightarrow> 0" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   709
      qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   710
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   711
      have "1 - (\<Sum>i. norm (f (i + M + N) - 1)) \<le> 0"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   712
      proof (rule tendsto_le)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   713
        show "eventually (\<lambda>n. 1 - (\<Sum>k\<le>n. norm (f (k+M+N) - 1)) \<le> 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   714
                                (\<Prod>k\<le>n. 1 - norm (f (k+M+N) - 1))) at_top"
69529
4ab9657b3257 capitalize proper names in lemma names
nipkow
parents: 68651
diff changeset
   715
          using M by (intro always_eventually allI Weierstrass_prod_ineq) (auto intro: less_imp_le)
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   716
        show "(\<lambda>n. \<Prod>k\<le>n. 1 - norm (f (k+M+N) - 1)) \<longlonglongrightarrow> 0" by fact
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   717
        show "(\<lambda>n. 1 - (\<Sum>k\<le>n. norm (f (k + M + N) - 1)))
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   718
                  \<longlonglongrightarrow> 1 - (\<Sum>i. norm (f (i + M + N) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   719
          by (intro tendsto_intros summable_LIMSEQ' summable_ignore_initial_segment 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   720
                abs_convergent_prod_imp_summable assms)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   721
      qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   722
      hence "(\<Sum>i. norm (f (i + M + N) - 1)) \<ge> 1" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   723
      also have "\<dots> + (\<Sum>i<M. norm (f (i + N) - 1)) = (\<Sum>i. norm (f (i + N) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   724
        by (intro suminf_split_initial_segment [symmetric] summable_ignore_initial_segment
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   725
              abs_convergent_prod_imp_summable assms)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   726
      finally have "1 + (\<Sum>i<M. norm (f (i + N) - 1)) \<le> (\<Sum>i. norm (f (i + N) - 1))" by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   727
    } note * = this
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   728
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   729
    have "1 + (\<Sum>i. norm (f (i + N) - 1)) \<le> (\<Sum>i. norm (f (i + N) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   730
    proof (rule tendsto_le)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   731
      show "(\<lambda>M. 1 + (\<Sum>i<M. norm (f (i + N) - 1))) \<longlonglongrightarrow> 1 + (\<Sum>i. norm (f (i + N) - 1))"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   732
        by (intro tendsto_intros summable_LIMSEQ summable_ignore_initial_segment 
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   733
                abs_convergent_prod_imp_summable assms)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   734
      show "eventually (\<lambda>M. 1 + (\<Sum>i<M. norm (f (i + N) - 1)) \<le> (\<Sum>i. norm (f (i + N) - 1))) at_top"
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   735
        using eventually_ge_at_top[of M0] by eventually_elim (use * in auto)
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   736
    qed simp_all
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   737
    thus False by simp
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   738
  qed
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   739
  with L show ?thesis by (auto simp: prod_defs)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   740
qed
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   741
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   742
lemma raw_has_prod_cases:
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   743
  fixes f :: "nat \<Rightarrow> 'a :: {idom,topological_semigroup_mult,t2_space}"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   744
  assumes "raw_has_prod f M p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   745
  obtains i where "i<M" "f i = 0" | p where "raw_has_prod f 0 p"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   746
proof -
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   747
  have "(\<lambda>n. \<Prod>i\<le>n. f (i + M)) \<longlonglongrightarrow> p" "p \<noteq> 0"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   748
    using assms unfolding raw_has_prod_def by blast+
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   749
  then have "(\<lambda>n. prod f {..<M} * (\<Prod>i\<le>n. f (i + M))) \<longlonglongrightarrow> prod f {..<M} * p"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   750
    by (metis tendsto_mult_left)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   751
  moreover have "prod f {..<M} * (\<Prod>i\<le>n. f (i + M)) = prod f {..n+M}" for n
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   752
  proof -
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   753
    have "{..n+M} = {..<M} \<union> {M..n+M}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   754
      by auto
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   755
    then have "prod f {..n+M} = prod f {..<M} * prod f {M..n+M}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   756
      by simp (subst prod.union_disjoint; force)
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   757
    also have "\<dots> = prod f {..<M} * (\<Prod>i\<le>n. f (i + M))"
70113
c8deb8ba6d05 Fixing the main Homology theory; also moving a lot of sum/prod lemmas into their generic context
paulson <lp15@cam.ac.uk>
parents: 69565
diff changeset
   758
      by (metis (mono_tags, lifting) add.left_neutral atMost_atLeast0 prod.shift_bounds_cl_nat_ivl)
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   759
    finally show ?thesis by metis
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   760
  qed
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   761
  ultimately have "(\<lambda>n. prod f {..n}) \<longlonglongrightarrow> prod f {..<M} * p"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   762
    by (auto intro: LIMSEQ_offset [where k=M])
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   763
  then have "raw_has_prod f 0 (prod f {..<M} * p)" if "\<forall>i<M. f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   764
    using \<open>p \<noteq> 0\<close> assms that by (auto simp: raw_has_prod_def)
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   765
  then show thesis
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   766
    using that by blast
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   767
qed
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   768
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   769
corollary convergent_prod_offset_0:
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   770
  fixes f :: "nat \<Rightarrow> 'a :: {idom,topological_semigroup_mult,t2_space}"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   771
  assumes "convergent_prod f" "\<And>i. f i \<noteq> 0"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   772
  shows "\<exists>p. raw_has_prod f 0 p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   773
  using assms convergent_prod_def raw_has_prod_cases by blast
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
   774
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   775
lemma prodinf_eq_lim:
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   776
  fixes f :: "nat \<Rightarrow> 'a :: {idom,topological_semigroup_mult,t2_space}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   777
  assumes "convergent_prod f" "\<And>i. f i \<noteq> 0"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   778
  shows "prodinf f = lim (\<lambda>n. \<Prod>i\<le>n. f i)"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   779
  using assms convergent_prod_offset_0 [OF assms]
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   780
  by (simp add: prod_defs lim_def) (metis (no_types) assms(1) convergent_prod_to_zero_iff)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   781
76724
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   782
lemma prodinf_eq_lim':
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   783
  fixes f :: "nat \<Rightarrow> 'a :: {idom,topological_semigroup_mult,t2_space}"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   784
  assumes "convergent_prod f" "\<And>i. f i \<noteq> 0"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   785
  shows "prodinf f = lim (\<lambda>n. \<Prod>i<n. f i)"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   786
  by (metis assms prodinf_eq_lim LIMSEQ_lessThan_iff_atMost convergent_prod_iff_nz_lim limI)
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   787
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   788
lemma prodinf_eq_prod_lim:
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   789
  fixes a:: "'a :: {topological_semigroup_mult,t2_space,idom}"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   790
  assumes "(\<lambda>n. \<Prod>k\<le>n. f k) \<longlonglongrightarrow> a" "a \<noteq> 0"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   791
  shows"(\<Prod>k. f k) = a"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   792
  by (metis LIMSEQ_prod_0 LIMSEQ_unique assms convergent_prod_iff_nz_lim limI prodinf_eq_lim)
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   793
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   794
lemma prodinf_eq_prod_lim':
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   795
  fixes a:: "'a :: {topological_semigroup_mult,t2_space,idom}"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   796
  assumes "(\<lambda>n. \<Prod>k<n. f k) \<longlonglongrightarrow> a" "a \<noteq> 0"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   797
  shows"(\<Prod>k. f k) = a"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   798
  using LIMSEQ_lessThan_iff_atMost assms prodinf_eq_prod_lim by blast
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   799
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   800
lemma has_prod_one[simp, intro]: "(\<lambda>n. 1) has_prod 1"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   801
  unfolding prod_defs by auto
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   802
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   803
lemma convergent_prod_one[simp, intro]: "convergent_prod (\<lambda>n. 1)"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   804
  unfolding prod_defs by auto
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   805
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   806
lemma prodinf_cong: "(\<And>n. f n = g n) \<Longrightarrow> prodinf f = prodinf g"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   807
  by presburger
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   808
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   809
lemma convergent_prod_cong:
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   810
  fixes f g :: "nat \<Rightarrow> 'a::{field,topological_semigroup_mult,t2_space}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   811
  assumes ev: "eventually (\<lambda>x. f x = g x) sequentially" and f: "\<And>i. f i \<noteq> 0" and g: "\<And>i. g i \<noteq> 0"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   812
  shows "convergent_prod f = convergent_prod g"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   813
proof -
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   814
  from assms obtain N where N: "\<forall>n\<ge>N. f n = g n"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   815
    by (auto simp: eventually_at_top_linorder)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   816
  define C where "C = (\<Prod>k<N. f k / g k)"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   817
  with g have "C \<noteq> 0"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   818
    by (simp add: f)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   819
  have *: "eventually (\<lambda>n. prod f {..n} = C * prod g {..n}) sequentially"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   820
    using eventually_ge_at_top[of N]
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   821
  proof eventually_elim
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   822
    case (elim n)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   823
    then have "{..n} = {..<N} \<union> {N..n}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   824
      by auto
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   825
    also have "prod f \<dots> = prod f {..<N} * prod f {N..n}"
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   826
      by (intro prod.union_disjoint) auto
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   827
    also from N have "prod f {N..n} = prod g {N..n}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   828
      by (intro prod.cong) simp_all
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   829
    also have "prod f {..<N} * prod g {N..n} = C * (prod g {..<N} * prod g {N..n})"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   830
      unfolding C_def by (simp add: g prod_dividef)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   831
    also have "prod g {..<N} * prod g {N..n} = prod g ({..<N} \<union> {N..n})"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   832
      by (intro prod.union_disjoint [symmetric]) auto
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   833
    also from elim have "{..<N} \<union> {N..n} = {..n}"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   834
      by auto                                                                    
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   835
    finally show "prod f {..n} = C * prod g {..n}" .
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   836
  qed
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   837
  then have cong: "convergent (\<lambda>n. prod f {..n}) = convergent (\<lambda>n. C * prod g {..n})"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   838
    by (rule convergent_cong)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   839
  show ?thesis
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   840
  proof
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   841
    assume cf: "convergent_prod f"
73466
ee1c4962671c more lemmas
haftmann
parents: 73005
diff changeset
   842
    with f have "\<not> (\<lambda>n. prod f {..n}) \<longlonglongrightarrow> 0"
ee1c4962671c more lemmas
haftmann
parents: 73005
diff changeset
   843
      by simp
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   844
    then have "\<not> (\<lambda>n. prod g {..n}) \<longlonglongrightarrow> 0"
73466
ee1c4962671c more lemmas
haftmann
parents: 73005
diff changeset
   845
      using * \<open>C \<noteq> 0\<close> filterlim_cong by fastforce
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   846
    then show "convergent_prod g"
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   847
      by (metis convergent_mult_const_iff \<open>C \<noteq> 0\<close> cong cf convergent_LIMSEQ_iff convergent_prod_iff_convergent convergent_prod_imp_convergent g)
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   848
  next
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   849
    assume cg: "convergent_prod g"
82529
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   850
    have **: "eventually (\<lambda>n. prod g {..n} = prod f {..n} / C) sequentially"
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   851
      using * by eventually_elim (use \<open>C \<noteq> 0\<close> in auto)
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   852
    from cg and g have "\<not> (\<lambda>n. prod g {..n}) \<longlonglongrightarrow> 0"
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   853
      by simp
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   854
    then have "\<not> (\<lambda>n. prod f {..n}) \<longlonglongrightarrow> 0"
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   855
      using ** \<open>C \<noteq> 0\<close> filterlim_cong by fastforce
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   856
    then show "convergent_prod f"
82529
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   857
      by (metis \<open>C \<noteq> 0\<close> cg convergent_LIMSEQ_iff
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   858
          convergent_mult_const_iff convergent_prod_iff_convergent
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   859
          convergent_prod_imp_convergent f local.cong)
68064
b249fab48c76 type class generalisations; some work on infinite products
paulson <lp15@cam.ac.uk>
parents: 66277
diff changeset
   860
  qed
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   861
qed
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
   862
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   863
lemma has_prod_finite:
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   864
  fixes f :: "nat \<Rightarrow> 'a::{semidom,t2_space}"
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   865
  assumes [simp]: "finite N"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   866
    and f: "\<And>n. n \<notin> N \<Longrightarrow> f n = 1"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   867
  shows "f has_prod (\<Prod>n\<in>N. f n)"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   868
proof -
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   869
  have eq: "prod f {..n + Suc (Max N)} = prod f N" for n
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   870
  proof (rule prod.mono_neutral_right)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   871
    show "N \<subseteq> {..n + Suc (Max N)}"
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   872
      by (auto simp: le_Suc_eq trans_le_add2)
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   873
    show "\<forall>i\<in>{..n + Suc (Max N)} - N. f i = 1"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   874
      using f by blast
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   875
  qed auto
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   876
  show ?thesis
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   877
  proof (cases "\<forall>n\<in>N. f n \<noteq> 0")
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   878
    case True
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   879
    then have "prod f N \<noteq> 0"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   880
      by simp
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   881
    moreover have "(\<lambda>n. prod f {..n}) \<longlonglongrightarrow> prod f N"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   882
      by (rule LIMSEQ_offset[of _ "Suc (Max N)"]) (simp add: eq atLeast0LessThan del: add_Suc_right)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   883
    ultimately show ?thesis
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   884
      by (simp add: raw_has_prod_def has_prod_def)
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   885
  next
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   886
    case False
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   887
    then obtain k where "k \<in> N" "f k = 0"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   888
      by auto
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   889
    let ?Z = "{n \<in> N. f n = 0}"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   890
    have maxge: "Max ?Z \<ge> n" if "f n = 0" for n
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   891
      using Max_ge [of ?Z] \<open>finite N\<close> \<open>f n = 0\<close>
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   892
      by (metis (mono_tags) Collect_mem_eq f finite_Collect_conjI mem_Collect_eq zero_neq_one)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   893
    let ?q = "prod f {Suc (Max ?Z)..Max N}"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   894
    have [simp]: "?q \<noteq> 0"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   895
      using maxge Suc_n_not_le_n le_trans by force
68076
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   896
    have eq: "(\<Prod>i\<le>n + Max N. f (Suc (i + Max ?Z))) = ?q" for n
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   897
    proof -
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   898
      have "(\<Prod>i\<le>n + Max N. f (Suc (i + Max ?Z))) = prod f {Suc (Max ?Z)..n + Max N + Suc (Max ?Z)}" 
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   899
      proof (rule prod.reindex_cong [where l = "\<lambda>i. i + Suc (Max ?Z)", THEN sym])
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   900
        show "{Suc (Max ?Z)..n + Max N + Suc (Max ?Z)} = (\<lambda>i. i + Suc (Max ?Z)) ` {..n + Max N}"
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   901
          using le_Suc_ex by fastforce
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   902
      qed (auto simp: inj_on_def)
68138
c738f40e88d4 auto-tidying
paulson <lp15@cam.ac.uk>
parents: 68136
diff changeset
   903
      also have "\<dots> = ?q"
68076
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   904
        by (rule prod.mono_neutral_right)
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   905
           (use Max.coboundedI [OF \<open>finite N\<close>] f in \<open>force+\<close>)
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   906
      finally show ?thesis .
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   907
    qed
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   908
    have q: "raw_has_prod f (Suc (Max ?Z)) ?q"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   909
    proof (simp add: raw_has_prod_def)
68076
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   910
      show "(\<lambda>n. \<Prod>i\<le>n. f (Suc (i + Max ?Z))) \<longlonglongrightarrow> ?q"
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   911
        by (rule LIMSEQ_offset[of _ "(Max N)"]) (simp add: eq)
315043faa871 tidied up Infinite_Products
paulson <lp15@cam.ac.uk>
parents: 68071
diff changeset
   912
    qed
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   913
    show ?thesis
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   914
      unfolding has_prod_def
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   915
    proof (intro disjI2 exI conjI)      
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   916
      show "prod f N = 0"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   917
        using \<open>f k = 0\<close> \<open>k \<in> N\<close> \<open>finite N\<close> prod_zero by blast
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   918
      show "f (Max ?Z) = 0"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   919
        using Max_in [of ?Z] \<open>finite N\<close> \<open>f k = 0\<close> \<open>k \<in> N\<close> by auto
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   920
    qed (use q in auto)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   921
  qed
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   922
qed
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   923
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
   924
corollary\<^marker>\<open>tag unimportant\<close> has_prod_0:
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   925
  fixes f :: "nat \<Rightarrow> 'a::{semidom,t2_space}"
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   926
  assumes "\<And>n. f n = 1"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   927
  shows "f has_prod 1"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   928
  by (simp add: assms has_prod_cong)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   929
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   930
lemma prodinf_zero[simp]: "prodinf (\<lambda>n. 1::'a::real_normed_field) = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   931
  using has_prod_unique by force
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   932
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   933
lemma convergent_prod_finite:
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   934
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   935
  assumes "finite N" "\<And>n. n \<notin> N \<Longrightarrow> f n = 1"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   936
  shows "convergent_prod f"
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   937
proof -
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
   938
  have "\<exists>n p. raw_has_prod f n p"
68071
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   939
    using assms has_prod_def has_prod_finite by blast
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   940
  then show ?thesis
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   941
    by (simp add: convergent_prod_def)
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   942
qed
c18af2b0f83e a lemma about infinite products
paulson <lp15@cam.ac.uk>
parents: 68064
diff changeset
   943
68127
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   944
lemma has_prod_If_finite_set:
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   945
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   946
  shows "finite A \<Longrightarrow> (\<lambda>r. if r \<in> A then f r else 1) has_prod (\<Prod>r\<in>A. f r)"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   947
  using has_prod_finite[of A "(\<lambda>r. if r \<in> A then f r else 1)"]
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   948
  by simp
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   949
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   950
lemma has_prod_If_finite:
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   951
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   952
  shows "finite {r. P r} \<Longrightarrow> (\<lambda>r. if P r then f r else 1) has_prod (\<Prod>r | P r. f r)"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   953
  using has_prod_If_finite_set[of "{r. P r}"] by simp
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   954
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   955
lemma convergent_prod_If_finite_set[simp, intro]:
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   956
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   957
  shows "finite A \<Longrightarrow> convergent_prod (\<lambda>r. if r \<in> A then f r else 1)"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   958
  by (simp add: convergent_prod_finite)
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   959
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   960
lemma convergent_prod_If_finite[simp, intro]:
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   961
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
82529
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   962
  assumes "finite {r. P r}"
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   963
  shows   "convergent_prod (\<lambda>r. if P r then f r else 1)"
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   964
proof -
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   965
  have "(\<lambda>r. if P r then f r else 1) has_prod (\<Prod>r | P r. f r)"
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   966
    by (rule has_prod_If_finite) fact
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   967
  thus ?thesis
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   968
    by (meson convergent_prod_def has_prod_def)
ff4b062aae57 moved some lemmas to where they fit better
Manuel Eberl <manuel@pruvisto.org>
parents: 82353
diff changeset
   969
qed
68127
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   970
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   971
lemma has_prod_single:
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   972
  fixes f :: "nat \<Rightarrow> 'a::{idom,t2_space}"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   973
  shows "(\<lambda>r. if r = i then f r else 1) has_prod f i"
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   974
  using has_prod_If_finite[of "\<lambda>r. r = i"] by simp
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
   975
76724
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   976
text \<open>The ge1 assumption can probably be weakened, at the expense of extra work\<close>
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   977
lemma uniform_limit_prodinf:
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   978
  fixes f:: "nat \<Rightarrow> real \<Rightarrow> real"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   979
  assumes "uniformly_convergent_on X (\<lambda>n x. \<Prod>k<n. f k x)" 
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   980
    and ge1: "\<And>x k . x \<in> X \<Longrightarrow> f k x \<ge> 1"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   981
  shows "uniform_limit X (\<lambda>n x. \<Prod>k<n. f k x) (\<lambda>x. \<Prod>k. f k x) sequentially"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   982
proof -
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   983
  have ul: "uniform_limit X (\<lambda>n x. \<Prod>k<n. f k x) (\<lambda>x. lim (\<lambda>n. \<Prod>k<n. f k x)) sequentially"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   984
    using assms uniformly_convergent_uniform_limit_iff by blast
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   985
  moreover have "(\<Prod>k. f k x) = lim (\<lambda>n. \<Prod>k<n. f k x)" if "x \<in> X" for x
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   986
  proof (intro prodinf_eq_lim')
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   987
    have tends: "(\<lambda>n. \<Prod>k<n. f k x) \<longlonglongrightarrow> lim (\<lambda>n. \<Prod>k<n. f k x)"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   988
      using tendsto_uniform_limitI [OF ul] that by metis
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   989
    moreover have "(\<Prod>k<n. f k x) \<ge> 1" for n
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   990
      using ge1 by (simp add: prod_ge_1 that)
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   991
    ultimately have "lim (\<lambda>n. \<Prod>k<n. f k x) \<ge> 1"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   992
      by (meson LIMSEQ_le_const)
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   993
    then have "raw_has_prod (\<lambda>k. f k x) 0 (lim (\<lambda>n. \<Prod>k<n. f k x))"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   994
      using LIMSEQ_lessThan_iff_atMost tends by (auto simp: raw_has_prod_def)
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   995
    then show "convergent_prod (\<lambda>k. f k x)"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   996
      unfolding convergent_prod_def by blast
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   997
    show "\<And>k. f k x \<noteq> 0"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   998
      by (smt (verit) ge1 that)
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
   999
  qed
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
  1000
  ultimately show ?thesis
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
  1001
    by (metis (mono_tags, lifting) uniform_limit_cong')
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
  1002
qed
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
  1003
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1004
context
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1005
  fixes f :: "nat \<Rightarrow> 'a :: real_normed_field"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1006
begin
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1007
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1008
lemma convergent_prod_imp_has_prod: 
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1009
  assumes "convergent_prod f"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1010
  shows "\<exists>p. f has_prod p"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1011
proof -
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1012
  obtain M p where p: "raw_has_prod f M p"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1013
    using assms convergent_prod_def by blast
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1014
  then have "p \<noteq> 0"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1015
    using raw_has_prod_nonzero by blast
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1016
  with p have fnz: "f i \<noteq> 0" if "i \<ge> M" for i
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1017
    using raw_has_prod_eq_0 that by blast
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1018
  define C where "C = (\<Prod>n<M. f n)"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1019
  show ?thesis
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1020
  proof (cases "\<forall>n\<le>M. f n \<noteq> 0")
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1021
    case True
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1022
    then have "C \<noteq> 0"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1023
      by (simp add: C_def)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1024
    then show ?thesis
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1025
      by (meson True assms convergent_prod_offset_0 fnz has_prod_def nat_le_linear)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1026
  next
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1027
    case False
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1028
    let ?N = "GREATEST n. f n = 0"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1029
    have 0: "f ?N = 0"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1030
      using fnz False
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1031
      by (metis (mono_tags, lifting) GreatestI_ex_nat nat_le_linear)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1032
    have "f i \<noteq> 0" if "i > ?N" for i
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1033
      by (metis (mono_tags, lifting) Greatest_le_nat fnz leD linear that)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1034
    then have "\<exists>p. raw_has_prod f (Suc ?N) p"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1035
      using assms by (auto simp: intro!: convergent_prod_ignore_nonzero_segment)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1036
    then show ?thesis
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1037
      unfolding has_prod_def using 0 by blast
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1038
  qed
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1039
qed
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1040
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1041
lemma convergent_prod_has_prod [intro]:
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1042
  shows "convergent_prod f \<Longrightarrow> f has_prod (prodinf f)"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1043
  unfolding prodinf_def
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1044
  by (metis convergent_prod_imp_has_prod has_prod_unique theI')
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1045
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1046
lemma convergent_prod_LIMSEQ:
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1047
  shows "convergent_prod f \<Longrightarrow> (\<lambda>n. \<Prod>i\<le>n. f i) \<longlonglongrightarrow> prodinf f"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1048
  by (metis convergent_LIMSEQ_iff convergent_prod_has_prod convergent_prod_imp_convergent 
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1049
      convergent_prod_to_zero_iff raw_has_prod_eq_0 has_prod_def prodinf_eq_lim zero_le)
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1050
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 68616
diff changeset
  1051
theorem has_prod_iff: "f has_prod x \<longleftrightarrow> convergent_prod f \<and> prodinf f = x"
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1052
proof
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1053
  assume "f has_prod x"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1054
  then show "convergent_prod f \<and> prodinf f = x"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1055
    apply safe
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1056
    using convergent_prod_def has_prod_def apply blast
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1057
    using has_prod_unique by blast
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1058
qed auto
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1059
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1060
lemma convergent_prod_has_prod_iff: "convergent_prod f \<longleftrightarrow> f has_prod prodinf f"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1061
  by (auto simp: has_prod_iff convergent_prod_has_prod)
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1062
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1063
lemma prodinf_finite:
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1064
  assumes N: "finite N"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1065
    and f: "\<And>n. n \<notin> N \<Longrightarrow> f n = 1"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1066
  shows "prodinf f = (\<Prod>n\<in>N. f n)"
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1067
  using has_prod_finite[OF assms, THEN has_prod_unique] by simp
68127
137d5d0112bb more infinite product theorems
paulson <lp15@cam.ac.uk>
parents: 68076
diff changeset
  1068
82353
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1069
lemma convergent_prod_tendsto_imp_has_prod:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1070
  assumes "convergent_prod f" "(\<lambda>n. (\<Prod>i\<le>n. f i)) \<longlonglongrightarrow> P"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1071
  shows   "f has_prod P"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1072
  using assms by (metis convergent_prod_imp_has_prod has_prod_imp_tendsto limI)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1073
    
66277
512b0dc09061 HOL-Analysis: Infinite products
eberlm <eberlm@in.tum.de>
parents:
diff changeset
  1074
end
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1075
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
  1076
subsection\<^marker>\<open>tag unimportant\<close> \<open>Infinite products on ordered topological monoids\<close>
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1077
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1078
context
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1079
  fixes f :: "nat \<Rightarrow> 'a::{linordered_semidom,linorder_topology}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1080
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1081
76724
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
  1082
lemma has_prod_nonzero:
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
  1083
  assumes "f has_prod a" "a \<noteq> 0"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
  1084
  shows "f k \<noteq> 0"
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
  1085
  using assms by (auto simp: has_prod_def raw_has_prod_def LIMSEQ_prod_0 LIMSEQ_unique)
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
  1086
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1087
lemma has_prod_le:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1088
  assumes f: "f has_prod a" and g: "g has_prod b" and le: "\<And>n. 0 \<le> f n \<and> f n \<le> g n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1089
  shows "a \<le> b"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1090
proof (cases "a=0 \<or> b=0")
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1091
  case True
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1092
  then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1093
  proof
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1094
    assume [simp]: "a=0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1095
    have "b \<ge> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1096
    proof (rule LIMSEQ_prod_nonneg)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1097
      show "(\<lambda>n. prod g {..n}) \<longlonglongrightarrow> b"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1098
        using g by (auto simp: has_prod_def raw_has_prod_def LIMSEQ_prod_0)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1099
    qed (use le order_trans in auto)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1100
    then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1101
      by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1102
  next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1103
    assume [simp]: "b=0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1104
    then obtain i where "g i = 0"    
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1105
      using g by (auto simp: prod_defs)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1106
    then have "f i = 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1107
      using antisym le by force
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1108
    then have "a=0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1109
      using f by (auto simp: prod_defs LIMSEQ_prod_0 LIMSEQ_unique)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1110
    then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1111
      by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1112
  qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1113
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1114
  case False
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1115
  then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1116
    using assms
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1117
    unfolding has_prod_def raw_has_prod_def
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1118
    by (force simp: LIMSEQ_prod_0 intro!: LIMSEQ_le prod_mono)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1119
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1120
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1121
lemma prodinf_le: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1122
  assumes f: "f has_prod a" and g: "g has_prod b" and le: "\<And>n. 0 \<le> f n \<and> f n \<le> g n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1123
  shows "prodinf f \<le> prodinf g"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1124
  using has_prod_le [OF assms] has_prod_unique f g  by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1125
68136
f022083489d0 more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68127
diff changeset
  1126
end
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1127
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1128
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1129
lemma prod_le_prodinf: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1130
  fixes f :: "nat \<Rightarrow> 'a::{linordered_idom,linorder_topology}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1131
  assumes "f has_prod a" "\<And>i. 0 \<le> f i" "\<And>i. i\<ge>n \<Longrightarrow> 1 \<le> f i"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1132
  shows "prod f {..<n} \<le> prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1133
  by(rule has_prod_le[OF has_prod_If_finite_set]) (use assms has_prod_unique in auto)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1134
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1135
lemma prodinf_nonneg:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1136
  fixes f :: "nat \<Rightarrow> 'a::{linordered_idom,linorder_topology}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1137
  assumes "f has_prod a" "\<And>i. 1 \<le> f i" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1138
  shows "1 \<le> prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1139
  using prod_le_prodinf[of f a 0] assms
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1140
  by (metis order_trans prod_ge_1 zero_le_one)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1141
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1142
lemma prodinf_le_const:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1143
  fixes f :: "nat \<Rightarrow> real"
76724
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
  1144
  assumes "convergent_prod f" "\<And>n. n \<ge> N \<Longrightarrow> prod f {..<n} \<le> x" 
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1145
  shows "prodinf f \<le> x"
76724
7ff71bdcf731 Additional new material about infinite products, etc.
paulson <lp15@cam.ac.uk>
parents: 76722
diff changeset
  1146
  by (metis lessThan_Suc_atMost assms convergent_prod_LIMSEQ LIMSEQ_le_const2 atMost_iff lessThan_iff less_le)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1147
73005
83b114a6545f A few more simprules for iff-reasoning
paulson <lp15@cam.ac.uk>
parents: 73004
diff changeset
  1148
lemma prodinf_eq_one_iff [simp]: 
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1149
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1150
  assumes f: "convergent_prod f" and ge1: "\<And>n. 1 \<le> f n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1151
  shows "prodinf f = 1 \<longleftrightarrow> (\<forall>n. f n = 1)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1152
proof
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1153
  assume "prodinf f = 1" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1154
  then have "(\<lambda>n. \<Prod>i<n. f i) \<longlonglongrightarrow> 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1155
    using convergent_prod_LIMSEQ[of f] assms by (simp add: LIMSEQ_lessThan_iff_atMost)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1156
  then have "\<And>i. (\<Prod>n\<in>{i}. f n) \<le> 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1157
  proof (rule LIMSEQ_le_const)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1158
    have "1 \<le> prod f n" for n
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1159
      by (simp add: ge1 prod_ge_1)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1160
    have "prod f {..<n} = 1" for n
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1161
      by (metis \<open>\<And>n. 1 \<le> prod f n\<close> \<open>prodinf f = 1\<close> antisym f convergent_prod_has_prod ge1 order_trans prod_le_prodinf zero_le_one)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1162
    then have "(\<Prod>n\<in>{i}. f n) \<le> prod f {..<n}" if "n \<ge> Suc i" for i n
70113
c8deb8ba6d05 Fixing the main Homology theory; also moving a lot of sum/prod lemmas into their generic context
paulson <lp15@cam.ac.uk>
parents: 69565
diff changeset
  1163
      by (metis mult.left_neutral order_refl prod.cong prod.neutral_const prod.lessThan_Suc)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1164
    then show "\<exists>N. \<forall>n\<ge>N. (\<Prod>n\<in>{i}. f n) \<le> prod f {..<n}" for i
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1165
      by blast      
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1166
  qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1167
  with ge1 show "\<forall>n. f n = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1168
    by (auto intro!: antisym)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1169
qed (metis prodinf_zero fun_eq_iff)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1170
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1171
lemma prodinf_pos_iff:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1172
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1173
  assumes "convergent_prod f" "\<And>n. 1 \<le> f n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1174
  shows "1 < prodinf f \<longleftrightarrow> (\<exists>i. 1 < f i)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1175
  using prod_le_prodinf[of f 1] prodinf_eq_one_iff
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1176
  by (metis convergent_prod_has_prod assms less_le prodinf_nonneg)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1177
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1178
lemma less_1_prodinf2:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1179
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1180
  assumes "convergent_prod f" "\<And>n. 1 \<le> f n" "1 < f i"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1181
  shows "1 < prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1182
proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1183
  have "1 < (\<Prod>n<Suc i. f n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1184
    using assms  by (intro less_1_prod2[where i=i]) auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1185
  also have "\<dots> \<le> prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1186
    by (intro prod_le_prodinf) (use assms order_trans zero_le_one in \<open>blast+\<close>)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1187
  finally show ?thesis .
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1188
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1189
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1190
lemma less_1_prodinf:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1191
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1192
  shows "\<lbrakk>convergent_prod f; \<And>n. 1 < f n\<rbrakk> \<Longrightarrow> 1 < prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1193
  by (intro less_1_prodinf2[where i=1]) (auto intro: less_imp_le)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1194
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1195
lemma prodinf_nonzero:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1196
  fixes f :: "nat \<Rightarrow> 'a :: {idom,topological_semigroup_mult,t2_space}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1197
  assumes "convergent_prod f" "\<And>i. f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1198
  shows "prodinf f \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1199
  by (metis assms convergent_prod_offset_0 has_prod_unique raw_has_prod_def has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1200
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1201
lemma less_0_prodinf:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1202
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1203
  assumes f: "convergent_prod f" and 0: "\<And>i. f i > 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1204
  shows "0 < prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1205
proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1206
  have "prodinf f \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1207
    by (metis assms less_irrefl prodinf_nonzero)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1208
  moreover have "0 < (\<Prod>n<i. f n)" for i
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1209
    by (simp add: 0 prod_pos)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1210
  then have "prodinf f \<ge> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1211
    using convergent_prod_LIMSEQ [OF f] LIMSEQ_prod_nonneg 0 less_le by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1212
  ultimately show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1213
    by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1214
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1215
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1216
lemma prod_less_prodinf2:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1217
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1218
  assumes f: "convergent_prod f" and 1: "\<And>m. m\<ge>n \<Longrightarrow> 1 \<le> f m" and 0: "\<And>m. 0 < f m" and i: "n \<le> i" "1 < f i"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1219
  shows "prod f {..<n} < prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1220
proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1221
  have "prod f {..<n} \<le> prod f {..<i}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1222
    by (rule prod_mono2) (use assms less_le in auto)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1223
  then have "prod f {..<n} < f i * prod f {..<i}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1224
    using mult_less_le_imp_less[of 1 "f i" "prod f {..<n}" "prod f {..<i}"] assms
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1225
    by (simp add: prod_pos)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1226
  moreover have "prod f {..<Suc i} \<le> prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1227
    using prod_le_prodinf[of f _ "Suc i"]
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1228
    by (meson "0" "1" Suc_leD convergent_prod_has_prod f \<open>n \<le> i\<close> le_trans less_eq_real_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1229
  ultimately show ?thesis
70113
c8deb8ba6d05 Fixing the main Homology theory; also moving a lot of sum/prod lemmas into their generic context
paulson <lp15@cam.ac.uk>
parents: 69565
diff changeset
  1230
    by (metis le_less_trans mult.commute not_le prod.lessThan_Suc)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1231
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1232
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1233
lemma prod_less_prodinf:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1234
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1235
  assumes f: "convergent_prod f" and 1: "\<And>m. m\<ge>n \<Longrightarrow> 1 < f m" and 0: "\<And>m. 0 < f m" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1236
  shows "prod f {..<n} < prodinf f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1237
  by (meson "0" "1" f le_less prod_less_prodinf2)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1238
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1239
lemma raw_has_prodI_bounded:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1240
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1241
  assumes pos: "\<And>n. 1 \<le> f n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1242
    and le: "\<And>n. (\<Prod>i<n. f i) \<le> x"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1243
  shows "\<exists>p. raw_has_prod f 0 p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1244
  unfolding raw_has_prod_def add_0_right
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1245
proof (rule exI LIMSEQ_incseq_SUP conjI)+
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1246
  show "bdd_above (range (\<lambda>n. prod f {..n}))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1247
    by (metis bdd_aboveI2 le lessThan_Suc_atMost)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1248
  then have "(SUP i. prod f {..i}) > 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1249
    by (metis UNIV_I cSUP_upper less_le_trans pos prod_pos zero_less_one)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1250
  then show "(SUP i. prod f {..i}) \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1251
    by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1252
  show "incseq (\<lambda>n. prod f {..n})"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1253
    using pos order_trans [OF zero_le_one] by (auto simp: mono_def intro!: prod_mono2)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1254
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1255
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1256
lemma convergent_prodI_nonneg_bounded:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1257
  fixes f :: "nat \<Rightarrow> real"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1258
  assumes "\<And>n. 1 \<le> f n" "\<And>n. (\<Prod>i<n. f i) \<le> x"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1259
  shows "convergent_prod f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1260
  using convergent_prod_def raw_has_prodI_bounded [OF assms] by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1261
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1262
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
  1263
subsection\<^marker>\<open>tag unimportant\<close> \<open>Infinite products on topological spaces\<close>
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1264
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1265
context
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1266
  fixes f g :: "nat \<Rightarrow> 'a::{t2_space,topological_semigroup_mult,idom}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1267
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1268
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1269
lemma raw_has_prod_mult: "\<lbrakk>raw_has_prod f M a; raw_has_prod g M b\<rbrakk> \<Longrightarrow> raw_has_prod (\<lambda>n. f n * g n) M (a * b)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1270
  by (force simp add: prod.distrib tendsto_mult raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1271
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1272
lemma has_prod_mult_nz: "\<lbrakk>f has_prod a; g has_prod b; a \<noteq> 0; b \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>n. f n * g n) has_prod (a * b)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1273
  by (simp add: raw_has_prod_mult has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1274
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1275
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1276
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1277
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1278
context
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1279
  fixes f g :: "nat \<Rightarrow> 'a::real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1280
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1281
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1282
lemma has_prod_mult:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1283
  assumes f: "f has_prod a" and g: "g has_prod b"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1284
  shows "(\<lambda>n. f n * g n) has_prod (a * b)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1285
  using f [unfolded has_prod_def]
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1286
proof (elim disjE exE conjE)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1287
  assume f0: "raw_has_prod f 0 a"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1288
  show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1289
    using g [unfolded has_prod_def]
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1290
  proof (elim disjE exE conjE)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1291
    assume g0: "raw_has_prod g 0 b"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1292
    with f0 show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1293
      by (force simp add: has_prod_def prod.distrib tendsto_mult raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1294
  next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1295
    fix j q
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1296
    assume "b = 0" and "g j = 0" and q: "raw_has_prod g (Suc j) q"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1297
    obtain p where p: "raw_has_prod f (Suc j) p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1298
      using f0 raw_has_prod_ignore_initial_segment by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1299
    then have "Ex (raw_has_prod (\<lambda>n. f n * g n) (Suc j))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1300
      using q raw_has_prod_mult by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1301
    then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1302
      using \<open>b = 0\<close> \<open>g j = 0\<close> has_prod_0_iff by fastforce
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1303
  qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1304
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1305
  fix i p
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1306
  assume "a = 0" and "f i = 0" and p: "raw_has_prod f (Suc i) p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1307
  show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1308
    using g [unfolded has_prod_def]
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1309
  proof (elim disjE exE conjE)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1310
    assume g0: "raw_has_prod g 0 b"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1311
    obtain q where q: "raw_has_prod g (Suc i) q"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1312
      using g0 raw_has_prod_ignore_initial_segment by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1313
    then have "Ex (raw_has_prod (\<lambda>n. f n * g n) (Suc i))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1314
      using raw_has_prod_mult p by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1315
    then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1316
      using \<open>a = 0\<close> \<open>f i = 0\<close> has_prod_0_iff by fastforce
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1317
  next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1318
    fix j q
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1319
    assume "b = 0" and "g j = 0" and q: "raw_has_prod g (Suc j) q"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1320
    obtain p' where p': "raw_has_prod f (Suc (max i j)) p'"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1321
      by (metis raw_has_prod_ignore_initial_segment max_Suc_Suc max_def p)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1322
    moreover
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1323
    obtain q' where q': "raw_has_prod g (Suc (max i j)) q'"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1324
      by (metis raw_has_prod_ignore_initial_segment max.cobounded2 max_Suc_Suc q)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1325
    ultimately show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1326
      using \<open>b = 0\<close> by (simp add: has_prod_def) (metis \<open>f i = 0\<close> \<open>g j = 0\<close> raw_has_prod_mult max_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1327
  qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1328
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1329
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1330
lemma convergent_prod_mult:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1331
  assumes f: "convergent_prod f" and g: "convergent_prod g"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1332
  shows "convergent_prod (\<lambda>n. f n * g n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1333
  unfolding convergent_prod_def
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1334
proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1335
  obtain M p N q where p: "raw_has_prod f M p" and q: "raw_has_prod g N q"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1336
    using convergent_prod_def f g by blast+
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1337
  then obtain p' q' where p': "raw_has_prod f (max M N) p'" and q': "raw_has_prod g (max M N) q'"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1338
    by (meson raw_has_prod_ignore_initial_segment max.cobounded1 max.cobounded2)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1339
  then show "\<exists>M p. raw_has_prod (\<lambda>n. f n * g n) M p"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1340
    using raw_has_prod_mult by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1341
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1342
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1343
lemma prodinf_mult: "convergent_prod f \<Longrightarrow> convergent_prod g \<Longrightarrow> prodinf f * prodinf g = (\<Prod>n. f n * g n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1344
  by (intro has_prod_unique has_prod_mult convergent_prod_has_prod)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1345
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1346
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1347
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1348
context
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1349
  fixes f :: "'i \<Rightarrow> nat \<Rightarrow> 'a::real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1350
    and I :: "'i set"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1351
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1352
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1353
lemma has_prod_prod: "(\<And>i. i \<in> I \<Longrightarrow> (f i) has_prod (x i)) \<Longrightarrow> (\<lambda>n. \<Prod>i\<in>I. f i n) has_prod (\<Prod>i\<in>I. x i)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1354
  by (induct I rule: infinite_finite_induct) (auto intro!: has_prod_mult)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1355
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1356
lemma prodinf_prod: "(\<And>i. i \<in> I \<Longrightarrow> convergent_prod (f i)) \<Longrightarrow> (\<Prod>n. \<Prod>i\<in>I. f i n) = (\<Prod>i\<in>I. \<Prod>n. f i n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1357
  using has_prod_unique[OF has_prod_prod, OF convergent_prod_has_prod] by simp
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1358
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1359
lemma convergent_prod_prod: "(\<And>i. i \<in> I \<Longrightarrow> convergent_prod (f i)) \<Longrightarrow> convergent_prod (\<lambda>n. \<Prod>i\<in>I. f i n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1360
  using convergent_prod_has_prod_iff has_prod_prod prodinf_prod by force
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1362
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1363
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
  1364
subsection\<^marker>\<open>tag unimportant\<close> \<open>Infinite summability on real normed fields\<close>
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1365
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1366
context
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1367
  fixes f :: "nat \<Rightarrow> 'a::real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1368
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1369
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1370
lemma raw_has_prod_Suc_iff: "raw_has_prod f M (a * f M) \<longleftrightarrow> raw_has_prod (\<lambda>n. f (Suc n)) M a \<and> f M \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1371
proof -
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1372
  have "raw_has_prod f M (a * f M) \<longleftrightarrow> (\<lambda>i. \<Prod>j\<le>Suc i. f (j+M)) \<longlonglongrightarrow> a * f M \<and> a * f M \<noteq> 0"
71827
5e315defb038 the Uniq quantifier
paulson <lp15@cam.ac.uk>
parents: 70817
diff changeset
  1373
    by (subst filterlim_sequentially_Suc) (simp add: raw_has_prod_def)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1374
  also have "\<dots> \<longleftrightarrow> (\<lambda>i. (\<Prod>j\<le>i. f (Suc j + M)) * f M) \<longlonglongrightarrow> a * f M \<and> a * f M \<noteq> 0"
70113
c8deb8ba6d05 Fixing the main Homology theory; also moving a lot of sum/prod lemmas into their generic context
paulson <lp15@cam.ac.uk>
parents: 69565
diff changeset
  1375
    by (simp add: ac_simps atMost_Suc_eq_insert_0 image_Suc_atMost prod.atLeast1_atMost_eq lessThan_Suc_atMost
c8deb8ba6d05 Fixing the main Homology theory; also moving a lot of sum/prod lemmas into their generic context
paulson <lp15@cam.ac.uk>
parents: 69565
diff changeset
  1376
                  del: prod.cl_ivl_Suc)
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1377
  also have "\<dots> \<longleftrightarrow> raw_has_prod (\<lambda>n. f (Suc n)) M a \<and> f M \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1378
  proof safe
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1379
    assume tends: "(\<lambda>i. (\<Prod>j\<le>i. f (Suc j + M)) * f M) \<longlonglongrightarrow> a * f M" and 0: "a * f M \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1380
    with tendsto_divide[OF tends tendsto_const, of "f M"]    
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1381
    show "raw_has_prod (\<lambda>n. f (Suc n)) M a"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1382
      by (simp add: raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1383
  qed (auto intro: tendsto_mult_right simp:  raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1384
  finally show ?thesis .
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1385
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1386
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1387
lemma has_prod_Suc_iff:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1388
  assumes "f 0 \<noteq> 0" shows "(\<lambda>n. f (Suc n)) has_prod a \<longleftrightarrow> f has_prod (a * f 0)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1389
proof (cases "a = 0")
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1390
  case True
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1391
  then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1392
  proof (simp add: has_prod_def, safe)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1393
    fix i x
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1394
    assume "f (Suc i) = 0" and "raw_has_prod (\<lambda>n. f (Suc n)) (Suc i) x"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1395
    then obtain y where "raw_has_prod f (Suc (Suc i)) y"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1396
      by (metis (no_types) raw_has_prod_eq_0 Suc_n_not_le_n raw_has_prod_Suc_iff raw_has_prod_ignore_initial_segment raw_has_prod_nonzero linear)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1397
    then show "\<exists>i. f i = 0 \<and> Ex (raw_has_prod f (Suc i))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1398
      using \<open>f (Suc i) = 0\<close> by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1399
  next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1400
    fix i x
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1401
    assume "f i = 0" and x: "raw_has_prod f (Suc i) x"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1402
    then obtain j where j: "i = Suc j"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1403
      by (metis assms not0_implies_Suc)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1404
    moreover have "\<exists> y. raw_has_prod (\<lambda>n. f (Suc n)) i y"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1405
      using x by (auto simp: raw_has_prod_def)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1406
    then show "\<exists>i. f (Suc i) = 0 \<and> Ex (raw_has_prod (\<lambda>n. f (Suc n)) (Suc i))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1407
      using \<open>f i = 0\<close> j by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1408
  qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1409
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1410
  case False
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1411
  then show ?thesis
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1412
    by (auto simp: has_prod_def raw_has_prod_Suc_iff assms)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1413
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1414
73005
83b114a6545f A few more simprules for iff-reasoning
paulson <lp15@cam.ac.uk>
parents: 73004
diff changeset
  1415
lemma convergent_prod_Suc_iff [simp]:
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1416
  shows "convergent_prod (\<lambda>n. f (Suc n)) = convergent_prod f"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1417
proof
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1418
  assume "convergent_prod f"
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1419
  then obtain M L where M_nz:"\<forall>n\<ge>M. f n \<noteq> 0" and 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1420
        M_L:"(\<lambda>n. \<Prod>i\<le>n. f (i + M)) \<longlonglongrightarrow> L" and "L \<noteq> 0" 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1421
    unfolding convergent_prod_altdef by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1422
  have "(\<lambda>n. \<Prod>i\<le>n. f (Suc (i + M))) \<longlonglongrightarrow> L / f M"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1423
  proof -
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1424
    have "(\<lambda>n. \<Prod>i\<in>{0..Suc n}. f (i + M)) \<longlonglongrightarrow> L"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1425
      using M_L 
71827
5e315defb038 the Uniq quantifier
paulson <lp15@cam.ac.uk>
parents: 70817
diff changeset
  1426
      apply (subst (asm) filterlim_sequentially_Suc[symmetric]) 
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1427
      using atLeast0AtMost by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1428
    then have "(\<lambda>n. f M * (\<Prod>i\<in>{0..n}. f (Suc (i + M)))) \<longlonglongrightarrow> L"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1429
      apply (subst (asm) prod.atLeast0_atMost_Suc_shift)
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1430
      by simp
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1431
    then have "(\<lambda>n. (\<Prod>i\<in>{0..n}. f (Suc (i + M)))) \<longlonglongrightarrow> L/f M"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1432
      apply (drule_tac tendsto_divide)
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1433
      using M_nz[rule_format,of M,simplified] by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1434
    then show ?thesis unfolding atLeast0AtMost .
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1435
  qed
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1436
  then show "convergent_prod (\<lambda>n. f (Suc n))" unfolding convergent_prod_altdef
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1437
    apply (rule_tac exI[where x=M])
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1438
    apply (rule_tac exI[where x="L/f M"])
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1439
    using M_nz \<open>L\<noteq>0\<close> by auto
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1440
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1441
  assume "convergent_prod (\<lambda>n. f (Suc n))"
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1442
  then obtain M where "\<exists>L. (\<forall>n\<ge>M. f (Suc n) \<noteq> 0) \<and> (\<lambda>n. \<Prod>i\<le>n. f (Suc (i + M))) \<longlonglongrightarrow> L \<and> L \<noteq> 0"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1443
    unfolding convergent_prod_altdef by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1444
  then show "convergent_prod f" unfolding convergent_prod_altdef
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1445
    apply (rule_tac exI[where x="Suc M"])
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1446
    using Suc_le_D by auto
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1447
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1448
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1449
lemma raw_has_prod_inverse: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1450
  assumes "raw_has_prod f M a" shows "raw_has_prod (\<lambda>n. inverse (f n)) M (inverse a)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1451
  using assms unfolding raw_has_prod_def by (auto dest: tendsto_inverse simp: prod_inversef [symmetric])
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1452
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1453
lemma has_prod_inverse: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1454
  assumes "f has_prod a" shows "(\<lambda>n. inverse (f n)) has_prod (inverse a)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1455
using assms raw_has_prod_inverse unfolding has_prod_def by auto 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1456
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1457
lemma convergent_prod_inverse:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1458
  assumes "convergent_prod f" 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1459
  shows "convergent_prod (\<lambda>n. inverse (f n))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1460
  using assms unfolding convergent_prod_def  by (blast intro: raw_has_prod_inverse elim: )
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1461
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1462
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1463
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1464
context 
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1465
  fixes f :: "nat \<Rightarrow> 'a::real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1466
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1467
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1468
lemma raw_has_prod_Suc_iff': "raw_has_prod f M a \<longleftrightarrow> raw_has_prod (\<lambda>n. f (Suc n)) M (a / f M) \<and> f M \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1469
  by (metis raw_has_prod_eq_0 add.commute add.left_neutral raw_has_prod_Suc_iff raw_has_prod_nonzero le_add1 nonzero_mult_div_cancel_right times_divide_eq_left)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1470
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1471
lemma has_prod_divide: "f has_prod a \<Longrightarrow> g has_prod b \<Longrightarrow> (\<lambda>n. f n / g n) has_prod (a / b)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1472
  unfolding divide_inverse by (intro has_prod_inverse has_prod_mult)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1473
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1474
lemma convergent_prod_divide:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1475
  assumes f: "convergent_prod f" and g: "convergent_prod g"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1476
  shows "convergent_prod (\<lambda>n. f n / g n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1477
  using f g has_prod_divide has_prod_iff by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1478
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1479
lemma prodinf_divide: "convergent_prod f \<Longrightarrow> convergent_prod g \<Longrightarrow> prodinf f / prodinf g = (\<Prod>n. f n / g n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1480
  by (intro has_prod_unique has_prod_divide convergent_prod_has_prod)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1481
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1482
lemma prodinf_inverse: "convergent_prod f \<Longrightarrow> (\<Prod>n. inverse (f n)) = inverse (\<Prod>n. f n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1483
  by (intro has_prod_unique [symmetric] has_prod_inverse convergent_prod_has_prod)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1484
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1485
lemma has_prod_Suc_imp: 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1486
  assumes "(\<lambda>n. f (Suc n)) has_prod a"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1487
  shows "f has_prod (a * f 0)"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1488
proof -
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1489
  have "f has_prod (a * f 0)" when "raw_has_prod (\<lambda>n. f (Suc n)) 0 a" 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1490
    apply (cases "f 0=0")
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1491
    using that unfolding has_prod_def raw_has_prod_Suc 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1492
    by (auto simp add: raw_has_prod_Suc_iff)
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1493
  moreover have "f has_prod (a * f 0)" when 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1494
    "(\<exists>i q. a = 0 \<and> f (Suc i) = 0 \<and> raw_has_prod (\<lambda>n. f (Suc n)) (Suc i) q)" 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1495
  proof -
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1496
    from that 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1497
    obtain i q where "a = 0" "f (Suc i) = 0" "raw_has_prod (\<lambda>n. f (Suc n)) (Suc i) q"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1498
      by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1499
    then show ?thesis unfolding has_prod_def 
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1500
      by (auto intro!:exI[where x="Suc i"] simp:raw_has_prod_Suc)
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1501
  qed
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1502
  ultimately show "f has_prod (a * f 0)" using assms unfolding has_prod_def by auto
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1503
qed
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1504
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1505
lemma has_prod_iff_shift: 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1506
  assumes "\<And>i. i < n \<Longrightarrow> f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1507
  shows "(\<lambda>i. f (i + n)) has_prod a \<longleftrightarrow> f has_prod (a * (\<Prod>i<n. f i))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1508
  using assms
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1509
proof (induct n arbitrary: a)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1510
  case 0
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1511
  then show ?case by simp
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1512
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1513
  case (Suc n)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1514
  then have "(\<lambda>i. f (Suc i + n)) has_prod a \<longleftrightarrow> (\<lambda>i. f (i + n)) has_prod (a * f n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1515
    by (subst has_prod_Suc_iff) auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1516
  with Suc show ?case
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1517
    by (simp add: ac_simps)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1518
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1519
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
  1520
corollary\<^marker>\<open>tag unimportant\<close> has_prod_iff_shift':
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1521
  assumes "\<And>i. i < n \<Longrightarrow> f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1522
  shows "(\<lambda>i. f (i + n)) has_prod (a / (\<Prod>i<n. f i)) \<longleftrightarrow> f has_prod a"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1523
  by (simp add: assms has_prod_iff_shift)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1524
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1525
lemma has_prod_one_iff_shift:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1526
  assumes "\<And>i. i < n \<Longrightarrow> f i = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1527
  shows "(\<lambda>i. f (i+n)) has_prod a \<longleftrightarrow> (\<lambda>i. f i) has_prod a"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1528
  by (simp add: assms has_prod_iff_shift)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1529
73004
cf14976d4fdb infinite products iff simprule
paulson <lp15@cam.ac.uk>
parents: 71827
diff changeset
  1530
lemma convergent_prod_iff_shift [simp]:
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1531
  shows "convergent_prod (\<lambda>i. f (i + n)) \<longleftrightarrow> convergent_prod f"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1532
  apply safe
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1533
  using convergent_prod_offset apply blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1534
  using convergent_prod_ignore_initial_segment convergent_prod_def by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1535
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1536
lemma has_prod_split_initial_segment:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1537
  assumes "f has_prod a" "\<And>i. i < n \<Longrightarrow> f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1538
  shows "(\<lambda>i. f (i + n)) has_prod (a / (\<Prod>i<n. f i))"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1539
  using assms has_prod_iff_shift' by blast
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1540
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1541
lemma prodinf_divide_initial_segment:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1542
  assumes "convergent_prod f" "\<And>i. i < n \<Longrightarrow> f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1543
  shows "(\<Prod>i. f (i + n)) = (\<Prod>i. f i) / (\<Prod>i<n. f i)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1544
  by (rule has_prod_unique[symmetric]) (auto simp: assms has_prod_iff_shift)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1545
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1546
lemma prodinf_split_initial_segment:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1547
  assumes "convergent_prod f" "\<And>i. i < n \<Longrightarrow> f i \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1548
  shows "prodinf f = (\<Prod>i. f (i + n)) * (\<Prod>i<n. f i)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1549
  by (auto simp add: assms prodinf_divide_initial_segment)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1550
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1551
lemma prodinf_split_head:
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1552
  assumes "convergent_prod f" "f 0 \<noteq> 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1553
  shows "(\<Prod>n. f (Suc n)) = prodinf f / f 0"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1554
  using prodinf_split_initial_segment[of 1] assms by simp
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1555
76722
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1556
lemma has_prod_ignore_initial_segment':
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1557
  assumes "convergent_prod f"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1558
  shows   "f has_prod ((\<Prod>k<n. f k) * (\<Prod>k. f (k + n)))"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1559
proof (cases "\<exists>k<n. f k = 0")
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1560
  case True
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1561
  hence [simp]: "(\<Prod>k<n. f k) = 0"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1562
    by (meson finite_lessThan lessThan_iff prod_zero)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1563
  thus ?thesis using True assms
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1564
    by (metis convergent_prod_has_prod_iff has_prod_zeroI mult_not_zero)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1565
next
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1566
  case False
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1567
  hence "(\<lambda>i. f (i + n)) has_prod (prodinf f / prod f {..<n})"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1568
    using assms by (intro has_prod_split_initial_segment) (auto simp: convergent_prod_has_prod_iff)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1569
  hence "prodinf f = prod f {..<n} * (\<Prod>k. f (k + n))"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1570
    using False by (simp add: has_prod_iff divide_simps mult_ac)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1571
  thus ?thesis
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1572
    using assms by (simp add: convergent_prod_has_prod_iff)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1573
qed
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  1574
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1575
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1576
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1577
context 
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1578
  fixes f :: "nat \<Rightarrow> 'a::real_normed_field"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1579
begin
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1580
73005
83b114a6545f A few more simprules for iff-reasoning
paulson <lp15@cam.ac.uk>
parents: 73004
diff changeset
  1581
lemma convergent_prod_inverse_iff [simp]: "convergent_prod (\<lambda>n. inverse (f n)) \<longleftrightarrow> convergent_prod f"
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1582
  by (auto dest: convergent_prod_inverse)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1583
73005
83b114a6545f A few more simprules for iff-reasoning
paulson <lp15@cam.ac.uk>
parents: 73004
diff changeset
  1584
lemma convergent_prod_const_iff [simp]:
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1585
  fixes c :: "'a :: {real_normed_field}"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1586
  shows "convergent_prod (\<lambda>_. c) \<longleftrightarrow> c = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1587
proof
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1588
  assume "convergent_prod (\<lambda>_. c)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1589
  then show "c = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1590
    using convergent_prod_imp_LIMSEQ LIMSEQ_unique by blast 
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1591
next
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1592
  assume "c = 1"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1593
  then show "convergent_prod (\<lambda>_. c)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1594
    by auto
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1595
qed
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1596
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1597
lemma has_prod_power: "f has_prod a \<Longrightarrow> (\<lambda>i. f i ^ n) has_prod (a ^ n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1598
  by (induction n) (auto simp: has_prod_mult)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1599
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1600
lemma convergent_prod_power: "convergent_prod f \<Longrightarrow> convergent_prod (\<lambda>i. f i ^ n)"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1601
  by (induction n) (auto simp: convergent_prod_mult)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1602
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1603
lemma prodinf_power: "convergent_prod f \<Longrightarrow> prodinf (\<lambda>i. f i ^ n) = prodinf f ^ n"
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1604
  by (metis has_prod_unique convergent_prod_imp_has_prod has_prod_power)
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1605
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1606
end
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1607
82353
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1608
lemma prod_ge_prodinf: 
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1609
  fixes f :: "nat \<Rightarrow> 'a::{linordered_idom,linorder_topology}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1610
  assumes "f has_prod a" "\<And>i. 0 \<le> f i" "\<And>i. i \<ge> n \<Longrightarrow> f i \<le> 1"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1611
  shows "prod f {..<n} \<ge> prodinf f"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1612
proof (rule has_prod_le; (intro conjI)?)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1613
  show "f has_prod prodinf f"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1614
    using assms(1) has_prod_unique by blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1615
  show "(\<lambda>r. if r \<in> {..<n} then f r else 1) has_prod prod f {..<n}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1616
    by (rule has_prod_If_finite_set) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1617
next
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1618
  fix i 
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1619
  show "f i \<ge> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1620
    by (rule assms)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1621
  show "f i \<le> (if i \<in> {..<n} then f i else 1)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1622
    using assms(3)[of i] by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1623
qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1624
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1625
lemma has_prod_less:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1626
  fixes F G :: real
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1627
  assumes less: "f m < g m"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1628
  assumes f: "f has_prod F" and g: "g has_prod G"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1629
  assumes pos: "\<And>n. 0 < f n" and le: "\<And>n. f n \<le> g n"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1630
  shows   "F < G"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1631
proof -
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1632
  define F' G' where "F' = (\<Prod>n<Suc m. f n)" and "G' = (\<Prod>n<Suc m. g n)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1633
  have [simp]: "f n \<noteq> 0" "g n \<noteq> 0" for n
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1634
    using pos[of n] le[of n] by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1635
  have [simp]: "F' \<noteq> 0" "G' \<noteq> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1636
    by (auto simp: F'_def G'_def)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1637
  have f': "(\<lambda>n. f (n + Suc m)) has_prod (F / F')"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1638
    unfolding F'_def using f
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1639
    by (intro has_prod_split_initial_segment) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1640
  have g': "(\<lambda>n. g (n + Suc m)) has_prod (G / G')"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1641
    unfolding G'_def using g
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1642
    by (intro has_prod_split_initial_segment) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1643
  have "F' * (F / F') < G' * (F / F')"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1644
  proof (rule mult_strict_right_mono)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1645
    show "F' < G'"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1646
      unfolding F'_def G'_def
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1647
      by (rule prod_mono_strict[of m])
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1648
         (auto intro: le less_imp_le[OF pos] less_le_trans[OF pos le] less)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1649
    show "F / F' > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1650
      using f' by (rule has_prod_pos) (use pos in auto)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1651
  qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1652
  also have "\<dots> \<le> G' * (G / G')"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1653
  proof (rule mult_left_mono)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1654
    show "F / F' \<le> G / G'"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1655
      using f' g' by (rule has_prod_le) (auto intro: less_imp_le[OF pos] le)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1656
    show "G' \<ge> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1657
      unfolding G'_def by (intro prod_nonneg order.trans[OF less_imp_le[OF pos] le])
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1658
  qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1659
  finally show ?thesis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1660
    by simp
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1661
qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  1662
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1663
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1664
subsection\<open>Exponentials and logarithms\<close>
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1665
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1666
context 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1667
  fixes f :: "nat \<Rightarrow> 'a::{real_normed_field,banach}"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1668
begin
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1669
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1670
lemma sums_imp_has_prod_exp: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1671
  assumes "f sums s"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1672
  shows "raw_has_prod (\<lambda>i. exp (f i)) 0 (exp s)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1673
  using assms continuous_on_exp [of UNIV "\<lambda>x::'a. x"]
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1674
  using continuous_on_tendsto_compose [of UNIV exp "(\<lambda>n. sum f {..n})" s]
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1675
  by (simp add: prod_defs sums_def_le exp_sum)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1676
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1677
lemma convergent_prod_exp: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1678
  assumes "summable f"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1679
  shows "convergent_prod (\<lambda>i. exp (f i))"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1680
  using sums_imp_has_prod_exp assms unfolding summable_def convergent_prod_def  by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1681
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1682
lemma prodinf_exp: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1683
  assumes "summable f"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1684
  shows "prodinf (\<lambda>i. exp (f i)) = exp (suminf f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1685
proof -
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1686
  have "f sums suminf f"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1687
    using assms by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1688
  then have "(\<lambda>i. exp (f i)) has_prod exp (suminf f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1689
    by (simp add: has_prod_def sums_imp_has_prod_exp)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1690
  then show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1691
    by (rule has_prod_unique [symmetric])
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1692
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1693
68361
20375f232f3b infinite product material
paulson <lp15@cam.ac.uk>
parents: 68138
diff changeset
  1694
end
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1695
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 68616
diff changeset
  1696
theorem convergent_prod_iff_summable_real:
68585
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1697
  fixes a :: "nat \<Rightarrow> real"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1698
  assumes "\<And>n. a n > 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1699
  shows "convergent_prod (\<lambda>k. 1 + a k) \<longleftrightarrow> summable a" (is "?lhs = ?rhs")
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1700
proof
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1701
  assume ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1702
  then obtain p where "raw_has_prod (\<lambda>k. 1 + a k) 0 p"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1703
    by (metis assms add_less_same_cancel2 convergent_prod_offset_0 not_one_less_zero)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1704
  then have to_p: "(\<lambda>n. \<Prod>k\<le>n. 1 + a k) \<longlonglongrightarrow> p"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1705
    by (auto simp: raw_has_prod_def)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1706
  moreover have le: "(\<Sum>k\<le>n. a k) \<le> (\<Prod>k\<le>n. 1 + a k)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1707
    by (rule sum_le_prod) (use assms less_le in force)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1708
  have "(\<Prod>k\<le>n. 1 + a k) \<le> p" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1709
  proof (rule incseq_le [OF _ to_p])
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1710
    show "incseq (\<lambda>n. \<Prod>k\<le>n. 1 + a k)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1711
      using assms by (auto simp: mono_def order.strict_implies_order intro!: prod_mono2)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1712
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1713
  with le have "(\<Sum>k\<le>n. a k) \<le> p" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1714
    by (metis order_trans)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1715
  with assms bounded_imp_summable show ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1716
    by (metis not_less order.asym)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1717
next
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1718
  assume R: ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1719
  have "(\<Prod>k\<le>n. 1 + a k) \<le> exp (suminf a)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1720
  proof -
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1721
    have "(\<Prod>k\<le>n. 1 + a k) \<le> exp (\<Sum>k\<le>n. a k)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1722
      by (rule prod_le_exp_sum) (use assms less_le in force)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1723
    moreover have "exp (\<Sum>k\<le>n. a k) \<le> exp (suminf a)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1724
      unfolding exp_le_cancel_iff
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1725
      by (meson sum_le_suminf R assms finite_atMost less_eq_real_def)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1726
    ultimately show ?thesis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1727
      by (meson order_trans)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1728
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1729
  then obtain L where L: "(\<lambda>n. \<Prod>k\<le>n. 1 + a k) \<longlonglongrightarrow> L"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1730
    by (metis assms bounded_imp_convergent_prod convergent_prod_iff_nz_lim le_add_same_cancel1 le_add_same_cancel2 less_le not_le zero_le_one)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1731
  moreover have "L \<noteq> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1732
  proof
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1733
    assume "L = 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1734
    with L have "(\<lambda>n. \<Prod>k\<le>n. 1 + a k) \<longlonglongrightarrow> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1735
      by simp
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1736
    moreover have "(\<Prod>k\<le>n. 1 + a k) > 1" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1737
      by (simp add: assms less_1_prod)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1738
    ultimately show False
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1739
      by (meson Lim_bounded2 not_one_le_zero less_imp_le)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1740
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1741
  ultimately show ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1742
    using assms convergent_prod_iff_nz_lim
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1743
    by (metis add_less_same_cancel1 less_le not_le zero_less_one)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1744
qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1745
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1746
lemma exp_suminf_prodinf_real:
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1747
  fixes f :: "nat \<Rightarrow> real"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1748
  assumes ge0:"\<And>n. f n \<ge> 0" and ac: "abs_convergent_prod (\<lambda>n. exp (f n))"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1749
  shows "prodinf (\<lambda>i. exp (f i)) = exp (suminf f)"
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1750
proof -
68517
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1751
  have "summable f"
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1752
    using ac unfolding abs_convergent_prod_conv_summable
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1753
  proof (elim summable_comparison_test')
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1754
    fix n
68517
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1755
    have "\<bar>f n\<bar> = f n"
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1756
      by (simp add: ge0)
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1757
    also have "\<dots> \<le> exp (f n) - 1"
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1758
      by (metis diff_diff_add exp_ge_add_one_self ge_iff_diff_ge_0)
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1759
    finally show "norm (f n) \<le> norm (exp (f n) - 1)"
6b5f15387353 a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 68452
diff changeset
  1760
      by simp
68452
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1761
  qed
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1762
  then show ?thesis
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1763
    by (simp add: prodinf_exp)
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1764
qed
c027dfbfad30 more on infinite products. Also subgroup_imp_subset -> subgroup.subset
paulson <lp15@cam.ac.uk>
parents: 68426
diff changeset
  1765
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1766
lemma has_prod_imp_sums_ln_real: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1767
  fixes f :: "nat \<Rightarrow> real"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1768
  assumes "raw_has_prod f 0 p" and 0: "\<And>x. f x > 0"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1769
  shows "(\<lambda>i. ln (f i)) sums (ln p)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1770
proof -
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1771
  have "p > 0"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1772
    using assms unfolding prod_defs by (metis LIMSEQ_prod_nonneg less_eq_real_def)
80521
5c691b178e08 Totalisation of ln and therefore log and powr
paulson <lp15@cam.ac.uk>
parents: 76724
diff changeset
  1773
  moreover have "\<And>x. f x \<noteq> 0"
5c691b178e08 Totalisation of ln and therefore log and powr
paulson <lp15@cam.ac.uk>
parents: 76724
diff changeset
  1774
    by (smt (verit, best) "0")
5c691b178e08 Totalisation of ln and therefore log and powr
paulson <lp15@cam.ac.uk>
parents: 76724
diff changeset
  1775
  ultimately show ?thesis
5c691b178e08 Totalisation of ln and therefore log and powr
paulson <lp15@cam.ac.uk>
parents: 76724
diff changeset
  1776
    using assms continuous_on_ln [of "{0<..}" "\<lambda>x. x"]
5c691b178e08 Totalisation of ln and therefore log and powr
paulson <lp15@cam.ac.uk>
parents: 76724
diff changeset
  1777
    using continuous_on_tendsto_compose [of "{0<..}" ln "(\<lambda>n. prod f {..n})" p]
5c691b178e08 Totalisation of ln and therefore log and powr
paulson <lp15@cam.ac.uk>
parents: 76724
diff changeset
  1778
    by (auto simp: prod_defs sums_def_le ln_prod order_tendstoD)
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1779
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1780
82541
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1781
lemma has_prod_imp_sums_ln_real':
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1782
  fixes P :: real
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1783
  assumes "f has_prod P" "\<And>n. f n > 0"
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1784
  shows   "(\<lambda>n. ln (f n)) sums (ln P)"
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1785
proof -
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1786
  have nz: "f n \<noteq> 0" for n
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1787
    using assms(2)[of n] by simp
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1788
  have "P \<noteq> 0"
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1789
    using has_prod_eq_0_iff[OF assms(1)] by (auto simp: nz)
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1790
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1791
  have "(\<lambda>n. \<Prod>k<n. f k) \<longlonglongrightarrow> P"
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1792
    using has_prod_imp_tendsto'[OF assms(1)] by simp
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1793
  hence "(\<lambda>n. ln (\<Prod>k<n. f k)) \<longlonglongrightarrow> ln P"
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1794
    by (intro tendsto_intros \<open>P \<noteq> 0\<close>)
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1795
  also have "(\<lambda>n. ln (\<Prod>k<n. f k)) = (\<lambda>n. \<Sum>k<n. ln (f k))"
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1796
    by (subst ln_prod) (auto simp: nz)
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1797
  finally show ?thesis
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1798
    by (simp add: sums_def)
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1799
qed
5160b68e78a9 some material on power series and infinite products
Manuel Eberl <eberlm@in.tum.de>
parents: 82529
diff changeset
  1800
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1801
lemma summable_ln_real: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1802
  fixes f :: "nat \<Rightarrow> real"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1803
  assumes f: "convergent_prod f" and 0: "\<And>x. f x > 0"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1804
  shows "summable (\<lambda>i. ln (f i))"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1805
proof -
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1806
  obtain M p where "raw_has_prod f M p"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1807
    using f convergent_prod_def by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1808
  then consider i where "i<M" "f i = 0" | p where "raw_has_prod f 0 p"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1809
    using raw_has_prod_cases by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1810
  then show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1811
  proof cases
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1812
    case 1
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1813
    with 0 show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1814
      by (metis less_irrefl)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1815
  next
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1816
    case 2
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1817
    then show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1818
      using "0" has_prod_imp_sums_ln_real summable_def by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1819
  qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1820
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1821
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1822
lemma suminf_ln_real: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1823
  fixes f :: "nat \<Rightarrow> real"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1824
  assumes f: "convergent_prod f" and 0: "\<And>x. f x > 0"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1825
  shows "suminf (\<lambda>i. ln (f i)) = ln (prodinf f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1826
proof -
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1827
  have "f has_prod prodinf f"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1828
    by (simp add: f has_prod_iff)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1829
  then have "raw_has_prod f 0 (prodinf f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1830
    by (metis "0" has_prod_def less_irrefl)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1831
  then have "(\<lambda>i. ln (f i)) sums ln (prodinf f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1832
    using "0" has_prod_imp_sums_ln_real by blast
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1833
  then show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1834
    by (rule sums_unique [symmetric])
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1835
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1836
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1837
lemma prodinf_exp_real: 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1838
  fixes f :: "nat \<Rightarrow> real"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1839
  assumes f: "convergent_prod f" and 0: "\<And>x. f x > 0"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1840
  shows "prodinf f = exp (suminf (\<lambda>i. ln (f i)))"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1841
  by (simp add: "0" f less_0_prodinf suminf_ln_real)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1842
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  1843
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 68616
diff changeset
  1844
theorem Ln_prodinf_complex:
68585
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1845
  fixes z :: "nat \<Rightarrow> complex"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1846
  assumes z: "\<And>j. z j \<noteq> 0" and \<xi>: "\<xi> \<noteq> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1847
  shows "((\<lambda>n. \<Prod>j\<le>n. z j) \<longlonglongrightarrow> \<xi>) \<longleftrightarrow> (\<exists>k. (\<lambda>n. (\<Sum>j\<le>n. Ln (z j))) \<longlonglongrightarrow> Ln \<xi> + of_int k * (of_real(2*pi) * \<i>))" (is "?lhs = ?rhs")
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1848
proof
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1849
  assume L: ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1850
  have pnz: "(\<Prod>j\<le>n. z j) \<noteq> 0" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1851
    using z by auto
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1852
  define \<Theta> where "\<Theta> \<equiv> Arg \<xi> + 2*pi"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1853
  then have "\<Theta> > pi"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1854
    using Arg_def mpi_less_Im_Ln by fastforce
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1855
  have \<xi>_eq: "\<xi> = cmod \<xi> * exp (\<i> * \<Theta>)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1856
    using Arg_def Arg_eq \<xi> unfolding \<Theta>_def by (simp add: algebra_simps exp_add)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1857
  define \<theta> where "\<theta> \<equiv> \<lambda>n. THE t. is_Arg (\<Prod>j\<le>n. z j) t \<and> t \<in> {\<Theta>-pi<..\<Theta>+pi}"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1858
  have uniq: "\<exists>!s. is_Arg (\<Prod>j\<le>n. z j) s \<and> s \<in> {\<Theta>-pi<..\<Theta>+pi}" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1859
    using Argument_exists_unique [OF pnz] by metis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1860
  have \<theta>: "is_Arg (\<Prod>j\<le>n. z j) (\<theta> n)" and \<theta>_interval: "\<theta> n \<in> {\<Theta>-pi<..\<Theta>+pi}" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1861
    unfolding \<theta>_def
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1862
    using theI' [OF uniq] by metis+
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1863
  have \<theta>_pos: "\<And>j. \<theta> j > 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1864
    using \<theta>_interval \<open>\<Theta> > pi\<close> by simp (meson diff_gt_0_iff_gt less_trans)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1865
  have "(\<Prod>j\<le>n. z j) = cmod (\<Prod>j\<le>n. z j) * exp (\<i> * \<theta> n)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1866
    using \<theta> by (auto simp: is_Arg_def)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1867
  then have eq: "(\<lambda>n. \<Prod>j\<le>n. z j) = (\<lambda>n. cmod (\<Prod>j\<le>n. z j) * exp (\<i> * \<theta> n))"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1868
    by simp
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1869
  then have "(\<lambda>n. (cmod (\<Prod>j\<le>n. z j)) * exp (\<i> * (\<theta> n))) \<longlonglongrightarrow> \<xi>"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1870
    using L by force
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1871
  then obtain k where k: "(\<lambda>j. \<theta> j - of_int (k j) * (2 * pi)) \<longlonglongrightarrow> \<Theta>"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1872
    using L by (subst (asm) \<xi>_eq) (auto simp add: eq z \<xi> polar_convergence)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1873
  moreover have "\<forall>\<^sub>F n in sequentially. k n = 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1874
  proof -
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1875
    have *: "kj = 0" if "dist (vj - real_of_int kj * 2) V < 1" "vj \<in> {V - 1<..V + 1}" for kj vj V
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1876
      using that  by (auto simp: dist_norm)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1877
    have "\<forall>\<^sub>F j in sequentially. dist (\<theta> j - of_int (k j) * (2 * pi)) \<Theta> < pi"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1878
      using tendstoD [OF k] pi_gt_zero by blast
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1879
    then show ?thesis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1880
    proof (rule eventually_mono)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1881
      fix j
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1882
      assume d: "dist (\<theta> j - real_of_int (k j) * (2 * pi)) \<Theta> < pi"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1883
      show "k j = 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1884
        by (rule * [of "\<theta> j/pi" _ "\<Theta>/pi"])
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1885
           (use \<theta>_interval [of j] d in \<open>simp_all add: divide_simps dist_norm\<close>)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1886
    qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1887
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1888
  ultimately have \<theta>to\<Theta>: "\<theta> \<longlonglongrightarrow> \<Theta>"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1889
    apply (simp only: tendsto_def)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1890
    apply (erule all_forward imp_forward asm_rl)+
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1891
    apply (drule (1) eventually_conj)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1892
    apply (auto elim: eventually_mono)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1893
    done
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1894
  then have to0: "(\<lambda>n. \<bar>\<theta> (Suc n) - \<theta> n\<bar>) \<longlonglongrightarrow> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1895
    by (metis (full_types) diff_self filterlim_sequentially_Suc tendsto_diff tendsto_rabs_zero)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1896
  have "\<exists>k. Im (\<Sum>j\<le>n. Ln (z j)) - of_int k * (2*pi) = \<theta> n" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1897
  proof (rule is_Arg_exp_diff_2pi)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1898
    show "is_Arg (exp (\<Sum>j\<le>n. Ln (z j))) (\<theta> n)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1899
      using pnz \<theta> by (simp add: is_Arg_def exp_sum prod_norm)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1900
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1901
  then have "\<exists>k. (\<Sum>j\<le>n. Im (Ln (z j))) = \<theta> n + of_int k * (2*pi)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1902
    by (simp add: algebra_simps)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1903
  then obtain k where k: "\<And>n. (\<Sum>j\<le>n. Im (Ln (z j))) = \<theta> n + of_int (k n) * (2*pi)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1904
    by metis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1905
  obtain K where "\<forall>\<^sub>F n in sequentially. k n = K"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1906
  proof -
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1907
    have k_le: "(2*pi) * \<bar>k (Suc n) - k n\<bar> \<le> \<bar>\<theta> (Suc n) - \<theta> n\<bar> + \<bar>Im (Ln (z (Suc n)))\<bar>" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1908
    proof -
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1909
      have "(\<Sum>j\<le>Suc n. Im (Ln (z j))) - (\<Sum>j\<le>n. Im (Ln (z j))) = Im (Ln (z (Suc n)))"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1910
        by simp
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1911
      then show ?thesis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1912
        using k [of "Suc n"] k [of n] by (auto simp: abs_if algebra_simps)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1913
    qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1914
    have "z \<longlonglongrightarrow> 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1915
      using L \<xi> convergent_prod_iff_nz_lim z by (blast intro: convergent_prod_imp_LIMSEQ)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1916
    with z have "(\<lambda>n. Ln (z n)) \<longlonglongrightarrow> Ln 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1917
      using isCont_tendsto_compose [OF continuous_at_Ln] nonpos_Reals_one_I by blast
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1918
    then have "(\<lambda>n. Ln (z n)) \<longlonglongrightarrow> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1919
      by simp
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1920
    then have "(\<lambda>n. \<bar>Im (Ln (z (Suc n)))\<bar>) \<longlonglongrightarrow> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1921
      by (metis LIMSEQ_unique \<open>z \<longlonglongrightarrow> 1\<close> continuous_at_Ln filterlim_sequentially_Suc isCont_tendsto_compose nonpos_Reals_one_I tendsto_Im tendsto_rabs_zero_iff zero_complex.simps(2))
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1922
    then have "\<forall>\<^sub>F n in sequentially. \<bar>Im (Ln (z (Suc n)))\<bar> < 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1923
      by (simp add: order_tendsto_iff)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1924
    moreover have "\<forall>\<^sub>F n in sequentially. \<bar>\<theta> (Suc n) - \<theta> n\<bar> < 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1925
      using to0 by (simp add: order_tendsto_iff)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1926
    ultimately have "\<forall>\<^sub>F n in sequentially. (2*pi) * \<bar>k (Suc n) - k n\<bar> < 1 + 1" 
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1927
    proof (rule eventually_elim2) 
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1928
      fix n 
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1929
      assume "\<bar>Im (Ln (z (Suc n)))\<bar> < 1" and "\<bar>\<theta> (Suc n) - \<theta> n\<bar> < 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1930
      with k_le [of n] show "2 * pi * real_of_int \<bar>k (Suc n) - k n\<bar> < 1 + 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1931
        by linarith
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1932
    qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1933
    then have "\<forall>\<^sub>F n in sequentially. real_of_int\<bar>k (Suc n) - k n\<bar> < 1" 
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1934
    proof (rule eventually_mono)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1935
      fix n :: "nat"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1936
      assume "2 * pi * \<bar>k (Suc n) - k n\<bar> < 1 + 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1937
      then have "\<bar>k (Suc n) - k n\<bar> < 2 / (2*pi)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1938
        by (simp add: field_simps)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1939
      also have "... < 1"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1940
        using pi_ge_two by auto
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1941
      finally show "real_of_int \<bar>k (Suc n) - k n\<bar> < 1" .
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1942
    qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1943
  then obtain N where N: "\<And>n. n\<ge>N \<Longrightarrow> \<bar>k (Suc n) - k n\<bar> = 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1944
    using eventually_sequentially less_irrefl of_int_abs by fastforce
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1945
  have "k (N+i) = k N" for i
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1946
  proof (induction i)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1947
    case (Suc i)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1948
    with N [of "N+i"] show ?case
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1949
      by auto
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1950
  qed simp
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1951
  then have "\<And>n. n\<ge>N \<Longrightarrow> k n = k N"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1952
    using le_Suc_ex by auto
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1953
  then show ?thesis
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1954
    by (force simp add: eventually_sequentially intro: that)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1955
  qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1956
  with \<theta>to\<Theta> have "(\<lambda>n. (\<Sum>j\<le>n. Im (Ln (z j)))) \<longlonglongrightarrow> \<Theta> + of_int K * (2*pi)"
70365
4df0628e8545 a few new lemmas and a bit of tidying
paulson <lp15@cam.ac.uk>
parents: 70136
diff changeset
  1957
    by (simp add: k tendsto_add tendsto_mult tendsto_eventually)
68585
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1958
  moreover have "(\<lambda>n. (\<Sum>k\<le>n. Re (Ln (z k)))) \<longlonglongrightarrow> Re (Ln \<xi>)"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1959
    using assms continuous_imp_tendsto [OF isCont_ln tendsto_norm [OF L]]
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1960
    by (simp add: o_def flip: prod_norm ln_prod)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1961
  ultimately show ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1962
    by (rule_tac x="K+1" in exI) (auto simp: tendsto_complex_iff \<Theta>_def Arg_def assms algebra_simps)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1963
next
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1964
  assume ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1965
  then obtain r where r: "(\<lambda>n. (\<Sum>k\<le>n. Ln (z k))) \<longlonglongrightarrow> Ln \<xi> + of_int r * (of_real(2*pi) * \<i>)" ..
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1966
  have "(\<lambda>n. exp (\<Sum>k\<le>n. Ln (z k))) \<longlonglongrightarrow> \<xi>"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1967
    using assms continuous_imp_tendsto [OF isCont_exp r] exp_integer_2pi [of r]
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1968
    by (simp add: o_def exp_add algebra_simps)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1969
  moreover have "exp (\<Sum>k\<le>n. Ln (z k)) = (\<Prod>k\<le>n. z k)" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1970
    by (simp add: exp_sum add_eq_0_iff assms)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1971
  ultimately show ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1972
    by auto
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1973
qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1974
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1975
text\<open>Prop 17.2 of Bak and Newman, Complex Analysis, p.242\<close>
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1976
proposition convergent_prod_iff_summable_complex:
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1977
  fixes z :: "nat \<Rightarrow> complex"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1978
  assumes "\<And>k. z k \<noteq> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1979
  shows "convergent_prod (\<lambda>k. z k) \<longleftrightarrow> summable (\<lambda>k. Ln (z k))" (is "?lhs = ?rhs")
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1980
proof
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1981
  assume ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1982
  then obtain p where p: "(\<lambda>n. \<Prod>k\<le>n. z k) \<longlonglongrightarrow> p" and "p \<noteq> 0"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1983
    using convergent_prod_LIMSEQ prodinf_nonzero add_eq_0_iff assms by fastforce
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1984
  then show ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1985
    using Ln_prodinf_complex assms
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1986
    by (auto simp: prodinf_nonzero summable_def sums_def_le)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1987
next
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1988
  assume R: ?rhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1989
  have "(\<Prod>k\<le>n. z k) = exp (\<Sum>k\<le>n. Ln (z k))" for n
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1990
    by (simp add: exp_sum add_eq_0_iff assms)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1991
  then have "(\<lambda>n. \<Prod>k\<le>n. z k) \<longlonglongrightarrow> exp (suminf (\<lambda>k. Ln (z k)))"
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1992
    using continuous_imp_tendsto [OF isCont_exp summable_LIMSEQ' [OF R]] by (simp add: o_def)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1993
  then show ?lhs
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1994
    by (subst convergent_prod_iff_convergent) (auto simp: convergent_def tendsto_Lim assms add_eq_0_iff)
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1995
qed
1657b9a5dd5d more on infinite products
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1996
68586
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  1997
text\<open>Prop 17.3 of Bak and Newman, Complex Analysis\<close>
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  1998
proposition summable_imp_convergent_prod_complex:
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  1999
  fixes z :: "nat \<Rightarrow> complex"
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  2000
  assumes z: "summable (\<lambda>k. norm (z k))" and non0: "\<And>k. z k \<noteq> -1"
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  2001
  shows "convergent_prod (\<lambda>k. 1 + z k)" 
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  2002
proof -
76722
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2003
  obtain N where "\<And>k. k\<ge>N \<Longrightarrow> norm (z k) < 1/2"
68586
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  2004
    using summable_LIMSEQ_zero [OF z]
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  2005
    by (metis diff_zero dist_norm half_gt_zero_iff less_numeral_extra(1) lim_sequentially tendsto_norm_zero_iff)
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  2006
  then have "summable (\<lambda>k. Ln (1 + z k))"
76722
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2007
    by (metis norm_Ln_le summable_comparison_test summable_mult z)
68586
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  2008
  with non0 show ?thesis
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  2009
    by (simp add: add_eq_0_iff convergent_prod_iff_summable_complex)
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  2010
qed
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  2011
76722
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2012
corollary summable_imp_convergent_prod_real:
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2013
  fixes z :: "nat \<Rightarrow> real"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2014
  assumes z: "summable (\<lambda>k. \<bar>z k\<bar>)" and non0: "\<And>k. z k \<noteq> -1"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2015
  shows "convergent_prod (\<lambda>k. 1 + z k)" 
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2016
proof -
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2017
  have "\<And>k. (complex_of_real \<circ> z) k \<noteq> - 1"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2018
    by (metis non0 o_apply of_real_1 of_real_eq_iff of_real_minus)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2019
  with z 
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2020
  have "convergent_prod (\<lambda>k. 1 + (complex_of_real \<circ> z) k)"
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2021
    by (auto intro: summable_imp_convergent_prod_complex)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2022
  then show ?thesis 
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2023
    using convergent_prod_of_real_iff [of "\<lambda>k. 1 + z k"] by (simp add: o_def)
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2024
qed
b1d57dd345e1 First round of moving material from the number theory development
paulson <lp15@cam.ac.uk>
parents: 75711
diff changeset
  2025
68616
cedf3480fdad de-applying (mostly Quotient)
paulson <lp15@cam.ac.uk>
parents: 68586
diff changeset
  2026
lemma summable_Ln_complex:
cedf3480fdad de-applying (mostly Quotient)
paulson <lp15@cam.ac.uk>
parents: 68586
diff changeset
  2027
  fixes z :: "nat \<Rightarrow> complex"
cedf3480fdad de-applying (mostly Quotient)
paulson <lp15@cam.ac.uk>
parents: 68586
diff changeset
  2028
  assumes "convergent_prod z" "\<And>k. z k \<noteq> 0"
cedf3480fdad de-applying (mostly Quotient)
paulson <lp15@cam.ac.uk>
parents: 68586
diff changeset
  2029
  shows "summable (\<lambda>k. Ln (z k))"
cedf3480fdad de-applying (mostly Quotient)
paulson <lp15@cam.ac.uk>
parents: 68586
diff changeset
  2030
  using convergent_prod_def assms convergent_prod_iff_summable_complex by blast
cedf3480fdad de-applying (mostly Quotient)
paulson <lp15@cam.ac.uk>
parents: 68586
diff changeset
  2031
68586
006da53a8ac1 infinite products: the final piece
paulson <lp15@cam.ac.uk>
parents: 68585
diff changeset
  2032
70136
f03a01a18c6e modernized tags: default scope excludes proof;
wenzelm
parents: 70113
diff changeset
  2033
subsection\<^marker>\<open>tag unimportant\<close> \<open>Embeddings from the reals into some complete real normed field\<close>
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2034
68426
e0b5f2d14bf9 fixed a name clash
paulson <lp15@cam.ac.uk>
parents: 68424
diff changeset
  2035
lemma tendsto_eq_of_real_lim:
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2036
  assumes "(\<lambda>n. of_real (f n) :: 'a::{complete_space,real_normed_field}) \<longlonglongrightarrow> q"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2037
  shows "q = of_real (lim f)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2038
proof -
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2039
  have "convergent (\<lambda>n. of_real (f n) :: 'a)"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2040
    using assms convergent_def by blast 
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2041
  then have "convergent f"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2042
    unfolding convergent_def
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2043
    by (simp add: convergent_eq_Cauchy Cauchy_def)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2044
  then show ?thesis
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2045
    by (metis LIMSEQ_unique assms convergentD sequentially_bot tendsto_Lim tendsto_of_real)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2046
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2047
68426
e0b5f2d14bf9 fixed a name clash
paulson <lp15@cam.ac.uk>
parents: 68424
diff changeset
  2048
lemma tendsto_eq_of_real:
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2049
  assumes "(\<lambda>n. of_real (f n) :: 'a::{complete_space,real_normed_field}) \<longlonglongrightarrow> q"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2050
  obtains r where "q = of_real r"
68426
e0b5f2d14bf9 fixed a name clash
paulson <lp15@cam.ac.uk>
parents: 68424
diff changeset
  2051
  using tendsto_eq_of_real_lim assms by blast
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2052
73005
83b114a6545f A few more simprules for iff-reasoning
paulson <lp15@cam.ac.uk>
parents: 73004
diff changeset
  2053
lemma has_prod_of_real_iff [simp]:
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2054
  "(\<lambda>n. of_real (f n) :: 'a::{complete_space,real_normed_field}) has_prod of_real c \<longleftrightarrow> f has_prod c"
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2055
  (is "?lhs = ?rhs")
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2056
proof
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2057
  assume ?lhs
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2058
  then show ?rhs
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2059
    apply (auto simp: prod_defs LIMSEQ_prod_0 tendsto_of_real_iff simp flip: of_real_prod)
68426
e0b5f2d14bf9 fixed a name clash
paulson <lp15@cam.ac.uk>
parents: 68424
diff changeset
  2060
    using tendsto_eq_of_real
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2061
    by (metis of_real_0 tendsto_of_real_iff)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2062
next
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2063
  assume ?rhs
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2064
  with tendsto_of_real_iff show ?lhs
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2065
    by (fastforce simp: prod_defs simp flip: of_real_prod)
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2066
qed
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2067
82353
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2068
subsection \<open>Convergence criteria: especially uniform convergence of infinite products\<close>
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2069
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2070
text \<open>
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2071
  Cauchy's criterion for the convergence of infinite products, adapted to proving
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2072
  uniform convergence: let $f_k(x)$ be a sequence of functions such that
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2073
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2074
    \<^enum> $f_k(x)$ has uniformly bounded partial products, i.e.\ there exists a constant \<open>C\<close>
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2075
      such that $\prod_{k=0}^m f_k(x) \leq C$ for all $m$ and $x\in A$.
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2076
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2077
    \<^enum> For any $\varepsilon > 0$ there exists a number $M \in \mathbb{N}$ such that, for any
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2078
      $m, n \geq M$ and all $x\in A$ we have $|(\prod_{k=m}^n f_k(x)) - 1| < \varepsilon$
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2079
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2080
  Then $\prod_{k=0}^n f_k(x)$ converges to $\prod_{k=0}^\infty f_k(x)$ uniformly for all
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2081
  $x \in A$.
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2082
\<close>
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2083
lemma uniformly_convergent_prod_Cauchy:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2084
  fixes f :: "nat \<Rightarrow> 'a :: topological_space \<Rightarrow> 'b :: {real_normed_div_algebra, comm_ring_1, banach}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2085
  assumes C: "\<And>x m. x \<in> A \<Longrightarrow> norm (\<Prod>k<m. f k x) \<le> C"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2086
  assumes "\<And>e. e > 0 \<Longrightarrow> \<exists>M. \<forall>x\<in>A. \<forall>m\<ge>M. \<forall>n\<ge>m. dist (\<Prod>k=m..n. f k x) 1 < e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2087
  shows   "uniformly_convergent_on A (\<lambda>N x. \<Prod>n<N. f n x)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2088
proof (rule Cauchy_uniformly_convergent, rule uniformly_Cauchy_onI')
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2089
  fix \<epsilon> :: real assume \<epsilon>: "\<epsilon> > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2090
  define C' where "C' = max C 1"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2091
  have C': "C' > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2092
    by (auto simp: C'_def)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2093
  define \<delta> where "\<delta> = Min {2 / 3 * \<epsilon> / C', 1 / 2}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2094
  from \<epsilon> have "\<delta> > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2095
    using \<open>C' > 0\<close> by (auto simp: \<delta>_def)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2096
  obtain M where M: "\<And>x m n. x \<in> A \<Longrightarrow> m \<ge> M \<Longrightarrow> n \<ge> m \<Longrightarrow> dist (\<Prod>k=m..n. f k x) 1 < \<delta>"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2097
    using \<open>\<delta> > 0\<close> assms by fast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2098
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2099
  show "\<exists>M. \<forall>x\<in>A. \<forall>m\<ge>M. \<forall>n>m. dist (\<Prod>k<m. f k x) (\<Prod>k<n. f k x) < \<epsilon>"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2100
  proof (rule exI, intro ballI allI impI)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2101
    fix x m n
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2102
    assume x: "x \<in> A" and mn: "M + 1 \<le> m" "m < n"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2103
    show "dist (\<Prod>k<m. f k x) (\<Prod>k<n. f k x) < \<epsilon>"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2104
    proof (cases "\<exists>k<m. f k x = 0")
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2105
      case True
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2106
      hence "(\<Prod>k<m. f k x) = 0" and "(\<Prod>k<n. f k x) = 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2107
        using mn x by (auto intro!: prod_zero)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2108
      thus ?thesis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2109
        using \<epsilon> by simp
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2110
    next
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2111
      case False
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2112
      have *: "{..<n} = {..<m} \<union> {m..n-1}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2113
        using mn by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2114
      have "dist (\<Prod>k<m. f k x) (\<Prod>k<n. f k x) = norm ((\<Prod>k<m. f k x) * ((\<Prod>k=m..n-1. f k x) - 1))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2115
        unfolding * by (subst prod.union_disjoint)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2116
                       (use mn in \<open>auto simp: dist_norm algebra_simps norm_minus_commute\<close>)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2117
      also have "\<dots> = (\<Prod>k<m. norm (f k x)) * dist (\<Prod>k=m..n-1. f k x) 1"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2118
        by (simp add: norm_mult dist_norm prod_norm)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2119
      also have "\<dots> < (\<Prod>k<m. norm (f k x)) * (2 / 3 * \<epsilon> / C')"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2120
      proof (rule mult_strict_left_mono)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2121
        show "dist (\<Prod>k = m..n - 1. f k x) 1 < 2 / 3 * \<epsilon> / C'"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2122
          using M[of x m "n-1"] x mn unfolding \<delta>_def by fastforce
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2123
      qed (use False in \<open>auto intro!: prod_pos\<close>)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2124
      also have "(\<Prod>k<m. norm (f k x)) = (\<Prod>k<M. norm (f k x)) * norm (\<Prod>k=M..<m. (f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2125
      proof -
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2126
        have *: "{..<m} = {..<M} \<union> {M..<m}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2127
          using mn by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2128
        show ?thesis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2129
          unfolding * using mn by (subst prod.union_disjoint) (auto simp: prod_norm)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2130
      qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2131
      also have "norm (\<Prod>k=M..<m. (f k x)) \<le> 3 / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2132
      proof -
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2133
        have "dist (\<Prod>k=M..m-1. f k x) 1 < \<delta>"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2134
          using M[of x M "m-1"] x mn \<open>\<delta> > 0\<close> by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2135
        also have "\<dots> \<le> 1 / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2136
          by (simp add: \<delta>_def)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2137
        also have "{M..m-1} = {M..<m}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2138
          using mn by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2139
        finally have "norm (\<Prod>k=M..<m. f k x) \<le> norm (1 :: 'b) + 1 / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2140
          by norm
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2141
        thus ?thesis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2142
          by simp
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2143
      qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2144
      hence "(\<Prod>k<M. norm (f k x)) * norm (\<Prod>k = M..<m. f k x) * (2 / 3 * \<epsilon> / C') \<le>
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2145
             (\<Prod>k<M. norm (f k x)) * (3 / 2) * (2 / 3 * \<epsilon> / C')"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2146
        using \<epsilon> C' by (intro mult_left_mono mult_right_mono prod_nonneg) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2147
      also have "\<dots> \<le> C' * (3 / 2) * (2 / 3 * \<epsilon> / C')"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2148
      proof (intro mult_right_mono)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2149
        have "(\<Prod>k<M. norm (f k x)) \<le> C"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2150
          using C[of x M] x by (simp add: prod_norm)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2151
        also have "\<dots> \<le> C'"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2152
          by (simp add: C'_def)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2153
        finally show "(\<Prod>k<M. norm (f k x)) \<le> C'" .
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2154
      qed (use \<epsilon> C' in auto)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2155
      finally show "dist (\<Prod>k<m. f k x) (\<Prod>k<n. f k x) < \<epsilon>"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2156
        using \<open>C' > 0\<close> by (simp add: field_simps)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2157
    qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2158
  qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2159
qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2160
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2161
text \<open>
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2162
  By instantiating the set $A$ in this result with a singleton set, we obtain the ``normal''
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2163
  Cauchy criterion for infinite products:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2164
\<close>
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2165
lemma convergent_prod_Cauchy_sufficient:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2166
  fixes f :: "nat \<Rightarrow> 'b :: {real_normed_div_algebra, comm_ring_1, banach}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2167
  assumes "\<And>e. e > 0 \<Longrightarrow> \<exists>M. \<forall>m n. M \<le> m \<longrightarrow> m \<le> n \<longrightarrow> dist (\<Prod>k=m..n. f k) 1 < e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2168
  shows   "convergent_prod f"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2169
proof -
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2170
  obtain M where M: "\<And>m n. m \<ge> M \<Longrightarrow> n \<ge> m \<Longrightarrow> dist (prod f {m..n}) 1 < 1 / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2171
    using assms(1)[of "1 / 2"] by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2172
  have nz: "f m \<noteq> 0" if "m \<ge> M" for m
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2173
    using M[of m m] that by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2174
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2175
  have M': "dist (prod (\<lambda>k. f (k + M)) {m..<n}) 1 < 1 / 2" for m n
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2176
  proof (cases "m < n")
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2177
    case True
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2178
    have "dist (prod f {m+M..n-1+M}) 1 < 1 / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2179
      by (rule M) (use True in auto)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2180
    also have "prod f {m+M..n-1+M} = prod (\<lambda>k. f (k + M)) {m..<n}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2181
      by (rule prod.reindex_bij_witness[of _ "\<lambda>k. k + M" "\<lambda>k. k - M"]) (use True in auto)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2182
    finally show ?thesis .
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2183
  qed auto 
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2184
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2185
  have "uniformly_convergent_on {0::'b} (\<lambda>N x. \<Prod>n<N. f (n + M))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2186
  proof (rule uniformly_convergent_prod_Cauchy)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2187
    fix m :: nat
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2188
    have "norm (\<Prod>k=0..<m. f (k + M)) < norm (1 :: 'b) + 1 / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2189
      using M'[of 0 m] by norm
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2190
    thus "norm (\<Prod>k<m. f (k + M)) \<le> 3 / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2191
      by (simp add: atLeast0LessThan)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2192
  next
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2193
    fix e :: real assume e: "e > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2194
    obtain M' where M': "\<And>m n. M' \<le> m \<longrightarrow> m \<le> n \<longrightarrow> dist (\<Prod>k=m..n. f k) 1 < e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2195
      using assms e by blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2196
    show "\<exists>M'. \<forall>x\<in>{0}. \<forall>m\<ge>M'. \<forall>n\<ge>m. dist (\<Prod>k=m..n. f (k + M)) 1 < e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2197
    proof (rule exI[of _ M'], intro ballI impI allI)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2198
      fix m n :: nat assume "M' \<le> m" "m \<le> n"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2199
      thus "dist (\<Prod>k=m..n. f (k + M)) 1 < e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2200
        using M' by (metis add.commute add_left_mono prod.shift_bounds_cl_nat_ivl trans_le_add1)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2201
    qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2202
  qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2203
  hence "convergent (\<lambda>N. \<Prod>n<N. f (n + M))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2204
    by (rule uniformly_convergent_imp_convergent[of _ _ 0]) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2205
  then obtain L where L: "(\<lambda>N. \<Prod>n<N. f (n + M)) \<longlonglongrightarrow> L"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2206
    unfolding convergent_def by blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2207
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2208
  show ?thesis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2209
    unfolding convergent_prod_altdef
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2210
  proof (rule exI[of _ M], rule exI[of _ L], intro conjI)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2211
    show "\<forall>n\<ge>M. f n \<noteq> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2212
      using nz by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2213
  next
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2214
    show "(\<lambda>n. \<Prod>i\<le>n. f (i + M)) \<longlonglongrightarrow> L"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2215
      using LIMSEQ_Suc[OF L] by (subst (asm) lessThan_Suc_atMost)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2216
  next
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2217
    have "norm L \<ge> 1 / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2218
    proof (rule tendsto_lowerbound)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2219
      show "(\<lambda>n. norm (\<Prod>i<n. f (i + M))) \<longlonglongrightarrow> norm L"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2220
        by (intro tendsto_intros L)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2221
      show "\<forall>\<^sub>F n in sequentially. 1 / 2 \<le> norm (\<Prod>i<n. f (i + M))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2222
      proof (intro always_eventually allI)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2223
        fix m :: nat
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2224
        have "norm (\<Prod>k=0..<m. f (k + M)) \<ge> norm (1 :: 'b) - 1 / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2225
          using M'[of 0 m] by norm
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2226
        thus "norm (\<Prod>k<m. f (k + M)) \<ge> 1 / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2227
          by (simp add: atLeast0LessThan)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2228
      qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2229
    qed auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2230
    thus "L \<noteq> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2231
      by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2232
  qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2233
qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2234
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2235
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2236
text \<open>
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2237
  We now prove that the Cauchy criterion for pointwise convergence is both necessary
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2238
  and sufficient.
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2239
\<close>
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2240
lemma convergent_prod_Cauchy_necessary:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2241
  fixes f :: "nat \<Rightarrow> 'b :: {real_normed_field, banach}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2242
  assumes "convergent_prod f" "e > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2243
  shows   "\<exists>M. \<forall>m n. M \<le> m \<longrightarrow> m \<le> n \<longrightarrow> dist (\<Prod>k=m..n. f k) 1 < e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2244
proof -
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2245
  have *: "\<exists>M. \<forall>m n. M \<le> m \<longrightarrow> m \<le> n \<longrightarrow> dist (\<Prod>k=m..n. f k) 1 < e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2246
    if f: "convergent_prod f" "0 \<notin> range f" and e: "e > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2247
    for f :: "nat \<Rightarrow> 'b" and e :: real
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2248
  proof -
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2249
    have *: "(\<lambda>n. norm (\<Prod>k<n. f k)) \<longlonglongrightarrow> norm (\<Prod>k. f k)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2250
      using has_prod_imp_tendsto' f(1) by (intro tendsto_norm) blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2251
    from f(1,2) have [simp]: "(\<Prod>k. f k) \<noteq> 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2252
      using prodinf_nonzero by fastforce
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2253
    obtain M' where M': "norm (\<Prod>k<m. f k) > norm (\<Prod>k. f k) / 2" if "m \<ge> M'" for m
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2254
      using order_tendstoD(1)[OF *, of "norm (\<Prod>k. f k) / 2"]
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2255
      by (auto simp: eventually_at_top_linorder)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2256
    define M where "M = Min (insert (norm (\<Prod>k. f k) / 2) ((\<lambda>m. norm (\<Prod>k<m. f k)) ` {..<M'}))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2257
    have "M > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2258
      unfolding M_def using f(2) by (subst Min_gr_iff) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2259
    have norm_ge: "norm (\<Prod>k<m. f k) \<ge> M" for m
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2260
    proof (cases "m \<ge> M'")
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2261
      case True
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2262
      have "M \<le> norm (\<Prod>k. f k) / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2263
        unfolding M_def by (intro Min.coboundedI) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2264
      also from True have "norm (\<Prod>k<m. f k) > norm (\<Prod>k. f k) / 2"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2265
        by (intro M')
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2266
      finally show ?thesis by linarith
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2267
    next
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2268
      case False
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2269
      thus ?thesis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2270
        unfolding M_def
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2271
        by (intro Min.coboundedI) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2272
    qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2273
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2274
    have "convergent (\<lambda>n. \<Prod>k<n. f k)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2275
      using f(1) convergent_def has_prod_imp_tendsto' by blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2276
    hence "Cauchy (\<lambda>n. \<Prod>k<n. f k)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2277
      by (rule convergent_Cauchy)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2278
    moreover have "e * M > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2279
      using e \<open>M > 0\<close> by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2280
    ultimately obtain N where N: "dist (\<Prod>k<m. f k) (\<Prod>k<n. f k) < e * M" if "m \<ge> N" "n \<ge> N" for m n
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2281
      unfolding Cauchy_def by fast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2282
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2283
    show "\<exists>M. \<forall>m n. M \<le> m \<longrightarrow> m \<le> n \<longrightarrow> dist (prod f {m..n}) 1 < e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2284
    proof (rule exI[of _ N], intro allI impI, goal_cases)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2285
      case (1 m n)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2286
      have "dist (\<Prod>k<m. f k) (\<Prod>k<Suc n. f k) < e * M"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2287
        by (rule N) (use 1 in auto)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2288
      also have "dist (\<Prod>k<m. f k) (\<Prod>k<Suc n. f k) = norm ((\<Prod>k<Suc n. f k) - (\<Prod>k<m. f k))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2289
        by (simp add: dist_norm norm_minus_commute)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2290
      also have "(\<Prod>k<Suc n. f k) = (\<Prod>k\<in>{..<m}\<union>{m..n}. f k)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2291
        using 1 by (intro prod.cong) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2292
      also have "\<dots> = (\<Prod>k\<in>{..<m}. f k) * (\<Prod>k\<in>{m..n}. f k)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2293
        by (subst prod.union_disjoint) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2294
      also have "\<dots> - (\<Prod>k<m. f k) = (\<Prod>k<m. f k) * ((\<Prod>k\<in>{m..n}. f k) - 1)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2295
        by (simp add: algebra_simps)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2296
      finally have "norm (prod f {m..n} - 1) < e * M / norm (prod f {..<m})"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2297
        using f(2) by (auto simp add: norm_mult divide_simps mult_ac)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2298
      also have "\<dots> \<le> e * M / M"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2299
        using e \<open>M > 0\<close> f(2) by (intro divide_left_mono norm_ge mult_pos_pos) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2300
      also have "\<dots> = e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2301
        using \<open>M > 0\<close> by simp
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2302
      finally show ?case
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2303
        by (simp add: dist_norm)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2304
    qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2305
  qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2306
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2307
  obtain M where M: "f m \<noteq> 0" if "m \<ge> M" for m
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2308
    using convergent_prod_imp_ev_nonzero[OF assms(1)]
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2309
    by (auto simp: eventually_at_top_linorder)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2310
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2311
  have "\<exists>M'. \<forall>m n. M' \<le> m \<longrightarrow> m \<le> n \<longrightarrow> dist (\<Prod>k=m..n. f (k + M)) 1 < e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2312
    by (rule *) (use assms M in auto)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2313
  then obtain M' where M': "dist (\<Prod>k=m..n. f (k + M)) 1 < e" if "M' \<le> m" "m \<le> n" for m n
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2314
    by blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2315
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2316
  show "\<exists>M. \<forall>m n. M \<le> m \<longrightarrow> m \<le> n \<longrightarrow> dist (prod f {m..n}) 1 < e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2317
  proof (rule exI[of _ "M + M'"], safe, goal_cases)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2318
    case (1 m n)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2319
    have "dist (\<Prod>k=m-M..n-M. f (k + M)) 1 < e"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2320
      by (rule M') (use 1 in auto)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2321
    also have "(\<Prod>k=m-M..n-M. f (k + M)) = (\<Prod>k=m..n. f k)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2322
      using 1 by (intro prod.reindex_bij_witness[of _ "\<lambda>k. k - M" "\<lambda>k. k + M"]) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2323
    finally show ?case .
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2324
  qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2325
qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2326
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2327
lemma convergent_prod_Cauchy_iff:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2328
  fixes f :: "nat \<Rightarrow> 'b :: {real_normed_field, banach}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2329
  shows "convergent_prod f \<longleftrightarrow> (\<forall>e>0. \<exists>M. \<forall>m n. M \<le> m \<longrightarrow> m \<le> n \<longrightarrow> dist (\<Prod>k=m..n. f k) 1 < e)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2330
  using convergent_prod_Cauchy_necessary[of f] convergent_prod_Cauchy_sufficient[of f]
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2331
  by blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2332
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2333
lemma uniformly_convergent_on_prod:
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2334
  fixes f :: "nat \<Rightarrow> 'a :: topological_space \<Rightarrow> 'b :: {real_normed_div_algebra, comm_ring_1, banach}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2335
  assumes cont: "\<And>n. continuous_on A (f n)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2336
  assumes A: "compact A"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2337
  assumes conv_sum: "uniformly_convergent_on A (\<lambda>N x. \<Sum>n<N. norm (f n x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2338
  shows   "uniformly_convergent_on A (\<lambda>N x. \<Prod>n<N. 1 + f n x)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2339
proof -
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2340
  have lim: "uniform_limit A (\<lambda>n x. \<Sum>k<n. norm (f k x)) (\<lambda>x. \<Sum>k. norm (f k x)) sequentially"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2341
    by (rule uniform_limit_suminf) fact
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2342
  have cont': "\<forall>\<^sub>F n in sequentially. continuous_on A (\<lambda>x. \<Sum>k<n. norm (f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2343
    using cont by (auto intro!: continuous_intros always_eventually cont)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2344
  have "continuous_on A (\<lambda>x. \<Sum>k. norm (f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2345
    by (rule uniform_limit_theorem[OF cont' lim]) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2346
  hence "compact ((\<lambda>x. \<Sum>k. norm (f k x)) ` A)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2347
    by (intro compact_continuous_image A)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2348
  hence "bounded ((\<lambda>x. \<Sum>k. norm (f k x)) ` A)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2349
    by (rule compact_imp_bounded)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2350
  then obtain C where C: "norm (\<Sum>k. norm (f k x)) \<le> C" if "x \<in> A" for x
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2351
    unfolding bounded_iff by blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2352
  show ?thesis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2353
  proof (rule uniformly_convergent_prod_Cauchy)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2354
    fix x :: 'a and m :: nat
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2355
    assume x: "x \<in> A"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2356
    have "norm (\<Prod>k<m. 1 + f k x) = (\<Prod>k<m. norm (1 + f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2357
      by (simp add: prod_norm)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2358
    also have "\<dots> \<le> (\<Prod>k<m. norm (1 :: 'b) + norm (f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2359
      by (intro prod_mono) norm
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2360
    also have "\<dots> = (\<Prod>k<m. 1 + norm (f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2361
      by simp
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2362
    also have "\<dots> \<le> exp (\<Sum>k<m. norm (f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2363
      by (rule prod_le_exp_sum) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2364
    also have "(\<Sum>k<m. norm (f k x)) \<le> (\<Sum>k. norm (f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2365
    proof (rule sum_le_suminf)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2366
      have "(\<lambda>n. \<Sum>k<n. norm (f k x)) \<longlonglongrightarrow> (\<Sum>k. norm (f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2367
        by (rule tendsto_uniform_limitI[OF lim]) fact
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2368
      thus "summable (\<lambda>k. norm (f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2369
        using sums_def sums_iff by blast
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2370
    qed auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2371
    also have "exp (\<Sum>k. norm (f k x)) \<le> exp (norm (\<Sum>k. norm (f k x)))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2372
      by simp
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2373
    also have "norm (\<Sum>k. norm (f k x)) \<le> C"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2374
      by (rule C) fact
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2375
    finally show "norm (\<Prod>k<m. 1 + f k x) \<le> exp C"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2376
      by - simp_all
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2377
  next
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2378
    fix \<epsilon> :: real assume \<epsilon>: "\<epsilon> > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2379
    have "uniformly_Cauchy_on A (\<lambda>N x. \<Sum>n<N. norm (f n x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2380
      by (rule uniformly_convergent_Cauchy) fact
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2381
    moreover have "ln (1 + \<epsilon>) > 0"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2382
      using \<epsilon> by simp
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2383
    ultimately obtain M where M: "\<And>m n x. x \<in> A \<Longrightarrow> M \<le> m \<Longrightarrow> M \<le> n \<Longrightarrow>
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2384
        dist (\<Sum>k<m. norm (f k x)) (\<Sum>k<n. norm (f k x)) < ln (1 + \<epsilon>)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2385
      using \<epsilon> unfolding uniformly_Cauchy_on_def by metis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2386
  
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2387
    show "\<exists>M. \<forall>x\<in>A. \<forall>m\<ge>M. \<forall>n\<ge>m. dist (\<Prod>k = m..n. 1 + f k x) 1 < \<epsilon>"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2388
    proof (rule exI, intro ballI allI impI)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2389
      fix x m n
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2390
      assume x: "x \<in> A" and mn: "M \<le> m" "m \<le> n"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2391
      have "dist (\<Sum>k<m. norm (f k x)) (\<Sum>k<Suc n. norm (f k x)) < ln (1 + \<epsilon>)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2392
        by (rule M) (use x mn in auto)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2393
      also have "dist (\<Sum>k<m. norm (f k x)) (\<Sum>k<Suc n. norm (f k x)) =
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2394
                 \<bar>\<Sum>k\<in>{..<Suc n}-{..<m}. norm (f k x)\<bar>"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2395
        using mn by (subst sum_diff) (auto simp: dist_norm)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2396
      also have "{..<Suc n}-{..<m} = {m..n}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2397
        using mn by auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2398
      also have "\<bar>\<Sum>k=m..n. norm (f k x)\<bar> = (\<Sum>k=m..n. norm (f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2399
        by (intro abs_of_nonneg sum_nonneg) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2400
      finally have *: "(\<Sum>k=m..n. norm (f k x)) < ln (1 + \<epsilon>)" .
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2401
  
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2402
      have "dist (\<Prod>k=m..n. 1 + f k x) 1 = norm ((\<Prod>k=m..n. 1 + f k x) - 1)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2403
        by (simp add: dist_norm)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2404
      also have "norm ((\<Prod>k=m..n. 1 + f k x) - 1) \<le> (\<Prod>n=m..n. 1 + norm (f n x)) - 1"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2405
        by (rule norm_prod_minus1_le_prod_minus1)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2406
      also have "(\<Prod>n=m..n. 1 + norm (f n x)) \<le> exp (\<Sum>k=m..n. norm (f k x))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2407
        by (rule prod_le_exp_sum) auto
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2408
      also note *
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2409
      finally show "dist (\<Prod>k = m..n. 1 + f k x) 1 < \<epsilon>"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2410
        using \<epsilon> by - simp_all
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2411
    qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2412
  qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2413
qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2414
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2415
lemma uniformly_convergent_on_prod':
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2416
  fixes f :: "nat \<Rightarrow> 'a :: topological_space \<Rightarrow> 'b :: {real_normed_div_algebra, comm_ring_1, banach}"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2417
  assumes cont: "\<And>n. continuous_on A (f n)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2418
  assumes A: "compact A"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2419
  assumes conv_sum: "uniformly_convergent_on A (\<lambda>N x. \<Sum>n<N. norm (f n x - 1))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2420
  shows "uniformly_convergent_on A (\<lambda>N x. \<Prod>n<N. f n x)"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2421
proof -
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2422
  have "uniformly_convergent_on A (\<lambda>N x. \<Prod>n<N. 1 + (f n x - 1))"
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2423
    by (rule uniformly_convergent_on_prod) (use assms in \<open>auto intro!: continuous_intros\<close>)
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2424
  thus ?thesis
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2425
    by simp
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2426
qed
e3a0128f4905 Manuel's material on infinite products
paulson <lp15@cam.ac.uk>
parents: 80914
diff changeset
  2427
68424
02e5a44ffe7d the last of the infinite product proofs
paulson <lp15@cam.ac.uk>
parents: 68361
diff changeset
  2428
end